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PL
W artykule zostaną wyróżnione i omówione zalety i techniki Monte Carlo, jednej z metod symulacji stochastycznej, której zdaniem autorki świadczą o dużej użyteczności podejścia w procesie nauczania modelowania symulacyjnego na kierunku zarządzanie. Zaprezentowane zostaną przykładowe modele opracowane z wykorzystaniem symulacji statycznej uwypuklające szeroki zakres stosowalności metody. W końcowej części wskazane zostaną ograniczenia metody, które nie pomniejszają jednak dydaktycznych walorów podejścia.
PL
Zaprezentowano program komputerowy, umożliwiający modelowanie przepływu elektronów w warunkach, zarówno wysokiej jak i niskiej próżni, tj. w warunkach w jakich działa skaningowy mikroskop elektronowy o zmiennym ciśnieniu (tzw. Variable Pressure SEM). Program stanowi połączenie komercyjnego pakietu SIMION 3D v.7.0 do wyznaczania torów cząstek naładowanych w polu elektrycznym i magnetycznym oraz programu Monte Carlo uwzględniającego zjawiska towarzyszące zderzeniom elektronów z molekułami gazu.
EN
Computer program for numerical modelling of electron flow in low vacuum is presented. The program allows to simulate electron flow in both high and low vacuum as it was developed for studying the work of Variable Pressure SEM. It combines commercially available packet SIMION 3D v.7.0 destined for tracing trajectories of charged particles in electric and magnetic fields, and a Monte Carlo program modeling phenomena accompanying electron collisions with gas molecules. The program allows to simulate electron flow in both high and low vacuum of order of tens mbar as it was developed for analyzing of detection systems for Variable Pressure SEM.
PL
W artykule przedstawiono wyniki walidacji niepewności pomiarów siły skrawania z zastosowaniem symulacji Monte Carlo GUM z uzupełnieniem 1. Obliczenia realizowano na przykładzie wyników uzyskanych z badań doświadczalnych podczas pomiaru siły skrawania w warunkach obróbki toczeniem. W badaniach zastosowano wsparty komputerowo system pomiarowy. Przedstawione wyniki badań analitycznych oraz wynikające z nich wnioski dotyczące walidacji niepewności pomiarowej dokonano w oparciu o metody numeryczne.
EN
This paper presents validation results of measurement uncertainty of cutting force by using Monte Carlo Simulations according to GUM Supplement 1. The calculations were performed over experimental results obtained by computer aided measuring system in measuring of cutting force during machining by turning. There are given conclusions for a need of validation of measurement uncertainty in this field by using a numerical method.
EN
In this paper, two different methods for calculation of polar deflection angle are compared. The scattering angle is defined by numerical inversion of cumulative distribution of the original Henyey-Greenstein phase function. Results of the Monte Carlo simulations obtained in this manner are compared with results of simulations in which the analytical inversion of the probability density for the cosine of the deflection angle is applied. Investigations are carried out for media with optical properties similar to these typical for living tissues as well for very small source detector separations (50-500 [\mi]m), i.e. in conditions, in which the diffusion theory can not be applied. The distributions of visiting probability of photons penetrating into the semi-infinite medium are obtained for various methods of phase function calculation. It can be observed that the methods of calculation of polar deflection angle influence significantly spatial distributions of reflectance and visiting probability obtained by Monte Carlo simulations. The approximated transformation of the anisotropy coefficient used in simulations carried out with the use of the original Henyey-Greenstein function to effective anisotropy coefficient is presented; that makes possible comparisons of the results of Monte Carlo simulations obtained by using different methods.
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PL
W artykule przedstawiono metodę oceny niepewności wyniku pomiaru impedancji, uzyskanego w układzie pomiarowym z dwukanałowym przetwornikiem próbkującym. Wykorzystując metodę Monte Carlo, przeanalizowano wpływ błędu dynamicznego oraz błędu kwantowania na rozkład prawdopodobieństwa błędu składowych impedancji. Porównano propagację tych błędów dla dwóch struktur układów wstępnego przetwarzania sygnałów napięcia i prądu na mierzonej impedancji. Na podstawie otrzymanego rozkładu prawdopodobieństwa błędu wypadkowego wyznaczono wartość rozszerzonej niepewności pomiaru składowych impedancji.
