This Thesis aims to conduct analysis and reengineering of work methodology and warehouse layout in specific wholesale company. Thesis is divided into phases. In first phase the suitability of existing warehouse is reviewed. There will be evaluated hypothesis that existing warehouse is dimensionally insufficient, with incorrect layout and insufficient intake and expedition area. In second stage, there are created possible variants of reengineering and those are regarding to the conditions of uncertainty analyzed with Monte Carlo method.

In this thesis, we derive a closed-form approximation to the implied volatility for a European option, assuming that the underlying asset follows the generalized Heston model. A new para- meter is added to the Heston model which constructed the generalized Heston model. Based on the results in Lorig, Pagliarani and Pascucci [11], we obtain implied volatility expansions up to third-order. We conduct numerical studies to check the accuracy of our expansions. More specifically we compare the implied volatilities computed using our expansions to the results by Monte Carlo simulation method. Our numerical results show that the third-order implied volatility expansion provides a very good approximation to the true value.

The topic of this master thesis is the issue of measurement uncertainty of nano-CMM, specifically SIOS NMM-1 machine. Theoretical part of the thesis consists of basic measurement uncertainty definitions, description of approaches to CMM measurement uncertainty and differences between classical CMM and nano-CMM. For measurement uncertainty calculation of nano-CMM, two method are chosen and adapted – substitution method and Monte Carlo method. These are applied in practical part for measurement uncertainty calculation of SIOS NMM-1 machine. Part of the practical part is performed measurement on machine in laboratory at the Czech Metrology institute in Brno. The outcome of this thesis is determination of measurement uncertainty of SIOS NMM-1.

The subject of the master’s thesis is a risk analysis in transport infrastructure projects. In the theoretical part, I deal with public sector, life cycle of the project, evaluation of public projects, conception of risk, clasification of risk, risk analysis and valuation of the risk. In the practical section I process risk analysis of the project in transport infrastucture.

Standardmäßig erfolgt die Datenaufbereitung der Neutronenwirkungsquerschnitte für Reaktorkernrechnungen mit 2D-Zellcodes. Ziel dieser Arbeit war es, einen 3D-Zellcode zu entwickeln, mit diesem Code 3D-Effekte zu untersuchen und die Notwendigkeit einer 3D-Datenaufbereitung der Neutronenwirkungsquerschnitte zu bewerten. Zur Berechnung des Neutronentransports wurde die Methode der Erststoßwahrscheinlichkeiten, die mit der Ray-Tracing-Methode berechnet werden, gewählt. Die mathematischen Algorithmen wurden in den 2D/3D-Zellcode TransRay umgesetzt. Für den Geometrieteil des Programms wurde das Geometriemodul eines Monte-Carlo-Codes genutzt. Das Ray-Tracing wurde auf Grund der hohen Rechenzeiten parallelisiert. Das Programm TransRay wurde an 2D-Testaufgaben verifiziert. Für einen Druckwasser-Referenzreaktor wurden folgende 3D-Probleme untersucht: Ein teilweise eingetauchter Regelstab und Void (bzw. Moderator mit geringerer Dichte) um einen Brennstab als Modell einer Dampfblase. Alle Probleme wurden zum Vergleich auch mit den Programmen HELIOS (2D) und MCNP (3D) nachgerechnet. Die Abhängigkeit des Multiplikationsfaktors und der gemittelten Zweigruppenquerschnitte von der Eintauchtiefe des Regelstabes bzw. von der Höhe der Dampfblase wurden untersucht. Die 3D berechneten Zweigruppenquerschnitte wurden mit drei üblichen Näherungen verglichen: linearer Interpolation, Interpolation mit Flusswichtung und Homogenisierung. Am 3D-Problem des Regelstabes zeigte sich, dass die Interpolation mit Flusswichtung eine gute Näherung ist. Demnach ist hier eine 3D-Datenaufbereitung nicht notwendig. Beim Testfall des einzelnen Brennstabs, der von Void (bzw. Moderator geringerer Dichte) umgeben ist, erwiesen sich die drei Näherungen für die Zweigruppenquerschnitte als unzureichend. Demnach ist eine 3D-Datenaufbereitung notwendig. Die einzelne Brennstabzelle mit Void kann als der Grenzfall eines Reaktors angesehen werden, in dem sich eine Phasengrenzfläche herausgebildet hat.

