Essays about: "quasi-Monte Carlo method"

Showing result 1 - 5 of 11 essays containing the words quasi-Monte Carlo method.

  1. 1. When is Electric Freight Cost Competitive? : Computational modeling and simulation of total cost of ownership for electric truck fleets

    University essay from Linköpings universitet/Institutionen för ekonomisk och industriell utveckling

    Author : Anton Zackrisson; [2023]
    Keywords : electric freight; battery-electric trucks; total cost of ownership; decision making under deep uncertainty DMDU ; cost-competitiveness; exploratory modeling and analysis EMA ; EMA workbench; quasi-Monte Carlo method; VRP; EVRP; elektrifiering; godstransport; elektriska lastbilar; total ägandekostnad; kostnadskonkurrenskraft; ruttoptimering;

    Abstract : Battery electric trucks (BETs) offer environmental benefits in terms of reduced carbon emissions and enhanced energy efficiency but have been challenged with economic viability compared to conventional internal combustion engine trucks (ICETs) caused by substantial acquisition costs, limited charging infrastructure, and concerns regarding range and payload capacity.  Previous studies focus on TCO at the vehicle or policy level but overlook the system and firm-level impacts. READ MORE

  2. 2. Birds' Flight Range. : Sensitivity Analysis.

    University essay from Linköpings universitet/Institutionen för datavetenskap

    Author : Brian Masinde; [2020]
    Keywords : Flight; Sensitivity Analysis; Sobol indices; meta-modelling; quasi-Monte Carlo method;

    Abstract : ’Flight’ is a program that uses flight mechanics to estimate the flight range of birds. This program, used by ornithologists, is only available for Windows OS. It requires manual imputation of body measurements and constants (one observation at a time) and this is time-consuming. READ MORE

  3. 3. Discrepancy of sequences and error estimates for the quasi-Monte Carlo method

    University essay from Karlstads universitet

    Author : Niklas Vesterinen; [2020]
    Keywords : discrepancy; low discrepancy sequences; van der Corput; quasi-Monte Carlo; Koksma inequality; error estimates; diskrepans; lågdiskrepanstalföljder; van der Corput; kvasi-Monte Carlo; Koksmas olikhet; feluppskattningar;

    Abstract : We present the notions of uniform distribution and discrepancy of sequences contained in the unit interval, as well as an important application of discrepancy in numerical integration by way of the quasi-Monte Carlo method. Some fundamental (and other interesting) results with regards to these notions are presented, along with some detalied and instructive examples and comparisons (some of which not often provided by the literature). READ MORE

  4. 4. American Option Price Approximation for Real-Time Clearing

    University essay from Umeå universitet/Institutionen för fysik

    Author : Andreas Blanck; [2018]
    Keywords : Finance; Options; Risk; VaR; Price approximation;

    Abstract : American-style options are contracts traded on financial markets. These are derivatives of some underlying security or securities that in contrast to European-style options allow their holders to exercise at any point before the contracts expire. READ MORE

  5. 5. Optimization under parameter uncertainties with application to product cost minimization

    University essay from Mälardalens högskola/Akademin för utbildning, kultur och kommunikation

    Author : Ann-Sofi Kidwell; [2018]
    Keywords : Monte Carlo simulations; Quasi Monte Carlo; Non-linear Optimization; quasi-random sequences; transformer design process;

    Abstract : This report will look at optimization under parameters of uncertainties. It will describe the subject in its wider form, then two model examples will be studied, followed by an application to an ABB product. The Monte Carlo method will be described and scrutinised, with the quasi-Monte Carlo method being favoured for large problems. READ MORE