Monte Carlo uncertainty analysis of dose estimates in radiochromic film dosimetry with single-channel and multichannel algorithms.

PubMed

Vera-Sánchez, Juan Antonio; Ruiz-Morales, Carmen; González-López, Antonio

2018-03-01

To provide a multi-stage model to calculate uncertainty in radiochromic film dosimetry with Monte-Carlo techniques. This new approach is applied to single-channel and multichannel algorithms. Two lots of Gafchromic EBT3 are exposed in two different Varian linacs. They are read with an EPSON V800 flatbed scanner. The Monte-Carlo techniques in uncertainty analysis provide a numerical representation of the probability density functions of the output magnitudes. From this numerical representation, traditional parameters of uncertainty analysis as the standard deviations and bias are calculated. Moreover, these numerical representations are used to investigate the shape of the probability density functions of the output magnitudes. Also, another calibration film is read in four EPSON scanners (two V800 and two 10000XL) and the uncertainty analysis is carried out with the four images. The dose estimates of single-channel and multichannel algorithms show a Gaussian behavior and low bias. The multichannel algorithms lead to less uncertainty in the final dose estimates when the EPSON V800 is employed as reading device. In the case of the EPSON 10000XL, the single-channel algorithms provide less uncertainty in the dose estimates for doses higher than four Gy. A multi-stage model has been presented. With the aid of this model and the use of the Monte-Carlo techniques, the uncertainty of dose estimates for single-channel and multichannel algorithms are estimated. The application of the model together with Monte-Carlo techniques leads to a complete characterization of the uncertainties in radiochromic film dosimetry. Copyright © 2018 Associazione Italiana di Fisica Medica. Published by Elsevier Ltd. All rights reserved.

Application analysis of Monte Carlo to estimate the capacity of geothermal resources in Lawu Mount

DOE Office of Scientific and Technical Information (OSTI.GOV)

Supriyadi, E-mail: supriyadi-uno@yahoo.co.nz; Srigutomo, Wahyu; Munandar, Arif

2014-03-24

Monte Carlo analysis has been applied in calculation of geothermal resource capacity based on volumetric method issued by Standar Nasional Indonesia (SNI). A deterministic formula is converted into a stochastic formula to take into account the nature of uncertainties in input parameters. The method yields a range of potential power probability stored beneath Lawu Mount geothermal area. For 10,000 iterations, the capacity of geothermal resources is in the range of 139.30-218.24 MWe with the most likely value is 177.77 MWe. The risk of resource capacity above 196.19 MWe is less than 10%. The power density of the prospect area coveringmore » 17 km{sup 2} is 9.41 MWe/km{sup 2} with probability 80%.« less

Multiple model cardinalized probability hypothesis density filter

NASA Astrophysics Data System (ADS)

Georgescu, Ramona; Willett, Peter

2011-09-01

The Probability Hypothesis Density (PHD) filter propagates the first-moment approximation to the multi-target Bayesian posterior distribution while the Cardinalized PHD (CPHD) filter propagates both the posterior likelihood of (an unlabeled) target state and the posterior probability mass function of the number of targets. Extensions of the PHD filter to the multiple model (MM) framework have been published and were implemented either with a Sequential Monte Carlo or a Gaussian Mixture approach. In this work, we introduce the multiple model version of the more elaborate CPHD filter. We present the derivation of the prediction and update steps of the MMCPHD particularized for the case of two target motion models and proceed to show that in the case of a single model, the new MMCPHD equations reduce to the original CPHD equations.

An atomic and molecular fluid model for efficient edge-plasma transport simulations at high densities

NASA Astrophysics Data System (ADS)

Rognlien, Thomas; Rensink, Marvin

2016-10-01

Transport simulations for the edge plasma of tokamaks and other magnetic fusion devices requires the coupling of plasma and recycling or injected neutral gas. There are various neutral models used for this purpose, e.g., atomic fluid model, a Monte Carlo particle models, transition/escape probability methods, and semi-analytic models. While the Monte Carlo method is generally viewed as the most accurate, it is time consuming, which becomes even more demanding for device simulations of high densities and size typical of fusion power plants because the neutral collisional mean-free path becomes very small. Here we examine the behavior of an extended fluid neutral model for hydrogen that includes both atoms and molecules, which easily includes nonlinear neutral-neutral collision effects. In addition to the strong charge-exchange between hydrogen atoms and ions, elastic scattering is included among all species. Comparisons are made with the DEGAS 2 Monte Carlo code. Work performed for U.S. DoE by LLNL under Contract DE-AC52-07NA27344.

A surrogate accelerated multicanonical Monte Carlo method for uncertainty quantification

NASA Astrophysics Data System (ADS)

Wu, Keyi; Li, Jinglai

2016-09-01

In this work we consider a class of uncertainty quantification problems where the system performance or reliability is characterized by a scalar parameter y. The performance parameter y is random due to the presence of various sources of uncertainty in the system, and our goal is to estimate the probability density function (PDF) of y. We propose to use the multicanonical Monte Carlo (MMC) method, a special type of adaptive importance sampling algorithms, to compute the PDF of interest. Moreover, we develop an adaptive algorithm to construct local Gaussian process surrogates to further accelerate the MMC iterations. With numerical examples we demonstrate that the proposed method can achieve several orders of magnitudes of speedup over the standard Monte Carlo methods.

A New Approach to Monte Carlo Simulations in Statistical Physics

NASA Astrophysics Data System (ADS)

Landau, David P.

2002-08-01

Monte Carlo simulations [1] have become a powerful tool for the study of diverse problems in statistical/condensed matter physics. Standard methods sample the probability distribution for the states of the system, most often in the canonical ensemble, and over the past several decades enormous improvements have been made in performance. Nonetheless, difficulties arise near phase transitions-due to critical slowing down near 2nd order transitions and to metastability near 1st order transitions, and these complications limit the applicability of the method. We shall describe a new Monte Carlo approach [2] that uses a random walk in energy space to determine the density of states directly. Once the density of states is known, all thermodynamic properties can be calculated. This approach can be extended to multi-dimensional parameter spaces and should be effective for systems with complex energy landscapes, e.g., spin glasses, protein folding models, etc. Generalizations should produce a broadly applicable optimization tool. 1. A Guide to Monte Carlo Simulations in Statistical Physics, D. P. Landau and K. Binder (Cambridge U. Press, Cambridge, 2000). 2. Fugao Wang and D. P. Landau, Phys. Rev. Lett. 86, 2050 (2001); Phys. Rev. E64, 056101-1 (2001).

Geometry and Dynamics for Markov Chain Monte Carlo

NASA Astrophysics Data System (ADS)

Barp, Alessandro; Briol, François-Xavier; Kennedy, Anthony D.; Girolami, Mark

2018-03-01

Markov Chain Monte Carlo methods have revolutionised mathematical computation and enabled statistical inference within many previously intractable models. In this context, Hamiltonian dynamics have been proposed as an efficient way of building chains which can explore probability densities efficiently. The method emerges from physics and geometry and these links have been extensively studied by a series of authors through the last thirty years. However, there is currently a gap between the intuitions and knowledge of users of the methodology and our deep understanding of these theoretical foundations. The aim of this review is to provide a comprehensive introduction to the geometric tools used in Hamiltonian Monte Carlo at a level accessible to statisticians, machine learners and other users of the methodology with only a basic understanding of Monte Carlo methods. This will be complemented with some discussion of the most recent advances in the field which we believe will become increasingly relevant to applied scientists.

Cetacean population density estimation from single fixed sensors using passive acoustics.

PubMed

Küsel, Elizabeth T; Mellinger, David K; Thomas, Len; Marques, Tiago A; Moretti, David; Ward, Jessica

2011-06-01

Passive acoustic methods are increasingly being used to estimate animal population density. Most density estimation methods are based on estimates of the probability of detecting calls as functions of distance. Typically these are obtained using receivers capable of localizing calls or from studies of tagged animals. However, both approaches are expensive to implement. The approach described here uses a MonteCarlo model to estimate the probability of detecting calls from single sensors. The passive sonar equation is used to predict signal-to-noise ratios (SNRs) of received clicks, which are then combined with a detector characterization that predicts probability of detection as a function of SNR. Input distributions for source level, beam pattern, and whale depth are obtained from the literature. Acoustic propagation modeling is used to estimate transmission loss. Other inputs for density estimation are call rate, obtained from the literature, and false positive rate, obtained from manual analysis of a data sample. The method is applied to estimate density of Blainville's beaked whales over a 6-day period around a single hydrophone located in the Tongue of the Ocean, Bahamas. Results are consistent with those from previous analyses, which use additional tag data. © 2011 Acoustical Society of America

Improving the efficiency of configurational-bias Monte Carlo: A density-guided method for generating bending angle trials for linear and branched molecules

DOE Office of Scientific and Technical Information (OSTI.GOV)

Sepehri, Aliasghar; Loeffler, Troy D.; Chen, Bin, E-mail: binchen@lsu.edu

2014-08-21

A new method has been developed to generate bending angle trials to improve the acceptance rate and the speed of configurational-bias Monte Carlo. Whereas traditionally the trial geometries are generated from a uniform distribution, in this method we attempt to use the exact probability density function so that each geometry generated is likely to be accepted. In actual practice, due to the complexity of this probability density function, a numerical representation of this distribution function would be required. This numerical table can be generated a priori from the distribution function. This method has been tested on a united-atom model ofmore » alkanes including propane, 2-methylpropane, and 2,2-dimethylpropane, that are good representatives of both linear and branched molecules. It has been shown from these test cases that reasonable approximations can be made especially for the highly branched molecules to reduce drastically the dimensionality and correspondingly the amount of the tabulated data that is needed to be stored. Despite these approximations, the dependencies between the various geometrical variables can be still well considered, as evident from a nearly perfect acceptance rate achieved. For all cases, the bending angles were shown to be sampled correctly by this method with an acceptance rate of at least 96% for 2,2-dimethylpropane to more than 99% for propane. Since only one trial is required to be generated for each bending angle (instead of thousands of trials required by the conventional algorithm), this method can dramatically reduce the simulation time. The profiling results of our Monte Carlo simulation code show that trial generation, which used to be the most time consuming process, is no longer the time dominating component of the simulation.« less

Peelle's pertinent puzzle using the Monte Carlo technique

DOE Office of Scientific and Technical Information (OSTI.GOV)

Kawano, Toshihiko; Talou, Patrick; Burr, Thomas

2009-01-01

We try to understand the long-standing problem of the Peelle's Pertinent Puzzle (PPP) using the Monte Carlo technique. We allow the probability density functions to be any kind of form to assume the impact of distribution, and obtain the least-squares solution directly from numerical simulations. We found that the standard least squares method gives the correct answer if a weighting function is properly provided. Results from numerical simulations show that the correct answer of PPP is 1.1 {+-} 0.25 if the common error is multiplicative. The thought-provoking answer of 0.88 is also correct, if the common error is additive, andmore » if the error is proportional to the measured values. The least squares method correctly gives us the most probable case, where the additive component has a negative value. Finally, the standard method fails for PPP due to a distorted (non Gaussian) joint distribution.« less

Optimized nested Markov chain Monte Carlo sampling: theory

DOE Office of Scientific and Technical Information (OSTI.GOV)

Coe, Joshua D; Shaw, M Sam; Sewell, Thomas D

2009-01-01

Metropolis Monte Carlo sampling of a reference potential is used to build a Markov chain in the isothermal-isobaric ensemble. At the endpoints of the chain, the energy is reevaluated at a different level of approximation (the 'full' energy) and a composite move encompassing all of the intervening steps is accepted on the basis of a modified Metropolis criterion. By manipulating the thermodynamic variables characterizing the reference system we maximize the average acceptance probability of composite moves, lengthening significantly the random walk made between consecutive evaluations of the full energy at a fixed acceptance probability. This provides maximally decorrelated samples ofmore » the full potential, thereby lowering the total number required to build ensemble averages of a given variance. The efficiency of the method is illustrated using model potentials appropriate to molecular fluids at high pressure. Implications for ab initio or density functional theory (DFT) treatment are discussed.« less

Examples of measurement uncertainty evaluations in accordance with the revised GUM

NASA Astrophysics Data System (ADS)

Runje, B.; Horvatic, A.; Alar, V.; Medic, S.; Bosnjakovic, A.

2016-11-01

The paper presents examples of the evaluation of uncertainty components in accordance with the current and revised Guide to the expression of uncertainty in measurement (GUM). In accordance with the proposed revision of the GUM a Bayesian approach was conducted for both type A and type B evaluations.The law of propagation of uncertainty (LPU) and the law of propagation of distribution applied through the Monte Carlo method, (MCM) were used to evaluate associated standard uncertainties, expanded uncertainties and coverage intervals. Furthermore, the influence of the non-Gaussian dominant input quantity and asymmetric distribution of the output quantity y on the evaluation of measurement uncertainty was analyzed. In the case when the probabilistically coverage interval is not symmetric, the coverage interval for the probability P is estimated from the experimental probability density function using the Monte Carlo method. Key highlights of the proposed revision of the GUM were analyzed through a set of examples.

Many-body calculations of low energy eigenstates in magnetic and periodic systems with self healing diffusion Monte Carlo: steps beyond the fixed-phase

DOE Office of Scientific and Technical Information (OSTI.GOV)

Reboredo, Fernando A.

The self-healing diffusion Monte Carlo algorithm (SHDMC) [Reboredo, Hood and Kent, Phys. Rev. B {\\bf 79}, 195117 (2009), Reboredo, {\\it ibid.} {\\bf 80}, 125110 (2009)] is extended to study the ground and excited states of magnetic and periodic systems. A recursive optimization algorithm is derived from the time evolution of the mixed probability density. The mixed probability density is given by an ensemble of electronic configurations (walkers) with complex weight. This complex weigh allows the amplitude of the fix-node wave function to move away from the trial wave function phase. This novel approach is both a generalization of SHDMC andmore » the fixed-phase approximation [Ortiz, Ceperley and Martin Phys Rev. Lett. {\\bf 71}, 2777 (1993)]. When used recursively it improves simultaneously the node and phase. The algorithm is demonstrated to converge to the nearly exact solutions of model systems with periodic boundary conditions or applied magnetic fields. The method is also applied to obtain low energy excitations with magnetic field or periodic boundary conditions. The potential applications of this new method to study periodic, magnetic, and complex Hamiltonians are discussed.« less

A Semi-Analytical Method for the PDFs of A Ship Rolling in Random Oblique Waves

NASA Astrophysics Data System (ADS)

Liu, Li-qin; Liu, Ya-liu; Xu, Wan-hai; Li, Yan; Tang, You-gang

2018-03-01

The PDFs (probability density functions) and probability of a ship rolling under the random parametric and forced excitations were studied by a semi-analytical method. The rolling motion equation of the ship in random oblique waves was established. The righting arm obtained by the numerical simulation was approximately fitted by an analytical function. The irregular waves were decomposed into two Gauss stationary random processes, and the CARMA (2, 1) model was used to fit the spectral density function of parametric and forced excitations. The stochastic energy envelope averaging method was used to solve the PDFs and the probability. The validity of the semi-analytical method was verified by the Monte Carlo method. The C11 ship was taken as an example, and the influences of the system parameters on the PDFs and probability were analyzed. The results show that the probability of ship rolling is affected by the characteristic wave height, wave length, and the heading angle. In order to provide proper advice for the ship's manoeuvring, the parametric excitations should be considered appropriately when the ship navigates in the oblique seas.

Effective Online Bayesian Phylogenetics via Sequential Monte Carlo with Guided Proposals

PubMed Central

Fourment, Mathieu; Claywell, Brian C; Dinh, Vu; McCoy, Connor; Matsen IV, Frederick A; Darling, Aaron E

2018-01-01

Abstract Modern infectious disease outbreak surveillance produces continuous streams of sequence data which require phylogenetic analysis as data arrives. Current software packages for Bayesian phylogenetic inference are unable to quickly incorporate new sequences as they become available, making them less useful for dynamically unfolding evolutionary stories. This limitation can be addressed by applying a class of Bayesian statistical inference algorithms called sequential Monte Carlo (SMC) to conduct online inference, wherein new data can be continuously incorporated to update the estimate of the posterior probability distribution. In this article, we describe and evaluate several different online phylogenetic sequential Monte Carlo (OPSMC) algorithms. We show that proposing new phylogenies with a density similar to the Bayesian prior suffers from poor performance, and we develop “guided” proposals that better match the proposal density to the posterior. Furthermore, we show that the simplest guided proposals can exhibit pathological behavior in some situations, leading to poor results, and that the situation can be resolved by heating the proposal density. The results demonstrate that relative to the widely used MCMC-based algorithm implemented in MrBayes, the total time required to compute a series of phylogenetic posteriors as sequences arrive can be significantly reduced by the use of OPSMC, without incurring a significant loss in accuracy. PMID:29186587

Monte Carlo based protocol for cell survival and tumour control probability in BNCT.

PubMed

Ye, S J

1999-02-01

A mathematical model to calculate the theoretical cell survival probability (nominally, the cell survival fraction) is developed to evaluate preclinical treatment conditions for boron neutron capture therapy (BNCT). A treatment condition is characterized by the neutron beam spectra, single or bilateral exposure, and the choice of boron carrier drug (boronophenylalanine (BPA) or boron sulfhydryl hydride (BSH)). The cell survival probability defined from Poisson statistics is expressed with the cell-killing yield, the 10B(n,alpha)7Li reaction density, and the tolerable neutron fluence. The radiation transport calculation from the neutron source to tumours is carried out using Monte Carlo methods: (i) reactor-based BNCT facility modelling to yield the neutron beam library at an irradiation port; (ii) dosimetry to limit the neutron fluence below a tolerance dose (10.5 Gy-Eq); (iii) calculation of the 10B(n,alpha)7Li reaction density in tumours. A shallow surface tumour could be effectively treated by single exposure producing an average cell survival probability of 10(-3)-10(-5) for probable ranges of the cell-killing yield for the two drugs, while a deep tumour will require bilateral exposure to achieve comparable cell kills at depth. With very pure epithermal beams eliminating thermal, low epithermal and fast neutrons, the cell survival can be decreased by factors of 2-10 compared with the unmodified neutron spectrum. A dominant effect of cell-killing yield on tumour cell survival demonstrates the importance of choice of boron carrier drug. However, these calculations do not indicate an unambiguous preference for one drug, due to the large overlap of tumour cell survival in the probable ranges of the cell-killing yield for the two drugs. The cell survival value averaged over a bulky tumour volume is used to predict the overall BNCT therapeutic efficacy, using a simple model of tumour control probability (TCP).

Integration within the Felsenstein equation for improved Markov chain Monte Carlo methods in population genetics

PubMed Central

Hey, Jody; Nielsen, Rasmus

2007-01-01

In 1988, Felsenstein described a framework for assessing the likelihood of a genetic data set in which all of the possible genealogical histories of the data are considered, each in proportion to their probability. Although not analytically solvable, several approaches, including Markov chain Monte Carlo methods, have been developed to find approximate solutions. Here, we describe an approach in which Markov chain Monte Carlo simulations are used to integrate over the space of genealogies, whereas other parameters are integrated out analytically. The result is an approximation to the full joint posterior density of the model parameters. For many purposes, this function can be treated as a likelihood, thereby permitting likelihood-based analyses, including likelihood ratio tests of nested models. Several examples, including an application to the divergence of chimpanzee subspecies, are provided. PMID:17301231

Guide star probabilities

NASA Technical Reports Server (NTRS)

Soneira, R. M.; Bahcall, J. N.

1981-01-01

Probabilities are calculated for acquiring suitable guide stars (GS) with the fine guidance system (FGS) of the space telescope. A number of the considerations and techniques described are also relevant for other space astronomy missions. The constraints of the FGS are reviewed. The available data on bright star densities are summarized and a previous error in the literature is corrected. Separate analytic and Monte Carlo calculations of the probabilities are described. A simulation of space telescope pointing is carried out using the Weistrop north galactic pole catalog of bright stars. Sufficient information is presented so that the probabilities of acquisition can be estimated as a function of position in the sky. The probability of acquiring suitable guide stars is greatly increased if the FGS can allow an appreciable difference between the (bright) primary GS limiting magnitude and the (fainter) secondary GS limiting magnitude.

Finite element model updating using the shadow hybrid Monte Carlo technique

NASA Astrophysics Data System (ADS)

Boulkaibet, I.; Mthembu, L.; Marwala, T.; Friswell, M. I.; Adhikari, S.

2015-02-01

Recent research in the field of finite element model updating (FEM) advocates the adoption of Bayesian analysis techniques to dealing with the uncertainties associated with these models. However, Bayesian formulations require the evaluation of the Posterior Distribution Function which may not be available in analytical form. This is the case in FEM updating. In such cases sampling methods can provide good approximations of the Posterior distribution when implemented in the Bayesian context. Markov Chain Monte Carlo (MCMC) algorithms are the most popular sampling tools used to sample probability distributions. However, the efficiency of these algorithms is affected by the complexity of the systems (the size of the parameter space). The Hybrid Monte Carlo (HMC) offers a very important MCMC approach to dealing with higher-dimensional complex problems. The HMC uses the molecular dynamics (MD) steps as the global Monte Carlo (MC) moves to reach areas of high probability where the gradient of the log-density of the Posterior acts as a guide during the search process. However, the acceptance rate of HMC is sensitive to the system size as well as the time step used to evaluate the MD trajectory. To overcome this limitation we propose the use of the Shadow Hybrid Monte Carlo (SHMC) algorithm. The SHMC algorithm is a modified version of the Hybrid Monte Carlo (HMC) and designed to improve sampling for large-system sizes and time steps. This is done by sampling from a modified Hamiltonian function instead of the normal Hamiltonian function. In this paper, the efficiency and accuracy of the SHMC method is tested on the updating of two real structures; an unsymmetrical H-shaped beam structure and a GARTEUR SM-AG19 structure and is compared to the application of the HMC algorithm on the same structures.

SU-G-TeP3-14: Three-Dimensional Cluster Model in Inhomogeneous Dose Distribution

DOE Office of Scientific and Technical Information (OSTI.GOV)

Wei, J; Penagaricano, J; Narayanasamy, G

2016-06-15

Purpose: We aim to investigate 3D cluster formation in inhomogeneous dose distribution to search for new models predicting radiation tissue damage and further leading to new optimization paradigm for radiotherapy planning. Methods: The aggregation of higher dose in the organ at risk (OAR) than a preset threshold was chosen as the cluster whose connectivity dictates the cluster structure. Upon the selection of the dose threshold, the fractional density defined as the fraction of voxels in the organ eligible to be part of the cluster was determined according to the dose volume histogram (DVH). A Monte Carlo method was implemented tomore » establish a case pertinent to the corresponding DVH. Ones and zeros were randomly assigned to each OAR voxel with the sampling probability equal to the fractional density. Ten thousand samples were randomly generated to ensure a sufficient number of cluster sets. A recursive cluster searching algorithm was developed to analyze the cluster with various connectivity choices like 1-, 2-, and 3-connectivity. The mean size of the largest cluster (MSLC) from the Monte Carlo samples was taken to be a function of the fractional density. Various OARs from clinical plans were included in the study. Results: Intensive Monte Carlo study demonstrates the inverse relationship between the MSLC and the cluster connectivity as anticipated and the cluster size does not change with fractional density linearly regardless of the connectivity types. An initially-slow-increase to exponential growth transition of the MSLC from low to high density was observed. The cluster sizes were found to vary within a large range and are relatively independent of the OARs. Conclusion: The Monte Carlo study revealed that the cluster size could serve as a suitable index of the tissue damage (percolation cluster) and the clinical outcome of the same DVH might be potentially different.« less

A method to deconvolve stellar rotational velocities II. The probability distribution function via Tikhonov regularization

NASA Astrophysics Data System (ADS)

Christen, Alejandra; Escarate, Pedro; Curé, Michel; Rial, Diego F.; Cassetti, Julia

2016-10-01

Aims: Knowing the distribution of stellar rotational velocities is essential for understanding stellar evolution. Because we measure the projected rotational speed v sin I, we need to solve an ill-posed problem given by a Fredholm integral of the first kind to recover the "true" rotational velocity distribution. Methods: After discretization of the Fredholm integral we apply the Tikhonov regularization method to obtain directly the probability distribution function for stellar rotational velocities. We propose a simple and straightforward procedure to determine the Tikhonov parameter. We applied Monte Carlo simulations to prove that the Tikhonov method is a consistent estimator and asymptotically unbiased. Results: This method is applied to a sample of cluster stars. We obtain confidence intervals using a bootstrap method. Our results are in close agreement with those obtained using the Lucy method for recovering the probability density distribution of rotational velocities. Furthermore, Lucy estimation lies inside our confidence interval. Conclusions: Tikhonov regularization is a highly robust method that deconvolves the rotational velocity probability density function from a sample of v sin I data directly without the need for any convergence criteria.

Assessing the performance of a covert automatic target recognition algorithm

NASA Astrophysics Data System (ADS)

Ehrman, Lisa M.; Lanterman, Aaron D.

2005-05-01

Passive radar systems exploit illuminators of opportunity, such as TV and FM radio, to illuminate potential targets. Doing so allows them to operate covertly and inexpensively. Our research seeks to enhance passive radar systems by adding automatic target recognition (ATR) capabilities. In previous papers we proposed conducting ATR by comparing the radar cross section (RCS) of aircraft detected by a passive radar system to the precomputed RCS of aircraft in the target class. To effectively model the low-frequency setting, the comparison is made via a Rician likelihood model. Monte Carlo simulations indicate that the approach is viable. This paper builds on that work by developing a method for quickly assessing the potential performance of the ATR algorithm without using exhaustive Monte Carlo trials. This method exploits the relation between the probability of error in a binary hypothesis test under the Bayesian framework to the Chernoff information. Since the data are well-modeled as Rician, we begin by deriving a closed-form approximation for the Chernoff information between two Rician densities. This leads to an approximation for the probability of error in the classification algorithm that is a function of the number of available measurements. We conclude with an application that would be particularly cumbersome to accomplish via Monte Carlo trials, but that can be quickly addressed using the Chernoff information approach. This application evaluates the length of time that an aircraft must be tracked before the probability of error in the ATR algorithm drops below a desired threshold.

Optimized Vertex Method and Hybrid Reliability

NASA Technical Reports Server (NTRS)

Smith, Steven A.; Krishnamurthy, T.; Mason, B. H.

2002-01-01

A method of calculating the fuzzy response of a system is presented. This method, called the Optimized Vertex Method (OVM), is based upon the vertex method but requires considerably fewer function evaluations. The method is demonstrated by calculating the response membership function of strain-energy release rate for a bonded joint with a crack. The possibility of failure of the bonded joint was determined over a range of loads. After completing the possibilistic analysis, the possibilistic (fuzzy) membership functions were transformed to probability density functions and the probability of failure of the bonded joint was calculated. This approach is called a possibility-based hybrid reliability assessment. The possibility and probability of failure are presented and compared to a Monte Carlo Simulation (MCS) of the bonded joint.

Statistical properties of a filtered Poisson process with additive random noise: distributions, correlations and moment estimation

NASA Astrophysics Data System (ADS)

Theodorsen, A.; E Garcia, O.; Rypdal, M.

2017-05-01

Filtered Poisson processes are often used as reference models for intermittent fluctuations in physical systems. Such a process is here extended by adding a noise term, either as a purely additive term to the process or as a dynamical term in a stochastic differential equation. The lowest order moments, probability density function, auto-correlation function and power spectral density are derived and used to identify and compare the effects of the two different noise terms. Monte-Carlo studies of synthetic time series are used to investigate the accuracy of model parameter estimation and to identify methods for distinguishing the noise types. It is shown that the probability density function and the three lowest order moments provide accurate estimations of the model parameters, but are unable to separate the noise types. The auto-correlation function and the power spectral density also provide methods for estimating the model parameters, as well as being capable of identifying the noise type. The number of times the signal crosses a prescribed threshold level in the positive direction also promises to be able to differentiate the noise type.

Continuous time random walk model with asymptotical probability density of waiting times via inverse Mittag-Leffler function

NASA Astrophysics Data System (ADS)

Liang, Yingjie; Chen, Wen

2018-04-01

The mean squared displacement (MSD) of the traditional ultraslow diffusion is a logarithmic function of time. Recently, the continuous time random walk model is employed to characterize this ultraslow diffusion dynamics by connecting the heavy-tailed logarithmic function and its variation as the asymptotical waiting time density. In this study we investigate the limiting waiting time density of a general ultraslow diffusion model via the inverse Mittag-Leffler function, whose special case includes the traditional logarithmic ultraslow diffusion model. The MSD of the general ultraslow diffusion model is analytically derived as an inverse Mittag-Leffler function, and is observed to increase even more slowly than that of the logarithmic function model. The occurrence of very long waiting time in the case of the inverse Mittag-Leffler function has the largest probability compared with the power law model and the logarithmic function model. The Monte Carlo simulations of one dimensional sample path of a single particle are also performed. The results show that the inverse Mittag-Leffler waiting time density is effective in depicting the general ultraslow random motion.

RadVel: General toolkit for modeling Radial Velocities

NASA Astrophysics Data System (ADS)

Fulton, Benjamin J.; Petigura, Erik A.; Blunt, Sarah; Sinukoff, Evan

2018-01-01

RadVel models Keplerian orbits in radial velocity (RV) time series. The code is written in Python with a fast Kepler's equation solver written in C. It provides a framework for fitting RVs using maximum a posteriori optimization and computing robust confidence intervals by sampling the posterior probability density via Markov Chain Monte Carlo (MCMC). RadVel can perform Bayesian model comparison and produces publication quality plots and LaTeX tables.

Probability density function evolution of power systems subject to stochastic variation of renewable energy

NASA Astrophysics Data System (ADS)

Wei, J. Q.; Cong, Y. C.; Xiao, M. Q.

2018-05-01

As renewable energies are increasingly integrated into power systems, there is increasing interest in stochastic analysis of power systems.Better techniques should be developed to account for the uncertainty caused by penetration of renewables and consequently analyse its impacts on stochastic stability of power systems. In this paper, the Stochastic Differential Equations (SDEs) are used to represent the evolutionary behaviour of the power systems. The stationary Probability Density Function (PDF) solution to SDEs modelling power systems excited by Gaussian white noise is analysed. Subjected to such random excitation, the Joint Probability Density Function (JPDF) solution to the phase angle and angular velocity is governed by the generalized Fokker-Planck-Kolmogorov (FPK) equation. To solve this equation, the numerical method is adopted. Special measure is taken such that the generalized FPK equation is satisfied in the average sense of integration with the assumed PDF. Both weak and strong intensities of the stochastic excitations are considered in a single machine infinite bus power system. The numerical analysis has the same result as the one given by the Monte Carlo simulation. Potential studies on stochastic behaviour of multi-machine power systems with random excitations are discussed at the end.

Monte Carlo Bayesian inference on a statistical model of sub-gridcolumn moisture variability using high-resolution cloud observations. Part 1: Method.

PubMed

Norris, Peter M; da Silva, Arlindo M

2016-07-01

A method is presented to constrain a statistical model of sub-gridcolumn moisture variability using high-resolution satellite cloud data. The method can be used for large-scale model parameter estimation or cloud data assimilation. The gridcolumn model includes assumed probability density function (PDF) intra-layer horizontal variability and a copula-based inter-layer correlation model. The observables used in the current study are Moderate Resolution Imaging Spectroradiometer (MODIS) cloud-top pressure, brightness temperature and cloud optical thickness, but the method should be extensible to direct cloudy radiance assimilation for a small number of channels. The algorithm is a form of Bayesian inference with a Markov chain Monte Carlo (MCMC) approach to characterizing the posterior distribution. This approach is especially useful in cases where the background state is clear but cloudy observations exist. In traditional linearized data assimilation methods, a subsaturated background cannot produce clouds via any infinitesimal equilibrium perturbation, but the Monte Carlo approach is not gradient-based and allows jumps into regions of non-zero cloud probability. The current study uses a skewed-triangle distribution for layer moisture. The article also includes a discussion of the Metropolis and multiple-try Metropolis versions of MCMC.

Monte Carlo Bayesian Inference on a Statistical Model of Sub-Gridcolumn Moisture Variability Using High-Resolution Cloud Observations. Part 1: Method

NASA Technical Reports Server (NTRS)

Norris, Peter M.; Da Silva, Arlindo M.

2016-01-01

A method is presented to constrain a statistical model of sub-gridcolumn moisture variability using high-resolution satellite cloud data. The method can be used for large-scale model parameter estimation or cloud data assimilation. The gridcolumn model includes assumed probability density function (PDF) intra-layer horizontal variability and a copula-based inter-layer correlation model. The observables used in the current study are Moderate Resolution Imaging Spectroradiometer (MODIS) cloud-top pressure, brightness temperature and cloud optical thickness, but the method should be extensible to direct cloudy radiance assimilation for a small number of channels. The algorithm is a form of Bayesian inference with a Markov chain Monte Carlo (MCMC) approach to characterizing the posterior distribution. This approach is especially useful in cases where the background state is clear but cloudy observations exist. In traditional linearized data assimilation methods, a subsaturated background cannot produce clouds via any infinitesimal equilibrium perturbation, but the Monte Carlo approach is not gradient-based and allows jumps into regions of non-zero cloud probability. The current study uses a skewed-triangle distribution for layer moisture. The article also includes a discussion of the Metropolis and multiple-try Metropolis versions of MCMC.

Monte Carlo Bayesian inference on a statistical model of sub-gridcolumn moisture variability using high-resolution cloud observations. Part 1: Method

PubMed Central

Norris, Peter M.; da Silva, Arlindo M.

2018-01-01

A method is presented to constrain a statistical model of sub-gridcolumn moisture variability using high-resolution satellite cloud data. The method can be used for large-scale model parameter estimation or cloud data assimilation. The gridcolumn model includes assumed probability density function (PDF) intra-layer horizontal variability and a copula-based inter-layer correlation model. The observables used in the current study are Moderate Resolution Imaging Spectroradiometer (MODIS) cloud-top pressure, brightness temperature and cloud optical thickness, but the method should be extensible to direct cloudy radiance assimilation for a small number of channels. The algorithm is a form of Bayesian inference with a Markov chain Monte Carlo (MCMC) approach to characterizing the posterior distribution. This approach is especially useful in cases where the background state is clear but cloudy observations exist. In traditional linearized data assimilation methods, a subsaturated background cannot produce clouds via any infinitesimal equilibrium perturbation, but the Monte Carlo approach is not gradient-based and allows jumps into regions of non-zero cloud probability. The current study uses a skewed-triangle distribution for layer moisture. The article also includes a discussion of the Metropolis and multiple-try Metropolis versions of MCMC. PMID:29618847

EUPDF: An Eulerian-Based Monte Carlo Probability Density Function (PDF) Solver. User's Manual

NASA Technical Reports Server (NTRS)

Raju, M. S.

1998-01-01

EUPDF is an Eulerian-based Monte Carlo PDF solver developed for application with sprays, combustion, parallel computing and unstructured grids. It is designed to be massively parallel and could easily be coupled with any existing gas-phase flow and spray solvers. The solver accommodates the use of an unstructured mesh with mixed elements of either triangular, quadrilateral, and/or tetrahedral type. The manual provides the user with the coding required to couple the PDF code to any given flow code and a basic understanding of the EUPDF code structure as well as the models involved in the PDF formulation. The source code of EUPDF will be available with the release of the National Combustion Code (NCC) as a complete package.

Monte Carlo simulation of wave sensing with a short pulse radar

NASA Technical Reports Server (NTRS)

Levine, D. M.; Davisson, L. D.; Kutz, R. L.

1977-01-01

A Monte Carlo simulation is used to study the ocean wave sensing potential of a radar which scatters short pulses at small off-nadir angles. In the simulation, realizations of a random surface are created commensurate with an assigned probability density and power spectrum. Then the signal scattered back to the radar is computed for each realization using a physical optics analysis which takes wavefront curvature and finite radar-to-surface distance into account. In the case of a Pierson-Moskowitz spectrum and a normally distributed surface, reasonable assumptions for a fully developed sea, it has been found that the cumulative distribution of time intervals between peaks in the scattered power provides a measure of surface roughness. This observation is supported by experiments.

Computing thermal Wigner densities with the phase integration method

DOE Office of Scientific and Technical Information (OSTI.GOV)

Beutier, J.; Borgis, D.; Vuilleumier, R.

2014-08-28

We discuss how the Phase Integration Method (PIM), recently developed to compute symmetrized time correlation functions [M. Monteferrante, S. Bonella, and G. Ciccotti, Mol. Phys. 109, 3015 (2011)], can be adapted to sampling/generating the thermal Wigner density, a key ingredient, for example, in many approximate schemes for simulating quantum time dependent properties. PIM combines a path integral representation of the density with a cumulant expansion to represent the Wigner function in a form calculable via existing Monte Carlo algorithms for sampling noisy probability densities. The method is able to capture highly non-classical effects such as correlation among the momenta andmore » coordinates parts of the density, or correlations among the momenta themselves. By using alternatives to cumulants, it can also indicate the presence of negative parts of the Wigner density. Both properties are demonstrated by comparing PIM results to those of reference quantum calculations on a set of model problems.« less

Computing thermal Wigner densities with the phase integration method.

PubMed

Beutier, J; Borgis, D; Vuilleumier, R; Bonella, S

2014-08-28

We discuss how the Phase Integration Method (PIM), recently developed to compute symmetrized time correlation functions [M. Monteferrante, S. Bonella, and G. Ciccotti, Mol. Phys. 109, 3015 (2011)], can be adapted to sampling/generating the thermal Wigner density, a key ingredient, for example, in many approximate schemes for simulating quantum time dependent properties. PIM combines a path integral representation of the density with a cumulant expansion to represent the Wigner function in a form calculable via existing Monte Carlo algorithms for sampling noisy probability densities. The method is able to capture highly non-classical effects such as correlation among the momenta and coordinates parts of the density, or correlations among the momenta themselves. By using alternatives to cumulants, it can also indicate the presence of negative parts of the Wigner density. Both properties are demonstrated by comparing PIM results to those of reference quantum calculations on a set of model problems.

The response analysis of fractional-order stochastic system via generalized cell mapping method.

PubMed

Wang, Liang; Xue, Lili; Sun, Chunyan; Yue, Xiaole; Xu, Wei

2018-01-01

This paper is concerned with the response of a fractional-order stochastic system. The short memory principle is introduced to ensure that the response of the system is a Markov process. The generalized cell mapping method is applied to display the global dynamics of the noise-free system, such as attractors, basins of attraction, basin boundary, saddle, and invariant manifolds. The stochastic generalized cell mapping method is employed to obtain the evolutionary process of probability density functions of the response. The fractional-order ϕ 6 oscillator and the fractional-order smooth and discontinuous oscillator are taken as examples to give the implementations of our strategies. Studies have shown that the evolutionary direction of the probability density function of the fractional-order stochastic system is consistent with the unstable manifold. The effectiveness of the method is confirmed using Monte Carlo results.

Stationary swarming motion of active Brownian particles in parabolic external potential

NASA Astrophysics Data System (ADS)

Zhu, Wei Qiu; Deng, Mao Lin

2005-08-01

We investigate the stationary swarming motion of active Brownian particles in parabolic external potential and coupled to its mass center. Using Monte Carlo simulation we first show that the mass center approaches to rest after a sufficient long period of time. Thus, all the particles of a swarm have identical stationary motion relative to the mass center. Then the stationary probability density obtained by using the stochastic averaging method for quasi integrable Hamiltonian systems in our previous paper for the motion in 4-dimensional phase space of single active Brownian particle with Rayleigh friction model in parabolic potential is used to describe the relative stationary motion of each particle of the swarm and to obtain more probability densities including that for the total energy of the swarm. The analytical results are confirmed by comparing with those from simulation and also shown to be consistent with the existing deterministic exact steady-state solution.

Stochastic response and bifurcation of periodically driven nonlinear oscillators by the generalized cell mapping method

NASA Astrophysics Data System (ADS)

Han, Qun; Xu, Wei; Sun, Jian-Qiao

2016-09-01

The stochastic response of nonlinear oscillators under periodic and Gaussian white noise excitations is studied with the generalized cell mapping based on short-time Gaussian approximation (GCM/STGA) method. The solutions of the transition probability density functions over a small fraction of the period are constructed by the STGA scheme in order to construct the GCM over one complete period. Both the transient and steady-state probability density functions (PDFs) of a smooth and discontinuous (SD) oscillator are computed to illustrate the application of the method. The accuracy of the results is verified by direct Monte Carlo simulations. The transient responses show the evolution of the PDFs from being Gaussian to non-Gaussian. The effect of a chaotic saddle on the stochastic response is also studied. The stochastic P-bifurcation in terms of the steady-state PDFs occurs with the decrease of the smoothness parameter, which corresponds to the deterministic pitchfork bifurcation.

Evaluating Oilseed Biofuel Production Feasibility in California’s San Joaquin Valley Using Geophysical and Remote Sensing Techniques

PubMed Central

Corwin, Dennis L.; Yemoto, Kevin; Clary, Wes; Banuelos, Gary; Skaggs, Todd H.; Lesch, Scott M.

2017-01-01

Though more costly than petroleum-based fuels and a minor component of overall military fuel sources, biofuels are nonetheless strategically valuable to the military because of intentional reliance on multiple, reliable, secure fuel sources. Significant reduction in oilseed biofuel cost occurs when grown on marginally productive saline-sodic soils plentiful in California’s San Joaquin Valley (SJV). The objective is to evaluate the feasibility of oilseed production on marginal soils in the SJV to support a 115 ML yr−1 biofuel conversion facility. The feasibility evaluation involves: (1) development of an Ida Gold mustard oilseed yield model for marginal soils; (2) identification of marginally productive soils; (3) development of a spatial database of edaphic factors influencing oilseed yield and (4) performance of Monte Carlo simulations showing potential biofuel production on marginally productive SJV soils. The model indicates oilseed yield is related to boron, salinity, leaching fraction, and water content at field capacity. Monte Carlo simulations for the entire SJV fit a shifted gamma probability density function: Q = 68.986 + gamma (6.134,5.285), where Q is biofuel production in ML yr−1. The shifted gamma cumulative density function indicates a 0.15–0.17 probability of meeting the target biofuel-production level of 115 ML yr−1, making adequate biofuel production unlikely. PMID:29036925

The Wang-Landau Sampling Algorithm

NASA Astrophysics Data System (ADS)

Landau, David P.

2003-03-01

Over the past several decades Monte Carlo simulations[1] have evolved into a powerful tool for the study of wide-ranging problems in statistical/condensed matter physics. Standard methods sample the probability distribution for the states of the system, usually in the canonical ensemble, and enormous improvements have been made in performance through the implementation of novel algorithms. Nonetheless, difficulties arise near phase transitions, either due to critical slowing down near 2nd order transitions or to metastability near 1st order transitions, thus limiting the applicability of the method. We shall describe a new and different Monte Carlo approach [2] that uses a random walk in energy space to determine the density of states directly. Once the density of states is estimated, all thermodynamic properties can be calculated at all temperatures. This approach can be extended to multi-dimensional parameter spaces and has already found use in classical models of interacting particles including systems with complex energy landscapes, e.g., spin glasses, protein folding models, etc., as well as for quantum models. 1. A Guide to Monte Carlo Simulations in Statistical Physics, D. P. Landau and K. Binder (Cambridge U. Press, Cambridge, 2000). 2. Fugao Wang and D. P. Landau, Phys. Rev. Lett. 86, 2050 (2001); Phys. Rev. E64, 056101-1 (2001).

Realistic Covariance Prediction for the Earth Science Constellation

NASA Technical Reports Server (NTRS)

Duncan, Matthew; Long, Anne

2006-01-01

Routine satellite operations for the Earth Science Constellation (ESC) include collision risk assessment between members of the constellation and other orbiting space objects. One component of the risk assessment process is computing the collision probability between two space objects. The collision probability is computed using Monte Carlo techniques as well as by numerically integrating relative state probability density functions. Each algorithm takes as inputs state vector and state vector uncertainty information for both objects. The state vector uncertainty information is expressed in terms of a covariance matrix. The collision probability computation is only as good as the inputs. Therefore, to obtain a collision calculation that is a useful decision-making metric, realistic covariance matrices must be used as inputs to the calculation. This paper describes the process used by the NASA/Goddard Space Flight Center's Earth Science Mission Operations Project to generate realistic covariance predictions for three of the Earth Science Constellation satellites: Aqua, Aura and Terra.

A stochastic Markov chain approach for tennis: Monte Carlo simulation and modeling

NASA Astrophysics Data System (ADS)

Aslam, Kamran

This dissertation describes the computational formulation of probability density functions (pdfs) that facilitate head-to-head match simulations in tennis along with ranking systems developed from their use. A background on the statistical method used to develop the pdfs , the Monte Carlo method, and the resulting rankings are included along with a discussion on ranking methods currently being used both in professional sports and in other applications. Using an analytical theory developed by Newton and Keller in [34] that defines a tennis player's probability of winning a game, set, match and single elimination tournament, a computational simulation has been developed in Matlab that allows further modeling not previously possible with the analytical theory alone. Such experimentation consists of the exploration of non-iid effects, considers the concept the varying importance of points in a match and allows an unlimited number of matches to be simulated between unlikely opponents. The results of these studies have provided pdfs that accurately model an individual tennis player's ability along with a realistic, fair and mathematically sound platform for ranking them.

Bayesian multiple-source localization in an uncertain ocean environment.

PubMed

Dosso, Stan E; Wilmut, Michael J

2011-06-01

This paper considers simultaneous localization of multiple acoustic sources when properties of the ocean environment (water column and seabed) are poorly known. A Bayesian formulation is developed in which the environmental parameters, noise statistics, and locations and complex strengths (amplitudes and phases) of multiple sources are considered to be unknown random variables constrained by acoustic data and prior information. Two approaches are considered for estimating source parameters. Focalization maximizes the posterior probability density (PPD) over all parameters using adaptive hybrid optimization. Marginalization integrates the PPD using efficient Markov-chain Monte Carlo methods to produce joint marginal probability distributions for source ranges and depths, from which source locations are obtained. This approach also provides quantitative uncertainty analysis for all parameters, which can aid in understanding of the inverse problem and may be of practical interest (e.g., source-strength probability distributions). In both approaches, closed-form maximum-likelihood expressions for source strengths and noise variance at each frequency allow these parameters to be sampled implicitly, substantially reducing the dimensionality and difficulty of the inversion. Examples are presented of both approaches applied to single- and multi-frequency localization of multiple sources in an uncertain shallow-water environment, and a Monte Carlo performance evaluation study is carried out. © 2011 Acoustical Society of America

An efficient distribution method for nonlinear transport problems in stochastic porous media

NASA Astrophysics Data System (ADS)

Ibrahima, F.; Tchelepi, H.; Meyer, D. W.

2015-12-01

Because geophysical data are inexorably sparse and incomplete, stochastic treatments of simulated responses are convenient to explore possible scenarios and assess risks in subsurface problems. In particular, understanding how uncertainties propagate in porous media with nonlinear two-phase flow is essential, yet challenging, in reservoir simulation and hydrology. We give a computationally efficient and numerically accurate method to estimate the one-point probability density (PDF) and cumulative distribution functions (CDF) of the water saturation for the stochastic Buckley-Leverett problem when the probability distributions of the permeability and porosity fields are available. The method draws inspiration from the streamline approach and expresses the distributions of interest essentially in terms of an analytically derived mapping and the distribution of the time of flight. In a large class of applications the latter can be estimated at low computational costs (even via conventional Monte Carlo). Once the water saturation distribution is determined, any one-point statistics thereof can be obtained, especially its average and standard deviation. Moreover, rarely available in other approaches, yet crucial information such as the probability of rare events and saturation quantiles (e.g. P10, P50 and P90) can be derived from the method. We provide various examples and comparisons with Monte Carlo simulations to illustrate the performance of the method.

Monte Carlo tests of the ELIPGRID-PC algorithm

DOE Office of Scientific and Technical Information (OSTI.GOV)

Davidson, J.R.

1995-04-01

The standard tool for calculating the probability of detecting pockets of contamination called hot spots has been the ELIPGRID computer code of Singer and Wickman. The ELIPGRID-PC program has recently made this algorithm available for an IBM{reg_sign} PC. However, no known independent validation of the ELIPGRID algorithm exists. This document describes a Monte Carlo simulation-based validation of a modified version of the ELIPGRID-PC code. The modified ELIPGRID-PC code is shown to match Monte Carlo-calculated hot-spot detection probabilities to within {plus_minus}0.5% for 319 out of 320 test cases. The one exception, a very thin elliptical hot spot located within a rectangularmore » sampling grid, differed from the Monte Carlo-calculated probability by about 1%. These results provide confidence in the ability of the modified ELIPGRID-PC code to accurately predict hot-spot detection probabilities within an acceptable range of error.« less

Simulation study on characteristics of long-range interaction in randomly asymmetric exclusion process

NASA Astrophysics Data System (ADS)

Zhao, Shi-Bo; Liu, Ming-Zhe; Yang, Lan-Ying

2015-04-01

In this paper we investigate the dynamics of an asymmetric exclusion process on a one-dimensional lattice with long-range hopping and random update via Monte Carlo simulations theoretically. Particles in the model will firstly try to hop over successive unoccupied sites with a probability q, which is different from previous exclusion process models. The probability q may represent the random access of particles. Numerical simulations for stationary particle currents, density profiles, and phase diagrams are obtained. There are three possible stationary phases: the low density (LD) phase, high density (HD) phase, and maximal current (MC) in the system, respectively. Interestingly, bulk density in the LD phase tends to zero, while the MC phase is governed by α, β, and q. The HD phase is nearly the same as the normal TASEP, determined by exit rate β. Theoretical analysis is in good agreement with simulation results. The proposed model may provide a better understanding of random interaction dynamics in complex systems. Project supported by the National Natural Science Foundation of China (Grant Nos. 41274109 and 11104022), the Fund for Sichuan Youth Science and Technology Innovation Research Team (Grant No. 2011JTD0013), and the Creative Team Program of Chengdu University of Technology.

Extended Importance Sampling for Reliability Analysis under Evidence Theory

NASA Astrophysics Data System (ADS)

Yuan, X. K.; Chen, B.; Zhang, B. Q.

2018-05-01

In early engineering practice, the lack of data and information makes uncertainty difficult to deal with. However, evidence theory has been proposed to handle uncertainty with limited information as an alternative way to traditional probability theory. In this contribution, a simulation-based approach, called ‘Extended importance sampling’, is proposed based on evidence theory to handle problems with epistemic uncertainty. The proposed approach stems from the traditional importance sampling for reliability analysis under probability theory, and is developed to handle the problem with epistemic uncertainty. It first introduces a nominal instrumental probability density function (PDF) for every epistemic uncertainty variable, and thus an ‘equivalent’ reliability problem under probability theory is obtained. Then the samples of these variables are generated in a way of importance sampling. Based on these samples, the plausibility and belief (upper and lower bounds of probability) can be estimated. It is more efficient than direct Monte Carlo simulation. Numerical and engineering examples are given to illustrate the efficiency and feasible of the proposed approach.

RFI in hybrid loops - Simulation and experimental results.

NASA Technical Reports Server (NTRS)

Ziemer, R. E.; Nelson, D. R.; Raghavan, H. R.

1972-01-01

A digital simulation of an imperfect second-order hybrid phase-locked loop (HPLL) operating in radio frequency interference (RFI) is described. Its performance is characterized in terms of phase error variance and phase error probability density function (PDF). Monte-Carlo simulation is used to show that the HPLL can be superior to the conventional phase-locked loops in RFI backgrounds when minimum phase error variance is the goodness criterion. Similar experimentally obtained data are given in support of the simulation data.

Effects of superspreaders in spread of epidemic

NASA Astrophysics Data System (ADS)

Fujie, Ryo; Odagaki, Takashi

2007-02-01

Within the standard SIR model with spatial structure, we propose two models for the superspreader. In one model, superspreaders have intrinsically strong infectiousness. In other model, they have many social connections. By Monte Carlo simulation, we obtain the percolation probability, the propagation speed, the epidemic curve, the distribution of secondary infected and the propagation path as functions of population and the density of superspreaders. By comparing the results with the data of SARS in Singapore 2003, we conclude that the latter model can explain the observation.

Comparison of Fatigue Life Estimation Using Equivalent Linearization and Time Domain Simulation Methods

NASA Technical Reports Server (NTRS)

Mei, Chuh; Dhainaut, Jean-Michel

2000-01-01

The Monte Carlo simulation method in conjunction with the finite element large deflection modal formulation are used to estimate fatigue life of aircraft panels subjected to stationary Gaussian band-limited white-noise excitations. Ten loading cases varying from 106 dB to 160 dB OASPL with bandwidth 1024 Hz are considered. For each load case, response statistics are obtained from an ensemble of 10 response time histories. The finite element nonlinear modal procedure yields time histories, probability density functions (PDF), power spectral densities and higher statistical moments of the maximum deflection and stress/strain. The method of moments of PSD with Dirlik's approach is employed to estimate the panel fatigue life.

Benchmarking PARTISN with Analog Monte Carlo: Moments of the Neutron Number and the Cumulative Fission Number Probability Distributions

DOE Office of Scientific and Technical Information (OSTI.GOV)

O'Rourke, Patrick Francis

The purpose of this report is to provide the reader with an understanding of how a Monte Carlo neutron transport code was written, developed, and evolved to calculate the probability distribution functions (PDFs) and their moments for the neutron number at a final time as well as the cumulative fission number, along with introducing several basic Monte Carlo concepts.

A response to Yu et al. "A forward-backward fragment assembling algorithm for the identification of genomic amplification and deletion breakpoints using high-density single nucleotide polymorphism (SNP) array", BMC Bioinformatics 2007, 8: 145.

PubMed

Rueda, Oscar M; Diaz-Uriarte, Ramon

2007-10-16

Yu et al. (BMC Bioinformatics 2007,8: 145+) have recently compared the performance of several methods for the detection of genomic amplification and deletion breakpoints using data from high-density single nucleotide polymorphism arrays. One of the methods compared is our non-homogenous Hidden Markov Model approach. Our approach uses Markov Chain Monte Carlo for inference, but Yu et al. ran the sampler for a severely insufficient number of iterations for a Markov Chain Monte Carlo-based method. Moreover, they did not use the appropriate reference level for the non-altered state. We rerun the analysis in Yu et al. using appropriate settings for both the Markov Chain Monte Carlo iterations and the reference level. Additionally, to show how easy it is to obtain answers to additional specific questions, we have added a new analysis targeted specifically to the detection of breakpoints. The reanalysis shows that the performance of our method is comparable to that of the other methods analyzed. In addition, we can provide probabilities of a given spot being a breakpoint, something unique among the methods examined. Markov Chain Monte Carlo methods require using a sufficient number of iterations before they can be assumed to yield samples from the distribution of interest. Running our method with too small a number of iterations cannot be representative of its performance. Moreover, our analysis shows how our original approach can be easily adapted to answer specific additional questions (e.g., identify edges).

Uncertainty quantification of voice signal production mechanical model and experimental updating

NASA Astrophysics Data System (ADS)

Cataldo, E.; Soize, C.; Sampaio, R.

2013-11-01

The aim of this paper is to analyze the uncertainty quantification in a voice production mechanical model and update the probability density function corresponding to the tension parameter using the Bayes method and experimental data. Three parameters are considered uncertain in the voice production mechanical model used: the tension parameter, the neutral glottal area and the subglottal pressure. The tension parameter of the vocal folds is mainly responsible for the changing of the fundamental frequency of a voice signal, generated by a mechanical/mathematical model for producing voiced sounds. The three uncertain parameters are modeled by random variables. The probability density function related to the tension parameter is considered uniform and the probability density functions related to the neutral glottal area and the subglottal pressure are constructed using the Maximum Entropy Principle. The output of the stochastic computational model is the random voice signal and the Monte Carlo method is used to solve the stochastic equations allowing realizations of the random voice signals to be generated. For each realization of the random voice signal, the corresponding realization of the random fundamental frequency is calculated and the prior pdf of this random fundamental frequency is then estimated. Experimental data are available for the fundamental frequency and the posterior probability density function of the random tension parameter is then estimated using the Bayes method. In addition, an application is performed considering a case with a pathology in the vocal folds. The strategy developed here is important mainly due to two things. The first one is related to the possibility of updating the probability density function of a parameter, the tension parameter of the vocal folds, which cannot be measured direct and the second one is related to the construction of the likelihood function. In general, it is predefined using the known pdf. Here, it is constructed in a new and different manner, using the own system considered.

Gaussianization for fast and accurate inference from cosmological data

NASA Astrophysics Data System (ADS)

Schuhmann, Robert L.; Joachimi, Benjamin; Peiris, Hiranya V.

2016-06-01

We present a method to transform multivariate unimodal non-Gaussian posterior probability densities into approximately Gaussian ones via non-linear mappings, such as Box-Cox transformations and generalizations thereof. This permits an analytical reconstruction of the posterior from a point sample, like a Markov chain, and simplifies the subsequent joint analysis with other experiments. This way, a multivariate posterior density can be reported efficiently, by compressing the information contained in Markov Chain Monte Carlo samples. Further, the model evidence integral (I.e. the marginal likelihood) can be computed analytically. This method is analogous to the search for normal parameters in the cosmic microwave background, but is more general. The search for the optimally Gaussianizing transformation is performed computationally through a maximum-likelihood formalism; its quality can be judged by how well the credible regions of the posterior are reproduced. We demonstrate that our method outperforms kernel density estimates in this objective. Further, we select marginal posterior samples from Planck data with several distinct strongly non-Gaussian features, and verify the reproduction of the marginal contours. To demonstrate evidence computation, we Gaussianize the joint distribution of data from weak lensing and baryon acoustic oscillations, for different cosmological models, and find a preference for flat Λcold dark matter. Comparing to values computed with the Savage-Dickey density ratio, and Population Monte Carlo, we find good agreement of our method within the spread of the other two.

Relative frequencies of constrained events in stochastic processes: An analytical approach.

PubMed

Rusconi, S; Akhmatskaya, E; Sokolovski, D; Ballard, N; de la Cal, J C

2015-10-01

The stochastic simulation algorithm (SSA) and the corresponding Monte Carlo (MC) method are among the most common approaches for studying stochastic processes. They relies on knowledge of interevent probability density functions (PDFs) and on information about dependencies between all possible events. Analytical representations of a PDF are difficult to specify in advance, in many real life applications. Knowing the shapes of PDFs, and using experimental data, different optimization schemes can be applied in order to evaluate probability density functions and, therefore, the properties of the studied system. Such methods, however, are computationally demanding, and often not feasible. We show that, in the case where experimentally accessed properties are directly related to the frequencies of events involved, it may be possible to replace the heavy Monte Carlo core of optimization schemes with an analytical solution. Such a replacement not only provides a more accurate estimation of the properties of the process, but also reduces the simulation time by a factor of order of the sample size (at least ≈10(4)). The proposed analytical approach is valid for any choice of PDF. The accuracy, computational efficiency, and advantages of the method over MC procedures are demonstrated in the exactly solvable case and in the evaluation of branching fractions in controlled radical polymerization (CRP) of acrylic monomers. This polymerization can be modeled by a constrained stochastic process. Constrained systems are quite common, and this makes the method useful for various applications.

On the logistic equation subject to uncertainties in the environmental carrying capacity and initial population density

NASA Astrophysics Data System (ADS)

Dorini, F. A.; Cecconello, M. S.; Dorini, L. B.

2016-04-01

It is recognized that handling uncertainty is essential to obtain more reliable results in modeling and computer simulation. This paper aims to discuss the logistic equation subject to uncertainties in two parameters: the environmental carrying capacity, K, and the initial population density, N0. We first provide the closed-form results for the first probability density function of time-population density, N(t), and its inflection point, t*. We then use the Maximum Entropy Principle to determine both K and N0 density functions, treating such parameters as independent random variables and considering fluctuations of their values for a situation that commonly occurs in practice. Finally, closed-form results for the density functions and statistical moments of N(t), for a fixed t > 0, and of t* are provided, considering the uniform distribution case. We carried out numerical experiments to validate the theoretical results and compared them against that obtained using Monte Carlo simulation.

Data Analysis Recipes: Using Markov Chain Monte Carlo

NASA Astrophysics Data System (ADS)

Hogg, David W.; Foreman-Mackey, Daniel

2018-05-01

Markov Chain Monte Carlo (MCMC) methods for sampling probability density functions (combined with abundant computational resources) have transformed the sciences, especially in performing probabilistic inferences, or fitting models to data. In this primarily pedagogical contribution, we give a brief overview of the most basic MCMC method and some practical advice for the use of MCMC in real inference problems. We give advice on method choice, tuning for performance, methods for initialization, tests of convergence, troubleshooting, and use of the chain output to produce or report parameter estimates with associated uncertainties. We argue that autocorrelation time is the most important test for convergence, as it directly connects to the uncertainty on the sampling estimate of any quantity of interest. We emphasize that sampling is a method for doing integrals; this guides our thinking about how MCMC output is best used. .

Computing approximate random Delta v magnitude probability densities. [for spacecraft trajectory correction

NASA Technical Reports Server (NTRS)

Chadwick, C.

1984-01-01

This paper describes the development and use of an algorithm to compute approximate statistics of the magnitude of a single random trajectory correction maneuver (TCM) Delta v vector. The TCM Delta v vector is modeled as a three component Cartesian vector each of whose components is a random variable having a normal (Gaussian) distribution with zero mean and possibly unequal standard deviations. The algorithm uses these standard deviations as input to produce approximations to (1) the mean and standard deviation of the magnitude of Delta v, (2) points of the probability density function of the magnitude of Delta v, and (3) points of the cumulative and inverse cumulative distribution functions of Delta v. The approximates are based on Monte Carlo techniques developed in a previous paper by the author and extended here. The algorithm described is expected to be useful in both pre-flight planning and in-flight analysis of maneuver propellant requirements for space missions.

Probability distribution of haplotype frequencies under the two-locus Wright-Fisher model by diffusion approximation.

PubMed

Boitard, Simon; Loisel, Patrice

2007-05-01

The probability distribution of haplotype frequencies in a population, and the way it is influenced by genetical forces such as recombination, selection, random drift ...is a question of fundamental interest in population genetics. For large populations, the distribution of haplotype frequencies for two linked loci under the classical Wright-Fisher model is almost impossible to compute because of numerical reasons. However the Wright-Fisher process can in such cases be approximated by a diffusion process and the transition density can then be deduced from the Kolmogorov equations. As no exact solution has been found for these equations, we developed a numerical method based on finite differences to solve them. It applies to transient states and models including selection or mutations. We show by several tests that this method is accurate for computing the conditional joint density of haplotype frequencies given that no haplotype has been lost. We also prove that it is far less time consuming than other methods such as Monte Carlo simulations.

The influence of synaptic size on AMPA receptor activation: a Monte Carlo model.

PubMed

Montes, Jesus; Peña, Jose M; DeFelipe, Javier; Herreras, Oscar; Merchan-Perez, Angel

2015-01-01

Physiological and electron microscope studies have shown that synapses are functionally and morphologically heterogeneous and that variations in size of synaptic junctions are related to characteristics such as release probability and density of postsynaptic AMPA receptors. The present article focuses on how these morphological variations impact synaptic transmission. We based our study on Monte Carlo computational simulations of simplified model synapses whose morphological features have been extracted from hundreds of actual synaptic junctions reconstructed by three-dimensional electron microscopy. We have examined the effects that parameters such as synaptic size or density of AMPA receptors have on the number of receptors that open after release of a single synaptic vesicle. Our results indicate that the maximum number of receptors that will open after the release of a single synaptic vesicle may show a ten-fold variation in the whole population of synapses. When individual synapses are considered, there is also a stochastical variability that is maximal in small synapses with low numbers of receptors. The number of postsynaptic receptors and the size of the synaptic junction are the most influential parameters, while the packing density of receptors or the concentration of extrasynaptic transporters have little or no influence on the opening of AMPA receptors.

The Influence of Synaptic Size on AMPA Receptor Activation: A Monte Carlo Model

PubMed Central

Montes, Jesus; Peña, Jose M.; DeFelipe, Javier; Herreras, Oscar; Merchan-Perez, Angel

2015-01-01

Physiological and electron microscope studies have shown that synapses are functionally and morphologically heterogeneous and that variations in size of synaptic junctions are related to characteristics such as release probability and density of postsynaptic AMPA receptors. The present article focuses on how these morphological variations impact synaptic transmission. We based our study on Monte Carlo computational simulations of simplified model synapses whose morphological features have been extracted from hundreds of actual synaptic junctions reconstructed by three-dimensional electron microscopy. We have examined the effects that parameters such as synaptic size or density of AMPA receptors have on the number of receptors that open after release of a single synaptic vesicle. Our results indicate that the maximum number of receptors that will open after the release of a single synaptic vesicle may show a ten-fold variation in the whole population of synapses. When individual synapses are considered, there is also a stochastical variability that is maximal in small synapses with low numbers of receptors. The number of postsynaptic receptors and the size of the synaptic junction are the most influential parameters, while the packing density of receptors or the concentration of extrasynaptic transporters have little or no influence on the opening of AMPA receptors. PMID:26107874

Microdosimetric Analysis Confirms Similar Biological Effectiveness of External Exposure to Gamma-Rays and Internal Exposure to 137Cs, 134Cs, and 131I

PubMed Central

Sato, Tatsuhiko; Manabe, Kentaro; Hamada, Nobuyuki

2014-01-01

The risk of internal exposure to 137Cs, 134Cs, and 131I is of great public concern after the accident at the Fukushima-Daiichi nuclear power plant. The relative biological effectiveness (RBE, defined herein as effectiveness of internal exposure relative to the external exposure to γ-rays) is occasionally believed to be much greater than unity due to insufficient discussions on the difference of their microdosimetric profiles. We therefore performed a Monte Carlo particle transport simulation in ideally aligned cell systems to calculate the probability densities of absorbed doses in subcellular and intranuclear scales for internal exposures to electrons emitted from 137Cs, 134Cs, and 131I, as well as the external exposure to 662 keV photons. The RBE due to the inhomogeneous radioactive isotope (RI) distribution in subcellular structures and the high ionization density around the particle trajectories was then derived from the calculated microdosimetric probability density. The RBE for the bystander effect was also estimated from the probability density, considering its non-linear dose response. The RBE due to the high ionization density and that for the bystander effect were very close to 1, because the microdosimetric probability densities were nearly identical between the internal exposures and the external exposure from the 662 keV photons. On the other hand, the RBE due to the RI inhomogeneity largely depended on the intranuclear RI concentration and cell size, but their maximum possible RBE was only 1.04 even under conservative assumptions. Thus, it can be concluded from the microdosimetric viewpoint that the risk from internal exposures to 137Cs, 134Cs, and 131I should be nearly equivalent to that of external exposure to γ-rays at the same absorbed dose level, as suggested in the current recommendations of the International Commission on Radiological Protection. PMID:24919099

The Use of Monte Carlo Techniques to Teach Probability.

ERIC Educational Resources Information Center

Newell, G. J.; MacFarlane, J. D.

1985-01-01

Presents sports-oriented examples (cricket and football) in which Monte Carlo methods are used on microcomputers to teach probability concepts. Both examples include computer programs (with listings) which utilize the microcomputer's random number generator. Instructional strategies, with further challenges to help students understand the role of…

Simulation-Based Model Checking for Nondeterministic Systems and Rare Events

DTIC Science & Technology

2016-03-24

year, we have investigated AO* search and Monte Carlo Tree Search algorithms to complement and enhance CMU’s SMCMDP. 1 Final Report, March 14... tree , so we can use it to find the probability of reachability for a property in PRISM’s Probabilistic LTL. By finding the maximum probability of...savings, particularly when handling very large models. 2.3 Monte Carlo Tree Search The Monte Carlo sampling process in SMCMDP can take a long time to

Monte Carlo Perturbation Theory Estimates of Sensitivities to System Dimensions

DOE PAGES

Burke, Timothy P.; Kiedrowski, Brian C.

2017-12-11

Here, Monte Carlo methods are developed using adjoint-based perturbation theory and the differential operator method to compute the sensitivities of the k-eigenvalue, linear functions of the flux (reaction rates), and bilinear functions of the forward and adjoint flux (kinetics parameters) to system dimensions for uniform expansions or contractions. The calculation of sensitivities to system dimensions requires computing scattering and fission sources at material interfaces using collisions occurring at the interface—which is a set of events with infinitesimal probability. Kernel density estimators are used to estimate the source at interfaces using collisions occurring near the interface. The methods for computing sensitivitiesmore » of linear and bilinear ratios are derived using the differential operator method and adjoint-based perturbation theory and are shown to be equivalent to methods previously developed using a collision history–based approach. The methods for determining sensitivities to system dimensions are tested on a series of fast, intermediate, and thermal critical benchmarks as well as a pressurized water reactor benchmark problem with iterated fission probability used for adjoint-weighting. The estimators are shown to agree within 5% and 3σ of reference solutions obtained using direct perturbations with central differences for the majority of test problems.« less

Monte Carlo Method for Determining Earthquake Recurrence Parameters from Short Paleoseismic Catalogs: Example Calculations for California

USGS Publications Warehouse

Parsons, Tom

2008-01-01

Paleoearthquake observations often lack enough events at a given site to directly define a probability density function (PDF) for earthquake recurrence. Sites with fewer than 10-15 intervals do not provide enough information to reliably determine the shape of the PDF using standard maximum-likelihood techniques [e.g., Ellsworth et al., 1999]. In this paper I present a method that attempts to fit wide ranges of distribution parameters to short paleoseismic series. From repeated Monte Carlo draws, it becomes possible to quantitatively estimate most likely recurrence PDF parameters, and a ranked distribution of parameters is returned that can be used to assess uncertainties in hazard calculations. In tests on short synthetic earthquake series, the method gives results that cluster around the mean of the input distribution, whereas maximum likelihood methods return the sample means [e.g., NIST/SEMATECH, 2006]. For short series (fewer than 10 intervals), sample means tend to reflect the median of an asymmetric recurrence distribution, possibly leading to an overestimate of the hazard should they be used in probability calculations. Therefore a Monte Carlo approach may be useful for assessing recurrence from limited paleoearthquake records. Further, the degree of functional dependence among parameters like mean recurrence interval and coefficient of variation can be established. The method is described for use with time-independent and time-dependent PDF?s, and results from 19 paleoseismic sequences on strike-slip faults throughout the state of California are given.

Monte Carlo method for determining earthquake recurrence parameters from short paleoseismic catalogs: Example calculations for California

USGS Publications Warehouse

Parsons, T.

