Thèses sur le sujet « Shower Monte Carlo »

This thesis contains the work of two recent developments in the Herwig general purpose event genrator. Firstly, the results from an new implementation of the KrkNLO method in the Herwig event generator are presented. This method allows enables the generation of matched next-to-leading order plus parton shower events through the application of simple positive weights to showered leading order events. This simplicity is achieved by the construction Monte Carlo scheme parton distribution functions. This implementation contains the necessary components to simulation Drell-Yan production as well as Higgs production via gluon fusion. This is used to generate the first differential Higgs results using this method. The results from this implementation are shown to be comparable with predictions from the well established approaches of POWHEG and MC@NLO. The predictions from KrkNLO are found to closely resemble the original configuration for POWHEG. Secondly, a benchmark study focussing on the source of perturbative uncertainties in parton showers is presented. The study employs leading order plus parton shower simulations as a starting point in order to establish a baseline set of controllable uncertainties. The aim of which is to build an understanding of the uncertainties associated with a full simulation which includes higher-order corrections and interplay with non- perturbative models. The uncertainty estimates for a number of benchmark processes are presented. The requirement that these estimates be consistent across the two distinct parton show implementations in Herwig provided an important measure to assess the quality of these uncertainty estimates. The profile scale choice is seen to be an important consideration with the power and hfact displaying inconsistencies between the showers. The resummation profile scale is shown to deliver consistent predictions for the central value and uncertainty bands.

