scholarly journals Anisotropic Quantum Corrections for 3-D Finite-Element Monte Carlo Simulations of Nanoscale Multigate Transistors

2016 ◽  
Vol 63 (3) ◽  
pp. 933-939 ◽  
Author(s):  
Muhammad A. Elmessary ◽  
Daniel Nagy ◽  
Manuel Aldegunde ◽  
Jari Lindberg ◽  
Wulf G. Dettmer ◽  
...  
Keyword(s):  
Finite Element ◽  
Monte Carlo ◽  
Monte Carlo Simulations ◽  
Quantum Corrections

Quantum Corrections Based on the 2-D Schrödinger Equation for 3-D Finite Element Monte Carlo Simulations of Nanoscaled FinFETs

2014 ◽  
Vol 61 (2) ◽  
pp. 423-429 ◽  
Author(s):  
Jari Lindberg ◽  
Manuel Aldegunde ◽  
Daniel Nagy ◽  
Wulf G. Dettmer ◽  
Karol Kalna ◽  
...  
Keyword(s):  
Finite Element ◽  
Monte Carlo ◽  
Schrödinger Equation ◽  
Monte Carlo Simulations ◽  
Schrodinger Equation ◽  
Quantum Corrections

Robustness of Residual Stresses in Castings and an Improved Process Window

2009 ◽  
Author(s):  
Magnus Hofwing ◽  
Niclas Stro¨mberg
Keyword(s):  
Finite Element ◽  
Monte Carlo ◽  
Thermal Expansion ◽  
Monte Carlo Simulations ◽  
Young’S Modulus ◽  
Thermal Expansion Coefficient ◽  
Expansion Coefficient ◽  
Young's Modulus ◽  
Process Window ◽  
Quadratic Response

In this work the robustness of residual stresses in finite element simulations with respect to deviations in mechanical parameters in castings is evaluated. Young’s modulus, the thermal expansion coefficient and the hardening are the studied parameters. A 2D finite element model of a stress lattice is used. The robustness is evaluated by comparing purely finite element based Monte Carlo simulations and Monte Carlo simulations based on linear and quadratic response surfaces. Young’s modulus, the thermal expansion coefficient and the hardening are assumed to be normal distributed with a standard deviation that is 10% of their nominal value at different temperatures. In this work an improved process window is also suggested to show the robustness graphically. By using this window it is concluded that least robustness is obtained for high hardening values in combination to deviations in Young’s modulus and the thermal expansion coefficient. It is also concluded that quadratic response surface based Monte Carlo simulations substitute finite element based Monte Carlo simulations satisfactory. Furthermore, the standard deviation of the responses are evaluated analytically by using the Gauss formula, and are compared to results from Monte Carlo simulations. The analytical solutions are accurate as long as the Gauss formula is not utilized close to a stationary point.

Finite element based Monte Carlo simulation of options on Lévy driven assets

2018 ◽  
Vol 05 (01) ◽  
pp. 1850013 ◽  
Author(s):  
Patrik Karlsson
Keyword(s):  
Differential Equation ◽  
Monte Carlo Simulation ◽  
Finite Element ◽  
Monte Carlo ◽  
Monte Carlo Simulations ◽  
Transition Matrix ◽  
Simulation Algorithm ◽  
Option Prices ◽  
European Options ◽  
Inverse Transition

This paper extends the simulation algorithm by Andreasen and Huge (2011) to the simulation of option prices and deltas on Lévy driven assets where the simulation is performed relying on the inverse transition matrix of the discretized partial integro differential equation (PIDE). We demonstrate how one can get accurate prices and deltas of European options on VG and CGMY via Monte Carlo simulations.

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