2008-01-01

Paleoearthquake observations often lack enough events at a given site to directly define a probability density function (PDF) for earthquake recurrence. Sites with fewer than 10-15 intervals do not provide enough information to reliably determine the shape of the PDF using standard maximum-likelihood techniques (e.g., Ellsworth et al., 1999). In this paper I present a method that attempts to fit wide ranges of distribution parameters to short paleoseismic series. From repeated Monte Carlo draws, it becomes possible to quantitatively estimate most likely recurrence PDF parameters, and a ranked distribution of parameters is returned that can be used to assess uncertainties in hazard calculations. In tests on short synthetic earthquake series, the method gives results that cluster around the mean of the input distribution, whereas maximum likelihood methods return the sample means (e.g., NIST/SEMATECH, 2006). For short series (fewer than 10 intervals), sample means tend to reflect the median of an asymmetric recurrence distribution, possibly leading to an overestimate of the hazard should they be used in probability calculations. Therefore a Monte Carlo approach may be useful for assessing recurrence from limited paleoearthquake records. Further, the degree of functional dependence among parameters like mean recurrence interval and coefficient of variation can be established. The method is described for use with time-independent and time-dependent PDFs, and results from 19 paleoseismic sequences on strike-slip faults throughout the state of California are given.

Spectral likelihood expansions for Bayesian inference

NASA Astrophysics Data System (ADS)

Nagel, Joseph B.; Sudret, Bruno

2016-03-01

A spectral approach to Bayesian inference is presented. It pursues the emulation of the posterior probability density. The starting point is a series expansion of the likelihood function in terms of orthogonal polynomials. From this spectral likelihood expansion all statistical quantities of interest can be calculated semi-analytically. The posterior is formally represented as the product of a reference density and a linear combination of polynomial basis functions. Both the model evidence and the posterior moments are related to the expansion coefficients. This formulation avoids Markov chain Monte Carlo simulation and allows one to make use of linear least squares instead. The pros and cons of spectral Bayesian inference are discussed and demonstrated on the basis of simple applications from classical statistics and inverse modeling.

Combinatoric analysis of heterogeneous stochastic self-assembly.

PubMed

D'Orsogna, Maria R; Zhao, Bingyu; Berenji, Bijan; Chou, Tom

2013-09-28

We analyze a fully stochastic model of heterogeneous nucleation and self-assembly in a closed system with a fixed total particle number M, and a fixed number of seeds Ns. Each seed can bind a maximum of N particles. A discrete master equation for the probability distribution of the cluster sizes is derived and the corresponding cluster concentrations are found using kinetic Monte-Carlo simulations in terms of the density of seeds, the total mass, and the maximum cluster size. In the limit of slow detachment, we also find new analytic expressions and recursion relations for the cluster densities at intermediate times and at equilibrium. Our analytic and numerical findings are compared with those obtained from classical mass-action equations and the discrepancies between the two approaches analyzed.

Comparing neuronal spike trains with inhomogeneous Poisson distribution: evaluation procedure and experimental application in cases of cyclic activity.

PubMed

Fiore, Lorenzo; Lorenzetti, Walter; Ratti, Giovannino

2005-11-30

A procedure is proposed to compare single-unit spiking activity elicited in repetitive cycles with an inhomogeneous Poisson process (IPP). Each spike sequence in a cycle is discretized and represented as a point process on a circle. The interspike interval probability density predicted for an IPP is computed on the basis of the experimental firing probability density; differences from the experimental interval distribution are assessed. This procedure was applied to spike trains which were repetitively induced by opening-closing movements of the distal article of a lobster leg. As expected, the density of short interspike intervals, less than 20-40 ms in length, was found to lie greatly below the level predicted for an IPP, reflecting the occurrence of the refractory period. Conversely, longer intervals, ranging from 20-40 to 100-120 ms, were markedly more abundant than expected; this provided evidence for a time window of increased tendency to fire again after a spike. Less consistently, a weak depression of spike generation was observed for longer intervals. A Monte Carlo procedure, implemented for comparison, produced quite similar results, but was slightly less precise and more demanding as concerns computation time.

Modeling utilization distributions in space and time

USGS Publications Warehouse

Keating, K.A.; Cherry, S.

2009-01-01

W. Van Winkle defined the utilization distribution (UD) as a probability density that gives an animal's relative frequency of occurrence in a two-dimensional (x, y) plane. We extend Van Winkle's work by redefining the UD as the relative frequency distribution of an animal's occurrence in all four dimensions of space and time. We then describe a product kernel model estimation method, devising a novel kernel from the wrapped Cauchy distribution to handle circularly distributed temporal covariates, such as day of year. Using Monte Carlo simulations of animal movements in space and time, we assess estimator performance. Although not unbiased, the product kernel method yields models highly correlated (Pearson's r - 0.975) with true probabilities of occurrence and successfully captures temporal variations in density of occurrence. In an empirical example, we estimate the expected UD in three dimensions (x, y, and t) for animals belonging to each of two distinct bighorn sheep {Ovis canadensis) social groups in Glacier National Park, Montana, USA. Results show the method can yield ecologically informative models that successfully depict temporal variations in density of occurrence for a seasonally migratory species. Some implications of this new approach to UD modeling are discussed. ?? 2009 by the Ecological Society of America.

A comparison of Monte Carlo-based Bayesian parameter estimation methods for stochastic models of genetic networks

PubMed Central

Zaikin, Alexey; Míguez, Joaquín

2017-01-01

We compare three state-of-the-art Bayesian inference methods for the estimation of the unknown parameters in a stochastic model of a genetic network. In particular, we introduce a stochastic version of the paradigmatic synthetic multicellular clock model proposed by Ullner et al., 2007. By introducing dynamical noise in the model and assuming that the partial observations of the system are contaminated by additive noise, we enable a principled mechanism to represent experimental uncertainties in the synthesis of the multicellular system and pave the way for the design of probabilistic methods for the estimation of any unknowns in the model. Within this setup, we tackle the Bayesian estimation of a subset of the model parameters. Specifically, we compare three Monte Carlo based numerical methods for the approximation of the posterior probability density function of the unknown parameters given a set of partial and noisy observations of the system. The schemes we assess are the particle Metropolis-Hastings (PMH) algorithm, the nonlinear population Monte Carlo (NPMC) method and the approximate Bayesian computation sequential Monte Carlo (ABC-SMC) scheme. We present an extensive numerical simulation study, which shows that while the three techniques can effectively solve the problem there are significant differences both in estimation accuracy and computational efficiency. PMID:28797087

Multi-chain Markov chain Monte Carlo methods for computationally expensive models

NASA Astrophysics Data System (ADS)

Huang, M.; Ray, J.; Ren, H.; Hou, Z.; Bao, J.

2017-12-01

Markov chain Monte Carlo (MCMC) methods are used to infer model parameters from observational data. The parameters are inferred as probability densities, thus capturing estimation error due to sparsity of the data, and the shortcomings of the model. Multiple communicating chains executing the MCMC method have the potential to explore the parameter space better, and conceivably accelerate the convergence to the final distribution. We present results from tests conducted with the multi-chain method to show how the acceleration occurs i.e., for loose convergence tolerances, the multiple chains do not make much of a difference. The ensemble of chains also seems to have the ability to accelerate the convergence of a few chains that might start from suboptimal starting points. Finally, we show the performance of the chains in the estimation of O(10) parameters using computationally expensive forward models such as the Community Land Model, where the sampling burden is distributed over multiple chains.

New method of computing the contributions of graphs without lepton loops to the electron anomalous magnetic moment in QED

NASA Astrophysics Data System (ADS)

Volkov, Sergey

2017-11-01

This paper presents a new method of numerical computation of the mass-independent QED contributions to the electron anomalous magnetic moment which arise from Feynman graphs without closed electron loops. The method is based on a forestlike subtraction formula that removes all ultraviolet and infrared divergences in each Feynman graph before integration in Feynman-parametric space. The integration is performed by an importance sampling Monte-Carlo algorithm with the probability density function that is constructed for each Feynman graph individually. The method is fully automated at any order of the perturbation series. The results of applying the method to 2-loop, 3-loop, 4-loop Feynman graphs, and to some individual 5-loop graphs are presented, as well as the comparison of this method with other ones with respect to Monte Carlo convergence speed.

Uncertainty Analysis Based on Sparse Grid Collocation and Quasi-Monte Carlo Sampling with Application in Groundwater Modeling

NASA Astrophysics Data System (ADS)

Zhang, G.; Lu, D.; Ye, M.; Gunzburger, M.

2011-12-01

Markov Chain Monte Carlo (MCMC) methods have been widely used in many fields of uncertainty analysis to estimate the posterior distributions of parameters and credible intervals of predictions in the Bayesian framework. However, in practice, MCMC may be computationally unaffordable due to slow convergence and the excessive number of forward model executions required, especially when the forward model is expensive to compute. Both disadvantages arise from the curse of dimensionality, i.e., the posterior distribution is usually a multivariate function of parameters. Recently, sparse grid method has been demonstrated to be an effective technique for coping with high-dimensional interpolation or integration problems. Thus, in order to accelerate the forward model and avoid the slow convergence of MCMC, we propose a new method for uncertainty analysis based on sparse grid interpolation and quasi-Monte Carlo sampling. First, we construct a polynomial approximation of the forward model in the parameter space by using the sparse grid interpolation. This approximation then defines an accurate surrogate posterior distribution that can be evaluated repeatedly at minimal computational cost. Second, instead of using MCMC, a quasi-Monte Carlo method is applied to draw samples in the parameter space. Then, the desired probability density function of each prediction is approximated by accumulating the posterior density values of all the samples according to the prediction values. Our method has the following advantages: (1) the polynomial approximation of the forward model on the sparse grid provides a very efficient evaluation of the surrogate posterior distribution; (2) the quasi-Monte Carlo method retains the same accuracy in approximating the PDF of predictions but avoids all disadvantages of MCMC. The proposed method is applied to a controlled numerical experiment of groundwater flow modeling. The results show that our method attains the same accuracy much more efficiently than traditional MCMC.

Using the Reliability Theory for Assessing the Decision Confidence Probability for Comparative Life Cycle Assessments.

PubMed

Wei, Wei; Larrey-Lassalle, Pyrène; Faure, Thierry; Dumoulin, Nicolas; Roux, Philippe; Mathias, Jean-Denis

2016-03-01

Comparative decision making process is widely used to identify which option (system, product, service, etc.) has smaller environmental footprints and for providing recommendations that help stakeholders take future decisions. However, the uncertainty problem complicates the comparison and the decision making. Probability-based decision support in LCA is a way to help stakeholders in their decision-making process. It calculates the decision confidence probability which expresses the probability of a option to have a smaller environmental impact than the one of another option. Here we apply the reliability theory to approximate the decision confidence probability. We compare the traditional Monte Carlo method with a reliability method called FORM method. The Monte Carlo method needs high computational time to calculate the decision confidence probability. The FORM method enables us to approximate the decision confidence probability with fewer simulations than the Monte Carlo method by approximating the response surface. Moreover, the FORM method calculates the associated importance factors that correspond to a sensitivity analysis in relation to the probability. The importance factors allow stakeholders to determine which factors influence their decision. Our results clearly show that the reliability method provides additional useful information to stakeholders as well as it reduces the computational time.

Evaluating impacts using a BACI design, ratios, and a Bayesian approach with a focus on restoration.

PubMed

Conner, Mary M; Saunders, W Carl; Bouwes, Nicolaas; Jordan, Chris

2015-10-01

Before-after-control-impact (BACI) designs are an effective method to evaluate natural and human-induced perturbations on ecological variables when treatment sites cannot be randomly chosen. While effect sizes of interest can be tested with frequentist methods, using Bayesian Markov chain Monte Carlo (MCMC) sampling methods, probabilities of effect sizes, such as a ≥20 % increase in density after restoration, can be directly estimated. Although BACI and Bayesian methods are used widely for assessing natural and human-induced impacts for field experiments, the application of hierarchal Bayesian modeling with MCMC sampling to BACI designs is less common. Here, we combine these approaches and extend the typical presentation of results with an easy to interpret ratio, which provides an answer to the main study question-"How much impact did a management action or natural perturbation have?" As an example of this approach, we evaluate the impact of a restoration project, which implemented beaver dam analogs, on survival and density of juvenile steelhead. Results indicated the probabilities of a ≥30 % increase were high for survival and density after the dams were installed, 0.88 and 0.99, respectively, while probabilities for a higher increase of ≥50 % were variable, 0.17 and 0.82, respectively. This approach demonstrates a useful extension of Bayesian methods that can easily be generalized to other study designs from simple (e.g., single factor ANOVA, paired t test) to more complicated block designs (e.g., crossover, split-plot). This approach is valuable for estimating the probabilities of restoration impacts or other management actions.

Diffusion-Based Model for Synaptic Molecular Communication Channel.

PubMed

Khan, Tooba; Bilgin, Bilgesu A; Akan, Ozgur B

2017-06-01

Computational methods have been extensively used to understand the underlying dynamics of molecular communication methods employed by nature. One very effective and popular approach is to utilize a Monte Carlo simulation. Although it is very reliable, this method can have a very high computational cost, which in some cases renders the simulation impractical. Therefore, in this paper, for the special case of an excitatory synaptic molecular communication channel, we present a novel mathematical model for the diffusion and binding of neurotransmitters that takes into account the effects of synaptic geometry in 3-D space and re-absorption of neurotransmitters by the transmitting neuron. Based on this model we develop a fast deterministic algorithm, which calculates expected value of the output of this channel, namely, the amplitude of excitatory postsynaptic potential (EPSP), for given synaptic parameters. We validate our algorithm by a Monte Carlo simulation, which shows total agreement between the results of the two methods. Finally, we utilize our model to quantify the effects of variation in synaptic parameters, such as position of release site, receptor density, size of postsynaptic density, diffusion coefficient, uptake probability, and number of neurotransmitters in a vesicle, on maximum number of bound receptors that directly affect the peak amplitude of EPSP.

The study of PDF turbulence models in combustion

NASA Technical Reports Server (NTRS)

Hsu, Andrew T.

1991-01-01

In combustion computations, it is known that the predictions of chemical reaction rates are poor if conventional turbulence models are used. The probability density function (pdf) method seems to be the only alternative that uses local instantaneous values of the temperature, density, etc., in predicting chemical reaction rates, and thus is the only viable approach for more accurate turbulent combustion calculations. The fact that the pdf equation has a very large dimensionality renders finite difference schemes extremely demanding on computer memories and thus impractical. A logical alternative is the Monte Carlo scheme. Since CFD has a certain maturity as well as acceptance, it seems that the use of a combined CFD and Monte Carlo scheme is more beneficial. Therefore, a scheme is chosen that uses a conventional CFD flow solver in calculating the flow field properties such as velocity, pressure, etc., while the chemical reaction part is solved using a Monte Carlo scheme. The discharge of a heated turbulent plane jet into quiescent air was studied. Experimental data for this problem shows that when the temperature difference between the jet and the surrounding air is small, buoyancy effect can be neglected and the temperature can be treated as a passive scalar. The fact that jet flows have a self-similar solution lends convenience in the modeling study. Futhermore, the existence of experimental data for turbulent shear stress and temperature variance make the case ideal for the testing of pdf models wherein these values can be directly evaluated.

Inference of reaction rate parameters based on summary statistics from experiments

DOE Office of Scientific and Technical Information (OSTI.GOV)

Khalil, Mohammad; Chowdhary, Kamaljit Singh; Safta, Cosmin

Here, we present the results of an application of Bayesian inference and maximum entropy methods for the estimation of the joint probability density for the Arrhenius rate para meters of the rate coefficient of the H 2/O 2-mechanism chain branching reaction H + O 2 → OH + O. Available published data is in the form of summary statistics in terms of nominal values and error bars of the rate coefficient of this reaction at a number of temperature values obtained from shock-tube experiments. Our approach relies on generating data, in this case OH concentration profiles, consistent with the givenmore » summary statistics, using Approximate Bayesian Computation methods and a Markov Chain Monte Carlo procedure. The approach permits the forward propagation of parametric uncertainty through the computational model in a manner that is consistent with the published statistics. A consensus joint posterior on the parameters is obtained by pooling the posterior parameter densities given each consistent data set. To expedite this process, we construct efficient surrogates for the OH concentration using a combination of Pad'e and polynomial approximants. These surrogate models adequately represent forward model observables and their dependence on input parameters and are computationally efficient to allow their use in the Bayesian inference procedure. We also utilize Gauss-Hermite quadrature with Gaussian proposal probability density functions for moment computation resulting in orders of magnitude speedup in data likelihood evaluation. Despite the strong non-linearity in the model, the consistent data sets all res ult in nearly Gaussian conditional parameter probability density functions. The technique also accounts for nuisance parameters in the form of Arrhenius parameters of other rate coefficients with prescribed uncertainty. The resulting pooled parameter probability density function is propagated through stoichiometric hydrogen-air auto-ignition computations to illustrate the need to account for correlation among the Arrhenius rate parameters of one reaction and across rate parameters of different reactions.« less

Inference of reaction rate parameters based on summary statistics from experiments

DOE PAGES

Khalil, Mohammad; Chowdhary, Kamaljit Singh; Safta, Cosmin; ...

2016-10-15

Here, we present the results of an application of Bayesian inference and maximum entropy methods for the estimation of the joint probability density for the Arrhenius rate para meters of the rate coefficient of the H 2/O 2-mechanism chain branching reaction H + O 2 → OH + O. Available published data is in the form of summary statistics in terms of nominal values and error bars of the rate coefficient of this reaction at a number of temperature values obtained from shock-tube experiments. Our approach relies on generating data, in this case OH concentration profiles, consistent with the givenmore » summary statistics, using Approximate Bayesian Computation methods and a Markov Chain Monte Carlo procedure. The approach permits the forward propagation of parametric uncertainty through the computational model in a manner that is consistent with the published statistics. A consensus joint posterior on the parameters is obtained by pooling the posterior parameter densities given each consistent data set. To expedite this process, we construct efficient surrogates for the OH concentration using a combination of Pad'e and polynomial approximants. These surrogate models adequately represent forward model observables and their dependence on input parameters and are computationally efficient to allow their use in the Bayesian inference procedure. We also utilize Gauss-Hermite quadrature with Gaussian proposal probability density functions for moment computation resulting in orders of magnitude speedup in data likelihood evaluation. Despite the strong non-linearity in the model, the consistent data sets all res ult in nearly Gaussian conditional parameter probability density functions. The technique also accounts for nuisance parameters in the form of Arrhenius parameters of other rate coefficients with prescribed uncertainty. The resulting pooled parameter probability density function is propagated through stoichiometric hydrogen-air auto-ignition computations to illustrate the need to account for correlation among the Arrhenius rate parameters of one reaction and across rate parameters of different reactions.« less

A Novel Strategy for Numerical Simulation of High-speed Turbulent Reacting Flows

NASA Technical Reports Server (NTRS)

Sheikhi, M. R. H.; Drozda, T. G.; Givi, P.

2003-01-01

The objective of this research is to improve and implement the filtered mass density function (FDF) methodology for large eddy simulation (LES) of high-speed reacting turbulent flows. We have just completed Year 1 of this research. This is the Final Report on our activities during the period: January 1, 2003 to December 31, 2003. 2002. In the efforts during the past year, LES is conducted of the Sandia Flame D, which is a turbulent piloted nonpremixed methane jet flame. The subgrid scale (SGS) closure is based on the scalar filtered mass density function (SFMDF) methodology. The SFMDF is basically the mass weighted probability density function (PDF) of the SGS scalar quantities. For this flame (which exhibits little local extinction), a simple flamelet model is used to relate the instantaneous composition to the mixture fraction. The modelled SFMDF transport equation is solved by a hybrid finite-difference/Monte Carlo scheme.

A Dasymetric-Based Monte Carlo Simulation Approach to the Probabilistic Analysis of Spatial Variables

DOE Office of Scientific and Technical Information (OSTI.GOV)

Morton, April M; Piburn, Jesse O; McManamay, Ryan A

2017-01-01

Monte Carlo simulation is a popular numerical experimentation technique used in a range of scientific fields to obtain the statistics of unknown random output variables. Despite its widespread applicability, it can be difficult to infer required input probability distributions when they are related to population counts unknown at desired spatial resolutions. To overcome this challenge, we propose a framework that uses a dasymetric model to infer the probability distributions needed for a specific class of Monte Carlo simulations which depend on population counts.

Evaluation of an analytic linear Boltzmann transport equation solver for high-density inhomogeneities

DOE Office of Scientific and Technical Information (OSTI.GOV)

Lloyd, S. A. M.; Ansbacher, W.; Department of Physics and Astronomy, University of Victoria, Victoria, British Columbia V8W 3P6

2013-01-15

Purpose: Acuros external beam (Acuros XB) is a novel dose calculation algorithm implemented through the ECLIPSE treatment planning system. The algorithm finds a deterministic solution to the linear Boltzmann transport equation, the same equation commonly solved stochastically by Monte Carlo methods. This work is an evaluation of Acuros XB, by comparison with Monte Carlo, for dose calculation applications involving high-density materials. Existing non-Monte Carlo clinical dose calculation algorithms, such as the analytic anisotropic algorithm (AAA), do not accurately model dose perturbations due to increased electron scatter within high-density volumes. Methods: Acuros XB, AAA, and EGSnrc based Monte Carlo are usedmore » to calculate dose distributions from 18 MV and 6 MV photon beams delivered to a cubic water phantom containing a rectangular high density (4.0-8.0 g/cm{sup 3}) volume at its center. The algorithms are also used to recalculate a clinical prostate treatment plan involving a unilateral hip prosthesis, originally evaluated using AAA. These results are compared graphically and numerically using gamma-index analysis. Radio-chromic film measurements are presented to augment Monte Carlo and Acuros XB dose perturbation data. Results: Using a 2% and 1 mm gamma-analysis, between 91.3% and 96.8% of Acuros XB dose voxels containing greater than 50% the normalized dose were in agreement with Monte Carlo data for virtual phantoms involving 18 MV and 6 MV photons, stainless steel and titanium alloy implants and for on-axis and oblique field delivery. A similar gamma-analysis of AAA against Monte Carlo data showed between 80.8% and 87.3% agreement. Comparing Acuros XB and AAA evaluations of a clinical prostate patient plan involving a unilateral hip prosthesis, Acuros XB showed good overall agreement with Monte Carlo while AAA underestimated dose on the upstream medial surface of the prosthesis due to electron scatter from the high-density material. Film measurements support the dose perturbations demonstrated by Monte Carlo and Acuros XB data. Conclusions: Acuros XB is shown to perform as well as Monte Carlo methods and better than existing clinical algorithms for dose calculations involving high-density volumes.« less

A code for optically thick and hot photoionized media

NASA Astrophysics Data System (ADS)

Dumont, A.-M.; Abrassart, A.; Collin, S.

2000-05-01

We describe a code designed for hot media (T >= a few 104 K), optically thick to Compton scattering. It computes the structure of a plane-parallel slab of gas in thermal and ionization equilibrium, illuminated on one or on both sides by a given spectrum. Contrary to the other photoionization codes, it solves the transfer of the continuum and of the lines in a two stream approximation, without using the local escape probability formalism to approximate the line transfer. We stress the importance of taking into account the returning flux even for small column densities (1022 cm-2), and we show that the escape probability approximation can lead to strong errors in the thermal and ionization structure, as well as in the emitted spectrum, for a Thomson thickness larger than a few tenths. The transfer code is coupled with a Monte Carlo code which allows to take into account Compton and inverse Compton diffusions, and to compute the spectrum emitted up to MeV energies, in any geometry. Comparisons with cloudy show that it gives similar results for small column densities. Several applications are mentioned.

The computer simulation of automobile use patterns for defining battery requirements for electric cars

NASA Technical Reports Server (NTRS)

Schwartz, H.-J.

1976-01-01

The modeling process of a complex system, based on the calculation and optimization of the system parameters, is complicated in that some parameters can be expressed only as probability distributions. In the present paper, a Monte Carlo technique was used to determine the daily range requirements of an electric road vehicle in the United States from probability distributions of trip lengths, frequencies, and average annual mileage data. The analysis shows that a daily range of 82 miles meets to 95% of the car-owner requirements at all times with the exception of long vacation trips. Further, it is shown that the requirement of a daily range of 82 miles can be met by a (intermediate-level) battery technology characterized by an energy density of 30 to 50 Watt-hours per pound. Candidate batteries in this class are nickel-zinc, nickel-iron, and iron-air. These results imply that long-term research goals for battery systems should be focused on lower cost and longer service life, rather than on higher energy densities

Radiation Transport in Random Media With Large Fluctuations

NASA Astrophysics Data System (ADS)

Olson, Aaron; Prinja, Anil; Franke, Brian

2017-09-01

Neutral particle transport in media exhibiting large and complex material property spatial variation is modeled by representing cross sections as lognormal random functions of space and generated through a nonlinear memory-less transformation of a Gaussian process with covariance uniquely determined by the covariance of the cross section. A Karhunen-Loève decomposition of the Gaussian process is implemented to effciently generate realizations of the random cross sections and Woodcock Monte Carlo used to transport particles on each realization and generate benchmark solutions for the mean and variance of the particle flux as well as probability densities of the particle reflectance and transmittance. A computationally effcient stochastic collocation method is implemented to directly compute the statistical moments such as the mean and variance, while a polynomial chaos expansion in conjunction with stochastic collocation provides a convenient surrogate model that also produces probability densities of output quantities of interest. Extensive numerical testing demonstrates that use of stochastic reduced-order modeling provides an accurate and cost-effective alternative to random sampling for particle transport in random media.

Parameterizing deep convection using the assumed probability density function method

DOE PAGES

Storer, R. L.; Griffin, B. M.; Höft, J.; ...

2014-06-11

Due to their coarse horizontal resolution, present-day climate models must parameterize deep convection. This paper presents single-column simulations of deep convection using a probability density function (PDF) parameterization. The PDF parameterization predicts the PDF of subgrid variability of turbulence, clouds, and hydrometeors. That variability is interfaced to a prognostic microphysics scheme using a Monte Carlo sampling method. The PDF parameterization is used to simulate tropical deep convection, the transition from shallow to deep convection over land, and mid-latitude deep convection. These parameterized single-column simulations are compared with 3-D reference simulations. The agreement is satisfactory except when the convective forcing ismore » weak. The same PDF parameterization is also used to simulate shallow cumulus and stratocumulus layers. The PDF method is sufficiently general to adequately simulate these five deep, shallow, and stratiform cloud cases with a single equation set. This raises hopes that it may be possible in the future, with further refinements at coarse time step and grid spacing, to parameterize all cloud types in a large-scale model in a unified way.« less

Parameterizing deep convection using the assumed probability density function method

DOE Office of Scientific and Technical Information (OSTI.GOV)

Storer, R. L.; Griffin, B. M.; Höft, J.

2015-01-06

Due to their coarse horizontal resolution, present-day climate models must parameterize deep convection. This paper presents single-column simulations of deep convection using a probability density function (PDF) parameterization. The PDF parameterization predicts the PDF of subgrid variability of turbulence, clouds, and hydrometeors. That variability is interfaced to a prognostic microphysics scheme using a Monte Carlo sampling method.The PDF parameterization is used to simulate tropical deep convection, the transition from shallow to deep convection over land, and midlatitude deep convection. These parameterized single-column simulations are compared with 3-D reference simulations. The agreement is satisfactory except when the convective forcing is weak.more » The same PDF parameterization is also used to simulate shallow cumulus and stratocumulus layers. The PDF method is sufficiently general to adequately simulate these five deep, shallow, and stratiform cloud cases with a single equation set. This raises hopes that it may be possible in the future, with further refinements at coarse time step and grid spacing, to parameterize all cloud types in a large-scale model in a unified way.« less

Parameterizing deep convection using the assumed probability density function method

DOE Office of Scientific and Technical Information (OSTI.GOV)

Storer, R. L.; Griffin, B. M.; Hoft, Jan

2015-01-06

Due to their coarse horizontal resolution, present-day climate models must parameterize deep convection. This paper presents single-column simulations of deep convection using a probability density function (PDF) parameterization. The PDF parameterization predicts the PDF of subgrid variability of turbulence, clouds, and hydrometeors. That variability is interfaced to a prognostic microphysics scheme using a Monte Carlo sampling method.The PDF parameterization is used to simulate tropical deep convection, the transition from shallow to deep convection over land, and mid-latitude deep convection.These parameterized single-column simulations are compared with 3-D reference simulations. The agreement is satisfactory except when the convective forcing is weak. Themore » same PDF parameterization is also used to simulate shallow cumulus and stratocumulus layers. The PDF method is sufficiently general to adequately simulate these five deep, shallow, and stratiform cloud cases with a single equation set. This raises hopes that it may be possible in the future, with further refinements at coarse time step and grid spacing, to parameterize all cloud types in a large-scale model in a unified way.« less

An uncertainty model of acoustic metamaterials with random parameters

NASA Astrophysics Data System (ADS)

He, Z. C.; Hu, J. Y.; Li, Eric

2018-01-01

Acoustic metamaterials (AMs) are man-made composite materials. However, the random uncertainties are unavoidable in the application of AMs due to manufacturing and material errors which lead to the variance of the physical responses of AMs. In this paper, an uncertainty model based on the change of variable perturbation stochastic finite element method (CVPS-FEM) is formulated to predict the probability density functions of physical responses of AMs with random parameters. Three types of physical responses including the band structure, mode shapes and frequency response function of AMs are studied in the uncertainty model, which is of great interest in the design of AMs. In this computation, the physical responses of stochastic AMs are expressed as linear functions of the pre-defined random parameters by using the first-order Taylor series expansion and perturbation technique. Then, based on the linear function relationships of parameters and responses, the probability density functions of the responses can be calculated by the change-of-variable technique. Three numerical examples are employed to demonstrate the effectiveness of the CVPS-FEM for stochastic AMs, and the results are validated by Monte Carlo method successfully.

Monte Carlo PDF method for turbulent reacting flow in a jet-stirred reactor

NASA Astrophysics Data System (ADS)

Roekaerts, D.

1992-01-01

A stochastic algorithm for the solution of the modeled scalar probability density function (PDF) transport equation for single-phase turbulent reacting flow is described. Cylindrical symmetry is assumed. The PDF is represented by ensembles of N representative values of the thermochemical variables in each cell of a nonuniform finite-difference grid and operations on these elements representing convection, diffusion, mixing and reaction are derived. A simplified model and solution algorithm which neglects the influence of turbulent fluctuations on mean reaction rates is also described. Both algorithms are applied to a selectivity problem in a real reactor.

Zone clearance in an infinite TASEP with a step initial condition

NASA Astrophysics Data System (ADS)

Cividini, Julien; Appert-Rolland, Cécile

2017-06-01

The TASEP is a paradigmatic model of out-of-equilibrium statistical physics, for which many quantities have been computed, either exactly or by approximate methods. In this work we study two new kinds of observables that have some relevance in biological or traffic models. They represent the probability for a given clearance zone of the lattice to be empty (for the first time) at a given time, starting from a step density profile. Exact expressions are obtained for single-time quantities, while more involved history-dependent observables are studied by Monte Carlo simulation, and partially predicted by a phenomenological approach.

Inferring probabilistic stellar rotation periods using Gaussian processes

NASA Astrophysics Data System (ADS)

Angus, Ruth; Morton, Timothy; Aigrain, Suzanne; Foreman-Mackey, Daniel; Rajpaul, Vinesh

2018-02-01

Variability in the light curves of spotted, rotating stars is often non-sinusoidal and quasi-periodic - spots move on the stellar surface and have finite lifetimes, causing stellar flux variations to slowly shift in phase. A strictly periodic sinusoid therefore cannot accurately model a rotationally modulated stellar light curve. Physical models of stellar surfaces have many drawbacks preventing effective inference, such as highly degenerate or high-dimensional parameter spaces. In this work, we test an appropriate effective model: a Gaussian Process with a quasi-periodic covariance kernel function. This highly flexible model allows sampling of the posterior probability density function of the periodic parameter, marginalizing over the other kernel hyperparameters using a Markov Chain Monte Carlo approach. To test the effectiveness of this method, we infer rotation periods from 333 simulated stellar light curves, demonstrating that the Gaussian process method produces periods that are more accurate than both a sine-fitting periodogram and an autocorrelation function method. We also demonstrate that it works well on real data, by inferring rotation periods for 275 Kepler stars with previously measured periods. We provide a table of rotation periods for these and many more, altogether 1102 Kepler objects of interest, and their posterior probability density function samples. Because this method delivers posterior probability density functions, it will enable hierarchical studies involving stellar rotation, particularly those involving population modelling, such as inferring stellar ages, obliquities in exoplanet systems, or characterizing star-planet interactions. The code used to implement this method is available online.

From least squares to multilevel modeling: A graphical introduction to Bayesian inference

NASA Astrophysics Data System (ADS)

Loredo, Thomas J.

2016-01-01

This tutorial presentation will introduce some of the key ideas and techniques involved in applying Bayesian methods to problems in astrostatistics. The focus will be on the big picture: understanding the foundations (interpreting probability, Bayes's theorem, the law of total probability and marginalization), making connections to traditional methods (propagation of errors, least squares, chi-squared, maximum likelihood, Monte Carlo simulation), and highlighting problems where a Bayesian approach can be particularly powerful (Poisson processes, density estimation and curve fitting with measurement error). The "graphical" component of the title reflects an emphasis on pictorial representations of some of the math, but also on the use of graphical models (multilevel or hierarchical models) for analyzing complex data. Code for some examples from the talk will be available to participants, in Python and in the Stan probabilistic programming language.

Probabilistic Structural Analysis Methods (PSAM) for select space propulsion system components

NASA Technical Reports Server (NTRS)

1991-01-01

This annual report summarizes the work completed during the third year of technical effort on the referenced contract. Principal developments continue to focus on the Probabilistic Finite Element Method (PFEM) which has been under development for three years. Essentially all of the linear capabilities within the PFEM code are in place. Major progress in the application or verifications phase was achieved. An EXPERT module architecture was designed and partially implemented. EXPERT is a user interface module which incorporates an expert system shell for the implementation of a rule-based interface utilizing the experience and expertise of the user community. The Fast Probability Integration (FPI) Algorithm continues to demonstrate outstanding performance characteristics for the integration of probability density functions for multiple variables. Additionally, an enhanced Monte Carlo simulation algorithm was developed and demonstrated for a variety of numerical strategies.

Extinction time of a stochastic predator-prey model by the generalized cell mapping method

NASA Astrophysics Data System (ADS)

Han, Qun; Xu, Wei; Hu, Bing; Huang, Dongmei; Sun, Jian-Qiao

2018-03-01

The stochastic response and extinction time of a predator-prey model with Gaussian white noise excitations are studied by the generalized cell mapping (GCM) method based on the short-time Gaussian approximation (STGA). The methods for stochastic response probability density functions (PDFs) and extinction time statistics are developed. The Taylor expansion is used to deal with non-polynomial nonlinear terms of the model for deriving the moment equations with Gaussian closure, which are needed for the STGA in order to compute the one-step transition probabilities. The work is validated with direct Monte Carlo simulations. We have presented the transient responses showing the evolution from a Gaussian initial distribution to a non-Gaussian steady-state one. The effects of the model parameter and noise intensities on the steady-state PDFs are discussed. It is also found that the effects of noise intensities on the extinction time statistics are opposite to the effects on the limit probability distributions of the survival species.

Hamiltonian Monte Carlo Inversion of Seismic Sources in Complex Media

NASA Astrophysics Data System (ADS)

Fichtner, A.; Simutė, S.

2017-12-01

We present a probabilistic seismic source inversion method that properly accounts for 3D heterogeneous Earth structure and provides full uncertainty information on the timing, location and mechanism of the event. Our method rests on two essential elements: (1) reciprocity and spectral-element simulations in complex media, and (2) Hamiltonian Monte Carlo sampling that requires only a small amount of test models. Using spectral-element simulations of 3D, visco-elastic, anisotropic wave propagation, we precompute a data base of the strain tensor in time and space by placing sources at the positions of receivers. Exploiting reciprocity, this receiver-side strain data base can be used to promptly compute synthetic seismograms at the receiver locations for any hypothetical source within the volume of interest. The rapid solution of the forward problem enables a Bayesian solution of the inverse problem. For this, we developed a variant of Hamiltonian Monte Carlo (HMC) sampling. Taking advantage of easily computable derivatives, HMC converges to the posterior probability density with orders of magnitude less samples than derivative-free Monte Carlo methods. (Exact numbers depend on observational errors and the quality of the prior). We apply our method to the Japanese Islands region where we previously constrained 3D structure of the crust and upper mantle using full-waveform inversion with a minimum period of around 15 s.

Improved first-order uncertainty method for water-quality modeling

USGS Publications Warehouse

Melching, C.S.; Anmangandla, S.

1992-01-01

Uncertainties are unavoidable in water-quality modeling and subsequent management decisions. Monte Carlo simulation and first-order uncertainty analysis (involving linearization at central values of the uncertain variables) have been frequently used to estimate probability distributions for water-quality model output due to their simplicity. Each method has its drawbacks: Monte Carlo simulation's is mainly computational time; and first-order analysis are mainly questions of accuracy and representativeness, especially for nonlinear systems and extreme conditions. An improved (advanced) first-order method is presented, where the linearization point varies to match the output level whose exceedance probability is sought. The advanced first-order method is tested on the Streeter-Phelps equation to estimate the probability distribution of critical dissolved-oxygen deficit and critical dissolved oxygen using two hypothetical examples from the literature. The advanced first-order method provides a close approximation of the exceedance probability for the Streeter-Phelps model output estimated by Monte Carlo simulation using less computer time - by two orders of magnitude - regardless of the probability distributions assumed for the uncertain model parameters.

Robust functional statistics applied to Probability Density Function shape screening of sEMG data.

PubMed

Boudaoud, S; Rix, H; Al Harrach, M; Marin, F

2014-01-01

Recent studies pointed out possible shape modifications of the Probability Density Function (PDF) of surface electromyographical (sEMG) data according to several contexts like fatigue and muscle force increase. Following this idea, criteria have been proposed to monitor these shape modifications mainly using High Order Statistics (HOS) parameters like skewness and kurtosis. In experimental conditions, these parameters are confronted with small sample size in the estimation process. This small sample size induces errors in the estimated HOS parameters restraining real-time and precise sEMG PDF shape monitoring. Recently, a functional formalism, the Core Shape Model (CSM), has been used to analyse shape modifications of PDF curves. In this work, taking inspiration from CSM method, robust functional statistics are proposed to emulate both skewness and kurtosis behaviors. These functional statistics combine both kernel density estimation and PDF shape distances to evaluate shape modifications even in presence of small sample size. Then, the proposed statistics are tested, using Monte Carlo simulations, on both normal and Log-normal PDFs that mimic observed sEMG PDF shape behavior during muscle contraction. According to the obtained results, the functional statistics seem to be more robust than HOS parameters to small sample size effect and more accurate in sEMG PDF shape screening applications.

Window for Optimal Frequency Operation and Reliability of 3DEG and 2DEG Channels for Oxide Microwave MESFETs and HFETs

DTIC Science & Technology

2016-04-01

noise, and energy relaxation for doped zinc-oxide and structured ZnO transistor materials with a 2-D electron gas (2DEG) channel subjected to a strong...function on the time delay. Closed symbols represent the Monte Carlo data with hot-phonon effect at different electron gas density: 1•1017 cm-3...Monte Carlo simulation is performed for electron gas density of 1•1018 cm-3. Figure 18. Monte Carlo simulation of density-dependent hot-electron energy

Nuclear risk analysis of the Ulysses mission

NASA Astrophysics Data System (ADS)

Bartram, Bart W.; Vaughan, Frank R.; Englehart, Richard W.

An account is given of the method used to quantify the risks accruing to the use of a radioisotope thermoelectric generator fueled by Pu-238 dioxide aboard the Space Shuttle-launched Ulysses mission. After using a Monte Carlo technique to develop probability distributions for the radiological consequences of a range of accident scenarios throughout the mission, factors affecting those consequences are identified in conjunction with their probability distributions. The functional relationship among all the factors is then established, and probability distributions for all factor effects are combined by means of a Monte Carlo technique.

Monte-Carlo computation of turbulent premixed methane/air ignition

NASA Astrophysics Data System (ADS)

Carmen, Christina Lieselotte

The present work describes the results obtained by a time dependent numerical technique that simulates the early flame development of a spark-ignited premixed, lean, gaseous methane/air mixture with the unsteady spherical flame propagating in homogeneous and isotropic turbulence. The algorithm described is based upon a sub-model developed by an international automobile research and manufacturing corporation in order to analyze turbulence conditions within internal combustion engines. Several developments and modifications to the original algorithm have been implemented including a revised chemical reaction scheme and the evaluation and calculation of various turbulent flame properties. Solution of the complete set of Navier-Stokes governing equations for a turbulent reactive flow is avoided by reducing the equations to a single transport equation. The transport equation is derived from the Navier-Stokes equations for a joint probability density function, thus requiring no closure assumptions for the Reynolds stresses. A Monte-Carlo method is also utilized to simulate phenomena represented by the probability density function transport equation by use of the method of fractional steps. Gaussian distributions of fluctuating velocity and fuel concentration are prescribed. Attention is focused on the evaluation of the three primary parameters that influence the initial flame kernel growth-the ignition system characteristics, the mixture composition, and the nature of the flow field. Efforts are concentrated on the effects of moderate to intense turbulence on flames within the distributed reaction zone. Results are presented for lean conditions with the fuel equivalence ratio varying from 0.6 to 0.9. The present computational results, including flame regime analysis and the calculation of various flame speeds, provide excellent agreement with results obtained by other experimental and numerical researchers.

Bayesian statistics and Monte Carlo methods

NASA Astrophysics Data System (ADS)

Koch, K. R.

2018-03-01

The Bayesian approach allows an intuitive way to derive the methods of statistics. Probability is defined as a measure of the plausibility of statements or propositions. Three rules are sufficient to obtain the laws of probability. If the statements refer to the numerical values of variables, the so-called random variables, univariate and multivariate distributions follow. They lead to the point estimation by which unknown quantities, i.e. unknown parameters, are computed from measurements. The unknown parameters are random variables, they are fixed quantities in traditional statistics which is not founded on Bayes' theorem. Bayesian statistics therefore recommends itself for Monte Carlo methods, which generate random variates from given distributions. Monte Carlo methods, of course, can also be applied in traditional statistics. The unknown parameters, are introduced as functions of the measurements, and the Monte Carlo methods give the covariance matrix and the expectation of these functions. A confidence region is derived where the unknown parameters are situated with a given probability. Following a method of traditional statistics, hypotheses are tested by determining whether a value for an unknown parameter lies inside or outside the confidence region. The error propagation of a random vector by the Monte Carlo methods is presented as an application. If the random vector results from a nonlinearly transformed vector, its covariance matrix and its expectation follow from the Monte Carlo estimate. This saves a considerable amount of derivatives to be computed, and errors of the linearization are avoided. The Monte Carlo method is therefore efficient. If the functions of the measurements are given by a sum of two or more random vectors with different multivariate distributions, the resulting distribution is generally not known. TheMonte Carlo methods are then needed to obtain the covariance matrix and the expectation of the sum.

Preantral follicle density in ovarian biopsy fragments and effects of mare age.

PubMed

Alves, K A; Alves, B G; Gastal, G D A; Haag, K T; Gastal, M O; Figueiredo, J R; Gambarini, M L; Gastal, E L

2017-04-01

The aims of the present study were to: (1) evaluate preantral follicle density in ovarian biopsy fragments within and among mares; (2) assess the effects of mare age on the density and quality of preantral follicles; and (3) determine the minimum number of ovarian fragments and histological sections needed to estimate equine follicle density using a mathematical model. The ovarian biopsy pick-up method was used in three groups of mares separated according to age (5-6, 7-10 and 11-16 years). Overall, 336 preantral follicles were recorded with a mean follicle density of 3.7 follicles per cm 2 . Follicle density differed (P<0.05) among animals, ovarian fragments from the same animal, histological sections and age groups. More (P<0.05) normal follicles were observed in the 5-6 years (97%) than the 11-16 years (84%) age group. Monte Carlo simulations showed a higher probability (90%; P<0.05) of detecting follicle density using two experimental designs with 65 histological sections and three to four ovarian fragments. In summary, equine follicle density differed among animals and within ovarian fragments from the same animal, and follicle density and morphology were negatively affected by aging. Moreover, three to four ovarian fragments with 65 histological sections were required to accurately estimate follicle density in equine ovarian biopsy fragments.

The Impact of Monte Carlo Dose Calculations on Intensity-Modulated Radiation Therapy

NASA Astrophysics Data System (ADS)

Siebers, J. V.; Keall, P. J.; Mohan, R.

The effect of dose calculation accuracy for IMRT was studied by comparing different dose calculation algorithms. A head and neck IMRT plan was optimized using a superposition dose calculation algorithm. Dose was re-computed for the optimized plan using both Monte Carlo and pencil beam dose calculation algorithms to generate patient and phantom dose distributions. Tumor control probabilities (TCP) and normal tissue complication probabilities (NTCP) were computed to estimate the plan outcome. For the treatment plan studied, Monte Carlo best reproduces phantom dose measurements, the TCP was slightly lower than the superposition and pencil beam results, and the NTCP values differed little.

Geodesic Monte Carlo on Embedded Manifolds

PubMed Central

Byrne, Simon; Girolami, Mark

2013-01-01

Markov chain Monte Carlo methods explicitly defined on the manifold of probability distributions have recently been established. These methods are constructed from diffusions across the manifold and the solution of the equations describing geodesic flows in the Hamilton–Jacobi representation. This paper takes the differential geometric basis of Markov chain Monte Carlo further by considering methods to simulate from probability distributions that themselves are defined on a manifold, with common examples being classes of distributions describing directional statistics. Proposal mechanisms are developed based on the geodesic flows over the manifolds of support for the distributions, and illustrative examples are provided for the hypersphere and Stiefel manifold of orthonormal matrices. PMID:25309024

On recontamination and directional-bias problems in Monte Carlo simulation of PDF turbulence models

NASA Technical Reports Server (NTRS)

Hsu, Andrew T.

1991-01-01

Turbulent combustion can not be simulated adequately by conventional moment closure turbulence models. The difficulty lies in the fact that the reaction rate is in general an exponential function of the temperature, and the higher order correlations in the conventional moment closure models of the chemical source term can not be neglected, making the applications of such models impractical. The probability density function (pdf) method offers an attractive alternative: in a pdf model, the chemical source terms are closed and do not require additional models. A grid dependent Monte Carlo scheme was studied, since it is a logical alternative, wherein the number of computer operations increases only linearly with the increase of number of independent variables, as compared to the exponential increase in a conventional finite difference scheme. A new algorithm was devised that satisfies a restriction in the case of pure diffusion or uniform flow problems. Although for nonuniform flows absolute conservation seems impossible, the present scheme has reduced the error considerably.

A Monte Carlo Simulation of Prompt Gamma Emission from Fission Fragments

NASA Astrophysics Data System (ADS)

Regnier, D.; Litaize, O.; Serot, O.

2013-03-01

The prompt fission gamma spectra and multiplicities are investigated through the Monte Carlo code FIFRELIN which is developed at the Cadarache CEA research center. Knowing the fully accelerated fragment properties, their de-excitation is simulated through a cascade of neutron, gamma and/or electron emissions. This paper presents the recent developments in the FIFRELIN code and the results obtained on the spontaneous fission of 252Cf. Concerning the decay cascades simulation, a fully Hauser-Feshbach model is compared with a previous one using a Weisskopf spectrum for neutron emission. A particular attention is paid to the treatment of the neutron/gamma competition. Calculations lead using different level density and gamma strength function models show significant discrepancies of the slope of the gamma spectra at high energy. The underestimation of the prompt gamma spectra obtained regardless our de-excitation cascade modeling choice is discussed. This discrepancy is probably linked to an underestimation of the post-neutron fragments spin in our calculation.

Evaluation of Lightning Incidence to Elements of a Complex Structure: A Monte Carlo Approach

NASA Technical Reports Server (NTRS)

Mata, Carlos T.; Rakov, V. A.

2008-01-01

There are complex structures for which the installation and positioning of the lightning protection system (LPS) cannot be done using the lightning protection standard guidelines. As a result, there are some "unprotected" or "exposed" areas. In an effort to quantify the lightning threat to these areas, a Monte Carlo statistical tool has been developed. This statistical tool uses two random number generators: a uniform distribution to generate origins of downward propagating leaders and a lognormal distribution to generate returns stroke peak currents. Downward leaders propagate vertically downward and their striking distances are defined by the polarity and peak current. Following the electrogeometrical concept, we assume that the leader attaches to the closest object within its striking distance. The statistical analysis is run for 10,000 years with an assumed ground flash density and peak current distributions, and the output of the program is the probability of direct attachment to objects of interest with its corresponding peak current distribution.

Evaluation of Lightning Incidence to Elements of a Complex Structure: A Monte Carlo Approach

NASA Technical Reports Server (NTRS)

Mata, Carlos T.; Rakov, V. A.

2008-01-01

There are complex structures for which the installation and positioning of the lightning protection system (LPS) cannot be done using the lightning protection standard guidelines. As a result, there are some "unprotected" or "exposed" areas. In an effort to quantify the lightning threat to these areas, a Monte Carlo statistical tool has been developed. This statistical tool uses two random number generators: a uniform distribution to generate the origin of downward propagating leaders and a lognormal distribution to generate the corresponding returns stroke peak currents. Downward leaders propagate vertically downward and their striking distances are defined by the polarity and peak current. Following the electrogeometrical concept, we assume that the leader attaches to the closest object within its striking distance. The statistical analysis is run for N number of years with an assumed ground flash density and the output of the program is the probability of direct attachment to objects of interest with its corresponding peak current distribution.

Multilevel sequential Monte Carlo samplers

DOE PAGES

Beskos, Alexandros; Jasra, Ajay; Law, Kody; ...

2016-08-24

Here, we study the approximation of expectations w.r.t. probability distributions associated to the solution of partial differential equations (PDEs); this scenario appears routinely in Bayesian inverse problems. In practice, one often has to solve the associated PDE numerically, using, for instance finite element methods and leading to a discretisation bias, with the step-size level h L. In addition, the expectation cannot be computed analytically and one often resorts to Monte Carlo methods. In the context of this problem, it is known that the introduction of the multilevel Monte Carlo (MLMC) method can reduce the amount of computational effort to estimate expectations, for a given level of error. This is achieved via a telescoping identity associated to a Monte Carlo approximation of a sequence of probability distributions with discretisation levelsmore » $${\\infty}$$ >h 0>h 1 ...>h L. In many practical problems of interest, one cannot achieve an i.i.d. sampling of the associated sequence of probability distributions. A sequential Monte Carlo (SMC) version of the MLMC method is introduced to deal with this problem. In conclusion, it is shown that under appropriate assumptions, the attractive property of a reduction of the amount of computational effort to estimate expectations, for a given level of error, can be maintained within the SMC context.« less

A Monte Carlo Approach to Modeling the Breakup of the Space Launch System EM-1 Core Stage with an Integrated Blast and Fragment Catalogue

NASA Technical Reports Server (NTRS)

Richardson, Erin; Hays, M. J.; Blackwood, J. M.; Skinner, T.

2014-01-01

The Liquid Propellant Fragment Overpressure Acceleration Model (L-FOAM) is a tool developed by Bangham Engineering Incorporated (BEi) that produces a representative debris cloud from an exploding liquid-propellant launch vehicle. Here it is applied to the Core Stage (CS) of the National Aeronautics and Space Administration (NASA) Space Launch System (SLS launch vehicle). A combination of Probability Density Functions (PDF) based on empirical data from rocket accidents and applicable tests, as well as SLS specific geometry are combined in a MATLAB script to create unique fragment catalogues each time L-FOAM is run-tailored for a Monte Carlo approach for risk analysis. By accelerating the debris catalogue with the BEi blast model for liquid hydrogen / liquid oxygen explosions, the result is a fully integrated code that models the destruction of the CS at a given point in its trajectory and generates hundreds of individual fragment catalogues with initial imparted velocities. The BEi blast model provides the blast size (radius) and strength (overpressure) as probabilities based on empirical data and anchored with analytical work. The coupling of the L-FOAM catalogue with the BEi blast model is validated with a simulation of the Project PYRO S-IV destruct test. When running a Monte Carlo simulation, L-FOAM can accelerate all catalogues with the same blast (mean blast, 2 s blast, etc.), or vary the blast size and strength based on their respective probabilities. L-FOAM then propagates these fragments until impact with the earth. Results from L-FOAM include a description of each fragment (dimensions, weight, ballistic coefficient, type and initial location on the rocket), imparted velocity from the blast, and impact data depending on user desired application. LFOAM application is for both near-field (fragment impact to escaping crew capsule) and far-field (fragment ground impact footprint) safety considerations. The user is thus able to use statistics from a Monte Carlo set of L-FOAM catalogues to quantify risk for a multitude of potential CS destruct scenarios. Examples include the effect of warning time on the survivability of an escaping crew capsule or the maximum fragment velocities generated by the ignition of leaking propellants in internal cavities.

Lognormal Approximations of Fault Tree Uncertainty Distributions.

PubMed

El-Shanawany, Ashraf Ben; Ardron, Keith H; Walker, Simon P

2018-01-26

Fault trees are used in reliability modeling to create logical models of fault combinations that can lead to undesirable events. The output of a fault tree analysis (the top event probability) is expressed in terms of the failure probabilities of basic events that are input to the model. Typically, the basic event probabilities are not known exactly, but are modeled as probability distributions: therefore, the top event probability is also represented as an uncertainty distribution. Monte Carlo methods are generally used for evaluating the uncertainty distribution, but such calculations are computationally intensive and do not readily reveal the dominant contributors to the uncertainty. In this article, a closed-form approximation for the fault tree top event uncertainty distribution is developed, which is applicable when the uncertainties in the basic events of the model are lognormally distributed. The results of the approximate method are compared with results from two sampling-based methods: namely, the Monte Carlo method and the Wilks method based on order statistics. It is shown that the closed-form expression can provide a reasonable approximation to results obtained by Monte Carlo sampling, without incurring the computational expense. The Wilks method is found to be a useful means of providing an upper bound for the percentiles of the uncertainty distribution while being computationally inexpensive compared with full Monte Carlo sampling. The lognormal approximation method and Wilks's method appear attractive, practical alternatives for the evaluation of uncertainty in the output of fault trees and similar multilinear models. © 2018 Society for Risk Analysis.

Application of the Markov Chain Monte Carlo method for snow water equivalent retrieval based on passive microwave measurements

NASA Astrophysics Data System (ADS)

Pan, J.; Durand, M. T.; Vanderjagt, B. J.

2015-12-01

Markov Chain Monte Carlo (MCMC) method is a retrieval algorithm based on Bayes' rule, which starts from an initial state of snow/soil parameters, and updates it to a series of new states by comparing the posterior probability of simulated snow microwave signals before and after each time of random walk. It is a realization of the Bayes' rule, which gives an approximation to the probability of the snow/soil parameters in condition of the measured microwave TB signals at different bands. Although this method could solve all snow parameters including depth, density, snow grain size and temperature at the same time, it still needs prior information of these parameters for posterior probability calculation. How the priors will influence the SWE retrieval is a big concern. Therefore, in this paper at first, a sensitivity test will be carried out to study how accurate the snow emission models and how explicit the snow priors need to be to maintain the SWE error within certain amount. The synthetic TB simulated from the measured snow properties plus a 2-K observation error will be used for this purpose. It aims to provide a guidance on the MCMC application under different circumstances. Later, the method will be used for the snowpits at different sites, including Sodankyla, Finland, Churchill, Canada and Colorado, USA, using the measured TB from ground-based radiometers at different bands. Based on the previous work, the error in these practical cases will be studied, and the error sources will be separated and quantified.

Efficient reliability analysis of structures with the rotational quasi-symmetric point- and the maximum entropy methods

NASA Astrophysics Data System (ADS)

Xu, Jun; Dang, Chao; Kong, Fan

2017-10-01

This paper presents a new method for efficient structural reliability analysis. In this method, a rotational quasi-symmetric point method (RQ-SPM) is proposed for evaluating the fractional moments of the performance function. Then, the derivation of the performance function's probability density function (PDF) is carried out based on the maximum entropy method in which constraints are specified in terms of fractional moments. In this regard, the probability of failure can be obtained by a simple integral over the performance function's PDF. Six examples, including a finite element-based reliability analysis and a dynamic system with strong nonlinearity, are used to illustrate the efficacy of the proposed method. All the computed results are compared with those by Monte Carlo simulation (MCS). It is found that the proposed method can provide very accurate results with low computational effort.

Statistical methods for thermonuclear reaction rates and nucleosynthesis simulations

NASA Astrophysics Data System (ADS)

Iliadis, Christian; Longland, Richard; Coc, Alain; Timmes, F. X.; Champagne, Art E.

2015-03-01

Rigorous statistical methods for estimating thermonuclear reaction rates and nucleosynthesis are becoming increasingly established in nuclear astrophysics. The main challenge being faced is that experimental reaction rates are highly complex quantities derived from a multitude of different measured nuclear parameters (e.g., astrophysical S-factors, resonance energies and strengths, particle and γ-ray partial widths). We discuss the application of the Monte Carlo method to two distinct, but related, questions. First, given a set of measured nuclear parameters, how can one best estimate the resulting thermonuclear reaction rates and associated uncertainties? Second, given a set of appropriate reaction rates, how can one best estimate the abundances from nucleosynthesis (i.e., reaction network) calculations? The techniques described here provide probability density functions that can be used to derive statistically meaningful reaction rates and final abundances for any desired coverage probability. Examples are given for applications to s-process neutron sources, core-collapse supernovae, classical novae, and Big Bang nucleosynthesis.

A study of hydrogen diffusion flames using PDF turbulence model

NASA Technical Reports Server (NTRS)

Hsu, Andrew T.

1991-01-01

The application of probability density function (pdf) turbulence models is addressed. For the purpose of accurate prediction of turbulent combustion, an algorithm that combines a conventional computational fluid dynamic (CFD) flow solver with the Monte Carlo simulation of the pdf evolution equation was developed. The algorithm was validated using experimental data for a heated turbulent plane jet. The study of H2-F2 diffusion flames was carried out using this algorithm. Numerical results compared favorably with experimental data. The computations show that the flame center shifts as the equivalence ratio changes, and that for the same equivalence ratio, similarity solutions for flames exist.

A study of hydrogen diffusion flames using PDF turbulence model

NASA Technical Reports Server (NTRS)

Hsu, Andrew T.

1991-01-01

The application of probability density function (pdf) turbulence models is addressed in this work. For the purpose of accurate prediction of turbulent combustion, an algorithm that combines a conventional CFD flow solver with the Monte Carlo simulation of the pdf evolution equation has been developed. The algorithm has been validated using experimental data for a heated turbulent plane jet. The study of H2-F2 diffusion flames has been carried out using this algorithm. Numerical results compared favorably with experimental data. The computuations show that the flame center shifts as the equivalence ratio changes, and that for the same equivalence ratio, similarity solutions for flames exist.

PDF approach for turbulent scalar field: Some recent developments

NASA Technical Reports Server (NTRS)

Gao, Feng

1993-01-01

The probability density function (PDF) method has been proven a very useful approach in turbulence research. It has been particularly effective in simulating turbulent reacting flows and in studying some detailed statistical properties generated by a turbulent field There are, however, some important questions that have yet to be answered in PDF studies. Our efforts in the past year have been focused on two areas. First, a simple mixing model suitable for Monte Carlo simulations has been developed based on the mapping closure. Secondly, the mechanism of turbulent transport has been analyzed in order to understand the recently observed abnormal PDF's of turbulent temperature fields generated by linear heat sources.

The isolation limits of stochastic vibration

NASA Technical Reports Server (NTRS)

Knopse, C. R.; Allaire, P. E.

1993-01-01

The vibration isolation problem is formulated as a 1D kinematic problem. The geometry of the stochastic wall trajectories arising from the stroke constraint is defined in terms of their significant extrema. An optimal control solution for the minimum acceleration return path determines a lower bound on platform mean square acceleration. This bound is expressed in terms of the probability density function on the significant maxima and the conditional fourth moment of the first passage time inverse. The first of these is found analytically while the second is found using a Monte Carlo simulation. The rms acceleration lower bound as a function of available space is then determined through numerical quadrature.

Estimation of insurance premiums for coverage against natural disaster risk: an application of Bayesian Inference

NASA Astrophysics Data System (ADS)

Paudel, Y.; Botzen, W. J. W.; Aerts, J. C. J. H.

2013-03-01

This study applies Bayesian Inference to estimate flood risk for 53 dyke ring areas in the Netherlands, and focuses particularly on the data scarcity and extreme behaviour of catastrophe risk. The probability density curves of flood damage are estimated through Monte Carlo simulations. Based on these results, flood insurance premiums are estimated using two different practical methods that each account in different ways for an insurer's risk aversion and the dispersion rate of loss data. This study is of practical relevance because insurers have been considering the introduction of flood insurance in the Netherlands, which is currently not generally available.

Estimate of radiation damage to low-level electronics of the RF system in the LHC cavities arising from beam gas collisions.

PubMed

Butterworth, A; Ferrari, A; Tsoulou, E; Vlachoudis, V; Wijnands, T

2005-01-01

Monte Carlo simulations have been performed to estimate the radiation damage induced by high-energy hadrons in the digital electronics of the RF low-level systems in the LHC cavities. High-energy hadrons are generated when the proton beams interact with the residual gas. The contributions from various elements-vacuum chambers, cryogenic cavities, wideband pickups and cryomodule beam tubes-have been considered individually, with each contribution depending on the gas composition and density. The probability of displacement damage and single event effects (mainly single event upsets) is derived for the LHC start-up conditions.

Quantifying volcanic hazard at Campi Flegrei caldera (Italy) with uncertainty assessment: 2. Pyroclastic density current invasion maps

NASA Astrophysics Data System (ADS)

Neri, Augusto; Bevilacqua, Andrea; Esposti Ongaro, Tomaso; Isaia, Roberto; Aspinall, Willy P.; Bisson, Marina; Flandoli, Franco; Baxter, Peter J.; Bertagnini, Antonella; Iannuzzi, Enrico; Orsucci, Simone; Pistolesi, Marco; Rosi, Mauro; Vitale, Stefano

2015-04-01

Campi Flegrei (CF) is an example of an active caldera containing densely populated settlements at very high risk of pyroclastic density currents (PDCs). We present here an innovative method for assessing background spatial PDC hazard in a caldera setting with probabilistic invasion maps conditional on the occurrence of an explosive event. The method encompasses the probabilistic assessment of potential vent opening positions, derived in the companion paper, combined with inferences about the spatial density distribution of PDC invasion areas from a simplified flow model, informed by reconstruction of deposits from eruptions in the last 15 ka. The flow model describes the PDC kinematics and accounts for main effects of topography on flow propagation. Structured expert elicitation is used to incorporate certain sources of epistemic uncertainty, and a Monte Carlo approach is adopted to produce a set of probabilistic hazard maps for the whole CF area. Our findings show that, in case of eruption, almost the entire caldera is exposed to invasion with a mean probability of at least 5%, with peaks greater than 50% in some central areas. Some areas outside the caldera are also exposed to this danger, with mean probabilities of invasion of the order of 5-10%. Our analysis suggests that these probability estimates have location-specific uncertainties which can be substantial. The results prove to be robust with respect to alternative elicitation models and allow the influence on hazard mapping of different sources of uncertainty, and of theoretical and numerical assumptions, to be quantified.

Development code for sensitivity and uncertainty analysis of input on the MCNPX for neutronic calculation in PWR core

NASA Astrophysics Data System (ADS)

Hartini, Entin; Andiwijayakusuma, Dinan

2014-09-01

This research was carried out on the development of code for uncertainty analysis is based on a statistical approach for assessing the uncertainty input parameters. In the butn-up calculation of fuel, uncertainty analysis performed for input parameters fuel density, coolant density and fuel temperature. This calculation is performed during irradiation using Monte Carlo N-Particle Transport. The Uncertainty method based on the probabilities density function. Development code is made in python script to do coupling with MCNPX for criticality and burn-up calculations. Simulation is done by modeling the geometry of PWR terrace, with MCNPX on the power 54 MW with fuel type UO2 pellets. The calculation is done by using the data library continuous energy cross-sections ENDF / B-VI. MCNPX requires nuclear data in ACE format. Development of interfaces for obtaining nuclear data in the form of ACE format of ENDF through special process NJOY calculation to temperature changes in a certain range.

Development code for sensitivity and uncertainty analysis of input on the MCNPX for neutronic calculation in PWR core

DOE Office of Scientific and Technical Information (OSTI.GOV)

Hartini, Entin, E-mail: entin@batan.go.id; Andiwijayakusuma, Dinan, E-mail: entin@batan.go.id

2014-09-30

This research was carried out on the development of code for uncertainty analysis is based on a statistical approach for assessing the uncertainty input parameters. In the butn-up calculation of fuel, uncertainty analysis performed for input parameters fuel density, coolant density and fuel temperature. This calculation is performed during irradiation using Monte Carlo N-Particle Transport. The Uncertainty method based on the probabilities density function. Development code is made in python script to do coupling with MCNPX for criticality and burn-up calculations. Simulation is done by modeling the geometry of PWR terrace, with MCNPX on the power 54 MW with fuelmore » type UO2 pellets. The calculation is done by using the data library continuous energy cross-sections ENDF / B-VI. MCNPX requires nuclear data in ACE format. Development of interfaces for obtaining nuclear data in the form of ACE format of ENDF through special process NJOY calculation to temperature changes in a certain range.« less

Probability techniques for reliability analysis of composite materials

NASA Technical Reports Server (NTRS)

Wetherhold, Robert C.; Ucci, Anthony M.

1994-01-01

Traditional design approaches for composite materials have employed deterministic criteria for failure analysis. New approaches are required to predict the reliability of composite structures since strengths and stresses may be random variables. This report will examine and compare methods used to evaluate the reliability of composite laminae. The two types of methods that will be evaluated are fast probability integration (FPI) methods and Monte Carlo methods. In these methods, reliability is formulated as the probability that an explicit function of random variables is less than a given constant. Using failure criteria developed for composite materials, a function of design variables can be generated which defines a 'failure surface' in probability space. A number of methods are available to evaluate the integration over the probability space bounded by this surface; this integration delivers the required reliability. The methods which will be evaluated are: the first order, second moment FPI methods; second order, second moment FPI methods; the simple Monte Carlo; and an advanced Monte Carlo technique which utilizes importance sampling. The methods are compared for accuracy, efficiency, and for the conservativism of the reliability estimation. The methodology involved in determining the sensitivity of the reliability estimate to the design variables (strength distributions) and importance factors is also presented.

A principled dimension-reduction method for the population density approach to modeling networks of neurons with synaptic dynamics.

PubMed

Ly, Cheng

2013-10-01

The population density approach to neural network modeling has been utilized in a variety of contexts. The idea is to group many similar noisy neurons into populations and track the probability density function for each population that encompasses the proportion of neurons with a particular state rather than simulating individual neurons (i.e., Monte Carlo). It is commonly used for both analytic insight and as a time-saving computational tool. The main shortcoming of this method is that when realistic attributes are incorporated in the underlying neuron model, the dimension of the probability density function increases, leading to intractable equations or, at best, computationally intensive simulations. Thus, developing principled dimension-reduction methods is essential for the robustness of these powerful methods. As a more pragmatic tool, it would be of great value for the larger theoretical neuroscience community. For exposition of this method, we consider a single uncoupled population of leaky integrate-and-fire neurons receiving external excitatory synaptic input only. We present a dimension-reduction method that reduces a two-dimensional partial differential-integral equation to a computationally efficient one-dimensional system and gives qualitatively accurate results in both the steady-state and nonequilibrium regimes. The method, termed modified mean-field method, is based entirely on the governing equations and not on any auxiliary variables or parameters, and it does not require fine-tuning. The principles of the modified mean-field method have potential applicability to more realistic (i.e., higher-dimensional) neural networks.

Environmental dependence of the galaxy stellar mass function in the Dark Energy Survey Science Verification Data

DOE PAGES

Etherington, J.; Thomas, D.; Maraston, C.; ...

2016-01-04

Measurements of the galaxy stellar mass function are crucial to understand the formation of galaxies in the Universe. In a hierarchical clustering paradigm it is plausible that there is a connection between the properties of galaxies and their environments. Evidence for environmental trends has been established in the local Universe. The Dark Energy Survey (DES) provides large photometric datasets that enable further investigation of the assembly of mass. In this study we use ~3.2 million galaxies from the (South Pole Telescope) SPT-East field in the DES science verification (SV) dataset. From grizY photometry we derive galaxy stellar masses and absolutemore » magnitudes, and determine the errors on these properties using Monte-Carlo simulations using the full photometric redshift probability distributions. We compute galaxy environments using a fixed conical aperture for a range of scales. We construct galaxy environment probability distribution functions and investigate the dependence of the environment errors on the aperture parameters. We compute the environment components of the galaxy stellar mass function for the redshift range 0.15 < z < 1.05. For z < 0.75 we find that the fraction of massive galaxies is larger in high density environment than in low density environments. We show that the low density and high density components converge with increasing redshift up to z ~ 1.0 where the shapes of the mass function components are indistinguishable. As a result, our study shows how high density structures build up around massive galaxies through cosmic time.« less

Site specific probability of passive acoustic detection of humpback whale calls from single fixed hydrophones.

PubMed

Helble, Tyler A; D'Spain, Gerald L; Hildebrand, John A; Campbell, Gregory S; Campbell, Richard L; Heaney, Kevin D

2013-09-01

Passive acoustic monitoring of marine mammal calls is an increasingly important method for assessing population numbers, distribution, and behavior. A common mistake in the analysis of marine mammal acoustic data is formulating conclusions about these animals without first understanding how environmental properties such as bathymetry, sediment properties, water column sound speed, and ocean acoustic noise influence the detection and character of vocalizations in the acoustic data. The approach in this paper is to use Monte Carlo simulations with a full wave field acoustic propagation model to characterize the site specific probability of detection of six types of humpback whale calls at three passive acoustic monitoring locations off the California coast. Results show that the probability of detection can vary by factors greater than ten when comparing detections across locations, or comparing detections at the same location over time, due to environmental effects. Effects of uncertainties in the inputs to the propagation model are also quantified, and the model accuracy is assessed by comparing calling statistics amassed from 24,690 humpback units recorded in the month of October 2008. Under certain conditions, the probability of detection can be estimated with uncertainties sufficiently small to allow for accurate density estimates.

Event-chain Monte Carlo algorithms for three- and many-particle interactions

NASA Astrophysics Data System (ADS)

Harland, J.; Michel, M.; Kampmann, T. A.; Kierfeld, J.

2017-02-01

We generalize the rejection-free event-chain Monte Carlo algorithm from many-particle systems with pairwise interactions to systems with arbitrary three- or many-particle interactions. We introduce generalized lifting probabilities between particles and obtain a general set of equations for lifting probabilities, the solution of which guarantees maximal global balance. We validate the resulting three-particle event-chain Monte Carlo algorithms on three different systems by comparison with conventional local Monte Carlo simulations: i) a test system of three particles with a three-particle interaction that depends on the enclosed triangle area; ii) a hard-needle system in two dimensions, where needle interactions constitute three-particle interactions of the needle end points; iii) a semiflexible polymer chain with a bending energy, which constitutes a three-particle interaction of neighboring chain beads. The examples demonstrate that the generalization to many-particle interactions broadens the applicability of event-chain algorithms considerably.