In questa tesi ci concentriamo su alcuni aspetti teorici che concernono la determinazione della massa del quark top ($ m_t $), problema che persiste nell'essere altamente controverso. Generalmente, per misurare la massa del top, sono necessarie predizioni teoriche dipendenti da $m_t$. Il parametro $m_t$ coincide con la massa fisica, che è collegata alla massa nuda attraverso una procedura di rinormalizzazione. Sono possibili diversi schemi di rinormalizzazione per la massa e il più naturale sembra essere quello della massa polo. Tuttavia, nel caso di oggetti colorati, la massa polo contiene rinormaloni di origine infrarossa, i quali si manifestano come coefficienti che crescono fattorialmente, rovinando la convergenza delle serie perturbativa e portando ad ambigutá di ordine $\Lambda_{\rm QCD}$. D’altro canto, shemi di massa come l’$\overline{\rm MS}$ sono liberi da questi rinormaloni. Fortunatamente, l’ambiguitá rinormalonica sembra essere ben al di sotto dell’errore sistematico quotato per le misurazioni della massa polo. Pertanto questo tipo di determinazione è ancora affidabile. Nella prima parte della tesi studiamo la presenza di rinormaloni in osservabili che possono essere impiegate per la determinazione della massa del top. Consideriamo un modello semplificato per descrivere il processo $W^* \to t \bar{b} \to W b \bar{b}$. Il calcolo è eseguito nel limite in cui il numero di sapori dei quark leggeri $n_f$ è molto grande, utilizzando un nuovo metodo con cui è possibile valutare numericamente una generica osservabile all’ordine $\alpha_s(\alpha_s n_f)^n$ per ogni valore di $n$. Due sono le sorgenti di rinormaloni nelle nostre osservabile: l’uso della massa polo e la richiesta di tagli cinematici sui momenti dei jet. Per questo, predizioni ottenute nello schema polo sono comparate con quelle calcolate nello schema $\overline{\rm MS}$. Dalla nostra analisi risulta che la sezione d’urto senza tagli, se espressa in termini della massa $\overline{\rm MS}$, è libera da rinormaloni lineari, i quali appaiono però in ogni schema appena vengono introdotti dei tagli cinematici relativi al momento dei jet. Inoltre, la massa dei prodotti di decadimento del top è sempre affetta da rinormaloni lineari. L’energia del bosone $W$ ha un rinormalone in ogni schema nel limite in cui la larghezza di decadimento del top è zero, altrimenti, quando una larghezza finita è usata nel calcolo, tali rinormaloni sono assenti nello schema $\overline{\rm MS}$. Le determinazioni più precise della massa del top sono quelle dirette, ossia quelle basate sulla ricostruzione della cinematica dei prodotti di decadimento del top. Queste misure sono basate sull’uso di generatori di eventi Monte Carlo. I generatori che vengono utilizzati devono essere il più accurati possibili, onde evitare imprecisioni nella misura. A questo proposito, nella seconda parte della tesi confrontiamo diversi generatori NLO, implementati nel codice {\tt POWHEG BOX}, che differiscono per il livello di accuratezza impiegato nel descrivere il decadimento del top. Anche l’impatto dei programmi Monte Carlo che implementano la “parton shower”, e che quindi completano gli eventi generati da POWHEG BOX, è oggetto di studio in questa seconda parte della tesi. In particolare, noi ci focalizziamo sui programmi più usati, Pythia8.2 ed Herwig7.1, e presentiamo un metodo per interfacciarli a processi contenenti risonanze che possono emettere radiazione. Il paragone fra diversi generatori Monte Carlo che hanno formalmente lo stesso livello di accuratezza è infatti un passo obbligato verso una stima ragionevole dell’incertezza associata alla misurazione della massa del quark top.
In this thesis we focus on the theoretical subtleties of the top-quark mass ($m_t$) determination, issue which persists in being highly controversial. Typically, in order to infer the top mass, theoretical predictions dependent on $m_t$ are employed. The parameter $m_t$ is the physical mass, that is connected with the bare mass though a renormalization procedure. Several renormalization schemes are possible and the most natural seems to be the pole-mass one. However, the pole mass is not very well defined for a coloured object like the top quark. The pole mass is indeed affected by the presence of infrared renormalons. They manifest as factorially growing coefficients that spoil the convergence of the perturbative series, leading to ambiguities of order of $\Lambda_{\rm QCD}$. On the other hand, short-distance mass schemes, like the $\overline{\rm MS}$, are known to be free from such renormalons. Luckily, the renormalon ambiguity seems to be safely below the quoted systematic errors on the pole-mass determinations, so these measurements are still valuable. In the first part of the thesis, we investigate the presence of linear renormalons in observables that can be employed to determine the top mass. We considered a simplified toy model to describe $W^* \to t \bar{b} \to Wb \bar{b}$. The computation is carried out in the limit of a large number of flavours ($n_f$), using a new method that allows to easily evaluate any infrared safe observable at order $\alpha_s(\alpha_s n_f)^n$ for any $n$. The observables we consider are, in general, affected by two sources of renormalons: the pole-mass definition and the jet requirements. We compare and discuss the predictions obtained in the usual pole scheme with those computed in the $\overline{\rm MS}$ one. We find that the total cross section without cuts, when expressed in terms of the $\overline{\rm MS}$ mass, does not exhibit linear renormalons, but, as soon as selection cuts are introduced, jets-related linear renormalons arise in any mass scheme. In addition, we show that the reconstructed mass is affected by linear renormalons in any scheme. The average energy of the $W$ boson (that we consider as a simplified example of leptonic observable) has a renormalon in the narrow-width limit in any mass scheme, that is however screened at large orders for finite top widths, provided the top mass is in the $\overline{\rm MS}$ scheme. The most precise determinations of the top mass are the direct ones, i.e. those that rely upon the reconstruction of the kinematics of the top-decay products. Direct determinations are heavily based on the use of Monte Carlo event generators. The generators employed must be as much accurate as possible, in order not to introduce biases in the measurements. To this purpose, the second part of the thesis is devoted to the comparison of several NLO generators, implemented in the {\tt POWHEG BOX} framework, that differ by the level of accuracy employed to describe the top decay. The impact of the shower Monte Carlo programs, used to complete the NLO events generated by {\tt POWHEG BOX}, is also studied. In particular, we discuss the two most widely used shower Monte Carlo programs, i.e. {\tt Pythia 8.2} and \{\tt Herwig 7.1}, and we present a method to interface them with processes that contain decayed emitting resonances. The comparison of several Monte Carlo programs that have formally the same level of accuracy is, indeed, a mandatory step towards a sound estimate of the uncertainty associated with $m_t$.

Al momento ANTARES è il più grande telescopio di neutrini sottomarino ed è situato nel Mar Meditteraneo, circa 40 km a largo di Tolone, Francia, ad una profondità di 2450 m in fondo al mare. Lo scopo principale di ANTARES è quello di poter osservare neutrini di alta energia riconducibili a sorgenti astrofisiche. Un fondo irriducibile del rivelatore è rappresentato dai muoni atmosferici, prodotti dalle interazioni dei raggi cosmici con i nuclei dell’atmosfera. La collaborazione ANTARES fa largo uso di simulazioni Monte Carlo e recentemente è stata rilasciata una nuova versione della simulazione che tiene conto di effetti di invecchiamento del rivelatore al fine di migliorare l’accordo tra la simulazione ed i dati. In questa tesi, utilizzando eventi di neutrini di tipo sciame, si sono confrontate la vecchia e la nuova simulazione Monte Carlo, in particolare ci si è concentrati sulla reiezione del fondo dovuto ai muoni atmosferici.