The Monte Carlo (MC) method is an effective approach to simulate the radiative transfer in an inhomogeneous cloudy atmosphere. It is based on the direct physical simulation of the extinction processes that solar and thermal photons incur when traveling through the atmosphere. A detailed description of the MC method is presented in the second chapter. A new three-dimensional Monte Carlo radiative transfer model, based on a pre-existing model (Trautmann et al. [1999]), has been developed. Some outstanding characteristics of this model are discussed in chapter 3. Several simulations of reflectances, transmittances, absorptances and horizontal flux densities have been performed, the results of which have been compared with worldwide accepted codes (chapter 4). The two cases selected for the radiative transfer computations were taken from the Intercomparison of 3D Radiative Codes (I3RC) project: an ARM (Atmospheric Radiation Measurements) reconstructed cloud and a 3D marine boundary layer cloud / Die Monte Carlo (MC) Methode ist ein effektives Verfahren, um den Strahlungstransport in einer inhomogenen bewölkten Atmosphäre zu simulieren. Es begründet sich auf der direkten Simulation der Extinktionsprozesse eines solaren oder thermischen Photons auf seinem Weg durch die Atmosphäre. Eine detallierte Beschreibung der MC Methode erfolgt in Kapitel 2. In Kapitel 3 wird ein neues dreidimensionales MC-Strahlungstranportmodell vorgestellt, das, aufbauend auf einem schon bestehenden Modell (Trautmann et al. [1999]), entwickelt wurde. Mehrere Simulationen von Reflektanzen, Transmittanzen, Absorptanzen und Strahlungsflussdichten für zwei Fälle des \'Intercomparison of 3D radiative Codes\' projektes, nämlich eine ARM rekonstruierte Wolke und eine 3D marine Grenzschichwolke, wurden durchgeführt, und mit den Ergebnissen anderer weltweit akzeptierten Codes verglichen.

This thesis presents a method for reliability assessment of a power grid with distributed generation providing support to the system. The distributed generation units considered for this assessment are Combined Heat and Power (CHP) units operated by individual customers at their site. CHP refers to the simultaneous generation of useful electric and thermal energy. CHP systems have received more attention recently due to their high overall efficiency combined with decrease in costs and increase in reliability. A composite system adequacy assessment, which includes the two main components of the power grid viz., Generation and Distribution, is done using Monte Carlo simulation. The State Duration Sampling approach is used to obtain the operating history of the generation and the distribution system components from which the reliability indices are calculated. The basic data and the topology used in the analysis are based on the Institution of Electrical and Electronics Engineers - Reliability Test System (IEEE-RTS) and distribution system for bus 2 of the IEEE-Reliability Busbar Test System (IEEE-RBTS). The reliability index Loss of Energy Expectation (LOEE) is used to assess the overall system reliability and the index Average Energy Not Supplied (AENS) is used to assess the individual customer reliability. CHP reliability information was obtained from actual data for systems operating in New England and New York. The significance of the results obtained is discussed.

No description available.