A Probabilistic Model for Predicting Attenuation of Viruses During Percolation in Unsaturated Natural Barriers

NASA Astrophysics Data System (ADS)

Faulkner, B. R.; Lyon, W. G.

2001-12-01

We present a probabilistic model for predicting virus attenuation. The solution employs the assumption of complete mixing. Monte Carlo methods are used to generate ensemble simulations of virus attenuation due to physical, biological, and chemical factors. The model generates a probability of failure to achieve 4-log attenuation. We tabulated data from related studies to develop probability density functions for input parameters, and utilized a database of soil hydraulic parameters based on the 12 USDA soil categories. Regulators can use the model based on limited information such as boring logs, climate data, and soil survey reports for a particular site of interest. Plackett-Burman sensitivity analysis indicated the most important main effects on probability of failure to achieve 4-log attenuation in our model were mean logarithm of saturated hydraulic conductivity (+0.396), mean water content (+0.203), mean solid-water mass transfer coefficient (-0.147), and the mean solid-water equilibrium partitioning coefficient (-0.144). Using the model, we predicted the probability of failure of a one-meter thick proposed hydrogeologic barrier and a water content of 0.3. With the currently available data and the associated uncertainty, we predicted soils classified as sand would fail (p=0.999), silt loams would also fail (p=0.292), but soils classified as clays would provide the required 4-log attenuation (p=0.001). The model is extendible in the sense that probability density functions of parameters can be modified as future studies refine the uncertainty, and the lightweight object-oriented design of the computer model (implemented in Java) will facilitate reuse with modified classes. This is an abstract of a proposed presentation and does not necessarily reflect EPA policy.

Analysis of Naval Ammunition Stock Positioning

DTIC Science & Technology

2015-12-01

model takes once the Monte -Carlo simulation determines the assigned probabilities for site-to-site locations. Column two shows how the simulation...stockpiles and positioning them at coastal Navy facilities. A Monte -Carlo simulation model was developed to simulate expected cost and delivery...TERMS supply chain management, Monte -Carlo simulation, risk, delivery performance, stock positioning 15. NUMBER OF PAGES 85 16. PRICE CODE 17

Modeling the frequency-dependent detective quantum efficiency of photon-counting x-ray detectors.

PubMed

Stierstorfer, Karl

2018-01-01

To find a simple model for the frequency-dependent detective quantum efficiency (DQE) of photon-counting detectors in the low flux limit. Formula for the spatial cross-talk, the noise power spectrum and the DQE of a photon-counting detector working at a given threshold are derived. Parameters are probabilities for types of events like single counts in the central pixel, double counts in the central pixel and a neighboring pixel or single count in a neighboring pixel only. These probabilities can be derived in a simple model by extensive use of Monte Carlo techniques: The Monte Carlo x-ray propagation program MOCASSIM is used to simulate the energy deposition from the x-rays in the detector material. A simple charge cloud model using Gaussian clouds of fixed width is used for the propagation of the electric charge generated by the primary interactions. Both stages are combined in a Monte Carlo simulation randomizing the location of impact which finally produces the required probabilities. The parameters of the charge cloud model are fitted to the spectral response to a polychromatic spectrum measured with our prototype detector. Based on the Monte Carlo model, the DQE of photon-counting detectors as a function of spatial frequency is calculated for various pixel sizes, photon energies, and thresholds. The frequency-dependent DQE of a photon-counting detector in the low flux limit can be described with an equation containing only a small set of probabilities as input. Estimates for the probabilities can be derived from a simple model of the detector physics. © 2017 American Association of Physicists in Medicine.

A Probabilistic Cell Tracking Algorithm

NASA Astrophysics Data System (ADS)

Steinacker, Reinhold; Mayer, Dieter; Leiding, Tina; Lexer, Annemarie; Umdasch, Sarah

2013-04-01

The research described below was carried out during the EU-Project Lolight - development of a low cost, novel and accurate lightning mapping and thunderstorm (supercell) tracking system. The Project aims to develop a small-scale tracking method to determine and nowcast characteristic trajectories and velocities of convective cells and cell complexes. The results of the algorithm will provide a higher accuracy than current locating systems distributed on a coarse scale. Input data for the developed algorithm are two temporally separated lightning density fields. Additionally a Monte Carlo method minimizing a cost function is utilizied which leads to a probabilistic forecast for the movement of thunderstorm cells. In the first step the correlation coefficients between the first and the second density field are computed. Hence, the first field is shifted by all shifting vectors which are physically allowed. The maximum length of each vector is determined by the maximum possible speed of thunderstorm cells and the difference in time for both density fields. To eliminate ambiguities in determination of directions and velocities, the so called Random Walker of the Monte Carlo process is used. Using this method a grid point is selected at random. Moreover, one vector out of all predefined shifting vectors is suggested - also at random but with a probability that is related to the correlation coefficient. If this exchange of shifting vectors reduces the cost function, the new direction and velocity are accepted. Otherwise it is discarded. This process is repeated until the change of cost functions falls below a defined threshold. The Monte Carlo run gives information about the percentage of accepted shifting vectors for all grid points. In the course of the forecast, amplifications of cell density are permitted. For this purpose, intensity changes between the investigated areas of both density fields are taken into account. Knowing the direction and speed of thunderstorm cells is important for nowcasting. Therefore, the presented method is based on IC discharges which account for most lightning discharges and occur minutes before the first CG discharge. The cell tracking algorithm will be used as part of the integrated LoLight system. The research leading to these results has received funding from the European Union's Seventh Framework Programme managed by REA-Research Executive Agency http://ec.europa.eu/research/rea ([FP7/2007-2013] [FP7/2007-2011]) under grant agreement n° [262200].

Statistical time-dependent model for the interstellar gas

NASA Technical Reports Server (NTRS)

Gerola, H.; Kafatos, M.; Mccray, R.

1974-01-01

We present models for temperature and ionization structure of low, uniform-density (approximately 0.3 per cu cm) interstellar gas in a galactic disk which is exposed to soft X rays from supernova outbursts occurring randomly in space and time. The structure was calculated by computing the time record of temperature and ionization at a given point by Monte Carlo simulation. The calculation yields probability distribution functions for ionized fraction, temperature, and their various observable moments. These time-dependent models predict a bimodal temperature distribution of the gas that agrees with various observations. Cold regions in the low-density gas may have the appearance of clouds in 21-cm absorption. The time-dependent model, in contrast to the steady-state model, predicts large fluctuations in ionization rate and the existence of cold (approximately 30 K), ionized (ionized fraction equal to about 0.1) regions.

M-dwarf exoplanet surface density distribution. A log-normal fit from 0.07 to 400 AU

NASA Astrophysics Data System (ADS)

Meyer, Michael R.; Amara, Adam; Reggiani, Maddalena; Quanz, Sascha P.

2018-04-01

Aims: We fit a log-normal function to the M-dwarf orbital surface density distribution of gas giant planets, over the mass range 1-10 times that of Jupiter, from 0.07 to 400 AU. Methods: We used a Markov chain Monte Carlo approach to explore the likelihoods of various parameter values consistent with point estimates of the data given our assumed functional form. Results: This fit is consistent with radial velocity, microlensing, and direct-imaging observations, is well-motivated from theoretical and phenomenological points of view, and predicts results of future surveys. We present probability distributions for each parameter and a maximum likelihood estimate solution. Conclusions: We suggest that this function makes more physical sense than other widely used functions, and we explore the implications of our results on the design of future exoplanet surveys.

A scan statistic for binary outcome based on hypergeometric probability model, with an application to detecting spatial clusters of Japanese encephalitis.

PubMed

Zhao, Xing; Zhou, Xiao-Hua; Feng, Zijian; Guo, Pengfei; He, Hongyan; Zhang, Tao; Duan, Lei; Li, Xiaosong

2013-01-01

As a useful tool for geographical cluster detection of events, the spatial scan statistic is widely applied in many fields and plays an increasingly important role. The classic version of the spatial scan statistic for the binary outcome is developed by Kulldorff, based on the Bernoulli or the Poisson probability model. In this paper, we apply the Hypergeometric probability model to construct the likelihood function under the null hypothesis. Compared with existing methods, the likelihood function under the null hypothesis is an alternative and indirect method to identify the potential cluster, and the test statistic is the extreme value of the likelihood function. Similar with Kulldorff's methods, we adopt Monte Carlo test for the test of significance. Both methods are applied for detecting spatial clusters of Japanese encephalitis in Sichuan province, China, in 2009, and the detected clusters are identical. Through a simulation to independent benchmark data, it is indicated that the test statistic based on the Hypergeometric model outweighs Kulldorff's statistics for clusters of high population density or large size; otherwise Kulldorff's statistics are superior.

Monte Carlo study of four dimensional binary hard hypersphere mixtures

NASA Astrophysics Data System (ADS)

Bishop, Marvin; Whitlock, Paula A.

2012-01-01

A multithreaded Monte Carlo code was used to study the properties of binary mixtures of hard hyperspheres in four dimensions. The ratios of the diameters of the hyperspheres examined were 0.4, 0.5, 0.6, and 0.8. Many total densities of the binary mixtures were investigated. The pair correlation functions and the equations of state were determined and compared with other simulation results and theoretical predictions. At lower diameter ratios the pair correlation functions of the mixture agree with the pair correlation function of a one component fluid at an appropriately scaled density. The theoretical results for the equation of state compare well to the Monte Carlo calculations for all but the highest densities studied.

Baseball Monte Carlo Style.

ERIC Educational Resources Information Center

Houser, Larry L.

1981-01-01

Monte Carlo methods are used to simulate activities in baseball such as a team's "hot streak" and a hitter's "batting slump." Student participation in such simulations is viewed as a useful method of giving pupils a better understanding of the probability concepts involved. (MP)

Honest Importance Sampling with Multiple Markov Chains

PubMed Central

Tan, Aixin; Doss, Hani; Hobert, James P.

2017-01-01

Importance sampling is a classical Monte Carlo technique in which a random sample from one probability density, π1, is used to estimate an expectation with respect to another, π. The importance sampling estimator is strongly consistent and, as long as two simple moment conditions are satisfied, it obeys a central limit theorem (CLT). Moreover, there is a simple consistent estimator for the asymptotic variance in the CLT, which makes for routine computation of standard errors. Importance sampling can also be used in the Markov chain Monte Carlo (MCMC) context. Indeed, if the random sample from π1 is replaced by a Harris ergodic Markov chain with invariant density π1, then the resulting estimator remains strongly consistent. There is a price to be paid however, as the computation of standard errors becomes more complicated. First, the two simple moment conditions that guarantee a CLT in the iid case are not enough in the MCMC context. Second, even when a CLT does hold, the asymptotic variance has a complex form and is difficult to estimate consistently. In this paper, we explain how to use regenerative simulation to overcome these problems. Actually, we consider a more general set up, where we assume that Markov chain samples from several probability densities, π1, …, πk, are available. We construct multiple-chain importance sampling estimators for which we obtain a CLT based on regeneration. We show that if the Markov chains converge to their respective target distributions at a geometric rate, then under moment conditions similar to those required in the iid case, the MCMC-based importance sampling estimator obeys a CLT. Furthermore, because the CLT is based on a regenerative process, there is a simple consistent estimator of the asymptotic variance. We illustrate the method with two applications in Bayesian sensitivity analysis. The first concerns one-way random effects models under different priors. The second involves Bayesian variable selection in linear regression, and for this application, importance sampling based on multiple chains enables an empirical Bayes approach to variable selection. PMID:28701855

Honest Importance Sampling with Multiple Markov Chains.

PubMed

Tan, Aixin; Doss, Hani; Hobert, James P

2015-01-01

Importance sampling is a classical Monte Carlo technique in which a random sample from one probability density, π 1 , is used to estimate an expectation with respect to another, π . The importance sampling estimator is strongly consistent and, as long as two simple moment conditions are satisfied, it obeys a central limit theorem (CLT). Moreover, there is a simple consistent estimator for the asymptotic variance in the CLT, which makes for routine computation of standard errors. Importance sampling can also be used in the Markov chain Monte Carlo (MCMC) context. Indeed, if the random sample from π 1 is replaced by a Harris ergodic Markov chain with invariant density π 1 , then the resulting estimator remains strongly consistent. There is a price to be paid however, as the computation of standard errors becomes more complicated. First, the two simple moment conditions that guarantee a CLT in the iid case are not enough in the MCMC context. Second, even when a CLT does hold, the asymptotic variance has a complex form and is difficult to estimate consistently. In this paper, we explain how to use regenerative simulation to overcome these problems. Actually, we consider a more general set up, where we assume that Markov chain samples from several probability densities, π 1 , …, π k , are available. We construct multiple-chain importance sampling estimators for which we obtain a CLT based on regeneration. We show that if the Markov chains converge to their respective target distributions at a geometric rate, then under moment conditions similar to those required in the iid case, the MCMC-based importance sampling estimator obeys a CLT. Furthermore, because the CLT is based on a regenerative process, there is a simple consistent estimator of the asymptotic variance. We illustrate the method with two applications in Bayesian sensitivity analysis. The first concerns one-way random effects models under different priors. The second involves Bayesian variable selection in linear regression, and for this application, importance sampling based on multiple chains enables an empirical Bayes approach to variable selection.

DOE Office of Scientific and Technical Information (OSTI.GOV)

Slater, Paul B.

Paralleling our recent computationally intensive (quasi-Monte Carlo) work for the case N=4 (e-print quant-ph/0308037), we undertake the task for N=6 of computing to high numerical accuracy, the formulas of Sommers and Zyczkowski (e-print quant-ph/0304041) for the (N{sup 2}-1)-dimensional volume and (N{sup 2}-2)-dimensional hyperarea of the (separable and nonseparable) NxN density matrices, based on the Bures (minimal monotone) metric--and also their analogous formulas (e-print quant-ph/0302197) for the (nonmonotone) flat Hilbert-Schmidt metric. With the same seven 10{sup 9} well-distributed ('low-discrepancy') sample points, we estimate the unknown volumes and hyperareas based on five additional (monotone) metrics of interest, including the Kubo-Mori and Wigner-Yanase.more » Further, we estimate all of these seven volume and seven hyperarea (unknown) quantities when restricted to the separable density matrices. The ratios of separable volumes (hyperareas) to separable plus nonseparable volumes (hyperareas) yield estimates of the separability probabilities of generically rank-6 (rank-5) density matrices. The (rank-6) separability probabilities obtained based on the 35-dimensional volumes appear to be--independently of the metric (each of the seven inducing Haar measure) employed--twice as large as those (rank-5 ones) based on the 34-dimensional hyperareas. (An additional estimate--33.9982--of the ratio of the rank-6 Hilbert-Schmidt separability probability to the rank-4 one is quite clearly close to integral too.) The doubling relationship also appears to hold for the N=4 case for the Hilbert-Schmidt metric, but not the others. We fit simple exact formulas to our estimates of the Hilbert-Schmidt separable volumes and hyperareas in both the N=4 and N=6 cases.« less

Analysis of mean seismic ground motion and its uncertainty based on the UCERF3 geologic slip rate model with uncertainty for California

USGS Publications Warehouse

Zeng, Yuehua

2018-01-01

The Uniform California Earthquake Rupture Forecast v.3 (UCERF3) model (Field et al., 2014) considers epistemic uncertainty in fault‐slip rate via the inclusion of multiple rate models based on geologic and/or geodetic data. However, these slip rates are commonly clustered about their mean value and do not reflect the broader distribution of possible rates and associated probabilities. Here, we consider both a double‐truncated 2σ Gaussian and a boxcar distribution of slip rates and use a Monte Carlo simulation to sample the entire range of the distribution for California fault‐slip rates. We compute the seismic hazard following the methodology and logic‐tree branch weights applied to the 2014 national seismic hazard model (NSHM) for the western U.S. region (Petersen et al., 2014, 2015). By applying a new approach developed in this study to the probabilistic seismic hazard analysis (PSHA) using precomputed rates of exceedance from each fault as a Green’s function, we reduce the computer time by about 10^5‐fold and apply it to the mean PSHA estimates with 1000 Monte Carlo samples of fault‐slip rates to compare with results calculated using only the mean or preferred slip rates. The difference in the mean probabilistic peak ground motion corresponding to a 2% in 50‐yr probability of exceedance is less than 1% on average over all of California for both the Gaussian and boxcar probability distributions for slip‐rate uncertainty but reaches about 18% in areas near faults compared with that calculated using the mean or preferred slip rates. The average uncertainties in 1σ peak ground‐motion level are 5.5% and 7.3% of the mean with the relative maximum uncertainties of 53% and 63% for the Gaussian and boxcar probability density function (PDF), respectively.

Technical notes and correspondence: Stochastic robustness of linear time-invariant control systems

NASA Technical Reports Server (NTRS)

Stengel, Robert F.; Ray, Laura R.

1991-01-01

A simple numerical procedure for estimating the stochastic robustness of a linear time-invariant system is described. Monte Carlo evaluations of the system's eigenvalues allows the probability of instability and the related stochastic root locus to be estimated. This analysis approach treats not only Gaussian parameter uncertainties but non-Gaussian cases, including uncertain-but-bounded variation. Confidence intervals for the scalar probability of instability address computational issues inherent in Monte Carlo simulation. Trivial extensions of the procedure admit consideration of alternate discriminants; thus, the probabilities that stipulated degrees of instability will be exceeded or that closed-loop roots will leave desirable regions can also be estimated. Results are particularly amenable to graphical presentation.

LSPRAY-IV: A Lagrangian Spray Module

NASA Technical Reports Server (NTRS)

Raju, M. S.

2012-01-01

LSPRAY-IV is a Lagrangian spray solver developed for application with parallel computing and unstructured grids. It is designed to be massively parallel and could easily be coupled with any existing gas-phase flow and/or Monte Carlo Probability Density Function (PDF) solvers. The solver accommodates the use of an unstructured mesh with mixed elements of either triangular, quadrilateral, and/or tetrahedral type for the gas flow grid representation. It is mainly designed to predict the flow, thermal and transport properties of a rapidly vaporizing spray. Some important research areas covered as a part of the code development are: (1) the extension of combined CFD/scalar-Monte- Carlo-PDF method to spray modeling, (2) the multi-component liquid spray modeling, and (3) the assessment of various atomization models used in spray calculations. The current version contains the extension to the modeling of superheated sprays. The manual provides the user with an understanding of various models involved in the spray formulation, its code structure and solution algorithm, and various other issues related to parallelization and its coupling with other solvers.

Modeling leaching of viruses by the Monte Carlo method.

PubMed

Faulkner, Barton R; Lyon, William G; Khan, Faruque A; Chattopadhyay, Sandip

2003-11-01

A predictive screening model was developed for fate and transport of viruses in the unsaturated zone by applying the final value theorem of Laplace transformation to previously developed governing equations. A database of input parameters allowed Monte Carlo analysis with the model. The resulting kernel densities of predicted attenuation during percolation indicated very small, but finite probabilities of failure for all homogeneous USDA classified soils to attenuate reovirus 3 by 99.99% in one-half meter of gravity drainage. The logarithm of saturated hydraulic conductivity and water to air-water interface mass transfer coefficient affected virus fate and transport about 3 times more than any other parameter, including the logarithm of inactivation rate of suspended viruses. Model results suggest extreme infiltration events may play a predominant role in leaching of viruses in soils, since such events could impact hydraulic conductivity. The air-water interface also appears to play a predominating role in virus transport and fate. Although predictive modeling may provide insight into actual attenuation of viruses, hydrogeologic sensitivity assessments for the unsaturated zone should include a sampling program.

Monte Carlo simulation of errors in the anisotropy of magnetic susceptibility - A second-rank symmetric tensor. [for grains in sedimentary and volcanic rocks

NASA Technical Reports Server (NTRS)

Lienert, Barry R.

1991-01-01

Monte Carlo perturbations of synthetic tensors to evaluate the Hext/Jelinek elliptical confidence regions for anisotropy of magnetic susceptibility (AMS) eigenvectors are used. When the perturbations are 33 percent of the minimum anisotropy, both the shapes and probability densities of the resulting eigenvector distributions agree with the elliptical distributions predicted by the Hext/Jelinek equations. When the perturbation size is increased to 100 percent of the minimum eigenvalue difference, the major axis of the 95 percent confidence ellipse underestimates the observed eigenvector dispersion by about 10 deg. The observed distributions of the principal susceptibilities (eigenvalues) are close to being normal, with standard errors that agree well with the calculated Hext/Jelinek errors. The Hext/Jelinek ellipses are also able to describe the AMS dispersions due to instrumental noise and provide reasonable limits for the AMS dispersions observed in two Hawaiian basaltic dikes. It is concluded that the Hext/Jelinek method provides a satisfactory description of the errors in AMS data and should be a standard part of any AMS data analysis.

Identification of Thyroid Receptor Ant/Agonists in Water Sources Using Mass Balance Analysis and Monte Carlo Simulation

PubMed Central

Shi, Wei; Wei, Si; Hu, Xin-xin; Hu, Guan-jiu; Chen, Cu-lan; Wang, Xin-ru; Giesy, John P.; Yu, Hong-xia

2013-01-01

Some synthetic chemicals, which have been shown to disrupt thyroid hormone (TH) function, have been detected in surface waters and people have the potential to be exposed through water-drinking. Here, the presence of thyroid-active chemicals and their toxic potential in drinking water sources in Yangtze River Delta were investigated by use of instrumental analysis combined with cell-based reporter gene assay. A novel approach was developed to use Monte Carlo simulation, for evaluation of the potential risks of measured concentrations of TH agonists and antagonists and to determine the major contributors to observed thyroid receptor (TR) antagonist potency. None of the extracts exhibited TR agonist potency, while 12 of 14 water samples exhibited TR antagonistic potency. The most probable observed antagonist equivalents ranged from 1.4 to 5.6 µg di-n-butyl phthalate (DNBP)/L, which posed potential risk in water sources. Based on Monte Carlo simulation related mass balance analysis, DNBP accounted for 64.4% for the entire observed antagonist toxic unit in water sources, while diisobutyl phthalate (DIBP), di-n-octyl phthalate (DNOP) and di-2-ethylhexyl phthalate (DEHP) also contributed. The most probable observed equivalent and most probable relative potency (REP) derived from Monte Carlo simulation is useful for potency comparison and responsible chemicals screening. PMID:24204563

A Bayesian approach to modeling 2D gravity data using polygon states

NASA Astrophysics Data System (ADS)

Titus, W. J.; Titus, S.; Davis, J. R.

2015-12-01

We present a Bayesian Markov chain Monte Carlo (MCMC) method for the 2D gravity inversion of a localized subsurface object with constant density contrast. Our models have four parameters: the density contrast, the number of vertices in a polygonal approximation of the object, an upper bound on the ratio of the perimeter squared to the area, and the vertices of a polygon container that bounds the object. Reasonable parameter values can be estimated prior to inversion using a forward model and geologic information. In addition, we assume that the field data have a common random uncertainty that lies between two bounds but that it has no systematic uncertainty. Finally, we assume that there is no uncertainty in the spatial locations of the measurement stations. For any set of model parameters, we use MCMC methods to generate an approximate probability distribution of polygons for the object. We then compute various probability distributions for the object, including the variance between the observed and predicted fields (an important quantity in the MCMC method), the area, the center of area, and the occupancy probability (the probability that a spatial point lies within the object). In addition, we compare probabilities of different models using parallel tempering, a technique which also mitigates trapping in local optima that can occur in certain model geometries. We apply our method to several synthetic data sets generated from objects of varying shape and location. We also analyze a natural data set collected across the Rio Grande Gorge Bridge in New Mexico, where the object (i.e. the air below the bridge) is known and the canyon is approximately 2D. Although there are many ways to view results, the occupancy probability proves quite powerful. We also find that the choice of the container is important. In particular, large containers should be avoided, because the more closely a container confines the object, the better the predictions match properties of object.

Forward and inverse uncertainty quantification using multilevel Monte Carlo algorithms for an elliptic non-local equation

DOE PAGES

Jasra, Ajay; Law, Kody J. H.; Zhou, Yan

2016-01-01

Our paper considers uncertainty quantification for an elliptic nonlocal equation. In particular, it is assumed that the parameters which define the kernel in the nonlocal operator are uncertain and a priori distributed according to a probability measure. It is shown that the induced probability measure on some quantities of interest arising from functionals of the solution to the equation with random inputs is well-defined,s as is the posterior distribution on parameters given observations. As the elliptic nonlocal equation cannot be solved approximate posteriors are constructed. The multilevel Monte Carlo (MLMC) and multilevel sequential Monte Carlo (MLSMC) sampling algorithms are usedmore » for a priori and a posteriori estimation, respectively, of quantities of interest. Furthermore, these algorithms reduce the amount of work to estimate posterior expectations, for a given level of error, relative to Monte Carlo and i.i.d. sampling from the posterior at a given level of approximation of the solution of the elliptic nonlocal equation.« less

Forward and inverse uncertainty quantification using multilevel Monte Carlo algorithms for an elliptic non-local equation

DOE Office of Scientific and Technical Information (OSTI.GOV)

Jasra, Ajay; Law, Kody J. H.; Zhou, Yan

Our paper considers uncertainty quantification for an elliptic nonlocal equation. In particular, it is assumed that the parameters which define the kernel in the nonlocal operator are uncertain and a priori distributed according to a probability measure. It is shown that the induced probability measure on some quantities of interest arising from functionals of the solution to the equation with random inputs is well-defined,s as is the posterior distribution on parameters given observations. As the elliptic nonlocal equation cannot be solved approximate posteriors are constructed. The multilevel Monte Carlo (MLMC) and multilevel sequential Monte Carlo (MLSMC) sampling algorithms are usedmore » for a priori and a posteriori estimation, respectively, of quantities of interest. Furthermore, these algorithms reduce the amount of work to estimate posterior expectations, for a given level of error, relative to Monte Carlo and i.i.d. sampling from the posterior at a given level of approximation of the solution of the elliptic nonlocal equation.« less

Structure of spherical electric double layers with fully asymmetric electrolytes: a systematic study by Monte Carlo simulations and density functional theory.

PubMed

Patra, Chandra N

2014-11-14

A systematic investigation of the spherical electric double layers with the electrolytes having size as well as charge asymmetry is carried out using density functional theory and Monte Carlo simulations. The system is considered within the primitive model, where the macroion is a structureless hard spherical colloid, the small ions as charged hard spheres of different size, and the solvent is represented as a dielectric continuum. The present theory approximates the hard sphere part of the one particle correlation function using a weighted density approach whereas a perturbation expansion around the uniform fluid is applied to evaluate the ionic contribution. The theory is in quantitative agreement with Monte Carlo simulation for the density and the mean electrostatic potential profiles over a wide range of electrolyte concentrations, surface charge densities, valence of small ions, and macroion sizes. The theory provides distinctive evidence of charge and size correlations within the electrode-electrolyte interface in spherical geometry.

Spacecraft Collision Avoidance

NASA Astrophysics Data System (ADS)

Bussy-Virat, Charles

The rapid increase of the number of objects in orbit around the Earth poses a serious threat to operational spacecraft and astronauts. In order to effectively avoid collisions, mission operators need to assess the risk of collision between the satellite and any other object whose orbit is likely to approach its trajectory. Several algorithms predict the probability of collision but have limitations that impair the accuracy of the prediction. An important limitation is that uncertainties in the atmospheric density are usually not taken into account in the propagation of the covariance matrix from current epoch to closest approach time. The Spacecraft Orbital Characterization Kit (SpOCK) was developed to accurately predict the positions and velocities of spacecraft. The central capability of SpOCK is a high accuracy numerical propagator of spacecraft orbits and computations of ancillary parameters. The numerical integration uses a comprehensive modeling of the dynamics of spacecraft in orbit that includes all the perturbing forces that a spacecraft is subject to in orbit. In particular, the atmospheric density is modeled by thermospheric models to allow for an accurate representation of the atmospheric drag. SpOCK predicts the probability of collision between two orbiting objects taking into account the uncertainties in the atmospheric density. Monte Carlo procedures are used to perturb the initial position and velocity of the primary and secondary spacecraft from their covariance matrices. Developed in C, SpOCK supports parallelism to quickly assess the risk of collision so it can be used operationally in real time. The upper atmosphere of the Earth is strongly driven by the solar activity. In particular, abrupt transitions from slow to fast solar wind cause important disturbances of the atmospheric density, hence of the drag acceleration that spacecraft are subject to. The Probability Distribution Function (PDF) model was developed to predict the solar wind speed five days in advance. In particular, the PDF model is able to predict rapid enhancements in the solar wind speed. It was found that 60% of the positive predictions were correct, while 91% of the negative predictions were correct, and 20% to 33% of the peaks in the speed were found by the model. En-semble forecasts provide the forecasters with an estimation of the uncertainty in the prediction, which can be used to derive uncertainties in the atmospheric density and in the drag acceleration. The dissertation then demonstrates that uncertainties in the atmospheric density result in large uncertainties in the prediction of the probability of collision. As an example, the effects of a geomagnetic storm on the probability of collision are illustrated. The research aims at providing tools and analyses that help understand and predict the effects of uncertainties in the atmospheric density on the probability of collision. The ultimate motivation is to support mission operators in making the correct decision with regard to a potential collision avoidance maneuver by providing an uncertainty on the prediction of the probability of collision instead of a single value. This approach can help avoid performing unnecessary costly maneuvers, while making sure that the risk of collision is fully evaluated.

Dose calculation accuracy of the Monte Carlo algorithm for CyberKnife compared with other commercially available dose calculation algorithms.

PubMed

Sharma, Subhash; Ott, Joseph; Williams, Jamone; Dickow, Danny

2011-01-01

Monte Carlo dose calculation algorithms have the potential for greater accuracy than traditional model-based algorithms. This enhanced accuracy is particularly evident in regions of lateral scatter disequilibrium, which can develop during treatments incorporating small field sizes and low-density tissue. A heterogeneous slab phantom was used to evaluate the accuracy of several commercially available dose calculation algorithms, including Monte Carlo dose calculation for CyberKnife, Analytical Anisotropic Algorithm and Pencil Beam convolution for the Eclipse planning system, and convolution-superposition for the Xio planning system. The phantom accommodated slabs of varying density; comparisons between planned and measured dose distributions were accomplished with radiochromic film. The Monte Carlo algorithm provided the most accurate comparison between planned and measured dose distributions. In each phantom irradiation, the Monte Carlo predictions resulted in gamma analysis comparisons >97%, using acceptance criteria of 3% dose and 3-mm distance to agreement. In general, the gamma analysis comparisons for the other algorithms were <95%. The Monte Carlo dose calculation algorithm for CyberKnife provides more accurate dose distribution calculations in regions of lateral electron disequilibrium than commercially available model-based algorithms. This is primarily because of the ability of Monte Carlo algorithms to implicitly account for tissue heterogeneities, density scaling functions; and/or effective depth correction factors are not required. Copyright © 2011 American Association of Medical Dosimetrists. Published by Elsevier Inc. All rights reserved.

Reliability estimation of a N- M-cold-standby redundancy system in a multicomponent stress-strength model with generalized half-logistic distribution

NASA Astrophysics Data System (ADS)

Liu, Yiming; Shi, Yimin; Bai, Xuchao; Zhan, Pei

2018-01-01

In this paper, we study the estimation for the reliability of a multicomponent system, named N- M-cold-standby redundancy system, based on progressive Type-II censoring sample. In the system, there are N subsystems consisting of M statistically independent distributed strength components, and only one of these subsystems works under the impact of stresses at a time and the others remain as standbys. Whenever the working subsystem fails, one from the standbys takes its place. The system fails when the entire subsystems fail. It is supposed that the underlying distributions of random strength and stress both belong to the generalized half-logistic distribution with different shape parameter. The reliability of the system is estimated by using both classical and Bayesian statistical inference. Uniformly minimum variance unbiased estimator and maximum likelihood estimator for the reliability of the system are derived. Under squared error loss function, the exact expression of the Bayes estimator for the reliability of the system is developed by using the Gauss hypergeometric function. The asymptotic confidence interval and corresponding coverage probabilities are derived based on both the Fisher and the observed information matrices. The approximate highest probability density credible interval is constructed by using Monte Carlo method. Monte Carlo simulations are performed to compare the performances of the proposed reliability estimators. A real data set is also analyzed for an illustration of the findings.

Stochastic modeling of macrodispersion in unsaturated heterogeneous porous media. Final report

DOE Office of Scientific and Technical Information (OSTI.GOV)

Yeh, T.C.J.

1995-02-01

Spatial heterogeneity of geologic media leads to uncertainty in predicting both flow and transport in the vadose zone. In this work an efficient and flexible, combined analytical-numerical Monte Carlo approach is developed for the analysis of steady-state flow and transient transport processes in highly heterogeneous, variably saturated porous media. The approach is also used for the investigation of the validity of linear, first order analytical stochastic models. With the Monte Carlo analysis accurate estimates of the ensemble conductivity, head, velocity, and concentration mean and covariance are obtained; the statistical moments describing displacement of solute plumes, solute breakthrough at a compliancemore » surface, and time of first exceedance of a given solute flux level are analyzed; and the cumulative probability density functions for solute flux across a compliance surface are investigated. The results of the Monte Carlo analysis show that for very heterogeneous flow fields, and particularly in anisotropic soils, the linearized, analytical predictions of soil water tension and soil moisture flux become erroneous. Analytical, linearized Lagrangian transport models also overestimate both the longitudinal and the transverse spreading of the mean solute plume in very heterogeneous soils and in dry soils. A combined analytical-numerical conditional simulation algorithm is also developed to estimate the impact of in-situ soil hydraulic measurements on reducing the uncertainty of concentration and solute flux predictions.« less

A transported probability density function/photon Monte Carlo method for high-temperature oxy-natural gas combustion with spectral gas and wall radiation

NASA Astrophysics Data System (ADS)

Zhao, X. Y.; Haworth, D. C.; Ren, T.; Modest, M. F.

2013-04-01

A computational fluid dynamics model for high-temperature oxy-natural gas combustion is developed and exercised. The model features detailed gas-phase chemistry and radiation treatments (a photon Monte Carlo method with line-by-line spectral resolution for gas and wall radiation - PMC/LBL) and a transported probability density function (PDF) method to account for turbulent fluctuations in composition and temperature. The model is first validated for a 0.8 MW oxy-natural gas furnace, and the level of agreement between model and experiment is found to be at least as good as any that has been published earlier. Next, simulations are performed with systematic model variations to provide insight into the roles of individual physical processes and their interplay in high-temperature oxy-fuel combustion. This includes variations in the chemical mechanism and the radiation model, and comparisons of results obtained with versus without the PDF method to isolate and quantify the effects of turbulence-chemistry interactions and turbulence-radiation interactions. In this combustion environment, it is found to be important to account for the interconversion of CO and CO2, and radiation plays a dominant role. The PMC/LBL model allows the effects of molecular gas radiation and wall radiation to be clearly separated and quantified. Radiation and chemistry are tightly coupled through the temperature, and correct temperature prediction is required for correct prediction of the CO/CO2 ratio. Turbulence-chemistry interactions influence the computed flame structure and mean CO levels. Strong local effects of turbulence-radiation interactions are found in the flame, but the net influence of TRI on computed mean temperature and species profiles is small. The ultimate goal of this research is to simulate high-temperature oxy-coal combustion, where accurate treatments of chemistry, radiation and turbulence-chemistry-particle-radiation interactions will be even more important.

Development of a standard soil-to-skin adherence probability density function for use in Monte Carlo analyses of dermal exposure.

PubMed

Finley, B L; Scott, P K; Mayhall, D A

1994-08-01

It has recently been suggested that "standard" data distributions for key exposure variables should be developed wherever appropriate for use in probabilistic or "Monte Carlo" exposure analyses. Soil-on-skin adherence estimates represent an ideal candidate for development of a standard data distribution: There are several readily available studies which offer a consistent pattern of reported results, and more importantly, soil adherence to skin is likely to vary little from site-to-site. In this paper, we thoroughly review each of the published soil adherence studies with respect to study design, sampling, and analytical methods, and level of confidence in the reported results. Based on these studies, probability density functions (PDF) of soil adherence values were examined for different age groups and different sampling techniques. The soil adherence PDF developed from adult data was found to resemble closely the soil adherence PDF based on child data in terms of both central tendency (mean = 0.49 and 0.63 mg-soil/cm2-skin, respectively) and 95th percentile values (1.6 and 2.4 mg-soil/cm2-skin, respectively). Accordingly, a single, "standard" PDF is presented based on all data collected for all age groups. This standard PDF is lognormally distributed; the arithmetic mean and standard deviation are 0.52 +/- 0.9 mg-soil/cm2-skin. Since our review of the literature indicates that soil adherence under environmental conditions will be minimally influenced by age, sex, soil type, or particle size, this PDF should be considered applicable to all settings. The 50th and 95th percentile values of the standard PDF (0.25 and 1.7 mg-soil/cm2-skin, respectively) are very similar to recent U.S. EPA estimates of "average" and "upper-bound" soil adherence (0.2 and 1.0 mg-soil/cm2-skin, respectively).

Risk Assessment of Bone Fracture During Space Exploration Missions to the Moon and Mars

NASA Technical Reports Server (NTRS)

Lewandowski, Beth E.; Myers, Jerry G.; Nelson, Emily S.; Licatta, Angelo; Griffin, Devon

2007-01-01

The possibility of a traumatic bone fracture in space is a concern due to the observed decrease in astronaut bone mineral density (BMD) during spaceflight and because of the physical demands of the mission. The Bone Fracture Risk Module (BFxRM) was developed to quantify the probability of fracture at the femoral neck and lumbar spine during space exploration missions. The BFxRM is scenario-based, providing predictions for specific activities or events during a particular space mission. The key elements of the BFxRM are the mission parameters, the biomechanical loading models, the bone loss and fracture models and the incidence rate of the activity or event. Uncertainties in the model parameters arise due to variations within the population and unknowns associated with the effects of the space environment. Consequently, parameter distributions were used in Monte Carlo simulations to obtain an estimate of fracture probability under real mission scenarios. The model predicts an increase in the probability of fracture as the mission length increases and fracture is more likely in the higher gravitational field of Mars than on the moon. The resulting probability predictions and sensitivity analyses of the BFxRM can be used as an engineering tool for mission operation and resource planning in order to mitigate the risk of bone fracture in space.

Risk Assessment of Bone Fracture During Space Exploration Missions to the Moon and Mars

NASA Technical Reports Server (NTRS)

Lewandowski, Beth E.; Myers, Jerry G.; Nelson, Emily S.; Griffin, Devon

2008-01-01

The possibility of a traumatic bone fracture in space is a concern due to the observed decrease in astronaut bone mineral density (BMD) during spaceflight and because of the physical demands of the mission. The Bone Fracture Risk Module (BFxRM) was developed to quantify the probability of fracture at the femoral neck and lumbar spine during space exploration missions. The BFxRM is scenario-based, providing predictions for specific activities or events during a particular space mission. The key elements of the BFxRM are the mission parameters, the biomechanical loading models, the bone loss and fracture models and the incidence rate of the activity or event. Uncertainties in the model parameters arise due to variations within the population and unknowns associated with the effects of the space environment. Consequently, parameter distributions were used in Monte Carlo simulations to obtain an estimate of fracture probability under real mission scenarios. The model predicts an increase in the probability of fracture as the mission length increases and fracture is more likely in the higher gravitational field of Mars than on the moon. The resulting probability predictions and sensitivity analyses of the BFxRM can be used as an engineering tool for mission operation and resource planning in order to mitigate the risk of bone fracture in space.

The effects of vent location, event scale and time forecasts on pyroclastic density current hazard maps at Campi Flegrei caldera (Italy)

NASA Astrophysics Data System (ADS)

Bevilacqua, Andrea; Neri, Augusto; Bisson, Marina; Esposti Ongaro, Tomaso; Flandoli, Franco; Isaia, Roberto; Rosi, Mauro; Vitale, Stefano

2017-09-01

This study presents a new method for producing long-term hazard maps for pyroclastic density currents (PDC) originating at Campi Flegrei caldera. Such method is based on a doubly stochastic approach and is able to combine the uncertainty assessments on the spatial location of the volcanic vent, the size of the flow and the expected time of such an event. The results are obtained by using a Monte Carlo approach and adopting a simplified invasion model based on the box model integral approximation. Temporal assessments are modelled through a Cox-type process including self-excitement effects, based on the eruptive record of the last 15 kyr. Mean and percentile maps of PDC invasion probability are produced, exploring their sensitivity to some sources of uncertainty and to the effects of the dependence between PDC scales and the caldera sector where they originated. Conditional maps representative of PDC originating inside limited zones of the caldera, or of PDC with a limited range of scales are also produced. Finally, the effect of assuming different time windows for the hazard estimates is explored, also including the potential occurrence of a sequence of multiple events. Assuming that the last eruption of Monte Nuovo (A.D. 1538) marked the beginning of a new epoch of activity similar to the previous ones, results of the statistical analysis indicate a mean probability of PDC invasion above 5% in the next 50 years on almost the entire caldera (with a probability peak of 25% in the central part of the caldera). In contrast, probability values reduce by a factor of about 3 if the entire eruptive record is considered over the last 15 kyr, i.e. including both eruptive epochs and quiescent periods.

Monte Carlo Approach for Reliability Estimations in Generalizability Studies.

ERIC Educational Resources Information Center

Dimitrov, Dimiter M.

A Monte Carlo approach is proposed, using the Statistical Analysis System (SAS) programming language, for estimating reliability coefficients in generalizability theory studies. Test scores are generated by a probabilistic model that considers the probability for a person with a given ability score to answer an item with a given difficulty…

A dental public health approach based on computational mathematics: Monte Carlo simulation of childhood dental decay.

PubMed

Tennant, Marc; Kruger, Estie

2013-02-01

This study developed a Monte Carlo simulation approach to examining the prevalence and incidence of dental decay using Australian children as a test environment. Monte Carlo simulation has been used for a half a century in particle physics (and elsewhere); put simply, it is the probability for various population-level outcomes seeded randomly to drive the production of individual level data. A total of five runs of the simulation model for all 275,000 12-year-olds in Australia were completed based on 2005-2006 data. Measured on average decayed/missing/filled teeth (DMFT) and DMFT of highest 10% of sample (Sic10) the runs did not differ from each other by more than 2% and the outcome was within 5% of the reported sampled population data. The simulations rested on the population probabilities that are known to be strongly linked to dental decay, namely, socio-economic status and Indigenous heritage. Testing the simulated population found DMFT of all cases where DMFT<>0 was 2.3 (n = 128,609) and DMFT for Indigenous cases only was 1.9 (n = 13,749). In the simulation population the Sic25 was 3.3 (n = 68,750). Monte Carlo simulations were created in particle physics as a computational mathematical approach to unknown individual-level effects by resting a simulation on known population-level probabilities. In this study a Monte Carlo simulation approach to childhood dental decay was built, tested and validated. © 2013 FDI World Dental Federation.

Probabilistic treatment of the uncertainty from the finite size of weighted Monte Carlo data

NASA Astrophysics Data System (ADS)

Glüsenkamp, Thorsten

2018-06-01

Parameter estimation in HEP experiments often involves Monte Carlo simulation to model the experimental response function. A typical application are forward-folding likelihood analyses with re-weighting, or time-consuming minimization schemes with a new simulation set for each parameter value. Problematically, the finite size of such Monte Carlo samples carries intrinsic uncertainty that can lead to a substantial bias in parameter estimation if it is neglected and the sample size is small. We introduce a probabilistic treatment of this problem by replacing the usual likelihood functions with novel generalized probability distributions that incorporate the finite statistics via suitable marginalization. These new PDFs are analytic, and can be used to replace the Poisson, multinomial, and sample-based unbinned likelihoods, which covers many use cases in high-energy physics. In the limit of infinite statistics, they reduce to the respective standard probability distributions. In the general case of arbitrary Monte Carlo weights, the expressions involve the fourth Lauricella function FD, for which we find a new finite-sum representation in a certain parameter setting. The result also represents an exact form for Carlson's Dirichlet average Rn with n > 0, and thereby an efficient way to calculate the probability generating function of the Dirichlet-multinomial distribution, the extended divided difference of a monomial, or arbitrary moments of univariate B-splines. We demonstrate the bias reduction of our approach with a typical toy Monte Carlo problem, estimating the normalization of a peak in a falling energy spectrum, and compare the results with previously published methods from the literature.

Modeling dust growth in protoplanetary disks: The breakthrough case

NASA Astrophysics Data System (ADS)

Drążkowska, J.; Windmark, F.; Dullemond, C. P.

2014-07-01

Context. Dust coagulation in protoplanetary disks is one of the initial steps toward planet formation. Simple toy models are often not sufficient to cover the complexity of the coagulation process, and a number of numerical approaches are therefore used, among which integration of the Smoluchowski equation and various versions of the Monte Carlo algorithm are the most popular. Aims: Recent progress in understanding the processes involved in dust coagulation have caused a need for benchmarking and comparison of various physical aspects of the coagulation process. In this paper, we directly compare the Smoluchowski and Monte Carlo approaches to show their advantages and disadvantages. Methods: We focus on the mechanism of planetesimal formation via sweep-up growth, which is a new and important aspect of the current planet formation theory. We use realistic test cases that implement a distribution in dust collision velocities. This allows a single collision between two grains to have a wide range of possible outcomes but also requires a very high numerical accuracy. Results: For most coagulation problems, we find a general agreement between the two approaches. However, for the sweep-up growth driven by the "lucky" breakthrough mechanism, the methods exhibit very different resolution dependencies. With too few mass bins, the Smoluchowski algorithm tends to overestimate the growth rate and the probability of breakthrough. The Monte Carlo method is less dependent on the number of particles in the growth timescale aspect but tends to underestimate the breakthrough chance due to its limited dynamic mass range. Conclusions: We find that the Smoluchowski approach, which is generally better for the breakthrough studies, is sensitive to low mass resolutions in the high-mass, low-number tail that is important in this scenario. To study the low number density features, a new modulation function has to be introduced to the interaction probabilities. As the minimum resolution needed for breakthrough studies depends strongly on setup, verification has to be performed on a case by case basis.

Filtered Mass Density Function for Design Simulation of High Speed Airbreathing Propulsion Systems

NASA Technical Reports Server (NTRS)

Drozda, T. G.; Sheikhi, R. M.; Givi, Peyman

2001-01-01

The objective of this research is to develop and implement new methodology for large eddy simulation of (LES) of high-speed reacting turbulent flows. We have just completed two (2) years of Phase I of this research. This annual report provides a brief and up-to-date summary of our activities during the period: September 1, 2000 through August 31, 2001. In the work within the past year, a methodology termed "velocity-scalar filtered density function" (VSFDF) is developed and implemented for large eddy simulation (LES) of turbulent flows. In this methodology the effects of the unresolved subgrid scales (SGS) are taken into account by considering the joint probability density function (PDF) of all of the components of the velocity and scalar vectors. An exact transport equation is derived for the VSFDF in which the effects of the unresolved SGS convection, SGS velocity-scalar source, and SGS scalar-scalar source terms appear in closed form. The remaining unclosed terms in this equation are modeled. A system of stochastic differential equations (SDEs) which yields statistically equivalent results to the modeled VSFDF transport equation is constructed. These SDEs are solved numerically by a Lagrangian Monte Carlo procedure. The consistency of the proposed SDEs and the convergence of the Monte Carlo solution are assessed by comparison with results obtained by an Eulerian LES procedure in which the corresponding transport equations for the first two SGS moments are solved. The unclosed SGS convection, SGS velocity-scalar source, and SGS scalar-scalar source in the Eulerian LES are replaced by corresponding terms from VSFDF equation. The consistency of the results is then analyzed for a case of two dimensional mixing layer.

A constrained multinomial Probit route choice model in the metro network: Formulation, estimation and application

PubMed Central

Zhang, Yongsheng; Wei, Heng; Zheng, Kangning

2017-01-01

Considering that metro network expansion brings us with more alternative routes, it is attractive to integrate the impacts of routes set and the interdependency among alternative routes on route choice probability into route choice modeling. Therefore, the formulation, estimation and application of a constrained multinomial probit (CMNP) route choice model in the metro network are carried out in this paper. The utility function is formulated as three components: the compensatory component is a function of influencing factors; the non-compensatory component measures the impacts of routes set on utility; following a multivariate normal distribution, the covariance of error component is structured into three parts, representing the correlation among routes, the transfer variance of route, and the unobserved variance respectively. Considering multidimensional integrals of the multivariate normal probability density function, the CMNP model is rewritten as Hierarchical Bayes formula and M-H sampling algorithm based Monte Carlo Markov Chain approach is constructed to estimate all parameters. Based on Guangzhou Metro data, reliable estimation results are gained. Furthermore, the proposed CMNP model also shows a good forecasting performance for the route choice probabilities calculation and a good application performance for transfer flow volume prediction. PMID:28591188

Discrepancy-based error estimates for Quasi-Monte Carlo III. Error distributions and central limits

NASA Astrophysics Data System (ADS)

Hoogland, Jiri; Kleiss, Ronald

1997-04-01

In Quasi-Monte Carlo integration, the integration error is believed to be generally smaller than in classical Monte Carlo with the same number of integration points. Using an appropriate definition of an ensemble of quasi-random point sets, we derive various results on the probability distribution of the integration error, which can be compared to the standard Central Limit Theorem for normal stochastic sampling. In many cases, a Gaussian error distribution is obtained.

Atomistic structures of nano-engineered SiC and radiation-induced amorphization resistance

NASA Astrophysics Data System (ADS)

Imada, Kenta; Ishimaru, Manabu; Sato, Kazuhisa; Xue, Haizhou; Zhang, Yanwen; Shannon, Steven; Weber, William J.

2015-10-01

Nano-engineered 3C-SiC thin films, which possess columnar structures with high-density stacking faults and twins, were irradiated with 2 MeV Si ions at cryogenic and room temperatures. From cross-sectional transmission electron microscopy observations in combination with Monte Carlo simulations based on the Stopping and Range of Ions in Matter code, it was found that their amorphization resistance is six times greater than bulk crystalline SiC at room temperature. High-angle bright-field images taken by spherical aberration corrected scanning transmission electron microscopy revealed that the distortion of atomic configurations is localized near the stacking faults. The resultant strain field probably contributes to the enhancement of radiation tolerance of this material.

LSPRAY-V: A Lagrangian Spray Module

NASA Technical Reports Server (NTRS)

Raju, M. S.

2015-01-01

LSPRAY-V is a Lagrangian spray solver developed for application with unstructured grids and massively parallel computers. It is mainly designed to predict the flow, thermal and transport properties of a rapidly vaporizing spray encountered over a wide range of operating conditions in modern aircraft engine development. It could easily be coupled with any existing gas-phase flow and/or Monte Carlo Probability Density Function (PDF) solvers. The manual provides the user with an understanding of various models involved in the spray formulation, its code structure and solution algorithm, and various other issues related to parallelization and its coupling with other solvers. With the development of LSPRAY-V, we have advanced the state-of-the-art in spray computations in several important ways.

Sensitivity analyses of stopping distance for connected vehicles at active highway-rail grade crossings.

PubMed

Hsu, Chung-Jen; Jones, Elizabeth G

2017-02-01

This paper performs sensitivity analyses of stopping distance for connected vehicles (CVs) at active highway-rail grade crossings (HRGCs). Stopping distance is the major safety factor at active HRGCs. A sensitivity analysis is performed for each variable in the function of stopping distance. The formulation of stopping distance treats each variable as a probability density function for implementing Monte Carlo simulations. The result of the sensitivity analysis shows that the initial speed is the most sensitive factor to stopping distances of CVs and non-CVs. The safety of CVs can be further improved by the early provision of onboard train information and warnings to reduce the initial speeds. Copyright © 2016 Elsevier Ltd. All rights reserved.

Monte Carlo methods to calculate impact probabilities

NASA Astrophysics Data System (ADS)

Rickman, H.; Wiśniowski, T.; Wajer, P.; Gabryszewski, R.; Valsecchi, G. B.

2014-09-01

Context. Unraveling the events that took place in the solar system during the period known as the late heavy bombardment requires the interpretation of the cratered surfaces of the Moon and terrestrial planets. This, in turn, requires good estimates of the statistical impact probabilities for different source populations of projectiles, a subject that has received relatively little attention, since the works of Öpik (1951, Proc. R. Irish Acad. Sect. A, 54, 165) and Wetherill (1967, J. Geophys. Res., 72, 2429). Aims: We aim to work around the limitations of the Öpik and Wetherill formulae, which are caused by singularities due to zero denominators under special circumstances. Using modern computers, it is possible to make good estimates of impact probabilities by means of Monte Carlo simulations, and in this work, we explore the available options. Methods: We describe three basic methods to derive the average impact probability for a projectile with a given semi-major axis, eccentricity, and inclination with respect to a target planet on an elliptic orbit. One is a numerical averaging of the Wetherill formula; the next is a Monte Carlo super-sizing method using the target's Hill sphere. The third uses extensive minimum orbit intersection distance (MOID) calculations for a Monte Carlo sampling of potentially impacting orbits, along with calculations of the relevant interval for the timing of the encounter allowing collision. Numerical experiments are carried out for an intercomparison of the methods and to scrutinize their behavior near the singularities (zero relative inclination and equal perihelion distances). Results: We find an excellent agreement between all methods in the general case, while there appear large differences in the immediate vicinity of the singularities. With respect to the MOID method, which is the only one that does not involve simplifying assumptions and approximations, the Wetherill averaging impact probability departs by diverging toward infinity, while the Hill sphere method results in a severely underestimated probability. We provide a discussion of the reasons for these differences, and we finally present the results of the MOID method in the form of probability maps for the Earth and Mars on their current orbits. These maps show a relatively flat probability distribution, except for the occurrence of two ridges found at small inclinations and for coinciding projectile/target perihelion distances. Conclusions: Our results verify the standard formulae in the general case, away from the singularities. In fact, severe shortcomings are limited to the immediate vicinity of those extreme orbits. On the other hand, the new Monte Carlo methods can be used without excessive consumption of computer time, and the MOID method avoids the problems associated with the other methods. Appendices are available in electronic form at http://www.aanda.org

Probability of misclassifying biological elements in surface waters.

PubMed

Loga, Małgorzata; Wierzchołowska-Dziedzic, Anna

2017-11-24

Measurement uncertainties are inherent to assessment of biological indices of water bodies. The effect of these uncertainties on the probability of misclassification of ecological status is the subject of this paper. Four Monte-Carlo (M-C) models were applied to simulate the occurrence of random errors in the measurements of metrics corresponding to four biological elements of surface waters: macrophytes, phytoplankton, phytobenthos, and benthic macroinvertebrates. Long series of error-prone measurement values of these metrics, generated by M-C models, were used to identify cases in which values of any of the four biological indices lay outside of the "true" water body class, i.e., outside the class assigned from the actual physical measurements. Fraction of such cases in the M-C generated series was used to estimate the probability of misclassification. The method is particularly useful for estimating the probability of misclassification of the ecological status of surface water bodies in the case of short sequences of measurements of biological indices. The results of the Monte-Carlo simulations show a relatively high sensitivity of this probability to measurement errors of the river macrophyte index (MIR) and high robustness to measurement errors of the benthic macroinvertebrate index (MMI). The proposed method of using Monte-Carlo models to estimate the probability of misclassification has significant potential for assessing the uncertainty of water body status reported to the EC by the EU member countries according to WFD. The method can be readily applied also in risk assessment of water management decisions before adopting the status dependent corrective actions.

Individual-Area Relationship Best Explains Goose Species Density in Wetlands

PubMed Central

Prins, Herbert H. T.; Cao, Lei; de Boer, Willem Fred

2015-01-01

Explaining and predicting animal distributions is one of the fundamental objectives in ecology and conservation biology. Animal habitat selection can be regulated by top-down and bottom-up processes, and is mediated by species interactions. Species varying in body size respond differently to top-down and bottom-up determinants, and hence understanding these allometric responses to those determinants is important for conservation. In this study, using two differently sized goose species wintering in the Yangtze floodplain, we tested the predictions derived from three different hypotheses (individual-area relationship, food resource and disturbance hypothesis) to explain the spatial and temporal variation in densities of two goose species. Using Generalized Linear Mixed Models with a Markov Chain Monte Carlo technique, we demonstrated that goose density was positive correlated with patch area size, suggesting that the individual area-relationship best predicts differences in goose densities. Moreover, the other predictions, related to food availability and disturbance, were not significant. Buffalo grazing probably facilitated greater white-fronted geese, as the number of buffalos was positively correlated to the density of this species. We concluded that patch area size is the most important factor determining the density of goose species in our study area. Patch area size is directly determined by water levels in the Yangtze floodplain, and hence modifying the hydrological regimes can enlarge the capacity of these wetlands for migratory birds. PMID:25996502

Application of a Modular Particle-Continuum Method to Partially Rarefied, Hypersonic Flow

NASA Astrophysics Data System (ADS)

Deschenes, Timothy R.; Boyd, Iain D.

2011-05-01

The Modular Particle-Continuum (MPC) method is used to simulate partially-rarefied, hypersonic flow over a sting-mounted planetary probe configuration. This hybrid method uses computational fluid dynamics (CFD) to solve the Navier-Stokes equations in regions that are continuum, while using direct simulation Monte Carlo (DSMC) in portions of the flow that are rarefied. The MPC method uses state-based coupling to pass information between the two flow solvers and decouples both time-step and mesh densities required by each solver. It is parallelized for distributed memory systems using dynamic domain decomposition and internal energy modes can be consistently modeled to be out of equilibrium with the translational mode in both solvers. The MPC results are compared to both full DSMC and CFD predictions and available experimental measurements. By using DSMC in only regions where the flow is nonequilibrium, the MPC method is able to reproduce full DSMC results down to the level of velocity and rotational energy probability density functions while requiring a fraction of the computational time.

Aerocapture Performance Analysis for a Neptune-Triton Exploration Mission

NASA Technical Reports Server (NTRS)

Starr, Brett R.; Westhelle, Carlos H.; Masciarelli, James P.

2004-01-01

A systems analysis has been conducted for a Neptune-Triton Exploration Mission in which aerocapture is used to capture a spacecraft at Neptune. Aerocapture uses aerodynamic drag instead of propulsion to decelerate from the interplanetary approach trajectory to a captured orbit during a single pass through the atmosphere. After capture, propulsion is used to move the spacecraft from the initial captured orbit to the desired science orbit. A preliminary assessment identified that a spacecraft with a lift to drag ratio of 0.8 was required for aerocapture. Performance analyses of the 0.8 L/D vehicle were performed using a high fidelity flight simulation within a Monte Carlo executive to determine mission success statistics. The simulation was the Program to Optimize Simulated Trajectories (POST) modified to include Neptune specific atmospheric and planet models, spacecraft aerodynamic characteristics, and interplanetary trajectory models. To these were added autonomous guidance and pseudo flight controller models. The Monte Carlo analyses incorporated approach trajectory delivery errors, aerodynamic characteristics uncertainties, and atmospheric density variations. Monte Carlo analyses were performed for a reference set of uncertainties and sets of uncertainties modified to produce increased and reduced atmospheric variability. For the reference uncertainties, the 0.8 L/D flatbottom ellipsled vehicle achieves 100% successful capture and has a 99.87 probability of attaining the science orbit with a 360 m/s V budget for apoapsis and periapsis adjustment. Monte Carlo analyses were also performed for a guidance system that modulates both bank angle and angle of attack with the reference set of uncertainties. An alpha and bank modulation guidance system reduces the 99.87 percentile DELTA V 173 m/s (48%) to 187 m/s for the reference set of uncertainties.

Unbiased reduced density matrices and electronic properties from full configuration interaction quantum Monte Carlo.

PubMed

Overy, Catherine; Booth, George H; Blunt, N S; Shepherd, James J; Cleland, Deidre; Alavi, Ali

2014-12-28

Properties that are necessarily formulated within pure (symmetric) expectation values are difficult to calculate for projector quantum Monte Carlo approaches, but are critical in order to compute many of the important observable properties of electronic systems. Here, we investigate an approach for the sampling of unbiased reduced density matrices within the full configuration interaction quantum Monte Carlo dynamic, which requires only small computational overheads. This is achieved via an independent replica population of walkers in the dynamic, sampled alongside the original population. The resulting reduced density matrices are free from systematic error (beyond those present via constraints on the dynamic itself) and can be used to compute a variety of expectation values and properties, with rapid convergence to an exact limit. A quasi-variational energy estimate derived from these density matrices is proposed as an accurate alternative to the projected estimator for multiconfigurational wavefunctions, while its variational property could potentially lend itself to accurate extrapolation approaches in larger systems.

Unbiased reduced density matrices and electronic properties from full configuration interaction quantum Monte Carlo

DOE Office of Scientific and Technical Information (OSTI.GOV)

Overy, Catherine; Blunt, N. S.; Shepherd, James J.

2014-12-28

Properties that are necessarily formulated within pure (symmetric) expectation values are difficult to calculate for projector quantum Monte Carlo approaches, but are critical in order to compute many of the important observable properties of electronic systems. Here, we investigate an approach for the sampling of unbiased reduced density matrices within the full configuration interaction quantum Monte Carlo dynamic, which requires only small computational overheads. This is achieved via an independent replica population of walkers in the dynamic, sampled alongside the original population. The resulting reduced density matrices are free from systematic error (beyond those present via constraints on the dynamicmore » itself) and can be used to compute a variety of expectation values and properties, with rapid convergence to an exact limit. A quasi-variational energy estimate derived from these density matrices is proposed as an accurate alternative to the projected estimator for multiconfigurational wavefunctions, while its variational property could potentially lend itself to accurate extrapolation approaches in larger systems.« less

A New Monte Carlo Method for Estimating Marginal Likelihoods.

PubMed

Wang, Yu-Bo; Chen, Ming-Hui; Kuo, Lynn; Lewis, Paul O

2018-06-01

Evaluating the marginal likelihood in Bayesian analysis is essential for model selection. Estimators based on a single Markov chain Monte Carlo sample from the posterior distribution include the harmonic mean estimator and the inflated density ratio estimator. We propose a new class of Monte Carlo estimators based on this single Markov chain Monte Carlo sample. This class can be thought of as a generalization of the harmonic mean and inflated density ratio estimators using a partition weighted kernel (likelihood times prior). We show that our estimator is consistent and has better theoretical properties than the harmonic mean and inflated density ratio estimators. In addition, we provide guidelines on choosing optimal weights. Simulation studies were conducted to examine the empirical performance of the proposed estimator. We further demonstrate the desirable features of the proposed estimator with two real data sets: one is from a prostate cancer study using an ordinal probit regression model with latent variables; the other is for the power prior construction from two Eastern Cooperative Oncology Group phase III clinical trials using the cure rate survival model with similar objectives.

An Overview of the NCC Spray/Monte-Carlo-PDF Computations

NASA Technical Reports Server (NTRS)

Raju, M. S.; Liu, Nan-Suey (Technical Monitor)

2000-01-01

This paper advances the state-of-the-art in spray computations with some of our recent contributions involving scalar Monte Carlo PDF (Probability Density Function), unstructured grids and parallel computing. It provides a complete overview of the scalar Monte Carlo PDF and Lagrangian spray computer codes developed for application with unstructured grids and parallel computing. Detailed comparisons for the case of a reacting non-swirling spray clearly highlight the important role that chemistry/turbulence interactions play in the modeling of reacting sprays. The results from the PDF and non-PDF methods were found to be markedly different and the PDF solution is closer to the reported experimental data. The PDF computations predict that some of the combustion occurs in a predominantly premixed-flame environment and the rest in a predominantly diffusion-flame environment. However, the non-PDF solution predicts wrongly for the combustion to occur in a vaporization-controlled regime. Near the premixed flame, the Monte Carlo particle temperature distribution shows two distinct peaks: one centered around the flame temperature and the other around the surrounding-gas temperature. Near the diffusion flame, the Monte Carlo particle temperature distribution shows a single peak. In both cases, the computed PDF's shape and strength are found to vary substantially depending upon the proximity to the flame surface. The results bring to the fore some of the deficiencies associated with the use of assumed-shape PDF methods in spray computations. Finally, we end the paper by demonstrating the computational viability of the present solution procedure for its use in 3D combustor calculations by summarizing the results of a 3D test case with periodic boundary conditions. For the 3D case, the parallel performance of all the three solvers (CFD, PDF, and spray) has been found to be good when the computations were performed on a 24-processor SGI Origin work-station.

Monte Carlo, Probability, Algebra, and Pi.

ERIC Educational Resources Information Center

Hinders, Duane C.

1981-01-01

The uses of random number generators are illustrated in three ways: (1) the solution of a probability problem using a coin; (2) the solution of a system of simultaneous linear equations using a die; and (3) the approximation of pi using darts. (MP)

Using Geothermal Play Types as an Analogue for Estimating Potential Resource Size

DOE Office of Scientific and Technical Information (OSTI.GOV)

Terry, Rachel; Young, Katherine

Blind geothermal systems are becoming increasingly common as more geothermal fields are developed. Geothermal development is known to have high risk in the early stages of a project development because reservoir characteristics are relatively unknown until wells are drilled. Play types (or occurrence models) categorize potential geothermal fields into groups based on geologic characteristics. To aid in lowering exploration risk, these groups' reservoir characteristics can be used as analogues in new site exploration. The play type schemes used in this paper were Moeck and Beardsmore play types (Moeck et al. 2014) and Brophy occurrence models (Brophy et al. 2011). Operatingmore » geothermal fields throughout the world were classified based on their associated play type, and then reservoir characteristics data were catalogued. The distributions of these characteristics were plotted in histograms to develop probability density functions for each individual characteristic. The probability density functions can be used as input analogues in Monte Carlo estimations of resource potential for similar play types in early exploration phases. A spreadsheet model was created to estimate resource potential in undeveloped fields. The user can choose to input their own values for each reservoir characteristic or choose to use the probability distribution functions provided from the selected play type. This paper also addresses the United States Geological Survey's 1978 and 2008 assessment of geothermal resources by comparing their estimated values to reported values from post-site development. Information from the collected data was used in the comparison for thirty developed sites in the United States. No significant trends or suggestions for methodologies could be made by the comparison.« less

Doppler Temperature Coefficient Calculations Using Adjoint-Weighted Tallies and Continuous Energy Cross Sections in MCNP6

NASA Astrophysics Data System (ADS)

Gonzales, Matthew Alejandro

The calculation of the thermal neutron Doppler temperature reactivity feedback co-efficient, a key parameter in the design and safe operation of advanced reactors, using first order perturbation theory in continuous energy Monte Carlo codes is challenging as the continuous energy adjoint flux is not readily available. Traditional approaches of obtaining the adjoint flux attempt to invert the random walk process as well as require data corresponding to all temperatures and their respective temperature derivatives within the system in order to accurately calculate the Doppler temperature feedback. A new method has been developed using adjoint-weighted tallies and On-The-Fly (OTF) generated continuous energy cross sections within the Monte Carlo N-Particle (MCNP6) transport code. The adjoint-weighted tallies are generated during the continuous energy k-eigenvalue Monte Carlo calculation. The weighting is based upon the iterated fission probability interpretation of the adjoint flux, which is the steady state population in a critical nuclear reactor caused by a neutron introduced at that point in phase space. The adjoint-weighted tallies are produced in a forward calculation and do not require an inversion of the random walk. The OTF cross section database uses a high order functional expansion between points on a user-defined energy-temperature mesh in which the coefficients with respect to a polynomial fitting in temperature are stored. The coefficients of the fits are generated before run- time and called upon during the simulation to produce cross sections at any given energy and temperature. The polynomial form of the OTF cross sections allows the possibility of obtaining temperature derivatives of the cross sections on-the-fly. The use of Monte Carlo sampling of adjoint-weighted tallies and the capability of computing derivatives of continuous energy cross sections with respect to temperature are used to calculate the Doppler temperature coefficient in a research version of MCNP6. Temperature feedback results from the cross sections themselves, changes in the probability density functions, as well as changes in the density of the materials. The focus of this work is specific to the Doppler temperature feedback which result from Doppler broadening of cross sections as well as changes in the probability density function within the scattering kernel. This method is compared against published results using Mosteller's numerical benchmark to show accurate evaluations of the Doppler temperature coefficient, fuel assembly calculations, and a benchmark solution based on the heavy gas model for free-gas elastic scattering. An infinite medium benchmark for neutron free gas elastic scattering for large scattering ratios and constant absorption cross section has been developed using the heavy gas model. An exact closed form solution for the neutron energy spectrum is obtained in terms of the confluent hypergeometric function and compared against spectra for the free gas scattering model in MCNP6. Results show a quick increase in convergence of the analytic energy spectrum to the MCNP6 code with increasing target size, showing absolute relative differences of less than 5% for neutrons scattering with carbon. The analytic solution has been generalized to accommodate piecewise constant in energy absorption cross section to produce temperature feedback. Results reinforce the constraints in which heavy gas theory may be applied resulting in a significant target size to accommodate increasing cross section structure. The energy dependent piecewise constant cross section heavy gas model was used to produce a benchmark calculation of the Doppler temperature coefficient to show accurate calculations when using the adjoint-weighted method. Results show the Doppler temperature coefficient using adjoint weighting and cross section derivatives accurately obtains the correct solution within statistics as well as reduce computer runtimes by a factor of 50.

Abstract ID: 240 A probabilistic-based nuclear reaction model for Monte Carlo ion transport in particle therapy.

PubMed

Maria Jose, Gonzalez Torres; Jürgen, Henniger

2018-01-01

In order to expand the Monte Carlo transport program AMOS to particle therapy applications, the ion module is being developed in the radiation physics group (ASP) at the TU Dresden. This module simulates the three main interactions of ions in matter for the therapy energy range: elastic scattering, inelastic collisions and nuclear reactions. The simulation of the elastic scattering is based on the Binary Collision Approximation and the inelastic collisions on the Bethe-Bloch theory. The nuclear reactions, which are the focus of the module, are implemented according to a probabilistic-based model developed in the group. The developed model uses probability density functions to sample the occurrence of a nuclear reaction given the initial energy of the projectile particle as well as the energy at which this reaction will take place. The particle is transported until the reaction energy is reached and then the nuclear reaction is simulated. This approach allows a fast evaluation of the nuclear reactions. The theory and application of the proposed model will be addressed in this presentation. The results of the simulation of a proton beam colliding with tissue will also be presented. Copyright © 2017.

Full-dimensional quantum calculations of the dissociation energy, zero-point, and 10 K properties of H7+/D7+ clusters using an ab initio potential energy surface.

