As one of the major mid-rapidity tracking devices of the STAR detector at the Relativistic Heavy-Ion Collider (RHIC), the Time Projection Chamber (TPC) plays an important role in measuring trajectory and energy of high energy charged particles in polarized proton-proton collision experiments. TPC's in-jet tracking efficiency represents the largest systematic uncertainty on jet energy scale at high transverse momentum, whose measurement contributes to the understanding of the spin structure of protons. The objective of this analysis is to get a better estimation of this systematic uncertainty, through methods of pure Monte-Carlo simulation and real- data embedding, in which simulated tracks are embedded into real-data events. Be- sides, simulated tracks are also embedded into Monte-Carlo events, to make a strict comparison for the uncertainty estimation. The result indicates that the unexplained part of the systematic uncertainty is reduced to 3.3%, from a previous quoted value of 5%. This analysis also suggests that future analysis, such as embedding jets into zero-bias real data and analysis with much higher event statistics, will benefit the understanding of the systematic uncertainty of the in-jet TPC tracking efficiency.

A channel rebate is a payment from a manufacturer to a retailer based on retailer sales to end consumers. The widespread use of rebates by manufactures is being met with growing retailer and consumer acceptance. Channel rebates are especially significant in the consumer industries. This kind of sales force compensation method involves the agency relationship between manufactures and retailers. Manufactures often make a specified contract, which rewards retailers when retailing sales exceeds the specified level in a certain period, to minimize the agency cost effectively and align the interests of manufactures and retailers. Since the employ stock option (ESO) transaction involves the exchange of labor inputs for a contingent equity claim on the firm, the economic intuition of ESO and channel rebates is such similar. However, the accounting treatments of channel rebates are often not recorded exactly in the period in which they are incurred. It is important to employ reasonable and correct methods for estimating the value of channel rebates. This article suggests that manufacturers should expense the channel rebates at the grant date. In addition, adjustments for rebate expenses are necessary to recognize the different value of rebates between grant date and statement date. This article estimates channel rebates using the options model, which is a more flexible and useful method to value intangible assets, to make it possible to report on the balance sheet the appropriate assets, liabilities, and stockholders¡¦ equity at the statement date and to report on the income statement the proper net income for the period. Because the analytical solution of our model is unknown, the numerical solution can be obtained by Monte Carlo simulation to determine the value of channel rebates reasonably and correctly. Thus, the financial statements of both manufactures and retailers will provide the most useful information to various user groups.

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To be competitive in the market, it is very important to design cost effective and reliable products. For this purpose, it is necessary to consider reliability as an integral part of the design procedure. Therefore, reliability which is a design parameter that affects cost and safety of a system should be taken into consideration in early phases since it is very difficult to change design at the later phases. Reliability of a rocket motor can be evaluated by reliability testing but these tests are very expensive and difficult since the tests are destructive and test sample size is determined by the binomial law. Because of the difficulties in reliability testing, in early design phases reliability can be evaluated by using reliability prediction results. This thesis report includes application of probabilistic approach for a solid rocket motor design to evaluate its reliability in preliminary design phase. In this study, it is aimed to assess the solid rocket motor ballistic performance reliability and casing structural reliability, determine important parameters affective on the solid rocket motor reliability and find a new design point to improve the reliability. Variations in dimensions and material properties are considered as the sources of failures and the limit states for acceleration, total impulse and maximum stress in the casing are approximated with response surface method by considering these variations. With the response surface functions, Monte Carlo simulation is used to assess failure probability and distributions of the rocket motor performance. Besides the assessment of the reliability, capability of the response surface functions to estimate the rocket motor performance and effects of the input parameters on the rocket motor performance and performance variation are also examined. By considering the effect of the input parameters, a new design point is proposed to decrease the total probability of failure.

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This article examines the hedging positions derived from the Black-Scholes(B-S) model and the GARCH(1,1) models, respectively, when the log returns of underlying asset exhibits GARCH(1,1) process. The result shows that Black-Scholes and GARCH options deltas, one of the hedging parameters, are similar for near-the-money options, and Black-Scholes options delta is higher then GARCH delta in absolute terms when the options are deep out-of-money, and Black-Scholes options delta is lower then GARCH delta in absolute terms when the options are deep in-the-money. Simulation study of hedging procedure of GARCH(1,1) and B-S models are performed, which also support the above findings.

