Дисертації з теми "Kinetic Monte Carlo Methods"
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Mandreoli, Lorenzo. "Density based Kinetic Monte Carlo Methods." [S.l.] : [s.n.], 2005. http://deposit.ddb.de/cgi-bin/dokserv?idn=975329111.
Повний текст джерелаHöök, Lars Josef. "Variance reduction methods for numerical solution of plasma kinetic diffusion." Licentiate thesis, KTH, Fusionsplasmafysik, 2012. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-91332.
Повний текст джерелаQC 20120314
Herron, Adam David. "Mesoscale Modeling of Shape Memory Alloys by Kinetic Monte Carlo–Finite Element Analysis Methods." BYU ScholarsArchive, 2019. https://scholarsarchive.byu.edu/etd/8261.
Повний текст джерелаSchmidt, Daniel. "Kinetic Monte Carlo Methods for Computing First Capture Time Distributions in Models of Diffusive Absorption." Scholarship @ Claremont, 2017. https://scholarship.claremont.edu/hmc_theses/97.
Повний текст джерелаGong, Min. "A study of surface growth mechanism by kinetic Monte-Carlo simulation." Click to view the E-thesis via HKUTO, 2006. http://sunzi.lib.hku.hk/hkuto/record/B37636194.
Повний текст джерелаGong, Min, and 鞏旻. "A study of surface growth mechanism by kinetic Monte-Carlo simulation." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 2006. http://hub.hku.hk/bib/B37636194.
Повний текст джерелаAlexander, Kathleen Carmody. "An off-lattice kinetic Monte Carlo method for the investigation of grain boundary kinetic processes." Thesis, Massachusetts Institute of Technology, 2016. http://hdl.handle.net/1721.1/108218.
Повний текст джерела"September 2016." Cataloged from student-submitted PDF version of thesis.
Includes bibliographical references (pages 155-171).
Kinetic Monte Carlo (Kc) methods have the potential to extend the accessible timescales of off-lattice atomistic simulations beyond the limits of molecular dynamics by making use of transition state theory and parallelization. However, it is a challenge to identify a complete catalog of events accessible to an off-lattice system in order to accurately calculate the residence time for Kc. Possible approaches to some of the key steps needed to address this problem are developed in this thesis. After validating these methods in the study of vacancy diffusion, we implemented our off-lattice Kc method to study the kinetic behavior of the [Sigma]5 (210) grain boundary (GB) in copper. We found that the activation energy associated with intrinsic diffusion at this GB is between the activation energies of interstitial diffusion and vacancy diffusion. We have also measured GB mobility in this system and found the activation energy of GB migration to be similar to that of bulk diffusion. For comparison, we have performed a molecular dynamics study of this target GB and obtained diffusivity and mobility estimates that are sufficiently similar to our Kc results at high temperatures. At low temperatures, the molecular dynamics simulations did not yield meaningful predictions. The results of this case study indicate that the off-lattice Kc method developed herein may provide a means to study GB kinetic properties under conditions and timescales that were previously inaccessible. Towards the end of developing predictive relationships to describe GB kinetic properties, we have begun to assess whether the normalized ground state residence time of a GB is a good predictor of kinetic behavior by analyzing several low-CSL GBs. We see a clear relationship between normalized ground state residence time and kinetic properties for the GBs considered so far. A more thorough investigation will be required to establish whether or not these preliminary findings indicate a more general relationship.
by Kathleen Carmody Alexander.
Ph. D.
Hay, Aaron M. "Applying massively parallel kinetic Monte Carlo methods to simulate grain growth and sintering in powdered metals." Thesis, Monterey, California. Naval Postgraduate School, 2011. http://hdl.handle.net/10945/5583.
Повний текст джерела50 nm) can be used to bond materials at dramatically lower temperatures and pressures while maintaining the mechanical properties of nanostructured materials. Despite these promising results, the grain growth and sintering mechanisms of nanostructures are not fully understood. Simulations performed using KMC algorithms can be used to model nanoparticle grain growth and sintering. Sandia National Laboratories' new, massively-parallel, Stochastic Parallel Particle Kinetic Simulator (SPPARKS) code is capable of simulating large-scale problems of grain growth and sintering from the nanoscale to the microscale. This thesis focused on setting up SPPARKS on the Naval Postgraduate School's high performance computing resources. The performance of SPPARKS was assessed for large-scale simulations of grain growth and sintering. Using SPPARKS, the ability to perform coupled grain growth and sintering was demonstrated while controlling variables such as temperature, porosity, and grain size. The results demonstrate the importance of the spatial distribution of porosity on the nanostructure evolution during grain growth and sintering.
