In this PhD thesis, we develop models for the numerical simulation of epitaxial crystal growth, as realized, e.g., in molecular beam epitaxy (MBE). The basic idea is to use a discrete lattice gas representation of the crystal structure, and to apply kinetic Monte Carlo (KMC) simulations for the description of the growth dynamics. The main advantage of the KMC approach is the possibility to account for atomistic details and at the same time cover MBE relevant time scales in the simulation. In chapter 1, we describe the principles of MBE, pointing out relevant physical processes and the influence of experimental control parameters. We discuss various methods used in the theoretical description of epitaxial growth. Subsequently, the underlying concepts of the KMC method and the lattice gas approach are presented. Important aspects concerning the design of a lattice gas model are considered, e.g. the solid-on-solid approximation or the choice of an appropriate lattice topology. A key element of any KMC simulation is the selection of allowed events and the evaluation of Arrhenius rates for thermally activated processes. We discuss simplifying schemes that are used to approximate the corresponding energy barriers if detailed knowledge about the barriers is not available. Finally, the efficient implementation of the MC kinetics using a rejection-free algorithm is described. In chapter 2, we present a solid-on-solid lattice gas model which aims at the description of II-VI(001) semiconductor surfaces like CdTe(001). The model accounts for the zincblende structure and the relevant surface reconstructions of Cd- and Te-terminated surfaces. Particles at the surface interact via anisotropic nearest and next nearest neighbor interactions, whereas interactions in the bulk are isotropic. The anisotropic surface interactions reflect known properties of CdTe(001) like the small energy difference between the c(2x2) and (2x1) vacancy structures of Cd-terminated surfaces. A key element of the model is the presence of additional Te atoms in a weakly bound Te* state, which is motivated by experimental observations of Te coverages exceeding one monolayer at low temperatures and high Te fluxes. The true mechanism of binding excess Te to the surface is still unclear. Here, we use a mean-field approach assuming a Te* reservoir with limited occupation. In chapter 3, we perform KMC simulations of atomic layer epitaxy (ALE) of CdTe(001). We study the self-regulation of the ALE growth rate and demonstrate how the interplay of the Te* reservoir occupation with the surface kinetics results in two different regimes: at high temperatures the growth rate is limited to one half layer of CdTe per ALE cycle, whereas at low enough temperatures each cycle adds a complete layer. The temperature where the transition between the two regimes occurs depends mainly on the particle fluxes. The temperature dependence of the growth rate and the flux dependence of the transition temperature are in good qualitative agreement with experimental results. Comparing the macroscopic activation energy for Te* desorption in our model with experimental values we find semiquantitative agreement. In chapter 4, we study the formation of nanostructures with alternating stripes during submonolayer heteroepitaxy of two different adsorbate species on a given substrate. We evaluate the influence of two mechanisms: kinetic segregation due to chemically induced diffusion barriers, and strain relaxation by alternating arrangement of the adsorbate species. KMC simulations of a simple cubic lattice gas with weak inter-species binding energy show that kinetic effects are sufficient to account for stripe formation during growth. The dependence of the stripe width on control parameters is investigated. We find an Arrhenius temperature dependence, in agreement with experimental investigations of phase separation in binary or ternary material systems. Canonical MC simulations show that the observed stripes are not stable under equilibrium conditions: the adsorbate species separate into very large domains. Off-lattice simulations which account for the lattice misfit of the involved particle species show that, under