ECRS is a program for the detailed simulation of extensive air shower initiated by high energy cosmic ray particles. In this dissertation work, a Geant4 based ECRS simulation was designed and developed to study secondary cosmic ray particle showers in the full range of Earth's atmosphere. A proper atmospheric air density and geomagnetic field are implemented in order to correctly simulate the charged particles interactions in the Earth's atmosphere. The initial simulation was done for the Atlanta (33.460 N , 84.250 W) region. Four different types of primary proton energies (109, 1010, 1011 and 1012 eV) were considered to determine the secondary particle distribution at the Earth's surface. The geomagnetic field and atmospheric air density have considerable effects on the muon particle distribution at the Earth's surface. The muon charge ratio at the Earth's surface was studied with ECRS simulation for two different geomagnetic locations: Atlanta, Georgia, USA and Lynn Lake, Manitoba, Canada. The simulation results are shown in excellent agreement with the data from NMSU-WIZARD/CAPRICE and BESS experiments at Lynn Lake. At low momentum, ground level muon charge ratios show latitude dependent geomagnetic effects for both Atlanta and Lynn Lake from the simulation. The simulated charge ratio is 1.20 ± 0.05 (without geomagnetic field), 1.12 ± 0.05 (with geomagnetic field) for Atlanta and 1.22 ± 0.04 (with geomagnetic field) for Lynn Lake. These types of studies are very important for analyzing secondary cosmic ray muon flux distribution at the Earth's surface and can be used to study the atmospheric neutrino oscillations.

In the past years, next-to-leading order (NLO) QCD computations have become standard tools for phenomenological studies at lepton and hadron colliders. On the experimental side, instead, general purpose Shower Monte Carlo (SMC) programs have become the main tools used in the analysis. These programs perform a resummation of all order leading logarithmic contributions in soft and collinear approximation. The whole process is thus represented as a parton shower, in which subsequent emissions are strongly ordered. Being fully exclusive, it is easy to interface them with phenomenological hadronization models, enabling the comparison with experimental data. However, they do not enforce NLO accuracy. In view of increasing precision required to disentangle signals from backgrounds, at present and future colliders, it has become clear that SMC programs should be improved, when possible, with NLO results. In this way a large amount of the acquired knowledge on QCD corrections would be made directly available to the experimentalists, in a flexible form that they could easily use for simulations. The problem of merging NLO calculations with parton shower simulations is basically that of avoiding overcounting, since the SMC programs already implement approximate NLO corrections. Several proposals have appeared in the literature during past years to overcome this problem. However, the first general solution to the overcounting was the MC@NLO proposal. The basic idea of MC@NLO is that of avoiding the overcounting by subtracting from the exact NLO cross section its approximation, as implemented in the SMC program to which the NLO computation is then matched. Such approximated cross section is computed analytically, and is SMC dependent. On the other hand, the MC subtraction terms are process-independent, and thus, for a given SMC, can be computed once and for all. In the current version of the MC@NLO code, the MC subtraction terms have been computed for the HERWIG SMC. In turns out, however, that in general, the exact NLO cross section minus the MC subtraction terms does not need to be positive. Therefore MC@NLO can generate events with negative weights. For the processes implemented so far, negative-weighted events may reach about 10--15% of the total. More recently, a method, named POWHEG (Positive Weight Hardest Emission Generator), was proposed that overcomes the problem of negative weighted events, and that is not SMC specific. In the POWHEG method the hardest radiation is generated first, with a technique that yields only positive-weighted events using the exact NLO matrix elements. The POWHEG output can then be interfaced to any SMC program that is either pt-ordered, or allows the implementation of a pt veto. The POWHEG method has been successfully tested in several production processes, both at leptonic and hadronic colliders. Among these we list: $ZZ$, $Q\bar{Q}$ hadroproduction, $ q\bar{q}$ and top pairs production and decay from $e^+e^-$ annihilation, Drell-Yan vector boson production, $W'$ production, Higgs boson production via gluon fusion, Higgs boson production associated with a vector boson (Higgs-strahlung) and single top, both in the $s$- and $t$-channel production mechanism. Detailed comparisons have been carried out between the POWHEG and MCatNLO results, and reasonable agreement has been found, which nicely confirms the validity of both approaches. In the present work we give a detailed description of the POWHEG method and an overview of two specific applications: single vector boson and Higgs boson production via gluon fusion. We first present the features of a general subtraction scheme. Then, we illustrate in detail two such schemes, which we adopted in calculations appearing in this thesis: the Catani and Seymour (CS) and the Frixione, Kunszt and Signer (FKS) one. Next we concentrate on the application of the POWHEG method to the process of single vector boson production, where, in the POWHEG framework, the Catani-Seymour subtraction approach was employed for the first time. We also introduced a generalization of the method in order to deal with vanishing Born cross sections, as in the case of $W^\pm$ production. Matrix elements were evaluated from scratch using helicity amplitude methods, including finite width effects, $Z/\gamma$ interference and angular correlations of decay products. Our program has been interfaced both with HERWIG and with PYTHIA, two of the most popular Shower Monte Carlo used in simulations. Results were found in remarkable agreement both with Tevatron data and with the MC@NLO program. We also discuss results at the LHC collider. Higgs boson production via gluon fusion process is then presented, with applications to both Tevatron and LHC colliders. Gluon fusion is the predominant Higgs boson production channel over a wide range of masses. Matrix elements were evaluated analytically and regularized according to the FKS subtraction formalism. In this case, results show agreement with MC@NLO distributions up to next-to-next-to-leading order (NNLO) contributions. However, we fully understand the origin of these discrepancies and show that the POWHEG framework allows enough flexibility to get rid of them, if it is needed. Our results were also checked against NNLO and $q_T$ resummed available calculations, giving expected results.