Shi, Feng. "Nucleation and growth in materials and on surfaces : kinetic Monte Carlo simulations and rate equation theory /." Connect to full text in OhioLINK ETD Center, 2008. http://rave.ohiolink.edu/etdc/view?acc_num=toledo1216839589.
Повний текст джерелаMorris, Aaron Benjamin. "Investigation of a discrete velocity Monte Carlo Boltzmann equation." Thesis, [Austin, Tex. : University of Texas, 2009. http://hdl.handle.net/2152/ETD-UT-2009-05-127.
Повний текст джерелаNandipati, Giridhar. "Kinetic Monte Carlo simulations of submonolayer and multilayer epitaxial growth over extended time- and length-scales /." Connect to full text in OhioLINK ETD Center, 2009. http://rave.ohiolink.edu/etdc/view?acc%5Fnum=toledo1248923011.
Повний текст джерелаAbraham, Jan Willem [Verfasser]. "Formation of Metal-Polymer Nanocomposites by Plasma-Based Deposition Methods: Kinetic Monte Carlo and Molecular Dynamics Simulations / Jan Willem Abraham." Kiel : Universitätsbibliothek Kiel, 2018. http://d-nb.info/1163603708/34.
Повний текст джерелаRamsey, James J. "Exploration of the Use of the Kinetic Monte Carlo Method in Simulation of Quantum Dot Growth." University of Akron / OhioLINK, 2011. http://rave.ohiolink.edu/etdc/view?acc_num=akron1302092138.
Повний текст джерелаSun, Grace Siswanto. "Simulations of platinum growth on Pt(111) using density functional theory and kinetic monte carlo simulations /." Thesis, Connect to this title online; UW restricted, 2000. http://hdl.handle.net/1773/9672.
Повний текст джерелаJolley, Kenny. "Multiscale methods for nanoengineering." Thesis, University of Leicester, 2009. http://hdl.handle.net/2381/7809.
Повний текст джерелаMossberg, Eva. "Some numerical and analytical methods for equations of wave propagation and kinetic theory." Doctoral thesis, Karlstad : Fakulty of Technology and Science, Mathematics, Karlstads universitet, 2008. http://urn.kb.se/resolve?urn=urn:nbn:se:kau:diva-1848.
Повний текст джерелаCosta, Davide. "Modelling the thermal ageing evolution of Fe-Cr alloys using a lattice kinetic Monte Carlo approach based on DFT calculations." Thesis, Lille 1, 2012. http://www.theses.fr/2012LIL10037/document.
Повний текст джерелаIn this thesis, we address the study of the microstrucutre evolution of the Fe-Cr system under thermal ageing. The vacancy diffusion mechanism was investigated in the framework of the density functional theory (DFT) and the capability of a recently developed embedded atom method (EAM) empirical cohesive model to reproduce the DFT results was examined. We have shown that the vacancy migration energy strongly depends on the saddle point atomic environment where the chromium-chromium and the chromium-vacancy interactions partially determine the saddle point energy. We proposed three approaches for the parameterisation of an atomistic kinetic Monte Carlo (AKMC) model: one fully based on the EAM potential, the others partially based on our DFT calculations. The AKMC simulations of the thermal ageing of the Fe-20 at.%Cr and Fe-25 at.%Cr alloys at 773 K show the formation of chromium-rich precipitates whose growth with time follows a power law with exponent 1/3. This is consistent with the Lifshitz-Slyozov-Wagner theory of coarsening. The AKMC parameterisation fully based on the EAM potential predicts a mean precipitate size higher than the experimentally observed one, whereas the parameterisations partially based on our DFT calculations underestimate it. This disagreement seems to have a kinetic rather than thermodynamic origin. The composition of the precipitating phase varies during the phase separation thus indicating that the unmixing is driven by either a non-classical nucleation or a spinodal decomposition. Interconnected precipitates are more likely to form in the Fe-25 at.%Cr alloy than in the Fe-20 at.%Cr thus suggesting that, as the solute concentration increases, the spinodal decomposition is more likely to occur
Mertz, Helene. "Modélisation des réactions chimiques dans un code de simulation par la méthode Monte Carlo." Thesis, Université Paris-Saclay (ComUE), 2019. http://www.theses.fr/2019SACLV012/document.