equilibrium conditions, the competition between binding and strain energy results in regular stripe patterns with a well-defined width depending on both misfit and binding energies. In KMC simulations, the stripe-formation and the experimentally reported ramification of adsorbate islands are reproduced. To clarify the origin of the island ramification, we investigate an enhanced lattice gas model whose parameters are fitted to match characteristic off-lattice diffusion barriers. The simulation results show that a satisfactory explanation of experimental observations within the lattice gas framework requires a detailed incorporation of long-range elastic interactions. In the appendix we discuss supplementary topics related to the lattice gas simulations in chapter 4. / Diese Doktorarbeit behandelt die Modellierung und Simulation von epitaktischem Kristallwachstum, wie es in der Molekularstrahlepitaxie (MBE) realisiert ist. Die Kristallstruktur wird dabei durch ein Gittergasmodell dargestellt, während die Wachstumsdynamik mit Hilfe kinetischer Monte Carlo (KMC) Simulationen beschrieben wird. Der Hauptvorteil des KMC-Ansatzes besteht darin, atomistische Details des Wachstums berücksichtigen zu können und gleichzeitig MBE-relevante Zeitskalen in der Simulation zu erreichen. In Kapitel 1 wird das Prinzip der MBE erläutert, wobei wichtige Oberflächenprozesse und der Einfluss experimenteller Kontrollparameter diskutiert werden. Es folgt eine Darstellung wichtiger Methoden zur theoretischen Beschreibung epitaktischen Wachstums. Danach werden der KMC-Ansatz und das Gittergaskonzept erläutert. Für den Entwurf eines Gittergasmodells relevante Aspekte wie die solid-on-solid Näherung oder die Wahl einer geeigneten Gittertopologie werden diskutiert. Ein Hauptbestandteil jeder KMC-Simulation ist die Auswahl erlaubter Ereignisse und die Berechnung der Arrhenius-Raten thermisch aktivierter Prozesse. Hierzu sind Kenntnisse über zugehörige Energiebarrieren notwendig. Wir diskutieren vereinfachende Ansätze zur Näherung der Barrieren. Abschließend wird die Umsetzung der KMC-Methode in einem effizienten Simulationsalgorithmus beschrieben. In Kapitel 2 wird ein Gittergasmodell zur Beschreibung von II-VI(001) Halbleiteroberflächen wie z.B. CdTe(001) vorgestellt. Das Modell berücksichtigt die Zinkblendestruktur sowie relevante Rekonstruktionen Cd- und Te-terminierter Oberflächen. Wir nehmen anisotrope Wechselwirkungen zwischen NN und NNN an der Oberfläche an, während Teilchen im Bulk isotrop wechselwirken. Die anisotropen Wechselwirkungen spiegeln bekannte Eigenschaften von CdTe(001) wie den geringen Energieunterschied zwischen der c(2x2)- und der (2x1)-Leerstellenstruktur der Cd-terminierten Oberfläche wider. Ein Hauptbestandteil des Modells ist die Einbindung von Te-Atomen in einem schwach gebundenen Te*-Zustand. Dessen Existenz wird gestützt durch experimentell beobachtete Te-Bedeckungen von mehr als einer Monolage bei tiefen Temperaturen und hohen Te-Flüssen. Der tatsächliche Bindungsmechanismus der Te*-Atome wurde bisher nicht geklärt. Im Modell wird im Rahmen eines mean-field Ansatzes ein Te*-Reservoir mit begrenzter Kapazität angenommen. In Kapitel 3 wird die Atomlagenepitaxie (ALE) von CdTe(001) simuliert. Wir untersuchen die Selbstregulierung der ALE-Wachstumsrate und zeigen, dass das Zusammenspiel der Te*-Reservoir-Besetzung mit kinetischen Effekten an der Oberfläche zu zwei verschiedenen Wachstumsbereichen führt. Bei hohen Temperaturen ist die Wachstumsrate auf eine halbe Lage CdTe pro ALE-Zyklus beschränkt, während bei tiefen Temperaturen eine volle Lage pro Zyklus deponiert wird. Die Temperatur, bei der der Übergang zwischen beiden Bereichen eintritt, hängt im Wesentlichen nur vom Teilchenfluss ab. Die Temperaturabhängigkeit der ALE-Wachstumsrate sowie die Flussabhängigkeit der Übergangstemperatur stimmen qualitativ gut mit experimentellen Ergebnissen überein. Eine Abschätzung der makroskopischen Aktivierungsenergie für die Desorption schwach gebundener Te*-Atome in unserem Modell ergibt eine semiquantitative Übereinstimmung mit experimentellen Werten. In Kapitel 4 simulieren wir die Bildung von Nanostrukturen mit alternierenden Streifen während der