PubMed

Barragán, Patricia; Pérez de Tudela, Ricardo; Qu, Chen; Prosmiti, Rita; Bowman, Joel M

2013-07-14

Diffusion Monte Carlo (DMC) and path-integral Monte Carlo computations of the vibrational ground state and 10 K equilibrium state properties of the H7 (+)/D7 (+) cations are presented, using an ab initio full-dimensional potential energy surface. The DMC zero-point energies of dissociated fragments H5 (+)(D5 (+))+H2(D2) are also calculated and from these results and the electronic dissociation energy, dissociation energies, D0, of 752 ± 15 and 980 ± 14 cm(-1) are reported for H7 (+) and D7 (+), respectively. Due to the known error in the electronic dissociation energy of the potential surface, these quantities are underestimated by roughly 65 cm(-1). These values are rigorously determined for first time, and compared with previous theoretical estimates from electronic structure calculations using standard harmonic analysis, and available experimental measurements. Probability density distributions are also computed for the ground vibrational and 10 K state of H7 (+) and D7 (+). These are qualitatively described as a central H3 (+)/D3 (+) core surrounded by "solvent" H2/D2 molecules that nearly freely rotate.

Anisotropic hydrogen diffusion in α-Zr and Zircaloy predicted by accelerated kinetic Monte Carlo simulations

NASA Astrophysics Data System (ADS)

Zhang, Yongfeng; Jiang, Chao; Bai, Xianming

2017-01-01

This report presents an accelerated kinetic Monte Carlo (KMC) method to compute the diffusivity of hydrogen in hcp metals and alloys, considering both thermally activated hopping and quantum tunneling. The acceleration is achieved by replacing regular KMC jumps in trapping energy basins formed by neighboring tetrahedral interstitial sites, with analytical solutions for basin exiting time and probability. Parameterized by density functional theory (DFT) calculations, the accelerated KMC method is shown to be capable of efficiently calculating hydrogen diffusivity in α-Zr and Zircaloy, without altering the kinetics of long-range diffusion. Above room temperature, hydrogen diffusion in α-Zr and Zircaloy is dominated by thermal hopping, with negligible contribution from quantum tunneling. The diffusivity predicted by this DFT + KMC approach agrees well with that from previous independent experiments and theories, without using any data fitting. The diffusivity along is found to be slightly higher than that along , with the anisotropy saturated at about 1.20 at high temperatures, resolving contradictory results in previous experiments. Demonstrated using hydrogen diffusion in α-Zr, the same method can be extended for on-lattice diffusion in hcp metals, or systems with similar trapping basins.

Anisotropic hydrogen diffusion in α-Zr and Zircaloy predicted by accelerated kinetic Monte Carlo simulations

PubMed Central

Zhang, Yongfeng; Jiang, Chao; Bai, Xianming

2017-01-01

This report presents an accelerated kinetic Monte Carlo (KMC) method to compute the diffusivity of hydrogen in hcp metals and alloys, considering both thermally activated hopping and quantum tunneling. The acceleration is achieved by replacing regular KMC jumps in trapping energy basins formed by neighboring tetrahedral interstitial sites, with analytical solutions for basin exiting time and probability. Parameterized by density functional theory (DFT) calculations, the accelerated KMC method is shown to be capable of efficiently calculating hydrogen diffusivity in α-Zr and Zircaloy, without altering the kinetics of long-range diffusion. Above room temperature, hydrogen diffusion in α-Zr and Zircaloy is dominated by thermal hopping, with negligible contribution from quantum tunneling. The diffusivity predicted by this DFT + KMC approach agrees well with that from previous independent experiments and theories, without using any data fitting. The diffusivity along is found to be slightly higher than that along , with the anisotropy saturated at about 1.20 at high temperatures, resolving contradictory results in previous experiments. Demonstrated using hydrogen diffusion in α-Zr, the same method can be extended for on-lattice diffusion in hcp metals, or systems with similar trapping basins. PMID:28106154

Anisotropic hydrogen diffusion in α-Zr and Zircaloy predicted by accelerated kinetic Monte Carlo simulations

DOE PAGES

Zhang, Yongfeng; Jiang, Chao; Bai, Xianming

2017-01-20

Here, this report presents an accelerated kinetic Monte Carlo (KMC) method to compute the diffusivity of hydrogen in hcp metals and alloys, considering both thermally activated hopping and quantum tunneling. The acceleration is achieved by replacing regular KMC jumps in trapping energy basins formed by neighboring tetrahedral interstitial sites, with analytical solutions for basin exiting time and probability. Parameterized by density functional theory (DFT) calculations, the accelerated KMC method is shown to be capable of efficiently calculating hydrogen diffusivity in α-Zr and Zircaloy, without altering the kinetics of long-range diffusion. Above room temperature, hydrogen diffusion in α-Zr and Zircaloy ismore » dominated by thermal hopping, with negligible contribution from quantum tunneling. The diffusivity predicted by this DFT + KMC approach agrees well with that from previous independent experiments and theories, without using any data fitting. The diffusivity along < c > is found to be slightly higher than that along < a >, with the anisotropy saturated at about 1.20 at high temperatures, resolving contradictory results in previous experiments. Demonstrated using hydrogen diffusion in α-Zr, the same method can be extended for on-lattice diffusion in hcp metals, or systems with similar trapping basins.« less

Unbiased, scalable sampling of protein loop conformations from probabilistic priors.

PubMed

Zhang, Yajia; Hauser, Kris

2013-01-01

Protein loops are flexible structures that are intimately tied to function, but understanding loop motion and generating loop conformation ensembles remain significant computational challenges. Discrete search techniques scale poorly to large loops, optimization and molecular dynamics techniques are prone to local minima, and inverse kinematics techniques can only incorporate structural preferences in adhoc fashion. This paper presents Sub-Loop Inverse Kinematics Monte Carlo (SLIKMC), a new Markov chain Monte Carlo algorithm for generating conformations of closed loops according to experimentally available, heterogeneous structural preferences. Our simulation experiments demonstrate that the method computes high-scoring conformations of large loops (>10 residues) orders of magnitude faster than standard Monte Carlo and discrete search techniques. Two new developments contribute to the scalability of the new method. First, structural preferences are specified via a probabilistic graphical model (PGM) that links conformation variables, spatial variables (e.g., atom positions), constraints and prior information in a unified framework. The method uses a sparse PGM that exploits locality of interactions between atoms and residues. Second, a novel method for sampling sub-loops is developed to generate statistically unbiased samples of probability densities restricted by loop-closure constraints. Numerical experiments confirm that SLIKMC generates conformation ensembles that are statistically consistent with specified structural preferences. Protein conformations with 100+ residues are sampled on standard PC hardware in seconds. Application to proteins involved in ion-binding demonstrate its potential as a tool for loop ensemble generation and missing structure completion.

Unbiased, scalable sampling of protein loop conformations from probabilistic priors

PubMed Central

2013-01-01

Background Protein loops are flexible structures that are intimately tied to function, but understanding loop motion and generating loop conformation ensembles remain significant computational challenges. Discrete search techniques scale poorly to large loops, optimization and molecular dynamics techniques are prone to local minima, and inverse kinematics techniques can only incorporate structural preferences in adhoc fashion. This paper presents Sub-Loop Inverse Kinematics Monte Carlo (SLIKMC), a new Markov chain Monte Carlo algorithm for generating conformations of closed loops according to experimentally available, heterogeneous structural preferences. Results Our simulation experiments demonstrate that the method computes high-scoring conformations of large loops (>10 residues) orders of magnitude faster than standard Monte Carlo and discrete search techniques. Two new developments contribute to the scalability of the new method. First, structural preferences are specified via a probabilistic graphical model (PGM) that links conformation variables, spatial variables (e.g., atom positions), constraints and prior information in a unified framework. The method uses a sparse PGM that exploits locality of interactions between atoms and residues. Second, a novel method for sampling sub-loops is developed to generate statistically unbiased samples of probability densities restricted by loop-closure constraints. Conclusion Numerical experiments confirm that SLIKMC generates conformation ensembles that are statistically consistent with specified structural preferences. Protein conformations with 100+ residues are sampled on standard PC hardware in seconds. Application to proteins involved in ion-binding demonstrate its potential as a tool for loop ensemble generation and missing structure completion. PMID:24565175

Path integral Monte Carlo and the electron gas

NASA Astrophysics Data System (ADS)

Brown, Ethan W.

Path integral Monte Carlo is a proven method for accurately simulating quantum mechanical systems at finite-temperature. By stochastically sampling Feynman's path integral representation of the quantum many-body density matrix, path integral Monte Carlo includes non-perturbative effects like thermal fluctuations and particle correlations in a natural way. Over the past 30 years, path integral Monte Carlo has been successfully employed to study the low density electron gas, high-pressure hydrogen, and superfluid helium. For systems where the role of Fermi statistics is important, however, traditional path integral Monte Carlo simulations have an exponentially decreasing efficiency with decreased temperature and increased system size. In this thesis, we work towards improving this efficiency, both through approximate and exact methods, as specifically applied to the homogeneous electron gas. We begin with a brief overview of the current state of atomic simulations at finite-temperature before we delve into a pedagogical review of the path integral Monte Carlo method. We then spend some time discussing the one major issue preventing exact simulation of Fermi systems, the sign problem. Afterwards, we introduce a way to circumvent the sign problem in PIMC simulations through a fixed-node constraint. We then apply this method to the homogeneous electron gas at a large swatch of densities and temperatures in order to map out the warm-dense matter regime. The electron gas can be a representative model for a host of real systems, from simple medals to stellar interiors. However, its most common use is as input into density functional theory. To this end, we aim to build an accurate representation of the electron gas from the ground state to the classical limit and examine its use in finite-temperature density functional formulations. The latter half of this thesis focuses on possible routes beyond the fixed-node approximation. As a first step, we utilize the variational principle inherent in the path integral Monte Carlo method to optimize the nodal surface. By using a ansatz resembling a free particle density matrix, we make a unique connection between a nodal effective mass and the traditional effective mass of many-body quantum theory. We then propose and test several alternate nodal ansatzes and apply them to single atomic systems. Finally, we propose a method to tackle the sign problem head on, by leveraging the relatively simple structure of permutation space. Using this method, we find we can perform exact simulations this of the electron gas and 3He that were previously impossible.

A Monte Carlo Application to Approximate the Integral from a to b of e Raised to the x Squared.

ERIC Educational Resources Information Center

Easterday, Kenneth; Smith, Tommy

1992-01-01

Proposes an alternative means of approximating the value of complex integrals, the Monte Carlo procedure. Incorporating a discrete approach and probability, an approximation is obtained from the ratio of computer-generated points falling under the curve to the number of points generated in a predetermined rectangle. (MDH)

Propagating probability distributions of stand variables using sequential Monte Carlo methods

Treesearch

Jeffrey H. Gove

2009-01-01

A general probabilistic approach to stand yield estimation is developed based on sequential Monte Carlo filters, also known as particle filters. The essential steps in the development of the sampling importance resampling (SIR) particle filter are presented. The SIR filter is then applied to simulated and observed data showing how the 'predictor - corrector'...

Computer simulation of supersonic rarefied gas flow in the transition region, about a spherical probe; a Monte Carlo approach with application to rocket-borne ion probe experiments

NASA Technical Reports Server (NTRS)

Horton, B. E.; Bowhill, S. A.

1971-01-01

This report describes a Monte Carlo simulation of transition flow around a sphere. Conditions for the simulation correspond to neutral monatomic molecules at two altitudes (70 and 75 km) in the D region of the ionosphere. Results are presented in the form of density contours, velocity vector plots and density, velocity and temperature profiles for the two altitudes. Contours and density profiles are related to independent Monte Carlo and experimental studies, and drag coefficients are calculated and compared with available experimental data. The small computer used is a PDP-15 with 16 K of core, and a typical run for 75 km requires five iterations, each taking five hours. The results are recorded on DECTAPE to be printed when required, and the program provides error estimates for any flow field parameter.

A Monte Carlo analysis of the Viking lander dynamics at touchdown. [soft landing simulation

NASA Technical Reports Server (NTRS)

Muraca, R. J.; Campbell, J. W.; King, C. A.

1975-01-01

The performance of the Viking lander has been evaluated by using a Monte Carlo simulation, and all results are presented in statistical form. The primary objectives of this analysis were as follows: (1) to determine the three sigma design values of maximum rigid body accelerations and the minimum clearance of the lander body during landing; (2) to determine the probability of an unstable landing; and (3) to determine the probability of the lander body striking a rock. Two configurations were analyzed with the only difference being in the ability of the primary landing gear struts to carry tension loads.

Nuclear risk analysis of the Ulysses mission

NASA Astrophysics Data System (ADS)

Bartram, Bart W.; Vaughan, Frank R.; Englehart, Richard W., Dr.

1991-01-01

The use of a radioisotope thermoelectric generator fueled with plutonium-238 dioxide on the Space Shuttle-launched Ulysses mission implies some level of risk due to potential accidents. This paper describes the method used to quantify risks in the Ulysses mission Final Safety Analysis Report prepared for the U.S. Department of Energy. The starting point for the analysis described herein is following input of source term probability distributions from the General Electric Company. A Monte Carlo technique is used to develop probability distributions of radiological consequences for a range of accident scenarios thoughout the mission. Factors affecting radiological consequences are identified, the probability distribution of the effect of each factor determined, and the functional relationship among all the factors established. The probability distributions of all the factor effects are then combined using a Monte Carlo technique. The results of the analysis are presented in terms of complementary cumulative distribution functions (CCDF) by mission sub-phase, phase, and the overall mission. The CCDFs show the total probability that consequences (calculated health effects) would be equal to or greater than a given value.

"An estimate of the probability of vesicle exocytosis in a Monte Carlo model of buffered diffusion of calcium channel currents"

NASA Astrophysics Data System (ADS)

Dimcovic, Z. M.; Eagan, T. P.; Kidane, T. K.; Brown, R. W.; Petschek, R. G.; McEnery, M. W.

2001-10-01

The opening of voltage-dependent calcium channels results in an influx of calcium ions promoting the fusion of synaptic vesicles. The fusion leads to release of neurotransmitters, which in turn allow the propagation of nerve impulses. A Monte Carlo model of the diffusion of calcium following its surge into the cell is used to estimate the probability for exocytosis. Besides the calcium absorption by fixed and mobile buffers, key ingredients are the physical size and position of the tethered vesicle and a sensing model for the interaction of the vesicle and calcium. The release probability is compared to previously published studies where the finite vesicle size was not considered. (Supported by NIH MH55747, AHA 96001250, NSF0086643, and a CWRU Presidential Research Initiative grant.)

DOE Office of Scientific and Technical Information (OSTI.GOV)

Prentice, John K.; Gardner, David Randall

A methodology was developed for computing the probability that the sensor dart for the 'Near Real-Time Site Characterization for Assured HDBT Defeat' Grand-Challenge LDRD project will survive deployment over a forested region. The probability can be decomposed into three approximately independent probabilities that account for forest coverage, branch density and the physics of an impact between the dart and a tree branch. The probability that a dart survives an impact with a tree branch was determined from the deflection induced by the impact. If a dart that was deflected so that it impacted the ground at an angle of attackmore » exceeding a user-specified, threshold value, the dart was assumed to not survive the impact with the branch; otherwise it was assumed to have survived. A computer code was developed for calculating dart angle of attack at impact with the ground and a Monte Carlo scheme was used to calculate the probability distribution of a sensor dart surviving an impact with a branch as a function of branch radius, length, and height from the ground. Both an early prototype design and the current dart design were used in these studies. As a general rule of thumb, it we observed that for reasonably generic trees and for a threshold angle of attack of 5{sup o} (which is conservative for dart survival), the probability of reaching the ground with an angle of attack less than the threshold is on the order of 30% for the prototype dart design and 60% for the current dart design, though these numbers should be treated with some caution.« less

Parkinson Disease Detection from Speech Articulation Neuromechanics.

PubMed

Gómez-Vilda, Pedro; Mekyska, Jiri; Ferrández, José M; Palacios-Alonso, Daniel; Gómez-Rodellar, Andrés; Rodellar-Biarge, Victoria; Galaz, Zoltan; Smekal, Zdenek; Eliasova, Ilona; Kostalova, Milena; Rektorova, Irena

2017-01-01

Aim: The research described is intended to give a description of articulation dynamics as a correlate of the kinematic behavior of the jaw-tongue biomechanical system, encoded as a probability distribution of an absolute joint velocity. This distribution may be used in detecting and grading speech from patients affected by neurodegenerative illnesses, as Parkinson Disease. Hypothesis: The work hypothesis is that the probability density function of the absolute joint velocity includes information on the stability of phonation when applied to sustained vowels, as well as on fluency if applied to connected speech. Methods: A dataset of sustained vowels recorded from Parkinson Disease patients is contrasted with similar recordings from normative subjects. The probability distribution of the absolute kinematic velocity of the jaw-tongue system is extracted from each utterance. A Random Least Squares Feed-Forward Network (RLSFN) has been used as a binary classifier working on the pathological and normative datasets in a leave-one-out strategy. Monte Carlo simulations have been conducted to estimate the influence of the stochastic nature of the classifier. Two datasets for each gender were tested (males and females) including 26 normative and 53 pathological subjects in the male set, and 25 normative and 38 pathological in the female set. Results: Male and female data subsets were tested in single runs, yielding equal error rates under 0.6% (Accuracy over 99.4%). Due to the stochastic nature of each experiment, Monte Carlo runs were conducted to test the reliability of the methodology. The average detection results after 200 Montecarlo runs of a 200 hyperplane hidden layer RLSFN are given in terms of Sensitivity (males: 0.9946, females: 0.9942), Specificity (males: 0.9944, females: 0.9941) and Accuracy (males: 0.9945, females: 0.9942). The area under the ROC curve is 0.9947 (males) and 0.9945 (females). The equal error rate is 0.0054 (males) and 0.0057 (females). Conclusions: The proposed methodology avails that the use of highly normalized descriptors as the probability distribution of kinematic variables of vowel articulation stability, which has some interesting properties in terms of information theory, boosts the potential of simple yet powerful classifiers in producing quite acceptable detection results in Parkinson Disease.

Probabilistic Approach to Conditional Probability of Release of Hazardous Materials from Railroad Tank Cars during Accidents

DOT National Transportation Integrated Search

2009-10-13

This paper describes a probabilistic approach to estimate the conditional probability of release of hazardous materials from railroad tank cars during train accidents. Monte Carlo methods are used in developing a probabilistic model to simulate head ...

Knot probability of polygons subjected to a force: a Monte Carlo study

NASA Astrophysics Data System (ADS)

Janse van Rensburg, E. J.; Orlandini, E.; Tesi, M. C.; Whittington, S. G.

2008-01-01

We use Monte Carlo methods to study the knot probability of lattice polygons on the cubic lattice in the presence of an external force f. The force is coupled to the span of the polygons along a lattice direction, say the z-direction. If the force is negative polygons are squeezed (the compressive regime), while positive forces tend to stretch the polygons along the z-direction (the tensile regime). For sufficiently large positive forces we verify that the Pincus scaling law in the force-extension curve holds. At a fixed number of edges n the knot probability is a decreasing function of the force. For a fixed force the knot probability approaches unity as 1 - exp(-α0(f)n + o(n)), where α0(f) is positive and a decreasing function of f. We also examine the average of the absolute value of the writhe and we verify the square root growth law (known for f = 0) for all values of f.

Non-Parametric Collision Probability for Low-Velocity Encounters

NASA Technical Reports Server (NTRS)

Carpenter, J. Russell

2007-01-01

An implicit, but not necessarily obvious, assumption in all of the current techniques for assessing satellite collision probability is that the relative position uncertainty is perfectly correlated in time. If there is any mis-modeling of the dynamics in the propagation of the relative position error covariance matrix, time-wise de-correlation of the uncertainty will increase the probability of collision over a given time interval. The paper gives some examples that illustrate this point. This paper argues that, for the present, Monte Carlo analysis is the best available tool for handling low-velocity encounters, and suggests some techniques for addressing the issues just described. One proposal is for the use of a non-parametric technique that is widely used in actuarial and medical studies. The other suggestion is that accurate process noise models be used in the Monte Carlo trials to which the non-parametric estimate is applied. A further contribution of this paper is a description of how the time-wise decorrelation of uncertainty increases the probability of collision.

A study of two statistical methods as applied to shuttle solid rocket booster expenditures

NASA Technical Reports Server (NTRS)

Perlmutter, M.; Huang, Y.; Graves, M.

1974-01-01

The state probability technique and the Monte Carlo technique are applied to finding shuttle solid rocket booster expenditure statistics. For a given attrition rate per launch, the probable number of boosters needed for a given mission of 440 launches is calculated. Several cases are considered, including the elimination of the booster after a maximum of 20 consecutive launches. Also considered is the case where the booster is composed of replaceable components with independent attrition rates. A simple cost analysis is carried out to indicate the number of boosters to build initially, depending on booster costs. Two statistical methods were applied in the analysis: (1) state probability method which consists of defining an appropriate state space for the outcome of the random trials, and (2) model simulation method or the Monte Carlo technique. It was found that the model simulation method was easier to formulate while the state probability method required less computing time and was more accurate.

Reconstructing the Initial Density Field of the Local Universe: Methods and Tests with Mock Catalogs

NASA Astrophysics Data System (ADS)

Wang, Huiyuan; Mo, H. J.; Yang, Xiaohu; van den Bosch, Frank C.

2013-07-01

Our research objective in this paper is to reconstruct an initial linear density field, which follows the multivariate Gaussian distribution with variances given by the linear power spectrum of the current cold dark matter model and evolves through gravitational instabilities to the present-day density field in the local universe. For this purpose, we develop a Hamiltonian Markov Chain Monte Carlo method to obtain the linear density field from a posterior probability function that consists of two components: a prior of a Gaussian density field with a given linear spectrum and a likelihood term that is given by the current density field. The present-day density field can be reconstructed from galaxy groups using the method developed in Wang et al. Using a realistic mock Sloan Digital Sky Survey DR7, obtained by populating dark matter halos in the Millennium simulation (MS) with galaxies, we show that our method can effectively and accurately recover both the amplitudes and phases of the initial, linear density field. To examine the accuracy of our method, we use N-body simulations to evolve these reconstructed initial conditions to the present day. The resimulated density field thus obtained accurately matches the original density field of the MS in the density range 0.3 \\lesssim \\rho /\\bar{\\rho } \\lesssim 20 without any significant bias. In particular, the Fourier phases of the resimulated density fields are tightly correlated with those of the original simulation down to a scale corresponding to a wavenumber of ~1 h Mpc-1, much smaller than the translinear scale, which corresponds to a wavenumber of ~0.15 h Mpc-1.

Atomistic structures of nano-engineered SiC and radiation-induced amorphization resistance

DOE PAGES

Imada, Kenta; Ishimaru, Manabu; Sato, Kazuhisa; ...

2015-06-18

In this paper, nano-engineered 3C–SiC thin films, which possess columnar structures with high-density stacking faults and twins, were irradiated with 2 MeV Si ions at cryogenic and room temperatures. From cross-sectional transmission electron microscopy observations in combination with Monte Carlo simulations based on the Stopping and Range of Ions in Matter code, it was found that their amorphization resistance is six times greater than bulk crystalline SiC at room temperature. High-angle bright-field images taken by spherical aberration corrected scanning transmission electron microscopy revealed that the distortion of atomic configurations is localized near the stacking faults. Finally, the resultant strain fieldmore » probably contributes to the enhancement of radiation tolerance of this material.« less

EUPDF-II: An Eulerian Joint Scalar Monte Carlo PDF Module : User's Manual

NASA Technical Reports Server (NTRS)

Raju, M. S.; Liu, Nan-Suey (Technical Monitor)

2004-01-01

EUPDF-II provides the solution for the species and temperature fields based on an evolution equation for PDF (Probability Density Function) and it is developed mainly for application with sprays, combustion, parallel computing, and unstructured grids. It is designed to be massively parallel and could easily be coupled with any existing gas-phase CFD and spray solvers. The solver accommodates the use of an unstructured mesh with mixed elements of either triangular, quadrilateral, and/or tetrahedral type. The manual provides the user with an understanding of the various models involved in the PDF formulation, its code structure and solution algorithm, and various other issues related to parallelization and its coupling with other solvers. The source code of EUPDF-II will be available with National Combustion Code (NCC) as a complete package.

RadVel: The Radial Velocity Modeling Toolkit

NASA Astrophysics Data System (ADS)

Fulton, Benjamin J.; Petigura, Erik A.; Blunt, Sarah; Sinukoff, Evan

2018-04-01

RadVel is an open-source Python package for modeling Keplerian orbits in radial velocity (RV) timeseries. RadVel provides a convenient framework to fit RVs using maximum a posteriori optimization and to compute robust confidence intervals by sampling the posterior probability density via Markov Chain Monte Carlo (MCMC). RadVel allows users to float or fix parameters, impose priors, and perform Bayesian model comparison. We have implemented real-time MCMC convergence tests to ensure adequate sampling of the posterior. RadVel can output a number of publication-quality plots and tables. Users may interface with RadVel through a convenient command-line interface or directly from Python. The code is object-oriented and thus naturally extensible. We encourage contributions from the community. Documentation is available at http://radvel.readthedocs.io.

Multiscale dynamics of biological cells with chemotactic interactions: From a discrete stochastic model to a continuous description

NASA Astrophysics Data System (ADS)

Alber, Mark; Chen, Nan; Glimm, Tilmann; Lushnikov, Pavel M.

2006-05-01

The cellular Potts model (CPM) has been used for simulating various biological phenomena such as differential adhesion, fruiting body formation of the slime mold Dictyostelium discoideum, angiogenesis, cancer invasion, chondrogenesis in embryonic vertebrate limbs, and many others. We derive a continuous limit of a discrete one-dimensional CPM with the chemotactic interactions between cells in the form of a Fokker-Planck equation for the evolution of the cell probability density function. This equation is then reduced to the classical macroscopic Keller-Segel model. In particular, all coefficients of the Keller-Segel model are obtained from parameters of the CPM. Theoretical results are verified numerically by comparing Monte Carlo simulations for the CPM with numerics for the Keller-Segel model.

Fast model updating coupling Bayesian inference and PGD model reduction

NASA Astrophysics Data System (ADS)

Rubio, Paul-Baptiste; Louf, François; Chamoin, Ludovic

2018-04-01

The paper focuses on a coupled Bayesian-Proper Generalized Decomposition (PGD) approach for the real-time identification and updating of numerical models. The purpose is to use the most general case of Bayesian inference theory in order to address inverse problems and to deal with different sources of uncertainties (measurement and model errors, stochastic parameters). In order to do so with a reasonable CPU cost, the idea is to replace the direct model called for Monte-Carlo sampling by a PGD reduced model, and in some cases directly compute the probability density functions from the obtained analytical formulation. This procedure is first applied to a welding control example with the updating of a deterministic parameter. In the second application, the identification of a stochastic parameter is studied through a glued assembly example.

Poster — Thur Eve — 14: Improving Tissue Segmentation for Monte Carlo Dose Calculation using DECT

DOE Office of Scientific and Technical Information (OSTI.GOV)

Di Salvio, A.; Bedwani, S.; Carrier, J-F.

2014-08-15

Purpose: To improve Monte Carlo dose calculation accuracy through a new tissue segmentation technique with dual energy CT (DECT). Methods: Electron density (ED) and effective atomic number (EAN) can be extracted directly from DECT data with a stoichiometric calibration method. Images are acquired with Monte Carlo CT projections using the user code egs-cbct and reconstructed using an FDK backprojection algorithm. Calibration is performed using projections of a numerical RMI phantom. A weighted parameter algorithm then uses both EAN and ED to assign materials to voxels from DECT simulated images. This new method is compared to a standard tissue characterization frommore » single energy CT (SECT) data using a segmented calibrated Hounsfield unit (HU) to ED curve. Both methods are compared to the reference numerical head phantom. Monte Carlo simulations on uniform phantoms of different tissues using dosxyz-nrc show discrepancies in depth-dose distributions. Results: Both SECT and DECT segmentation methods show similar performance assigning soft tissues. Performance is however improved with DECT in regions with higher density, such as bones, where it assigns materials correctly 8% more often than segmentation with SECT, considering the same set of tissues and simulated clinical CT images, i.e. including noise and reconstruction artifacts. Furthermore, Monte Carlo results indicate that kV photon beam depth-dose distributions can double between two tissues of density higher than muscle. Conclusions: A direct acquisition of ED and the added information of EAN with DECT data improves tissue segmentation and increases the accuracy of Monte Carlo dose calculation in kV photon beams.« less

A Wigner Monte Carlo approach to density functional theory

DOE Office of Scientific and Technical Information (OSTI.GOV)

Sellier, J.M., E-mail: jeanmichel.sellier@gmail.com; Dimov, I.

2014-08-01

In order to simulate quantum N-body systems, stationary and time-dependent density functional theories rely on the capacity of calculating the single-electron wave-functions of a system from which one obtains the total electron density (Kohn–Sham systems). In this paper, we introduce the use of the Wigner Monte Carlo method in ab-initio calculations. This approach allows time-dependent simulations of chemical systems in the presence of reflective and absorbing boundary conditions. It also enables an intuitive comprehension of chemical systems in terms of the Wigner formalism based on the concept of phase-space. Finally, being based on a Monte Carlo method, it scales verymore » well on parallel machines paving the way towards the time-dependent simulation of very complex molecules. A validation is performed by studying the electron distribution of three different systems, a Lithium atom, a Boron atom and a hydrogenic molecule. For the sake of simplicity, we start from initial conditions not too far from equilibrium and show that the systems reach a stationary regime, as expected (despite no restriction is imposed in the choice of the initial conditions). We also show a good agreement with the standard density functional theory for the hydrogenic molecule. These results demonstrate that the combination of the Wigner Monte Carlo method and Kohn–Sham systems provides a reliable computational tool which could, eventually, be applied to more sophisticated problems.« less

Dose specification for radiation therapy: dose to water or dose to medium?

NASA Astrophysics Data System (ADS)

Ma, C.-M.; Li, Jinsheng

2011-05-01

The Monte Carlo method enables accurate dose calculation for radiation therapy treatment planning and has been implemented in some commercial treatment planning systems. Unlike conventional dose calculation algorithms that provide patient dose information in terms of dose to water with variable electron density, the Monte Carlo method calculates the energy deposition in different media and expresses dose to a medium. This paper discusses the differences in dose calculated using water with different electron densities and that calculated for different biological media and the clinical issues on dose specification including dose prescription and plan evaluation using dose to water and dose to medium. We will demonstrate that conventional photon dose calculation algorithms compute doses similar to those simulated by Monte Carlo using water with different electron densities, which are close (<4% differences) to doses to media but significantly different (up to 11%) from doses to water converted from doses to media following American Association of Physicists in Medicine (AAPM) Task Group 105 recommendations. Our results suggest that for consistency with previous radiation therapy experience Monte Carlo photon algorithms report dose to medium for radiotherapy dose prescription, treatment plan evaluation and treatment outcome analysis.

Random Numbers and Monte Carlo Methods

NASA Astrophysics Data System (ADS)

Scherer, Philipp O. J.

Many-body problems often involve the calculation of integrals of very high dimension which cannot be treated by standard methods. For the calculation of thermodynamic averages Monte Carlo methods are very useful which sample the integration volume at randomly chosen points. After summarizing some basic statistics, we discuss algorithms for the generation of pseudo-random numbers with given probability distribution which are essential for all Monte Carlo methods. We show how the efficiency of Monte Carlo integration can be improved by sampling preferentially the important configurations. Finally the famous Metropolis algorithm is applied to classical many-particle systems. Computer experiments visualize the central limit theorem and apply the Metropolis method to the traveling salesman problem.

Active faulting in the central Betic Cordillera (Spain): Palaeoseismological constraint of the surface-rupturing history of the Baza Fault (Central Betic Cordillera, Iberian Peninsula)

NASA Astrophysics Data System (ADS)

Castro, J.; Martin-Rojas, I.; Medina-Cascales, I.; García-Tortosa, F. J.; Alfaro, P.; Insua-Arévalo, J. M.

2018-06-01

This paper on the Baza Fault provides the first palaeoseismic data from trenches in the central sector of the Betic Cordillera (S Spain), one of the most tectonically active areas of the Iberian Peninsula. With the palaeoseismological data we constructed time-stratigraphic OxCal models that yield probability density functions (PDFs) of individual palaeoseismic event timing. We analysed PDF overlap to quantitatively correlate the walls and site events into a single earthquake chronology. We assembled a surface-rupturing history of the Baza Fault for the last ca. 45,000 years. We postulated six alternative surface rupturing histories including 8-9 fault-wide earthquakes. We calculated fault-wide earthquake recurrence intervals using Monte Carlo. This analysis yielded a 4750-5150 yr recurrence interval. Finally, compared our results with the results from empirical relationships. Our results will provide a basis for future analyses of more of other active normal faults in this region. Moreover, our results will be essential for improving earthquake-probability assessments in Spain, where palaeoseismic data are scarce.

Exact and Monte carlo resampling procedures for the Wilcoxon-Mann-Whitney and Kruskal-Wallis tests.

PubMed

Berry, K J; Mielke, P W

2000-12-01

Exact and Monte Carlo resampling FORTRAN programs are described for the Wilcoxon-Mann-Whitney rank sum test and the Kruskal-Wallis one-way analysis of variance for ranks test. The program algorithms compensate for tied values and do not depend on asymptotic approximations for probability values, unlike most algorithms contained in PC-based statistical software packages.

Stochastic Analysis of Orbital Lifetimes of Spacecraft

NASA Technical Reports Server (NTRS)

Sasamoto, Washito; Goodliff, Kandyce; Cornelius, David

2008-01-01

A document discusses (1) a Monte-Carlo-based methodology for probabilistic prediction and analysis of orbital lifetimes of spacecraft and (2) Orbital Lifetime Monte Carlo (OLMC)--a Fortran computer program, consisting of a previously developed long-term orbit-propagator integrated with a Monte Carlo engine. OLMC enables modeling of variances of key physical parameters that affect orbital lifetimes through the use of probability distributions. These parameters include altitude, speed, and flight-path angle at insertion into orbit; solar flux; and launch delays. The products of OLMC are predicted lifetimes (durations above specified minimum altitudes) for the number of user-specified cases. Histograms generated from such predictions can be used to determine the probabilities that spacecraft will satisfy lifetime requirements. The document discusses uncertainties that affect modeling of orbital lifetimes. Issues of repeatability, smoothness of distributions, and code run time are considered for the purpose of establishing values of code-specific parameters and number of Monte Carlo runs. Results from test cases are interpreted as demonstrating that solar-flux predictions are primary sources of variations in predicted lifetimes. Therefore, it is concluded, multiple sets of predictions should be utilized to fully characterize the lifetime range of a spacecraft.

GPU Acceleration of Mean Free Path Based Kernel Density Estimators for Monte Carlo Neutronics Simulations

DOE Office of Scientific and Technical Information (OSTI.GOV)

Burke, TImothy P.; Kiedrowski, Brian C.; Martin, William R.

Kernel Density Estimators (KDEs) are a non-parametric density estimation technique that has recently been applied to Monte Carlo radiation transport simulations. Kernel density estimators are an alternative to histogram tallies for obtaining global solutions in Monte Carlo tallies. With KDEs, a single event, either a collision or particle track, can contribute to the score at multiple tally points with the uncertainty at those points being independent of the desired resolution of the solution. Thus, KDEs show potential for obtaining estimates of a global solution with reduced variance when compared to a histogram. Previously, KDEs have been applied to neutronics formore » one-group reactor physics problems and fixed source shielding applications. However, little work was done to obtain reaction rates using KDEs. This paper introduces a new form of the MFP KDE that is capable of handling general geometries. Furthermore, extending the MFP KDE to 2-D problems in continuous energy introduces inaccuracies to the solution. An ad-hoc solution to these inaccuracies is introduced that produces errors smaller than 4% at material interfaces.« less

Inference Control Mechanism for Statistical Database: Frequency-Imposed Data Distortions.

ERIC Educational Resources Information Center

Liew, Chong K.; And Others

1985-01-01

Introduces two data distortion methods (Frequency-Imposed Distortion, Frequency-Imposed Probability Distortion) and uses a Monte Carlo study to compare their performance with that of other distortion methods (Point Distortion, Probability Distortion). Indications that data generated by these two methods produce accurate statistics and protect…

Teaching Probability in Intermediate Grades

ERIC Educational Resources Information Center

Engel, Arthur

1971-01-01

A discussion of the importance and procedures for including probability in the elementary through secondary mathematics curriculum is presented. Many examples and problems are presented which the author feels students can understand and will be motivated to do. Random digits, Monte Carlo methods, combinatorial theory, and Markov chains are…

Gas sorption and barrier properties of polymeric membranes from molecular dynamics and Monte Carlo simulations.

PubMed

Cozmuta, Ioana; Blanco, Mario; Goddard, William A

2007-03-29

It is important for many industrial processes to design new materials with improved selective permeability properties. Besides diffusion, the molecule's solubility contributes largely to the overall permeation process. This study presents a method to calculate solubility coefficients of gases such as O2, H2O (vapor), N2, and CO2 in polymeric matrices from simulation methods (Molecular Dynamics and Monte Carlo) using first principle predictions. The generation and equilibration (annealing) of five polymer models (polypropylene, polyvinyl alcohol, polyvinyl dichloride, polyvinyl chloride-trifluoroethylene, and polyethylene terephtalate) are extensively described. For each polymer, the average density and Hansen solubilities over a set of ten samples compare well with experimental data. For polyethylene terephtalate, the average properties between a small (n = 10) and a large (n = 100) set are compared. Boltzmann averages and probability density distributions of binding and strain energies indicate that the smaller set is biased in sampling configurations with higher energies. However, the sample with the lowest cohesive energy density from the smaller set is representative of the average of the larger set. Density-wise, low molecular weight polymers tend to have on average lower densities. Infinite molecular weight samples do however provide a very good representation of the experimental density. Solubility constants calculated with two ensembles (grand canonical and Henry's constant) are equivalent within 20%. For each polymer sample, the solubility constant is then calculated using the faster (10x) Henry's constant ensemble (HCE) from 150 ps of NPT dynamics of the polymer matrix. The influence of various factors (bad contact fraction, number of iterations) on the accuracy of Henry's constant is discussed. To validate the calculations against experimental results, the solubilities of nitrogen and carbon dioxide in polypropylene are examined over a range of temperatures between 250 and 650 K. The magnitudes of the calculated solubilities agree well with experimental results, and the trends with temperature are predicted correctly. The HCE method is used to predict the solubility constants at 298 K of water vapor and oxygen. The water vapor solubilities follow more closely the experimental trend of permeabilities, both ranging over 4 orders of magnitude. For oxygen, the calculated values do not follow entirely the experimental trend of permeabilities, most probably because at this temperature some of the polymers are in the glassy regime and thus are diffusion dominated. Our study also concludes large confidence limits are associated with the calculated Henry's constants. By investigating several factors (terminal ends of the polymer chains, void distribution, etc.), we conclude that the large confidence limits are intimately related to the polymer's conformational changes caused by thermal fluctuations and have to be regarded--at least at microscale--as a characteristic of each polymer and the nature of its interaction with the solute. Reducing the mobility of the polymer matrix as well as controlling the distribution of the free (occupiable) volume would act as mechanisms toward lowering both the gas solubility and the diffusion coefficients.

The large-scale gravitational bias from the quasi-linear regime.

NASA Astrophysics Data System (ADS)

Bernardeau, F.

1996-08-01

It is known that in gravitational instability scenarios the nonlinear dynamics induces non-Gaussian features in cosmological density fields that can be investigated with perturbation theory. Here, I derive the expression of the joint moments of cosmological density fields taken at two different locations. The results are valid when the density fields are filtered with a top-hat filter window function, and when the distance between the two cells is large compared to the smoothing length. In particular I show that it is possible to get the generating function of the coefficients C_p,q_ defined by <δ^p^({vec}(x)_1_)δ^q^({vec}(x)_2_)>_c_=C_p,q_ <δ^2^({vec}(x))>^p+q-2^ <δ({vec}(x)_1_)δ({vec}(x)_2_)> where δ({vec}(x)) is the local smoothed density field. It is then possible to reconstruct the joint density probability distribution function (PDF), generalizing for two points what has been obtained previously for the one-point density PDF. I discuss the validity of the large separation approximation in an explicit numerical Monte Carlo integration of the C_2,1_ parameter as a function of |{vec}(x)_1_-{vec}(x)_2_|. A straightforward application is the calculation of the large-scale ``bias'' properties of the over-dense (or under-dense) regions. The properties and the shape of the bias function are presented in details and successfully compared with numerical results obtained in an N-body simulation with CDM initial conditions.

Comparison of doses calculated by the Monte Carlo method and measured by LiF TLD in the buildup region for a 60Co photon beam.

PubMed

Budanec, M; Knezević, Z; Bokulić, T; Mrcela, I; Vrtar, M; Vekić, B; Kusić, Z

2008-12-01

This work studied the percent depth doses of (60)Co photon beams in the buildup region of a plastic phantom by LiF TLD measurements and by Monte Carlo calculations. An agreement within +/-1.5% was found between PDDs measured by TLD and calculated by the Monte Carlo method with the TLD in a plastic phantom. The dose in the plastic phantom was scored in voxels, with thickness scaled by physical and electron density. PDDs calculated by electron density scaling showed a better match with PDD(TLD)(MC); the difference is within +/-1.5% in the buildup region for square and rectangular field sizes.

Monte Carlo simulation of hard spheres near random closest packing using spherical boundary conditions

NASA Astrophysics Data System (ADS)

Tobochnik, Jan; Chapin, Phillip M.

1988-05-01

Monte Carlo simulations were performed for hard disks on the surface of an ordinary sphere and hard spheres on the surface of a four-dimensional hypersphere. Starting from the low density fluid the density was increased to obtain metastable amorphous states at densities higher than previously achieved. Above the freezing density the inverse pressure decreases linearly with density, reaching zero at packing fractions equal to 68% for hard spheres and 84% for hard disks. Using these new estimates for random closest packing and coefficients from the virial series we obtain an equation of state which fits all the data up to random closest packing. Usually, the radial distribution function showed the typical split second peak characteristic of amorphous solids and glasses. High density systems which lacked this split second peak and showed other sharp peaks were interpreted as signaling the onset of crystal nucleation.

Charge Transport Properties in Disordered Organic Semiconductor as a Function of Charge Density: Monte Carlo Simulation

NASA Astrophysics Data System (ADS)

Shukri, Seyfan Kelil

2017-01-01

We have done Kinetic Monte Carlo (KMC) simulations to investigate the effect of charge carrier density on the electrical conductivity and carrier mobility in disordered organic semiconductors using a lattice model. The density of state (DOS) of the system are considered to be Gaussian and exponential. Our simulations reveal that the mobility of the charge carrier increases with charge carrier density for both DOSs. In contrast, the mobility of charge carriers decreases as the disorder increases. In addition the shape of the DOS has a significance effect on the charge transport properties as a function of density which are clearly seen. On the other hand, for the same distribution width and at low carrier density, the change occurred on the conductivity and mobility for a Gaussian DOS is more pronounced than that for the exponential DOS.

Density functional theory for polymeric systems in 2D.

PubMed

Słyk, Edyta; Roth, Roland; Bryk, Paweł

2016-06-22

We propose density functional theory for polymeric fluids in two dimensions. The approach is based on Wertheim's first order thermodynamic perturbation theory (TPT) and closely follows density functional theory for polymers proposed by Yu and Wu (2002 J. Chem. Phys. 117 2368). As a simple application we evaluate the density profiles of tangent hard-disk polymers at hard walls. The theoretical predictions are compared against the results of the Monte Carlo simulations. We find that for short chain lengths the theoretical density profiles are in an excellent agreement with the Monte Carlo data. The agreement is less satisfactory for longer chains. The performance of the theory can be improved by recasting the approach using the self-consistent field theory formalism. When the self-avoiding chain statistics is used, the theory yields a marked improvement in the low density limit. Further improvements for long chains could be reached by going beyond the first order of TPT.

Propagating Mixed Uncertainties in Cyber Attacker Payoffs: Exploration of Two-Phase Monte Carlo Sampling and Probability Bounds Analysis

DOE Office of Scientific and Technical Information (OSTI.GOV)

Chatterjee, Samrat; Tipireddy, Ramakrishna; Oster, Matthew R.

Securing cyber-systems on a continual basis against a multitude of adverse events is a challenging undertaking. Game-theoretic approaches, that model actions of strategic decision-makers, are increasingly being applied to address cybersecurity resource allocation challenges. Such game-based models account for multiple player actions and represent cyber attacker payoffs mostly as point utility estimates. Since a cyber-attacker’s payoff generation mechanism is largely unknown, appropriate representation and propagation of uncertainty is a critical task. In this paper we expand on prior work and focus on operationalizing the probabilistic uncertainty quantification framework, for a notional cyber system, through: 1) representation of uncertain attacker andmore » system-related modeling variables as probability distributions and mathematical intervals, and 2) exploration of uncertainty propagation techniques including two-phase Monte Carlo sampling and probability bounds analysis.« less

Exact Tests for the Rasch Model via Sequential Importance Sampling

ERIC Educational Resources Information Center

Chen, Yuguo; Small, Dylan

2005-01-01

Rasch proposed an exact conditional inference approach to testing his model but never implemented it because it involves the calculation of a complicated probability. This paper furthers Rasch's approach by (1) providing an efficient Monte Carlo methodology for accurately approximating the required probability and (2) illustrating the usefulness…

Hedged Monte-Carlo: low variance derivative pricing with objective probabilities

NASA Astrophysics Data System (ADS)

Potters, Marc; Bouchaud, Jean-Philippe; Sestovic, Dragan

2001-01-01

We propose a new ‘hedged’ Monte-Carlo ( HMC) method to price financial derivatives, which allows to determine simultaneously the optimal hedge. The inclusion of the optimal hedging strategy allows one to reduce the financial risk associated with option trading, and for the very same reason reduces considerably the variance of our HMC scheme as compared to previous methods. The explicit accounting of the hedging cost naturally converts the objective probability into the ‘risk-neutral’ one. This allows a consistent use of purely historical time series to price derivatives and obtain their residual risk. The method can be used to price a large class of exotic options, including those with path dependent and early exercise features.

Probabilistic structural analysis using a general purpose finite element program

NASA Astrophysics Data System (ADS)

Riha, D. S.; Millwater, H. R.; Thacker, B. H.

1992-07-01

This paper presents an accurate and efficient method to predict the probabilistic response for structural response quantities, such as stress, displacement, natural frequencies, and buckling loads, by combining the capabilities of MSC/NASTRAN, including design sensitivity analysis and fast probability integration. Two probabilistic structural analysis examples have been performed and verified by comparison with Monte Carlo simulation of the analytical solution. The first example consists of a cantilevered plate with several point loads. The second example is a probabilistic buckling analysis of a simply supported composite plate under in-plane loading. The coupling of MSC/NASTRAN and fast probability integration is shown to be orders of magnitude more efficient than Monte Carlo simulation with excellent accuracy.

Mercedes-Benz water molecules near hydrophobic wall: Integral equation theories vs Monte Carlo simulations

NASA Astrophysics Data System (ADS)

Urbic, T.; Holovko, M. F.

2011-10-01

Associative version of Henderson-Abraham-Barker theory is applied for the study of Mercedes-Benz model of water near hydrophobic surface. We calculated density profiles and adsorption coefficients using Percus-Yevick and soft mean spherical associative approximations. The results are compared with Monte Carlo simulation data. It is shown that at higher temperatures both approximations satisfactory reproduce the simulation data. For lower temperatures, soft mean spherical approximation gives good agreement at low and at high densities while in at mid range densities, the prediction is only qualitative. The formation of a depletion layer between water and hydrophobic surface was also demonstrated and studied.

Mercedes–Benz water molecules near hydrophobic wall: Integral equation theories vs Monte Carlo simulations

PubMed Central

Urbic, T.; Holovko, M. F.

2011-01-01

Associative version of Henderson-Abraham-Barker theory is applied for the study of Mercedes–Benz model of water near hydrophobic surface. We calculated density profiles and adsorption coefficients using Percus-Yevick and soft mean spherical associative approximations. The results are compared with Monte Carlo simulation data. It is shown that at higher temperatures both approximations satisfactory reproduce the simulation data. For lower temperatures, soft mean spherical approximation gives good agreement at low and at high densities while in at mid range densities, the prediction is only qualitative. The formation of a depletion layer between water and hydrophobic surface was also demonstrated and studied. PMID:21992334

Density matrix Monte Carlo modeling of quantum cascade lasers

NASA Astrophysics Data System (ADS)

Jirauschek, Christian

2017-10-01

By including elements of the density matrix formalism, the semiclassical ensemble Monte Carlo method for carrier transport is extended to incorporate incoherent tunneling, known to play an important role in quantum cascade lasers (QCLs). In particular, this effect dominates electron transport across thick injection barriers, which are frequently used in terahertz QCL designs. A self-consistent model for quantum mechanical dephasing is implemented, eliminating the need for empirical simulation parameters. Our modeling approach is validated against available experimental data for different types of terahertz QCL designs.

Accelerated Monte Carlo Simulation for Safety Analysis of the Advanced Airspace Concept

NASA Technical Reports Server (NTRS)

Thipphavong, David

2010-01-01

Safe separation of aircraft is a primary objective of any air traffic control system. An accelerated Monte Carlo approach was developed to assess the level of safety provided by a proposed next-generation air traffic control system. It combines features of fault tree and standard Monte Carlo methods. It runs more than one order of magnitude faster than the standard Monte Carlo method while providing risk estimates that only differ by about 10%. It also preserves component-level model fidelity that is difficult to maintain using the standard fault tree method. This balance of speed and fidelity allows sensitivity analysis to be completed in days instead of weeks or months with the standard Monte Carlo method. Results indicate that risk estimates are sensitive to transponder, pilot visual avoidance, and conflict detection failure probabilities.

Monte-Carlo modelling of nano-material photocatalysis: bridging photocatalytic activity and microscopic charge kinetics.

PubMed

Liu, Baoshun

2016-04-28

In photocatalysis, it is known that light intensity, organic concentration, and temperature affect the photocatalytic activity by changing the microscopic kinetics of holes and electrons. However, how the microscopic kinetics of holes and electrons relates to the photocatalytic activity was not well known. In the present research, we developed a Monte-Carlo random walking model that involved all of the charge kinetics, including the photo-generation, the recombination, the transport, and the interfacial transfer of holes and electrons, to simulate the overall photocatalytic reaction, which we called a "computer experiment" of photocatalysis. By using this model, we simulated the effect of light intensity, temperature, and organic surface coverage on the photocatalytic activity and the density of the free electrons that accumulate in the simulated system. It was seen that the increase of light intensity increases the electron density and its mobility, which increases the probability for a hole/electron to find an electron/hole for recombination, and consequently led to an apparent kinetics that the quantum yield (QY) decreases with the increase of light intensity. It was also seen that the increase of organic surface coverage could increase the rate of hole interfacial transfer and result in the decrease of the probability for an electron to recombine with a hole. Moreover, the increase of organic coverage on the nano-material surface can also increase the accumulation of electrons, which enhances the mobility for electrons to undergo interfacial transfer, and finally leads to the increase of photocatalytic activity. The simulation showed that the temperature had a more complicated effect, as it can simultaneously change the activation of electrons, the interfacial transfer of holes, and the interfacial transfer of electrons. It was shown that the interfacial transfer of holes might play a main role at low temperature, with the temperature-dependence of QY conforming to the Arrhenius model. The activation of electrons from the traps to the conduction band might become important at high temperature, which accelerates the electron movement for recombination and leads to a temperature dependence of QY that deviates from the Arrhenius model.

Estimating rare events in biochemical systems using conditional sampling.

PubMed

Sundar, V S

2017-01-28

The paper focuses on development of variance reduction strategies to estimate rare events in biochemical systems. Obtaining this probability using brute force Monte Carlo simulations in conjunction with the stochastic simulation algorithm (Gillespie's method) is computationally prohibitive. To circumvent this, important sampling tools such as the weighted stochastic simulation algorithm and the doubly weighted stochastic simulation algorithm have been proposed. However, these strategies require an additional step of determining the important region to sample from, which is not straightforward for most of the problems. In this paper, we apply the subset simulation method, developed as a variance reduction tool in the context of structural engineering, to the problem of rare event estimation in biochemical systems. The main idea is that the rare event probability is expressed as a product of more frequent conditional probabilities. These conditional probabilities are estimated with high accuracy using Monte Carlo simulations, specifically the Markov chain Monte Carlo method with the modified Metropolis-Hastings algorithm. Generating sample realizations of the state vector using the stochastic simulation algorithm is viewed as mapping the discrete-state continuous-time random process to the standard normal random variable vector. This viewpoint opens up the possibility of applying more sophisticated and efficient sampling schemes developed elsewhere to problems in stochastic chemical kinetics. The results obtained using the subset simulation method are compared with existing variance reduction strategies for a few benchmark problems, and a satisfactory improvement in computational time is demonstrated.

Pyroclastic density current hazard maps at Campi Flegrei caldera (Italy): the effects of event scale, vent location and time forecasts.

NASA Astrophysics Data System (ADS)

Bevilacqua, Andrea; Neri, Augusto; Esposti Ongaro, Tomaso; Isaia, Roberto; Flandoli, Franco; Bisson, Marina

2016-04-01

Today hundreds of thousands people live inside the Campi Flegrei caldera (Italy) and in the adjacent part of the city of Naples making a future eruption of such volcano an event with huge consequences. Very high risks are associated with the occurrence of pyroclastic density currents (PDCs). Mapping of background or long-term PDC hazard in the area is a great challenge due to the unknown eruption time, scale and vent location of the next event as well as the complex dynamics of the flow over the caldera topography. This is additionally complicated by the remarkable epistemic uncertainty on the eruptive record, affecting the time of past events, the location of vents as well as the PDCs areal extent estimates. First probability maps of PDC invasion were produced combining a vent-opening probability map, statistical estimates concerning the eruptive scales and a Cox-type temporal model including self-excitement effects, based on the eruptive record of the last 15 kyr. Maps were produced by using a Monte Carlo approach and adopting a simplified inundation model based on the "box model" integral approximation tested with 2D transient numerical simulations of flow dynamics. In this presentation we illustrate the independent effects of eruption scale, vent location and time of forecast of the next event. Specific focus was given to the remarkable differences between the eastern and western sectors of the caldera and their effects on the hazard maps. The analysis allowed to identify areas with elevated probabilities of flow invasion as a function of the diverse assumptions made. With the quantification of some sources of uncertainty in relation to the system, we were also able to provide mean and percentile maps of PDC hazard levels.

MODELING LEACHING OF VIRUSES BY THE MONTE CARLO METHOD

EPA Science Inventory

A predictive screening model was developed for fate and transport
of viruses in the unsaturated zone. A database of input parameters
allowed Monte Carlo analysis with the model. The resulting kernel
densities of predicted attenuation during percolation indicated very ...

Groundwars Version 5.0. User’s Guide

DTIC Science & Technology

1992-08-01

model, Monte Carlo, land duel , heterogeneous forces, TANKWARS, target acquisition, combat survivability 19. ABSTRACT (Continue on reverse if necessary...land duel between two heterogeneous forces. The model simuJ.ates individual weapon systems and employs Monte Carlo probability theory as its primary...is a weapon systems effectiveness model which provides the results of a land duel between two forces. The model simulates individual weapon systems

Space Object Collision Probability via Monte Carlo on the Graphics Processing Unit

NASA Astrophysics Data System (ADS)

Vittaldev, Vivek; Russell, Ryan P.

2017-09-01

Fast and accurate collision probability computations are essential for protecting space assets. Monte Carlo (MC) simulation is the most accurate but computationally intensive method. A Graphics Processing Unit (GPU) is used to parallelize the computation and reduce the overall runtime. Using MC techniques to compute the collision probability is common in literature as the benchmark. An optimized implementation on the GPU, however, is a challenging problem and is the main focus of the current work. The MC simulation takes samples from the uncertainty distributions of the Resident Space Objects (RSOs) at any time during a time window of interest and outputs the separations at closest approach. Therefore, any uncertainty propagation method may be used and the collision probability is automatically computed as a function of RSO collision radii. Integration using a fixed time step and a quartic interpolation after every Runge Kutta step ensures that no close approaches are missed. Two orders of magnitude speedups over a serial CPU implementation are shown, and speedups improve moderately with higher fidelity dynamics. The tool makes the MC approach tractable on a single workstation, and can be used as a final product, or for verifying surrogate and analytical collision probability methods.

Trace-fossil and storm-deposit relationships of San Carlos formation, west Texas

DOE Office of Scientific and Technical Information (OSTI.GOV)

Metz, C.L.; Bednarski, S.P.

1986-05-01

Two distinct assemblages of trace fossils are preserved in the storm deposits in delta-front facies of the Upper Cretaceous San Carlos Formation, west Texas. The assemblages represent two widely differing responses to storm deposition and sediment-trace-fossil relationships, indicating that other environmental parameters, probably water depth and oxygen levels, influenced trace-fossil distribution within the San Carlos delta front. Evidence of the storm-deposited nature of the sandstones includes a scoured basal contact, planar to hummocky cross-stratification, and a upper contact that is either ripple marked or is gradational with overlying shales.

Multi-pass Monte Carlo simulation method in nuclear transmutations.

PubMed

Mateescu, Liviu; Kadambi, N Prasad; Ravindra, Nuggehalli M

2016-12-01

Monte Carlo methods, in their direct brute simulation incarnation, bring realistic results if the involved probabilities, be they geometrical or otherwise, remain constant for the duration of the simulation. However, there are physical setups where the evolution of the simulation represents a modification of the simulated system itself. Chief among such evolving simulated systems are the activation/transmutation setups. That is, the simulation starts with a given set of probabilities, which are determined by the geometry of the system, the components and by the microscopic interaction cross-sections. However, the relative weight of the components of the system changes along with the steps of the simulation. A natural measure would be adjusting probabilities after every step of the simulation. On the other hand, the physical system has typically a number of components of the order of Avogadro's number, usually 10 25 or 10 26 members. A simulation step changes the characteristics for just a few of these members; a probability will therefore shift by a quantity of 1/10 25 . Such a change cannot be accounted for within a simulation, because then the simulation should have then a number of at least 10 28 steps in order to have some significance. This is not feasible, of course. For our computing devices, a simulation of one million steps is comfortable, but a further order of magnitude becomes too big a stretch for the computing resources. We propose here a method of dealing with the changing probabilities, leading to the increasing of the precision. This method is intended as a fast approximating approach, and also as a simple introduction (for the benefit of students) in the very branched subject of Monte Carlo simulations vis-à-vis nuclear reactors. Copyright © 2016 Elsevier Ltd. All rights reserved.

Coarse-grained computation for particle coagulation and sintering processes by linking Quadrature Method of Moments with Monte-Carlo

DOE Office of Scientific and Technical Information (OSTI.GOV)

Zou Yu, E-mail: yzou@Princeton.ED; Kavousanakis, Michail E., E-mail: mkavousa@Princeton.ED; Kevrekidis, Ioannis G., E-mail: yannis@Princeton.ED

2010-07-20

The study of particle coagulation and sintering processes is important in a variety of research studies ranging from cell fusion and dust motion to aerosol formation applications. These processes are traditionally simulated using either Monte-Carlo methods or integro-differential equations for particle number density functions. In this paper, we present a computational technique for cases where we believe that accurate closed evolution equations for a finite number of moments of the density function exist in principle, but are not explicitly available. The so-called equation-free computational framework is then employed to numerically obtain the solution of these unavailable closed moment equations bymore » exploiting (through intelligent design of computational experiments) the corresponding fine-scale (here, Monte-Carlo) simulation. We illustrate the use of this method by accelerating the computation of evolving moments of uni- and bivariate particle coagulation and sintering through short simulation bursts of a constant-number Monte-Carlo scheme.« less

The computer simulation of automobile use patterns for defining battery requirements for electric cars

NASA Technical Reports Server (NTRS)

Schwartz, H. J.

1976-01-01

A Monte Carlo simulation process was used to develop the U.S. daily range requirements for an electric vehicle from probability distributions of trip lengths and frequencies and average annual mileage data. The analysis shows that a car in the U.S. with a practical daily range of 82 miles (132 km) can meet the needs of the owner on 95% of the days of the year, or at all times other than his long vacation trips. Increasing the range of the vehicle beyond this point will not make it more useful to the owner because it will still not provide intercity transportation. A daily range of 82 miles can be provided by an intermediate battery technology level characterized by an energy density of 30 to 50 watt-hours per pound (66 to 110 W-hr/kg). Candidate batteries in this class are nickel-zinc, nickel-iron, and iron-air. The implication of these results for the research goals of far-term battery systems suggests a shift in emphasis toward lower cost and greater life and away from high energy density.

Simulated full-waveform lidar compared to Riegl VZ-400 terrestrial laser scans

NASA Astrophysics Data System (ADS)

Kim, Angela M.; Olsen, Richard C.; Béland, Martin

2016-05-01

A 3-D Monte Carlo ray-tracing simulation of LiDAR propagation models the reflection, transmission and ab- sorption interactions of laser energy with materials in a simulated scene. In this presentation, a model scene consisting of a single Victorian Boxwood (Pittosporum undulatum) tree is generated by the high-fidelity tree voxel model VoxLAD using high-spatial resolution point cloud data from a Riegl VZ-400 terrestrial laser scanner. The VoxLAD model uses terrestrial LiDAR scanner data to determine Leaf Area Density (LAD) measurements for small volume voxels (20 cm sides) of a single tree canopy. VoxLAD is also used in a non-traditional fashion in this case to generate a voxel model of wood density. Information from the VoxLAD model is used within the LiDAR simulation to determine the probability of LiDAR energy interacting with materials at a given voxel location. The LiDAR simulation is defined to replicate the scanning arrangement of the Riegl VZ-400; the resulting simulated full-waveform LiDAR signals compare favorably to those obtained with the Riegl VZ-400 terrestrial laser scanner.

Large Eddy Simulation of Entropy Generation in a Turbulent Mixing Layer

NASA Astrophysics Data System (ADS)

Sheikhi, Reza H.; Safari, Mehdi; Hadi, Fatemeh

2013-11-01

Entropy transport equation is considered in large eddy simulation (LES) of turbulent flows. The irreversible entropy generation in this equation provides a more general description of subgrid scale (SGS) dissipation due to heat conduction, mass diffusion and viscosity effects. A new methodology is developed, termed the entropy filtered density function (En-FDF), to account for all individual entropy generation effects in turbulent flows. The En-FDF represents the joint probability density function of entropy, frequency, velocity and scalar fields within the SGS. An exact transport equation is developed for the En-FDF, which is modeled by a system of stochastic differential equations, incorporating the second law of thermodynamics. The modeled En-FDF transport equation is solved by a Lagrangian Monte Carlo method. The methodology is employed to simulate a turbulent mixing layer involving transport of passive scalars and entropy. Various modes of entropy generation are obtained from the En-FDF and analyzed. Predictions are assessed against data generated by direct numerical simulation (DNS). The En-FDF predictions are in good agreements with the DNS data.

SU-F-T-444: Quality Improvement Review of Radiation Therapy Treatment Planning in the Presence of Dental Implants

DOE Office of Scientific and Technical Information (OSTI.GOV)

Parenica, H; Ford, J; Mavroidis, P

Purpose: To quantify and compare the effect of metallic dental implants (MDI) on dose distributions calculated using Collapsed Cone Convolution Superposition (CCCS) algorithm or a Monte Carlo algorithm (with and without correcting for the density of the MDI). Methods: Seven previously treated patients to the head and neck region were included in this study. The MDI and the streaking artifacts on the CT images were carefully contoured. For each patient a plan was optimized and calculated using the Pinnacle3 treatment planning system (TPS). For each patient two dose calculations were performed, a) with the densities of the MDI and CTmore » artifacts overridden (12 g/cc and 1 g/cc respectively) and b) without density overrides. The plans were then exported to the Monaco TPS and recalculated using Monte Carlo dose calculation algorithm. The changes in dose to PTVs and surrounding Regions of Interest (ROIs) were examined between all plans. Results: The Monte Carlo dose calculation indicated that PTVs received 6% lower dose than the CCCS algorithm predicted. In some cases, the Monte Carlo algorithm indicated that surrounding ROIs received higher dose (up to a factor of 2). Conclusion: Not properly accounting for dental implants can impact both the high dose regions (PTV) and the low dose regions (OAR). This study implies that if MDI and the artifacts are not appropriately contoured and given the correct density, there is potential significant impact on PTV coverage and OAR maximum doses.« less

A Numerical Method for Obtaining Monoenergetic Neutron Flux Distributions and Transmissions in Multiple-Region Slabs

NASA Technical Reports Server (NTRS)

Schneider, Harold

1959-01-01

This method is investigated for semi-infinite multiple-slab configurations of arbitrary width, composition, and source distribution. Isotropic scattering in the laboratory system is assumed. Isotropic scattering implies that the fraction of neutrons scattered in the i(sup th) volume element or subregion that will make their next collision in the j(sup th) volume element or subregion is the same for all collisions. These so-called "transfer probabilities" between subregions are calculated and used to obtain successive-collision densities from which the flux and transmission probabilities directly follow. For a thick slab with little or no absorption, a successive-collisions technique proves impractical because an unreasonably large number of collisions must be followed in order to obtain the flux. Here the appropriate integral equation is converted into a set of linear simultaneous algebraic equations that are solved for the average total flux in each subregion. When ordinary diffusion theory applies with satisfactory precision in a portion of the multiple-slab configuration, the problem is solved by ordinary diffusion theory, but the flux is plotted only in the region of validity. The angular distribution of neutrons entering the remaining portion is determined from the known diffusion flux and the remaining region is solved by higher order theory. Several procedures for applying the numerical method are presented and discussed. To illustrate the calculational procedure, a symmetrical slab ia vacuum is worked by the numerical, Monte Carlo, and P(sub 3) spherical harmonics methods. In addition, an unsymmetrical double-slab problem is solved by the numerical and Monte Carlo methods. The numerical approach proved faster and more accurate in these examples. Adaptation of the method to anisotropic scattering in slabs is indicated, although no example is included in this paper.

The Joker: A Custom Monte Carlo Sampler for Binary-star and Exoplanet Radial Velocity Data

NASA Astrophysics Data System (ADS)

Price-Whelan, Adrian M.; Hogg, David W.; Foreman-Mackey, Daniel; Rix, Hans-Walter

2017-03-01

Given sparse or low-quality radial velocity measurements of a star, there are often many qualitatively different stellar or exoplanet companion orbit models that are consistent with the data. The consequent multimodality of the likelihood function leads to extremely challenging search, optimization, and Markov chain Monte Carlo (MCMC) posterior sampling over the orbital parameters. Here we create a custom Monte Carlo sampler for sparse or noisy radial velocity measurements of two-body systems that can produce posterior samples for orbital parameters even when the likelihood function is poorly behaved. The six standard orbital parameters for a binary system can be split into four nonlinear parameters (period, eccentricity, argument of pericenter, phase) and two linear parameters (velocity amplitude, barycenter velocity). We capitalize on this by building a sampling method in which we densely sample the prior probability density function (pdf) in the nonlinear parameters and perform rejection sampling using a likelihood function marginalized over the linear parameters. With sparse or uninformative data, the sampling obtained by this rejection sampling is generally multimodal and dense. With informative data, the sampling becomes effectively unimodal but too sparse: in these cases we follow the rejection sampling with standard MCMC. The method produces correct samplings in orbital parameters for data that include as few as three epochs. The Joker can therefore be used to produce proper samplings of multimodal pdfs, which are still informative and can be used in hierarchical (population) modeling. We give some examples that show how the posterior pdf depends sensitively on the number and time coverage of the observations and their uncertainties.

Rare Event Simulation in Radiation Transport

NASA Astrophysics Data System (ADS)

Kollman, Craig

This dissertation studies methods for estimating extremely small probabilities by Monte Carlo simulation. Problems in radiation transport typically involve estimating very rare events or the expected value of a random variable which is with overwhelming probability equal to zero. These problems often have high dimensional state spaces and irregular geometries so that analytic solutions are not possible. Monte Carlo simulation must be used to estimate the radiation dosage being transported to a particular location. If the area is well shielded the probability of any one particular particle getting through is very small. Because of the large number of particles involved, even a tiny fraction penetrating the shield may represent an unacceptable level of radiation. It therefore becomes critical to be able to accurately estimate this extremely small probability. Importance sampling is a well known technique for improving the efficiency of rare event calculations. Here, a new set of probabilities is used in the simulation runs. The results are multiplied by the likelihood ratio between the true and simulated probabilities so as to keep our estimator unbiased. The variance of the resulting estimator is very sensitive to which new set of transition probabilities are chosen. It is shown that a zero variance estimator does exist, but that its computation requires exact knowledge of the solution. A simple random walk with an associated killing model for the scatter of neutrons is introduced. Large deviation results for optimal importance sampling in random walks are extended to the case where killing is present. An adaptive "learning" algorithm for implementing importance sampling is given for more general Markov chain models of neutron scatter. For finite state spaces this algorithm is shown to give, with probability one, a sequence of estimates converging exponentially fast to the true solution. In the final chapter, an attempt to generalize this algorithm to a continuous state space is made. This involves partitioning the space into a finite number of cells. There is a tradeoff between additional computation per iteration and variance reduction per iteration that arises in determining the optimal grid size. All versions of this algorithm can be thought of as a compromise between deterministic and Monte Carlo methods, capturing advantages of both techniques.

DETERMINING TYPE Ia SUPERNOVA HOST GALAXY EXTINCTION PROBABILITIES AND A STATISTICAL APPROACH TO ESTIMATING THE ABSORPTION-TO-REDDENING RATIO R{sub V}

DOE Office of Scientific and Technical Information (OSTI.GOV)

Cikota, Aleksandar; Deustua, Susana; Marleau, Francine, E-mail: acikota@eso.org

We investigate limits on the extinction values of Type Ia supernovae (SNe Ia) to statistically determine the most probable color excess, E(B – V), with galactocentric distance, and use these statistics to determine the absorption-to-reddening ratio, R{sub V}, for dust in the host galaxies. We determined pixel-based dust mass surface density maps for 59 galaxies from the Key Insight on Nearby Galaxies: a Far-infrared Survey with Herschel (KINGFISH). We use SN Ia spectral templates to develop a Monte Carlo simulation of color excess E(B – V) with R{sub V} = 3.1 and investigate the color excess probabilities E(B – V) with projected radial galaxymore » center distance. Additionally, we tested our model using observed spectra of SN 1989B, SN 2002bo, and SN 2006X, which occurred in three KINGFISH galaxies. Finally, we determined the most probable reddening for Sa–Sap, Sab–Sbp, Sbc–Scp, Scd–Sdm, S0, and irregular galaxy classes as a function of R/R{sub 25}. We find that the largest expected reddening probabilities are in Sab–Sb and Sbc–Sc galaxies, while S0 and irregular galaxies are very dust poor. We present a new approach for determining the absorption-to-reddening ratio R{sub V} using color excess probability functions and find values of R{sub V} = 2.71 ± 1.58 for 21 SNe Ia observed in Sab–Sbp galaxies, and R{sub V} = 1.70 ± 0.38, for 34 SNe Ia observed in Sbc–Scp galaxies.« less

Fishnet model for failure probability tail of nacre-like imbricated lamellar materials

NASA Astrophysics Data System (ADS)

Luo, Wen; Bažant, Zdeněk P.

