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Development and implementation of convergence diagnostics and acceleration methodologies in Monte Carlo criticality simulationsShi, Bo 12 December 2011 (has links)
Because of the accuracy and ease of implementation, the Monte Carlo methodology is widely used in the analysis of nuclear systems. The estimated effective multiplication factor (keff) and flux distribution are statistical by their natures. In eigenvalue problems, however, neutron histories are not independent but are correlated through subsequent generations. Therefore, it is necessary to ensure that only the converged data are used for further analysis. Discarding a larger amount of initial histories would reduce the risk of contaminating the results by non-converged data, but increase the computational expense. This issue is amplified for large nuclear systems with slow convergence. One solution would be to use the convergence of keff or the flux distribution as the criterion for initiating accumulation of data. Although several approaches have been developed aimed at identifying convergence, these methods are not always reliable, especially for slow converging problems. This dissertation has attacked this difficulty by developing two independent but related methodologies. One aims to find a more reliable and robust way to assess convergence by statistically analyzing the local flux change. The other forms a basis to increase the convergence rate and thus reduce the computational expense. Eventually, these two topics will contribute to the ultimate goal of improving the reliability and efficiency of the Monte Carlo criticality calculations.
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The model risk of option pricing models when volatility is stochastic a Monte Carlo simulation approach /Jung, Dosub, January 2000 (has links)
Thesis (Ph. D.)--University of Missouri-Columbia, 2000. / Typescript. Vita. Includes bibliographical references (leaves 114-116). Also available on the Internet.
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Bayesian analysis for various order restricted problems /Molitor, John T. January 1999 (has links)
Thesis (Ph. D.)--University of Missouri-Columbia, 1999. / Typescript. Vita. Includes bibliographical references (leaves 97-98). Also available on the Internet.
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Bayesian hierarchical spatio-temporal analysis of mortality rates with disease mapping /Kim, Hoon, January 1999 (has links)
Thesis (Ph. D.)--University of Missouri-Columbia, 1999. / Typescript. Vita. Includes bibliographical references (leaves 122-127). Also available on the Internet.
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515 |
Navier/Stokes/Direct simulation Monte Carlo modeling of small cold gas thruster nozzle and plume flowsNanson, Richard A. January 2002 (has links)
Thesis (M.S.)--Worcester Polytechnic Institute. / Keywords: CFD; computational fluid dynamics; plume; nozzle; DSMC; numerical modelling. Includes bibliographical references (p. 83-86).
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Bayesian hierarchical spatio-temporal analysis of mortality rates with disease mappingKim, Hoon, January 1999 (has links)
Thesis (Ph. D.)--University of Missouri-Columbia, 1999. / Typescript. Vita. Includes bibliographical references (leaves 122-127). Also available on the Internet.
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517 |
Bayesian analysis for various order restricted problemsMolitor, John T. January 1999 (has links)
Thesis (Ph. D.)--University of Missouri-Columbia, 1999. / Typescript. Vita. Includes bibliographical references (leaves 97-98). Also available on the Internet.
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518 |
Percolation study of nano-composite conductivity using Monte Carlo simulationBai, Jing. January 2009 (has links)
Thesis (M.S.)--University of Central Florida, 2009. / Adviser: Kuo-Chi Lin. Includes bibliographical references (p. 84-92).
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519 |
Variance analysis for kernel smoothing of a varying-coefficient model with longitudinal data /Chen, Jinsong. January 2003 (has links) (PDF)
Thesis (M.S.)--University of North Carolina at Wilmington, 2003. / Includes bibliographical references (leaf : [101]).
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520 |
A Bayesian model for curve clustering with application to gene expression data analysis /Zhou, Chuan, January 2003 (has links)
Thesis (Ph. D.)--University of Washington, 2003. / Vita. Includes bibliographical references (leaves 178-195).
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