Повний текст джерелаDirect Simulation Monte Carlo (DSMC) methods are used in Ariane group to compute aerodynamic forces and moments and heat fluxes on space objects for hypersonic flows in rarefied regimes.To caracterise the dislocation of the stages and the debris footprints, a precise modelisation of the mechanism that contribute to the heat flux is necessary. The contribution of the chemical reactions is important for the determination of the heat flux. The purpose of this thesis is to develop the in house IEMC tool using the DSMC method so that it can compute reactive flows.The different steps of the developments are presented in this work. The first step is the presentation, implementation and verification of two different chemistry models. They are validated for simulations on real test cases. Different models are tested in order to evaluate their effect. Chemical models implemented in the code depend on new input parameters, whose numerical data are uncertain. Using a uncertainty quantification study, it is shown that the output data of the reactive simulation, especially the heat flux, is weakly impacted by the tested uncertain parameters
Beh, Ongueng Yves Alain. "Simulation atomistique Monte Carlo Cinétique des processus de croissance de couches passives sur alliage métalliques : cas des alliages Fer-Chrome." Paris 6, 2008. http://www.theses.fr/2008PA066277.
Повний текст джерелаIn last few years, many experimental studies of the growing of thin oxide film on pure metal or alloys have been performed. The structure of these oxides is well known and several macroscopic models have been proposed for the oxide growth. However, the details of the mechanism of the nucleation of the thin film in the early stages and it further growth are little known. Atomistic simulation could be an useful technique to evaluate the proposed growth mechanisms, and to investigate the influence of some physical or chemical parameters. The development of atomistic modelling has been started at the LPCS with M. Legrand thesis. Based on the case of FeCr alloy, a 3D model (“Legrand model”) has been developed for the simulation of the selective dissolution and passivation of binary alloy. Using a classical Monte Carlo algorithm, the code simulates the evolution of any alloy with a well known composition and crystallographic atomic structure. It takes into account surface diffusions, dissolution and the blocking of the dissolution by the formation of a passive monolayer. This code was well adapted to the simulation of the early stages of the corrosion. The goal of this work is to improve the Legrand model, in order to simulate the evolution of the passive layer on longer time. Many improvements have been done. A semi-empirical potential MEAM (Modified Embedded Atom Method) has been introduced to compute energy barriers of diffusion and dissolution. The MEAM potential allow us to replace all empirical diffusion probabilities by calculated values, and also to show the preferential diffusion of chromium toward other chromium atoms. The introduction of the KMC (Kinetic Monte Carlo) has allowed simulations with time scale comparable to the experimental values. A second 3D crystallographic lattice (virtual lattice of oxide :VNO ), corresponding to the passive layer (Cr2O3) have been introduced. A graphical interface allows the monitoring of the structural evolution of the model during the simulation. The results obtained with the new model are in agreement with experimental findings: complete passivation above 16% of Cr content, Cr enrichment in the passive layer, aspect of kinetic curves, influence of electric field, formation of cluster of vacancies under the passive layer
Garnier, Thomas. "Transfert d'échelle dans la modélisation thermodynamique et cinétique des alliages." Phd thesis, Université Paris Sud - Paris XI, 2012. http://tel.archives-ouvertes.fr/tel-00784326.
Повний текст джерелаBos, Cornelis [Verfasser]. "Atomistic simulation of interface controlled solid-state phase transformations : development and application of a multi-lattice kinetic Monte Carlo method / Institut für Metallkunde der Universität Stuttgartt ... Vorgelegt von Cornelis Bos." Stuttgart : Max-Planck-Inst. für Metallforschung, 2006. http://d-nb.info/979722705/34.
Повний текст джерелаMartalo', G. "DIFFERENT SCALE MODELING FOR CROWD DYNAMICS AND MULTI-TEMPERATURE GAS MIXTURES." Doctoral thesis, Università degli Studi di Milano, 2014. http://hdl.handle.net/2434/243643.
