Jian-Guo Hu^1,*, Shao-Yi Wu^1,*, Yi Yang¹, Qin-Sheng Zhu¹, Xiao-Yu Li¹, Shan Yang²

Journal of Quantum Computing, Vol.4, No.1, pp. 53-61, 2022, DOI:10.32604/jqc.2022.027683

Abstract As one of the major methods for the simulation of option pricing, Monte Carlo method assumes random fluctuations in the distribution of asset prices. Under certain uncertainties process, different evolution paths could be simulated so as to finally yield the expectation value of the asset price, which requires a lot of simulations to ensure the accuracy based on huge and expensive calculations. In order to solve the above computational problem, quantum Monte Carlo (QMC) has been established and applied in the relevant systems such as European call options. In this work, both MC and QM methods are adopted to simulate… More >

Qi Wu^*, Jianan Li, Lianchun Long, Linao Liu

CMES-Computer Modeling in Engineering & Sciences, Vol.129, No.1, pp. 99-116, 2021, DOI:10.32604/cmes.2021.015669

Abstract During heat treatment or mechanical processing, most polycrystalline materials experience grain growth, which significantly affects their mechanical properties. Microstructure simulation on a mesoscopic scale is an important way of studying grain growth. A key research focus of this type of method has long been how to efficiently and accurately simulate the grain growth caused by a non-uniform temperature field with temperature gradients. In this work, we propose an improved 3D Monte Carlo Potts (MCP) method to quantitatively study the relationship between non-uniform temperature fields and final grain morphologies. Properties of the aluminum alloy AA6061-T6 are used to establish a trial… More >

Quanjia Zuo¹, Fanyi Meng^1,*, Yang Bai²

Energy Engineering, Vol.118, No.2, pp. 303-322, 2021, DOI:10.32604/EE.2021.013239

Abstract As one of the most important commodity futures, the price forecasting of natural gas futures is of great significance for hedging and risk aversion. This paper mainly focuses on natural gas futures pricing which considers seasonality fluctuations. In order to study this issue, we propose a modified approach called six-factor model, in which the influence of seasonal fluctuations are eliminated in every random factor. Using Monte Carlo method, we first assess and comparative analyze the fitting ability of three-factor model and six-factor model for the out of sample data. It is found that six-factor model has better performance than three-factor… More >

Hui Sheng Lim^1,*, Christopher K. H. Chin¹, Shuhong Chai¹, Neil Bose^1,2

CMES-Computer Modeling in Engineering & Sciences, Vol.125, No.1, pp. 33-50, 2020, DOI:10.32604/cmes.2020.011648

Abstract This paper presents an online AUV (autonomous underwater vehicle) path planner that employs path replanning approach and the SDEQPSO (selective differential evolution-hybridized quantum-behaved particle swarm optimization) algorithm to optimize an AUV mission conducted in an unknown, dynamic and cluttered ocean environment. The proposed path replanner considered the effect of ocean currents in path optimization to generate a Pareto-optimal path that guides the AUV to its target within minimum time. The optimization was based on the onboard sensor data measured from the environment, which consists of a priori unknown dynamic obstacles and spatiotemporal currents. Different sensor arrangements for the forward-looking sonar… More >

Meiling Zhuang^1,2,3, Changqing Miao^1,2,*, Rongfeng Chen^1,2

Structural Durability & Health Monitoring, Vol.14, No.1, pp. 51-79, 2020, DOI:10.32604/sdhm.2020.07663

Abstract Taizhou Yangtze River Bridge as a long-span suspension bridge, the finite element model (FEM) of it is established using the ANSYS Software. The beam4 element is used to simulate the main beam to establish the “spine beam” model of the Taizhou Yangtze River Bridge. The calculated low-order vibration mode frequency of the FEM is in good agreement with the completion test results. The model can simulate the overall dynamic response of the bridge. Based on the vehicle load survey, the Monte Carlo method is applied to simulate the traffic load flow. Then the overall dynamic response analysis of FEM is… More >