2017-12-01

Nacre, the iridescent material of the shells of pearl oysters and abalone, consists mostly of aragonite (a form of CaCO3), a brittle constituent of relatively low strength (≈10 MPa). Yet it has astonishing mean tensile strength (≈150 MPa) and fracture energy (≈350 to 1,240 J/m2). The reasons have recently become well understood: (i) the nanoscale thickness (≈300 nm) of nacre's building blocks, the aragonite lamellae (or platelets), and (ii) the imbricated, or staggered, arrangement of these lamellea, bound by biopolymer layers only ≈25 nm thick, occupying <5% of volume. These properties inspire manmade biomimetic materials. For engineering applications, however, the failure probability of ≤10-6 is generally required. To guarantee it, the type of probability density function (pdf) of strength, including its tail, must be determined. This objective, not pursued previously, is hardly achievable by experiments alone, since >10^8 tests of specimens would be needed. Here we outline a statistical model of strength that resembles a fishnet pulled diagonally, captures the tail of pdf of strength and, importantly, allows analytical safety assessments of nacreous materials. The analysis shows that, in terms of safety, the imbricated lamellar structure provides a major additional advantage—˜10% strength increase at tail failure probability 10^-6 and a 1 to 2 orders of magnitude tail probability decrease at fixed stress. Another advantage is that a high scatter of microstructure properties diminishes the strength difference between the mean and the probability tail, compared with the weakest link model. These advantages of nacre-like materials are here justified analytically and supported by millions of Monte Carlo simulations.

Estimation of the radiation-induced DNA double-strand breaks number by considering cell cycle and absorbed dose per cell nucleus

PubMed Central

Mori, Ryosuke; Matsuya, Yusuke; Yoshii, Yuji; Date, Hiroyuki

2018-01-01

Abstract DNA double-strand breaks (DSBs) are thought to be the main cause of cell death after irradiation. In this study, we estimated the probability distribution of the number of DSBs per cell nucleus by considering the DNA amount in a cell nucleus (which depends on the cell cycle) and the statistical variation in the energy imparted to the cell nucleus by X-ray irradiation. The probability estimation of DSB induction was made following these procedures: (i) making use of the Chinese Hamster Ovary (CHO)-K1 cell line as the target example, the amounts of DNA per nucleus in the logarithmic and the plateau phases of the growth curve were measured by flow cytometry with propidium iodide (PI) dyeing; (ii) the probability distribution of the DSB number per cell nucleus for each phase after irradiation with 1.0 Gy of 200 kVp X-rays was measured by means of γ-H2AX immunofluorescent staining; (iii) the distribution of the cell-specific energy deposition via secondary electrons produced by the incident X-rays was calculated by WLTrack (in-house Monte Carlo code); (iv) according to a mathematical model for estimating the DSB number per nucleus, we deduced the induction probability density of DSBs based on the measured DNA amount (depending on the cell cycle) and the calculated dose per nucleus. The model exhibited DSB induction probabilities in good agreement with the experimental results for the two phases, suggesting that the DNA amount (depending on the cell cycle) and the statistical variation in the local energy deposition are essential for estimating the DSB induction probability after X-ray exposure. PMID:29800455

Estimation of the radiation-induced DNA double-strand breaks number by considering cell cycle and absorbed dose per cell nucleus.

PubMed

Mori, Ryosuke; Matsuya, Yusuke; Yoshii, Yuji; Date, Hiroyuki

2018-05-01

DNA double-strand breaks (DSBs) are thought to be the main cause of cell death after irradiation. In this study, we estimated the probability distribution of the number of DSBs per cell nucleus by considering the DNA amount in a cell nucleus (which depends on the cell cycle) and the statistical variation in the energy imparted to the cell nucleus by X-ray irradiation. The probability estimation of DSB induction was made following these procedures: (i) making use of the Chinese Hamster Ovary (CHO)-K1 cell line as the target example, the amounts of DNA per nucleus in the logarithmic and the plateau phases of the growth curve were measured by flow cytometry with propidium iodide (PI) dyeing; (ii) the probability distribution of the DSB number per cell nucleus for each phase after irradiation with 1.0 Gy of 200 kVp X-rays was measured by means of γ-H2AX immunofluorescent staining; (iii) the distribution of the cell-specific energy deposition via secondary electrons produced by the incident X-rays was calculated by WLTrack (in-house Monte Carlo code); (iv) according to a mathematical model for estimating the DSB number per nucleus, we deduced the induction probability density of DSBs based on the measured DNA amount (depending on the cell cycle) and the calculated dose per nucleus. The model exhibited DSB induction probabilities in good agreement with the experimental results for the two phases, suggesting that the DNA amount (depending on the cell cycle) and the statistical variation in the local energy deposition are essential for estimating the DSB induction probability after X-ray exposure.

Measuring the Outflow Properties of FeLoBAL Quasars

NASA Astrophysics Data System (ADS)

Dabbieri, Collin; Choi, Hyunseop; MacInnis, Francis; Leighly, Karen; Terndrup, Donald

2018-01-01

Roughly 20 percent of the quasar population shows broad absorption lines, which are indicators of an energetic wind. Within the broad absorption line class of quasars exist FeLoBAL quasars, which show strong absorption lines from the Fe II and Fe III transitions as well as other low-ionization lines. FeLoBALs are of particular interest because they are thought to possibly be a short-lived stage in a quasar's life where it expels its shroud of gas and dust. This means the winds we see from FeLoBALs are one manifestation of galactic feedback. This idea is supported by Farrah et al. (2012) who found an anti correlation between outflow strength and contribution from star formation to the total IR luminosity of the host galaxy when examining a sample of FeLoBAL quasars. We analyze the sample of 26 FeLoBALs from Farrah et al. (2012) in order to measure the properties of their outflows, including ionization, density, column density and covering fraction. The absorption and continuum profiles of these objects are modeled using SimBAL, a program which creates synthetic spectra using a grid of Cloudy models. A Monte-Carlo method is employed to determine posterior probabilities for the physical parameters of the outflow. From these probabilities we extract the distance of the outflow, the mass outflow rate and the kinetic luminosity. We demonstrate SimBAL is capable of modeling a wide range of spectral morphologies. From the 26 objects studied we observe interesting correlations between ionization parameter, distance and density. Analysis of our sample also suggests a dearth of objects with velocity widths greater than or equal to 300 km/s at distances greater than or equal to 100 parsecs.

A Longitudinal Study of Welfare Exit among American Indian Families

ERIC Educational Resources Information Center

Pandey, Shanta; Guo, Baorong

2007-01-01

Data from a longitudinal survey of families from three reservations (Navajo Nation, San Carlos, and Salt River) in Arizona were used to examine their probability of welfare use. Logistic regression models were used to estimate the effects of individual, family, and structural factors on welfare exit. Results indicate that their probability of…

Approximating Integrals Using Probability

ERIC Educational Resources Information Center

Maruszewski, Richard F., Jr.; Caudle, Kyle A.

2005-01-01

As part of a discussion on Monte Carlo methods, which outlines how to use probability expectations to approximate the value of a definite integral. The purpose of this paper is to elaborate on this technique and then to show several examples using visual basic as a programming tool. It is an interesting method because it combines two branches of…

Numerical solutions of the complete Navier-Stokes equations

NASA Technical Reports Server (NTRS)

Hassan, H. A.

1993-01-01

The objective of this study is to compare the use of assumed pdf (probability density function) approaches for modeling supersonic turbulent reacting flowfields with the more elaborate approach where the pdf evolution equation is solved. Assumed pdf approaches for averaging the chemical source terms require modest increases in CPU time typically of the order of 20 percent above treating the source terms as 'laminar.' However, it is difficult to assume a form for these pdf's a priori that correctly mimics the behavior of the actual pdf governing the flow. Solving the evolution equation for the pdf is a theoretically sound approach, but because of the large dimensionality of this function, its solution requires a Monte Carlo method which is computationally expensive and slow to coverage. Preliminary results show both pdf approaches to yield similar solutions for the mean flow variables.

Average symbol error rate for M-ary quadrature amplitude modulation in generalized atmospheric turbulence and misalignment errors

NASA Astrophysics Data System (ADS)

Sharma, Prabhat Kumar

2016-11-01

A framework is presented for the analysis of average symbol error rate (SER) for M-ary quadrature amplitude modulation in a free-space optical communication system. The standard probability density function (PDF)-based approach is extended to evaluate the average SER by representing the Q-function through its Meijer's G-function equivalent. Specifically, a converging power series expression for the average SER is derived considering the zero-boresight misalignment errors in the receiver side. The analysis presented here assumes a unified expression for the PDF of channel coefficient which incorporates the M-distributed atmospheric turbulence and Rayleigh-distributed radial displacement for the misalignment errors. The analytical results are compared with the results obtained using Q-function approximation. Further, the presented results are supported by the Monte Carlo simulations.

The influence of random element displacement on DOA estimates obtained with (Khatri-Rao-)root-MUSIC.

PubMed

Inghelbrecht, Veronique; Verhaevert, Jo; van Hecke, Tanja; Rogier, Hendrik

2014-11-11

Although a wide range of direction of arrival (DOA) estimation algorithms has been described for a diverse range of array configurations, no specific stochastic analysis framework has been established to assess the probability density function of the error on DOA estimates due to random errors in the array geometry. Therefore, we propose a stochastic collocation method that relies on a generalized polynomial chaos expansion to connect the statistical distribution of random position errors to the resulting distribution of the DOA estimates. We apply this technique to the conventional root-MUSIC and the Khatri-Rao-root-MUSIC methods. According to Monte-Carlo simulations, this novel approach yields a speedup by a factor of more than 100 in terms of CPU-time for a one-dimensional case and by a factor of 56 for a two-dimensional case.

LES/PDF studies of joint statistics of mixture fraction and progress variable in piloted methane jet flames with inhomogeneous inlet flows

NASA Astrophysics Data System (ADS)

Zhang, Pei; Barlow, Robert; Masri, Assaad; Wang, Haifeng

2016-11-01

The mixture fraction and progress variable are often used as independent variables for describing turbulent premixed and non-premixed flames. There is a growing interest in using these two variables for describing partially premixed flames. The joint statistical distribution of the mixture fraction and progress variable is of great interest in developing models for partially premixed flames. In this work, we conduct predictive studies of the joint statistics of mixture fraction and progress variable in a series of piloted methane jet flames with inhomogeneous inlet flows. The employed models combine large eddy simulations with the Monte Carlo probability density function (PDF) method. The joint PDFs and marginal PDFs are examined in detail by comparing the model predictions and the measurements. Different presumed shapes of the joint PDFs are also evaluated.

MAVEN in situ measurements of photochemical escape of oxygen from Mars

NASA Astrophysics Data System (ADS)

Lillis, Robert; Deighan, Justin; Fox, Jane; Bougher, Stephen; Lee, Yuni; Cravens, Thomas; Rahmati, Ali; Mahaffy, Paul; Benna, Mehdi; Groller, Hannes; Jakosky, Bruce

2016-04-01

One of the primary goals of the MAVEN mission is to characterize rates of atmospheric escape from Mars at the present epoch and relate those escape rates to solar drivers. One of the known escape processes is photochemical escape, where a) an exothermic chemical reaction in the atmosphere results in an upward-traveling neutral particle whose velocity exceeds planetary escape velocity and b) the particle is not prevented from escaping through subsequent collisions. At Mars, photochemical escape of oxygen is expected to be a significant channel for atmospheric escape, particularly in the early solar system when extreme ultraviolet (EUV) fluxes were much higher. Thus characterizing this escape process and its variability with solar drivers is central to understanding the role escape to space has played in Mars' climate evolution. We use near-periapsis (<400 km altitude) data from three MAVEN instruments: the Langmuir Probe and Waves (LPW) instrument measures electron density and temperature, the Suprathermal And Thermal Ion Composition (STATIC) experiment measures ion temperature and the Neutral Gas and Ion Mass Spectrometer (NGIMS) measures neutral and ion densities. For each profile of in situ measurements, we make several calculations, each as a function of altitude. The first uses electron and temperatures and simulates the dissociative recombination of both O2+ and CO2+ to calculate the probability distribution for the initial energies of the resulting hot oxygen atoms. The second is a Monte Carlo hot atom transport model that takes that distribution of initial O energies and the measured neutral density profiles and calculates the probability that a hot atom born at that altitude will escape. The third takes the measured electron and ion densities and electron temperatures and calculates the production rate of hot O atoms. We then multiply together the profiles of hot atom production and escape probability to get profiles of the production rate of escaping atoms. We integrate with respect to altitude to give us the escape flux of hot oxygen atoms for that periapsis pass. We have sufficient coverage in solar zenith angle (SZA) to estimate total escape rates for two intervals with the obvious assumption that escape rates are the same at all points with the same SZA. We estimate total escape rates of 3.5-5.8 x 1025 s-1 for Ls = 289° to 319° and 1.6-2.6 x 1025 s-1 for Ls = 326° to 348°. The latter is the most directly comparable to previous model-based estimates and is roughly in line with several of them. Total photochemical loss over Mars history is not very useful to calculate from such escape fluxes derived over a limited area and under limited conditions. A thicker atmosphere and much higher solar EUV in the past may change the dynamics of escape dramatically. In the future, we intend to use 3-D Monte Carlo models of global atmospheric escape, in concert with our in situ and remote measurements, to fully characterize photochemical escape under current conditions and carefully extrapolate back in time using further simulations with new boundary conditions.

Uncertainty Analysis of Power Grid Investment Capacity Based on Monte Carlo

NASA Astrophysics Data System (ADS)

Qin, Junsong; Liu, Bingyi; Niu, Dongxiao

By analyzing the influence factors of the investment capacity of power grid, to depreciation cost, sales price and sales quantity, net profit, financing and GDP of the second industry as the dependent variable to build the investment capacity analysis model. After carrying out Kolmogorov-Smirnov test, get the probability distribution of each influence factor. Finally, obtained the grid investment capacity uncertainty of analysis results by Monte Carlo simulation.

Mercedes-Benz water molecules near hydrophobic wall: integral equation theories vs Monte Carlo simulations.

PubMed

Urbic, T; Holovko, M F

2011-10-07

Associative version of Henderson-Abraham-Barker theory is applied for the study of Mercedes-Benz model of water near hydrophobic surface. We calculated density profiles and adsorption coefficients using Percus-Yevick and soft mean spherical associative approximations. The results are compared with Monte Carlo simulation data. It is shown that at higher temperatures both approximations satisfactory reproduce the simulation data. For lower temperatures, soft mean spherical approximation gives good agreement at low and at high densities while in at mid range densities, the prediction is only qualitative. The formation of a depletion layer between water and hydrophobic surface was also demonstrated and studied. © 2011 American Institute of Physics

Migration of Carbon Adatoms on the Surface of Charged SWCNT

NASA Astrophysics Data System (ADS)

Han, Longtao; Krstic, Predrag; Kaganovich, Igor

2016-10-01

In volume plasma, the growth of SWCNT from a transition metal catalyst could be enhanced by incoming carbon flux on SWCNT surface, which is generated by the adsorption and migration of carbon adatoms on SWCNT surface. In addition, the nanotube can be charged by the irradiation of plasma particles. How this charging effect will influence the adsorption and migration behavior of carbon atom has not been revealed. Using Density Functional Theory, Nudged Elastic Band and Kinetic Monte Carlo method, we found equilibrium sites, vibrational frequency, adsorption energy, most probable pathways for migration of adatoms, and the barrier sizes along these pathways. The metallic (5,5) SWCNT can support a fast migration of the carbon adatom along a straight path with low barriers, which is further enhanced by the presence of negative charge on SWCNT. The enhancement is contributed by the higher adsorption energy and thence longer lifetime of adatom on the charged SWCNT surface. The lifetime and migration distance of adatom increase by three and two orders of magnitude, respectively, as shown by Kinetic Monte Carlo simulation. These results support the surface migration mechanism of SWCNT growth in plasma environment. This work was supported by the U.S. Department of Energy, Office of Science, Basic Energy Sciences, Material Sciences and Engineering Division.

Acceleration of Monte Carlo SPECT simulation using convolution-based forced detection

NASA Astrophysics Data System (ADS)

de Jong, H. W. A. M.; Slijpen, E. T. P.; Beekman, F. J.

2001-02-01

Monte Carlo (MC) simulation is an established tool to calculate photon transport through tissue in Emission Computed Tomography (ECT). Since the first appearance of MC a large variety of variance reduction techniques (VRT) have been introduced to speed up these notoriously slow simulations. One example of a very effective and established VRT is known as forced detection (FD). In standard FD the path from the photon's scatter position to the camera is chosen stochastically from the appropriate probability density function (PDF), modeling the distance-dependent detector response. In order to speed up MC the authors propose a convolution-based FD (CFD) which involves replacing the sampling of the PDF by a convolution with a kernel which depends on the position of the scatter event. The authors validated CFD for parallel-hole Single Photon Emission Computed Tomography (SPECT) using a digital thorax phantom. Comparison of projections estimated with CFD and standard FD shows that both estimates converge to practically identical projections (maximum bias 0.9% of peak projection value), despite the slightly different photon paths used in CFD and standard FD. Projections generated with CFD converge, however, to a noise-free projection up to one or two orders of magnitude faster, which is extremely useful in many applications such as model-based image reconstruction.

Liouville master equation for multielectron dynamics: Neutralization of highly charged ions near a LiF surface

NASA Astrophysics Data System (ADS)

Wirtz, Ludger; Reinhold, Carlos O.; Lemell, Christoph; Burgdörfer, Joachim

2003-01-01

We present a simulation of the neutralization of highly charged ions in front of a lithium fluoride surface including the close-collision regime above the surface. The present approach employs a Monte Carlo solution of the Liouville master equation for the joint probability density of the ionic motion and the electronic population of the projectile and the target surface. It includes single as well as double particle-hole (de)excitation processes and incorporates electron correlation effects through the conditional dynamics of population strings. The input in terms of elementary one- and two-electron transfer rates is determined from classical trajectory Monte Carlo calculations as well as quantum-mechanical Auger calculations. For slow projectiles and normal incidence, the ionic motion depends sensitively on the interplay between image acceleration towards the surface and repulsion by an ensemble of positive hole charges in the surface (“trampoline effect”). For Ne10+ we find that image acceleration is dominant and no collective backscattering high above the surface takes place. For grazing incidence, our simulation delineates the pathways to complete neutralization. In accordance with recent experimental observations, most ions are reflected as neutral or even as singly charged negative particles, irrespective of the charge state of the incoming ions.

The finite state projection algorithm for the solution of the chemical master equation.

PubMed

Munsky, Brian; Khammash, Mustafa

2006-01-28

This article introduces the finite state projection (FSP) method for use in the stochastic analysis of chemically reacting systems. One can describe the chemical populations of such systems with probability density vectors that evolve according to a set of linear ordinary differential equations known as the chemical master equation (CME). Unlike Monte Carlo methods such as the stochastic simulation algorithm (SSA) or tau leaping, the FSP directly solves or approximates the solution of the CME. If the CME describes a system that has a finite number of distinct population vectors, the FSP method provides an exact analytical solution. When an infinite or extremely large number of population variations is possible, the state space can be truncated, and the FSP method provides a certificate of accuracy for how closely the truncated space approximation matches the true solution. The proposed FSP algorithm systematically increases the projection space in order to meet prespecified tolerance in the total probability density error. For any system in which a sufficiently accurate FSP exists, the FSP algorithm is shown to converge in a finite number of steps. The FSP is utilized to solve two examples taken from the field of systems biology, and comparisons are made between the FSP, the SSA, and tau leaping algorithms. In both examples, the FSP outperforms the SSA in terms of accuracy as well as computational efficiency. Furthermore, due to very small molecular counts in these particular examples, the FSP also performs far more effectively than tau leaping methods.

A Bayesian approach to the modelling of α Cen A

NASA Astrophysics Data System (ADS)

Bazot, M.; Bourguignon, S.; Christensen-Dalsgaard, J.

2012-12-01

Determining the physical characteristics of a star is an inverse problem consisting of estimating the parameters of models for the stellar structure and evolution, and knowing certain observable quantities. We use a Bayesian approach to solve this problem for α Cen A, which allows us to incorporate prior information on the parameters to be estimated, in order to better constrain the problem. Our strategy is based on the use of a Markov chain Monte Carlo (MCMC) algorithm to estimate the posterior probability densities of the stellar parameters: mass, age, initial chemical composition, etc. We use the stellar evolutionary code ASTEC to model the star. To constrain this model both seismic and non-seismic observations were considered. Several different strategies were tested to fit these values, using either two free parameters or five free parameters in ASTEC. We are thus able to show evidence that MCMC methods become efficient with respect to more classical grid-based strategies when the number of parameters increases. The results of our MCMC algorithm allow us to derive estimates for the stellar parameters and robust uncertainties thanks to the statistical analysis of the posterior probability densities. We are also able to compute odds for the presence of a convective core in α Cen A. When using core-sensitive seismic observational constraints, these can rise above ˜40 per cent. The comparison of results to previous studies also indicates that these seismic constraints are of critical importance for our knowledge of the structure of this star.

Image-based modeling of radiation-induced foci

NASA Astrophysics Data System (ADS)

Costes, Sylvain; Cucinotta, Francis A.; Ponomarev, Artem; Barcellos-Hoff, Mary Helen; Chen, James; Chou, William; Gascard, Philippe

Several proteins involved in the response to DNA double strand breaks (DSB) form microscopically visible nuclear domains, or foci, after exposure to ionizing radiation. Radiation-induced foci (RIF) are believed to be located where DNA damage occurs. To test this assumption, we used Monte Carlo simulations to predict the spatial distribution of DSB in human nuclei exposed to high or low-LET radiation. We then compared these predictions to the distribution patterns of three DNA damage sensing proteins, i.e. 53BP1, phosphorylated ATM and γH2AX in human mammary epithelial. The probability to induce DSB can be derived from DNA fragment data measured experimentally by pulsed-field gel electrophoresis. We first used this probability in Monte Carlo simulations to predict DSB locations in synthetic nuclei geometrically described by a complete set of human chromosomes, taking into account microscope optics from real experiments. Simulations showed a very good agreement for high-LET, predicting 0.7 foci/µm along the path of a 1 GeV/amu Fe particle against measurement of 0.69 to 0.82 foci/µm for various RIF 5 min following exposure (LET 150 keV/µm). On the other hand, discrepancies were shown in foci frequency for low-LET, with measurements 20One drawback using a theoretical model for the nucleus is that it assumes a simplistic and static pattern for DNA densities. However DNA damage pattern is highly correlated to DNA density pattern (i.e. the more DNA, the more likely to have a break). Therefore, we generalized our Monte Carlo approach to real microscope images, assuming pixel intensity of DAPI in the nucleus was directly proportional to the amount of DNA in that pixel. With such approach we could predict DNA damage pattern in real images on a per nucleus basis. Since energy is randomly deposited along high-LET particle paths, RIF along these paths should also be randomly distributed. As expected, simulations produced DNA-weighted random (Poisson) distributions. In contrast, the distributions of RIF obtained as early as 5 min after exposure to high LET (1 GeV/amu Fe) were non-random. This deviation from the expected DNA-weighted random pattern was further characterized by "relative DNA image measurements". This novel imaging approach showed that RIF were located preferentially at the interface between high and low DNA density regions, and were more frequent than predicted in regions with lower DNA density. The same preferential nuclear location was also measured for RIF induced by 1 Gy of low-LET radiation. This deviation from random behavior was evident only 5 min after irradiation for phosphorylated ATM RIF, while γH2AX and 53BP1 RIF showed pronounced deviations up to 30 min after exposure. These data suggest that RIF within a few minutes following exposure to radiation cluster into open regions of the nucleus (i.e. euchromatin). It is possible that DNA lesions are collected in these nuclear sub-domains for more efficient repair. If so, this would imply that DSB are actively transported within the nucleus, a phenomenon that has not yet been considered in modeling DNA misrepair following exposure to radiation. These results are thus critical for more accurate risk models of radiation and we are actively working on characterizing further RIF movement in human nuclei using live cell imaging.

Modeling of body tissues for Monte Carlo simulation of radiotherapy treatments planned with conventional x-ray CT systems

NASA Astrophysics Data System (ADS)

Kanematsu, Nobuyuki; Inaniwa, Taku; Nakao, Minoru

2016-07-01

In the conventional procedure for accurate Monte Carlo simulation of radiotherapy, a CT number given to each pixel of a patient image is directly converted to mass density and elemental composition using their respective functions that have been calibrated specifically for the relevant x-ray CT system. We propose an alternative approach that is a conversion in two steps: the first from CT number to density and the second from density to composition. Based on the latest compilation of standard tissues for reference adult male and female phantoms, we sorted the standard tissues into groups by mass density and defined the representative tissues by averaging the material properties per group. With these representative tissues, we formulated polyline relations between mass density and each of the following; electron density, stopping-power ratio and elemental densities. We also revised a procedure of stoichiometric calibration for CT-number conversion and demonstrated the two-step conversion method for a theoretically emulated CT system with hypothetical 80 keV photons. For the standard tissues, high correlation was generally observed between mass density and the other densities excluding those of C and O for the light spongiosa tissues between 1.0 g cm-3 and 1.1 g cm-3 occupying 1% of the human body mass. The polylines fitted to the dominant tissues were generally consistent with similar formulations in the literature. The two-step conversion procedure was demonstrated to be practical and will potentially facilitate Monte Carlo simulation for treatment planning and for retrospective analysis of treatment plans with little impact on the management of planning CT systems.

Behavioral Analysis of Visitors to a Medical Institution's Website Using Markov Chain Monte Carlo Methods.

PubMed

Suzuki, Teppei; Tani, Yuji; Ogasawara, Katsuhiko

2016-07-25

Consistent with the "attention, interest, desire, memory, action" (AIDMA) model of consumer behavior, patients collect information about available medical institutions using the Internet to select information for their particular needs. Studies of consumer behavior may be found in areas other than medical institution websites. Such research uses Web access logs for visitor search behavior. At this time, research applying the patient searching behavior model to medical institution website visitors is lacking. We have developed a hospital website search behavior model using a Bayesian approach to clarify the behavior of medical institution website visitors and determine the probability of their visits, classified by search keyword. We used the website data access log of a clinic of internal medicine and gastroenterology in the Sapporo suburbs, collecting data from January 1 through June 31, 2011. The contents of the 6 website pages included the following: home, news, content introduction for medical examinations, mammography screening, holiday person-on-duty information, and other. The search keywords we identified as best expressing website visitor needs were listed as the top 4 headings from the access log: clinic name, clinic name + regional name, clinic name + medical examination, and mammography screening. Using the search keywords as the explaining variable, we built a binomial probit model that allows inspection of the contents of each purpose variable. Using this model, we determined a beta value and generated a posterior distribution. We performed the simulation using Markov Chain Monte Carlo methods with a noninformation prior distribution for this model and determined the visit probability classified by keyword for each category. In the case of the keyword "clinic name," the visit probability to the website, repeated visit to the website, and contents page for medical examination was positive. In the case of the keyword "clinic name and regional name," the probability for a repeated visit to the website and the mammography screening page was negative. In the case of the keyword "clinic name + medical examination," the visit probability to the website was positive, and the visit probability to the information page was negative. When visitors referred to the keywords "mammography screening," the visit probability to the mammography screening page was positive (95% highest posterior density interval = 3.38-26.66). Further analysis for not only the clinic website but also various other medical institution websites is necessary to build a general inspection model for medical institution websites; we want to consider this in future research. Additionally, we hope to use the results obtained in this study as a prior distribution for future work to conduct higher-precision analysis.

Behavioral Analysis of Visitors to a Medical Institution’s Website Using Markov Chain Monte Carlo Methods

PubMed Central

Tani, Yuji

2016-01-01

Background Consistent with the “attention, interest, desire, memory, action” (AIDMA) model of consumer behavior, patients collect information about available medical institutions using the Internet to select information for their particular needs. Studies of consumer behavior may be found in areas other than medical institution websites. Such research uses Web access logs for visitor search behavior. At this time, research applying the patient searching behavior model to medical institution website visitors is lacking. Objective We have developed a hospital website search behavior model using a Bayesian approach to clarify the behavior of medical institution website visitors and determine the probability of their visits, classified by search keyword. Methods We used the website data access log of a clinic of internal medicine and gastroenterology in the Sapporo suburbs, collecting data from January 1 through June 31, 2011. The contents of the 6 website pages included the following: home, news, content introduction for medical examinations, mammography screening, holiday person-on-duty information, and other. The search keywords we identified as best expressing website visitor needs were listed as the top 4 headings from the access log: clinic name, clinic name + regional name, clinic name + medical examination, and mammography screening. Using the search keywords as the explaining variable, we built a binomial probit model that allows inspection of the contents of each purpose variable. Using this model, we determined a beta value and generated a posterior distribution. We performed the simulation using Markov Chain Monte Carlo methods with a noninformation prior distribution for this model and determined the visit probability classified by keyword for each category. Results In the case of the keyword “clinic name,” the visit probability to the website, repeated visit to the website, and contents page for medical examination was positive. In the case of the keyword “clinic name and regional name,” the probability for a repeated visit to the website and the mammography screening page was negative. In the case of the keyword “clinic name + medical examination,” the visit probability to the website was positive, and the visit probability to the information page was negative. When visitors referred to the keywords “mammography screening,” the visit probability to the mammography screening page was positive (95% highest posterior density interval = 3.38-26.66). Conclusions Further analysis for not only the clinic website but also various other medical institution websites is necessary to build a general inspection model for medical institution websites; we want to consider this in future research. Additionally, we hope to use the results obtained in this study as a prior distribution for future work to conduct higher-precision analysis. PMID:27457537

Quantum speedup of Monte Carlo methods.

PubMed

Montanaro, Ashley

2015-09-08

Monte Carlo methods use random sampling to estimate numerical quantities which are hard to compute deterministically. One important example is the use in statistical physics of rapidly mixing Markov chains to approximately compute partition functions. In this work, we describe a quantum algorithm which can accelerate Monte Carlo methods in a very general setting. The algorithm estimates the expected output value of an arbitrary randomized or quantum subroutine with bounded variance, achieving a near-quadratic speedup over the best possible classical algorithm. Combining the algorithm with the use of quantum walks gives a quantum speedup of the fastest known classical algorithms with rigorous performance bounds for computing partition functions, which use multiple-stage Markov chain Monte Carlo techniques. The quantum algorithm can also be used to estimate the total variation distance between probability distributions efficiently.

Fixed forced detection for fast SPECT Monte-Carlo simulation

NASA Astrophysics Data System (ADS)

Cajgfinger, T.; Rit, S.; Létang, J. M.; Halty, A.; Sarrut, D.

2018-03-01

Monte-Carlo simulations of SPECT images are notoriously slow to converge due to the large ratio between the number of photons emitted and detected in the collimator. This work proposes a method to accelerate the simulations based on fixed forced detection (FFD) combined with an analytical response of the detector. FFD is based on a Monte-Carlo simulation but forces the detection of a photon in each detector pixel weighted by the probability of emission (or scattering) and transmission to this pixel. The method was evaluated with numerical phantoms and on patient images. We obtained differences with analog Monte Carlo lower than the statistical uncertainty. The overall computing time gain can reach up to five orders of magnitude. Source code and examples are available in the Gate V8.0 release.

Fixed forced detection for fast SPECT Monte-Carlo simulation.

PubMed

Cajgfinger, T; Rit, S; Létang, J M; Halty, A; Sarrut, D

2018-03-02

Monte-Carlo simulations of SPECT images are notoriously slow to converge due to the large ratio between the number of photons emitted and detected in the collimator. This work proposes a method to accelerate the simulations based on fixed forced detection (FFD) combined with an analytical response of the detector. FFD is based on a Monte-Carlo simulation but forces the detection of a photon in each detector pixel weighted by the probability of emission (or scattering) and transmission to this pixel. The method was evaluated with numerical phantoms and on patient images. We obtained differences with analog Monte Carlo lower than the statistical uncertainty. The overall computing time gain can reach up to five orders of magnitude. Source code and examples are available in the Gate V8.0 release.

Monte Carlo simulation: Its status and future

DOE Office of Scientific and Technical Information (OSTI.GOV)

Murtha, J.A.

1997-04-01

Monte Carlo simulation is a statistics-based analysis tool that yields probability-vs.-value relationships for key parameters, including oil and gas reserves, capital exposure, and various economic yardsticks, such as net present value (NPV) and return on investment (ROI). Monte Carlo simulation is a part of risk analysis and is sometimes performed in conjunction with or as an alternative to decision [tree] analysis. The objectives are (1) to define Monte Carlo simulation in a more general context of risk and decision analysis; (2) to provide some specific applications, which can be interrelated; (3) to respond to some of the criticisms; (4) tomore » offer some cautions about abuses of the method and recommend how to avoid the pitfalls; and (5) to predict what the future has in store.« less

Quantum speedup of Monte Carlo methods

PubMed Central

Montanaro, Ashley

2015-01-01

Monte Carlo methods use random sampling to estimate numerical quantities which are hard to compute deterministically. One important example is the use in statistical physics of rapidly mixing Markov chains to approximately compute partition functions. In this work, we describe a quantum algorithm which can accelerate Monte Carlo methods in a very general setting. The algorithm estimates the expected output value of an arbitrary randomized or quantum subroutine with bounded variance, achieving a near-quadratic speedup over the best possible classical algorithm. Combining the algorithm with the use of quantum walks gives a quantum speedup of the fastest known classical algorithms with rigorous performance bounds for computing partition functions, which use multiple-stage Markov chain Monte Carlo techniques. The quantum algorithm can also be used to estimate the total variation distance between probability distributions efficiently. PMID:26528079

Bayesian inference based on stationary Fokker-Planck sampling.

PubMed

Berrones, Arturo

2010-06-01

A novel formalism for bayesian learning in the context of complex inference models is proposed. The method is based on the use of the stationary Fokker-Planck (SFP) approach to sample from the posterior density. Stationary Fokker-Planck sampling generalizes the Gibbs sampler algorithm for arbitrary and unknown conditional densities. By the SFP procedure, approximate analytical expressions for the conditionals and marginals of the posterior can be constructed. At each stage of SFP, the approximate conditionals are used to define a Gibbs sampling process, which is convergent to the full joint posterior. By the analytical marginals efficient learning methods in the context of artificial neural networks are outlined. Offline and incremental bayesian inference and maximum likelihood estimation from the posterior are performed in classification and regression examples. A comparison of SFP with other Monte Carlo strategies in the general problem of sampling from arbitrary densities is also presented. It is shown that SFP is able to jump large low-probability regions without the need of a careful tuning of any step-size parameter. In fact, the SFP method requires only a small set of meaningful parameters that can be selected following clear, problem-independent guidelines. The computation cost of SFP, measured in terms of loss function evaluations, grows linearly with the given model's dimension.

Hybrid Modeling of SiH4/Ar Discharge in a Pulse Modulated RF Capacitively Coupled Plasma

NASA Astrophysics Data System (ADS)

Xi-Feng, Wang; Yuan-Hong, Song; You-Nian, Wang; PSEG Team

2015-09-01

Pulsed plasmas have offered important advantages in future micro-devices, especially for electronegative gas plasmas. In this work, a one-dimensional fluid and Monte-Carlo (MC) hybrid model is developed to simulate SiH4/Ar discharge in a pulse modulated radio-frequency (RF) capacitively coupled plasma (CCP). Time evolution densities of different species, such as electrons, ions, radicals, are calculated, as well as the electron energy probability function (EEPF) which is obtained by a MC simulation. By pulsing the RF source, the electron energy distributions and plasma properties can be modulated by pulse frequency and duty cycle. High electron energy tails are obtained during power-on period, with the SiHx densities increasing rapidly mainly by SiH4 dissociation. As the RF power is off, the densities in the bulk region decrease rapidly owing to high energy electrons disappear, but increase near electrodes since diffusion without the confinement of high electric field, which can prolong the time of radials deposition on the plate. Especially, in the afterglow, the increase of negative ions near the electrodes results from cool electron attachment, which are good for film deposition. This work was supported by the National Natural Science Foundation of China (Grant No. 11275038).

A robust algorithm for automated target recognition using precomputed radar cross sections

NASA Astrophysics Data System (ADS)

Ehrman, Lisa M.; Lanterman, Aaron D.

2004-09-01

Passive radar is an emerging technology that offers a number of unique benefits, including covert operation. Many such systems are already capable of detecting and tracking aircraft. The goal of this work is to develop a robust algorithm for adding automated target recognition (ATR) capabilities to existing passive radar systems. In previous papers, we proposed conducting ATR by comparing the precomputed RCS of known targets to that of detected targets. To make the precomputed RCS as accurate as possible, a coordinated flight model is used to estimate aircraft orientation. Once the aircraft's position and orientation are known, it is possible to determine the incident and observed angles on the aircraft, relative to the transmitter and receiver. This makes it possible to extract the appropriate radar cross section (RCS) from our simulated database. This RCS is then scaled to account for propagation losses and the receiver's antenna gain. A Rician likelihood model compares these expected signals from different targets to the received target profile. We have previously employed Monte Carlo runs to gauge the probability of error in the ATR algorithm; however, generation of a statistically significant set of Monte Carlo runs is computationally intensive. As an alternative to Monte Carlo runs, we derive the relative entropy (also known as Kullback-Liebler distance) between two Rician distributions. Since the probability of Type II error in our hypothesis testing problem can be expressed as a function of the relative entropy via Stein's Lemma, this provides us with a computationally efficient method for determining an upper bound on our algorithm's performance. It also provides great insight into the types of classification errors we can expect from our algorithm. This paper compares the numerically approximated probability of Type II error with the results obtained from a set of Monte Carlo runs.

Accurate Exchange-Correlation Energies for the Warm Dense Electron Gas.

PubMed

Malone, Fionn D; Blunt, N S; Brown, Ethan W; Lee, D K K; Spencer, J S; Foulkes, W M C; Shepherd, James J

2016-09-09

The density matrix quantum Monte Carlo (DMQMC) method is used to sample exact-on-average N-body density matrices for uniform electron gas systems of up to 10^{124} matrix elements via a stochastic solution of the Bloch equation. The results of these calculations resolve a current debate over the accuracy of the data used to parametrize finite-temperature density functionals. Exchange-correlation energies calculated using the real-space restricted path-integral formalism and the k-space configuration path-integral formalism disagree by up to ∼10% at certain reduced temperatures T/T_{F}≤0.5 and densities r_{s}≤1. Our calculations confirm the accuracy of the configuration path-integral Monte Carlo results available at high density and bridge the gap to lower densities, providing trustworthy data in the regime typical of planetary interiors and solids subject to laser irradiation. We demonstrate that the DMQMC method can calculate free energies directly and present exact free energies for T/T_{F}≥1 and r_{s}≤2.

Binding energies and spatial structures of small carrier complexes in monolayer transition-metal dichalcogenides via diffusion Monte Carlo

DOE PAGES

Mayers, Matthew Z.; Berkelbach, Timothy C.; Hybertsen, Mark S.; ...

2015-10-09

Ground-state diffusion Monte Carlo is used to investigate the binding energies and intercarrier radial probability distributions of excitons, trions, and biexcitons in a variety of two-dimensional transition-metal dichalcogenide materials. We compare these results to approximate variational calculations, as well as to analogous Monte Carlo calculations performed with simplified carrier interaction potentials. Our results highlight the successes and failures of approximate approaches as well as the physical features that determine the stability of small carrier complexes in monolayer transition-metal dichalcogenide materials. In conclusion, we discuss points of agreement and disagreement with recent experiments.

Computer simulations of equilibrium magnetization and microstructure in magnetic fluids

NASA Astrophysics Data System (ADS)

Rosa, A. P.; Abade, G. C.; Cunha, F. R.

2017-09-01

In this work, Monte Carlo and Brownian Dynamics simulations are developed to compute the equilibrium magnetization of a magnetic fluid under action of a homogeneous applied magnetic field. The particles are free of inertia and modeled as hard spheres with the same diameters. Two different periodic boundary conditions are implemented: the minimum image method and Ewald summation technique by replicating a finite number of particles throughout the suspension volume. A comparison of the equilibrium magnetization resulting from the minimum image approach and Ewald sums is performed by using Monte Carlo simulations. The Monte Carlo simulations with minimum image and lattice sums are used to investigate suspension microstructure by computing the important radial pair-distribution function go(r), which measures the probability density of finding a second particle at a distance r from a reference particle. This function provides relevant information on structure formation and its anisotropy through the suspension. The numerical results of go(r) are compared with theoretical predictions based on quite a different approach in the absence of the field and dipole-dipole interactions. A very good quantitative agreement is found for a particle volume fraction of 0.15, providing a validation of the present simulations. In general, the investigated suspensions are dominated by structures like dimmer and trimmer chains with trimmers having probability to form an order of magnitude lower than dimmers. Using Monte Carlo with lattice sums, the density distribution function g2(r) is also examined. Whenever this function is different from zero, it indicates structure-anisotropy in the suspension. The dependence of the equilibrium magnetization on the applied field, the magnetic particle volume fraction, and the magnitude of the dipole-dipole magnetic interactions for both boundary conditions are explored in this work. Results show that at dilute regimes and with moderate dipole-dipole interactions, the standard method of minimum image is both accurate and computationally efficient. Otherwise, lattice sums of magnetic particle interactions are required to accelerate convergence of the equilibrium magnetization. The accuracy of the numerical code is also quantitatively verified by comparing the magnetization obtained from numerical results with asymptotic predictions of high order in the particle volume fraction, in the presence of dipole-dipole interactions. In addition, Brownian Dynamics simulations are used in order to examine magnetization relaxation of a ferrofluid and to calculate the magnetic relaxation time as a function of the magnetic particle interaction strength for a given particle volume fraction and a non-dimensional applied field. The simulations of magnetization relaxation have shown the existence of a critical value of the dipole-dipole interaction parameter. For strength of the interactions below the critical value at a given particle volume fraction, the magnetic relaxation time is close to the Brownian relaxation time and the suspension has no appreciable memory. On the other hand, for strength of dipole interactions beyond its critical value, the relaxation time increases exponentially with the strength of dipole-dipole interaction. Although we have considered equilibrium conditions, the obtained results have far-reaching implications for the analysis of magnetic suspensions under external flow.

Potential effects of forest management on surface albedo

NASA Astrophysics Data System (ADS)

Otto, J.; Bréon, F.-M.; Schelhaas, M.-J.; Pinty, B.; Luyssaert, S.

2012-04-01

Currently 70% of the world's forests are managed and this figure is likely to rise due to population growth and increasing demand for wood based products. Forest management has been put forward by the Kyoto-Protocol as one of the key instruments in mitigating climate change. For temperate and boreal forests, the effects of forest management on the stand-level carbon balance are reasonably well understood, but the biophysical effects, for example through changes in the albedo, remain elusive. Following a modeling approach, we aim to quantify the variability in albedo that can be attributed to forest management through changes in canopy structure and density. The modelling approach chains three separate models: (1) a forest gap model to describe stand dynamics, (2) a Monte-Carlo model to estimate the probability density function of the optical path length of photons through the canopy and (3) a physically-based canopy transfer model to estimate the interaction between photons and leaves. The forest gap model provides, on a monthly time step the position, height, diameter, crown size and leaf area index of individual trees. The Monte-Carlo model computes from this the probability density function of the distance a photon travels through crown volumes to determine the direct light reaching the forest floor. This information is needed by the canopy transfer model to calculate the effective leaf area index - a quantity that allows it to correctly represent a 3D process with a 1D model. Outgoing radiation is calculated as the result of multiple processes involving the scattering due to the canopy layer and the forest floor. Finally, surface albedo is computed as the ratio between incident solar radiation and calculated outgoing radiation. The study used two time series representing thinning from below of a beech and a Scots pine forest. The results show a strong temporal evolution in albedo during stand establishment followed by a relatively stable albedo once the canopy is closed. During this period, albedo is affected for a short time by forest operations. The modelling approach allowed us to estimate the importance of ground vegetation in the stand albedo. Given that ground vegetation depends on the light reaching the forest floor, ground vegetation could act as a natural buffer to dampen changes in albedo, allowing the stand to maintain optimal leaf temperature. Consequently, accounting for only the carbon balance component of forest management ignores albedo impacts and is thus likely to yield biased estimates of the climate benefits of forest ecosystems.

Effect of polarization forces on carbon deposition on a non-spherical nanoparticle. Monte Carlo simulations [Effect of polarization forces on atom deposition on a non-spherical nanoparticle. Monte Carlo simulations

DOE Office of Scientific and Technical Information (OSTI.GOV)

Nemchinsky, V.; Khrabry, A.

Trajectories of a polarizable species (atoms or molecules) in the vicinity of a negatively charged nanoparticle (at a floating potential) are considered. The atoms are pulled into regions of strong electric field by polarization forces. The polarization increases the deposition rate of the atoms and molecules at the nanoparticle. The effect of the non-spherical shape of the nanoparticle is investigated by the Monte Carlo method. The shape of the non-spherical nanoparticle is approximated by an ellipsoid. The total deposition rate and its flux density distribution along the nanoparticle surface are calculated. As a result, it is shown that the fluxmore » density is not uniform along the surface. It is maximal at the nanoparticle tips.« less

Effect of polarization forces on carbon deposition on a non-spherical nanoparticle. Monte Carlo simulations [Effect of polarization forces on atom deposition on a non-spherical nanoparticle. Monte Carlo simulations

DOE PAGES

Nemchinsky, V.; Khrabry, A.

2018-02-01

Trajectories of a polarizable species (atoms or molecules) in the vicinity of a negatively charged nanoparticle (at a floating potential) are considered. The atoms are pulled into regions of strong electric field by polarization forces. The polarization increases the deposition rate of the atoms and molecules at the nanoparticle. The effect of the non-spherical shape of the nanoparticle is investigated by the Monte Carlo method. The shape of the non-spherical nanoparticle is approximated by an ellipsoid. The total deposition rate and its flux density distribution along the nanoparticle surface are calculated. As a result, it is shown that the fluxmore » density is not uniform along the surface. It is maximal at the nanoparticle tips.« less

Determining the Statistical Power of the Kolmogorov-Smirnov and Anderson-Darling Goodness-of-Fit Tests via Monte Carlo Simulation

DTIC Science & Technology

2016-12-01

KS and AD Statistical Power via Monte Carlo Simulation Statistical power is the probability of correctly rejecting the null hypothesis when the...Select a caveat DISTRIBUTION STATEMENT A. Approved for public release: distribution unlimited. Determining the Statistical Power...real-world data to test the accuracy of the simulation. Statistical comparison of these metrics can be necessary when making such a determination

Path integral Monte Carlo simulations of H2 adsorbed to lithium-doped benzene: A model for hydrogen storage materials

NASA Astrophysics Data System (ADS)

Lindoy, Lachlan P.; Kolmann, Stephen J.; D'Arcy, Jordan H.; Crittenden, Deborah L.; Jordan, Meredith J. T.

2015-11-01

Finite temperature quantum and anharmonic effects are studied in H2-Li+-benzene, a model hydrogen storage material, using path integral Monte Carlo (PIMC) simulations on an interpolated potential energy surface refined over the eight intermolecular degrees of freedom based upon M05-2X/6-311+G(2df,p) density functional theory calculations. Rigid-body PIMC simulations are performed at temperatures ranging from 77 K to 150 K, producing both quantum and classical probability density histograms describing the adsorbed H2. Quantum effects broaden the histograms with respect to their classical analogues and increase the expectation values of the radial and angular polar coordinates describing the location of the center-of-mass of the H2 molecule. The rigid-body PIMC simulations also provide estimates of the change in internal energy, ΔUads, and enthalpy, ΔHads, for H2 adsorption onto Li+-benzene, as a function of temperature. These estimates indicate that quantum effects are important even at room temperature and classical results should be interpreted with caution. Our results also show that anharmonicity is more important in the calculation of U and H than coupling—coupling between the intermolecular degrees of freedom becomes less important as temperature increases whereas anharmonicity becomes more important. The most anharmonic motions in H2-Li+-benzene are the "helicopter" and "ferris wheel" H2 rotations. Treating these motions as one-dimensional free and hindered rotors, respectively, provides simple corrections to standard harmonic oscillator, rigid rotor thermochemical expressions for internal energy and enthalpy that encapsulate the majority of the anharmonicity. At 150 K, our best rigid-body PIMC estimates for ΔUads and ΔHads are -13.3 ± 0.1 and -14.5 ± 0.1 kJ mol-1, respectively.

Predicted indoor radon concentrations from a Monte Carlo simulation of 1,000,000 granite countertop purchases.

PubMed

Allen, J G; Zwack, L M; MacIntosh, D L; Minegishi, T; Stewart, J H; McCarthy, J F

2013-03-01

Previous research examining radon exposure from granite countertops relied on using a limited number of exposure scenarios. We expanded upon this analysis and determined the probability that installing a granite countertop in a residential home would lead to a meaningful radon exposure by performing a Monte Carlo simulation to obtain a distribution of potential indoor radon concentrations attributable to granite. The Monte Carlo analysis included estimates of the probability that a particular type of granite would be purchased, the radon flux associated with that type, the size of the countertop purchased, the volume of the home where it would be installed and the air exchange rate of that home. One million countertop purchases were simulated and 99.99% of the resulting radon concentrations were lower than the average outdoor radon concentrations in the US (14.8 Bq m(-3); 0.4  pCi l(-1)). The median predicted indoor concentration from granite countertops was 0.06 Bq m(-3) (1.59 × 10(-3) pCi l(-1)), which is over 2000 times lower than the US Environmental Protection Agency's action level for indoor radon (148 Bq m(-3); 4 pCi l(-1)). The results show that there is a low probability of a granite countertop causing elevated levels of radon in a home.

Stochastic static fault slip inversion from geodetic data with non-negativity and bound constraints

NASA Astrophysics Data System (ADS)

Nocquet, J.-M.

2018-07-01

Despite surface displacements observed by geodesy are linear combinations of slip at faults in an elastic medium, determining the spatial distribution of fault slip remains a ill-posed inverse problem. A widely used approach to circumvent the illness of the inversion is to add regularization constraints in terms of smoothing and/or damping so that the linear system becomes invertible. However, the choice of regularization parameters is often arbitrary, and sometimes leads to significantly different results. Furthermore, the resolution analysis is usually empirical and cannot be made independently of the regularization. The stochastic approach of inverse problems provides a rigorous framework where the a priori information about the searched parameters is combined with the observations in order to derive posterior probabilities of the unkown parameters. Here, I investigate an approach where the prior probability density function (pdf) is a multivariate Gaussian function, with single truncation to impose positivity of slip or double truncation to impose positivity and upper bounds on slip for interseismic modelling. I show that the joint posterior pdf is similar to the linear untruncated Gaussian case and can be expressed as a truncated multivariate normal (TMVN) distribution. The TMVN form can then be used to obtain semi-analytical formulae for the single, 2-D or n-D marginal pdf. The semi-analytical formula involves the product of a Gaussian by an integral term that can be evaluated using recent developments in TMVN probabilities calculations. Posterior mean and covariance can also be efficiently derived. I show that the maximum posterior (MAP) can be obtained using a non-negative least-squares algorithm for the single truncated case or using the bounded-variable least-squares algorithm for the double truncated case. I show that the case of independent uniform priors can be approximated using TMVN. The numerical equivalence to Bayesian inversions using Monte Carlo Markov chain (MCMC) sampling is shown for a synthetic example and a real case for interseismic modelling in Central Peru. The TMVN method overcomes several limitations of the Bayesian approach using MCMC sampling. First, the need of computer power is largely reduced. Second, unlike Bayesian MCMC-based approach, marginal pdf, mean, variance or covariance are obtained independently one from each other. Third, the probability and cumulative density functions can be obtained with any density of points. Finally, determining the MAP is extremely fast.

Theory of melting at high pressures: Amending density functional theory with quantum Monte Carlo

DOE Office of Scientific and Technical Information (OSTI.GOV)

Shulenburger, L.; Desjarlais, M. P.; Mattsson, T. R.

We present an improved first-principles description of melting under pressure based on thermodynamic integration comparing Density Functional Theory (DFT) and quantum Monte Carlo (QMC) treatments of the system. The method is applied to address the longstanding discrepancy between density functional theory (DFT) calculations and diamond anvil cell (DAC) experiments on the melting curve of xenon, a noble gas solid where van der Waals binding is challenging for traditional DFT methods. The calculations show excellent agreement with data below 20 GPa and that the high-pressure melt curve is well described by a Lindemann behavior up to at least 80 GPa, amore » finding in stark contrast to DAC data.« less

Theory of melting at high pressures: Amending density functional theory with quantum Monte Carlo

DOE PAGES

Shulenburger, L.; Desjarlais, M. P.; Mattsson, T. R.

2014-10-01

We present an improved first-principles description of melting under pressure based on thermodynamic integration comparing Density Functional Theory (DFT) and quantum Monte Carlo (QMC) treatments of the system. The method is applied to address the longstanding discrepancy between density functional theory (DFT) calculations and diamond anvil cell (DAC) experiments on the melting curve of xenon, a noble gas solid where van der Waals binding is challenging for traditional DFT methods. The calculations show excellent agreement with data below 20 GPa and that the high-pressure melt curve is well described by a Lindemann behavior up to at least 80 GPa, amore » finding in stark contrast to DAC data.« less

Manual hierarchical clustering of regional geochemical data using a Bayesian finite mixture model

USGS Publications Warehouse

Ellefsen, Karl J.; Smith, David

2016-01-01

Interpretation of regional scale, multivariate geochemical data is aided by a statistical technique called “clustering.” We investigate a particular clustering procedure by applying it to geochemical data collected in the State of Colorado, United States of America. The clustering procedure partitions the field samples for the entire survey area into two clusters. The field samples in each cluster are partitioned again to create two subclusters, and so on. This manual procedure generates a hierarchy of clusters, and the different levels of the hierarchy show geochemical and geological processes occurring at different spatial scales. Although there are many different clustering methods, we use Bayesian finite mixture modeling with two probability distributions, which yields two clusters. The model parameters are estimated with Hamiltonian Monte Carlo sampling of the posterior probability density function, which usually has multiple modes. Each mode has its own set of model parameters; each set is checked to ensure that it is consistent both with the data and with independent geologic knowledge. The set of model parameters that is most consistent with the independent geologic knowledge is selected for detailed interpretation and partitioning of the field samples.

Statistical Evaluation and Improvement of Methods for Combining Random and Harmonic Loads

NASA Technical Reports Server (NTRS)

Brown, A. M.; McGhee, D. S.

2003-01-01

Structures in many environments experience both random and harmonic excitation. A variety of closed-form techniques has been used in the aerospace industry to combine the loads resulting from the two sources. The resulting combined loads are then used to design for both yield/ultimate strength and high- cycle fatigue capability. This Technical Publication examines the cumulative distribution percentiles obtained using each method by integrating the joint probability density function of the sine and random components. A new Microsoft Excel spreadsheet macro that links with the software program Mathematica to calculate the combined value corresponding to any desired percentile is then presented along with a curve tit to this value. Another Excel macro that calculates the combination using Monte Carlo simulation is shown. Unlike the traditional techniques. these methods quantify the calculated load value with a consistent percentile. Using either of the presented methods can be extremely valuable in probabilistic design, which requires a statistical characterization of the loading. Additionally, since the CDF at high probability levels is very flat, the design value is extremely sensitive to the predetermined percentile; therefore, applying the new techniques can substantially lower the design loading without losing any of the identified structural reliability.

Statistical Comparison and Improvement of Methods for Combining Random and Harmonic Loads

NASA Technical Reports Server (NTRS)

Brown, Andrew M.; McGhee, David S.

2004-01-01

Structures in many environments experience both random and harmonic excitation. A variety of closed-form techniques has been used in the aerospace industry to combine the loads resulting from the two sources. The resulting combined loads are then used to design for both yield ultimate strength and high cycle fatigue capability. This paper examines the cumulative distribution function (CDF) percentiles obtained using each method by integrating the joint probability density function of the sine and random components. A new Microsoft Excel spreadsheet macro that links with the software program Mathematics is then used to calculate the combined value corresponding to any desired percentile along with a curve fit to this value. Another Excel macro is used to calculate the combination using a Monte Carlo simulation. Unlike the traditional techniques, these methods quantify the calculated load value with a Consistent percentile. Using either of the presented methods can be extremely valuable in probabilistic design, which requires a statistical characterization of the loading. Also, since the CDF at high probability levels is very flat, the design value is extremely sensitive to the predetermined percentile; therefore, applying the new techniques can lower the design loading substantially without losing any of the identified structural reliability.

A statistical study of gyro-averaging effects in a reduced model of drift-wave transport

DOE Office of Scientific and Technical Information (OSTI.GOV)

Fonseca, Julio; Del-Castillo-Negrete, Diego B.; Sokolov, Igor M.

2016-08-25

Here, a statistical study of finite Larmor radius (FLR) effects on transport driven by electrostatic driftwaves is presented. The study is based on a reduced discrete Hamiltonian dynamical system known as the gyro-averaged standard map (GSM). In this system, FLR effects are incorporated through the gyro-averaging of a simplified weak-turbulence model of electrostatic fluctuations. Formally, the GSM is a modified version of the standard map in which the perturbation amplitude, K 0, becomes K 0J 0(more » $$\\hat{p}$$), where J 0 is the zeroth-order Bessel function and $$\\hat{p}$$ s the Larmor radius. Assuming a Maxwellian probability density function (pdf) for $$\\hat{p}$$ , we compute analytically and numerically the pdf and the cumulative distribution function of the effective drift-wave perturba- tion amplitude K 0J 0($$\\hat{p}$$). Using these results, we compute the probability of loss of confinement (i.e., global chaos), P c provides an upper bound for the escape rate, and that P t rovides a good estimate of the particle trapping rate. Lastly. the analytical results are compared with direct numerical Monte-Carlo simulations of particle transport.« less

Stochastic approach to the derivation of emission limits for wastewater treatment plants.

PubMed

Stransky, D; Kabelkova, I; Bares, V

2009-01-01

Stochastic approach to the derivation of WWTP emission limits meeting probabilistically defined environmental quality standards (EQS) is presented. The stochastic model is based on the mixing equation with input data defined by probability density distributions and solved by Monte Carlo simulations. The approach was tested on a study catchment for total phosphorus (P(tot)). The model assumes input variables independency which was proved for the dry-weather situation. Discharges and P(tot) concentrations both in the study creek and WWTP effluent follow log-normal probability distribution. Variation coefficients of P(tot) concentrations differ considerably along the stream (c(v)=0.415-0.884). The selected value of the variation coefficient (c(v)=0.420) affects the derived mean value (C(mean)=0.13 mg/l) of the P(tot) EQS (C(90)=0.2 mg/l). Even after supposed improvement of water quality upstream of the WWTP to the level of the P(tot) EQS, the WWTP emission limits calculated would be lower than the values of the best available technology (BAT). Thus, minimum dilution ratios for the meaningful application of the combined approach to the derivation of P(tot) emission limits for Czech streams are discussed.

An Overview of Importance Splitting for Rare Event Simulation

ERIC Educational Resources Information Center

Morio, Jerome; Pastel, Rudy; Le Gland, Francois

2010-01-01

Monte Carlo simulations are a classical tool to analyse physical systems. When unlikely events are to be simulated, the importance sampling technique is often used instead of Monte Carlo. Importance sampling has some drawbacks when the problem dimensionality is high or when the optimal importance sampling density is complex to obtain. In this…

Nonlinear Spatial Inversion Without Monte Carlo Sampling

NASA Astrophysics Data System (ADS)

Curtis, A.; Nawaz, A.

2017-12-01

High-dimensional, nonlinear inverse or inference problems usually have non-unique solutions. The distribution of solutions are described by probability distributions, and these are usually found using Monte Carlo (MC) sampling methods. These take pseudo-random samples of models in parameter space, calculate the probability of each sample given available data and other information, and thus map out high or low probability values of model parameters. However, such methods would converge to the solution only as the number of samples tends to infinity; in practice, MC is found to be slow to converge, convergence is not guaranteed to be achieved in finite time, and detection of convergence requires the use of subjective criteria. We propose a method for Bayesian inversion of categorical variables such as geological facies or rock types in spatial problems, which requires no sampling at all. The method uses a 2-D Hidden Markov Model over a grid of cells, where observations represent localized data constraining the model in each cell. The data in our example application are seismic properties such as P- and S-wave impedances or rock density; our model parameters are the hidden states and represent the geological rock types in each cell. The observations at each location are assumed to depend on the facies at that location only - an assumption referred to as `localized likelihoods'. However, the facies at a location cannot be determined solely by the observation at that location as it also depends on prior information concerning its correlation with the spatial distribution of facies elsewhere. Such prior information is included in the inversion in the form of a training image which represents a conceptual depiction of the distribution of local geologies that might be expected, but other forms of prior information can be used in the method as desired. The method provides direct (pseudo-analytic) estimates of posterior marginal probability distributions over each variable, so these do not need to be estimated from samples as is required in MC methods. On a 2-D test example the method is shown to outperform previous methods significantly, and at a fraction of the computational cost. In many foreseeable applications there are therefore no serious impediments to extending the method to 3-D spatial models.

Monte Carlo Calculation of Thermal Neutron Inelastic Scattering Cross Section Uncertainties by Sampling Perturbed Phonon Spectra

NASA Astrophysics Data System (ADS)

Holmes, Jesse Curtis

Nuclear data libraries provide fundamental reaction information required by nuclear system simulation codes. The inclusion of data covariances in these libraries allows the user to assess uncertainties in system response parameters as a function of uncertainties in the nuclear data. Formats and procedures are currently established for representing covariances for various types of reaction data in ENDF libraries. This covariance data is typically generated utilizing experimental measurements and empirical models, consistent with the method of parent data production. However, ENDF File 7 thermal neutron scattering library data is, by convention, produced theoretically through fundamental scattering physics model calculations. Currently, there is no published covariance data for ENDF File 7 thermal libraries. Furthermore, no accepted methodology exists for quantifying or representing uncertainty information associated with this thermal library data. The quality of thermal neutron inelastic scattering cross section data can be of high importance in reactor analysis and criticality safety applications. These cross sections depend on the material's structure and dynamics. The double-differential scattering law, S(alpha, beta), tabulated in ENDF File 7 libraries contains this information. For crystalline solids, S(alpha, beta) is primarily a function of the material's phonon density of states (DOS). Published ENDF File 7 libraries are commonly produced by calculation and processing codes, such as the LEAPR module of NJOY, which utilize the phonon DOS as the fundamental input for inelastic scattering calculations to directly output an S(alpha, beta) matrix. To determine covariances for the S(alpha, beta) data generated by this process, information about uncertainties in the DOS is required. The phonon DOS may be viewed as a probability density function of atomic vibrational energy states that exist in a material. Probable variation in the shape of this spectrum may be established that depends on uncertainties in the physics models and methodology employed to produce the DOS. Through Monte Carlo sampling of perturbations from the reference phonon spectrum, an S(alpha, beta) covariance matrix may be generated. In this work, density functional theory and lattice dynamics in the harmonic approximation are used to calculate the phonon DOS for hexagonal crystalline graphite. This form of graphite is used as an example material for the purpose of demonstrating procedures for analyzing, calculating and processing thermal neutron inelastic scattering uncertainty information. Several sources of uncertainty in thermal neutron inelastic scattering calculations are examined, including sources which cannot be directly characterized through a description of the phonon DOS uncertainty, and their impacts are evaluated. Covariances for hexagonal crystalline graphite S(alpha, beta) data are quantified by coupling the standard methodology of LEAPR with a Monte Carlo sampling process. The mechanics of efficiently representing and processing this covariance information is also examined. Finally, with appropriate sensitivity information, it is shown that an S(alpha, beta) covariance matrix can be propagated to generate covariance data for integrated cross sections, secondary energy distributions, and coupled energy-angle distributions. This approach enables a complete description of thermal neutron inelastic scattering cross section uncertainties which may be employed to improve the simulation of nuclear systems.

The effect of incremental changes in phonotactic probability and neighborhood density on word learning by preschool children

PubMed Central

Storkel, Holly L.; Bontempo, Daniel E.; Aschenbrenner, Andrew J.; Maekawa, Junko; Lee, Su-Yeon

2013-01-01

Purpose Phonotactic probability or neighborhood density have predominately been defined using gross distinctions (i.e., low vs. high). The current studies examined the influence of finer changes in probability (Experiment 1) and density (Experiment 2) on word learning. Method The full range of probability or density was examined by sampling five nonwords from each of four quartiles. Three- and 5-year-old children received training on nonword-nonobject pairs. Learning was measured in a picture-naming task immediately following training and 1-week after training. Results were analyzed using multi-level modeling. Results A linear spline model best captured nonlinearities in phonotactic probability. Specifically word learning improved as probability increased in the lowest quartile, worsened as probability increased in the midlow quartile, and then remained stable and poor in the two highest quartiles. An ordinary linear model sufficiently described neighborhood density. Here, word learning improved as density increased across all quartiles. Conclusion Given these different patterns, phonotactic probability and neighborhood density appear to influence different word learning processes. Specifically, phonotactic probability may affect recognition that a sound sequence is an acceptable word in the language and is a novel word for the child, whereas neighborhood density may influence creation of a new representation in long-term memory. PMID:23882005

Joint Analysis of GOCE Gravity Gradients Data with Seismological and Geodynamic Observations to Infer Mantle Properties

NASA Astrophysics Data System (ADS)

Metivier, L.; Greff-Lefftz, M.; Panet, I.; Pajot-Métivier, G.; Caron, L.

2014-12-01

Joint inversion of the observed geoid and seismic velocities has been commonly used to constrain the viscosity profile within the mantle as well as the lateral density variations. Recent satellite measurements of the second-order derivatives of the Earth's gravity potential give new possibilities to understand these mantle properties. We use lateral density variations in the Earth's mantle based on slab history or deduced from seismic tomography. The main uncertainties are the relationship between seismic velocity and density -the so-called density/velocity scaling factor- and the variation with depth of the density contrast between the cold slabs and the surrounding mantle, introduced here as a scaling factor with respect to a constant value. The geoid, gravity and gravity gradients at the altitude of the GOCE satellite (about 255 km) are derived using geoid kernels for given viscosity depth profiles. We assume a layered mantle model with viscosity and conversion factor constant in each layer, and we fix the viscosity of the lithosphere. We perform a Monte Carlo search for the viscosity and the density/velocity scaling factor profiles within the mantle which allow to fit the observed geoid, gravity and gradients of gravity. We test a 2-layer, a 3-layer and 4-layer mantle. For each model, we compute the posterior probability distribution of the unknown parameters, and we discuss the respective contributions of the geoid, gravity and gravity gradients in the inversion. Finally, for the best fit, we present the viscosity and scaling factor profiles obtained for the lateral density variations derived from seismic velocities and for slabs sinking into the mantle.

A Cross-Sectional Comparison of the Effects of Phonotactic Probability and Neighborhood Density on Word Learning by Preschool Children

ERIC Educational Resources Information Center

Hoover, Jill R.; Storkel, Holly L.; Hogan, Tiffany P.

2010-01-01

Two experiments examined the effects of phonotactic probability and neighborhood density on word learning by 3-, 4-, and 5-year-old children. Nonwords orthogonally varying in probability and density were taught with learning and retention measured via picture naming. Experiment 1 used a within story probability/across story density exposure…

Exploring cluster Monte Carlo updates with Boltzmann machines

NASA Astrophysics Data System (ADS)

Wang, Lei

2017-11-01

Boltzmann machines are physics informed generative models with broad applications in machine learning. They model the probability distribution of an input data set with latent variables and generate new samples accordingly. Applying the Boltzmann machines back to physics, they are ideal recommender systems to accelerate the Monte Carlo simulation of physical systems due to their flexibility and effectiveness. More intriguingly, we show that the generative sampling of the Boltzmann machines can even give different cluster Monte Carlo algorithms. The latent representation of the Boltzmann machines can be designed to mediate complex interactions and identify clusters of the physical system. We demonstrate these findings with concrete examples of the classical Ising model with and without four-spin plaquette interactions. In the future, automatic searches in the algorithm space parametrized by Boltzmann machines may discover more innovative Monte Carlo updates.

Stationary responses of a Rayleigh viscoelastic system with zero barrier impacts under external random excitation.

PubMed

Wang, Deli; Xu, Wei; Zhao, Xiangrong

2016-03-01

This paper aims to deal with the stationary responses of a Rayleigh viscoelastic system with zero barrier impacts under external random excitation. First, the original stochastic viscoelastic system is converted to an equivalent stochastic system without viscoelastic terms by approximately adding the equivalent stiffness and damping. Relying on the means of non-smooth transformation of state variables, the above system is replaced by a new system without an impact term. Then, the stationary probability density functions of the system are observed analytically through stochastic averaging method. By considering the effects of the biquadratic nonlinear damping coefficient and the noise intensity on the system responses, the effectiveness of the theoretical method is tested by comparing the analytical results with those generated from Monte Carlo simulations. Additionally, it does deserve attention that some system parameters can induce the occurrence of stochastic P-bifurcation.

Size-dependent quantum diffusion of Gd atoms within Fe nano-corrals

DOE Office of Scientific and Technical Information (OSTI.GOV)

Hu, J.; Cao, R. X.; Miao, B. F.

2013-12-01

We systematically studied the size-dependent quantum diffusion of Gd atoms within Fe circular quantum corrals on Ag(111). By varying the size of the quantum corrals, different types of patterns are observed inside the corrals, including a single dot and circular orbits for the diffusion of Gd adatoms. In addition, the motion of the adatoms also forms circular-like orbits outside the corral. Via quantitative analysis, we confirm that the regions with adatoms' high visiting probability are consistent with the positions of the local electronic density-of-states maxima, both inside and outside the corrals within a < 0.2 nm offset. The results agreemore » well with kinetic Monte Carlo simulations that utilize the experimentally determined interaction between Gd and Fe circular corrals. These findings demonstrate that one can engineer adatom motion by controlling the size of the quantum corrals.« less

LSPRAY-III: A Lagrangian Spray Module

NASA Technical Reports Server (NTRS)

Raju, M. S.

2008-01-01

LSPRAY-III is a Lagrangian spray solver developed for application with parallel computing and unstructured grids. It is designed to be massively parallel and could easily be coupled with any existing gas-phase flow and/or Monte Carlo Probability Density Function (PDF) solvers. The solver accommodates the use of an unstructured mesh with mixed elements of either triangular, quadrilateral, and/or tetrahedral type for the gas flow grid representation. It is mainly designed to predict the flow, thermal and transport properties of a rapidly vaporizing spray because of its importance in aerospace application. The manual provides the user with an understanding of various models involved in the spray formulation, its code structure and solution algorithm, and various other issues related to parallelization and its coupling with other solvers. With the development of LSPRAY-III, we have advanced the state-of-the-art in spray computations in several important ways.

Phase diagram of two-dimensional hard ellipses.