Un vaste programme international est en cours pour déterminer les paramètres du phénomène d'oscillation des neutrinos et approfondir la connaissance de la matrice de mélange des neutrinos (MNSP). Le détecteur OPERA, qui est installé dans le laboratoire souterrain du Gran Sasso en Italie, a pour but principal de mettre en évidence l'apparition de neutrinos de type tau dans un faisceau de neutrinos initialement de type muon, produit au CERN (CNGS) 730 km en amont. Il est aussi en mesure de détecter les oscillations des neutrinos muon en neutrinos électron, donnant accès au paramètre de mélange sin(2θ13)2, où θ13 est le dernier angle de la matrice MNSP finalement déterminé en 2012 conjointement par Daya Bay, RENO et Double Chooz. Pour déterminer la présence des ντ dans le faisceau, le détecteur OPERA est composé de cibles calorimétriques utilisant une alternance de plaques de plomb et de films d'émulsion. Ceux-ci permettront de reconstruire les traces des particules chargées résultant des interactions neutrino avec une précision inégalable (de l'ordre du micron). La recherche des événements de signal d'oscillation νµ → νe sera basée sur l'aptitude à identifier les électrons, à rejeter les événements de fond où un π0 est produit et à soustraire le fond dominant intrinsèque provenant du faisceau. Ce travail de thèse a pour objectif l'élaboration de méthodes d'analyse pour améliorer les performances du détecteur OPERA dans la recherche d'oscillations νµ → νe .

ALTO is a project, currently in the research and development phase, with the goal of constructing a Very High Energy (VHE) gamma-ray observatory in the southern hemisphere. It will detect the particle content reaching the ground from the interactions of either VHE gamma rays or cosmic rays in the atmosphere known as extensive air showers. In this thesis, we use an ALTO prototype built at Linneaus University to estimate the vertical muon intensity in Växjö. The atmospheric muons we detect at ground level come from hadronic showers caused by a cosmic ray entering the atmosphere. Such showers are considered background noise in the context of VHE gamma-ray astronomy, and the presence of muons is an important indicator of the nature of the shower, and thus of the primary particle. The measurement is done by isolating events that produce signals in two small scintillation detectors that are part of the ALTO prototype, and are placed almost directly above each other. This gives us a data set that we assume represents muons travelling along a narrow set of trajectories, and by measuring the rate of such events, we estimate the muon intensity. We estimate the corresponding momentum threshold using two different methods; Monte Carlo simulation and calculation of the mean energy loss. The vertical muon intensity found through this method is about 21% higher than commonly accepted values. We discuss some possible explanations for this discrepancy, and conclude that the most likely explanation is that the isolated data set contains a significant number of “false positives”, i.e., events that do not represent a single muon following the desired trajectory.

Se presenta el trabajo realizado sobre el paquete de Subrrutinas Penélope. Este código permite la simulación MC del transporte de fotones y electrones en la materia con geometrías complejas. Los aspectos considerados son:

A) mejora del algoritmo de SCATTERING de la radiación primaria y de los algoritmos que dan cuenta de las secundarias.

B) simplificación del algoritmo de SCATTERING mixto par electrones empleado anteriormente.

C) incorporación de secciones eficaces diferenciales.

D) un paquete de subrutinas geométricas, pengeom, ha sido desarrollado. Permite geometría combinatoria con superficies cuadricas.

e) presentación de un marco teórico para aplicar técnicas de reducción de varianza.

F) comparación con resultados experimentales y presentación de 4 aplicaciones reales que emplean pengeom y reducción de varianza. En su estado actual Penélope permite que usuarios externos no especializados puedan abordar problemas en el campo de la ingeniería de radiaciones, de la física médica, etc.