EN
The article presents the estimation method of the impedance measurement uncertainty determined in the measurement circuit with two-channel sampling transducer. Using Monte Carlo method, influence of dynamic error and quantisation error on the probability distribution of impedance components error has been analysed. Comparison has been made of these errors propagation for two structures of pre-processing circuits of voltage and current signals on measured impedance. On the basis of the obtained probability distribution of resultant error, the value of the expanded uncertainty of impedance components has been determined.
EN
In order to remove the impact of the implementation uncertainty in the actual measurement process, Monte Carlo simulation was adopted to estimate the method uncertainty, assess the measurement program and improve the measurement program by Process of Uncertainty Management given in the next generation of Geometrical Product Specification. A simulation prototype system of uncertainty estimation based on Monte Carlo method is presented by using the professional software Matlab. An engineering example is introduced to test the proposed method.
PL
W celu usunięcia wpływu niepewności wykonania w bieżącym procesie pomiaru, aby oszacować niepewność metody i programu pomiarów, zaadoptowano symulację Monte Carlo. Program pomiarowy ulepszono przez zastosowanie procesu zarządzania niepewnością dołączonego do kolejnej generacji Geometrycznej Specyfikacji Produktu (GPS). Wykorzystując profesjonalny program Matlab zaprezentowano prototyp symulacji systemu oszacowania niepewności oparty o metodę Monte Carlo. Do testu proponowanej metody wprowadzono przykład inżynieryjny.
EN
To reduce the influence of the disorderly charging of electric vehicles (EVs) on the grid load, the EV charging load and charging mode are studied in this paper. First, the distribution of EV charging capacity and state of charge (SOC) feature quantity are analyzed, and their probability density function is solved. It is verified that both EV charging capacity and SOC obey the skew-normal distribution. Second, considering the space-time distribution characteristics of the EV charging load, a method for charging load prediction based on a wavelet neural network is proposed, and compared with the traditional BP neural network, the prediction results show that the error of the wavelet neural network is smaller, and the effectiveness of the wavelet neural network prediction is verified. The optimization objective function with the lowest user costs is established, and the constraint conditions are determined, so the orderly charging behavior is simulated by the Monte Carlo method. Finally, the influence of charging mode optimization on power grid operation is analyzed, and the result shows that the effectiveness of the charging optimization model is verified.
PL
Z użyciem metody Monte Carlo wykonano symulacje krzywej absorpcji wodnych roztworów DOPA-melaniny i porównano z krzywymi otrzymanymi doświadczalnie. Własności optyczne pojedynczych cząsteczek melaniny traktowanych jako sfery o określonym promieniu zostały obliczone na podstawie teorii Mie,go. Zbadano wpływ rozmiarów cząsteczek melaniny oraz rodzaju generatorów liczb przypadkowych na jakość symulacji krzywych absorpcji metodą Monte Carlo. Stwierdzono dobrą odtwarzalność charakteru zaniku krzywej absorpcji, obie krzywe doświadczalna i wysymulowana miały podobny eksponencjalny charakter zmian intensywności w funkcji długości fali, jednak wartość nachylenia przebiegu dla krzywych wsymulowanych była systematycznie mniejsza.
EN
Monte Carlo (MC) simulations of the absorption curves of the aqueous solution of DOPA-melanin were performed and compared with experiment results. The simulations of the optical properties of individual melanin particles treated as spheres were performed according to the Mie theory. The influence of the melanin particles diameters and the type of the random numbers generators on quality of Monte Carlo simulations was investigated and briefly discussed. The MC simulation gave good reproducibility of the exponential character of absorbance dependence on wave-length, but the inclination of the simulated absorption curve was systematically smaller comparing to experimental one.
PL
W artykule przedstawiono, omówiono i porównano wybrane podejścia do pozyskiwania losowych scenariuszy wejściowych w symulacji Monte Carlo: dopasowanie rozkładów teoretycznych, próbkowanie bootstrap (bootstrap resampling), próbkowanie przy użyciu przeciwnych zmiennych losowych, próbkowanie warstwowe (stratified sampling) oraz próbkowanie quasi-losowe. Wymienione metody zastosowano do symulacji stóp zwrotu wybranych akcji spółek notowanych na warszawskiej Giełdzie Papierów Wartościowych, a następnie porównano zbieżność wartości oszacowanych z zastosowaniem poszczególnych metod.
EN
The selected approaches to obtain the random input scenarios for Monte Carlo simulation were presented, discussed and compared: fitting the theoretical probability distributions, bootstrap resampling, antithetic variates sampling, stratified sampling and quasi-random sampling. The methods were applied to simulate investment returns of stock prices of exemplary companies quoted on Warsaw Stock Exchange. The convergence of the values received with the use of each method was then compared.