Submonolagen-Heteroepitaxie. Zwei Mechanismen werden untersucht: Trennung zweier Adsorbatsorten aufgrund verschieden hoher Diffusionsbarrieren, und Verspannungsabbau durch abwechselnde Anordnung der Adsorbatsorten. KMC-Simulationen eines einfach kubischen Gittergasmodells mit schwacher Bindung zwischen unterschiedlichen Adsorbatsorten zeigen, dass die Streifenbildung allein durch kinetische Effekte während des Wachstums hervorgerufen werden kann. Der Einfluss von Kontrollparametern auf die Streifenbreite wird untersucht. Wir finden ein Arrhenius-Verhalten für die Temperaturabhängigkeit, in Übereinstimmung mit experimentellen Untersuchungen. Kanonische MC-Simulationen zeigen, dass unter Gleichgewichtsbedingungen eine fast vollständige Separation der Adsorbatsorten eintritt. Gleichgewichtssimulationen mit einem gitterfreien Modell zeigen, dass die Konkurrenz zwischen Teilchenbindungen und Gitterunterschied zu regelmäßigen Streifen mit wohldefinierter Breite führt. In KMC-Simulationen werden die Streifenbildung sowie die experimentell berichtete Verästelung der Adsorbatinseln reproduziert. Eine Untersuchung der Verästelung mit einem erweiterten Gittergasmodell, dessen Parameter an charakteristische Diffusionsbarrieren des gitterfreien Modells angepasst wurden, zeigt, dass eine zufriedenstellende Beschreibung im Rahmen eines Gittergases die explizite Berücksichtigung langreichweitiger elastischer Wechselwirkungen erfordert. Im Anhang werden ergänzende Themen behandelt, die im Zusammenhang mit den Gittergassimulationen aus Kapitel 4 stehen.

This paper describes methods for pricing European and American options. Monte Carlo simulation and control variates methods are employed to price call options. The binomial model is employed to price American put options. Using daily stock data I am able to compare the model price and market price and speculate as to the cause of difference. Lastly, I build a portfolio in an Interactive Brokers paper trading [1] account using the prices I calculate. This project was done a part of the masters capstone course Math 573: Computational Methods of Financial Mathematics.

This study investigates the main factors of production, their interaction and influence on cycle time efficiency for shovel-truck systems on surface mines. The main factors are truck payload, cycle time and operator proficiency. It is now routine that shoveltruck cycles are analysed using simulation methods. The Elbrond, FPC, Talpac, Arena and Machine Repair simulation models are discussed to explain how their model characteristics contribute to the differences in their reported cycle efficiency as indicated by productivity results. The Machine Repair Model based on Markov chains is adapted for shovel-truck systems and examined for calculating shovel-truck cycle times. The various probability distributions that can be use to model particular cycle time variables and some methods in selecting the “best” fit are examined. Truck cycle time variable sensitivity is examined by using the Excel® add-on program @Risk (Palisade Corp.) in determining their respective weighting or contribution within the total cycle time variability. The analysis of cycle efficiency leads ultimately to sizing of a shovel-truck system. When determining a fleet size for a particular surface operation the planning engineers will tend to use one and to a lesser extent perhaps two separate simulation models. This study calculates the productivity (tonnes per hour) for a “virtual mine” with a variable number of trucks, variable cycle distances and variable truck loading times. The study also includes a separate analysis of cycle time variables and their probability distributions for the Orapa diamond mine in Botswana, to show possible distributions for various cycle variables. The study concludes with a calculation of the truck fleet size using the Elbrond, FPC, Talpac and Arena and Machine Repair models for the Optimum Colliery coal mine and then compares the results and their correlation. The main findings are that the calculation of waiting time is different for the various models, each model yields a unique fleet sizing solution and any solution in effect represents a range of results.