Chen Ding¹, Guizhi Wang^1,*, Qi Liu²

Journal on Big Data, Vol.1, No.2, pp. 55-69, 2019, DOI:10.32604/jbd.2019.06110

Abstract Haze concentration prediction, especially PM2.5, has always been a significant focus of air quality research, which is necessary to start a deep study. Aimed at predicting the monthly average concentration of PM2.5 in Beijing, a novel method based on Monte Carlo model is conducted. In order to fully exploit the value of PM2.5 data, we take logarithmic processing of the original PM2.5 data and propose two different scales of the daily concentration and the daily chain development speed of PM2.5 respectively. The results show that these data are both approximately normal distribution. On the basis of the results, a Monte… More >

D. C. Knupp^1,2, A. J. Silva Neto³

CMES-Computer Modeling in Engineering & Sciences, Vol.96, No.5, pp. 339-360, 2013, DOI:10.3970/cmes.2013.096.339

Abstract Inverse radiative transfer problems in heterogeneous participating media applications include determining gas properties in combustion chambers, estimating environmental and atmospheric conditions, and remote sensing, among others. In recent papers the spatially variable single scattering albedo has been estimated by expanding this unknown function as a series of known functions, and then estimating the expansion coefficients with parameter estimation techniques. In the present work we assume that there is no prior information on the functional form of the unknown spatially variable albedo and, making use of the Bayesian approach, we propose the development of a posterior probability density, which is explored… More >

Xinhua Liu^1,2, Yongzhi Liu¹, Hao Liu¹

CMES-Computer Modeling in Engineering & Sciences, Vol.91, No.1, pp. 65-80, 2013, DOI:10.3970/cmes.2013.091.065

Abstract In order to study the rheological characteristics of magnetorheological fluids, a simulation approach through integration of Monte Carlo method and GPU accelerated technology was proposed and the three-dimensional micro-structure of magnetic particles in different strength magnetic fields were simulated. The Monte Carlo method to magnetic particles of magnetorheological fluids and its key steps such as particle modeling, magnetic energy equations calculating and system state updating were elaborated. Moreover, GPU accelerated technology was applied to the simulation of magnetorheological fluids to reduce computational time and a flowchart for the proposed approach was designed. Finally, a physics experiment was carried out and… More >

Jae Bong Lee¹, Jai Hak Park¹, Sung Ho Lee², Hong-Deok Kim², Han-Sub Chung²

CMES-Computer Modeling in Engineering & Sciences, Vol.11, No.1, pp. 9-16, 2006, DOI:10.3970/cmes.2006.011.009

Abstract The growth of stress corrosion cracks in steam generator tubes is predicted using the Monte Carlo simulation and statistical approaches. The statistical parameters that represent the characteristics of crack growth and crack initiation are derived from in-service inspection (ISI) non-destructive evaluation (NDE) data. Based on the statistical approaches, crack growth models are proposed and applied to predict crack distribution at the end of cycle (EOC). Because in-service inspection (ISI) crack data is different from physical crack data, a simple method for predicting the physical number of cracks from periodic in-service inspection data is proposed in this study. Actual number of… More >

W.W. Liou¹, Y.C. Fang¹

CMES-Computer Modeling in Engineering & Sciences, Vol.1, No.4, pp. 119-128, 2000, DOI:10.3970/cmes.2000.001.571

Abstract A simple implicit treatment for the low speed inflow and outflow boundary conditions for the direct simulation Monte Carlo (DSMC) of the flows in microelectromechanical systems (MEMS) is proposed. The local mean flow velocity, temperature, and number density near the subsonic boundaries were used to determine the number of molecules entering the computational domain and their corresponding velocities at every sample average step. The proposed boundary conditions were validated against micro-Poiseuille flows and micro-Couette flows. The results were compared with analytical solutions derived from the Navier-Stokes equations using first-order and second order slip-boundary conditions. The results show that the implicit… More >