PubMed

Bautista-Carbajal, Gustavo; Odriozola, Gerardo

2014-05-28

We report the phase diagram of two-dimensional hard ellipses as obtained from replica exchange Monte Carlo simulations. The replica exchange is implemented by expanding the isobaric ensemble in pressure. The phase diagram shows four regions: isotropic, nematic, plastic, and solid (letting aside the hexatic phase at the isotropic-plastic two-step transition [E. P. Bernard and W. Krauth, Phys. Rev. Lett. 107, 155704 (2011)]). At low anisotropies, the isotropic fluid turns into a plastic phase which in turn yields a solid for increasing pressure (area fraction). Intermediate anisotropies lead to a single first order transition (isotropic-solid). Finally, large anisotropies yield an isotropic-nematic transition at low pressures and a high-pressure nematic-solid transition. We obtain continuous isotropic-nematic transitions. For the transitions involving quasi-long-range positional ordering, i.e., isotropic-plastic, isotropic-solid, and nematic-solid, we observe bimodal probability density functions. This supports first order transition scenarios.

A probabilistic approach for mine burial prediction

NASA Astrophysics Data System (ADS)

Barbu, Costin; Valent, Philip; Richardson, Michael; Abelev, Andrei; Plant, Nathaniel

2004-09-01

Predicting the degree of burial of mines in soft sediments is one of the main concerns of Naval Mine CounterMeasures (MCM) operations. This is a difficult problem to solve due to uncertainties and variability of the sediment parameters (i.e., density and shear strength) and of the mine state at contact with the seafloor (i.e., vertical and horizontal velocity, angular rotation rate, and pitch angle at the mudline). A stochastic approach is proposed in this paper to better incorporate the dynamic nature of free-falling cylindrical mines in the modeling of impact burial. The orientation, trajectory and velocity of cylindrical mines, after about 4 meters free-fall in the water column, are very strongly influenced by boundary layer effects causing quite chaotic behavior. The model's convolution of the uncertainty through its nonlinearity is addressed by employing Monte Carlo simulations. Finally a risk analysis based on the probability of encountering an undetectable mine is performed.

Testing the criterion for correct convergence in the complex Langevin method

NASA Astrophysics Data System (ADS)

Nagata, Keitaro; Nishimura, Jun; Shimasaki, Shinji

2018-05-01

Recently the complex Langevin method (CLM) has been attracting attention as a solution to the sign problem, which occurs in Monte Carlo calculations when the effective Boltzmann weight is not real positive. An undesirable feature of the method, however, was that it can happen in some parameter regions that the method yields wrong results even if the Langevin process reaches equilibrium without any problem. In our previous work, we proposed a practical criterion for correct convergence based on the probability distribution of the drift term that appears in the complex Langevin equation. Here we demonstrate the usefulness of this criterion in two solvable theories with many dynamical degrees of freedom, i.e., two-dimensional Yang-Mills theory with a complex coupling constant and the chiral Random Matrix Theory for finite density QCD, which were studied by the CLM before. Our criterion can indeed tell the parameter regions in which the CLM gives correct results.

Noise stochastic corrected maximum a posteriori estimator for birefringence imaging using polarization-sensitive optical coherence tomography

PubMed Central

Kasaragod, Deepa; Makita, Shuichi; Hong, Young-Joo; Yasuno, Yoshiaki

2017-01-01

This paper presents a noise-stochastic corrected maximum a posteriori estimator for birefringence imaging using Jones matrix optical coherence tomography. The estimator described in this paper is based on the relationship between probability distribution functions of the measured birefringence and the effective signal to noise ratio (ESNR) as well as the true birefringence and the true ESNR. The Monte Carlo method is used to numerically describe this relationship and adaptive 2D kernel density estimation provides the likelihood for a posteriori estimation of the true birefringence. Improved estimation is shown for the new estimator with stochastic model of ESNR in comparison to the old estimator, both based on the Jones matrix noise model. A comparison with the mean estimator is also done. Numerical simulation validates the superiority of the new estimator. The superior performance of the new estimator was also shown by in vivo measurement of optic nerve head. PMID:28270974

Characteristics of white LED transmission through a smoke screen

NASA Astrophysics Data System (ADS)

Zheng, Yunfei; Yang, Aiying; Feng, Lihui; Guo, Peng

2018-01-01

The characteristics of white LED transmission through a smoke screen is critical for visible light communication through a smoke screen. Based on the Mie scattering theory, the Monte Carlo transmission model is established. Based on the probability density function, the white LED sampling model is established according to the measured spectrum of a white LED and the distribution angle of the lambert model. The sampling model of smoke screen particle diameter is also established according to its distribution. We simulate numerically the influence the smoke thickness, the smoke concentration and the angle of irradiance of white LED on transmittance of the white LED. We construct a white LED smoke transmission experiment system. The measured result on the light transmittance and the smoke concentration agreed with the simulated result, and demonstrated the validity of simulation model for visible light transmission channel through a smoke screen.

Variational Wavefunction for the Periodic Anderson Model with Onsite Correlation Factors

NASA Astrophysics Data System (ADS)

Kubo, Katsunori; Onishi, Hiroaki

2017-01-01

We propose a variational wavefunction containing parameters to tune the probabilities of all the possible onsite configurations for the periodic Anderson model. We call it the full onsite-correlation wavefunction (FOWF). This is a simple extension of the Gutzwiller wavefunction (GWF), in which one parameter is included to tune the double occupancy of the f electrons at the same site. We compare the energy of the GWF and the FOWF evaluated by the variational Monte Carlo method and that obtained with the density-matrix renormalization group method. We find that the energy is considerably improved in the FOWF. On the other hand, the physical quantities do not change significantly between these two wavefunctions as long as they describe the same phase, such as the paramagnetic phase. From these results, we not only demonstrate the improvement by the FOWF, but we also gain insights on the applicability and limitation of the GWF to the periodic Anderson model.

LSPRAY-II: A Lagrangian Spray Module

NASA Technical Reports Server (NTRS)

Raju, M. S.

2004-01-01

LSPRAY-II is a Lagrangian spray solver developed for application with parallel computing and unstructured grids. It is designed to be massively parallel and could easily be coupled with any existing gas-phase flow and/or Monte Carlo Probability Density Function (PDF) solvers. The solver accommodates the use of an unstructured mesh with mixed elements of either triangular, quadrilateral, and/or tetrahedral type for the gas flow grid representation. It is mainly designed to predict the flow, thermal and transport properties of a rapidly vaporizing spray because of its importance in aerospace application. The manual provides the user with an understanding of various models involved in the spray formulation, its code structure and solution algorithm, and various other issues related to parallelization and its coupling with other solvers. With the development of LSPRAY-II, we have advanced the state-of-the-art in spray computations in several important ways.

Carbon diffusion in bulk hcp zirconium: A multi-scale approach

NASA Astrophysics Data System (ADS)

Xu, Y.; Roques, J.; Domain, C.; Simoni, E.

2016-05-01

In the framework of the geological repository of the used fuel claddings of pressurized water reactor, carbon behavior in bulk zirconium is studied by periodic Density Functional Theory calculations. The C interstitial sites were investigated and it was found that there are two possible carbon interstitial sites: a distorted basal tetragonal site and an octahedral site. There are four types of possible atomic jumps between them. After calculating the migration energies, the attempt frequencies and the jump probabilities for each possible migration path, kinetic Monte Carlo (KMC) simulations were performed to simulate carbon diffusion at the macroscopic scale. The results show that carbon diffusion in pure Zr bulk is extremely limited at the storage temperature (50 °C). Since there are defects in Zr bulk, in a second step, the effect of atomic vacancy was studied and it was proved that vacancies cannot increase carbon diffusion.

Directional change of fluid particles in two-dimensional turbulence and of football players

NASA Astrophysics Data System (ADS)

Kadoch, Benjamin; Bos, Wouter J. T.; Schneider, Kai

2017-06-01

Multiscale directional statistics are investigated in two-dimensional incompressible turbulence. It is shown that the short-time behavior of the mean angle of directional change of fluid particles is linearly dependent on the time lag and that no inertial range behavior is observed in the directional change associated with the enstrophy-cascade range. In simulations of the inverse-cascade range, the directional change shows a power law behavior at inertial range time scales. By comparing the directional change in space-periodic and wall-bounded flow, it is shown that the probability density function of the directional change at long times carries the signature of the confinement. The geometrical origin of this effect is validated by Monte Carlo simulations. The same effect is also observed in the directional statistics computed from the trajectories of football players (soccer players in American English).

A computationally efficient description of heterogeneous freezing: A simplified version of the Soccer ball model

NASA Astrophysics Data System (ADS)

Niedermeier, Dennis; Ervens, Barbara; Clauss, Tina; Voigtländer, Jens; Wex, Heike; Hartmann, Susan; Stratmann, Frank

2014-01-01

In a recent study, the Soccer ball model (SBM) was introduced for modeling and/or parameterizing heterogeneous ice nucleation processes. The model applies classical nucleation theory. It allows for a consistent description of both apparently singular and stochastic ice nucleation behavior, by distributing contact angles over the nucleation sites of a particle population assuming a Gaussian probability density function. The original SBM utilizes the Monte Carlo technique, which hampers its usage in atmospheric models, as fairly time-consuming calculations must be performed to obtain statistically significant results. Thus, we have developed a simplified and computationally more efficient version of the SBM. We successfully used the new SBM to parameterize experimental nucleation data of, e.g., bacterial ice nucleation. Both SBMs give identical results; however, the new model is computationally less expensive as confirmed by cloud parcel simulations. Therefore, it is a suitable tool for describing heterogeneous ice nucleation processes in atmospheric models.

There’s plenty of light at the bottom: statistics of photon penetration depth in random media

PubMed Central

Martelli, Fabrizio; Binzoni, Tiziano; Pifferi, Antonio; Spinelli, Lorenzo; Farina, Andrea; Torricelli, Alessandro

2016-01-01

We propose a comprehensive statistical approach describing the penetration depth of light in random media. The presented theory exploits the concept of probability density function f(z|ρ, t) for the maximum depth reached by the photons that are eventually re-emitted from the surface of the medium at distance ρ and time t. Analytical formulas for f, for the mean maximum depth 〈zmax〉 and for the mean average depth reached by the detected photons at the surface of a diffusive slab are derived within the framework of the diffusion approximation to the radiative transfer equation, both in the time domain and the continuous wave domain. Validation of the theory by means of comparisons with Monte Carlo simulations is also presented. The results are of interest for many research fields such as biomedical optics, advanced microscopy and disordered photonics. PMID:27256988

Nature of Interlayer Binding and Stacking of sp–sp 2 Hybridized Carbon Layers: A Quantum Monte Carlo Study

DOE Office of Scientific and Technical Information (OSTI.GOV)

Shin, Hyeondeok; Kim, Jeongnim; Lee, Hoonkyung

α-graphyne is a two-dimensional sheet of sp-sp2 hybridized carbon atoms in a honeycomb lattice. While the geometrical structure is similar to that of graphene, the hybridized triple bonds give rise to electronic structure that is different from that of graphene. Similar to graphene, α-graphyne can be stacked in bilayers with two stable configurations, but the different stackings have very different electronic structures: one is predicted to have gapless parabolic bands and the other a tunable bandgap which is attractive for applications. In order to realize applications, it is crucial to understand which stacking is more stable. This is difficult tomore » model, as the stability is a result of weak interlayer van der Waals interactions which are not well captured by density functional theory (DFT). We have used quantum Monte Carlo simulations that accurately include van der Waals interactions to calculate the interlayer binding energy of bilayer graphyne and to determine its most stable stacking mode. Our results show that inter-layer bindings of sp- and sp2-bonded carbon networks are significantly underestimated in a Kohn-Sham DFT approach, even with an exchange-correlation potential corrected to include, in some approximation, van der Waals interactions. Finally, our quantum Monte Carlo calculations reveal that the interlayer binding energy difference between the two stacking modes is only 0.9(4) eV/atom. From this we conclude that the two stable stacking modes of bilayer α-graphyne are almost degenerate with each other, and both will occur with about the same probability at room temperature unless there is a synthesis path that prefers one stacking over the other.« less

Nature of Interlayer Binding and Stacking of sp–sp 2 Hybridized Carbon Layers: A Quantum Monte Carlo Study

DOE PAGES

Shin, Hyeondeok; Kim, Jeongnim; Lee, Hoonkyung; ...

2017-10-25

α-graphyne is a two-dimensional sheet of sp-sp2 hybridized carbon atoms in a honeycomb lattice. While the geometrical structure is similar to that of graphene, the hybridized triple bonds give rise to electronic structure that is different from that of graphene. Similar to graphene, α-graphyne can be stacked in bilayers with two stable configurations, but the different stackings have very different electronic structures: one is predicted to have gapless parabolic bands and the other a tunable bandgap which is attractive for applications. In order to realize applications, it is crucial to understand which stacking is more stable. This is difficult tomore » model, as the stability is a result of weak interlayer van der Waals interactions which are not well captured by density functional theory (DFT). We have used quantum Monte Carlo simulations that accurately include van der Waals interactions to calculate the interlayer binding energy of bilayer graphyne and to determine its most stable stacking mode. Our results show that inter-layer bindings of sp- and sp2-bonded carbon networks are significantly underestimated in a Kohn-Sham DFT approach, even with an exchange-correlation potential corrected to include, in some approximation, van der Waals interactions. Finally, our quantum Monte Carlo calculations reveal that the interlayer binding energy difference between the two stacking modes is only 0.9(4) eV/atom. From this we conclude that the two stable stacking modes of bilayer α-graphyne are almost degenerate with each other, and both will occur with about the same probability at room temperature unless there is a synthesis path that prefers one stacking over the other.« less

Fast, Nonlinear, Fully Probabilistic Inversion of Large Geophysical Problems

NASA Astrophysics Data System (ADS)

Curtis, A.; Shahraeeni, M.; Trampert, J.; Meier, U.; Cho, G.

2010-12-01

Almost all Geophysical inverse problems are in reality nonlinear. Fully nonlinear inversion including non-approximated physics, and solving for probability distribution functions (pdf’s) that describe the solution uncertainty, generally requires sampling-based Monte-Carlo style methods that are computationally intractable in most large problems. In order to solve such problems, physical relationships are usually linearized leading to efficiently-solved, (possibly iterated) linear inverse problems. However, it is well known that linearization can lead to erroneous solutions, and in particular to overly optimistic uncertainty estimates. What is needed across many Geophysical disciplines is a method to invert large inverse problems (or potentially tens of thousands of small inverse problems) fully probabilistically and without linearization. This talk shows how very large nonlinear inverse problems can be solved fully probabilistically and incorporating any available prior information using mixture density networks (driven by neural network banks), provided the problem can be decomposed into many small inverse problems. In this talk I will explain the methodology, compare multi-dimensional pdf inversion results to full Monte Carlo solutions, and illustrate the method with two applications: first, inverting surface wave group and phase velocities for a fully-probabilistic global tomography model of the Earth’s crust and mantle, and second inverting industrial 3D seismic data for petrophysical properties throughout and around a subsurface hydrocarbon reservoir. The latter problem is typically decomposed into 104 to 105 individual inverse problems, each solved fully probabilistically and without linearization. The results in both cases are sufficiently close to the Monte Carlo solution to exhibit realistic uncertainty, multimodality and bias. This provides far greater confidence in the results, and in decisions made on their basis.

Monte Carlo Approach for Estimating Density and Atomic Number From Dual-Energy Computed Tomography Images of Carbonate Rocks

NASA Astrophysics Data System (ADS)

Victor, Rodolfo A.; Prodanović, Maša.; Torres-Verdín, Carlos

2017-12-01

We develop a new Monte Carlo-based inversion method for estimating electron density and effective atomic number from 3-D dual-energy computed tomography (CT) core scans. The method accounts for uncertainties in X-ray attenuation coefficients resulting from the polychromatic nature of X-ray beam sources of medical and industrial scanners, in addition to delivering uncertainty estimates of inversion products. Estimation of electron density and effective atomic number from CT core scans enables direct deterministic or statistical correlations with salient rock properties for improved petrophysical evaluation; this condition is specifically important in media such as vuggy carbonates where CT resolution better captures core heterogeneity that dominates fluid flow properties. Verification tests of the inversion method performed on a set of highly heterogeneous carbonate cores yield very good agreement with in situ borehole measurements of density and photoelectric factor.

Data Analysis Techniques for Physical Scientists

NASA Astrophysics Data System (ADS)

Pruneau, Claude A.

2017-10-01

Preface; How to read this book; 1. The scientific method; Part I. Foundation in Probability and Statistics: 2. Probability; 3. Probability models; 4. Classical inference I: estimators; 5. Classical inference II: optimization; 6. Classical inference III: confidence intervals and statistical tests; 7. Bayesian inference; Part II. Measurement Techniques: 8. Basic measurements; 9. Event reconstruction; 10. Correlation functions; 11. The multiple facets of correlation functions; 12. Data correction methods; Part III. Simulation Techniques: 13. Monte Carlo methods; 14. Collision and detector modeling; List of references; Index.

Investigation of electronic and magnetic properties of FeS: First principle and Monte Carlo simulations

NASA Astrophysics Data System (ADS)

Bouachraoui, Rachid; El Hachimi, Abdel Ghafour; Ziat, Younes; Bahmad, Lahoucine; Tahiri, Najim

2018-06-01

Electronic and magnetic properties of hexagonal Iron (II) Sulfide (hexagonal FeS) have been investigated by combining the Density functional theory (DFT) and Monte Carlo simulations (MCS). This compound is constituted by magnetic hexagonal lattice occupied by Fe2+ with spin state (S = 2). Based on ab initio method, we calculated the exchange coupling JFe-Fe between two magnetic atoms Fe-Fe in different directions. Also phase transitions, magnetic stability and magnetizations have been investigated in the framework of Monte Carlo simulations. Within this method, a second phase transition is observed at the Néel temperature TN = 450 K. This finding in good agreement with the reported data in the literature. The effect of the applied different parameters showed how can these parameters affect the critical temperature of this system. Moreover, we studied the density of states and found that the hexagonal FeS will be a promoting material for spintronic applications.

A histogram-free multicanonical Monte Carlo algorithm for the construction of analytical density of states

DOE Office of Scientific and Technical Information (OSTI.GOV)

Eisenbach, Markus; Li, Ying Wai

We report a new multicanonical Monte Carlo (MC) algorithm to obtain the density of states (DOS) for physical systems with continuous state variables in statistical mechanics. Our algorithm is able to obtain an analytical form for the DOS expressed in a chosen basis set, instead of a numerical array of finite resolution as in previous variants of this class of MC methods such as the multicanonical (MUCA) sampling and Wang-Landau (WL) sampling. This is enabled by storing the visited states directly in a data set and avoiding the explicit collection of a histogram. This practice also has the advantage ofmore » avoiding undesirable artificial errors caused by the discretization and binning of continuous state variables. Our results show that this scheme is capable of obtaining converged results with a much reduced number of Monte Carlo steps, leading to a significant speedup over existing algorithms.« less

Advanced reliability methods for structural evaluation

NASA Technical Reports Server (NTRS)

Wirsching, P. H.; Wu, Y.-T.

1985-01-01

Fast probability integration (FPI) methods, which can yield approximate solutions to such general structural reliability problems as the computation of the probabilities of complicated functions of random variables, are known to require one-tenth the computer time of Monte Carlo methods for a probability level of 0.001; lower probabilities yield even more dramatic differences. A strategy is presented in which a computer routine is run k times with selected perturbed values of the variables to obtain k solutions for a response variable Y. An approximating polynomial is fit to the k 'data' sets, and FPI methods are employed for this explicit form.

Fast and accurate quantum molecular dynamics of dense plasmas across temperature regimes

DOE PAGES

Sjostrom, Travis; Daligault, Jerome

2014-10-10

Here, we develop and implement a new quantum molecular dynamics approximation that allows fast and accurate simulations of dense plasmas from cold to hot conditions. The method is based on a carefully designed orbital-free implementation of density functional theory. The results for hydrogen and aluminum are in very good agreement with Kohn-Sham (orbital-based) density functional theory and path integral Monte Carlo calculations for microscopic features such as the electron density as well as the equation of state. The present approach does not scale with temperature and hence extends to higher temperatures than is accessible in the Kohn-Sham method and lowermore » temperatures than is accessible by path integral Monte Carlo calculations, while being significantly less computationally expensive than either of those two methods.« less

Low-Density Nozzle Flow by the Direct Simulation Monte Carlo and Continuum Methods

NASA Technical Reports Server (NTRS)

Chung, Chang-Hong; Kim, Sku C.; Stubbs, Robert M.; Dewitt, Kenneth J.

1994-01-01

Two different approaches, the direct simulation Monte Carlo (DSMC) method based on molecular gasdynamics, and a finite-volume approximation of the Navier-Stokes equations, which are based on continuum gasdynamics, are employed in the analysis of a low-density gas flow in a small converging-diverging nozzle. The fluid experiences various kinds of flow regimes including continuum, slip, transition, and free-molecular. Results from the two numerical methods are compared with Rothe's experimental data, in which density and rotational temperature variations along the centerline and at various locations inside a low-density nozzle were measured by the electron-beam fluorescence technique. The continuum approach showed good agreement with the experimental data as far as density is concerned. The results from the DSMC method showed good agreement with the experimental data, both in the density and the rotational temperature. It is also shown that the simulation parameters, such as the gas/surface interaction model, the energy exchange model between rotational and translational modes, and the viscosity-temperature exponent, have substantial effects on the results of the DSMC method.

Renyi entanglement entropy of interacting fermions calculated using the continuous-time quantum Monte Carlo method.

PubMed

Wang, Lei; Troyer, Matthias

2014-09-12

We present a new algorithm for calculating the Renyi entanglement entropy of interacting fermions using the continuous-time quantum Monte Carlo method. The algorithm only samples the interaction correction of the entanglement entropy, which by design ensures the efficient calculation of weakly interacting systems. Combined with Monte Carlo reweighting, the algorithm also performs well for systems with strong interactions. We demonstrate the potential of this method by studying the quantum entanglement signatures of the charge-density-wave transition of interacting fermions on a square lattice.

An Improved Method of Heterogeneity Compensation for the Convolution / Superposition Algorithm

NASA Astrophysics Data System (ADS)

Jacques, Robert; McNutt, Todd

2014-03-01

Purpose: To improve the accuracy of convolution/superposition (C/S) in heterogeneous material by developing a new algorithm: heterogeneity compensated superposition (HCS). Methods: C/S has proven to be a good estimator of the dose deposited in a homogeneous volume. However, near heterogeneities electron disequilibrium occurs, leading to the faster fall-off and re-buildup of dose. We propose to filter the actual patient density in a position and direction sensitive manner, allowing the dose deposited near interfaces to be increased or decreased relative to C/S. We implemented the effective density function as a multivariate first-order recursive filter and incorporated it into GPU-accelerated, multi-energetic C/S implementation. We compared HCS against C/S using the ICCR 2000 Monte-Carlo accuracy benchmark, 23 similar accuracy benchmarks and 5 patient cases. Results: Multi-energetic HCS increased the dosimetric accuracy for the vast majority of voxels; in many cases near Monte-Carlo results were achieved. We defined the per-voxel error, %|mm, as the minimum of the distance to agreement in mm and the dosimetric percentage error relative to the maximum MC dose. HCS improved the average mean error by 0.79 %|mm for the patient volumes; reducing the average mean error from 1.93 %|mm to 1.14 %|mm. Very low densities (i.e. < 0.1 g / cm3) remained problematic, but may be solvable with a better filter function. Conclusions: HCS improved upon C/S's density scaled heterogeneity correction with a position and direction sensitive density filter. This method significantly improved the accuracy of the GPU based algorithm reaching the accuracy levels of Monte Carlo based methods with performance in a few tenths of seconds per beam. Acknowledgement: Funding for this research was provided by the NSF Cooperative Agreement EEC9731748, Elekta / IMPAC Medical Systems, Inc. and the Johns Hopkins University. James Satterthwaite provided the Monte Carlo benchmark simulations.

Validation of a Monte Carlo Simulation of Binary Time Series.

DTIC Science & Technology

1981-09-18

the probability distribution corresponding to the population from which the n sample vectors are generated. Simple unbiased estimators were chosen for...Cowcept A s*us Agew Bethesd, Marylnd H. L. Wauom Am D. RoQuE SymMS Reserch Brach , p" Ssms Delsbian September 18, 1981 DTIC EL E C T E SEP 24 =I98ST...is generated from the sample of such vectors produced by several independent replications of the Monte Carlo simulation. Then the validity of the

Improving the Ar I and II branching ratio calibration method: Monte Carlo simulations of effects from photon scattering/reflecting in hollow cathodes

NASA Astrophysics Data System (ADS)

Lawler, J. E.; Den Hartog, E. A.

2018-03-01

The Ar I and II branching ratio calibration method is discussed with the goal of improving the technique. This method of establishing a relative radiometric calibration is important in ongoing research to improve atomic transition probabilities for quantitative spectroscopy in astrophysics and other fields. Specific suggestions are presented along with Monte Carlo simulations of wavelength dependent effects from scattering/reflecting of photons in a hollow cathode.

Response properties in the adsorption-desorption model on a triangular lattice

NASA Astrophysics Data System (ADS)

Šćepanović, J. R.; Stojiljković, D.; Jakšić, Z. M.; Budinski-Petković, Lj.; Vrhovac, S. B.

2016-06-01

The out-of-equilibrium dynamical processes during the reversible random sequential adsorption (RSA) of objects of various shapes on a two-dimensional triangular lattice are studied numerically by means of Monte Carlo simulations. We focused on the influence of the order of symmetry axis of the shape on the response of the reversible RSA model to sudden perturbations of the desorption probability Pd. We provide a detailed discussion of the significance of collective events for governing the time coverage behavior of shapes with different rotational symmetries. We calculate the two-time density-density correlation function C(t ,tw) for various waiting times tw and show that longer memory of the initial state persists for the more symmetrical shapes. Our model displays nonequilibrium dynamical effects such as aging. We find that the correlation function C(t ,tw) for all objects scales as a function of single variable ln(tw) / ln(t) . We also study the short-term memory effects in two-component mixtures of extended objects and give a detailed analysis of the contribution to the densification kinetics coming from each mixture component. We observe the weakening of correlation features for the deposition processes in multicomponent systems.

Density functional calculations of multiphonon capture cross sections at defects in semiconductors

NASA Astrophysics Data System (ADS)

Barmparis, Georgios D.; Puzyrev, Yevgeniy S.; Zhang, X.-G.; Pantelides, Sokrates T.

2014-03-01

The theory of electron capture cross sections by multiphonon processes in semiconductors has a long and controversial history. Here we present a comprehensive theory and describe its implementation for realistic calculations. The Born-Oppenheimer and the Frank-Condon approximations are employed. The transition probability of an incoming electron is written as a product of an instantaneous electronic transition in the initial defect configuration and the line shape function (LSF) that describes the multiphonon processes that lead to lattice relaxation. The electronic matrix elements are calculated using the Projector Augmented Wave (PAW) method which yields the true wave functions while still employing a plane-wave basis. The LSF is calculated by employing a Monte Carlo method and the real phonon modes of the defect, calculated using density functional theory in the PAW scheme. Initial results of the capture cross section for a prototype system, namely a triply hydrogenated vacancy in Si are presented. The results are relevant for modeling device degradation by hot electron effects. This work is supported in part by the Samsung Advanced Institute of Technology (SAIT)'s Global Research Outreach (GRO) Program and by the LDRD program at ORNL.

Modelling the Probability of Landslides Impacting Road Networks

NASA Astrophysics Data System (ADS)

Taylor, F. E.; Malamud, B. D.

2012-04-01

During a landslide triggering event, the threat of landslides blocking roads poses a risk to logistics, rescue efforts and communities dependant on those road networks. Here we present preliminary results of a stochastic model we have developed to evaluate the probability of landslides intersecting a simple road network during a landslide triggering event and apply simple network indices to measure the state of the road network in the affected region. A 4000 x 4000 cell array with a 5 m x 5 m resolution was used, with a pre-defined simple road network laid onto it, and landslides 'randomly' dropped onto it. Landslide areas (AL) were randomly selected from a three-parameter inverse gamma probability density function, consisting of a power-law decay of about -2.4 for medium and large values of AL and an exponential rollover for small values of AL; the rollover (maximum probability) occurs at about AL = 400 m2 This statistical distribution was chosen based on three substantially complete triggered landslide inventories recorded in existing literature. The number of landslide areas (NL) selected for each triggered event iteration was chosen to have an average density of 1 landslide km-2, i.e. NL = 400 landslide areas chosen randomly for each iteration, and was based on several existing triggered landslide event inventories. A simple road network was chosen, in a 'T' shape configuration, with one road 1 x 4000 cells (5 m x 20 km) in a 'T' formation with another road 1 x 2000 cells (5 m x 10 km). The landslide areas were then randomly 'dropped' over the road array and indices such as the location, size (ABL) and number of road blockages (NBL) recorded. This process was performed 500 times (iterations) in a Monte-Carlo type simulation. Initial results show that for a landslide triggering event with 400 landslides over a 400 km2 region, the number of road blocks per iteration, NBL,ranges from 0 to 7. The average blockage area for the 500 iterations (A¯ BL) is about 3000 m2, which closely matches the value of A¯ L for the triggered landslide inventories. We further find that over the 500 iterations, the probability of a given number of road blocks occurring on any given iteration, p(NBL) as a function of NBL, follows reasonably well a three-parameter inverse gamma probability density distribution with an exponential rollover (i.e., the most frequent value) at NBL = 1.3. In this paper we have begun to calculate the probability of the number of landslides blocking roads during a triggering event, and have found that this follows an inverse-gamma distribution, which is similar to that found for the statistics of landslide areas resulting from triggers. As we progress to model more realistic road networks, this work will aid in both long-term and disaster management for road networks by allowing probabilistic assessment of road network potential damage during different magnitude landslide triggering event scenarios.

Type Ia Supernova Light Curve Inference: Hierarchical Models for Nearby SN Ia in the Optical and Near Infrared

NASA Astrophysics Data System (ADS)

Mandel, Kaisey; Kirshner, R. P.; Narayan, G.; Wood-Vasey, W. M.; Friedman, A. S.; Hicken, M.

2010-01-01

I have constructed a comprehensive statistical model for Type Ia supernova light curves spanning optical through near infrared data simultaneously. The near infrared light curves are found to be excellent standard candles (sigma(MH) = 0.11 +/- 0.03 mag) that are less vulnerable to systematic error from dust extinction, a major confounding factor for cosmological studies. A hierarchical statistical framework incorporates coherently multiple sources of randomness and uncertainty, including photometric error, intrinsic supernova light curve variations and correlations, dust extinction and reddening, peculiar velocity dispersion and distances, for probabilistic inference with Type Ia SN light curves. Inferences are drawn from the full probability density over individual supernovae and the SN Ia and dust populations, conditioned on a dataset of SN Ia light curves and redshifts. To compute probabilistic inferences with hierarchical models, I have developed BayeSN, a Markov Chain Monte Carlo algorithm based on Gibbs sampling. This code explores and samples the global probability density of parameters describing individual supernovae and the population. I have applied this hierarchical model to optical and near infrared data of over 100 nearby Type Ia SN from PAIRITEL, the CfA3 sample, and the literature. Using this statistical model, I find that SN with optical and NIR data have a smaller residual scatter in the Hubble diagram than SN with only optical data. The continued study of Type Ia SN in the near infrared will be important for improving their utility as precise and accurate cosmological distance indicators.

Population density approach for discrete mRNA distributions in generalized switching models for stochastic gene expression.

PubMed

Stinchcombe, Adam R; Peskin, Charles S; Tranchina, Daniel

2012-06-01

We present a generalization of a population density approach for modeling and analysis of stochastic gene expression. In the model, the gene of interest fluctuates stochastically between an inactive state, in which transcription cannot occur, and an active state, in which discrete transcription events occur; and the individual mRNA molecules are degraded stochastically in an independent manner. This sort of model in simplest form with exponential dwell times has been used to explain experimental estimates of the discrete distribution of random mRNA copy number. In our generalization, the random dwell times in the inactive and active states, T_{0} and T_{1}, respectively, are independent random variables drawn from any specified distributions. Consequently, the probability per unit time of switching out of a state depends on the time since entering that state. Our method exploits a connection between the fully discrete random process and a related continuous process. We present numerical methods for computing steady-state mRNA distributions and an analytical derivation of the mRNA autocovariance function. We find that empirical estimates of the steady-state mRNA probability mass function from Monte Carlo simulations of laboratory data do not allow one to distinguish between underlying models with exponential and nonexponential dwell times in some relevant parameter regimes. However, in these parameter regimes and where the autocovariance function has negative lobes, the autocovariance function disambiguates the two types of models. Our results strongly suggest that temporal data beyond the autocovariance function is required in general to characterize gene switching.

Methodology for Collision Risk Assessment of an Airspace Flow Corridor Concept

NASA Astrophysics Data System (ADS)

Zhang, Yimin

This dissertation presents a methodology to estimate the collision risk associated with a future air-transportation concept called the flow corridor. The flow corridor is a Next Generation Air Transportation System (NextGen) concept to reduce congestion and increase throughput in en-route airspace. The flow corridor has the potential to increase throughput by reducing the controller workload required to manage aircraft outside the corridor and by reducing separation of aircraft within corridor. The analysis in this dissertation is a starting point for the safety analysis required by the Federal Aviation Administration (FAA) to eventually approve and implement the corridor concept. This dissertation develops a hybrid risk analysis methodology that combines Monte Carlo simulation with dynamic event tree analysis. The analysis captures the unique characteristics of the flow corridor concept, including self-separation within the corridor, lane change maneuvers, speed adjustments, and the automated separation assurance system. Monte Carlo simulation is used to model the movement of aircraft in the flow corridor and to identify precursor events that might lead to a collision. Since these precursor events are not rare, standard Monte Carlo simulation can be used to estimate these occurrence rates. Dynamic event trees are then used to model the subsequent series of events that may lead to collision. When two aircraft are on course for a near-mid-air collision (NMAC), the on-board automated separation assurance system provides a series of safety layers to prevent the impending NNAC or collision. Dynamic event trees are used to evaluate the potential failures of these layers in order to estimate the rare-event collision probabilities. The results show that the throughput can be increased by reducing separation to 2 nautical miles while maintaining the current level of safety. A sensitivity analysis shows that the most critical parameters in the model related to the overall collision probability are the minimum separation, the probability that both flights fail to respond to traffic collision avoidance system, the probability that an NMAC results in a collision, the failure probability of the automatic dependent surveillance broadcast in receiver, and the conflict detection probability.

A Performance Comparison on the Probability Plot Correlation Coefficient Test using Several Plotting Positions for GEV Distribution.

NASA Astrophysics Data System (ADS)

Ahn, Hyunjun; Jung, Younghun; Om, Ju-Seong; Heo, Jun-Haeng

2014-05-01

It is very important to select the probability distribution in Statistical hydrology. Goodness of fit test is a statistical method that selects an appropriate probability model for a given data. The probability plot correlation coefficient (PPCC) test as one of the goodness of fit tests was originally developed for normal distribution. Since then, this test has been widely applied to other probability models. The PPCC test is known as one of the best goodness of fit test because it shows higher rejection powers among them. In this study, we focus on the PPCC tests for the GEV distribution which is widely used in the world. For the GEV model, several plotting position formulas are suggested. However, the PPCC statistics are derived only for the plotting position formulas (Goel and De, In-na and Nguyen, and Kim et al.) in which the skewness coefficient (or shape parameter) are included. And then the regression equations are derived as a function of the shape parameter and sample size for a given significance level. In addition, the rejection powers of these formulas are compared using Monte-Carlo simulation. Keywords: Goodness-of-fit test, Probability plot correlation coefficient test, Plotting position, Monte-Carlo Simulation ACKNOWLEDGEMENTS This research was supported by a grant 'Establishing Active Disaster Management System of Flood Control Structures by using 3D BIM Technique' [NEMA-12-NH-57] from the Natural Hazard Mitigation Research Group, National Emergency Management Agency of Korea.

DOE Office of Scientific and Technical Information (OSTI.GOV)

Kim, K. S.; Nakae, L. F.; Prasad, M. K.

Here, we solve a simple theoretical model of time evolving fission chains due to Feynman that generalizes and asymptotically approaches the point model theory. The point model theory has been used to analyze thermal neutron counting data. This extension of the theory underlies fast counting data for both neutrons and gamma rays from metal systems. Fast neutron and gamma-ray counting is now possible using liquid scintillator arrays with nanosecond time resolution. For individual fission chains, the differential equations describing three correlated probability distributions are solved: the time-dependent internal neutron population, accumulation of fissions in time, and accumulation of leaked neutronsmore » in time. Explicit analytic formulas are given for correlated moments of the time evolving chain populations. The equations for random time gate fast neutron and gamma-ray counting distributions, due to randomly initiated chains, are presented. Correlated moment equations are given for both random time gate and triggered time gate counting. There are explicit formulas for all correlated moments are given up to triple order, for all combinations of correlated fast neutrons and gamma rays. The nonlinear differential equations for probabilities for time dependent fission chain populations have a remarkably simple Monte Carlo realization. A Monte Carlo code was developed for this theory and is shown to statistically realize the solutions to the fission chain theory probability distributions. Combined with random initiation of chains and detection of external quanta, the Monte Carlo code generates time tagged data for neutron and gamma-ray counting and from these data the counting distributions.« less

A spatially explicit model for an Allee effect: why wolves recolonize so slowly in Greater Yellowstone.

PubMed

Hurford, Amy; Hebblewhite, Mark; Lewis, Mark A

2006-11-01

A reduced probability of finding mates at low densities is a frequently hypothesized mechanism for a component Allee effect. At low densities dispersers are less likely to find mates and establish new breeding units. However, many mathematical models for an Allee effect do not make a distinction between breeding group establishment and subsequent population growth. Our objective is to derive a spatially explicit mathematical model, where dispersers have a reduced probability of finding mates at low densities, and parameterize the model for wolf recolonization in the Greater Yellowstone Ecosystem (GYE). In this model, only the probability of establishing new breeding units is influenced by the reduced probability of finding mates at low densities. We analytically and numerically solve the model to determine the effect of a decreased probability in finding mates at low densities on population spread rate and density. Our results suggest that a reduced probability of finding mates at low densities may slow recolonization rate.

Factoring uncertainty into restoration modeling of in-situ leach uranium mines

USGS Publications Warehouse

Johnson, Raymond H.; Friedel, Michael J.

2009-01-01

Postmining restoration is one of the greatest concerns for uranium in-situ leach (ISL) mining operations. The ISL-affected aquifer needs to be returned to conditions specified in the mining permit (either premining or other specified conditions). When uranium ISL operations are completed, postmining restoration is usually achieved by injecting reducing agents into the mined zone. The objective of this process is to restore the aquifer to premining conditions by reducing the solubility of uranium and other metals in the ground water. Reactive transport modeling is a potentially useful method for simulating the effectiveness of proposed restoration techniques. While reactive transport models can be useful, they are a simplification of reality that introduces uncertainty through the model conceptualization, parameterization, and calibration processes. For this reason, quantifying the uncertainty in simulated temporal and spatial hydrogeochemistry is important for postremedial risk evaluation of metal concentrations and mobility. Quantifying the range of uncertainty in key predictions (such as uranium concentrations at a specific location) can be achieved using forward Monte Carlo or other inverse modeling techniques (trial-and-error parameter sensitivity, calibration constrained Monte Carlo). These techniques provide simulated values of metal concentrations at specified locations that can be presented as nonlinear uncertainty limits or probability density functions. Decisionmakers can use these results to better evaluate environmental risk as future metal concentrations with a limited range of possibilities, based on a scientific evaluation of uncertainty.

Large-scale atomistic calculations of clusters in intense x-ray pulses

DOE Office of Scientific and Technical Information (OSTI.GOV)

Ho, Phay J.; Knight, Chris

Here, we present the methodology of our recently developed Monte-Carlo/ Molecular-Dynamics method for studying the fundamental ultrafast dynamics induced by high-fluence, high-intensity x-ray free electron laser (XFEL) pulses in clusters. The quantum nature of the initiating ionization process is accounted for by a Monte Carlo method to calculate probabilities of electronic transitions, including photo absorption, inner-shell relaxation, photon scattering, electron collision and recombination dynamics, and thus track the transient electronic configurations explicitly. The freed electrons and ions are followed by classical particle trajectories using a molecular dynamics algorithm. These calculations reveal the surprising role of electron-ion recombination processes that leadmore » to the development of nonuniform spatial charge density profiles in x-ray excited clusters over femtosecond timescales. In the high-intensity limit, it is important to include the recombination dynamics in the calculated scattering response even for a 2- fs pulse. We also demonstrate that our numerical codes and algorithms can make e!cient use of the computational power of massively parallel supercomputers to investigate the intense-field dynamics in systems with increasing complexity and size at the ultrafast timescale and in non-linear x-ray interaction regimes. In particular, picosecond trajectories of XFEL clusters with attosecond time resolution containing millions of particles can be e!ciently computed on upwards of 262,144 processes.« less

Variability in electromagnetic field levels over time, and Monte-Carlo simulation of exposure parameters.

PubMed

Pachón-García, F T; Paniagua-Sánchez, J M; Rufo-Pérez, M; Jiménez-Barco, A

2014-12-01

This article analyses the electric field levels around medium-wave transmitters, delimiting the temporal variability of the levels received at a pre-established reception point. One extensively used dosimetric criterion is to consider historical levels of the field recorded over a certain period of time so as to provide an overall perspective of radio-frequency electric field exposure in a particular environment. This aspect is the focus of the present study, in which the measurements will be synthesised in the form of exposure coefficients. Two measurement campaigns were conducted: one short term (10 days) and the other long term (1 y). The short-term data were used to study which probability density functions best approximate the measured levels. The long-term data were used to compute the principal statistics that characterise the field values over a year. The data that form the focus of the study are the peak traces, since these are the most representative from the standpoint of exposure. The deviations found were around 6 % for short periods and 12 % for long periods. The information from the two campaigns was used to develop and implement a computer application based on the Monte Carlo method to simulate values of the field, allowing one to carry out robust statistics. © The Author 2014. Published by Oxford University Press. All rights reserved. For Permissions, please email: journals.permissions@oup.com.

Monte-Carlo Method Application for Precising Meteor Velocity from TV Observations

NASA Astrophysics Data System (ADS)

Kozak, P.

2014-12-01

Monte-Carlo method (method of statistical trials) as an application for meteor observations processing was developed in author's Ph.D. thesis in 2005 and first used in his works in 2008. The idea of using the method consists in that if we generate random values of input data - equatorial coordinates of the meteor head in a sequence of TV frames - in accordance with their statistical distributions we get a possibility to plot the probability density distributions for all its kinematical parameters, and to obtain their mean values and dispersions. At that the theoretical possibility appears to precise the most important parameter - geocentric velocity of a meteor - which has the highest influence onto precision of meteor heliocentric orbit elements calculation. In classical approach the velocity vector was calculated in two stages: first we calculate the vector direction as a vector multiplication of vectors of poles of meteor trajectory big circles, calculated from two observational points. Then we calculated the absolute value of velocity independently from each observational point selecting any of them from some reasons as a final parameter. In the given method we propose to obtain a statistical distribution of velocity absolute value as an intersection of two distributions corresponding to velocity values obtained from different points. We suppose that such an approach has to substantially increase the precision of meteor velocity calculation and remove any subjective inaccuracies.

Large-scale atomistic calculations of clusters in intense x-ray pulses

DOE PAGES

Ho, Phay J.; Knight, Chris

2017-04-28

Here, we present the methodology of our recently developed Monte-Carlo/ Molecular-Dynamics method for studying the fundamental ultrafast dynamics induced by high-fluence, high-intensity x-ray free electron laser (XFEL) pulses in clusters. The quantum nature of the initiating ionization process is accounted for by a Monte Carlo method to calculate probabilities of electronic transitions, including photo absorption, inner-shell relaxation, photon scattering, electron collision and recombination dynamics, and thus track the transient electronic configurations explicitly. The freed electrons and ions are followed by classical particle trajectories using a molecular dynamics algorithm. These calculations reveal the surprising role of electron-ion recombination processes that leadmore » to the development of nonuniform spatial charge density profiles in x-ray excited clusters over femtosecond timescales. In the high-intensity limit, it is important to include the recombination dynamics in the calculated scattering response even for a 2- fs pulse. We also demonstrate that our numerical codes and algorithms can make e!cient use of the computational power of massively parallel supercomputers to investigate the intense-field dynamics in systems with increasing complexity and size at the ultrafast timescale and in non-linear x-ray interaction regimes. In particular, picosecond trajectories of XFEL clusters with attosecond time resolution containing millions of particles can be e!ciently computed on upwards of 262,144 processes.« less

DOE Office of Scientific and Technical Information (OSTI.GOV)

Malone, Fionn D., E-mail: f.malone13@imperial.ac.uk; Lee, D. K. K.; Foulkes, W. M. C.

The recently developed density matrix quantum Monte Carlo (DMQMC) algorithm stochastically samples the N-body thermal density matrix and hence provides access to exact properties of many-particle quantum systems at arbitrary temperatures. We demonstrate that moving to the interaction picture provides substantial benefits when applying DMQMC to interacting fermions. In this first study, we focus on a system of much recent interest: the uniform electron gas in the warm dense regime. The basis set incompleteness error at finite temperature is investigated and extrapolated via a simple Monte Carlo sampling procedure. Finally, we provide benchmark calculations for a four-electron system, comparing ourmore » results to previous work where possible.« less

Monte Carlo Simulations of Electron Energy-Loss Spectra with the Addition of Fine Structure from Density Functional Theory Calculations.

PubMed

Attarian Shandiz, Mohammad; Guinel, Maxime J-F; Ahmadi, Majid; Gauvin, Raynald

2016-02-01

A new approach is presented to introduce the fine structure of core-loss excitations into the electron energy-loss spectra of ionization edges by Monte Carlo simulations based on an optical oscillator model. The optical oscillator strength is refined using the calculated electron energy-loss near-edge structure by density functional theory calculations. This approach can predict the effects of multiple scattering and thickness on the fine structure of ionization edges. In addition, effects of the fitting range for background removal and the integration range under the ionization edge on signal-to-noise ratio are investigated.

High-temperature high-pressure properties of silica from Quantum Monte Carlo and Density Functional Perturbation Theory

NASA Astrophysics Data System (ADS)

Cohen, R. E.; Driver, K.; Wu, Z.; Militzer, B.; Rios, P. L.; Towler, M.; Needs, R.

2009-03-01

We have used diffusion quantum Monte Carlo (DMC) with the CASINO code with thermal free energies from phonons computed using density functional perturbation theory (DFPT) with the ABINIT code to obtain phase transition curves and thermal equations of state of silica phases under pressure. We obtain excellent agreement with experiments for the metastable phase transition from quartz to stishovite. The local density approximation (LDA) incorrectly gives stishovite as the ground state. The generalized gradient approximation (GGA) correctly gives quartz as the ground state, but does worse than LDA for the equations of state. DMC, variational quantum Monte Carlo (VMC), and DFT all give good results for the ferroelastic transition of stishovite to the CaCl2 structure, and LDA or the WC exchange correlation potentials give good results within a given silica phase. The δV and δH from the CaCl2 structure to α-PbO2 is small, giving uncertainly in the theoretical transition pressure. It is interesting that DFT has trouble with silica transitions, although the electronic structures of silica are insulating, simple closed-shell with ionic/covalent bonding. It seems like the errors in DFT are from not precisely giving the ion sizes.

Rare event simulation in radiation transport

DOE Office of Scientific and Technical Information (OSTI.GOV)

Kollman, Craig

1993-10-01

This dissertation studies methods for estimating extremely small probabilities by Monte Carlo simulation. Problems in radiation transport typically involve estimating very rare events or the expected value of a random variable which is with overwhelming probability equal to zero. These problems often have high dimensional state spaces and irregular geometries so that analytic solutions are not possible. Monte Carlo simulation must be used to estimate the radiation dosage being transported to a particular location. If the area is well shielded the probability of any one particular particle getting through is very small. Because of the large number of particles involved,more » even a tiny fraction penetrating the shield may represent an unacceptable level of radiation. It therefore becomes critical to be able to accurately estimate this extremely small probability. Importance sampling is a well known technique for improving the efficiency of rare event calculations. Here, a new set of probabilities is used in the simulation runs. The results are multiple by the likelihood ratio between the true and simulated probabilities so as to keep the estimator unbiased. The variance of the resulting estimator is very sensitive to which new set of transition probabilities are chosen. It is shown that a zero variance estimator does exist, but that its computation requires exact knowledge of the solution. A simple random walk with an associated killing model for the scatter of neutrons is introduced. Large deviation results for optimal importance sampling in random walks are extended to the case where killing is present. An adaptive ``learning`` algorithm for implementing importance sampling is given for more general Markov chain models of neutron scatter. For finite state spaces this algorithm is shown to give with probability one, a sequence of estimates converging exponentially fast to the true solution.« less

Implementation of the direct S ( α , β ) method in the KENO Monte Carlo code

DOE Office of Scientific and Technical Information (OSTI.GOV)

Hart, Shane W. D.; Maldonado, G. Ivan

The Monte Carlo code KENO contains thermal scattering data for a wide variety of thermal moderators. These data are processed from Evaluated Nuclear Data Files (ENDF) by AMPX and stored as double differential probability distribution functions. The method examined in this study uses S(α,β) probability distribution functions derived from the ENDF data files directly instead of being converted to double differential cross sections. This allows the size of the cross section data on the disk to be reduced substantially amount. KENO has also been updated to allow interpolation in temperature on these data so that problems can be run atmore » any temperature. Results are shown for several simplified problems for a variety of moderators. In addition, benchmark models based on the KRITZ reactor in Sweden were run, and the results are compared with the previous versions of KENO without the direct S(α,β) method. Results from the direct S(α,β) method compare favorably with the original results obtained using the double differential cross sections. Finally, sampling the data increases the run-time of the Monte Carlo calculation, but memory usage is decreased substantially.« less

Implementation of the direct S ( α , β ) method in the KENO Monte Carlo code

DOE PAGES

Hart, Shane W. D.; Maldonado, G. Ivan

2016-11-25

The Monte Carlo code KENO contains thermal scattering data for a wide variety of thermal moderators. These data are processed from Evaluated Nuclear Data Files (ENDF) by AMPX and stored as double differential probability distribution functions. The method examined in this study uses S(α,β) probability distribution functions derived from the ENDF data files directly instead of being converted to double differential cross sections. This allows the size of the cross section data on the disk to be reduced substantially amount. KENO has also been updated to allow interpolation in temperature on these data so that problems can be run atmore » any temperature. Results are shown for several simplified problems for a variety of moderators. In addition, benchmark models based on the KRITZ reactor in Sweden were run, and the results are compared with the previous versions of KENO without the direct S(α,β) method. Results from the direct S(α,β) method compare favorably with the original results obtained using the double differential cross sections. Finally, sampling the data increases the run-time of the Monte Carlo calculation, but memory usage is decreased substantially.« less

Correlation between CT numbers and tissue parameters needed for Monte Carlo simulations of clinical dose distributions

NASA Astrophysics Data System (ADS)

Schneider, Wilfried; Bortfeld, Thomas; Schlegel, Wolfgang

2000-02-01

We describe a new method to convert CT numbers into mass density and elemental weights of tissues required as input for dose calculations with Monte Carlo codes such as EGS4. As a first step, we calculate the CT numbers for 71 human tissues. To reduce the effort for the necessary fits of the CT numbers to mass density and elemental weights, we establish four sections on the CT number scale, each confined by selected tissues. Within each section, the mass density and elemental weights of the selected tissues are interpolated. For this purpose, functional relationships between the CT number and each of the tissue parameters, valid for media which are composed of only two components in varying proportions, are derived. Compared with conventional data fits, no loss of accuracy is accepted when using the interpolation functions. Assuming plausible values for the deviations of calculated and measured CT numbers, the mass density can be determined with an accuracy better than 0.04 g cm-3 . The weights of phosphorus and calcium can be determined with maximum uncertainties of 1 or 2.3 percentage points (pp) respectively. Similar values can be achieved for hydrogen (0.8 pp) and nitrogen (3 pp). For carbon and oxygen weights, errors up to 14 pp can occur. The influence of the elemental weights on the results of Monte Carlo dose calculations is investigated and discussed.

High-efficiency wavefunction updates for large scale Quantum Monte Carlo

NASA Astrophysics Data System (ADS)

Kent, Paul; McDaniel, Tyler; Li, Ying Wai; D'Azevedo, Ed

Within ab intio Quantum Monte Carlo (QMC) simulations, the leading numerical cost for large systems is the computation of the values of the Slater determinants in the trial wavefunctions. The evaluation of each Monte Carlo move requires finding the determinant of a dense matrix, which is traditionally iteratively evaluated using a rank-1 Sherman-Morrison updating scheme to avoid repeated explicit calculation of the inverse. For calculations with thousands of electrons, this operation dominates the execution profile. We propose a novel rank- k delayed update scheme. This strategy enables probability evaluation for multiple successive Monte Carlo moves, with application of accepted moves to the matrices delayed until after a predetermined number of moves, k. Accepted events grouped in this manner are then applied to the matrices en bloc with enhanced arithmetic intensity and computational efficiency. This procedure does not change the underlying Monte Carlo sampling or the sampling efficiency. For large systems and algorithms such as diffusion Monte Carlo where the acceptance ratio is high, order of magnitude speedups can be obtained on both multi-core CPU and on GPUs, making this algorithm highly advantageous for current petascale and future exascale computations.

Photochemical escape of oxygen from Mars: constraints from MAVEN in situ measurements

NASA Astrophysics Data System (ADS)

Lillis, R. J.; Deighan, J.; Fox, J. L.; Bougher, S. W.; Lee, Y.; Cravens, T.; Rahmati, A.; Mahaffy, P. R.; Andersson, L.; Combi, M. R.; Benna, M.; Jakosky, B. M.; Gröller, H.

2016-12-01

One of the primary goals of the MAVEN mission is to characterize rates of atmospheric escape from Mars at the present epoch and relate those escape rates to solar drivers. Photochemical escape of oxygen is expected to be a significant channel for atmospheric loss, particularly in the early solar system when extreme ultraviolet (EUV) fluxes were much higher. We use near-periapsis (<400 km altitude) data from three instruments. The Langmuir Probe and Waves (LPW) instrument measures electron density and temperature, the Suprathermal And Thermal Ion Composition (STATIC) experiment measures ion temperature and the Neutral Gas and Ion Mass Spectrometer (NGIMS) measures neutral and ion densities. For each profile of in situ measurements, we make a series of calculations, each as a function of altitude. The first uses electron and ion temperatures to calculate the probability distribution for initial energies of hot O atoms. The second calculates the probability that a hot atom born at that altitude will escape. The third takes calculates the production rate of the hot O atoms. We then multiply together the profiles of hot atom production and escape probability to get profiles of the production rate of escaping atoms. We integrate with respect to altitude to give us the escape flux of hot oxygen atoms for that periapsis pass. We will present escape fluxes and derived escape rates from the first Mars year of data collected. Total photochemical loss over time is not very useful to calculate from such escape fluxes derived from current conditions because a thicker atmosphere and much higher solar EUV in the past may change the dynamics of escape dramatically. In the future, we intend to use 3-D Monte Carlo models of global atmospheric escape, in concert with our in situ and remote measurements, to fully characterize photochemical escape under current conditions and carefully extrapolate back in time using further simulations with new boundary conditions.

Monte Carlo simulations of time-of-flight PET with double-ended readout: calibration, coincidence resolving times and statistical lower bounds

PubMed Central

Derenzo, Stephen E

2017-01-01

This paper demonstrates through Monte Carlo simulations that a practical positron emission tomograph with (1) deep scintillators for efficient detection, (2) double-ended readout for depth-of-interaction information, (3) fixed-level analog triggering, and (4) accurate calibration and timing data corrections can achieve a coincidence resolving time (CRT) that is not far above the statistical lower bound. One Monte Carlo algorithm simulates a calibration procedure that uses data from a positron point source. Annihilation events with an interaction near the entrance surface of one scintillator are selected, and data from the two photodetectors on the other scintillator provide depth-dependent timing corrections. Another Monte Carlo algorithm simulates normal operation using these corrections and determines the CRT. A third Monte Carlo algorithm determines the CRT statistical lower bound by generating a series of random interaction depths, and for each interaction a set of random photoelectron times for each of the two photodetectors. The most likely interaction times are determined by shifting the depth-dependent probability density function to maximize the joint likelihood for all the photoelectron times in each set. Example calculations are tabulated for different numbers of photoelectrons and photodetector time jitters for three 3 × 3 × 30 mm3 scintillators: Lu2SiO5:Ce,Ca (LSO), LaBr3:Ce, and a hypothetical ultra-fast scintillator. To isolate the factors that depend on the scintillator length and the ability to estimate the DOI, CRT values are tabulated for perfect scintillator-photodetectors. For LSO with 4000 photoelectrons and single photoelectron time jitter of the photodetector J = 0.2 ns (FWHM), the CRT value using the statistically weighted average of corrected trigger times is 0.098 ns FWHM and the statistical lower bound is 0.091 ns FWHM. For LaBr3:Ce with 8000 photoelectrons and J = 0.2 ns FWHM, the CRT values are 0.070 and 0.063 ns FWHM, respectively. For the ultra-fast scintillator with 1 ns decay time, 4000 photoelectrons, and J = 0.2 ns FWHM, the CRT values are 0.021 and 0.017 ns FWHM, respectively. The examples also show that calibration and correction for depth-dependent variations in pulse height and in annihilation and optical photon transit times are necessary to achieve these CRT values. PMID:28327464

Monte Carlo simulations of time-of-flight PET with double-ended readout: calibration, coincidence resolving times and statistical lower bounds

DOE Office of Scientific and Technical Information (OSTI.GOV)

Derenzo, Stephen E.

Here, this paper demonstrates through Monte Carlo simulations that a practical positron emission tomograph with (1) deep scintillators for efficient detection, (2) double-ended readout for depth-of-interaction information, (3) fixed-level analog triggering, and (4) accurate calibration and timing data corrections can achieve a coincidence resolving time (CRT) that is not far above the statistical lower bound. One Monte Carlo algorithm simulates a calibration procedure that uses data from a positron point source. Annihilation events with an interaction near the entrance surface of one scintillator are selected, and data from the two photodetectors on the other scintillator provide depth-dependent timing corrections. Anothermore » Monte Carlo algorithm simulates normal operation using these corrections and determines the CRT. A third Monte Carlo algorithm determines the CRT statistical lower bound by generating a series of random interaction depths, and for each interaction a set of random photoelectron times for each of the two photodetectors. The most likely interaction times are determined by shifting the depth-dependent probability density function to maximize the joint likelihood for all the photoelectron times in each set. Example calculations are tabulated for different numbers of photoelectrons and photodetector time jitters for three 3 × 3 × 30 mm 3 scintillators: Lu 2SiO 5 :Ce,Ca (LSO), LaBr 3:Ce, and a hypothetical ultra-fast scintillator. To isolate the factors that depend on the scintillator length and the ability to estimate the DOI, CRT values are tabulated for perfect scintillator-photodetectors. For LSO with 4000 photoelectrons and single photoelectron time jitter of the photodetector J = 0.2 ns (FWHM), the CRT value using the statistically weighted average of corrected trigger times is 0.098 ns FWHM and the statistical lower bound is 0.091 ns FWHM. For LaBr 3:Ce with 8000 photoelectrons and J = 0.2 ns FWHM, the CRT values are 0.070 and 0.063 ns FWHM, respectively. For the ultra-fast scintillator with 1 ns decay time, 4000 photoelectrons, and J = 0.2 ns FWHM, the CRT values are 0.021 and 0.017 ns FWHM, respectively. Lastly, the examples also show that calibration and correction for depth-dependent variations in pulse height and in annihilation and optical photon transit times are necessary to achieve these CRT values.« less

Monte Carlo simulations of time-of-flight PET with double-ended readout: calibration, coincidence resolving times and statistical lower bounds

DOE PAGES

Derenzo, Stephen E.

2017-04-11

Here, this paper demonstrates through Monte Carlo simulations that a practical positron emission tomograph with (1) deep scintillators for efficient detection, (2) double-ended readout for depth-of-interaction information, (3) fixed-level analog triggering, and (4) accurate calibration and timing data corrections can achieve a coincidence resolving time (CRT) that is not far above the statistical lower bound. One Monte Carlo algorithm simulates a calibration procedure that uses data from a positron point source. Annihilation events with an interaction near the entrance surface of one scintillator are selected, and data from the two photodetectors on the other scintillator provide depth-dependent timing corrections. Anothermore » Monte Carlo algorithm simulates normal operation using these corrections and determines the CRT. A third Monte Carlo algorithm determines the CRT statistical lower bound by generating a series of random interaction depths, and for each interaction a set of random photoelectron times for each of the two photodetectors. The most likely interaction times are determined by shifting the depth-dependent probability density function to maximize the joint likelihood for all the photoelectron times in each set. Example calculations are tabulated for different numbers of photoelectrons and photodetector time jitters for three 3 × 3 × 30 mm 3 scintillators: Lu 2SiO 5 :Ce,Ca (LSO), LaBr 3:Ce, and a hypothetical ultra-fast scintillator. To isolate the factors that depend on the scintillator length and the ability to estimate the DOI, CRT values are tabulated for perfect scintillator-photodetectors. For LSO with 4000 photoelectrons and single photoelectron time jitter of the photodetector J = 0.2 ns (FWHM), the CRT value using the statistically weighted average of corrected trigger times is 0.098 ns FWHM and the statistical lower bound is 0.091 ns FWHM. For LaBr 3:Ce with 8000 photoelectrons and J = 0.2 ns FWHM, the CRT values are 0.070 and 0.063 ns FWHM, respectively. For the ultra-fast scintillator with 1 ns decay time, 4000 photoelectrons, and J = 0.2 ns FWHM, the CRT values are 0.021 and 0.017 ns FWHM, respectively. Lastly, the examples also show that calibration and correction for depth-dependent variations in pulse height and in annihilation and optical photon transit times are necessary to achieve these CRT values.« less

Probabilistic biosphere modeling for the long-term safety assessment of geological disposal facilities for radioactive waste using first- and second-order Monte Carlo simulation.

PubMed

Ciecior, Willy; Röhlig, Klaus-Jürgen; Kirchner, Gerald

2018-10-01

In the present paper, deterministic as well as first- and second-order probabilistic biosphere modeling approaches are compared. Furthermore, the sensitivity of the influence of the probability distribution function shape (empirical distribution functions and fitted lognormal probability functions) representing the aleatory uncertainty (also called variability) of a radioecological model parameter as well as the role of interacting parameters are studied. Differences in the shape of the output distributions for the biosphere dose conversion factor from first-order Monte Carlo uncertainty analysis using empirical and fitted lognormal distribution functions for input parameters suggest that a lognormal approximation is possibly not always an adequate representation of the aleatory uncertainty of a radioecological parameter. Concerning the comparison of the impact of aleatory and epistemic parameter uncertainty on the biosphere dose conversion factor, the latter here is described using uncertain moments (mean, variance) while the distribution itself represents the aleatory uncertainty of the parameter. From the results obtained, the solution space of second-order Monte Carlo simulation is much larger than that from first-order Monte Carlo simulation. Therefore, the influence of epistemic uncertainty of a radioecological parameter on the output result is much larger than that one caused by its aleatory uncertainty. Parameter interactions are only of significant influence in the upper percentiles of the distribution of results as well as only in the region of the upper percentiles of the model parameters. Copyright © 2018 Elsevier Ltd. All rights reserved.

DOE Office of Scientific and Technical Information (OSTI.GOV)

Azadi, Sam, E-mail: s.azadi@ucl.ac.uk; Cohen, R. E.; Department of Earth- and Environmental Sciences, Ludwig Maximilians Universität, Munich 80333

We studied the low-pressure (0–10 GPa) phase diagram of crystalline benzene using quantum Monte Carlo and density functional theory (DFT) methods. We performed diffusion quantum Monte Carlo (DMC) calculations to obtain accurate static phase diagrams as benchmarks for modern van der Waals density functionals. Using density functional perturbation theory, we computed the phonon contributions to the free energies. Our DFT enthalpy-pressure phase diagrams indicate that the Pbca and P2{sub 1}/c structures are the most stable phases within the studied pressure range. The DMC Gibbs free-energy calculations predict that the room temperature Pbca to P2{sub 1}/c phase transition occurs at 2.1(1)more » GPa. This prediction is consistent with available experimental results at room temperature. Our DMC calculations give 50.6 ± 0.5 kJ/mol for crystalline benzene lattice energy.« less

Monte Carlo Analysis of Molecule Absorption Probabilities in Diffusion-Based Nanoscale Communication Systems with Multiple Receivers.

PubMed

Arifler, Dogu; Arifler, Dizem

2017-04-01

For biomedical applications of nanonetworks, employing molecular communication for information transport is advantageous over nano-electromagnetic communication: molecular communication is potentially biocompatible and inherently energy-efficient. Recently, several studies have modeled receivers in diffusion-based molecular communication systems as "perfectly monitoring" or "perfectly absorbing" spheres based on idealized descriptions of chemoreception. In this paper, we focus on perfectly absorbing receivers and present methods to improve the accuracy of simulation procedures that are used to analyze these receivers. We employ schemes available from the chemical physics and biophysics literature and outline a Monte Carlo simulation algorithm that accounts for the possibility of molecule absorption during discrete time steps, leading to a more accurate analysis of absorption probabilities. Unlike most existing studies that consider a single receiver, this paper analyzes absorption probabilities for multiple receivers deterministically or randomly deployed in a region. For random deployments, the ultimate absorption probabilities as a function of transmitter-receiver distance are shown to fit well to power laws; the exponents derived become more negative as the number of receivers increases up to a limit beyond which no additional receivers can be "packed" in the deployment region. This paper is expected to impact the design of molecular nanonetworks with multiple absorbing receivers.

A backward Monte Carlo method for efficient computation of runaway probabilities in runaway electron simulation

NASA Astrophysics Data System (ADS)

Zhang, Guannan; Del-Castillo-Negrete, Diego

2017-10-01

Kinetic descriptions of RE are usually based on the bounced-averaged Fokker-Planck model that determines the PDFs of RE. Despite of the simplification involved, the Fokker-Planck equation can rarely be solved analytically and direct numerical approaches (e.g., continuum and particle-based Monte Carlo (MC)) can be time consuming specially in the computation of asymptotic-type observable including the runaway probability, the slowing-down and runaway mean times, and the energy limit probability. Here we present a novel backward MC approach to these problems based on backward stochastic differential equations (BSDEs). The BSDE model can simultaneously describe the PDF of RE and the runaway probabilities by means of the well-known Feynman-Kac theory. The key ingredient of the backward MC algorithm is to place all the particles in a runaway state and simulate them backward from the terminal time to the initial time. As such, our approach can provide much faster convergence than the brute-force MC methods, which can significantly reduce the number of particles required to achieve a prescribed accuracy. Moreover, our algorithm can be parallelized as easy as the direct MC code, which paves the way for conducting large-scale RE simulation. This work is supported by DOE FES and ASCR under the Contract Numbers ERKJ320 and ERAT377.

A Monte Carlo study of fluorescence generation probability in a two-layered tissue model

NASA Astrophysics Data System (ADS)

Milej, Daniel; Gerega, Anna; Wabnitz, Heidrun; Liebert, Adam

2014-03-01

It was recently reported that the time-resolved measurement of diffuse reflectance and/or fluorescence during injection of an optical contrast agent may constitute a basis for a technique to assess cerebral perfusion. In this paper, we present results of Monte Carlo simulations of the propagation of excitation photons and tracking of fluorescence photons in a two-layered tissue model mimicking intra- and extracerebral tissue compartments. Spatial 3D distributions of the probability that the photons were converted from excitation to emission wavelength in a defined voxel of the medium (generation probability) during their travel between source and detector were obtained for different optical properties in intra- and extracerebral tissue compartments. It was noted that the spatial distribution of the generation probability depends on the distribution of the fluorophore in the medium and is influenced by the absorption of the medium and of the fluorophore at excitation and emission wavelengths. Simulations were also carried out for realistic time courses of the dye concentration in both layers. The results of the study show that the knowledge of the absorption properties of the medium at excitation and emission wavelengths is essential for the interpretation of the time-resolved fluorescence signals measured on the surface of the head.

Ensemble modeling of stochastic unsteady open-channel flow in terms of its time-space evolutionary probability distribution - Part 2: numerical application

NASA Astrophysics Data System (ADS)

Dib, Alain; Kavvas, M. Levent

2018-03-01

The characteristic form of the Saint-Venant equations is solved in a stochastic setting by using a newly proposed Fokker-Planck Equation (FPE) methodology. This methodology computes the ensemble behavior and variability of the unsteady flow in open channels by directly solving for the flow variables' time-space evolutionary probability distribution. The new methodology is tested on a stochastic unsteady open-channel flow problem, with an uncertainty arising from the channel's roughness coefficient. The computed statistical descriptions of the flow variables are compared to the results obtained through Monte Carlo (MC) simulations in order to evaluate the performance of the FPE methodology. The comparisons show that the proposed methodology can adequately predict the results of the considered stochastic flow problem, including the ensemble averages, variances, and probability density functions in time and space. Unlike the large number of simulations performed by the MC approach, only one simulation is required by the FPE methodology. Moreover, the total computational time of the FPE methodology is smaller than that of the MC approach, which could prove to be a particularly crucial advantage in systems with a large number of uncertain parameters. As such, the results obtained in this study indicate that the proposed FPE methodology is a powerful and time-efficient approach for predicting the ensemble average and variance behavior, in both space and time, for an open-channel flow process under an uncertain roughness coefficient.

OBSERVATION OF TeV GAMMA RAYS FROM THE FERMI BRIGHT GALACTIC SOURCES WITH THE TIBET AIR SHOWER ARRAY

DOE Office of Scientific and Technical Information (OSTI.GOV)

Amenomori, M.; Bi, X. J.; Ding, L. K.