[pt] Em artigo publicado em 1986 no Journal of Finance, LYON Taming [35], John McConnell e Eduardo Schwartz desenvolveram um modelo para apreçamento do Liquid Yield Option Notes (LYON), um título que não contempla o pagamento de cupom, em que o investidor possui opção de venda e o direito de convertê-lo em um determinado número de ações do emissor que, por sua vez, possui opção de compra, na qual, assim como no caso da opção de venda, o ativo objeto é o próprio título. Como estão inerentes ao título opções e a conversibilidade, o alicerce teórico para a análise realizada pelos autores baseouse na teoria de apreçamento de opções, desenvolvida por Black e Sholes (1973) [6] e estendida por Merton (1973) [37]. McConnell e Schwartz assumiram as taxas de juros como determinísticas e dependentes somente do tempo. Em linhas gerais, o modelo por eles criado norteia-se na resolução da equação diferencial para um derivativo dependente de uma ação que distribui dividendo continuamente. O presente trabalho consiste na avaliação do título conversível LYON a partir da aplicação de três dos métodos mais modernos e eficientes para avaliação de derivativos: Método de Diferenças Finitas Implícito (DFI), Método dos Mínimos Quadrados de Monte Carlo (MQMC) e Método de Grant, Vora e Weeks (GVW). Assim, além de apresentar o modelo desenvolvido baseado no Método de Diferenças Finitas Implícito - que consiste na resolução da equação diferencial por aproximações das derivadas quando não há solução analítica para o problema, resultando em uma malha que representa valores do mesmo para cada instante de tempo e preço da ação do emissor discretizado no modelo-, pretendese avaliar a eficiência do Método de Simulação de Monte Carlo considerando suas sofisticações mais recentes aplicáveis ao apreçamento de derivativos, tais como os modelos MQMC e GVW, que apresentam boa aplicabilidade e versatilidade para o apreçamento de títulos como o em questão. Um grande desafio do trabalho encontra-se na aplicação destes modelos para a avaliação de um título com a complexidade do LYON, já que tanto o modelo MQMC quanto o GVW foram desenvolvidos pelos autores para o apreçamento de opções americanas tradicionais. Por sua simplicidade e aplicação aos problemas em finanças, conforme se pode observar nos trabalhos de Marins (2006) [33] e Frota (2005) [19], utilizou-se a técnica de Variáveis Antitéticas como técnica de aceleração de convergência nas adaptações dos modelos MQMC e GVW desenvolvidas. Embora outras técnicas também gerem um bom nível de eficiência, esta é uma das que comprovadamente reduz o tempo de processamento dos modelos de simulação, além de gerar melhorias significativas em termos de convergência, conforme também se pode observar nos trabalho de Marins e Frota. As demais técnicas de importância já reconhecida também são descritas brevemente no trabalho. Conforme afirmam McConnell e Schwartz (1986) [35], a utilização da taxa de juros como determinística não traz nenhum tipo de problema. Ramos (2005) [41] afirma também que os modelos de apenas um fator são considerados mais precisos, uma vez que a modelagem da taxa de juros como estocástica mostrou-se de importância secundária em diversos trabalhos já desenvolvidos neste sentido. Desta forma, serão aplicados os três métodos para apreçamento do derivativo considerando como variável estocástica o preço da ação do emissor. A avaliação dos modelos será realizada através da comparação entre os resultados encontrados, bem como com aqueles apresentados por McConnell e Schwartz no artigo citado anteriormente. / [en] In their 1986 Journal of Finance article, LYON Taming, John McConnell and Eduardo Schwartz outlined a technique for pricing Liquid Yield Option Notes (LYON´s). In the words of McConnell and Schwartz, a LYON is a zero coupon note which is convertible, callable and redeemable. The convertible aspect of the LYON allows the holder of the note to convert the LYON at any time into a predetermined number of shares of the issue´s stock. The callable clause of the contract enables the issuer of the LYON to call the LYON for either, according to the choice of holder, the exercise price of the call option or for an equivalent amount issuer stock. Finally, the holder has the choice to redeem the LYON for a predetermined monetary amount. Considering the fact that these kind of assets have embedded derivatives (i.e., puts and calls), it is quite intuitive that the appropriate way to analyze them is through the contingent claim methodology, valuing them according to the Pricing Options Theory - developed by Black and Shole (1973) [4] and extended by Merton (1976) [22] - McConnell and Schwartz simplified the problem by assuming that, for an instance, the interest rate were flat and known. Based on that, the main idea behind the model is solving the differential equation that describes the behavior of that bond as a function of the stock price (stochastic variable) and the time horizon till the maturity of the bond. This present paper aims at evaluating the LYON convertible bond by means of three of the most modern and efficient methodologies to appraise derivatives: Finite Difference Method (FDM), Least Square Monte Carlo (LSM) and Grant, Vora & Weeks (GVW). Thus, besides presenting the developed model based on the Finite Difference Method (which consists in solving the differential equation when there is no analytical solution to the problem and in determining the behavior of the bond through a network which represents values of the bond achieved by