Search for dissertations about: "Monte Carlo simulation"

Showing result 21 - 25 of 276 swedish dissertations containing the words Monte Carlo simulation.

  1. 21. On perfect simulation and EM estimation

    University dissertation from Umeå : Print & Media

    Author : Kajsa Larson; Umeå universitet.; [2010]
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Perfect simulation; coupling from the past; Markov chain Monte Carlo; point process; Widom-Rowlinson model; EM algorithm; dispersal distribution; fecundity; first-passage percolation; MATHEMATICS Applied mathematics Mathematical statistics; MATEMATIK Tillämpad matematik Matematisk statistik; Mathematical Statistics; matematisk statistik;

    Abstract : Perfect simulation  and the EM algorithm are the main topics in this thesis. In paper I, we present coupling from the past (CFTP) algorithms that generate perfectly distributed samples from the multi-type Widom--Rowlin-son (W--R) model and some generalizations of it. READ MORE

  2. 22. Optimisation of environmental gamma spectrometry using Monte Carlo methods

    University dissertation from Uppsala : Acta Universitatis Upsaliensis

    Author : Francisco Javier Hernández Suárez; Uppsala universitet.; [2002]
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Physics; Gamma spectrometry; Environmental multitracers; Monte Carlo simulations; HPGe detectors; Efficiency calibration; Self-absorption corrections.; Fysik; NATURAL SCIENCES Physics; NATURVETENSKAP Fysik; Fysik; Physics;

    Abstract : Dissertation in Environmental Physics to be publicly examined in Häggsalen (Ångström Laboratory), Uppsala University, on Friday, November 8, 2002 at 10:00 am for the degree of doctor of philosophy in Physics. The examination will be conducted in English. READ MORE

  3. 23. On Perfect Simulation of Markovian Queueing Networks with Blocking

    University dissertation from Göteborg : Chalmers University of Technology

    Author : Dan Mattsson; Göteborgs universitet.; Gothenburg University.; [2002]
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Markov chain; Monte Carlo methods; Propp-Wilson algorithm; perfect simulation; queueing theory; Jackson networks; birth and death processes;

    Abstract : Perfect simulation of a class of Markovian queueing networks with finite buffers is examined in this monograph. The network processes defined are modelled by restricted multivariate birth and death processes with intensities depending on a random environment. The random environments are mainly a set of independent onoff processes. READ MORE

  4. 24. Variance reduction methods for numerical solution of plasma kinetic diffusion

    University dissertation from Stockholm : KTH Royal Institute of Technology

    Author : Lars Josef Höök; KTH.; [2012]
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; variance reduction; Monte Carlo; quasi-Monte Carlo; kinetic diffusion; stochastic differential equation;

    Abstract : Performing detailed simulations of plasma kinetic diffusion is a challenging task and currently requires the largest computational facilities in the world. The reason for this is that, the physics in a confined heated plasma occur on a broad range of temporal and spatial scales. READ MORE

  5. 25. Approximating Stochastic Partial Differential Equations with Finite Elements: Computation and Analysis

    University dissertation from Stockholm : KTH Royal Institute of Technology

    Author : Andreas Petersson; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; Lévy process; Lyapunov equation; white noise; finite element method; multilevel Monte Carlo; Monte Carlo; multiplicative noise; asymptotic mean square stability; stochastic heat equation; covariance operator; weak convergence; generalized Wiener process; numerical approximation; stochastic wave equation; Stochastic partial differential equations;

    Abstract : Stochastic partial differential equations (SPDE) must be approximated in space and time to allow for the simulation of their solutions. In this thesis fully discrete approximations of such equations are considered, with an emphasis on finite element methods combined with rational semigroup approximations. READ MORE