2010-01-20

Using the Tibet-III air shower array, we search for TeV {gamma}-rays from 27 potential Galactic sources in the early list of bright sources obtained by the Fermi Large Area Telescope at energies above 100 MeV. Among them, we observe seven sources instead of the expected 0.61 sources at a significance of 2{sigma} or more excess. The chance probability from Poisson statistics would be estimated to be 3.8 x 10{sup -6}. If the excess distribution observed by the Tibet-III array has a density gradient toward the Galactic plane, the expected number of sources may be enhanced in chance association. Then, themore » chance probability rises slightly, to 1.2 x 10{sup -5}, based on a simple Monte Carlo simulation. These low chance probabilities clearly show that the Fermi bright Galactic sources have statistically significant correlations with TeV {gamma}-ray excesses. We also find that all seven sources are associated with pulsars, and six of them are coincident with sources detected by the Milagro experiment at a significance of 3{sigma} or more at the representative energy of 35 TeV. The significance maps observed by the Tibet-III air shower array around the Fermi sources, which are coincident with the Milagro {>=}3{sigma} sources, are consistent with the Milagro observations. This is the first result of the northern sky survey of the Fermi bright Galactic sources in the TeV region.« less

Statistical Orbit Determination using the Particle Filter for Incorporating Non-Gaussian Uncertainties

NASA Technical Reports Server (NTRS)

Mashiku, Alinda; Garrison, James L.; Carpenter, J. Russell

2012-01-01

The tracking of space objects requires frequent and accurate monitoring for collision avoidance. As even collision events with very low probability are important, accurate prediction of collisions require the representation of the full probability density function (PDF) of the random orbit state. Through representing the full PDF of the orbit state for orbit maintenance and collision avoidance, we can take advantage of the statistical information present in the heavy tailed distributions, more accurately representing the orbit states with low probability. The classical methods of orbit determination (i.e. Kalman Filter and its derivatives) provide state estimates based on only the second moments of the state and measurement errors that are captured by assuming a Gaussian distribution. Although the measurement errors can be accurately assumed to have a Gaussian distribution, errors with a non-Gaussian distribution could arise during propagation between observations. Moreover, unmodeled dynamics in the orbit model could introduce non-Gaussian errors into the process noise. A Particle Filter (PF) is proposed as a nonlinear filtering technique that is capable of propagating and estimating a more complete representation of the state distribution as an accurate approximation of a full PDF. The PF uses Monte Carlo runs to generate particles that approximate the full PDF representation. The PF is applied in the estimation and propagation of a highly eccentric orbit and the results are compared to the Extended Kalman Filter and Splitting Gaussian Mixture algorithms to demonstrate its proficiency.

Monte Carlo simulation methodology for the reliabilty of aircraft structures under damage tolerance considerations

NASA Astrophysics Data System (ADS)

Rambalakos, Andreas

Current federal aviation regulations in the United States and around the world mandate the need for aircraft structures to meet damage tolerance requirements through out the service life. These requirements imply that the damaged aircraft structure must maintain adequate residual strength in order to sustain its integrity that is accomplished by a continuous inspection program. The multifold objective of this research is to develop a methodology based on a direct Monte Carlo simulation process and to assess the reliability of aircraft structures. Initially, the structure is modeled as a parallel system with active redundancy comprised of elements with uncorrelated (statistically independent) strengths and subjected to an equal load distribution. Closed form expressions for the system capacity cumulative distribution function (CDF) are developed by expanding the current expression for the capacity CDF of a parallel system comprised by three elements to a parallel system comprised with up to six elements. These newly developed expressions will be used to check the accuracy of the implementation of a Monte Carlo simulation algorithm to determine the probability of failure of a parallel system comprised of an arbitrary number of statistically independent elements. The second objective of this work is to compute the probability of failure of a fuselage skin lap joint under static load conditions through a Monte Carlo simulation scheme by utilizing the residual strength of the fasteners subjected to various initial load distributions and then subjected to a new unequal load distribution resulting from subsequent fastener sequential failures. The final and main objective of this thesis is to present a methodology for computing the resulting gradual deterioration of the reliability of an aircraft structural component by employing a direct Monte Carlo simulation approach. The uncertainties associated with the time to crack initiation, the probability of crack detection, the exponent in the crack propagation rate (Paris equation) and the yield strength of the elements are considered in the analytical model. The structural component is assumed to consist of a prescribed number of elements. This Monte Carlo simulation methodology is used to determine the required non-periodic inspections so that the reliability of the structural component will not fall below a prescribed minimum level. A sensitivity analysis is conducted to determine the effect of three key parameters on the specification of the non-periodic inspection intervals: namely a parameter associated with the time to crack initiation, the applied nominal stress fluctuation and the minimum acceptable reliability level.

Use of Fluka to Create Dose Calculations

NASA Technical Reports Server (NTRS)

Lee, Kerry T.; Barzilla, Janet; Townsend, Lawrence; Brittingham, John

2012-01-01

Monte Carlo codes provide an effective means of modeling three dimensional radiation transport; however, their use is both time- and resource-intensive. The creation of a lookup table or parameterization from Monte Carlo simulation allows users to perform calculations with Monte Carlo results without replicating lengthy calculations. FLUKA Monte Carlo transport code was used to develop lookup tables and parameterizations for data resulting from the penetration of layers of aluminum, polyethylene, and water with areal densities ranging from 0 to 100 g/cm^2. Heavy charged ion radiation including ions from Z=1 to Z=26 and from 0.1 to 10 GeV/nucleon were simulated. Dose, dose equivalent, and fluence as a function of particle identity, energy, and scattering angle were examined at various depths. Calculations were compared against well-known results and against the results of other deterministic and Monte Carlo codes. Results will be presented.

A variational Monte Carlo study of different spin configurations of electron-hole bilayer

NASA Astrophysics Data System (ADS)

Sharma, Rajesh O.; Saini, L. K.; Bahuguna, Bhagwati Prasad

2018-05-01

We report quantum Monte Carlo results for mass-asymmetric electron-hole bilayer (EHBL) system with different-different spin configurations. Particularly, we apply a variational Monte Carlo method to estimate the ground-state energy, condensate fraction and pair-correlations function at fixed density rs = 5 and interlayer distance d = 1 a.u. We find that spin-configuration of EHBL system, which consists of only up-electrons in one layer and down-holes in other i.e. ferromagnetic arrangement within layers and anti-ferromagnetic across the layers, is more stable than the other spin-configurations considered in this study.

Force Density Function Relationships in 2-D Granular Media

NASA Technical Reports Server (NTRS)

Youngquist, Robert C.; Metzger, Philip T.; Kilts, Kelly N.

2004-01-01

An integral transform relationship is developed to convert between two important probability density functions (distributions) used in the study of contact forces in granular physics. Developing this transform has now made it possible to compare and relate various theoretical approaches with one another and with the experimental data despite the fact that one may predict the Cartesian probability density and another the force magnitude probability density. Also, the transforms identify which functional forms are relevant to describe the probability density observed in nature, and so the modified Bessel function of the second kind has been identified as the relevant form for the Cartesian probability density corresponding to exponential forms in the force magnitude distribution. Furthermore, it is shown that this transform pair supplies a sufficient mathematical framework to describe the evolution of the force magnitude distribution under shearing. Apart from the choice of several coefficients, whose evolution of values must be explained in the physics, this framework successfully reproduces the features of the distribution that are taken to be an indicator of jamming and unjamming in a granular packing. Key words. Granular Physics, Probability Density Functions, Fourier Transforms

Theoretical Calculation of the Electron Transport Parameters and Energy Distribution Function for CF3I with noble gases mixtures using Monte Carlo simulation program

NASA Astrophysics Data System (ADS)

Jawad, Enas A.

2018-05-01

In this paper, The Monte Carlo simulation program has been used to calculation the electron energy distribution function (EEDF) and electric transport parameters for the gas mixtures of The trif leoroiodo methane (CF3I) ‘environment friendly’ with a noble gases (Argon, Helium, kryptos, Neon and Xenon). The electron transport parameters are assessed in the range of E/N (E is the electric field and N is the gas number density of background gas molecules) between 100 to 2000Td (1 Townsend = 10-17 V cm2) at room temperature. These parameters, namely are electron mean energy (ε), the density –normalized longitudinal diffusion coefficient (NDL) and the density –normalized mobility (μN). In contrast, the impact of CF3I in the noble gases mixture is strongly apparent in the values for the electron mean energy, the density –normalized longitudinal diffusion coefficient and the density –normalized mobility. Note in the results of the calculation agreed well with the experimental results.

Kinetic Monte Carlo simulations of water ice porosity: extrapolations of deposition parameters from the laboratory to interstellar space

NASA Astrophysics Data System (ADS)

Clements, Aspen R.; Berk, Brandon; Cooke, Ilsa R.; Garrod, Robin T.

2018-02-01

Using an off-lattice kinetic Monte Carlo model we reproduce experimental laboratory trends in the density of amorphous solid water (ASW) for varied deposition angle, rate and surface temperature. Extrapolation of the model to conditions appropriate to protoplanetary disks and interstellar dark clouds indicate that these ices may be less porous than laboratory ices.

A Monte Carlo Sensitivity Analysis of CF2 and CF Radical Densities in a c-C4F8 Plasma

NASA Technical Reports Server (NTRS)

Bose, Deepak; Rauf, Shahid; Hash, D. B.; Govindan, T. R.; Meyyappan, M.

2004-01-01

A Monte Carlo sensitivity analysis is used to build a plasma chemistry model for octacyclofluorobutane (c-C4F8) which is commonly used in dielectric etch. Experimental data are used both quantitatively and quantitatively to analyze the gas phase and gas surface reactions for neutral radical chemistry. The sensitivity data of the resulting model identifies a few critical gas phase and surface aided reactions that account for most of the uncertainty in the CF2 and CF radical densities. Electron impact dissociation of small radicals (CF2 and CF) and their surface recombination reactions are found to be the rate-limiting steps in the neutral radical chemistry. The relative rates for these electron impact dissociation and surface recombination reactions are also suggested. The resulting mechanism is able to explain the measurements of CF2 and CF densities available in the literature and also their hollow spatial density profiles.

New Advancements in the Study of the Uniform Electron Gas with Full Configuration Interaction Quantum Monte Carlo

NASA Astrophysics Data System (ADS)

Ruggeri, Michele; Luo, Hongjun; Alavi, Ali

Full Configuration Interaction Quantum Monte Carlo (FCIQMC) is able to give remarkably accurate results in the study of atoms and molecules. The study of the uniform electron gas (UEG) on the other hand has proven to be much harder, particularly in the low density regime. The source of this difficulty comes from the strong interparticle correlations that arise at low density, and essentially forbid the study of the electron gas in proximity of Wigner crystallization. We extend a previous study on the three dimensional electron gas computing the energy of a fully polarized gas for N=27 electrons at high and medium density (rS = 0 . 5 to 5 . 0). We show that even when dealing with a polarized UEG the computational cost of the study of systems with rS > 5 . 0 is prohibitive; in order to deal with correlations and to extend the density range that to be studied we introduce a basis of localized states and an effective transcorrelated Hamiltonian.

Topics in Bayesian Hierarchical Modeling and its Monte Carlo Computations

NASA Astrophysics Data System (ADS)

Tak, Hyung Suk

The first chapter addresses a Beta-Binomial-Logit model that is a Beta-Binomial conjugate hierarchical model with covariate information incorporated via a logistic regression. Various researchers in the literature have unknowingly used improper posterior distributions or have given incorrect statements about posterior propriety because checking posterior propriety can be challenging due to the complicated functional form of a Beta-Binomial-Logit model. We derive data-dependent necessary and sufficient conditions for posterior propriety within a class of hyper-prior distributions that encompass those used in previous studies. Frequency coverage properties of several hyper-prior distributions are also investigated to see when and whether Bayesian interval estimates of random effects meet their nominal confidence levels. The second chapter deals with a time delay estimation problem in astrophysics. When the gravitational field of an intervening galaxy between a quasar and the Earth is strong enough to split light into two or more images, the time delay is defined as the difference between their travel times. The time delay can be used to constrain cosmological parameters and can be inferred from the time series of brightness data of each image. To estimate the time delay, we construct a Gaussian hierarchical model based on a state-space representation for irregularly observed time series generated by a latent continuous-time Ornstein-Uhlenbeck process. Our Bayesian approach jointly infers model parameters via a Gibbs sampler. We also introduce a profile likelihood of the time delay as an approximation of its marginal posterior distribution. The last chapter specifies a repelling-attracting Metropolis algorithm, a new Markov chain Monte Carlo method to explore multi-modal distributions in a simple and fast manner. This algorithm is essentially a Metropolis-Hastings algorithm with a proposal that consists of a downhill move in density that aims to make local modes repelling, followed by an uphill move in density that aims to make local modes attracting. The downhill move is achieved via a reciprocal Metropolis ratio so that the algorithm prefers downward movement. The uphill move does the opposite using the standard Metropolis ratio which prefers upward movement. This down-up movement in density increases the probability of a proposed move to a different mode.

Virulo

EPA Science Inventory

Virulo is a probabilistic model for predicting virus attenuation. Monte Carlo methods are used to generate ensemble simulations of virus attenuation due to physical, biological, and chemical factors. The model generates a probability of failure to achieve a chosen degree o...

Driver-vehicle effectiveness model : volume II : appendices

DOT National Transportation Integrated Search

1978-12-01

The Driver-Vehicle Effectiveness Model (DRIVEM) is a Monte Carlo simulation model intended for use by NHTSA to evaluate alternative vehicle subsystems or effects of legislative actions proposed to reduce the probability and severity of highway traffi...

Multiscale modelling of precipitation in concentrated alloys: from atomistic Monte Carlo simulations to cluster dynamics I thermodynamics

NASA Astrophysics Data System (ADS)

Lépinoux, J.; Sigli, C.

2018-01-01

In a recent paper, the authors showed how the clusters free energies are constrained by the coagulation probability, and explained various anomalies observed during the precipitation kinetics in concentrated alloys. This coagulation probability appeared to be a too complex function to be accurately predicted knowing only the cluster distribution in Cluster Dynamics (CD). Using atomistic Monte Carlo (MC) simulations, it is shown that during a transformation at constant temperature, after a short transient regime, the transformation occurs at quasi-equilibrium. It is proposed to use MC simulations until the system quasi-equilibrates then to switch to CD which is mean field but not limited by a box size like MC. In this paper, we explain how to take into account the information available before the quasi-equilibrium state to establish guidelines to safely predict the cluster free energies.

Adjoint Fokker-Planck equation and runaway electron dynamics

DOE Office of Scientific and Technical Information (OSTI.GOV)

Liu, Chang; Brennan, Dylan P.; Bhattacharjee, Amitava

2016-01-15

The adjoint Fokker-Planck equation method is applied to study the runaway probability function and the expected slowing-down time for highly relativistic runaway electrons, including the loss of energy due to synchrotron radiation. In direct correspondence to Monte Carlo simulation methods, the runaway probability function has a smooth transition across the runaway separatrix, which can be attributed to effect of the pitch angle scattering term in the kinetic equation. However, for the same numerical accuracy, the adjoint method is more efficient than the Monte Carlo method. The expected slowing-down time gives a novel method to estimate the runaway current decay timemore » in experiments. A new result from this work is that the decay rate of high energy electrons is very slow when E is close to the critical electric field. This effect contributes further to a hysteresis previously found in the runaway electron population.« less

Inverse Modeling Using Markov Chain Monte Carlo Aided by Adaptive Stochastic Collocation Method with Transformation

NASA Astrophysics Data System (ADS)

Zhang, D.; Liao, Q.

2016-12-01

The Bayesian inference provides a convenient framework to solve statistical inverse problems. In this method, the parameters to be identified are treated as random variables. The prior knowledge, the system nonlinearity, and the measurement errors can be directly incorporated in the posterior probability density function (PDF) of the parameters. The Markov chain Monte Carlo (MCMC) method is a powerful tool to generate samples from the posterior PDF. However, since the MCMC usually requires thousands or even millions of forward simulations, it can be a computationally intensive endeavor, particularly when faced with large-scale flow and transport models. To address this issue, we construct a surrogate system for the model responses in the form of polynomials by the stochastic collocation method. In addition, we employ interpolation based on the nested sparse grids and takes into account the different importance of the parameters, under the condition of high random dimensions in the stochastic space. Furthermore, in case of low regularity such as discontinuous or unsmooth relation between the input parameters and the output responses, we introduce an additional transform process to improve the accuracy of the surrogate model. Once we build the surrogate system, we may evaluate the likelihood with very little computational cost. We analyzed the convergence rate of the forward solution and the surrogate posterior by Kullback-Leibler divergence, which quantifies the difference between probability distributions. The fast convergence of the forward solution implies fast convergence of the surrogate posterior to the true posterior. We also tested the proposed algorithm on water-flooding two-phase flow reservoir examples. The posterior PDF calculated from a very long chain with direct forward simulation is assumed to be accurate. The posterior PDF calculated using the surrogate model is in reasonable agreement with the reference, revealing a great improvement in terms of computational efficiency.

Solutions of the two-dimensional Hubbard model: Benchmarks and results from a wide range of numerical algorithms

DOE PAGES

LeBlanc, J. P. F.; Antipov, Andrey E.; Becca, Federico; ...

2015-12-14

Numerical results for ground-state and excited-state properties (energies, double occupancies, and Matsubara-axis self-energies) of the single-orbital Hubbard model on a two-dimensional square lattice are presented, in order to provide an assessment of our ability to compute accurate results in the thermodynamic limit. Many methods are employed, including auxiliary-field quantum Monte Carlo, bare and bold-line diagrammatic Monte Carlo, method of dual fermions, density matrix embedding theory, density matrix renormalization group, dynamical cluster approximation, diffusion Monte Carlo within a fixed-node approximation, unrestricted coupled cluster theory, and multireference projected Hartree-Fock methods. Comparison of results obtained by different methods allows for the identification ofmore » uncertainties and systematic errors. The importance of extrapolation to converged thermodynamic-limit values is emphasized. Furthermore, cases where agreement between different methods is obtained establish benchmark results that may be useful in the validation of new approaches and the improvement of existing methods.« less

Seedbed Density Affects Size of 3-0 Green Ash Nursery Stock

Treesearch

J.H. Stoeckeler

1967-01-01

Nursery seedbed density of 3-0 green ash, which ranged from 4 to 36 trees per square foot at Carlos Avery Nursery, Forest Lake, Minn., had a marked effect on caliper, height, fresh weight, and percent and amound of plantable stock. The highest number of good-quality trees was produced at a density of 12.5 trees per square foot.

Yarkovsky-driven Impact Predictions: Apophis and 1950 DA

NASA Astrophysics Data System (ADS)

Farnocchia, Davide; Chesley, S. R.; Chodas, P.; Milani, A.

2013-05-01

Abstract (2,250 Maximum Characters): Orbit determination for Near-Earth Asteroids presents unique technical challenges due to the imperative of early detection and careful assessment of the risk posed by specific Earth close approaches. The occurrence of an Earth impact can be decisively driven by the Yarkovsky effect, which is the most important nongravitational perturbation as it causes asteroids to undergo a secular variation in semimajor axis resulting in a quadratic effect in anomaly. We discuss the cases of (99942) Apophis and (29075) 1950 DA. The relevance of the Yarkovsky effect for Apophis is due to a scattering close approach in 2029 with minimum geocentric distance ~38000 km. For 1950 DA the influence of the Yarkovsky effect in 2880 is due to the long time interval preceding the impact. We use the available information on the asteroids' physical models as a starting point for a Monte Carlo method that allow us to measure how the Yarkovsky effect affects orbital predictions. For Apophis we map onto the 2029 close approach b-plane and analyze the keyholes corresponding to resonant close approaches. For 1950 DA we use the b-plane corresponding to the possible impact in 2880. We finally compute the impact probability from the mapped probability density function on the considered b-plane.

Bayesian inference of nonlinear unsteady aerodynamics from aeroelastic limit cycle oscillations

NASA Astrophysics Data System (ADS)

Sandhu, Rimple; Poirel, Dominique; Pettit, Chris; Khalil, Mohammad; Sarkar, Abhijit

2016-07-01

A Bayesian model selection and parameter estimation algorithm is applied to investigate the influence of nonlinear and unsteady aerodynamic loads on the limit cycle oscillation (LCO) of a pitching airfoil in the transitional Reynolds number regime. At small angles of attack, laminar boundary layer trailing edge separation causes negative aerodynamic damping leading to the LCO. The fluid-structure interaction of the rigid, but elastically mounted, airfoil and nonlinear unsteady aerodynamics is represented by two coupled nonlinear stochastic ordinary differential equations containing uncertain parameters and model approximation errors. Several plausible aerodynamic models with increasing complexity are proposed to describe the aeroelastic system leading to LCO. The likelihood in the posterior parameter probability density function (pdf) is available semi-analytically using the extended Kalman filter for the state estimation of the coupled nonlinear structural and unsteady aerodynamic model. The posterior parameter pdf is sampled using a parallel and adaptive Markov Chain Monte Carlo (MCMC) algorithm. The posterior probability of each model is estimated using the Chib-Jeliazkov method that directly uses the posterior MCMC samples for evidence (marginal likelihood) computation. The Bayesian algorithm is validated through a numerical study and then applied to model the nonlinear unsteady aerodynamic loads using wind-tunnel test data at various Reynolds numbers.

Bayesian Orbit Computation Tools for Objects on Geocentric Orbits

NASA Astrophysics Data System (ADS)

Virtanen, J.; Granvik, M.; Muinonen, K.; Oszkiewicz, D.

2013-08-01

We consider the space-debris orbital inversion problem via the concept of Bayesian inference. The methodology has been put forward for the orbital analysis of solar system small bodies in early 1990's [7] and results in a full solution of the statistical inverse problem given in terms of a posteriori probability density function (PDF) for the orbital parameters. We demonstrate the applicability of our statistical orbital analysis software to Earth orbiting objects, both using well-established Monte Carlo (MC) techniques (for a review, see e.g. [13] as well as recently developed Markov-chain MC (MCMC) techniques (e.g., [9]). In particular, we exploit the novel virtual observation MCMC method [8], which is based on the characterization of the phase-space volume of orbital solutions before the actual MCMC sampling. Our statistical methods and the resulting PDFs immediately enable probabilistic impact predictions to be carried out. Furthermore, this can be readily done also for very sparse data sets and data sets of poor quality - providing that some a priori information on the observational uncertainty is available. For asteroids, impact probabilities with the Earth from the discovery night onwards have been provided, e.g., by [11] and [10], the latter study includes the sampling of the observational-error standard deviation as a random variable.

Bayesian inference of nonlinear unsteady aerodynamics from aeroelastic limit cycle oscillations

DOE Office of Scientific and Technical Information (OSTI.GOV)

Sandhu, Rimple; Poirel, Dominique; Pettit, Chris

2016-07-01

A Bayesian model selection and parameter estimation algorithm is applied to investigate the influence of nonlinear and unsteady aerodynamic loads on the limit cycle oscillation (LCO) of a pitching airfoil in the transitional Reynolds number regime. At small angles of attack, laminar boundary layer trailing edge separation causes negative aerodynamic damping leading to the LCO. The fluid–structure interaction of the rigid, but elastically mounted, airfoil and nonlinear unsteady aerodynamics is represented by two coupled nonlinear stochastic ordinary differential equations containing uncertain parameters and model approximation errors. Several plausible aerodynamic models with increasing complexity are proposed to describe the aeroelastic systemmore » leading to LCO. The likelihood in the posterior parameter probability density function (pdf) is available semi-analytically using the extended Kalman filter for the state estimation of the coupled nonlinear structural and unsteady aerodynamic model. The posterior parameter pdf is sampled using a parallel and adaptive Markov Chain Monte Carlo (MCMC) algorithm. The posterior probability of each model is estimated using the Chib–Jeliazkov method that directly uses the posterior MCMC samples for evidence (marginal likelihood) computation. The Bayesian algorithm is validated through a numerical study and then applied to model the nonlinear unsteady aerodynamic loads using wind-tunnel test data at various Reynolds numbers.« less

Uncertainty quantification analysis of the dynamics of an electrostatically actuated microelectromechanical switch model

NASA Astrophysics Data System (ADS)

Snow, Michael G.; Bajaj, Anil K.

2015-08-01

This work presents an uncertainty quantification (UQ) analysis of a comprehensive model for an electrostatically actuated microelectromechanical system (MEMS) switch. The goal is to elucidate the effects of parameter variations on certain key performance characteristics of the switch. A sufficiently detailed model of the electrostatically actuated switch in the basic configuration of a clamped-clamped beam is developed. This multi-physics model accounts for various physical effects, including the electrostatic fringing field, finite length of electrodes, squeeze film damping, and contact between the beam and the dielectric layer. The performance characteristics of immediate interest are the static and dynamic pull-in voltages for the switch. Numerical approaches for evaluating these characteristics are developed and described. Using Latin Hypercube Sampling and other sampling methods, the model is evaluated to find these performance characteristics when variability in the model's geometric and physical parameters is specified. Response surfaces of these results are constructed via a Multivariate Adaptive Regression Splines (MARS) technique. Using a Direct Simulation Monte Carlo (DSMC) technique on these response surfaces gives smooth probability density functions (PDFs) of the outputs characteristics when input probability characteristics are specified. The relative variation in the two pull-in voltages due to each of the input parameters is used to determine the critical parameters.

Conserved directed percolation: exact quasistationary distribution of small systems and Monte Carlo simulations

NASA Astrophysics Data System (ADS)

César Mansur Filho, Júlio; Dickman, Ronald

2011-05-01

We study symmetric sleepy random walkers, a model exhibiting an absorbing-state phase transition in the conserved directed percolation (CDP) universality class. Unlike most examples of this class studied previously, this model possesses a continuously variable control parameter, facilitating analysis of critical properties. We study the model using two complementary approaches: analysis of the numerically exact quasistationary (QS) probability distribution on rings of up to 22 sites, and Monte Carlo simulation of systems of up to 32 000 sites. The resulting estimates for critical exponents β, \\beta /\

Statistical tests for whether a given set of independent, identically distributed draws comes from a specified probability density.

PubMed

Tygert, Mark

2010-09-21

We discuss several tests for determining whether a given set of independent and identically distributed (i.i.d.) draws does not come from a specified probability density function. The most commonly used are Kolmogorov-Smirnov tests, particularly Kuiper's variant, which focus on discrepancies between the cumulative distribution function for the specified probability density and the empirical cumulative distribution function for the given set of i.i.d. draws. Unfortunately, variations in the probability density function often get smoothed over in the cumulative distribution function, making it difficult to detect discrepancies in regions where the probability density is small in comparison with its values in surrounding regions. We discuss tests without this deficiency, complementing the classical methods. The tests of the present paper are based on the plain fact that it is unlikely to draw a random number whose probability is small, provided that the draw is taken from the same distribution used in calculating the probability (thus, if we draw a random number whose probability is small, then we can be confident that we did not draw the number from the same distribution used in calculating the probability).

Maximum likelihood estimation for predicting the probability of obtaining variable shortleaf pine regeneration densities

Treesearch

Thomas B. Lynch; Jean Nkouka; Michael M. Huebschmann; James M. Guldin

2003-01-01

A logistic equation is the basis for a model that predicts the probability of obtaining regeneration at specified densities. The density of regeneration (trees/ha) for which an estimate of probability is desired can be specified by means of independent variables in the model. When estimating parameters, the dependent variable is set to 1 if the regeneration density (...

Predicting population survival under future climate change: density dependence, drought and extraction in an insular bighorn sheep.

PubMed

Colchero, Fernando; Medellin, Rodrigo A; Clark, James S; Lee, Raymond; Katul, Gabriel G

2009-05-01

1. Our understanding of the interplay between density dependence, climatic perturbations, and conservation practices on the dynamics of small populations is still limited. This can result in uninformed strategies that put endangered populations at risk. Moreover, the data available for a large number of populations in such circumstances are sparse and mined with missing data. Under the current climate change scenarios, it is essential to develop appropriate inferential methods that can make use of such data sets. 2. We studied a population of desert bighorn sheep introduced to Tiburon Island, Mexico in 1975 and subjected to irregular extractions for the last 10 years. The unique attributes of this population are absence of predation and disease, thereby permitting us to explore the combined effect of density dependence, environmental variability and extraction in a 'controlled setting.' Using a combination of nonlinear discrete models with long-term field data, we constructed three basic Bayesian state space models with increasing density dependence (DD), and the same three models with the addition of summer drought effects. 3. We subsequently used Monte Carlo simulations to evaluate the combined effect of drought, DD, and increasing extractions on the probability of population survival under two climate change scenarios (based on the Intergovernmental Panel on Climate Change predictions): (i) increase in drought variability; and (ii) increase in mean drought severity. 4. The population grew from 16 individuals introduced in 1975 to close to 700 by 1993. Our results show that the population's growth was dominated by DD, with drought having a secondary but still relevant effect on its dynamics. 5. Our predictions suggest that under climate change scenario (i), extraction dominates the fate of the population, while for scenario (ii), an increase in mean drought affects the population's probability of survival in an equivalent magnitude as extractions. Thus, for the long-term survival of the population, our results stress that a more variable environment is less threatening than one in which the mean conditions become harsher. Current climate change scenarios and their underlying uncertainty make studies such as this one crucial for understanding the dynamics of ungulate populations and their conservation.

Time Evolving Fission Chain Theory and Fast Neutron and Gamma-Ray Counting Distributions

DOE PAGES

Kim, K. S.; Nakae, L. F.; Prasad, M. K.; ...

2015-11-01

Here, we solve a simple theoretical model of time evolving fission chains due to Feynman that generalizes and asymptotically approaches the point model theory. The point model theory has been used to analyze thermal neutron counting data. This extension of the theory underlies fast counting data for both neutrons and gamma rays from metal systems. Fast neutron and gamma-ray counting is now possible using liquid scintillator arrays with nanosecond time resolution. For individual fission chains, the differential equations describing three correlated probability distributions are solved: the time-dependent internal neutron population, accumulation of fissions in time, and accumulation of leaked neutronsmore » in time. Explicit analytic formulas are given for correlated moments of the time evolving chain populations. The equations for random time gate fast neutron and gamma-ray counting distributions, due to randomly initiated chains, are presented. Correlated moment equations are given for both random time gate and triggered time gate counting. There are explicit formulas for all correlated moments are given up to triple order, for all combinations of correlated fast neutrons and gamma rays. The nonlinear differential equations for probabilities for time dependent fission chain populations have a remarkably simple Monte Carlo realization. A Monte Carlo code was developed for this theory and is shown to statistically realize the solutions to the fission chain theory probability distributions. Combined with random initiation of chains and detection of external quanta, the Monte Carlo code generates time tagged data for neutron and gamma-ray counting and from these data the counting distributions.« less

Galactic Cosmic Ray Event-Based Risk Model (GERM) Code

NASA Technical Reports Server (NTRS)

Cucinotta, Francis A.; Plante, Ianik; Ponomarev, Artem L.; Kim, Myung-Hee Y.

2013-01-01

This software describes the transport and energy deposition of the passage of galactic cosmic rays in astronaut tissues during space travel, or heavy ion beams in patients in cancer therapy. Space radiation risk is a probability distribution, and time-dependent biological events must be accounted for physical description of space radiation transport in tissues and cells. A stochastic model can calculate the probability density directly without unverified assumptions about shape of probability density function. The prior art of transport codes calculates the average flux and dose of particles behind spacecraft and tissue shielding. Because of the signaling times for activation and relaxation in the cell and tissue, transport code must describe temporal and microspatial density of functions to correlate DNA and oxidative damage with non-targeted effects of signals, bystander, etc. These are absolutely ignored or impossible in the prior art. The GERM code provides scientists data interpretation of experiments; modeling of beam line, shielding of target samples, and sample holders; and estimation of basic physical and biological outputs of their experiments. For mono-energetic ion beams, basic physical and biological properties are calculated for a selected ion type, such as kinetic energy, mass, charge number, absorbed dose, or fluence. Evaluated quantities are linear energy transfer (LET), range (R), absorption and fragmentation cross-sections, and the probability of nuclear interactions after 1 or 5 cm of water equivalent material. In addition, a set of biophysical properties is evaluated, such as the Poisson distribution for a specified cellular area, cell survival curves, and DNA damage yields per cell. Also, the GERM code calculates the radiation transport of the beam line for either a fixed number of user-specified depths or at multiple positions along the Bragg curve of the particle in a selected material. The GERM code makes the numerical estimates of basic physical and biophysical quantities of high-energy protons and heavy ions that have been studied at the NASA Space Radiation Laboratory (NSRL) for the purpose of simulating space radiation biological effects. In the first option, properties of monoenergetic beams are treated. In the second option, the transport of beams in different materials is treated. Similar biophysical properties as in the first option are evaluated for the primary ion and its secondary particles. Additional properties related to the nuclear fragmentation of the beam are evaluated. The GERM code is a computationally efficient Monte-Carlo heavy-ion-beam model. It includes accurate models of LET, range, residual energy, and straggling, and the quantum multiple scattering fragmentation (QMSGRG) nuclear database.

Stochastic static fault slip inversion from geodetic data with non-negativity and bounds constraints

NASA Astrophysics Data System (ADS)

Nocquet, J.-M.

2018-04-01

Despite surface displacements observed by geodesy are linear combinations of slip at faults in an elastic medium, determining the spatial distribution of fault slip remains a ill-posed inverse problem. A widely used approach to circumvent the illness of the inversion is to add regularization constraints in terms of smoothing and/or damping so that the linear system becomes invertible. However, the choice of regularization parameters is often arbitrary, and sometimes leads to significantly different results. Furthermore, the resolution analysis is usually empirical and cannot be made independently of the regularization. The stochastic approach of inverse problems (Tarantola & Valette 1982; Tarantola 2005) provides a rigorous framework where the a priori information about the searched parameters is combined with the observations in order to derive posterior probabilities of the unkown parameters. Here, I investigate an approach where the prior probability density function (pdf) is a multivariate Gaussian function, with single truncation to impose positivity of slip or double truncation to impose positivity and upper bounds on slip for interseismic modeling. I show that the joint posterior pdf is similar to the linear untruncated Gaussian case and can be expressed as a Truncated Multi-Variate Normal (TMVN) distribution. The TMVN form can then be used to obtain semi-analytical formulas for the single, two-dimensional or n-dimensional marginal pdf. The semi-analytical formula involves the product of a Gaussian by an integral term that can be evaluated using recent developments in TMVN probabilities calculations (e.g. Genz & Bretz 2009). Posterior mean and covariance can also be efficiently derived. I show that the Maximum Posterior (MAP) can be obtained using a Non-Negative Least-Squares algorithm (Lawson & Hanson 1974) for the single truncated case or using the Bounded-Variable Least-Squares algorithm (Stark & Parker 1995) for the double truncated case. I show that the case of independent uniform priors can be approximated using TMVN. The numerical equivalence to Bayesian inversions using Monte Carlo Markov Chain (MCMC) sampling is shown for a synthetic example and a real case for interseismic modeling in Central Peru. The TMVN method overcomes several limitations of the Bayesian approach using MCMC sampling. First, the need of computer power is largely reduced. Second, unlike Bayesian MCMC based approach, marginal pdf, mean, variance or covariance are obtained independently one from each other. Third, the probability and cumulative density functions can be obtained with any density of points. Finally, determining the Maximum Posterior (MAP) is extremely fast.

Monte Carlo Study of Melting of a Model Bulk Ice.

NASA Astrophysics Data System (ADS)

Han, Kyu-Kwang

The methods of NVT (constant number, volume and temperature) and NPT (constant number, pressure and temperature) Monte Carlo computer simulations are used to examine the melting of a periodic hexagonal ice (ice Ih) sample with a unit cell of 192 (rigid) water molecules interacting via the revised central force potentials of Stillinger and Rahman (RSL2). In NVT Monte Carlo simulation of P-T plot for a constant density (0.904g/cm^3) is used to locate onset of the liquid-solid coexistence region (where the slope of the pressure changes sign) and estimate the (constant density) melting point. The slope reversal is a natural consequence of the constant density condition for substances which expand upon freezing and it is pointed out that this analysis is extremely useful for substances such as water. In this study, a sign reversal of the pressure slope is observed near 280 K, indicating that the RSL2 potentials reproduce the freezing expansion expected for water and support a bulk ice Ih system which melts <280 K. The internal energy, specific heat, and two dimensional structure factors for the constant density H_2O system are also examined at a range of temperatures between 100 and 370 K and support the P-T analysis for location of the melting point. This P-T analysis might likewise be useful for determining a (constant density) freezing point, or, with multiple simulations at appropriate densities, the triple point. For NPT Monte Carlo simulations preliminary results are presented. In this study the density, enthalpy, specific heat, and structure factor dependences on temperature are monitored during a sequential heating of the system from 100 to 370 K at a constant pressure (1 atm.). A jump in density upon melting is observed and indicates that the RSL2 potentials reproduce the melting contraction of ice. From the dependences of monitored physical properties on temperature an upper bound on the melting temperature is estimated. In this study we made the first analysis and calculation of the P-T curve for ice Ih melting at constant volume and the first NPT study of ice and of ice melting. In the NVT simulation we found for rho = 0.904g/cm^3 T_ {rm m} ~eq 280 K which is much closer to physical T_ {rm m} than any other published NVT simulation of ice. Finally it is shown that RSL2 potentials do a credible job of describing the thermodynamic properties of ice Ih near its melting point.

A GRASS GIS Semi-Stochastic Model for Evaluating the Probability of Landslides Impacting Road Networks in Collazzone, Central Italy

NASA Astrophysics Data System (ADS)

Taylor, Faith E.; Santangelo, Michele; Marchesini, Ivan; Malamud, Bruce D.

2013-04-01

During a landslide triggering event, the tens to thousands of landslides resulting from the trigger (e.g., earthquake, heavy rainfall) may block a number of sections of the road network, posing a risk to rescue efforts, logistics and accessibility to a region. Here, we present initial results from a semi-stochastic model we are developing to evaluate the probability of landslides intersecting a road network and the network-accessibility implications of this across a region. This was performed in the open source GRASS GIS software, where we took 'model' landslides and dropped them on a 79 km2 test area region in Collazzone, Umbria, Central Italy, with a given road network (major and minor roads, 404 km in length) and already determined landslide susceptibilities. Landslide areas (AL) were randomly selected from a three-parameter inverse gamma probability density function, consisting of a power-law decay of about -2.4 for medium and large values of AL and an exponential rollover for small values of AL; the rollover (maximum probability) occurs at about AL = 400 m.2 The number of landslide areas selected for each triggered event iteration was chosen to have an average density of 1 landslide km-2, i.e. 79 landslide areas chosen randomly for each iteration. Landslides were then 'dropped' over the region semi-stochastically: (i) random points were generated across the study region; (ii) based on the landslide susceptibility map, points were accepted/rejected based on the probability of a landslide occurring at that location. After a point was accepted, it was assigned a landslide area (AL) and length to width ratio. Landslide intersections with roads were then assessed and indices such as the location, number and size of road blockage recorded. The GRASS-GIS model was performed 1000 times in a Monte-Carlo type simulation. Initial results show that for a landslide triggering event of 1 landslide km-2 over a 79 km2 region with 404 km of road, the number of road blockages ranges from 6 to 17, resulting in one road blockage every 24-67 km of roads. The average length of road blocked was 33 m. As we progress with model development and more sophisticated network analysis, we believe this semi-stochastic modelling approach will aid civil protection agencies to get a rough idea for the probability of road network potential damage (road block number and extent) as the result of different magnitude landslide triggering event scenarios.

Phase transitions in Nowak Sznajd opinion dynamics

NASA Astrophysics Data System (ADS)

Wołoszyn, Maciej; Stauffer, Dietrich; Kułakowski, Krzysztof

2007-05-01

The Nowak modification of the Sznajd opinion dynamics model on the square lattice assumes that with probability β the opinions flip due to mass-media advertising from down to up, and vice versa. Besides, with probability α the Sznajd rule applies that a neighbour pair agreeing in its two opinions convinces all its six neighbours of that opinion. Our Monte Carlo simulations and mean-field theory find sharp phase transitions in the parameter space.

American Airlines Propeller STOL Transport Economic Risk Analysis

NASA Technical Reports Server (NTRS)

Ransone, B.

1972-01-01

A Monte Carlo risk analysis on the economics of STOL transports in air passenger traffic established the probability of making the expected internal rate of financial return, or better, in a hypothetical regular Washington/New York intercity operation.

Equations of state and stability of MgSiO 3 perovskite and post-perovskite phases from quantum Monte Carlo simulations

DOE Office of Scientific and Technical Information (OSTI.GOV)

Lin, Yangzheng; Cohen, Ronald E.; Stackhouse, Stephen

2014-11-10

In this study, we have performed quantum Monte Carlo (QMC) simulations and density functional theory calculations to study the equations of state of MgSiO 3 perovskite (Pv, bridgmanite) and post-perovskite (PPv) up to the pressure and temperature conditions of the base of Earth's lower mantle. The ground-state energies were derived using QMC simulations and the temperature-dependent Helmholtz free energies were calculated within the quasiharmonic approximation and density functional perturbation theory. The equations of state for both phases of MgSiO 3 agree well with experiments, and better than those from generalized gradient approximation calculations. The Pv-PPv phase boundary calculated from ourmore » QMC equations of state is also consistent with experiments, and better than previous local density approximation calculations. Lastly, we discuss the implications for double crossing of the Pv-PPv boundary in the Earth.« less

The specific purpose Monte Carlo code McENL for simulating the response of epithermal neutron lifetime well logging tools

NASA Astrophysics Data System (ADS)

Prettyman, T. H.; Gardner, R. P.; Verghese, K.

1993-08-01

A new specific purpose Monte Carlo code called McENL for modeling the time response of epithermal neutron lifetime tools is described. The weight windows technique, employing splitting and Russian roulette, is used with an automated importance function based on the solution of an adjoint diffusion model to improve the code efficiency. Complete composition and density correlated sampling is also included in the code, and can be used to study the effect on tool response of small variations in the formation, borehole, or logging tool composition and density. An illustration of the latter application is given for the density of a thermal neutron filter. McENL was benchmarked against test-pit data for the Mobil pulsed neutron porosity tool and was found to be very accurate. Results of the experimental validation and details of code performance are presented.

Series approximation to probability densities

NASA Astrophysics Data System (ADS)

Cohen, L.

2018-04-01

One of the historical and fundamental uses of the Edgeworth and Gram-Charlier series is to "correct" a Gaussian density when it is determined that the probability density under consideration has moments that do not correspond to the Gaussian [5, 6]. There is a fundamental difficulty with these methods in that if the series are truncated, then the resulting approximate density is not manifestly positive. The aim of this paper is to attempt to expand a probability density so that if it is truncated it will still be manifestly positive.

DOE Office of Scientific and Technical Information (OSTI.GOV)

Balsa Terzic, Gabriele Bassi

In this paper we discuss representations of charge particle densities in particle-in-cell (PIC) simulations, analyze the sources and profiles of the intrinsic numerical noise, and present efficient methods for their removal. We devise two alternative estimation methods for charged particle distribution which represent significant improvement over the Monte Carlo cosine expansion used in the 2d code of Bassi, designed to simulate coherent synchrotron radiation (CSR) in charged particle beams. The improvement is achieved by employing an alternative beam density estimation to the Monte Carlo cosine expansion. The representation is first binned onto a finite grid, after which two grid-based methodsmore » are employed to approximate particle distributions: (i) truncated fast cosine transform (TFCT); and (ii) thresholded wavelet transform (TWT). We demonstrate that these alternative methods represent a staggering upgrade over the original Monte Carlo cosine expansion in terms of efficiency, while the TWT approximation also provides an appreciable improvement in accuracy. The improvement in accuracy comes from a judicious removal of the numerical noise enabled by the wavelet formulation. The TWT method is then integrated into Bassi's CSR code, and benchmarked against the original version. We show that the new density estimation method provides a superior performance in terms of efficiency and spatial resolution, thus enabling high-fidelity simulations of CSR effects, including microbunching instability.« less

Monte Carlo simulations of the properties and structure of hexadecyltrimethylammonium chloride micelles of various shapes in aqueous-salt solutions

NASA Astrophysics Data System (ADS)

Burov, S. V.; Piotrovskaya, E. M.

2006-08-01

The thermodynamic and structural properties of spherical and cylindrical hexadecyltrimethylammonium chloride micelles in water and a solution of sodium benzoate were studied by the Monte Carlo method. The local densities of particles in the systems, orientations of benzoate ions, two-particle distribution functions, and the influence of sodium benzoate admixtures on the properties and structure of micellar solutions were studied.

Monte Carlo calculation of dynamical properties of the two-dimensional Hubbard model

NASA Technical Reports Server (NTRS)

White, S. R.; Scalapino, D. J.; Sugar, R. L.; Bickers, N. E.

1989-01-01

A new method is introduced for analytically continuing imaginary-time data from quantum Monte Carlo calculations to the real-frequency axis. The method is based on a least-squares-fitting procedure with constraints of positivity and smoothness on the real-frequency quantities. Results are shown for the single-particle spectral-weight function and density of states for the half-filled, two-dimensional Hubbard model.

Linking landscape characteristics to local grizzly bear abundance using multiple detection methods in a hierarchical model

USGS Publications Warehouse

Graves, T.A.; Kendall, Katherine C.; Royle, J. Andrew; Stetz, J.B.; Macleod, A.C.

2011-01-01

Few studies link habitat to grizzly bear Ursus arctos abundance and these have not accounted for the variation in detection or spatial autocorrelation. We collected and genotyped bear hair in and around Glacier National Park in northwestern Montana during the summer of 2000. We developed a hierarchical Markov chain Monte Carlo model that extends the existing occupancy and count models by accounting for (1) spatially explicit variables that we hypothesized might influence abundance; (2) separate sub-models of detection probability for two distinct sampling methods (hair traps and rub trees) targeting different segments of the population; (3) covariates to explain variation in each sub-model of detection; (4) a conditional autoregressive term to account for spatial autocorrelation; (5) weights to identify most important variables. Road density and per cent mesic habitat best explained variation in female grizzly bear abundance; spatial autocorrelation was not supported. More female bears were predicted in places with lower road density and with more mesic habitat. Detection rates of females increased with rub tree sampling effort. Road density best explained variation in male grizzly bear abundance and spatial autocorrelation was supported. More male bears were predicted in areas of low road density. Detection rates of males increased with rub tree and hair trap sampling effort and decreased over the sampling period. We provide a new method to (1) incorporate multiple detection methods into hierarchical models of abundance; (2) determine whether spatial autocorrelation should be included in final models. Our results suggest that the influence of landscape variables is consistent between habitat selection and abundance in this system.

Study of the operating parameters of a helicon plasma discharge source using PIC-MCC simulation technique

NASA Astrophysics Data System (ADS)

Jaafarian, Rokhsare; Ganjovi, Alireza; Etaati, Gholamreza

2018-01-01

In this work, a Particle in Cell-Monte Carlo Collision simulation technique is used to study the operating parameters of a typical helicon plasma source. These parameters mainly include the gas pressure, externally applied static magnetic field, the length and radius of the helicon antenna, and the frequency and voltage amplitude of the applied RF power on the helicon antenna. It is shown that, while the strong radial gradient of the formed plasma density in the proximity of the plasma surface is substantially proportional to the energy absorption from the existing Trivelpiece-Gould (TG) modes, the observed high electron temperature in the helicon source at lower static magnetic fields is significant evidence for the energy absorption from the helicon modes. Furthermore, it is found that, at higher gas pressures, both the plasma electron density and temperature are reduced. Besides, it is shown that, at higher static magnetic fields, owing to the enhancement of the energy absorption by the plasma charged species, the plasma electron density is linearly increased. Moreover, it is seen that, at the higher spatial dimensions of the antenna, both the plasma electron density and temperature are reduced. Additionally, while, for the applied frequencies of 13.56 MHz and 27.12 MHz on the helicon antenna, the TG modes appear, for the applied frequency of 18.12 MHz on the helicon antenna, the existence of helicon modes is proved. Moreover, by increasing the applied voltage amplitude on the antenna, the generation of mono-energetic electrons is more probable.

The probability of quantal secretion near a single calcium channel of an active zone.

PubMed Central

Bennett, M R; Farnell, L; Gibson, W G

2000-01-01

A Monte Carlo analysis has been made of calcium dynamics and quantal secretion at microdomains in which the calcium reaches very high concentrations over distances of <50 nm from a channel and for which calcium dynamics are dominated by diffusion. The kinetics of calcium ions in microdomains due to either the spontaneous or evoked opening of a calcium channel, both of which are stochastic events, are described in the presence of endogenous fixed and mobile buffers. Fluctuations in the number of calcium ions within 50 nm of a channel are considerable, with the standard deviation about half the mean. Within 10 nm of a channel these numbers of ions can give rise to calcium concentrations of the order of 100 microM. The temporal changes in free calcium and calcium bound to different affinity indicators in the volume of an entire varicosity or bouton following the opening of a single channel are also determined. A Monte Carlo analysis is also presented of how the dynamics of calcium ions at active zones, after the arrival of an action potential and the stochastic opening of a calcium channel, determine the probability of exocytosis from docked vesicles near the channel. The synaptic vesicles in active zones are found docked in a complex with their calcium-sensor associated proteins and a voltage-sensitive calcium channel, forming a secretory unit. The probability of quantal secretion from an isolated secretory unit has been determined for different distances of an open calcium channel from the calcium sensor within an individual unit: a threefold decrease in the probability of secretion of a quantum occurs with a doubling of the distance from 25 to 50 nm. The Monte Carlo analysis also shows that the probability of secretion of a quantum is most sensitive to the size of the single-channel current compared with its sensitivity to either the binding rates of the sites on the calcium-sensor protein or to the number of these sites that must bind a calcium ion to trigger exocytosis of a vesicle. PMID:10777721

Two-dimensional molecular line transfer for a cometary coma

NASA Astrophysics Data System (ADS)

Szutowicz, S.

2017-09-01

In the proposed axisymmetric model of the cometary coma the gas density profile is described by an angular density function. Three methods for treating two-dimensional radiative transfer are compared: the Large Velocity Gradient (LVG) (the Sobolev method), Accelerated Lambda Iteration (ALI) and accelerated Monte Carlo (MC).

Probabilistic Modeling of the Renal Stone Formation Module

NASA Technical Reports Server (NTRS)

Best, Lauren M.; Myers, Jerry G.; Goodenow, Debra A.; McRae, Michael P.; Jackson, Travis C.

2013-01-01

The Integrated Medical Model (IMM) is a probabilistic tool, used in mission planning decision making and medical systems risk assessments. The IMM project maintains a database of over 80 medical conditions that could occur during a spaceflight, documenting an incidence rate and end case scenarios for each. In some cases, where observational data are insufficient to adequately define the inflight medical risk, the IMM utilizes external probabilistic modules to model and estimate the event likelihoods. One such medical event of interest is an unpassed renal stone. Due to a high salt diet and high concentrations of calcium in the blood (due to bone depletion caused by unloading in the microgravity environment) astronauts are at a considerable elevated risk for developing renal calculi (nephrolithiasis) while in space. Lack of observed incidences of nephrolithiasis has led HRP to initiate the development of the Renal Stone Formation Module (RSFM) to create a probabilistic simulator capable of estimating the likelihood of symptomatic renal stone presentation in astronauts on exploration missions. The model consists of two major parts. The first is the probabilistic component, which utilizes probability distributions to assess the range of urine electrolyte parameters and a multivariate regression to transform estimated crystal density and size distributions to the likelihood of the presentation of nephrolithiasis symptoms. The second is a deterministic physical and chemical model of renal stone growth in the kidney developed by Kassemi et al. The probabilistic component of the renal stone model couples the input probability distributions describing the urine chemistry, astronaut physiology, and system parameters with the physical and chemical outputs and inputs to the deterministic stone growth model. These two parts of the model are necessary to capture the uncertainty in the likelihood estimate. The model will be driven by Monte Carlo simulations, continuously randomly sampling the probability distributions of the electrolyte concentrations and system parameters that are inputs into the deterministic model. The total urine chemistry concentrations are used to determine the urine chemistry activity using the Joint Expert Speciation System (JESS), a biochemistry model. Information used from JESS is then fed into the deterministic growth model. Outputs from JESS and the deterministic model are passed back to the probabilistic model where a multivariate regression is used to assess the likelihood of a stone forming and the likelihood of a stone requiring clinical intervention. The parameters used to determine to quantify these risks include: relative supersaturation (RS) of calcium oxalate, citrate/calcium ratio, crystal number density, total urine volume, pH, magnesium excretion, maximum stone width, and ureteral location. Methods and Validation: The RSFM is designed to perform a Monte Carlo simulation to generate probability distributions of clinically significant renal stones, as well as provide an associated uncertainty in the estimate. Initially, early versions will be used to test integration of the components and assess component validation and verification (V&V), with later versions used to address questions regarding design reference mission scenarios. Once integrated with the deterministic component, the credibility assessment of the integrated model will follow NASA STD 7009 requirements.

Water equivalence of NIPAM based polymer gel dosimeters with enhanced sensitivity for x-ray CT

NASA Astrophysics Data System (ADS)

Gorjiara, Tina; Hill, Robin; Bosi, Stephen; Kuncic, Zdenka; Baldock, Clive

2013-10-01

Two new formulations of N-isopropylacrylamide (NIPAM) based three dimensional (3D) gel dosimeters have recently been developed with improved sensitivity to x-ray CT readout, one without any co-solvent and the other one with isopropanol co-solvent. The water equivalence of the NIPAM gel dosimeters was investigated using different methods to calculate their radiological properties including: density, electron density, number of electrons per grams, effective atomic number, photon interaction probabilities, mass attenuation and energy absorption coefficients, electron collisional, radiative and total mass stopping powers and electron mass scattering power. Monte Carlo modelling was also used to compare the dose response of these gel dosimeters with water for kilovoltage and megavoltage x-ray beams and for megavoltage electron beams. We found that the density and electron density of the co-solvent free gel dosimeter are more water equivalent with less than a 2.6% difference compared to a 5.7% difference for the isopropanol gel dosimeter. Both the co-solvent free and isopropanol solvent gel dosimeters have lower effective atomic numbers than water, differing by 2.2% and 6.5%, respectively. As a result, their photoelectric absorption interaction probabilities are up to 6% and 19% different from water, respectively. Compton scattering and pair production interaction probabilities of NIPAM gel with isopropanol differ by up to 10% from water while for the co-solvent free gel, the differences are 3%. Mass attenuation and energy absorption coefficients of the co-solvent free gel dosimeter and the isopropanol gel dosimeter are up to 7% and 19% lower than water, respectively. Collisional and total mass stopping powers of both gel dosimeters differ by less than 2% from those of water. The dose response of the co-solvent free gel dosimeter is water equivalent (with <1% discrepancy) for dosimetry of x-rays with energies <100 keV while the discrepancy increases (up to 5%) for the isopropanol gel dosimeter over the same energy range. For x-ray beams over the energy range 180 keV-18 MV, both gel dosimeters have less than 2% discrepancy with water. For megavoltage electron beams, the dose differences with water reach 7% and 14% for the co-solvent free gel dosimeter and the isopropanol gel dosimeter, respectively. Our results demonstrate that for x-ray beam dosimetry with photon energies higher than 100 keV and megavoltage electron beams, correction factors are needed for both NIPAM gels to be used as water equivalent dosimeters.

Image-Based Modeling Reveals Dynamic Redistribution of DNA Damageinto Nuclear Sub-Domains

DOE Office of Scientific and Technical Information (OSTI.GOV)

Costes Sylvain V., Ponomarev Artem, Chen James L.; Nguyen, David; Cucinotta, Francis A.

2007-08-03

Several proteins involved in the response to DNA doublestrand breaks (DSB) f orm microscopically visible nuclear domains, orfoci, after exposure to ionizing radiation. Radiation-induced foci (RIF)are believed to be located where DNA damage occurs. To test thisassumption, we analyzed the spatial distribution of 53BP1, phosphorylatedATM, and gammaH2AX RIF in cells irradiated with high linear energytransfer (LET) radiation and low LET. Since energy is randomly depositedalong high-LET particle paths, RIF along these paths should also berandomly distributed. The probability to induce DSB can be derived fromDNA fragment data measured experimentally by pulsed-field gelelectrophoresis. We used this probability in Monte Carlo simulationsmore » topredict DSB locations in synthetic nuclei geometrically described by acomplete set of human chromosomes, taking into account microscope opticsfrom real experiments. As expected, simulations produced DNA-weightedrandom (Poisson) distributions. In contrast, the distributions of RIFobtained as early as 5 min after exposure to high LET (1 GeV/amu Fe) werenon-random. This deviation from the expected DNA-weighted random patterncan be further characterized by "relative DNA image measurements." Thisnovel imaging approach shows that RIF were located preferentially at theinterface between high and low DNA density regions, and were morefrequent than predicted in regions with lower DNA density. The samepreferential nuclear location was also measured for RIF induced by 1 Gyof low-LET radiation. This deviation from random behavior was evidentonly 5 min after irradiation for phosphorylated ATM RIF, while gammaH2AXand 53BP1 RIF showed pronounced deviations up to 30 min after exposure.These data suggest that DNA damage induced foci are restricted to certainregions of the nucleus of human epithelial cells. It is possible that DNAlesions are collected in these nuclear sub-domains for more efficientrepair.« less

Applications of the line-of-response probability density function resolution model in PET list mode reconstruction.

PubMed

Jian, Y; Yao, R; Mulnix, T; Jin, X; Carson, R E

2015-01-07

Resolution degradation in PET image reconstruction can be caused by inaccurate modeling of the physical factors in the acquisition process. Resolution modeling (RM) is a common technique that takes into account the resolution degrading factors in the system matrix. Our previous work has introduced a probability density function (PDF) method of deriving the resolution kernels from Monte Carlo simulation and parameterizing the LORs to reduce the number of kernels needed for image reconstruction. In addition, LOR-PDF allows different PDFs to be applied to LORs from different crystal layer pairs of the HRRT. In this study, a thorough test was performed with this new model (LOR-PDF) applied to two PET scanners-the HRRT and Focus-220. A more uniform resolution distribution was observed in point source reconstructions by replacing the spatially-invariant kernels with the spatially-variant LOR-PDF. Specifically, from the center to the edge of radial field of view (FOV) of the HRRT, the measured in-plane FWHMs of point sources in a warm background varied slightly from 1.7 mm to 1.9 mm in LOR-PDF reconstructions. In Minihot and contrast phantom reconstructions, LOR-PDF resulted in up to 9% higher contrast at any given noise level than image-space resolution model. LOR-PDF also has the advantage in performing crystal-layer-dependent resolution modeling. The contrast improvement by using LOR-PDF was verified statistically by replicate reconstructions. In addition, [(11)C]AFM rats imaged on the HRRT and [(11)C]PHNO rats imaged on the Focus-220 were utilized to demonstrated the advantage of the new model. Higher contrast between high-uptake regions of only a few millimeter diameter and the background was observed in LOR-PDF reconstruction than in other methods.

Joint Bayesian Estimation of Quasar Continua and the Lyα Forest Flux Probability Distribution Function

NASA Astrophysics Data System (ADS)

Eilers, Anna-Christina; Hennawi, Joseph F.; Lee, Khee-Gan

2017-08-01

We present a new Bayesian algorithm making use of Markov Chain Monte Carlo sampling that allows us to simultaneously estimate the unknown continuum level of each quasar in an ensemble of high-resolution spectra, as well as their common probability distribution function (PDF) for the transmitted Lyα forest flux. This fully automated PDF regulated continuum fitting method models the unknown quasar continuum with a linear principal component analysis (PCA) basis, with the PCA coefficients treated as nuisance parameters. The method allows one to estimate parameters governing the thermal state of the intergalactic medium (IGM), such as the slope of the temperature-density relation γ -1, while marginalizing out continuum uncertainties in a fully Bayesian way. Using realistic mock quasar spectra created from a simplified semi-numerical model of the IGM, we show that this method recovers the underlying quasar continua to a precision of ≃ 7 % and ≃ 10 % at z = 3 and z = 5, respectively. Given the number of principal component spectra, this is comparable to the underlying accuracy of the PCA model itself. Most importantly, we show that we can achieve a nearly unbiased estimate of the slope γ -1 of the IGM temperature-density relation with a precision of +/- 8.6 % at z = 3 and +/- 6.1 % at z = 5, for an ensemble of ten mock high-resolution quasar spectra. Applying this method to real quasar spectra and comparing to a more realistic IGM model from hydrodynamical simulations would enable precise measurements of the thermal and cosmological parameters governing the IGM, albeit with somewhat larger uncertainties, given the increased flexibility of the model.

Applications of the line-of-response probability density function resolution model in PET list mode reconstruction

PubMed Central

Jian, Y; Yao, R; Mulnix, T; Jin, X; Carson, R E

2016-01-01

Resolution degradation in PET image reconstruction can be caused by inaccurate modeling of the physical factors in the acquisition process. Resolution modeling (RM) is a common technique that takes into account the resolution degrading factors in the system matrix. Our previous work has introduced a probability density function (PDF) method of deriving the resolution kernels from Monte Carlo simulation and parameterizing the LORs to reduce the number of kernels needed for image reconstruction. In addition, LOR-PDF allows different PDFs to be applied to LORs from different crystal layer pairs of the HRRT. In this study, a thorough test was performed with this new model (LOR-PDF) applied to two PET scanners - the HRRT and Focus-220. A more uniform resolution distribution was observed in point source reconstructions by replacing the spatially-invariant kernels with the spatially-variant LOR-PDF. Specifically, from the center to the edge of radial field of view (FOV) of the HRRT, the measured in-plane FWHMs of point sources in a warm background varied slightly from 1.7 mm to 1.9 mm in LOR-PDF reconstructions. In Minihot and contrast phantom reconstructions, LOR-PDF resulted in up to 9% higher contrast at any given noise level than image-space resolution model. LOR-PDF also has the advantage in performing crystal-layer-dependent resolution modeling. The contrast improvement by using LOR-PDF was verified statistically by replicate reconstructions. In addition, [11C]AFM rats imaged on the HRRT and [11C]PHNO rats imaged on the Focus-220 were utilized to demonstrated the advantage of the new model. Higher contrast between high-uptake regions of only a few millimeter diameter and the background was observed in LOR-PDF reconstruction than in other methods. PMID:25490063

A model of irreversible jam formation in dense traffic

NASA Astrophysics Data System (ADS)

Brankov, J. G.; Bunzarova, N. Zh.; Pesheva, N. C.; Priezzhev, V. B.

2018-03-01

We study an one-dimensional stochastic model of vehicular traffic on open segments of a single-lane road of finite size L. The vehicles obey a stochastic discrete-time dynamics which is a limiting case of the generalized Totally Asymmetric Simple Exclusion Process. This dynamics has been previously used by Bunzarova and Pesheva (2017) for an one-dimensional model of irreversible aggregation. The model was shown to have three stationary phases: a many-particle one, MP, a phase with completely filled configuration, CF, and a boundary perturbed MP+CF phase, depending on the values of the particle injection (α), ejection (β) and hopping (p) probabilities. Here we extend the results for the stationary properties of the MP+CF phase, by deriving exact expressions for the local density at the first site of the chain and the probability P(1) of a completely jammed configuration. The unusual phase transition, characterized by jumps in both the bulk density and the current (in the thermodynamic limit), as α crosses the boundary α = p from the MP to the CF phase, is explained by the finite-size behavior of P(1). By using a random walk theory, we find that, when α approaches from below the boundary α = p, three different regimes appear, as the size L → ∞: (i) the lifetime of the gap between the rightmost clusters is of the order O(L) in the MP phase; (ii) small jams, separated by gaps with lifetime O(1) , exist in the MP+CF phase close to the left chain boundary; and (iii) when β = p, the jams are divided by gaps with lifetime of the order O(L 1 / 2) . These results are supported by extensive Monte Carlo calculations.

Chromosome Model reveals Dynamic Redistribution of DNA Damage into Nuclear Sub-domains

NASA Technical Reports Server (NTRS)

Costes, Sylvain V.; Ponomarev, Artem; Chen, James L.; Cucinotta, Francis A.; Barcellos-Hoff, Helen

2007-01-01

Several proteins involved in the response to DNA double strand breaks (DSB) form microscopically visible nuclear domains, or foci, after exposure to ionizing radiation. Radiation-induced foci (RIF) are believed to be located where DNA damage is induced. To test this assumption, we analyzed the spatial distribution of 53BP1, phosphorylated ATM and gammaH2AX RIF in cells irradiated with high linear energy transfer (LET) radiation. Since energy is randomly deposited along high-LET particle paths, RIF along these paths should also be randomly distributed. The probability to induce DSB can be derived from DNA fragment data measured experimentally by pulsed-field gel electrophoresis. We used this probability in Monte Carlo simulations to predict DSB locations in synthetic nuclei geometrically described by a complete set of human chromosomes, taking into account microscope optics from real experiments. As expected, simulations produced DNA-weighted random (Poisson) distributions. In contrast, the distributions of RIF obtained as early as 5 min after exposure to high LET (1 GeV/amu Fe) were non-random. This deviation from the expected DNA-weighted random pattern can be further characterized by relative DNA image measurements. This novel imaging approach shows that RIF were located preferentially at the interface between high and low DNA density regions, and were more frequent in regions with lower density DNA than predicted. This deviation from random behavior was more pronounced within the first 5 min following irradiation for phosphorylated ATM RIF, while gammaH2AX and 53BP1 RIF showed very pronounced deviation up to 30 min after exposure. These data suggest the existence of repair centers in mammalian epithelial cells. These centers would be nuclear sub-domains where DNA lesions would be collected for more efficient repair.

Proposal of a method for evaluating tsunami risk using response-surface methodology

NASA Astrophysics Data System (ADS)

Fukutani, Y.

2017-12-01

Information on probabilistic tsunami inundation hazards is needed to define and evaluate tsunami risk. Several methods for calculating these hazards have been proposed (e.g. Løvholt et al. (2012), Thio (2012), Fukutani et al. (2014), Goda et al. (2015)). However, these methods are inefficient, and their calculation cost is high, since they require multiple tsunami numerical simulations, therefore lacking versatility. In this study, we proposed a simpler method for tsunami risk evaluation using response-surface methodology. Kotani et al. (2016) proposed an evaluation method for the probabilistic distribution of tsunami wave-height using a response-surface methodology. We expanded their study and developed a probabilistic distribution of tsunami inundation depth. We set the depth (x1) and the slip (x2) of an earthquake fault as explanatory variables and tsunami inundation depth (y) as an object variable. Subsequently, tsunami risk could be evaluated by conducting a Monte Carlo simulation, assuming that the generation probability of an earthquake follows a Poisson distribution, the probability distribution of tsunami inundation depth follows the distribution derived from a response-surface, and the damage probability of a target follows a log normal distribution. We applied the proposed method to a wood building located on the coast of Tokyo Bay. We implemented a regression analysis based on the results of 25 tsunami numerical calculations and developed a response-surface, which was defined as y=ax1+bx2+c (a:0.2615, b:3.1763, c=-1.1802). We assumed proper probabilistic distribution for earthquake generation, inundation height, and vulnerability. Based on these probabilistic distributions, we conducted Monte Carlo simulations of 1,000,000 years. We clarified that the expected damage probability of the studied wood building is 22.5%, assuming that an earthquake occurs. The proposed method is therefore a useful and simple way to evaluate tsunami risk using a response-surface and Monte Carlo simulation without conducting multiple tsunami numerical simulations.

Comparison of different statistical methods for estimation of extreme sea levels with wave set-up contribution

NASA Astrophysics Data System (ADS)

Kergadallan, Xavier; Bernardara, Pietro; Benoit, Michel; Andreewsky, Marc; Weiss, Jérôme

2013-04-01

Estimating the probability of occurrence of extreme sea levels is a central issue for the protection of the coast. Return periods of sea level with wave set-up contribution are estimated here in one site : Cherbourg in France in the English Channel. The methodology follows two steps : the first one is computation of joint probability of simultaneous wave height and still sea level, the second one is interpretation of that joint probabilities to assess a sea level for a given return period. Two different approaches were evaluated to compute joint probability of simultaneous wave height and still sea level : the first one is multivariate extreme values distributions of logistic type in which all components of the variables become large simultaneously, the second one is conditional approach for multivariate extreme values in which only one component of the variables have to be large. Two different methods were applied to estimate sea level with wave set-up contribution for a given return period : Monte-Carlo simulation in which estimation is more accurate but needs higher calculation time and classical ocean engineering design contours of type inverse-FORM in which the method is simpler and allows more complex estimation of wave setup part (wave propagation to the coast for example). We compare results from the two different approaches with the two different methods. To be able to use both Monte-Carlo simulation and design contours methods, wave setup is estimated with an simple empirical formula. We show advantages of the conditional approach compared to the multivariate extreme values approach when extreme sea-level occurs when either surge or wave height is large. We discuss the validity of the ocean engineering design contours method which is an alternative when computation of sea levels is too complex to use Monte-Carlo simulation method.

Local Directed Percolation Probability in Two Dimensions

NASA Astrophysics Data System (ADS)

Inui, Norio; Konno, Norio; Komatsu, Genichi; Kameoka, Koichi

1998-01-01

Using the series expansion method and Monte Carlo simulation,we study the directed percolation probability on the square lattice Vn0=\\{ (x,y) \\in {Z}2:x+y=even, 0 ≤ y ≤ n, - y ≤ x ≤ y \\}.We calculate the local percolationprobability Pnl defined as the connection probability between theorigin and a site (0,n). The critical behavior of P∞lis clearly different from the global percolation probability P∞g characterized by a critical exponent βg.An analysis based on the Padé approximants shows βl=2βg.In addition, we find that the series expansion of P2nl can be expressed as a function of Png.

Fixation probability on clique-based graphs

NASA Astrophysics Data System (ADS)

Choi, Jeong-Ok; Yu, Unjong

2018-02-01

The fixation probability of a mutant in the evolutionary dynamics of Moran process is calculated by the Monte-Carlo method on a few families of clique-based graphs. It is shown that the complete suppression of fixation can be realized with the generalized clique-wheel graph in the limit of small wheel-clique ratio and infinite size. The family of clique-star is an amplifier, and clique-arms graph changes from amplifier to suppressor as the fitness of the mutant increases. We demonstrate that the overall structure of a graph can be more important to determine the fixation probability than the degree or the heat heterogeneity. The dependence of the fixation probability on the position of the first mutant is discussed.

Predicting critical transitions in dynamical systems from time series using nonstationary probability density modeling.

PubMed

Kwasniok, Frank

2013-11-01

A time series analysis method for predicting the probability density of a dynamical system is proposed. A nonstationary parametric model of the probability density is estimated from data within a maximum likelihood framework and then extrapolated to forecast the future probability density and explore the system for critical transitions or tipping points. A full systematic account of parameter uncertainty is taken. The technique is generic, independent of the underlying dynamics of the system. The method is verified on simulated data and then applied to prediction of Arctic sea-ice extent.