approximations of the derivatives), the aim is to evaluate the efficiency of the Monte Carlo Simulation Methodology considering its more recent features applicable to the appraisal of derivatives such as the LSM and GVW models, which present good applicability and versatility for the appraisal of bonds like the one in question. The great challenge lies in using these models with a view to appraising a bond as complex as LYON, seeing that both the LSM and the GVW models were developed and used by the authors only in the appraisal of traditional American options. For its simplicity and application to the problems in finance, as it can be observed in Marins (2006) [33] e Frota (2005) [19], the Antithetic Variables technique was used so as to accelerate the convergence in the developed adaptations of MQMC and GVW models. Although other techniques also produce a good level of efficiency, this one has proved to reduce the processing time of the simulation models and make significant improvements in convergence terms, as it can also be observed in Marins´s and Frota´s papers. The other techniques of recognized importance in the academic field are also briefly described here. According to McConnell e Schwartz (1986) [35], considering interest rates as deterministic variable doesn´t create problems. In the same line, Ramos (2005) [41] said that the models with just one factor are considered precise. According to several papers analyzed by her, the use interest rates as stochastic variable shows to be of secondary importance. Therefore, the three methods for appraisal of the derivative will be applied, considering the issuer´s stock price as stochastic variable and then a comparison will be made with the results found as well as with those presented by McConnell and Schwartz in the article mentioned above.

O processo de radioterapia consiste em várias etapas, iniciando na indicação pelo médico. O plano de tratamento passa então por um processo denominado simulação, onde é adquirida uma série de imagens por tomografia computadorizada que são transferidas para o sistema de planejamento, onde a delineação dos volumes alvos e tecidos normais adjacentes serão realizadas. Após a delineação desses volumes, no sistema de planejamento são colocados os campos de irradiação e a dose desejada conforme prescrição médica. O sistema de planejamento calcula então a dose que o volume alvo e os tecidos adjacentes poderão receber. Se estas doses estão dentro dos padrões aceitáveis, o planejamento então é aprovado e enviado ao acelerador linear para a execução do tratamento. Antes da execução do tratamento, é realizada uma imagem, seja através de filme radiográfico ou digitalmente, para avaliar a posição no paciente na mesa de tratamento. Se a localização do paciente está correta, a dose é então liberada. Esse protocolo de aquisição de imagem é denominado como Radioterapia Guiada por Imagem (IGRT). A quantidade de radiografias de posicionamento segue um protocolo definido conforme a região a ser irradiada. Como resultado deste procedimento, sabe-se que uma determinada dose adicional é recebida pelos pacientes, tornando-se um fator importante a ser determinado. Esta avaliação foi realizada através da simulação de Monte Carlo, utilizando o código MCNP. Para isso foi realizada primeiramente toda a caracterização da fonte de raios X com uso de câmaras de ionização e dosimetros TL juntamente com as simulações no MCNP. Após essa caracterização, as imagens e as estruturas do planejamento radioterápico foram convertidas para serem utilizadas no código MCNP. Para que as doses fossem calculadas nos principais órgãos de risco no tratamento de próstata: bexiga, reto e cabeças de fêmur direita e esquerda. / The process of radiotherapy treatment consists of several stages, starting from the statement given by the physician. The treatment planning undergoes a process called simulation, where a series of computed tomography images is acquired and transferred to the treatment planning system, where the delineation of target volumes and adjacent normal tissues will be performed. After the delineation of these volumes, then irradiation fields and dose precribed by the physician are placed in the treatment planning system. It calculates the dose that target volume and surrounding tissues are receiving. If the doses are within acceptable standard values, then the design is approved and submitted to the linear accelerator for the treatment course. Before treatment course, an image is performed, either by radiographic or digital film, in order to evaluate (check) the patient position on the treatment table. If the patient position is correct, the treatment is realized. This image acquisition protocol is called Image-Guided Radiotherapy (IGRT). The amount of radiographic positioning follow a protocol defined for the region to be treated. As a result of this procedure, it is known that a specific additional dose is received by the patient, becoming an important factor to be determined. In this work, this additional dose evaluation was performed by the Monte Carlo simulation using the MCNP algorithm. The characterization of the entire X-ray source was primarily realized with ionization chamber thermoluminescent dosimeters and simulations with the MCNP code. After the X-ray tube characterization, images and the structures for the radiotherapy planning were converted to be used in the MCNP code for dose calculation at the main organs at risk during a prostate treatment: bladder, rectum and femoral heads right and left.