PL
W artykule zostały przedstawione badania nad ryzykiem nieuzyskania wyników ekonomiczno-finansowych spółki węglowej zakładanych w programie naprawczym. Dla wybranej spółki węglowej przeprowadzono analizę parametrów ryzyka wpływających na kształtowanie się wyników. Jako narzędzia badawcze wykorzystano metodę Monte Carlo oraz analizę wrażliwości.
EN
In the paper investigations over risk of not obtaining economic-financial results basing on a coal company repairing programme are presented. For a chosen coal company the analysis of risk parameters influencing the results was undertaken. Monte Carlo method and sensitivity analysis were applied.
11
Content available remote Phase equilibria in Ni-Al-Cr-Co-W-Re system: modelling and experiments
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EN
Ordering processes typical for Ni-base superalloys were studied in a multicomponent system Ni-Al-Cr-Co-W-Re by means of computer modelling using Monte Carlo method combined with ab initio calculations. Complementary calculations were also run using ThermoCalc software for modelling of thermodynamic equilibria. Together with modelling, experiments were carried out by means of analytical scanning and transmission electron microscopy after a long term annealing at high temperatures typical for application of Ni-based superalloys. The microstructure of equilibrium states was characterized as regards the phase constitution and chemical composition of phases. The comparison of results of applied methods is given.
PL
Proces porządkowania, typowy dla nadstopów na bazie niklu, był obiektem badań w układzie wieloskładnikowym Ni-Al-Cr-Co-W-Re przy pomocy modelowania komputerowego stosując metodę Monte Carlo w połaczeniu z obliczeniami ab initio. Równoległe obliczenia prowadzono również za pomocą pakietu thermoCalc. Doswiadczenia przeprowadzono stosując metode elektronowej mikroskopii skaningowej i transmisyjnej. Na podstawie wyników badań scharakteryzowano zarówno równowagową mikrostrukturę stopów jak również ich skład chemiczny i fazowy. Porównano wyniki badań róznymi metodami.
EN
The volumetric homogenization method for the simplified modelling of modular high-temperature gas-cooled reactor core with thorium-uranium fuel is presented in the paper. The method significantly reduces the complexity of the 3D numerical model. Hence, the computation time associated with the time-consuming Monte Carlo modelling of neutron transport is considerably reduced. Example results comprise the time evolutions of the effective neutron multiplication factor and fissionable isotopes (233U, 235U, 239Pu, 241Pu) for a few configurations of the initial reactor core.
EN
The aim of the study is to examine the robustness of the estimates and standard errors in the case of different structure of the sample and its size. The two-level model with a random intercept, slope and fixed effects, estimated using maximum likelihood, was taken into account. We used Monte Carlo simulation, performed on a sample of the equipotent groups.
EN
The light scattering process can be modeled mathematically using the Fredholm integral equation. This equation is usually solved after its discretization and transformation into the system of algebraic equations. Volume integral equations can be also solved without discretization using the Monte Carlo algorithm, but its application to the light scattering simulations has not been sufficiently studied. Here we present the implementation of this algorithm for one and three-dimensional light scattering computations and discuss its applicability in this field. We show that the Monte Carlo algorithm can provide valid and accurate results but, due to its convergence properties, it might be difficult to apply for problems with large volumes or refractive indices of scattering objects.
EN
The paper describes the methodology approach and the results obtained by the probabilistic gas network simulator ProGasNet software tool. The ProGasNet has been applied to a number of test cases, all based on real gas transmission networks of the EU countries. Various types of analysis have been performed: reliability, vulnerability, security of supply and various types of results have been reported: supply reliability estimates, time-dependent storage discharge effect, quantitative effects of new infrastructure, security of supply under different disruption scenarios. The ProGasNet model provides an indication of the worst networks nodes in terms of security of supply and provides their numerical ranking. The model is very powerful to compare and evaluate different supply options, new network development plans and analyse potential crisis situations
16
Content available remote Combined Probabilistic Methods for Droplet Drying Simulations
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EN
The rapidly developing 3D printing and the related fabrication of ultra-thin layers in various industries have resulted in the need for theoretical methods for describing large-area systems of growing nanostructures. The specificity of these issues is the presence of multi-particle systems characterized by the coexistence of particles with a wide range of sizes typical for ions, nanoparticles, and their agglomerates. A particular example would be an aqueous nano-colloidal suspension drying on a substrate as a self-assembling deposit. It should be emphasized here that the development of deposit patterning control techniques is one of the most important challenges for the thin film industry. In this paper we show that probabilistic methods can be successfully used to model such systems. To this aim, the combined master equation and Monte Carlo methods were used for computer simulation of a drying droplet in the case of a low concentration salt solution.The novelty of this approach is to show the possibility of computer simulation for a microscopic system while simulating large-scale processes affecting microscopic processes. The numerical results were additionally supported by experimental data.
