The aim of this study is to characterise the structure of refrozen cracks, and to deduce the details of their formation. Surveys and experiments are conducted on straight-sided, linear, refrozen cracks of width 80 mm to 340 mm in land-fast first-year sea ice in McMurdo Sound, Antarctica. Refreezing of cracks is simulated analytically, and with a numerical fluid dynamics model of brine movement in the porous sea ice and in the ocean. Systematic arch-shaped patterns of inclusions, upstream-growing crystals, and two-dimensional variations in salinity are identified in completely and partially refrozen, natural cracks, and in artificial cracks. Using a two-dimensional thermistor array, a relationship between the development of the sea ice structure and the temperature records is found, which identifies the transition from the porous, skeletal layer to consolidated ice in artificial cracks. A two-dimensional analytical model is developed that predicts the measured thickness of consolidated ice in refreezing cracks for this study and for the studies of others. From a heat balance within the refreezing cracks, it is concluded that some of the experiments were conducted in the presence of a negative ocean heat flux. A two-dimensional thermistor array beneath the ice-water interface of a refreezing crack provides evidence for sporadic, cold temperature, advective events at night. A two-dimensional, numerical fluid dynamics model based on the finite volume method is developed to simulate desalination and fluid flow in refreezing cracks. This requires a permeability-porosity relationship for sea ice, which is deduced from data of other groups, combined with the numerical model. To make comparisons among data sets, an analytical approximation is derived for the relationship between connected pore space and total pore space of a random porous medium, based on a Monte Carlo model that is adapted to the crystal structure of sea ice. The permeability-porosity relationship derived in this study is in good agreement with permeability functions published recently. The refreezing of cracks simulated with the numerical fluid dynamics model is consistent with experiments and with the analytical model. In addition, the numerical model simulates the high porosity, arch-shaped freezing front and inclusion structure. Supercooling of the liquid is found to cause excessive heat loss in the simulation. Since a large oceanic heat flux was not observed in the experimental heat balance of refreezing slots, it is suggested that this indicates platelet ice formation or frazil ice formation at the vertical crack interface in Antarctic experiments.

Thesis (Ph. D.)--University of Missouri-Columbia, 2007. / The entire dissertation/thesis text is included in the research.pdf file; the official abstract appears in the short.pdf file (which also appears in the research.pdf); a non-technical general description, or public abstract, appears in the public.pdf file. Title from title screen of research.pdf file (viewed Dec. 12, 2007). Vita. Includes bibliographical references.

Thesis (M. Phil.)--University of Hong Kong, 2007. / Title proper from title frame. Also available in printed format.

Thesis (M.S.)--University of Nevada, Reno, 2004. / "December 2004." Includes bibliographical references (leaves 57-62). Online version available on the World Wide Web.

<p>Asian options are an important family of derivative contracts with a wide variety of applications in commodity, currency, energy, interest rate, equity and insurance markets. In this master's thesis, we investigate methods for evaluating the price of the Asian call options with a fixed strike. One of them is the Monte Carlo method. The accurancy of this method can be observed through variance of the price. We will see that the variance with using Monte Carlo method has to be decreased. The Variance Reduction technique is useful for this aim. We will give evidence of the efficiency of one of the Variance Reduction thechniques - Control Variate method - in a mathematical context and a numerical comparison with the ordinary Monte Carlo method.</p>

Logic Sampling, Likelihood Weighting and AIS-BN are three variants of stochastic sampling, one class of approximate inference for Bayesian networks. We summarize the ideas underlying each algorithm and the relationship among them. The results from a set of empirical experiments comparing Logic Sampling, Likelihood Weighting and AIS-BN are presented. We also test the impact of each of the proposed heuristics and learning method separately and in combination in order to give a deeper look into AIS-BN, and see how the heuristics and learning method contribute to the power of the algorithm. Key words: belief network, probability inference, Logic Sampling, Likelihood Weighting, Importance Sampling, Adaptive Importance Sampling Algorithm for Evidential Reasoning in Large Bayesian Networks(AIS-BN), Mean Percentage Error (MPE), Mean Square Error (MSE), Convergence Rate, heuristic, learning method. / Graduation date: 2002

Graduation date: 2000

One of the ways of countering the ever increasing computational requirements in the simulation and modeling of electrical and electromagnetic devices and phenomena, is the development of simulation and modeling tools on parallel computing platforms. In this thesis, a previously developed Monte Carlo parallel device simulator is utilized, enhanced, and evolved, to render it applicable to the modeling and simulation of certain key applications. A three-dimensional Monte Carlo simulation of GaAs MESFETs is first presented to study small-geometry effects. Then, a finite-difference time-domain numerical solution of Maxwell's equations is developed and coupled to Monte Carlo particle simulation, to illustrate a photoconductive switching experiment. As the third and major application of the Monte Carlo code, high-field electron transport simulations of the ZnS phosphor of AC thin film electroluminescent devices are presented. A full band structure (of ZnS) computed using a nonlocal empirical pseudopotential technique is included in the Monte Carlo simulation. The band structure is computed using a set of form factors, that were tuned to fit experimentally measured critical point transitions in ZnS. The Monte Carlo algorithms pertaining to the full band model are developed. Most of the scattering mechanisms, pertinent to ZnS are included to model the electron kinetics. The hot electron distributions are computed as a function of the electric field in the ZnS phosphor layer, to estimate the percentage of hot electrons that could potentially contribute to excitation of luminescent impurity centers in the ZnS phosphor layer. Impact excitation, a key process in electroluminescence, is included in the Monte Carlo simulation to estimate the quantum yield of the devices. Preliminary results based on the full band k-space model exhibit experimentally observed trends. / Graduation date: 1996

Thesis (Ph. D.)--University of Washington, 1984. / Vita. Includes bibliographical references.

Thesis (M.S.)--West Virginia University, 2006. / Title from document title page. Document formatted into pages; contains viii, 31 p. : ill. (some col.). Includes four zip file programs. Includes abstract. Includes bibliographical references (p. 26-27).