O uso de códigos de simulação Monte Carlo em radiologia vem crescendo com o aparecimento de diferentes códigos de simulação, desenvolvidos especificamente para aplicações em radiologia, como, por exemplo, PENELOPE. Cada um desses códigos utiliza diferentes algoritmos para o transporte de partículas resultando em diferentes níveis de dificuldade de uso, acurácia nos resultados e desempenho nas simulações. O código de simulação Monte Carlo PENELOPE utiliza um algoritmo misto de transporte da radiação, definido por meio dos parâmetros de entrada da simulação. Normalmente utilizado para aplicações em feixes de altas energias, a influência desses parâmetros no transporte de partículas com o código PENELOPE ainda não foi completamente estabelecida para aplicações que utilizam feixes de radiodiagnóstico e geometrias delgadas. Especificamente em estudos de características dosimétricas de detectores de radiação que possuem espessuras delgadas, como câmaras de ionização, o tipo de algoritmo de transporte pode influenciar nos resultado das simulações. Neste trabalho, o estudo da influência dos parâmetros que controlam o algoritmo de transporte utilizado pelo código de simulação Monte Carlo PENELOPE em feixes de radiodiagnóstico e geometrias delgadas foi realizado através da simulação dos coeficientes de atenuação linear em diferentes materiais, espessuras e energias. A validação desse código nessa faixa de energia permitiu a determinação do fator de retroespalhamento para feixes polienergéticos, contribuindo para sua aplicação em radiodiagnóstico. / The use of Monte Carlo simulation in radiology has been growing with the appearance of different simulation codes that have been developed specifically for applications in radiology, as for example PENELOPE. Each of these codes use different algorithms for particle transport resulting in different levels of difficulty for its use as well as of accuracy and performance. The PENELOPE code uses a mixed algorithm for radiation transport that is defined by entrance parameters. Most of the applications of PENELOPE code have been performed with high energy beams, however the influence of the entrance parameters in the particle transport is not established for applications evolving radiodiagnostic beams and thin geometries. Specifically for the study of dosimetric characteristics of radiation detectors that have small thicknesses, as ionization chambers, the algorithm transport influences the results of the simulation. In this work, the study of the influence of entrance parameters on the transport algorithm used in PENELOPE Monte Carlo simulation code was performed by the simulation of the linear attenuation coefficients in different materials, thickness and energies used in radiodiagnostic. The validation of this code in such energy range allowed the determination of the backscatter factor for polienergetic beams, aiding its application in radiodianogsis.