EN
The main aim of this work is to investigate the use of new lanthanum bromide (LaBr3) in whole body PET (WB-PET) scanners and to compare the obtained results with those for BGO and LSO crystals which are currently used in conventional and dedicated PET systems. Our results show that there is a gain in noise effective count rate (NECR) arising from the reduced scatter and random fractions in a LaBr3 scanner. The spatial resolution of the WB-PET with LaBr3 is slightly worse than the LSO and BGO crystals because of its low density and effective atomic number. But our study showed the increased NECR, excellent energy resolution and low decay time of LaBr3 which promise a significant improvement in WB-PET performances especially for narrow coincidence windows.
EN
In this work, the Klein–Nishina (K–N) approach was used to evaluate the electronic, atomic, and energy-transfer cross sections of four elements, namely, zinc (Zn), tellurium (Te), barium (Ba), and bismuth (Bi), for different photon energies (0.662 MeV, 0.835 MeV, 1.170 MeV, 1.330 MeV, and 1.600 MeV). The obtained results were compared with the Monte Carlo method (Geant4 simulation) in terms of mass attenuation and mass energy-transfer coefficients. The results show that the K–N approach and Geant4 simulations are in good agreement for the entire energy range considered. As the photon energy increased from 0.662 MeV to 1.600 MeV, the values of the energy-transfer cross sections decreased from 81.135 cm2 to 69.184 cm2 in the case of Bi, from 50.832 cm2 to 43.344 cm2 for Te, from 54.742 cm2 to 46.678 cm2 for Ba, and from 29.326 cm2 to 25.006 cm2 for Zn. The obtained results and the detailed information of the attenuation properties for the studied elements would be helpful in developing a new generation of shielding materials against gamma rays.
EN
The Monte Carlo (MC) simulation of radiation transport is considered to be one of the most accurate methods of radiation therapy dose calculation. With the rapid development of computer technology, MC-based treatment planning for radiation therapy is becoming practical. A basic requirement for MC treatment planning is a detailed knowledge of radiation beams of medical linear accelerators (linacs). A practical approach to acquire this knowledge is to perform MC simulation of radiation transport for linacs. The aims of this study were: modeling of the electron beams from the NEPTUN 10PC linear accelerator (linac) with the MC method, obtaining of the energy spectra of electron beams, and providing the phase-space files for the electron beams of this linac at different field sizes. Electron beams produced by the linac were modeled using the BEAMnrc MC system. Central axis depth-dose curves and dose profiles of the electron beams were measured experimentally and also calculated with the MC system for different field sizes and energies. In order to benchmark the simulated models, the percent depth dose (PDD) and dose-profile curves calculated with the MC system were compared with those measured experimentally with diode detectors in an RFA 300 water phantom. The results of this study showed that the PDD and dose-profile curves calculated by the MC system using the phase-space data files matched well with the measured values. This study demonstrates that the MC phase-space data files can be used to generate accurate MC dose distributions for electron beams from NEPTUN 10PC medical linac.
EN
Radiosensitization of the cancer cells by the heavy atoms of nanoparticles was the subject of some studies. But, the physical characterization to determine the weight of all interactions hasn’t been made numerically. The aim of this study was to calculate and compare the dose enhancement (DE) for different energies. The Monte Carlo simulation method was used in the current study. The influence of gold nanoparticles (GNP) size, beam quality, the GNP concentration, and dose inhomogeneity on the radiosensitization by DE was studied. A 35% increase in the photoelectric effect was observed while energy decreased from 18 MV to 300 kV. In the microscopic study which DE calculated in 30 μm from a single GNP, a 79% decreasing in DE within the first 1μm was seen and it declined to 2% in 30 μm from the GNP center. The effect was observed at small distances only. Our study revealed that the dose inhomogeneity around a nanoparticle is the main and very strong effect of DE on a macroscopic scale. In the location which 35% DE occurs most malignant cells survival will be effectively reduced. Our research indicates the need for further research.
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