The mean–variance range and the shape flexibility are important measures of the applicability of a count data model. This paper develops a method for constructing nonnegative integer-valued random variables with any interval domain, any theoretically possible mean–variance pair, and...

We describe a class of adaptive algorithms for approximating the global minimum of a function defined on a compact subset of Rd. The algorithms are adaptive versions of Monte Carlo search and use a memory of a fixed number of past observations. By choosing a large enough memory, the convergence...

The basic concepts of system Engineering are briefly described. The general problem is outlined as that of a `particle' moving in a phase space of states and time. It is shown that this general view leads to a transport equation underlying the behavior of systems. The transport equation is...

In this paper, a non-analog Monte Carlo methodology is applied to the transport of radionuclide chains in a geological medium. A Monte Carlo simulation is first constructed from an integral equation for the concentration of one radionuclide. This integral equation depends on the solution of an...

Two methods of calculating reactivity effects due to small changes in reactor configurations have been implemented in MCNP4A. The pseudo-correlated sampling method makes use of the correlation of particle tracks in problems with well localized perturbations. The true correlated sampling method...

We propose a family of numerical schemes to solve the initial value problem for a system of differential equations y′(t)=f(t,y(t)) in which f is smooth in space (y), but only of bounded variation in time (t). The family is akin to the Runge–Kutta family. However, the discretization with...

A Monte Carlo study of the transient response of single photon absorption in X-ray pixel detectors is presented. The simulation results have been combined with Monte Carlo simulation of the X-ray photon transport and absorption, and used to estimate the image properties of a detector system,...

In the present work a numerical modelling of the processes of exposure and development of the resist during electron beam lithography (EBL) on structures incorporating YBa2Cu3O7 high temperature superconductor (HTS) thin films is performed. Monte Carlo method is used to simulate the penetration...

We present a method for computer simulation of diffusion. The method uses quasi-random walk of particles. We consider a pure initial value problem for a simple diffusion equation in s space dimensions. We introduce s spatial steps Δxi. A semi-discrete approximation to the equation is obtained...

The Monte Carlo methods provide a possibility for improved sub-optimal Bayesian estimation. In preceding studies the authors have suggested a new implementation of the general bootstrap simulation approach — the bootstrap multiple model (BMM) filter for tracking a maneuvering target. In the...