O uso de códigos de simulação Monte Carlo em radiologia vem crescendo com o aparecimento de diferentes códigos de simulação, desenvolvidos especificamente para aplicações em radiologia, como, por exemplo, PENELOPE. Cada um desses códigos utiliza diferentes algoritmos para o transporte de partículas resultando em diferentes níveis de dificuldade de uso, acurácia nos resultados e desempenho nas simulações. O código de simulação Monte Carlo PENELOPE utiliza um algoritmo misto de transporte da radiação, definido por meio dos parâmetros de entrada da simulação. Normalmente utilizado para aplicações em feixes de altas energias, a influência desses parâmetros no transporte de partículas com o código PENELOPE ainda não foi completamente estabelecida para aplicações que utilizam feixes de radiodiagnóstico e geometrias delgadas. Especificamente em estudos de características dosimétricas de detectores de radiação que possuem espessuras delgadas, como câmaras de ionização, o tipo de algoritmo de transporte pode influenciar nos resultado das simulações. Neste trabalho, o estudo da influência dos parâmetros que controlam o algoritmo de transporte utilizado pelo código de simulação Monte Carlo PENELOPE em feixes de radiodiagnóstico e geometrias delgadas foi realizado através da simulação dos coeficientes de atenuação linear em diferentes materiais, espessuras e energias. A validação desse código nessa faixa de energia permitiu a determinação do fator de retroespalhamento para feixes polienergéticos, contribuindo para sua aplicação em radiodiagnóstico. / The use of Monte Carlo simulation in radiology has been growing with the appearance of different simulation codes that have been developed specifically for applications in radiology, as for example PENELOPE. Each of these codes use different algorithms for particle transport resulting in different levels of difficulty for its use as well as of accuracy and performance. The PENELOPE code uses a mixed algorithm for radiation transport that is defined by entrance parameters. Most of the applications of PENELOPE code have been performed with high energy beams, however the influence of the entrance parameters in the particle transport is not established for applications evolving radiodiagnostic beams and thin geometries. Specifically for the study of dosimetric characteristics of radiation detectors that have small thicknesses, as ionization chambers, the algorithm transport influences the results of the simulation. In this work, the study of the influence of entrance parameters on the transport algorithm used in PENELOPE Monte Carlo simulation code was performed by the simulation of the linear attenuation coefficients in different materials, thickness and energies used in radiodiagnostic. The validation of this code in such energy range allowed the determination of the backscatter factor for polienergetic beams, aiding its application in radiodianogsis.

In this thesis I present results concerning realistic calculations of correlated fermionic many-body systems. One of the main objectives of this work was the implementation of a hybridization expansion continuous-time quantum Monte Carlo (CT-HYB) algorithm and of a flexible self-consistency loop based on the dynamical mean-field theory (DMFT). DMFT enables us to treat strongly correlated electron systems numerically. After the implementation and extensive testing of the program we investigated different problems to answer open questions concerning correlated systems and their numerical treatment. / Die vorliegende Dissertation beschäftigt sich mit der numerischen Berechnung von realistischen stark korrelierten fermionischen Vielteilchensystemen. Die Hauptzielsetzung dieser Arbeit war die Implementierung und das Testen einer zeitkontinuum Quanten Monte Carlo Methode in der Hybridisierungsentwicklung und einer flexiblen selbstkonsistenten Schleife basierend auf der dynamischen Molekularfeldtheorie die es uns ermöglicht solch stark korrelierte Systeme zu berechnen. Nach der Implementierung wurde das Programm ausführlich getest und es wurden Studien an unterschiedlichen Problemen durchgeführt. In Kapitel 1 werde ich das Anderson St¨orstellen-Problem und verschiedene Lösungsansätze für dieses Problem vorstellen. Besonderes Augenmerk werde ich auf den speziellen Lösungsansatz legen den ich implementiert habe. Am Ende des Kapitels werde ich Benchmark-Ergebnisse präsentieren. ...