Nanoscale cerium oxide (nanoceria) have shown to possess redox active property , and has been widely studied for potential use in catalysis, chemical-mechanical planarization, biomedical and solid oxide fuel cell (SOFC), etc. The redox state of nanoceria can be tuned by controlling the defects within the lattice and thus its physical and chemical properties. Perfect ceria lattice has fluorite structure and the research in last decade has shown that oxide and mixed oxide systems with pyrochlore and fluorite have better structural stability under high energy radiation. However, the current literature shows a limited number of studies on the effect of high energy radiation on nanoceria. This dissertation aims at understanding the phenomena occurring on irradiation of nanoceria lattice through experiments and atomistic simulation. At first, research was conducted to show the ability to control the defects in nanoceria lattice and understand the effect in tailoring its properties. The defect state of nanoceria was controlled by lower valence state rare earth dopant europium. Extensive materials characterization was done using high resolution transmission electron microscopy (HRTEM), UV-Visible spectroscopy (UV-Vis), X-ray photoelectron spectroscopy (XPS) and Raman spectroscopy to understand the effect of dopant chemistry in modifying the chemical state of nanoceria. The defects originating in the lattice and redox state was quantified with increasing dopant concentration. The photoluminescence property of the control and doped nanoceria were evaluated with respect to its defect state. It was observed that defect plays an important role in modifying the photoluminescence property and that it can be tailored in a wide range to control the optical properties of nanoceria. iv Having seen the importance of defects in controlling the properties of nanoceria, further experiments were conducted to understand the effect of radiation in cerium oxide thin films of different crystallinity. The cerium oxide thin films were synthesized using oxygen plasma assisted molecular beam epitaxy (OPA-MBE) growth. The thin films were exposed to high energy radiation over a wide range of fluence (1013 to 1017 He+ ions/cm3 ). The current literature does not report the radiation effect in nanoceria in this wide range and upto this high fluence. The chemical state of the thin film was studied using in-situ XPS for each dose of radiation. It was found that radiation induced defects within both the ceria thin films and the valence state deviated further towards non-stoichiometry with radiation. The experimental results from cerium oxide thin film irradiation were studied in the light of simulation. Classical molecular dynamics and Monte Carlo simulation were used for designing the model ceria nanoparticle and studying the interaction of the lattice model with radiation. Electronic and nuclear stopping at the end of the range were modeled in ceria lattice using classical molecular dynamics to simulate the effect of radiation. It was seen that displacement damage was the controlling factor in defect production in ceria lattice. The simulation results suggested that nanosized cerium oxide has structural stability under radiation and encounters radiation damage due to the mixed valence states. A portion of the study will focus on observing the lattice stability of cerium with increasing concentration of the lower valence (Ce3+) within the lattice. With this current theoretical understanding of the role of redox state and defects during irradiation, the surfaces and bulk of nanoceria can be tailored for radiation stable structural applications

As the testing moves from paper-and-pencil to computer-based assessment, both response accuracy (RA) and response time (RT) together provide a potential for improving the performance evaluation and ability estimation of the test takers. Most joint models utilizing RAs and RTs simultaneously assumed an IRT model for the RA measurement at the lower level, among which the hierarchical speed-accuracy (SA) model proposed by van der Linden (2007) is the most prevalent in literature. Zhan et al. (2017) extended the SA model in cognitive diagnostic modeling (CDM) by proposing the hierarchical joint response and times DINA (JRT-DINA) model, but little is known about its generalizability with the presence of missing data. Large-scale assessments are used in educational effectiveness studies to quantify educational achievement, in which the amount of item nonresponses is not negligible (Pohl et al., 2012; Pohl et al., 2019; Rose et al., 2017; Rose et al., 2010) due to lack of proficiency, lack of motivation and/or lack of time. Treating unplanned missingness as ignorable leads to biased sample-based estimates of item and person parameters (R. J. A. Little & Rubin, 2020; Rubin, 1976), therefore, in the past few decades, intensive efforts have been focused on nonignorable missingness (Glas & Pimentel, 2008; Holman & Glas, 2005; Pohl et al., 2019; Rose et al., 2017; Rose et al., 2010; Ulitzsch et al., 2020a, 2020b). However, a great majority of these methods were limited in item nonresponse types and/or model complexity until J. Lu and Wang (2020) incorporated the mixture cure-rate model (Lee & Ying, 2015) and the tree-based IRT framework (Debeer et al., 2017), which inherited a built-in behavior process for item nonresponses thus introduced no additional latent propensity parameters to the joint model. Nevertheless, these approaches were discussed within the IRT framework, and the traditional measurement models could not provide cognitive diagnostic information about attribute mastery. This dissertation first postulates the CDMTree model, an extension of the tree-based RT process model in CDM, and then explores its efficacy through a real data analysis using PISA 2012 computer-based assessment of mathematics data. The follow-up simulation study compares the proposed model to the JRT-DINA model under multiple conditions to deal with various types of nonignorable missingness, i.e. both omitted items (OIs) and not-reached items (NRIs) due to time limits. A fully Bayesian approach is used for the estimation of the model with the Markov chain Monte Carlo (MCMC) method.