Diffusion Monte Carlo
Mostrando 1-12 de 41 artigos, teses e dissertações.
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1. Operating Model and Estimation of the Insurance Premium for an Energy Futures Clearing House in Brazil
Abstract Purpose We propose and analyze a new operating model for an energy futures exchange that could be implemented in Brazil, where there is low liquidity for these contracts. The clearing house temporarily assumes the position of customers who fail to answer the margin call, instead of closing the position, as would normally be done under normal condit
Revista Brasileira de Gestão de Negócios. Publicado em: 2023
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2. Determination of the carbon market incremental payoff considering a stochastic jump-diffusion process
The objective of this paper is to verify the robustness of the Least Square Monte Carlo and Grant, Vora & Weeks methods when used to determine the incremental payoff of the carbon market for renewable electricity generation projects, considering that the behavior of the price of Certified Emission Reductions, otherwise known as Carbon Credits, may be modeled
Pesqui. Oper.. Publicado em: 2013-12
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3. Modelo de volatilidade estocástica com saltos aplicado a commodities agrícolas
Mensalmente são publicados relatórios pelo Departamento de Agricultura dos Estados Unidos (USDA) onde são divulgados dados de condições das safras, oferta e demanda globais, nível dos estoques, que servem como referência para todos os participantes do mercado de commodities agrícolas. Esse mercado apresenta uma volatilidade acentuada no período de d
Publicado em: 14/12/2012
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4. Simulação da dinâmica do estado excitado em semicondutores orgânicos / Simulation of the excited state dynamics in organic semiconductors
In the present work, the Monte Carlo method and the direct numerical integration of the Master Equation were employed to simulate the excitation spectral diffusion process in light emitting polymeric systems. The methodology employed a competition among the internal intra-molecular relaxation, the inter-molecular incoherent energy transfer via Förster mecha
IBICT - Instituto Brasileiro de Informação em Ciência e Tecnologia. Publicado em: 25/04/2012
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5. Métodos Monte Carlo Quântico e Outer Valence Green s function aplicados na obtenção de energias de ionização de sistemas atômicos e moleculares e na construção e interpretação de diagramas de correlação / Quantum Monte Carlo and Outer Valence Green s function methods applied to obtain ionization energies of atomic and molecular systems and to construction and interpretation of correlation diagrams
The study was divided into 4 parts: Simple Ionization Energies: We evaluated the ability of MQC and OVGF methods in describing the values of the ionization energy of valence and core and tested the use of relaxed wave functions. The range of deviations obtained with the method of diffusion quantum Monte Carlo (MCQD), in relation to the experimental values, i
IBICT - Instituto Brasileiro de Informação em Ciência e Tecnologia. Publicado em: 25/03/2011
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6. Aplicação do metodo Monte Carlo Quantico de Difusão no calculo de energias de ionização de camadas interna e valencia em moleculas simples / Application of Diffusion Quantum Monte Carlo method to calculate inner and valence shells ionization energies in simple molecules
Os métodos Monte Carlo Quântico (MCQ) são métodos estocásticos de resolução da equação de Schrödinger que vêm se mostrando como uma alternativa recente e promissora para o cálculo de propriedades eletrônicas. Dentre esses métodos, o Monte Carlo Quântico de Difusão (MCQD) é um dos mais utilizados e baseia-se na solução da equação de Schr�
IBICT - Instituto Brasileiro de Informação em Ciência e Tecnologia. Publicado em: 17/07/2009
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7. Estudos de propriedades de muitos corpos em sistemas confinados : simulacões via Monte Carlo Quântico
The Quantum Monte Carlo Method has been constituted in a powerful ab-initio tool which can afford accurate estimates of the ground-state properties of quantum many-body systems. With this subject in mind, we first present a review of the method in the well-known variations: the Variational Monte Carlo and Diffusion Monte Carlo. We have applied both methods t
Publicado em: 2009
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8. Dinâmica de populações: modelo predador-presa estocástico e difusivo em um reticulado / Dynamic population: Predator-prey stochastic and difusive model on a lattice
We have studied the predator-prey stochastic model defined on a lattice with first neighbour interactions. Each site of the lattice may assume one of three states: vacant, occupied by prey and occupied by predator. We have introduced a parameter that controls the possibility of difusion among sites. The model shows an oscilating phase, a non-oscilating phase
Publicado em: 2009
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9. Expoente de Hurst e diagrama de fase para persistência induzida amnesticamente em processos não-markovianos. / Hurst exponent and the phase diagram for persistence induced amnestic on a non-Markovian
Nowadays there has been a growing interest in anomalous diffusion: the super difusive and sub-difusive processes. The problem about normal diffusion already well established whereas many problems still exist in anomalous diffusion. Several mathematical models and computational techniques have been developed to model such processes. In this work we studied a
Publicado em: 2009
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10. Metodologia para avaliação de incerteza na medição de propriedades termofísicas pelo método flash laser: método de monte carlo aplicado a modelos dinâmicos de saída multivariável
The Laser Flash Method has been considered by INMETRO, NPL, NIST, PTB and other organizations as a standard method for thermal diffusivity measurements. Despite its several advantages, inherent experimental features become obstacles to a coherent expression of the measurement results. In this work, an effective methodology for uncertainty evaluation of therm
Publicado em: 2008
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11. PDE models associated to fuzzy logic ans statistical methods in the treatment of uncertainties : an application on food-and-mooth disease / Modelos de EDP integrados a logica Fuzzy e metodos probabilisticos no tratamento de incertezas : uma aplicação a febre aftosa em bovinos
The foot-and-mouth disease is a viral, infectum contagious pathology, characterized for a scene full of inherent uncertainties, resultants of the influence of social, economic and environmental factors related to the transmission process, that can occur for direct and indirect means. In Epidemiology, great part of the uncertainties are treated either by the
Publicado em: 2008
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12. SimulaÃÃo de redes porosas metal-orgÃnicas usadas no armazenamento de gÃs natural
The natural gas is mainly stored in vessels by its compression at very high pressure. This pressure can be decreased by the natural gas storage in a vessel filled of a specific solid porous material due to the interaction between the material atoms and the gas (adsorption phenomena); which decreases the coasts and risks of the process. One example of materia
Publicado em: 2007