This thesis deals with quantum Monte Carlo simulations of correlated low dimensional electron systems. The correlation that we have in mind is always given by the Hubbard type electron electron interaction in various settings. To facilitate this task, we develop the necessary methods in the first part. We develop the continuous time interaction expansion quantum algorithm in a manner suitable for the treatment of effective and non-equilibrium problems. In the second part of this thesis we consider various applications of the algorithms. First we examine a correlated one-dimensional chain of electrons that is subject to some form of quench dynamics where we suddenly switch off the Hubbard interaction. We find the light-cone-like Lieb-Robinson bounds and forms of restricted equilibration subject to the conserved quantities. Then we consider a Hubbard chain subject to Rashba spin-orbit coupling in thermal equilibrium. This system could very well be realized on a surface with the help of metallic adatoms. We find that we can analytically connect the given model to a model without spin-orbit coupling. This link enabled us to interpret various results for the standard Hubbard model, such as the single-particle spectra, now in the context of the Hubbard model with Rashba spin-orbit interaction. And finally we have considered a magnetic impurity in a host consisting of a topological insulator. We find that the impurity still exhibits the same features as known from the single impurity Anderson model. Additionally we study the effects of the impurity in the bath and we find that in the parameter regime where the Kondo singlet is formed the edge state of the topological insulator is rerouted around the impurity. / In der vorliegenden Arbeit beschäftigen wir uns mit Quanten Monte Carlo Simulationen von niedrig dimensionalen korrelierten elektronischen Systemen. Die Korrelation der Elektronen wird hierbei durch die Hubbard Elektron-Elektron Wechselwirkung ins Spiel gebracht. Um dieses Problem anzugehen, werden wir im ersten Kapitel die notwendigen Methoden, ein Quanten Monte Carlo Verfahren mit kontinuierlicher Zeitdiskretisierung, das in der Hubbard Wechselwirkung entwickelt, in einer Art und Weise darlegen, die es uns ermöglicht, effektive Probleme sowie Probleme, die durch eine Realzeitentwicklung charakterisiert sind, zu lösen. Im zweiten Teil der Arbeit werden wir konkrete Anwendungen des Algorithmus diskutieren. Zuerst untersuchen wir eine ein-dimensionale Kette von Elektronen, die wir einer plötzlichen Änderung ihrer Parameter aussetzen, indem wir die Hubbard Wechselwirkung ausschalten. Wir finden in dieser Situation die lichtkegelartigen Lieb-Robinson Schranken wieder und beobachten, dass die Äquilibrierung des Systems durch die Erhaltungsgrößen eingeschränkt ist. Danach betrachten wir wieder eine ein-dimensionale Kette mit Hubbard Wechselwirkung, aber diesmal zusätzlich mit einer Spin-Bahn-Kopplung vom Rashba Typ, im thermischen Gleichgewicht. Dieses System ist durchaus mithilfe metallischer Adatome auf Oberflächen realisierbar. Wir zeigen, wie wir dieses Modell analytisch mit dem gleichen Modell ohne Spin-Bahn-Kopplung beschreiben können. Dieser Zusammenhang ermöglicht es uns, verschiedene bekannte Resultate des Hubbard Modells, wie die Einteilchen Spektralfunctionen, im Kontext des Hubbard Modells mit Spin-Bahn-Kopplung zu interpretieren. Und schlußendlich betrachten wir eine magnetische Störstelle in einem Trägermaterial, das durch einen topologischen Isolator gegeben ist. Wir beobachten, dass sich die Störstelle weiterhin so wie vom single impurity Anderson Modell erwartet verhält. Zusätzlich betrachten wir den Einfluß der Störstelle auf das Trägermaterial und stellen fest, dass in dem Parameterbereich, in dem das Kondo-Singlett ausgebildet ist, der Randzustand des topologischen Isolators die Störstelle umfließt.

In recent years, there have been significant researches on holistic approaches to design flood estimation in Australia. The Monte Carlo Simulation technique, an approximate form of Joint Probability Approach, has been developed and tested to small gauged catchments. This thesis presents the extension of the Monte Carlo Simulation Technique to large catchments using runoff routing model URBS. The URBS-Monte Carlo Technique(UMCT),has been applied to the Johnstone River and Upper Mary River catchments in Queensland. The thesis shows that the UMCT can be applied to large catchments and be readily used by hydrologists and floodplain managers. Further the proposed technique provides deeper insight into the hydrologic behaviour of large catchments and allows assessment of the effects of errors in inputs variables on design flood estimates. The research also highlights the problems and potentials of the UMCT for application in practical situations. / Masters of Engineering (Hons.)