Handbook of Monte Carlo Methods

Kroese, Dirk P.; Taimre, Thomas; Botev, Zdravko I.

doi:10.1002/9781118014967

Cited by 756 publications

(704 citation statements)

References 54 publications

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“…The procedure of this test in our study follows Kroese et al [2011]. Our null hypothesis is that the two filtered precipitation series are not significantly correlated at the 1% confidence level.…”

Section: Closeness Of the Multidecadal Variations In The Two Precipitmentioning

confidence: 99%

Atmospheric circulation processes contributing to a multidecadal variation in reconstructed and modeled Indian monsoon precipitation

2015

JGR Atmospheres

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An analysis of the recently reconstructed gridded May-September total precipitation in the Indian monsoon region for the past half millennium discloses significant variations at multidecadal timescales. Meanwhile, paleo-climate modeling outputs from the National Center for Atmospheric Research Community Climate System Model 4.0 show similar multidecadal variations in the monsoon precipitation. One of those variations at the frequency of 40-50 years per cycle is examined in this study. Major results show that this variation is a product of the processes in that the meridional gradient of the atmospheric enthalpy is strengthened by radiation loss in the high-latitude and polar region. Driven by this gradient and associated baroclinicity in the atmosphere, more heat/energy is generated in the tropical and subtropical (monsoon) region and transported poleward. This transport relaxes the meridional enthalpy gradient and, subsequently, the need for heat production in the monsoon region. The multidecadal timescale of these processes results from atmospheric circulation-radiation interactions and the inefficiency in generation of kinetic energy from the potential energy in the atmosphere to drive the eddies that transport heat poleward. This inefficiency creates a time delay between the meridional gradient of the enthalpy and the poleward transport. The monsoon precipitation variation lags that in the meridional gradient of enthalpy but leads that of the poleward heat transport. This phase relationship, and underlining chasing process by the transport of heat to the need for it driven by the meridional enthalpy gradient, sustains this multidecadal variation. This mechanism suggests that atmospheric circulation processes can contribute to multidecadal timescale variations. Interactions of these processes with other forcing, such as sea surface temperature or solar irradiance anomalies, can result in resonant or suppressed variations in the Indian monsoon precipitation.

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Section: Closeness Of the Multidecadal Variations In The Two Precipitmentioning

confidence: 99%

Atmospheric circulation processes contributing to a multidecadal variation in reconstructed and modeled Indian monsoon precipitation

2015

JGR Atmospheres

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“…The splitting step (b) can be implemented in many different ways; for example, in [12] it is done by running a Markov chain on the γ t+1 -level set starting from each point in the elite set E t+1 and storing each state in X t+1 . The only requirement is that the Markov chain has stationary pdf f t+1 .…”

Section: Mathematical Frameworkmentioning

confidence: 99%

“…Note that if γ is equal to the minimum of S, then sampling X conditional on {S(X) γ} is equivalent to sampling from the minimizer of S. However, the problem is that in general the minimum value is not known, and hence the intermediate values {γ t } have to be determined adaptively. This is the motivation for the ADAptive Multilevel splitting algorithm (ADAM) in [12,13]. The ADAM algorithm has be applied to mostly combinatorial optimization problems.…”

Section: Introductionmentioning

confidence: 99%

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Splitting for optimization

Duan

Kroese

2016

Computers & Operations Research

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The splitting method is a well-known method for rare-event simulation, where sample paths of a Markov process are split into multiple copies during the simulation, so as to make the occurrence of a rare event more frequent. Motivated by the splitting algorithm we introduce a novel global optimization method for continuous optimization that is both very fast and accurate. Numerical experiments demonstrate that the new splitting-based method outperforms known methods such as the differential evolution and artificial bee colony algorithms for many bench mark cases.

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“…In this paper, after a brief summary describing the cyclic loading machine and the measured mechanical parameters, the Monte Carlo method [14,15,16] has been applied to better evaluate the uncertainty relative to the TS age (the indirect parameter) starting from the mechanical measurements (the direct parameters) of the TS fibers with their uncertainties [11,12].…”

Section: Introductionmentioning

confidence: 99%

Monte Carlo method applied to the mechanical dating of the Turin Shroud

Basso

Fanti

Malfi³

2015

MATEC Web of Conferences

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Abstract. Alternative dating methods to radiocarbon have been recently developed to study the Turin Shroud (TS), the linen sheet that according to the tradition enveloped the dead body of Jesus Christ; among them, a mechanical one is based on the study of five mechanical parameters in reference to the breaking strength, the Young modulus and the loss factor. This method tests single TS linen fibers using a machine, built in for the purpose, capable to measure the stress-stain parameters during loading cycles. These parameters have been already shown to be dependent on the age of the linen under test, and a preliminary result has been obtained: the TS date is 400 A.D. ±400 years at 95% confidence level. A companion paper has combined this mechanical result with two chemical ones, coming from Raman and FT-IR spectra, and the combined result is 90 AD ±200 years at 95% confidence level, thus confirming the compatibility of the age of the TS with the period in which Jesus Crist lived in Palestine. As the evaluation of the uncertainty propagation is not simple in the case of the mechanical parameters, this paper tries to furnish a more reliable result applying the Monte Carlo method to the mechanical parameters directly measured. The obtained mechanical age of the TS of 279 A.D. ±216 years at 95% confidence level is compatible with the previous results, but with an uncertainty almost halved.

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Handbook of Monte Carlo Methods

Cited by 756 publications

References 54 publications

Atmospheric circulation processes contributing to a multidecadal variation in reconstructed and modeled Indian monsoon precipitation

Atmospheric circulation processes contributing to a multidecadal variation in reconstructed and modeled Indian monsoon precipitation

Splitting for optimization

Monte Carlo method applied to the mechanical dating of the Turin Shroud

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