Повний текст джерелаPedersen, Daniel. "Development of a Kinetic Monte Carlo Code." Thesis, Uppsala universitet, Materialteori, 2013. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-202711.
Повний текст джерелаMarshall, Timothy Craig. "KINETIC MONTE CARLO SIMULATION OF BINARY ALLOYS." VCU Scholars Compass, 2018. https://scholarscompass.vcu.edu/etd/5657.
Повний текст джерелаDickinson, Andrew Samuel. "On the analysis of Monte Carlo and quasi-Monte Carlo methods." Thesis, University of Oxford, 2004. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.409715.
Повний текст джерелаGöncü, Ahmet. "Monte Carlo and quasi-Monte Carlo methods in pricing financial derivatives." Tallahassee, Florida : Florida State University, 2009. http://etd.lib.fsu.edu/theses/available/etd-06232009-140439/.
Повний текст джерелаAdvisor: Giray Ökten, Florida State University, College of Arts and Sciences, Dept. of Mathematics. Title and description from dissertation home page (viewed on Oct. 5, 2009). Document formatted into pages; contains x, 105 pages. Includes bibliographical references.
Taft, Keith. "Monte Carlo methods for radiosity." Thesis, University of Liverpool, 2002. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.272796.
Повний текст джерелаStrathmann, Heiko. "Kernel methods for Monte Carlo." Thesis, University College London (University of London), 2018. http://discovery.ucl.ac.uk/10040707/.
Повний текст джерелаEden-Jones, Kym Denys. "Kinetic Monte Carlo simulations of autocatalytic protein aggregation." Thesis, University of Edinburgh, 2014. http://hdl.handle.net/1842/9365.
Повний текст джерелаDauchet, Jérémi. "Analyse radiative des photobioréacteurs." Phd thesis, Université Blaise Pascal - Clermont-Ferrand II, 2012. http://tel.archives-ouvertes.fr/tel-00914315.
Повний текст джерелаZhang, Kai. "Monte Carlo methods in derivative modelling." Thesis, University of Warwick, 2011. http://wrap.warwick.ac.uk/35689/.
Повний текст джерелаMaggio, Emilio. "Monte Carlo methods for visual tracking." Thesis, Queen Mary, University of London, 2008. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.497791.
Повний текст джерелаCrosby, Richard S. "Monte Carlo methods for lattice fields." Thesis, Massachusetts Institute of Technology, 1989. http://hdl.handle.net/1721.1/77699.
Повний текст джерелаWang, Junxiong. "Option Pricing Using Monte Carlo Methods." Digital WPI, 2011. https://digitalcommons.wpi.edu/etd-theses/331.
Повний текст джерелаLu, Mengliu. "Option Pricing Using Monte Carlo Methods." Digital WPI, 2011. https://digitalcommons.wpi.edu/etd-theses/380.
Повний текст джерелаFang, Youhan. "Efficient Markov Chain Monte Carlo Methods." Thesis, Purdue University, 2018. http://pqdtopen.proquest.com/#viewpdf?dispub=10809188.
Повний текст джерелаGenerating random samples from a prescribed distribution is one of the most important and challenging problems in machine learning, Bayesian statistics, and the simulation of materials. Markov Chain Monte Carlo (MCMC) methods are usually the required tool for this task, if the desired distribution is known only up to a multiplicative constant. Samples produced by an MCMC method are real values in N-dimensional space, called the configuration space. The distribution of such samples converges to the target distribution in the limit. However, existing MCMC methods still face many challenges that are not well resolved. Difficulties for sampling by using MCMC methods include, but not exclusively, dealing with high dimensional and multimodal problems, high computation cost due to extremely large datasets in Bayesian machine learning models, and lack of reliable indicators for detecting convergence and measuring the accuracy of sampling. This dissertation focuses on new theory and methodology for efficient MCMC methods that aim to overcome the aforementioned difficulties.