Mestrado em Finanças
Neste trabalho faz-se uma avaliação de uma oportunidade perdida de desenvolver terreno. Foi negado a uma empresa a possibilidade de esta desenvolver um projecto que consistia no desenvolvimento de imobiliário e na sua posterior venda. A avaliação é feita tendo por base a Teoria das Opções Reais e decidimos focar-nos no valor da opção de compra subjacente neste projecto. Usamos duas fórmulas fechadas para estimar o valor desta opção: o modelo Black-Scholes-Merton e a opção de troca de Margrabe. De seguida simulamos algumas das variáveis destas fórmulas fechadas através de uma análise de cenários e de uma simulação Monte Carlo, isto permitiu-nos construir intervalos de confiança dentro dos quais estará o valor justo da opção. Concluímos que ao ter em conta o valor desta opção, o valor do projecto aumenta significativamente, mesmo nas nossas estimativas mais conservadoras.
The present paper attempts to value the cost of a lost development opportunity in a vacant land. A company was denied the possibility of developing a project, which consisted in real estate development to be sold in the future. The evaluation follows Real Options Theory and we focus on the value of the call option embedded in this project. We use two close form formulas to estimate the option's value: the standard Black-Scholes-Merton Model and Margrabe's Exchange Option. We then simulate some of the variables contained in these formulas using a scenario analysis and a Monte Carlo Simulation, which allowed us to build confidence intervals in which the fair values of the options lie. We find that by taking into account the call option, the value of this project increases significantly, even in our most conservative estimations.
info:eu-repo/semantics/publishedVersion

Se presenta la propuesta de un factor probabilístico para determinar el porcentaje de falla que se puede presentar en cimentaciones superficiales, en nuestro caso zapatas. En este articulo presentaremos una comparación entre el factor de seguridad (F.S), definido por la norma E050 Suelos y Cimentaciones, y la probabilidad de falla. Este método se ejecutará a través de la simulación de datos de entrada, tales como peso específico, cohesión, ángulo de fricción y solicitación de carga. Para este proceso de simulación se aplicará el método Monte Carlo. Una vez obtenido los valores de la resistencia del suelo, teniendo en cuenta su distribución normal, y la solicitación, se comenzará a analizar las probabilidades de fallar mediante las curvas de densidad de la resistencia y solicitación. Finalmente analizaremos la relación que se dará entre el F.S y la probabilidad de falla para observar su comportamiento al aumentar los parámetros para la resistencia.
The proposal of a probabilistic factor is presented to determine the percentage of failure that can occur in shallow foundations, in our case footings. In this article we will present a comparison between the safety factor (F.S), defined by the standard E050 Soils and Foundations, and the probability of failure. This method will be executed through the simulation of input data, such as specific weight, cohesion, angle of friction and load stress. For this simulation process, the Monte Carlo method will be applied. Once the soil resistance values ​​have been obtained, considering its normal distribution and the stress, the probabilities of failure will begin to be analyzed using the strength and stress density curves. Finally, we will analyze the relationship that will occur between the F.S and the probability of failure to observe the behavior when increasing the parameters for resistance.
Trabajo de investigación

The Monaco shore extention project consists of few housing resorts, floating breakwater, commertial zones and a harbour. The largest and most complex is the Skyscraper resort on an artificial semifloating island in the middle of a lagoon between the shore and the floating breakwater. Its main purpose is housing which is situated to several floors of the base ring, to the white wings protruding from the skyscraper and to the skyscraper itself. There is also a hotel for 500 visitors in this structure as well as the visitors center, observation platform, technical support, wellness and fit centrum. The resort is accesible via two main connecting streets – one going from the Hercule harbour, second comming to the resort from the main Monaco roundabout next to the Fairmont hotel. Traffic is than in front of the skyscraper redirected either to the hotel frontyard or to the underground parking wings for visitors, or to the parking zones for residents or to the supply zones. Other functions the resort offers are 2 commertial promenades on the gound and 2np floors accesible from the perimetr of the island’s harbour, other commertial zone is more to the the middle of the island, where the visitor, cultural, wellness and restaurant centers are also situated. The cultural multipurpose center accompanies cinema, theater and exhibition features as well as the School of fine arts. For the residents themselves the resort features several facilities – endless swimming pool, the chapel, relaxation pools, 2 parks and all the facilities accessible also for visitors. The island is constructed as semifloating – partly supperted by large piles and coissons, partly floating. Energetic selfsufficience is provided by desaltation plant, solar fotovoltaic plant, energetic piles and gray water treatment plant.

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.