An x-ray fluorescence detection system has been designed by our research group for quantifying the amount of gold nanoparticles presented within the phantom and animals during gold nanoparticle-aided cancer detection and therapy procedures. The primary components of the system consist of a microfocus x-ray source, a Pb beam collimator, and a CdTe photodiode detector. In order to optimize and facilitate future experimental tasks, a Monte Carlo model of the detection system has been created by using the MCNP5 code. Specifically, the model included an x-ray source, a Pb collimator, a CdTe detector, and an acrylic plastic phantom with four cylindrical columns where various materials such as gold nanoparticles, aluminum, etc. can be inserted during the experiments. In this model, 110 kVp x-rays emitted into a 60o cone from the focal spot of the x-ray source were collimated to a circular beam with a diameter of 5 mm. The collimated beam was then delivered to the plastic phantom with and without a gold nanoparticle-containing column. The fluence of scattered and gold fluorescence x-rays from the phantom was scored within the detector's sensitive volume resulting in various photon spectra and compared with the spectra acquired experimentally under the same geometry. The results show that the current Monte Carlo model can produce the results comparable to those from actual experiments and therefore it would serve as a useful tool to optimize and troubleshoot experimental tasks necessary for the development of gold nanoparticle-aided cancer detection and therapy procedures.

Die vorliegende Arbeit stellt Ergebnisse von Monte-Carlo-Simulationen zur Adsorption und Selbstorganisation amphiphiler Moleküle an Feststoffoberflächen vor. Ziel der Arbeit ist die Untersuchung des Zusammenhanges zwischen Moleküleigenschaften und thermodynamischen Bedingungen für die Bildung von adsorbierten Aggregaten. Im Rahmen eines coarse grainined-Gittermodells wird die Adsorption von Modelltensiden auf ebenen Oberflächen beschrieben. Es werden hydrophile, hydrophobe und chemisch heterogene Modelloberflächen berücksichtigt. Die Resultate der Simulationen stehen im Einklang mit experimentellen Untersuchungen und liefern Interpretationshilfen für die beobachteten Strukturen. Für den Einsatz von Tensidmischungen bei der Kalziumfluorit-Flotation konnte gezeigt werden, dass die Wirkung des Co-Sammler-Tensids auf einer Adsolubilisation im Adsorptionsfilm beruht.

In der vorliegenden Arbeit werden off-lattice Monte-Carlo-Simulationen von Systemen einfacher Tensidmodelle präsentiert. Die verwendeten Modellmoleküle bestehen aus einem hydrophilen Kopfsegment und zwei hydrophoben Kettensegmenten. Zwischen den Segmenten wurden square-well-Wechselwirkungen benutzt, um den Hydrophoben Effekt und andere Wechselwirkungen zu simulieren. Die Aggregation der Tensidmodelle wurde im Lösungsvolumen und an Feststoffoberflächen untersucht. In der Lösung wurden Kugelmicellen, Wurmmicellen, Bischichten und Vesikel beobachtet. Die Struktur der Aggregate wird bei der Adsorption an Feststoffoberflächen mit niedriger oder mittlerer Adsorptionsenergie nicht grundlegend verändert. An Oberflächen wurden in Abhängigkeit vom Verhältnis der Adsorptionsenergie zur Stärke des Hydrophoben Effektes verschiedene Strukturen der adsorbierten Schichten beobachtet. Eigenschaften der adsorbierten Aggregate wurden bei unterschiedlichen Oberflächenkonzentrationen ermittelt.

The formation of Ge nanowires in V-grooves has been studied experimentally as well as theoretically. As substrate oxide covered Si V-grooves were used formed by anisotropic etching of (001)Si wafers and subsequent oxidation of their surface. Implantation of 1E17 Ge+ cm^-2 at 70 keV was carried out into the oxide layer covering the V-grooves. Ion irradiation induces shape changes of the V-grooves, which are captured in a novel continuum model of surface evolution. It describes theoretically the effects of sputtering, redeposition of sputtered atoms, and swelling. Thereby, the time evolution of the target surface is determined by a nonlinear integro-differential equation, which was solved numerically for the V-groove geometry. A very good agreement is achieved for the predicted surface shape and the shape observed in XTEM images. Surprisingly, the model predicts material (Si, O, Ge) transport into the V-groove bottom which also suggests an Ge accumulation there proven by STEM-EDX investigations. In this Ge rich bottom region, subsequent annealing in N2 atmosphere results in the formation of a nanowire by coalescence of Ge precipitates shown by XTEM images. The process of phase separation during the nanowire growth was studied by means of kinetic 3D lattice Monte-Carlo simulations. These simulations also indicate the disintegration of continuous wires into droplets mediated by thermal fluctuations. Energy considerations have identified a fragmentation threshold and a lower boundary for the droplet radii which were confirmed by the Monte Carlo simulation. The here given results indicate the possibility of achieving nanowires being several nanometers wide by further growth optimizations as well as chains of equally spaced clusters with nearly uniform diameter.