One contribution of this dissertation is generalizations of hybrid Monte Carlo (HMC). An HMC method combines a discretized dynamical system in an extended space, called the state space, and an acceptance test based on the Metropolis criterion. The discretized dynamical system used in HMC is volume preserving—meaning that in the state space, the absolute Jacobian of a map from one point on the trajectory to another is 1. Volume preservation is, however, not necessary for the general purpose of sampling. A general theory allowing the use of non-volume preserving dynamics for proposing MCMC moves is proposed. Examples including isokinetic dynamics and variable mass Hamiltonian dynamics with an explicit integrator, are all designed with fewer restrictions based on the general theory. Experiments show improvement in efficiency for sampling high dimensional multimodal problems. A second contribution is stochastic gradient samplers with reduced bias. An in-depth analysis of the noise introduced by the stochastic gradient is provided. Two methods to reduce the bias in the distribution of samples are proposed. One is to correct the dynamics by using an estimated noise based on subsampled data, and the other is to introduce additional variables and corresponding dynamics to adaptively reduce the bias. Extensive experiments show that both methods outperform existing methods. A third contribution is quasi-reliable estimates of effective sample size. Proposed is a more reliable indicator—the longest integrated autocorrelation time over all functions in the state space—for detecting the convergence and measuring the accuracy of MCMC methods. The superiority of the new indicator is supported by experiments on both synthetic and real problems.
Minor contributions include a general framework of changing variables, and a numerical integrator for the Hamiltonian dynamics with fourth order accuracy. The idea of changing variables is to transform the potential energy function as a function of the original variable to a function of the new variable, such that undesired properties can be removed. Two examples are provided and preliminary experimental results are obtained for supporting this idea. The fourth order integrator is constructed by combining the idea of the simplified Takahashi-Imada method and a two-stage Hessian-based integrator. The proposed method, called two-stage simplified Takahashi-Imada method, shows outstanding performance over existing methods in high-dimensional sampling problems.
Waldeckerová, Naďa. "Option pricing using Monte Carlo methods." Master's thesis, Vysoká škola ekonomická v Praze, 2015. http://www.nusl.cz/ntk/nusl-206936.
Повний текст джерелаYam, Chiu Yu. "Quasi-Monte Carlo methods for bootstrap." HKBU Institutional Repository, 2000. http://repository.hkbu.edu.hk/etd_ra/272.
Повний текст джерелаYe, Haocheng. "Monte Carlo Methods in Option Pricing." Scholarship @ Claremont, 2019. https://scholarship.claremont.edu/cmc_theses/2122.
Повний текст джерелаBon, Joshua J. "Advances in sequential Monte Carlo methods." Thesis, Queensland University of Technology, 2022. https://eprints.qut.edu.au/235897/1/Joshua%2BBon%2BThesis%284%29.pdf.
Повний текст джерелаVancea, Ioan. "Pattern formation in nanoparticle suspensions : a Kinetic Monte Carlo approach." Thesis, Loughborough University, 2011. https://dspace.lboro.ac.uk/2134/8420.
Повний текст джерелаLeung, Suet-ying, and 梁雪瑩. "A study of step kinetics by kinetic Monte Carlo simulation." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 2002. http://hub.hku.hk/bib/B31226322.
Повний текст джерелаJia, Quiyi. "Pricing American options using Monte Carlo methods." Thesis, Uppsala University, Department of Mathematics, 2009. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-119854.
Повний текст джерелаZhang, Hongbin. "Pricing Asian Options using Monte Carlo Methods." Thesis, Uppsala University, Department of Mathematics, 2009. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-119855.
Повний текст джерелаWang, Bing, and Ling Wang. "Pricing Barrier Options using Monte Carlo Methods." Thesis, Uppsala universitet, Analys och tillämpad matematik, 2011. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-152632.
Повний текст джерелаWang, Liangliang. "Bayesian phylogenetic inference via Monte Carlo methods." Thesis, University of British Columbia, 2012. http://hdl.handle.net/2429/42935.
Повний текст джерелаLeung, Wing-Kai. "Applications of continuum quantum Monte Carlo methods." Thesis, University of Cambridge, 2001. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.411231.
Повний текст джерелаFearnhead, Paul. "Sequential Monte Carlo methods in filter theory." Thesis, University of Oxford, 1998. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.299043.
Повний текст джерелаMurray, Iain Andrew. "Advances in Markov chain Monte Carlo methods." Thesis, University College London (University of London), 2007. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.487199.
Повний текст джерелаTeckentrup, Aretha Leonore. "Multilevel Monte Carlo methods and uncertainty quantification." Thesis, University of Bath, 2013. https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.577753.
Повний текст джерела