The Lateral Trigger Probability function for the Ultra-High Energy Cosmic Ray showers detected by the Pierre Auger Observatory

NASA Astrophysics Data System (ADS)

Pierre Auger Collaboration; Abreu, P.; Aglietta, M.; Ahn, E. J.; Albuquerque, I. F. M.; Allard, D.; Allekotte, I.; Allen, J.; Allison, P.; Alvarez Castillo, J.; Alvarez-Muñiz, J.; Ambrosio, M.; Aminaei, A.; Anchordoqui, L.; Andringa, S.; Antičić, T.; Anzalone, A.; Aramo, C.; Arganda, E.; Arqueros, F.; Asorey, H.; Assis, P.; Aublin, J.; Ave, M.; Avenier, M.; Avila, G.; Bäcker, T.; Balzer, M.; Barber, K. B.; Barbosa, A. F.; Bardenet, R.; Barroso, S. L. C.; Baughman, B.; Bäuml, J.; Beatty, J. J.; Becker, B. R.; Becker, K. H.; Bellétoile, A.; Bellido, J. A.; Benzvi, S.; Berat, C.; Bertou, X.; Biermann, P. L.; Billoir, P.; Blanco, F.; Blanco, M.; Bleve, C.; Blümer, H.; Boháčová, M.; Boncioli, D.; Bonifazi, C.; Bonino, R.; Borodai, N.; Brack, J.; Brogueira, P.; Brown, W. C.; Bruijn, R.; Buchholz, P.; Bueno, A.; Burton, R. E.; Caballero-Mora, K. S.; Caramete, L.; Caruso, R.; Castellina, A.; Catalano, O.; Cataldi, G.; Cazon, L.; Cester, R.; Chauvin, J.; Cheng, S. H.; Chiavassa, A.; Chinellato, J. A.; Chou, A.; Chudoba, J.; Clay, R. W.; Coluccia, M. R.; Conceição, R.; Contreras, F.; Cook, H.; Cooper, M. J.; Coppens, J.; Cordier, A.; Cotti, U.; Coutu, S.; Covault, C. E.; Creusot, A.; Criss, A.; Cronin, J.; Curutiu, A.; Dagoret-Campagne, S.; Dallier, R.; Dasso, S.; Daumiller, K.; Dawson, B. R.; de Almeida, R. M.; de Domenico, M.; de Donato, C.; de Jong, S. J.; de La Vega, G.; de Mello Junior, W. J. M.; de Mello Neto, J. R. T.; de Mitri, I.; de Souza, V.; de Vries, K. D.; Decerprit, G.; Del Peral, L.; Deligny, O.; Dembinski, H.; Dhital, N.; di Giulio, C.; Diaz, J. C.; Díaz Castro, M. L.; Diep, P. N.; Dobrigkeit, C.; Docters, W.; D'Olivo, J. C.; Dong, P. N.; Dorofeev, A.; Dos Anjos, J. C.; Dova, M. T.; D'Urso, D.; Dutan, I.; Ebr, J.; Engel, R.; Erdmann, M.; Escobar, C. O.; Etchegoyen, A.; Facal San Luis, P.; Fajardo Tapia, I.; Falcke, H.; Farrar, G.; Fauth, A. C.; Fazzini, N.; Ferguson, A. P.; Ferrero, A.; Fick, B.; Filevich, A.; Filipčič, A.; Fliescher, S.; Fracchiolla, C. E.; Fraenkel, E. D.; Fröhlich, U.; Fuchs, B.; Gaior, R.; Gamarra, R. F.; Gambetta, S.; García, B.; García Gámez, D.; Garcia-Pinto, D.; Gascon, A.; Gemmeke, H.; Gesterling, K.; Ghia, P. L.; Giaccari, U.; Giller, M.; Glass, H.; Gold, M. S.; Golup, G.; Gomez Albarracin, F.; Gómez Berisso, M.; Gonçalves, P.; Gonzalez, D.; Gonzalez, J. G.; Gookin, B.; Góra, D.; Gorgi, A.; Gouffon, P.; Gozzini, S. R.; Grashorn, E.; Grebe, S.; Griffith, N.; Grigat, M.; Grillo, A. F.; Guardincerri, Y.; Guarino, F.; Guedes, G. P.; Guzman, A.; Hague, J. D.; Hansen, P.; Harari, D.; Harmsma, S.; Harton, J. L.; Haungs, A.; Hebbeker, T.; Heck, D.; Herve, A. E.; Hojvat, C.; Hollon, N.; Holmes, V. C.; Homola, P.; Hörandel, J. R.; Horneffer, A.; Hrabovský, M.; Huege, T.; Insolia, A.; Ionita, F.; Italiano, A.; Jarne, C.; Jiraskova, S.; Kadija, K.; Kampert, K. H.; Karhan, P.; Kasper, P.; Kégl, B.; Keilhauer, B.; Keivani, A.; Kelley, J. L.; Kemp, E.; Kieckhafer, R. M.; Klages, H. O.; Kleifges, M.; Kleinfeller, J.; Knapp, J.; Koang, D.-H.; Kotera, K.; Krohm, N.; Krömer, O.; Kruppke-Hansen, D.; Kuehn, F.; Kuempel, D.; Kulbartz, J. K.; Kunka, N.; La Rosa, G.; Lachaud, C.; Lautridou, P.; Leão, M. S. A. B.; Lebrun, D.; Lebrun, P.; Leigui de Oliveira, M. A.; Lemiere, A.; Letessier-Selvon, A.; Lhenry-Yvon, I.; Link, K.; López, R.; Lopez Agüera, A.; Louedec, K.; Lozano Bahilo, J.; Lucero, A.; Ludwig, M.; Lyberis, H.; Maccarone, M. C.; Macolino, C.; Maldera, S.; Mandat, D.; Mantsch, P.; Mariazzi, A. G.; Marin, J.; Marin, V.; Maris, I. C.; Marquez Falcon, H. R.; Marsella, G.; Martello, D.; Martin, L.; Martinez, H.; Martínez Bravo, O.; Mathes, H. J.; Matthews, J.; Matthews, J. A. J.; Matthiae, G.; Maurizio, D.; Mazur, P. O.; Medina-Tanco, G.; Melissas, M.; Melo, D.; Menichetti, E.; Menshikov, A.; Mertsch, P.; Meurer, C.; Mićanović, S.; Micheletti, M. I.; Miller, W.; Miramonti, L.; Mollerach, S.; Monasor, M.; Monnier Ragaigne, D.; Montanet, F.; Morales, B.; Morello, C.; Moreno, E.; Moreno, J. C.; Morris, C.; Mostafá, M.; Moura, C. A.; Mueller, S.; Muller, M. A.; Müller, G.; Münchmeyer, M.; Mussa, R.; Navarra, G.; Navarro, J. L.; Navas, S.; Necesal, P.; Nellen, L.; Nelles, A.; Nhung, P. T.; Niemietz, L.; Nierstenhoefer, N.; Nitz, D.; Nosek, D.; Nožka, L.; Nyklicek, M.; Oehlschläger, J.; Olinto, A.; Oliva, P.; Olmos-Gilbaja, V. M.; Ortiz, M.; Pacheco, N.; Pakk Selmi-Dei, D.; Palatka, M.; Pallotta, J.; Palmieri, N.; Parente, G.; Parizot, E.; Parra, A.; Parsons, R. D.; Pastor, S.; Paul, T.; Pech, M.; Pȩkala, J.; Pelayo, R.; Pepe, I. M.; Perrone, L.; Pesce, R.; Petermann, E.; Petrera, S.; Petrinca, P.; Petrolini, A.; Petrov, Y.; Petrovic, J.; Pfendner, C.; Phan, N.; Piegaia, R.; Pierog, T.; Pieroni, P.; Pimenta, M.; Pirronello, V.; Platino, M.; Ponce, V. H.; Pontz, M.; Privitera, P.; Prouza, M.; Quel, E. J.; Querchfeld, S.; Rautenberg, J.; Ravel, O.; Ravignani, D.; Revenu, B.; Ridky, J.; Riggi, S.; Risse, M.; Ristori, P.; Rivera, H.; Rizi, V.; Roberts, J.; Robledo, C.; Rodrigues de Carvalho, W.; Rodriguez, G.; Rodriguez Martino, J.; Rodriguez Rojo, J.; Rodriguez-Cabo, I.; Rodríguez-Frías, M. D.; Ros, G.; Rosado, J.; Rossler, T.; Roth, M.; Rouillé-D'Orfeuil, B.; Roulet, E.; Rovero, A. C.; Rühle, C.; Salamida, F.; Salazar, H.; Salina, G.; Sánchez, F.; Santander, M.; Santo, C. E.; Santos, E.; Santos, E. M.; Sarazin, F.; Sarkar, B.; Sarkar, S.; Sato, R.; Scharf, N.; Scherini, V.; Schieler, H.; Schiffer, P.; Schmidt, A.; Schmidt, F.; Schmidt, T.; Scholten, O.; Schoorlemmer, H.; Schovancova, J.; Schovánek, P.; Schröder, F.; Schulte, S.; Schuster, D.; Sciutto, S. J.; Scuderi, M.; Segreto, A.; Settimo, M.; Shadkam, A.; Shellard, R. C.; Sidelnik, I.; Sigl, G.; Silva Lopez, H. H.; Śmiałkowski, A.; Šmída, R.; Snow, G. R.; Sommers, P.; Sorokin, J.; Spinka, H.; Squartini, R.; Stapleton, J.; Stasielak, J.; Stephan, M.; Strazzeri, E.; Stutz, A.; Suarez, F.; Suomijärvi, T.; Supanitsky, A. D.; Šuša, T.; Sutherland, M. S.; Swain, J.; Szadkowski, Z.; Szuba, M.; Tamashiro, A.; Tapia, A.; Tartare, M.; Taşcău, O.; Tavera Ruiz, C. G.; Tcaciuc, R.; Tegolo, D.; Thao, N. T.; Thomas, D.; Tiffenberg, J.; Timmermans, C.; Tiwari, D. K.; Tkaczyk, W.; Todero Peixoto, C. J.; Tomé, B.; Tonachini, A.; Travnicek, P.; Tridapalli, D. B.; Tristram, G.; Trovato, E.; Tueros, M.; Ulrich, R.; Unger, M.; Urban, M.; Valdés Galicia, J. F.; Valiño, I.; Valore, L.; van den Berg, A. M.; Varela, E.; Vargas Cárdenas, B.; Vázquez, J. R.; Vázquez, R. A.; Veberič, D.; Verzi, V.; Vicha, J.; Videla, M.; Villaseñor, L.; Wahlberg, H.; Wahrlich, P.; Wainberg, O.; Warner, D.; Watson, A. A.; Weber, M.; Weidenhaupt, K.; Weindl, A.; Westerhoff, S.; Whelan, B. J.; Wieczorek, G.; Wiencke, L.; Wilczyńska, B.; Wilczyński, H.; Will, M.; Williams, C.; Winchen, T.; Winders, L.; Winnick, M. G.; Wommer, M.; Wundheiler, B.; Yamamoto, T.; Yapici, T.; Younk, P.; Yuan, G.; Yushkov, A.; Zamorano, B.; Zas, E.; Zavrtanik, D.; Zavrtanik, M.; Zaw, I.; Zepeda, A.; Ziolkowski, M.

2011-12-01

In this paper we introduce the concept of Lateral Trigger Probability (LTP) function, i.e., the probability for an Extensive Air Shower (EAS) to trigger an individual detector of a ground based array as a function of distance to the shower axis, taking into account energy, mass and direction of the primary cosmic ray. We apply this concept to the surface array of the Pierre Auger Observatory consisting of a 1.5 km spaced grid of about 1600 water Cherenkov stations. Using Monte Carlo simulations of ultra-high energy showers the LTP functions are derived for energies in the range between 1017 and 1019 eV and zenith angles up to 65°. A parametrization combining a step function with an exponential is found to reproduce them very well in the considered range of energies and zenith angles. The LTP functions can also be obtained from data using events simultaneously observed by the fluorescence and the surface detector of the Pierre Auger Observatory (hybrid events). We validate the Monte Carlo results showing how LTP functions from data are in good agreement with simulations.

Projected Hg dietary exposure of 3 bird species nesting on a contaminated floodplain (South River, Virginia, USA).

PubMed

Wang, Jincheng; Newman, Michael C

2013-04-01

Dietary Hg exposure was modeled for Carolina wren (Thryothorus ludovicianus), Eastern song sparrow (Melospiza melodia), and Eastern screech owl (Otus asio) nesting on the contaminated South River floodplain (Virginia, USA). Parameterization of Monte-Carlo models required formal expert elicitation to define bird body weight and feeding ecology characteristics because specific information was either unavailable in the published literature or too difficult to collect reliably by field survey. Mercury concentrations and weights for candidate food items were obtained directly by field survey. Simulations predicted the probability that an adult bird during breeding season would ingest specific amounts of Hg during daily foraging and the probability that the average Hg ingestion rate for the breeding season of an adult bird would exceed published rates reported to cause harm to other birds (>100 ng total Hg/g body weight per day). Despite the extensive floodplain contamination, the probabilities that these species' average ingestion rates exceeded the threshold value were all <0.01. Sensitivity analysis indicated that overall food ingestion rate was the most important factor determining projected Hg ingestion rates. Expert elicitation was useful in providing sufficiently reliable information for Monte-Carlo simulation. Copyright © 2013 SETAC.

Reconciling a geophysical model to data using a Markov chain Monte Carlo algorithm: An application to the Yellow Sea-Korean Peninsula region

NASA Astrophysics Data System (ADS)

Pasyanos, Michael E.; Franz, Gregory A.; Ramirez, Abelardo L.

2006-03-01

In an effort to build seismic models that are the most consistent with multiple data sets we have applied a new probabilistic inverse technique. This method uses a Markov chain Monte Carlo (MCMC) algorithm to sample models from a prior distribution and test them against multiple data types to generate a posterior distribution. While computationally expensive, this approach has several advantages over deterministic models, notably the seamless reconciliation of different data types that constrain the model, the proper handling of both data and model uncertainties, and the ability to easily incorporate a variety of prior information, all in a straightforward, natural fashion. A real advantage of the technique is that it provides a more complete picture of the solution space. By mapping out the posterior probability density function, we can avoid simplistic assumptions about the model space and allow alternative solutions to be identified, compared, and ranked. Here we use this method to determine the crust and upper mantle structure of the Yellow Sea and Korean Peninsula region. The model is parameterized as a series of seven layers in a regular latitude-longitude grid, each of which is characterized by thickness and seismic parameters (Vp, Vs, and density). We use surface wave dispersion and body wave traveltime data to drive the model. We find that when properly tuned (i.e., the Markov chains have had adequate time to fully sample the model space and the inversion has converged), the technique behaves as expected. The posterior model reflects the prior information at the edge of the model where there is little or no data to constrain adjustments, but the range of acceptable models is significantly reduced in data-rich regions, producing values of sediment thickness, crustal thickness, and upper mantle velocities consistent with expectations based on knowledge of the regional tectonic setting.

Improvements in sub-grid, microphysics averages using quadrature based approaches

NASA Astrophysics Data System (ADS)

Chowdhary, K.; Debusschere, B.; Larson, V. E.

2013-12-01

Sub-grid variability in microphysical processes plays a critical role in atmospheric climate models. In order to account for this sub-grid variability, Larson and Schanen (2013) propose placing a probability density function on the sub-grid cloud microphysics quantities, e.g. autoconversion rate, essentially interpreting the cloud microphysics quantities as a random variable in each grid box. Random sampling techniques, e.g. Monte Carlo and Latin Hypercube, can be used to calculate statistics, e.g. averages, on the microphysics quantities, which then feed back into the model dynamics on the coarse scale. We propose an alternate approach using numerical quadrature methods based on deterministic sampling points to compute the statistical moments of microphysics quantities in each grid box. We have performed a preliminary test on the Kessler autoconversion formula, and, upon comparison with Latin Hypercube sampling, our approach shows an increased level of accuracy with a reduction in sample size by almost two orders of magnitude. Application to other microphysics processes is the subject of ongoing research.

Elasticity and photoelasticity relationships for polyethylene terephthalate fiber networks by molecular simulation

NASA Astrophysics Data System (ADS)

Nayak, Kapileswar; Das, Sushanta; Nanavati, Hemant

2008-01-01

We present a framework for the development of elasticity and photoelasticity relationships for polyethylene terephthalate fiber networks, incorporating aspects of the primary molecular structure. Semicrystalline polymeric fiber networks are modeled as sequentially arranged crystalline and amorphous regions. Rotational isomeric states-Monte Carlo simulations of amorphous chains of up to 360 bonds (degree of polymerization, DP =60), confined between and bridging infinite impenetrable crystalline walls, have been characterized by Ω, the probability density of the intercrystal separation h, and Δβ, the polarizability anisotropy. lnΩ and Δβ have been modeled as functions of h, yielding the chain deformation relationships. The development has been extended to the fiber network to yield the photoelasticity relationships. We execute our framework by fitting to experimental stress-elongation data and employing the single fitted parameter to directly predict the birefringence-elongation behavior, without any further fitting. Incorporating the effect of strain-induced crystallization into the framework makes it physically more meaningful and yields accurate predictions of the birefringence-elongation behavior.

Stochastic-field cavitation model

NASA Astrophysics Data System (ADS)

Dumond, J.; Magagnato, F.; Class, A.

2013-07-01

Nonlinear phenomena can often be well described using probability density functions (pdf) and pdf transport models. Traditionally, the simulation of pdf transport requires Monte-Carlo codes based on Lagrangian "particles" or prescribed pdf assumptions including binning techniques. Recently, in the field of combustion, a novel formulation called the stochastic-field method solving pdf transport based on Eulerian fields has been proposed which eliminates the necessity to mix Eulerian and Lagrangian techniques or prescribed pdf assumptions. In the present work, for the first time the stochastic-field method is applied to multi-phase flow and, in particular, to cavitating flow. To validate the proposed stochastic-field cavitation model, two applications are considered. First, sheet cavitation is simulated in a Venturi-type nozzle. The second application is an innovative fluidic diode which exhibits coolant flashing. Agreement with experimental results is obtained for both applications with a fixed set of model constants. The stochastic-field cavitation model captures the wide range of pdf shapes present at different locations.

A cavitation model based on Eulerian stochastic fields

NASA Astrophysics Data System (ADS)

Magagnato, F.; Dumond, J.

2013-12-01

Non-linear phenomena can often be described using probability density functions (pdf) and pdf transport models. Traditionally the simulation of pdf transport requires Monte-Carlo codes based on Lagrangian "particles" or prescribed pdf assumptions including binning techniques. Recently, in the field of combustion, a novel formulation called the stochastic-field method solving pdf transport based on Eulerian fields has been proposed which eliminates the necessity to mix Eulerian and Lagrangian techniques or prescribed pdf assumptions. In the present work, for the first time the stochastic-field method is applied to multi-phase flow and in particular to cavitating flow. To validate the proposed stochastic-field cavitation model, two applications are considered. Firstly, sheet cavitation is simulated in a Venturi-type nozzle. The second application is an innovative fluidic diode which exhibits coolant flashing. Agreement with experimental results is obtained for both applications with a fixed set of model constants. The stochastic-field cavitation model captures the wide range of pdf shapes present at different locations.

Simulations of the dispersion of reactive pollutants in a street canyon, considering different chemical mechanisms and micromixing

NASA Astrophysics Data System (ADS)

Garmory, A.; Kim, I. S.; Britter, R. E.; Mastorakos, E.

The Stochastic Fields (SF) or Field Monte Carlo method has been used to model the dispersion of reactive scalars in a street canyon, using a simple chemistry and the CBM-IV mechanism. SF is a Probability Density Function (PDF) method which allows both means and variances of the scalars to be calculated as well as considering the effect of segregation on reaction rates. It was found that the variance of reactive scalars such as NO 2 was very high in the mixing region at roof-top level with rms values of the order of the mean values. The effect of segregation on major species such as O 3 was found to be very small using either mechanism, however, some radical species in CBM-IV showed a significant difference. These were found to be the seven species with the fastest chemical timescales. The calculated photostationary state defect was also found to be in error when segregation is neglected.

An Efficient Numerical Approach for Nonlinear Fokker-Planck equations

NASA Astrophysics Data System (ADS)

Otten, Dustin; Vedula, Prakash

2009-03-01

Fokker-Planck equations which are nonlinear with respect to their probability densities that occur in many nonequilibrium systems relevant to mean field interaction models, plasmas, classical fermions and bosons can be challenging to solve numerically. To address some underlying challenges in obtaining numerical solutions, we propose a quadrature based moment method for efficient and accurate determination of transient (and stationary) solutions of nonlinear Fokker-Planck equations. In this approach the distribution function is represented as a collection of Dirac delta functions with corresponding quadrature weights and locations, that are in turn determined from constraints based on evolution of generalized moments. Properties of the distribution function can be obtained by solution of transport equations for quadrature weights and locations. We will apply this computational approach to study a wide range of problems, including the Desai-Zwanzig Model (for nonlinear muscular contraction) and multivariate nonlinear Fokker-Planck equations describing classical fermions and bosons, and will also demonstrate good agreement with results obtained from Monte Carlo and other standard numerical methods.

Multi-Target State Extraction for the SMC-PHD Filter

PubMed Central

Si, Weijian; Wang, Liwei; Qu, Zhiyu

2016-01-01

The sequential Monte Carlo probability hypothesis density (SMC-PHD) filter has been demonstrated to be a favorable method for multi-target tracking. However, the time-varying target states need to be extracted from the particle approximation of the posterior PHD, which is difficult to implement due to the unknown relations between the large amount of particles and the PHD peaks representing potential target locations. To address this problem, a novel multi-target state extraction algorithm is proposed in this paper. By exploiting the information of measurements and particle likelihoods in the filtering stage, we propose a validation mechanism which aims at selecting effective measurements and particles corresponding to detected targets. Subsequently, the state estimates of the detected and undetected targets are performed separately: the former are obtained from the particle clusters directed by effective measurements, while the latter are obtained from the particles corresponding to undetected targets via clustering method. Simulation results demonstrate that the proposed method yields better estimation accuracy and reliability compared to existing methods. PMID:27322274

A line transect model for aerial surveys

USGS Publications Warehouse

Quang, Pham Xuan; Lanctot, Richard B.

1991-01-01

We employ a line transect method to estimate the density of the common and Pacific loon in the Yukon Flats National Wildlife Refuge from aerial survey data. Line transect methods have the advantage of automatically taking into account “visibility bias” due to detectability difference of animals at different distances from the transect line. However, line transect methods must overcome two difficulties when applied to inaccurate recording of sighting distances due to high travel speeds, so that in fact only a few reliable distance class counts are available. We propose a unimodal detection function that provides an estimate of the effective area lost due to the blind strip, under the assumption that a line of perfect detection exists parallel to the transect line. The unimodal detection function can also be applied when a blind strip is absent, and in certain instances when the maximum probability of detection is less than 100%. A simple bootstrap procedure to estimate standard error is illustrated. Finally, we present results from a small set of Monte Carlo experiments.

On electron heating in a low pressure capacitively coupled oxygen discharge

NASA Astrophysics Data System (ADS)

Gudmundsson, J. T.; Snorrason, D. I.

2017-11-01

We use the one-dimensional object-oriented particle-in-cell Monte Carlo collision code oopd1 to explore the charged particle densities, the electronegativity, the electron energy probability function, and the electron heating mechanism in a single frequency capacitively coupled oxygen discharge, when the applied voltage amplitude is varied. We explore discharges operated at 10 mTorr, where electron heating within the plasma bulk (the electronegative core) dominates, and at 50 mTorr, where sheath heating dominates. At 10 mTorr, the discharge is operated in a combined drift-ambipolar and α-mode, and at 50 mTorr, it is operated in the pure α-mode. At 10 mTorr, the effective electron temperature is high and increases with increased driving voltage amplitude, while at 50 mTorr, the effective electron temperature is much lower, in particular, within the electronegative core, where it is roughly 0.2-0.3 eV, and varies only a little with the voltage amplitude.

Stochastic-field cavitation model

DOE Office of Scientific and Technical Information (OSTI.GOV)

Dumond, J., E-mail: julien.dumond@areva.com; AREVA GmbH, Erlangen, Paul-Gossen-Strasse 100, D-91052 Erlangen; Magagnato, F.

2013-07-15

Nonlinear phenomena can often be well described using probability density functions (pdf) and pdf transport models. Traditionally, the simulation of pdf transport requires Monte-Carlo codes based on Lagrangian “particles” or prescribed pdf assumptions including binning techniques. Recently, in the field of combustion, a novel formulation called the stochastic-field method solving pdf transport based on Eulerian fields has been proposed which eliminates the necessity to mix Eulerian and Lagrangian techniques or prescribed pdf assumptions. In the present work, for the first time the stochastic-field method is applied to multi-phase flow and, in particular, to cavitating flow. To validate the proposed stochastic-fieldmore » cavitation model, two applications are considered. First, sheet cavitation is simulated in a Venturi-type nozzle. The second application is an innovative fluidic diode which exhibits coolant flashing. Agreement with experimental results is obtained for both applications with a fixed set of model constants. The stochastic-field cavitation model captures the wide range of pdf shapes present at different locations.« less

Study of negative ion transport phenomena in a plasma source

NASA Astrophysics Data System (ADS)

Riz, D.; Paméla, J.

1996-07-01

NIETZSCHE (Negative Ions Extraction and Transport ZSimulation Code for HydrogEn species) is a negative ion (NI) transport code developed at Cadarache. This code calculates NI trajectories using a 3D Monte-Carlo technique, taking into account the main destruction processes, as well as elastic collisions (H-/H+) and charge exchanges (H-/H0). It determines the extraction probability of a NI created at a given position. According to the simulations, we have seen that in the case of volume production, only NI produced close to the plasma grid (PG) can be extracted. Concerning the surface production, we have studied how NI produced on the PG and accelerated by the plasma sheath backward into the source could be extracted. We demonstrate that elastic collisions and charge exchanges play an important role, which in some conditions dominates the magnetic filter effect, which acts as a magnetic mirror. NI transport in various conditions will be discussed: volume/surface production, high/low plasmas density, tent filter/transverse filter.

Extended bidirectional reflectance distribution function for polarized light scattering from subsurface defects under a smooth surface.

PubMed

Shen, Jian; Deng, Degang; Kong, Weijin; Liu, Shijie; Shen, Zicai; Wei, Chaoyang; He, Hongbo; Shao, Jianda; Fan, Zhengxiu

2006-11-01

By introducing the scattering probability of a subsurface defect (SSD) and statistical distribution functions of SSD radius, refractive index, and position, we derive an extended bidirectional reflectance distribution function (BRDF) from the Jones scattering matrix. This function is applicable to the calculation for comparison with measurement of polarized light-scattering resulting from a SSD. A numerical calculation of the extended BRDF for the case of p-polarized incident light was performed by means of the Monte Carlo method. Our numerical results indicate that the extended BRDF strongly depends on the light incidence angle, the light scattering angle, and the out-of-plane azimuth angle. We observe a 180 degrees symmetry with respect to the azimuth angle. We further investigate the influence of the SSD density, the substrate refractive index, and the statistical distributions of the SSD radius and refractive index on the extended BRDF. For transparent substrates, we also find the dependence of the extended BRDF on the SSD positions.

A quasichemical approach for protein-cluster free energies in dilute solution

NASA Astrophysics Data System (ADS)

Young, Teresa M.; Roberts, Christopher J.

2007-10-01

Reversible formation of protein oligomers or small clusters is a key step in processes such as protein polymerization, fibril formation, and protein phase separation from dilute solution. A straightforward, statistical mechanical approach to accurately calculate cluster free energies in solution is presented using a cell-based, quasichemical (QC) approximation for the partition function of proteins in an implicit solvent. The inputs to the model are the protein potential of mean force (PMF) and the corresponding subcell degeneracies up to relatively low particle densities. The approach is tested using simple two and three dimensional lattice models in which proteins interact with either isotropic or anisotropic nearest-neighbor attractions. Comparison with direct Monte Carlo simulation shows that cluster probabilities and free energies of oligomer formation (ΔGi0) are quantitatively predicted by the QC approach for protein volume fractions ˜10-2 (weight/volume concentration ˜10gl-1) and below. For small clusters, ΔGi0 depends weakly on the strength of short-ranged attractive interactions for most experimentally relevant values of the normalized osmotic second virial coefficient (b2*). For larger clusters (i ≫2), there is a small but non-negligible b2* dependence. The results suggest that nonspecific, hydrophobic attractions may not significantly stabilize prenuclei in processes such as non-native aggregation. Biased Monte Carlo methods are shown to accurately provide subcell degeneracies that are intractable to obtain analytically or by direct enumeration, and so offer a means to generalize the approach to mixtures and proteins with more complex PMFs.

Current Status on the use of Parallel Computing in Turbulent Reacting Flow Computations Involving Sprays, Monte Carlo PDF and Unstructured Grids. Chapter 4

NASA Technical Reports Server (NTRS)

Raju, M. S.

1998-01-01

The state of the art in multidimensional combustor modeling as evidenced by the level of sophistication employed in terms of modeling and numerical accuracy considerations, is also dictated by the available computer memory and turnaround times afforded by present-day computers. With the aim of advancing the current multi-dimensional computational tools used in the design of advanced technology combustors, a solution procedure is developed that combines the novelty of the coupled CFD/spray/scalar Monte Carlo PDF (Probability Density Function) computations on unstructured grids with the ability to run on parallel architectures. In this approach, the mean gas-phase velocity and turbulence fields are determined from a standard turbulence model, the joint composition of species and enthalpy from the solution of a modeled PDF transport equation, and a Lagrangian-based dilute spray model is used for the liquid-phase representation. The gas-turbine combustor flows are often characterized by a complex interaction between various physical processes associated with the interaction between the liquid and gas phases, droplet vaporization, turbulent mixing, heat release associated with chemical kinetics, radiative heat transfer associated with highly absorbing and radiating species, among others. The rate controlling processes often interact with each other at various disparate time 1 and length scales. In particular, turbulence plays an important role in determining the rates of mass and heat transfer, chemical reactions, and liquid phase evaporation in many practical combustion devices.

The detective quantum efficiency of photon-counting x-ray detectors using cascaded-systems analyses

DOE Office of Scientific and Technical Information (OSTI.GOV)

Tanguay, Jesse; Yun, Seungman; School of Mechanical Engineering, Pusan National University, Jangjeon-dong, Geumjeong-gu, Busan 609-735

Purpose: Single-photon counting (SPC) x-ray imaging has the potential to improve image quality and enable new advanced energy-dependent methods. The purpose of this study is to extend cascaded-systems analyses (CSA) to the description of image quality and the detective quantum efficiency (DQE) of SPC systems. Methods: Point-process theory is used to develop a method of propagating the mean signal and Wiener noise-power spectrum through a thresholding stage (required to identify x-ray interaction events). The new transfer relationships are used to describe the zero-frequency DQE of a hypothetical SPC detector including the effects of stochastic conversion of incident photons to secondarymore » quanta, secondary quantum sinks, additive noise, and threshold level. Theoretical results are compared with Monte Carlo calculations assuming the same detector model. Results: Under certain conditions, the CSA approach can be applied to SPC systems with the additional requirement of propagating the probability density function describing the total number of image-forming quanta through each stage of a cascaded model. Theoretical results including DQE show excellent agreement with Monte Carlo calculations under all conditions considered. Conclusions: Application of the CSA method shows that false counts due to additive electronic noise results in both a nonlinear image signal and increased image noise. There is a window of allowable threshold values to achieve a high DQE that depends on conversion gain, secondary quantum sinks, and additive noise.« less

Application of Multi-Hypothesis Sequential Monte Carlo for Breakup Analysis

NASA Astrophysics Data System (ADS)

Faber, W. R.; Zaidi, W.; Hussein, I. I.; Roscoe, C. W. T.; Wilkins, M. P.; Schumacher, P. W., Jr.

As more objects are launched into space, the potential for breakup events and space object collisions is ever increasing. These events create large clouds of debris that are extremely hazardous to space operations. Providing timely, accurate, and statistically meaningful Space Situational Awareness (SSA) data is crucial in order to protect assets and operations in space. The space object tracking problem, in general, is nonlinear in both state dynamics and observations, making it ill-suited to linear filtering techniques such as the Kalman filter. Additionally, given the multi-object, multi-scenario nature of the problem, space situational awareness requires multi-hypothesis tracking and management that is combinatorially challenging in nature. In practice, it is often seen that assumptions of underlying linearity and/or Gaussianity are used to provide tractable solutions to the multiple space object tracking problem. However, these assumptions are, at times, detrimental to tracking data and provide statistically inconsistent solutions. This paper details a tractable solution to the multiple space object tracking problem applicable to space object breakup events. Within this solution, simplifying assumptions of the underlying probability density function are relaxed and heuristic methods for hypothesis management are avoided. This is done by implementing Sequential Monte Carlo (SMC) methods for both nonlinear filtering as well as hypothesis management. This goal of this paper is to detail the solution and use it as a platform to discuss computational limitations that hinder proper analysis of large breakup events.

Research of the orbital evolution of asteroid 2012 DA14 (in Russian)

NASA Astrophysics Data System (ADS)

Zausaev, A. F.; Denisov, S. S.; Derevyanka, A. E.

Research of the orbital evolution of asteroid 2012 DA14 on the time interval from 1800 to 2206 is made, an object close approaches with Earth and the Moon are detected, the probability of impact with Earth is calculated. The used mathematical model is consistent with the DE405, the integration was performed using a modified Everhart's method of 27th order, the probability of collision is calculated using the Monte Carlo method.

Probability Forecasting Using Monte Carlo Simulation

NASA Astrophysics Data System (ADS)

Duncan, M.; Frisbee, J.; Wysack, J.

2014-09-01

Space Situational Awareness (SSA) is defined as the knowledge and characterization of all aspects of space. SSA is now a fundamental and critical component of space operations. Increased dependence on our space assets has in turn lead to a greater need for accurate, near real-time knowledge of all space activities. With the growth of the orbital debris population, satellite operators are performing collision avoidance maneuvers more frequently. Frequent maneuver execution expends fuel and reduces the operational lifetime of the spacecraft. Thus the need for new, more sophisticated collision threat characterization methods must be implemented. The collision probability metric is used operationally to quantify the collision risk. The collision probability is typically calculated days into the future, so that high risk and potential high risk conjunction events are identified early enough to develop an appropriate course of action. As the time horizon to the conjunction event is reduced, the collision probability changes. A significant change in the collision probability will change the satellite mission stakeholder's course of action. So constructing a method for estimating how the collision probability will evolve improves operations by providing satellite operators with a new piece of information, namely an estimate or 'forecast' of how the risk will change as time to the event is reduced. Collision probability forecasting is a predictive process where the future risk of a conjunction event is estimated. The method utilizes a Monte Carlo simulation that produces a likelihood distribution for a given collision threshold. Using known state and state uncertainty information, the simulation generates a set possible trajectories for a given space object pair. Each new trajectory produces a unique event geometry at the time of close approach. Given state uncertainty information for both objects, a collision probability value can be computed for every trail. This yields a collision probability distribution given known, predicted uncertainty. This paper presents the details of the collision probability forecasting method. We examine various conjunction event scenarios and numerically demonstrate the utility of this approach in typical event scenarios. We explore the utility of a probability-based track scenario simulation that models expected tracking data frequency as the tasking levels are increased. The resulting orbital uncertainty is subsequently used in the forecasting algorithm.

Aerocapture Performance Analysis of A Venus Exploration Mission

NASA Technical Reports Server (NTRS)

Starr, Brett R.; Westhelle, Carlos H.

2005-01-01

A performance analysis of a Discovery Class Venus Exploration Mission in which aerocapture is used to capture a spacecraft into a 300km polar orbit for a two year science mission has been conducted to quantify its performance. A preliminary performance assessment determined that a high heritage 70 sphere-cone rigid aeroshell with a 0.25 lift to drag ratio has adequate control authority to provide an entry flight path angle corridor large enough for the mission s aerocapture maneuver. A 114 kilograms per square meter ballistic coefficient reference vehicle was developed from the science requirements and the preliminary assessment s heating indicators and deceleration loads. Performance analyses were conducted for the reference vehicle and for sensitivity studies on vehicle ballistic coefficient and maximum bank rate. The performance analyses used a high fidelity flight simulation within a Monte Carlo executive to define the aerocapture heating environment and deceleration loads and to determine mission success statistics. The simulation utilized the Program to Optimize Simulated Trajectories (POST) that was modified to include Venus specific atmospheric and planet models, aerodynamic characteristics, and interplanetary trajectory models. In addition to Venus specific models, an autonomous guidance system, HYPAS, and a pseudo flight controller were incorporated in the simulation. The Monte Carlo analyses incorporated a reference set of approach trajectory delivery errors, aerodynamic uncertainties, and atmospheric density variations. The reference performance analysis determined the reference vehicle achieves 100% successful capture and has a 99.87% probability of attaining the science orbit with a 90 meters per second delta V budget for post aerocapture orbital adjustments. A ballistic coefficient trade study conducted with reference uncertainties determined that the 0.25 L/D vehicle can achieve 100% successful capture with a ballistic coefficient of 228 kilograms per square meter and that the increased ballistic coefficient increases post aerocapture V budget to 134 meters per second for a 99.87% probability of attaining the science orbit. A trade study on vehicle bank rate determined that the 0.25 L/D vehicle can achieve 100% successful capture when the maximum bank rate is decreased from 30 deg/s to 20 deg/s. The decreased bank rate increases post aerocapture delta V budget to 102 meters per second for a 99.87% probability of attaining the science orbit.

Probabilistic homogenization of random composite with ellipsoidal particle reinforcement by the iterative stochastic finite element method

NASA Astrophysics Data System (ADS)

Sokołowski, Damian; Kamiński, Marcin

2018-01-01

This study proposes a framework for determination of basic probabilistic characteristics of the orthotropic homogenized elastic properties of the periodic composite reinforced with ellipsoidal particles and a high stiffness contrast between the reinforcement and the matrix. Homogenization problem, solved by the Iterative Stochastic Finite Element Method (ISFEM) is implemented according to the stochastic perturbation, Monte Carlo simulation and semi-analytical techniques with the use of cubic Representative Volume Element (RVE) of this composite containing single particle. The given input Gaussian random variable is Young modulus of the matrix, while 3D homogenization scheme is based on numerical determination of the strain energy of the RVE under uniform unit stretches carried out in the FEM system ABAQUS. The entire series of several deterministic solutions with varying Young modulus of the matrix serves for the Weighted Least Squares Method (WLSM) recovery of polynomial response functions finally used in stochastic Taylor expansions inherent for the ISFEM. A numerical example consists of the High Density Polyurethane (HDPU) reinforced with the Carbon Black particle. It is numerically investigated (1) if the resulting homogenized characteristics are also Gaussian and (2) how the uncertainty in matrix Young modulus affects the effective stiffness tensor components and their PDF (Probability Density Function).

Percolation of the site random-cluster model by Monte Carlo method

NASA Astrophysics Data System (ADS)

Wang, Songsong; Zhang, Wanzhou; Ding, Chengxiang

2015-08-01

We propose a site random-cluster model by introducing an additional cluster weight in the partition function of the traditional site percolation. To simulate the model on a square lattice, we combine the color-assignation and the Swendsen-Wang methods to design a highly efficient cluster algorithm with a small critical slowing-down phenomenon. To verify whether or not it is consistent with the bond random-cluster model, we measure several quantities, such as the wrapping probability Re, the percolating cluster density P∞, and the magnetic susceptibility per site χp, as well as two exponents, such as the thermal exponent yt and the fractal dimension yh of the percolating cluster. We find that for different exponents of cluster weight q =1.5 , 2, 2.5 , 3, 3.5 , and 4, the numerical estimation of the exponents yt and yh are consistent with the theoretical values. The universalities of the site random-cluster model and the bond random-cluster model are completely identical. For larger values of q , we find obvious signatures of the first-order percolation transition by the histograms and the hysteresis loops of percolating cluster density and the energy per site. Our results are helpful for the understanding of the percolation of traditional statistical models.

Evidence for a first-order liquid-liquid transition in high-pressure hydrogen from ab initio simulations.

PubMed

Morales, Miguel A; Pierleoni, Carlo; Schwegler, Eric; Ceperley, D M

2010-07-20

Using quantum simulation techniques based on either density functional theory or quantum Monte Carlo, we find clear evidence of a first-order transition in liquid hydrogen, between a low conductivity molecular state and a high conductivity atomic state. Using the temperature dependence of the discontinuity in the electronic conductivity, we estimate the critical point of the transition at temperatures near 2,000 K and pressures near 120 GPa. Furthermore, we have determined the melting curve of molecular hydrogen up to pressures of 200 GPa, finding a reentrant melting line. The melting line crosses the metalization line at 700 K and 220 GPa using density functional energetics and at 550 K and 290 GPa using quantum Monte Carlo energetics.

Comparison of effects of copropagated and precomputed atmosphere profiles on Monte Carlo trajectory simulation

NASA Technical Reports Server (NTRS)

Queen, Eric M.; Omara, Thomas M.

1990-01-01

A realization of a stochastic atmosphere model for use in simulations is presented. The model provides pressure, density, temperature, and wind velocity as a function of latitude, longitude, and altitude, and is implemented in a three degree of freedom simulation package. This implementation is used in the Monte Carlo simulation of an aeroassisted orbital transfer maneuver and results are compared to those of a more traditional approach.

Markov chains of infinite order and asymptotic satisfaction of balance: application to the adaptive integration method.

PubMed

Earl, David J; Deem, Michael W

2005-04-14

Adaptive Monte Carlo methods can be viewed as implementations of Markov chains with infinite memory. We derive a general condition for the convergence of a Monte Carlo method whose history dependence is contained within the simulated density distribution. In convergent cases, our result implies that the balance condition need only be satisfied asymptotically. As an example, we show that the adaptive integration method converges.

Delayed Slater determinant update algorithms for high efficiency quantum Monte Carlo

DOE PAGES

McDaniel, Tyler; D’Azevedo, Ed F.; Li, Ying Wai; ...

2017-11-07

Within ab initio Quantum Monte Carlo simulations, the leading numerical cost for large systems is the computation of the values of the Slater determinants in the trial wavefunction. Each Monte Carlo step requires finding the determinant of a dense matrix. This is most commonly iteratively evaluated using a rank-1 Sherman-Morrison updating scheme to avoid repeated explicit calculation of the inverse. The overall computational cost is therefore formally cubic in the number of electrons or matrix size. To improve the numerical efficiency of this procedure, we propose a novel multiple rank delayed update scheme. This strategy enables probability evaluation with applicationmore » of accepted moves to the matrices delayed until after a predetermined number of moves, K. The accepted events are then applied to the matrices en bloc with enhanced arithmetic intensity and computational efficiency via matrix-matrix operations instead of matrix-vector operations. Here this procedure does not change the underlying Monte Carlo sampling or its statistical efficiency. For calculations on large systems and algorithms such as diffusion Monte Carlo where the acceptance ratio is high, order of magnitude improvements in the update time can be obtained on both multi- core CPUs and GPUs.« less

Delayed Slater determinant update algorithms for high efficiency quantum Monte Carlo

DOE Office of Scientific and Technical Information (OSTI.GOV)

McDaniel, Tyler; D’Azevedo, Ed F.; Li, Ying Wai

Within ab initio Quantum Monte Carlo simulations, the leading numerical cost for large systems is the computation of the values of the Slater determinants in the trial wavefunction. Each Monte Carlo step requires finding the determinant of a dense matrix. This is most commonly iteratively evaluated using a rank-1 Sherman-Morrison updating scheme to avoid repeated explicit calculation of the inverse. The overall computational cost is therefore formally cubic in the number of electrons or matrix size. To improve the numerical efficiency of this procedure, we propose a novel multiple rank delayed update scheme. This strategy enables probability evaluation with applicationmore » of accepted moves to the matrices delayed until after a predetermined number of moves, K. The accepted events are then applied to the matrices en bloc with enhanced arithmetic intensity and computational efficiency via matrix-matrix operations instead of matrix-vector operations. Here this procedure does not change the underlying Monte Carlo sampling or its statistical efficiency. For calculations on large systems and algorithms such as diffusion Monte Carlo where the acceptance ratio is high, order of magnitude improvements in the update time can be obtained on both multi- core CPUs and GPUs.« less

Delayed Slater determinant update algorithms for high efficiency quantum Monte Carlo.

PubMed

McDaniel, T; D'Azevedo, E F; Li, Y W; Wong, K; Kent, P R C

2017-11-07

Within ab initio Quantum Monte Carlo simulations, the leading numerical cost for large systems is the computation of the values of the Slater determinants in the trial wavefunction. Each Monte Carlo step requires finding the determinant of a dense matrix. This is most commonly iteratively evaluated using a rank-1 Sherman-Morrison updating scheme to avoid repeated explicit calculation of the inverse. The overall computational cost is, therefore, formally cubic in the number of electrons or matrix size. To improve the numerical efficiency of this procedure, we propose a novel multiple rank delayed update scheme. This strategy enables probability evaluation with an application of accepted moves to the matrices delayed until after a predetermined number of moves, K. The accepted events are then applied to the matrices en bloc with enhanced arithmetic intensity and computational efficiency via matrix-matrix operations instead of matrix-vector operations. This procedure does not change the underlying Monte Carlo sampling or its statistical efficiency. For calculations on large systems and algorithms such as diffusion Monte Carlo, where the acceptance ratio is high, order of magnitude improvements in the update time can be obtained on both multi-core central processing units and graphical processing units.

Delayed Slater determinant update algorithms for high efficiency quantum Monte Carlo

NASA Astrophysics Data System (ADS)

McDaniel, T.; D'Azevedo, E. F.; Li, Y. W.; Wong, K.; Kent, P. R. C.

2017-11-01

Within ab initio Quantum Monte Carlo simulations, the leading numerical cost for large systems is the computation of the values of the Slater determinants in the trial wavefunction. Each Monte Carlo step requires finding the determinant of a dense matrix. This is most commonly iteratively evaluated using a rank-1 Sherman-Morrison updating scheme to avoid repeated explicit calculation of the inverse. The overall computational cost is, therefore, formally cubic in the number of electrons or matrix size. To improve the numerical efficiency of this procedure, we propose a novel multiple rank delayed update scheme. This strategy enables probability evaluation with an application of accepted moves to the matrices delayed until after a predetermined number of moves, K. The accepted events are then applied to the matrices en bloc with enhanced arithmetic intensity and computational efficiency via matrix-matrix operations instead of matrix-vector operations. This procedure does not change the underlying Monte Carlo sampling or its statistical efficiency. For calculations on large systems and algorithms such as diffusion Monte Carlo, where the acceptance ratio is high, order of magnitude improvements in the update time can be obtained on both multi-core central processing units and graphical processing units.

The precise time course of lexical activation: MEG measurements of the effects of frequency, probability, and density in lexical decision.

PubMed

Stockall, Linnaea; Stringfellow, Andrew; Marantz, Alec

2004-01-01

Visually presented letter strings consistently yield three MEG response components: the M170, associated with letter-string processing (Tarkiainen, Helenius, Hansen, Cornelissen, & Salmelin, 1999); the M250, affected by phonotactic probability, (Pylkkänen, Stringfellow, & Marantz, 2002); and the M350, responsive to lexical frequency (Embick, Hackl, Schaeffer, Kelepir, & Marantz, 2001). Pylkkänen et al. found evidence that the M350 reflects lexical activation prior to competition among phonologically similar words. We investigate the effects of lexical and sublexical frequency and neighborhood density on the M250 and M350 through orthogonal manipulation of phonotactic probability, density, and frequency. The results confirm that probability but not density affects the latency of the M250 and M350; however, an interaction between probability and density on M350 latencies suggests an earlier influence of neighborhoods than previously reported.

Monte Carlo simulation for kinetic chemotaxis model: An application to the traveling population wave

NASA Astrophysics Data System (ADS)

Yasuda, Shugo

2017-02-01

A Monte Carlo simulation of chemotactic bacteria is developed on the basis of the kinetic model and is applied to a one-dimensional traveling population wave in a microchannel. In this simulation, the Monte Carlo method, which calculates the run-and-tumble motions of bacteria, is coupled with a finite volume method to calculate the macroscopic transport of the chemical cues in the environment. The simulation method can successfully reproduce the traveling population wave of bacteria that was observed experimentally and reveal the microscopic dynamics of bacterium coupled with the macroscopic transports of the chemical cues and bacteria population density. The results obtained by the Monte Carlo method are also compared with the asymptotic solution derived from the kinetic chemotaxis equation in the continuum limit, where the Knudsen number, which is defined by the ratio of the mean free path of bacterium to the characteristic length of the system, vanishes. The validity of the Monte Carlo method in the asymptotic behaviors for small Knudsen numbers is numerically verified.

The Effect on the Lunar Exosphere of a Coroual Mass Ejection Passage

NASA Technical Reports Server (NTRS)

Killen, R. M.; Hurley, D. M.; Farrell, W. M.

2011-01-01

Solar wind bombardment onto exposed surfaces in the solar system produces an energetic component to the exospheres about those bodies. The solar wind energy and composition are highly dependent on the origin of the plasma. Using the measured composition of the slow wind, fast wind, solar energetic particle (SEP) population, and coronal mass ejection (CME), broken down into their various components, we have estimated the total sputter yield for each type of solar wind. We show that the heavy ion component, especially the He++ and 0+7 can greatly enhance the total sputter yield during times when the heavy ion population is enhanced. Folding in the flux, we compute the source rate for several species during different types of solar wind. Finally, we use a Monte Carlo model developed to simulate the time-dependent evolution of the lunar exosphere to study the sputtering component of the exosphere under the influence of a CME passage. We simulate the background exosphere of Na, K, Ca, and Mg. Simulations indicate that sputtering increases the mass of those constituents in the exosphere a few to a few tens times the background values. The escalation of atmospheric density occurs within an hour of onset The decrease in atmospheric density after the CME passage is also rapid, although takes longer than the increase, Sputtered neutral particles have a high probability of escaping the moon,by both Jeans escape and photo ionization. Density and spatial distribution of the exosphere can be tested with the LADEE mission.

Linking stroke mortality with air pollution, income, and greenness in northwest Florida: an ecological geographical study

PubMed Central

Hu, Zhiyong; Liebens, Johan; Rao, K Ranga

2008-01-01

Background Relatively few studies have examined the association between air pollution and stroke mortality. Inconsistent and inclusive results from existing studies on air pollution and stroke justify the need to continue to investigate the linkage between stroke and air pollution. No studies have been done to investigate the association between stroke and greenness. The objective of this study was to examine if there is association of stroke with air pollution, income and greenness in northwest Florida. Results Our study used an ecological geographical approach and dasymetric mapping technique. We adopted a Bayesian hierarchical model with a convolution prior considering five census tract specific covariates. A 95% credible set which defines an interval having a 0.95 posterior probability of containing the parameter for each covariate was calculated from Markov Chain Monte Carlo simulations. The 95% credible sets are (-0.286, -0.097) for household income, (0.034, 0.144) for traffic air pollution effect, (0.419, 1.495) for emission density of monitored point source polluters, (0.413, 1.522) for simple point density of point source polluters without emission data, and (-0.289,-0.031) for greenness. Household income and greenness show negative effects (the posterior densities primarily cover negative values). Air pollution covariates have positive effects (the 95% credible sets cover positive values). Conclusion High risk of stroke mortality was found in areas with low income level, high air pollution level, and low level of exposure to green space. PMID:18452609

Estimating loblolly pine size-density trajectories across a range of planting densities

Treesearch

Curtis L. VanderSchaaf; Harold E. Burkhart

2013-01-01

Size-density trajectories on the logarithmic (ln) scale are generally thought to consist of two major stages. The first is often referred to as the density-independent mortality stage where the probability of mortality is independent of stand density; in the second, often referred to as the density-dependent mortality or self-thinning stage, the probability of...

Multicategorical Spline Model for Item Response Theory.

ERIC Educational Resources Information Center

Abrahamowicz, Michal; Ramsay, James O.

1992-01-01

A nonparametric multicategorical model for multiple-choice data is proposed as an extension of the binary spline model of J. O. Ramsay and M. Abrahamowicz (1989). Results of two Monte Carlo studies illustrate the model, which approximates probability functions by rational splines. (SLD)

Evolution of metastable state molecules N2(A3 Σu+) in a nanosecond pulsed discharge: A particle-in-cell/Monte Carlo collisions simulation

NASA Astrophysics Data System (ADS)

Gao, Liang; Sun, Jizhong; Feng, Chunlei; Bai, Jing; Ding, Hongbin

2012-01-01

A particle-in-cell plus Monte Carlo collisions method has been employed to investigate the nitrogen discharge driven by a nanosecond pulse power source. To assess whether the production of the metastable state N2(A3 Σu+) can be efficiently enhanced in a nanosecond pulsed discharge, the evolutions of metastable state N2(A3 Σu+) density and electron energy distribution function have been examined in detail. The simulation results indicate that the ultra short pulse can modulate the electron energy effectively: during the early pulse-on time, high energy electrons give rise to quick electron avalanche and rapid growth of the metastable state N2(A3 Σu+) density. It is estimated that for a single pulse with amplitude of -9 kV and pulse width 30 ns, the metastable state N2(A3 Σu+) density can achieve a value in the order of 109 cm-3. The N2(A3 Σu+) density at such a value could be easily detected by laser-based experimental methods.

The Effect of Incremental Changes in Phonotactic Probability and Neighborhood Density on Word Learning by Preschool Children

ERIC Educational Resources Information Center

Storkel, Holly L.; Bontempo, Daniel E.; Aschenbrenner, Andrew J.; Maekawa, Junko; Lee, Su-Yeon

2013-01-01

Purpose: Phonotactic probability or neighborhood density has predominately been defined through the use of gross distinctions (i.e., low vs. high). In the current studies, the authors examined the influence of finer changes in probability (Experiment 1) and density (Experiment 2) on word learning. Method: The authors examined the full range of…

DOE Office of Scientific and Technical Information (OSTI.GOV)

Costa, Liborio I., E-mail: liborio78@gmail.com

A new Markov Chain Monte Carlo method for simulating the dynamics of particle systems characterized by hard-core interactions is introduced. In contrast to traditional Kinetic Monte Carlo approaches, where the state of the system is associated with minima in the energy landscape, in the proposed method, the state of the system is associated with the set of paths traveled by the atoms and the transition probabilities for an atom to be displaced are proportional to the corresponding velocities. In this way, the number of possible state-to-state transitions is reduced to a discrete set, and a direct link between the Montemore » Carlo time step and true physical time is naturally established. The resulting rejection-free algorithm is validated against event-driven molecular dynamics: the equilibrium and non-equilibrium dynamics of hard disks converge to the exact results with decreasing displacement size.« less

A calibrated Monte Carlo approach to quantify the impacts of misorientation and different driving forces on texture development

DOE Office of Scientific and Technical Information (OSTI.GOV)

Liangzhe Zhang; Anthony D. Rollett; Timothy Bartel

2012-02-01

A calibrated Monte Carlo (cMC) approach, which quantifies grain boundary kinetics within a generic setting, is presented. The influence of misorientation is captured by adding a scaling coefficient in the spin flipping probability equation, while the contribution of different driving forces is weighted using a partition function. The calibration process relies on the established parametric links between Monte Carlo (MC) and sharp-interface models. The cMC algorithm quantifies microstructural evolution under complex thermomechanical environments and remedies some of the difficulties associated with conventional MC models. After validation, the cMC approach is applied to quantify the texture development of polycrystalline materials withmore » influences of misorientation and inhomogeneous bulk energy across grain boundaries. The results are in good agreement with theory and experiments.« less

Large-cell Monte Carlo renormalization of irreversible growth processes

NASA Technical Reports Server (NTRS)

Nakanishi, H.; Family, F.

1985-01-01

Monte Carlo sampling is applied to a recently formulated direct-cell renormalization method for irreversible, disorderly growth processes. Large-cell Monte Carlo renormalization is carried out for various nonequilibrium problems based on the formulation dealing with relative probabilities. Specifically, the method is demonstrated by application to the 'true' self-avoiding walk and the Eden model of growing animals for d = 2, 3, and 4 and to the invasion percolation problem for d = 2 and 3. The results are asymptotically in agreement with expectations; however, unexpected complications arise, suggesting the possibility of crossovers, and in any case, demonstrating the danger of using small cells alone, because of the very slow convergence as the cell size b is extrapolated to infinity. The difficulty of applying the present method to the diffusion-limited-aggregation model, is commented on.

Response statistics of rotating shaft with non-linear elastic restoring forces by path integration

NASA Astrophysics Data System (ADS)

Gaidai, Oleg; Naess, Arvid; Dimentberg, Michael

2017-07-01

Extreme statistics of random vibrations is studied for a Jeffcott rotor under uniaxial white noise excitation. Restoring force is modelled as elastic non-linear; comparison is done with linearized restoring force to see the force non-linearity effect on the response statistics. While for the linear model analytical solutions and stability conditions are available, it is not generally the case for non-linear system except for some special cases. The statistics of non-linear case is studied by applying path integration (PI) method, which is based on the Markov property of the coupled dynamic system. The Jeffcott rotor response statistics can be obtained by solving the Fokker-Planck (FP) equation of the 4D dynamic system. An efficient implementation of PI algorithm is applied, namely fast Fourier transform (FFT) is used to simulate dynamic system additive noise. The latter allows significantly reduce computational time, compared to the classical PI. Excitation is modelled as Gaussian white noise, however any kind distributed white noise can be implemented with the same PI technique. Also multidirectional Markov noise can be modelled with PI in the same way as unidirectional. PI is accelerated by using Monte Carlo (MC) estimated joint probability density function (PDF) as initial input. Symmetry of dynamic system was utilized to afford higher mesh resolution. Both internal (rotating) and external damping are included in mechanical model of the rotor. The main advantage of using PI rather than MC is that PI offers high accuracy in the probability distribution tail. The latter is of critical importance for e.g. extreme value statistics, system reliability, and first passage probability.

A study on the sensitivity of self-powered neutron detectors (SPNDs)

NASA Astrophysics Data System (ADS)

Lee, Wanno; Cho, Gyuseong; Kim, Kwanghyun; Kim, Hee Joon; choi, Yuseon; Park, Moon Chu; Kim, Soongpyung

2001-08-01

Self-powered neutron detectors (SPNDs) are widely used in reactors to monitor neutron flux, while they have several advantages such as small size, and relatively simple electronics required in conjunction with those usages, they have some intrinsic problems of the low level of output current-a slow response time and the rapid change of sensitivity-that make it difficult to use for a long term. Monte Carlo simulation was used to calculate the escape probability as a function of the birth position of emitted beta particle for geometry of rhodium-based SPNDs. A simple numerical method calculated the initial generation rate of beta particles and the change of generation rate due to rhodium burnup. Using results of the simulation and the simple numerical method, the burnup profile of rhodium number density and the neutron sensitivity were calculated as a function of burnup time in reactors. This method was verified by the comparison of this and other papers, and data of YGN3.4 (Young Gwang Nuclear plant 3, 4) about the initial sensitivity. In addition, for improvement of some properties of rhodium-based SPNDs, which are currently used, a modified geometry is proposed. The proposed geometry, which is tube-type, is able to increase the initial sensitivity due to increase of the escape probability. The escape probability was calculated by changing the thickness of the insulator and compared solid-type with tube-type about each insulator thickness. The method used here can be applied to the analysis and design of other types of SPNDs.

Yarkovsky-driven Impact Predictions: Apophis and 1950 DA

NASA Astrophysics Data System (ADS)

Chesley, Steven R.; Farnocchia, D.; Chodas, P. W.; Milani, A.

2013-10-01

Orbit determination for Near-Earth Asteroids presents unique technical challenges due to the imperative of early detection and careful assessment of the risk posed by specific Earth close approaches. The occurrence of an Earth impact can be decisively driven by the Yarkovsky effect, which is the most important nongravitational perturbation as it causes asteroids to undergo a secular variation in semimajor axis resulting in a quadratic effect in anomaly. We discuss the cases of (99942) Apophis and (29075) 1950 DA. The relevance of the Yarkovsky effect for Apophis is due to a scattering close approach in 2029 with minimum geocentric distance ~38000 km. For 1950 DA the influence of the Yarkovsky effect in 2880 is due to the long time interval preceding the impact. We use the available information from the astrometry and the asteroids' physical models and dynamical evolution as a starting point for a Monte Carlo method that allows us to measure how the Yarkovsky effect affects orbital predictions. We also find that 1950 DA has a 98% likelihood of being a retrograde rotator. For Apophis we map onto the 2029 close approach b-plane and analyze the keyholes corresponding to resonant close approaches. For 1950 DA we use the b-plane corresponding to the possible impact in 2880. We finally compute the impact probability from the mapped probability density function on the considered b-plane. For Apophis we have 4 in a million chances of an impact in 2068, while the probability of Earth impact in 2880 for 1950 DA is 0.04%.

PDF Weaving - Linking Inventory Data and Monte Carlo Uncertainty Analysis in the Study of how Disturbance Affects Forest Carbon Storage

NASA Astrophysics Data System (ADS)

Healey, S. P.; Patterson, P.; Garrard, C.

2014-12-01

Altered disturbance regimes are likely a primary mechanism by which a changing climate will affect storage of carbon in forested ecosystems. Accordingly, the National Forest System (NFS) has been mandated to assess the role of disturbance (harvests, fires, insects, etc.) on carbon storage in each of its planning units. We have developed a process which combines 1990-era maps of forest structure and composition with high-quality maps of subsequent disturbance type and magnitude to track the impact of disturbance on carbon storage. This process, called the Forest Carbon Management Framework (ForCaMF), uses the maps to apply empirically calibrated carbon dynamics built into a widely used management tool, the Forest Vegetation Simulator (FVS). While ForCaMF offers locally specific insights into the effect of historical or hypothetical disturbance trends on carbon storage, its dependence upon the interaction of several maps and a carbon model poses a complex challenge in terms of tracking uncertainty. Monte Carlo analysis is an attractive option for tracking the combined effects of error in several constituent inputs as they impact overall uncertainty. Monte Carlo methods iteratively simulate alternative values for each input and quantify how much outputs vary as a result. Variation of each input is controlled by a Probability Density Function (PDF). We introduce a technique called "PDF Weaving," which constructs PDFs that ensure that simulated uncertainty precisely aligns with uncertainty estimates that can be derived from inventory data. This hard link with inventory data (derived in this case from FIA - the US Forest Service Forest Inventory and Analysis program) both provides empirical calibration and establishes consistency with other types of assessments (e.g., habitat and water) for which NFS depends upon FIA data. Results from the NFS Northern Region will be used to illustrate PDF weaving and insights gained from ForCaMF about the role of disturbance in carbon storage.

A Validation Summary of the NCC Turbulent Reacting/non-reacting Spray Computations

NASA Technical Reports Server (NTRS)

Raju, M. S.; Liu, N.-S. (Technical Monitor)

2000-01-01

This pper provides a validation summary of the spray computations performed as a part of the NCC (National Combustion Code) development activity. NCC is being developed with the aim of advancing the current prediction tools used in the design of advanced technology combustors based on the multidimensional computational methods. The solution procedure combines the novelty of the application of the scalar Monte Carlo PDF (Probability Density Function) method to the modeling of turbulent spray flames with the ability to perform the computations on unstructured grids with parallel computing. The calculation procedure was applied to predict the flow properties of three different spray cases. One is a nonswirling unconfined reacting spray, the second is a nonswirling unconfined nonreacting spray, and the third is a confined swirl-stabilized spray flame. The comparisons involving both gas-phase and droplet velocities, droplet size distributions, and gas-phase temperatures show reasonable agreement with the available experimental data. The comparisons involve both the results obtained from the use of the Monte Carlo PDF method as well as those obtained from the conventional computational fluid dynamics (CFD) solution. Detailed comparisons in the case of a reacting nonswirling spray clearly highlight the importance of chemistry/turbulence interactions in the modeling of reacting sprays. The results from the PDF and non-PDF methods were found to be markedly different and the PDF solution is closer to the reported experimental data. The PDF computations predict that most of the combustion occurs in a predominantly diffusion-flame environment. However, the non-PDF solution predicts incorrectly that the combustion occurs in a predominantly vaporization-controlled regime. The Monte Carlo temperature distribution shows that the functional form of the PDF for the temperature fluctuations varies substantially from point to point. The results also bring to the fore some of the deficiencies associated with the use of assumed-shape PDF methods in spray computations.

Robust location and spread measures for nonparametric probability density function estimation.

PubMed

López-Rubio, Ezequiel

2009-10-01

Robustness against outliers is a desirable property of any unsupervised learning scheme. In particular, probability density estimators benefit from incorporating this feature. A possible strategy to achieve this goal is to substitute the sample mean and the sample covariance matrix by more robust location and spread estimators. Here we use the L1-median to develop a nonparametric probability density function (PDF) estimator. We prove its most relevant properties, and we show its performance in density estimation and classification applications.

Monte Carlo decision curve analysis using aggregate data.

PubMed

Hozo, Iztok; Tsalatsanis, Athanasios; Djulbegovic, Benjamin

2017-02-01

Decision curve analysis (DCA) is an increasingly used method for evaluating diagnostic tests and predictive models, but its application requires individual patient data. The Monte Carlo (MC) method can be used to simulate probabilities and outcomes of individual patients and offers an attractive option for application of DCA. We constructed a MC decision model to simulate individual probabilities of outcomes of interest. These probabilities were contrasted against the threshold probability at which a decision-maker is indifferent between key management strategies: treat all, treat none or use predictive model to guide treatment. We compared the results of DCA with MC simulated data against the results of DCA based on actual individual patient data for three decision models published in the literature: (i) statins for primary prevention of cardiovascular disease, (ii) hospice referral for terminally ill patients and (iii) prostate cancer surgery. The results of MC DCA and patient data DCA were identical. To the extent that patient data DCA were used to inform decisions about statin use, referral to hospice or prostate surgery, the results indicate that MC DCA could have also been used. As long as the aggregate parameters on distribution of the probability of outcomes and treatment effects are accurately described in the published reports, the MC DCA will generate indistinguishable results from individual patient data DCA. We provide a simple, easy-to-use model, which can facilitate wider use of DCA and better evaluation of diagnostic tests and predictive models that rely only on aggregate data reported in the literature. © 2017 Stichting European Society for Clinical Investigation Journal Foundation.

Accuracy and borehole influences in pulsed neutron gamma density logging while drilling.

PubMed

Yu, Huawei; Sun, Jianmeng; Wang, Jiaxin; Gardner, Robin P

2011-09-01

A new pulsed neutron gamma density (NGD) logging has been developed to replace radioactive chemical sources in oil logging tools. The present paper describes studies of near and far density measurement accuracy of NGD logging at two spacings and the borehole influences using Monte-Carlo simulation. The results show that the accuracy of near density is not as good as far density. It is difficult to correct this for borehole effects by using conventional methods because both near and far density measurement is significantly sensitive to standoffs and mud properties. Copyright © 2011 Elsevier Ltd. All rights reserved.

Coupled Monte Carlo Probability Density Function/ SPRAY/CFD Code Developed for Modeling Gas-Turbine Combustor Flows

NASA Technical Reports Server (NTRS)

1995-01-01

The success of any solution methodology for studying gas-turbine combustor flows depends a great deal on how well it can model various complex, rate-controlling processes associated with turbulent transport, mixing, chemical kinetics, evaporation and spreading rates of the spray, convective and radiative heat transfer, and other phenomena. These phenomena often strongly interact with each other at disparate time and length scales. In particular, turbulence plays an important role in determining the rates of mass and heat transfer, chemical reactions, and evaporation in many practical combustion devices. Turbulence manifests its influence in a diffusion flame in several forms depending on how turbulence interacts with various flame scales. These forms range from the so-called wrinkled, or stretched, flamelets regime, to the distributed combustion regime. Conventional turbulence closure models have difficulty in treating highly nonlinear reaction rates. A solution procedure based on the joint composition probability density function (PDF) approach holds the promise of modeling various important combustion phenomena relevant to practical combustion devices such as extinction, blowoff limits, and emissions predictions because it can handle the nonlinear chemical reaction rates without any approximation. In this approach, mean and turbulence gas-phase velocity fields are determined from a standard turbulence model; the joint composition field of species and enthalpy are determined from the solution of a modeled PDF transport equation; and a Lagrangian-based dilute spray model is used for the liquid-phase representation with appropriate consideration of the exchanges of mass, momentum, and energy between the two phases. The PDF transport equation is solved by a Monte Carlo method, and existing state-of-the-art numerical representations are used to solve the mean gasphase velocity and turbulence fields together with the liquid-phase equations. The joint composition PDF approach was extended in our previous work to the study of compressible reacting flows. The application of this method to several supersonic diffusion flames associated with scramjet combustor flow fields provided favorable comparisons with the available experimental data. A further extension of this approach to spray flames, three-dimensional computations, and parallel computing was reported in a recent paper. The recently developed PDF/SPRAY/computational fluid dynamics (CFD) module combines the novelty of the joint composition PDF approach with the ability to run on parallel architectures. This algorithm was implemented on the NASA Lewis Research Center's Cray T3D, a massively parallel computer with an aggregate of 64 processor elements. The calculation procedure was applied to predict the flow properties of both open and confined swirl-stabilized spray flames.

Space shuttle solid rocket booster recovery system definition, volume 1

NASA Technical Reports Server (NTRS)

1973-01-01

The performance requirements, preliminary designs, and development program plans for an airborne recovery system for the space shuttle solid rocket booster are discussed. The analyses performed during the study phase of the program are presented. The basic considerations which established the system configuration are defined. A Monte Carlo statistical technique using random sampling of the probability distribution for the critical water impact parameters was used to determine the failure probability of each solid rocket booster component as functions of impact velocity and component strength capability.

Technology Development Risk Assessment for Space Transportation Systems

NASA Technical Reports Server (NTRS)

Mathias, Donovan L.; Godsell, Aga M.; Go, Susie

2006-01-01

A new approach for assessing development risk associated with technology development projects is presented. The method represents technology evolution in terms of sector-specific discrete development stages. A Monte Carlo simulation is used to generate development probability distributions based on statistical models of the discrete transitions. Development risk is derived from the resulting probability distributions and specific program requirements. Two sample cases are discussed to illustrate the approach, a single rocket engine development and a three-technology space transportation portfolio.

Monte-Carlo Modeling of the Prompt Radiation Emitted by a Nuclear Device in the National Capital Region, Revision 1

DTIC Science & Technology

2016-08-10

Anno, et al. 2003). The asymptomatic level (0.75 Gy) is considered the lower dose threshold of the presence of symptoms from acute radiation ...high probability of acute injury due to prompt radiation (shown in yellow, > 0.75-Gy equivalent dose) and low probability of acute injury from prompt...of an urban nuclear-weapon detonation as associated with the possibility of acute , deterministic radiation effects. Equivalent-dose calculations for

Gutzwiller Monte Carlo approach for a critical dissipative spin model

NASA Astrophysics Data System (ADS)

Casteels, Wim; Wilson, Ryan M.; Wouters, Michiel

2018-06-01

We use the Gutzwiller Monte Carlo approach to simulate the dissipative X Y Z model in the vicinity of a dissipative phase transition. This approach captures classical spatial correlations together with the full on-site quantum behavior while neglecting nonlocal quantum effects. By considering finite two-dimensional lattices of various sizes, we identify a ferromagnetic and two paramagnetic phases, in agreement with earlier studies. The greatly reduced numerical complexity of the Gutzwiller Monte Carlo approach facilitates efficient simulation of relatively large lattice sizes. The inclusion of the spatial correlations allows to capture parts of the phase diagram that are completely missed by the widely applied Gutzwiller decoupling of the density matrix.

The Forecast Interpretation Tool—a Monte Carlo technique for blending climatic distributions with probabilistic forecasts

USGS Publications Warehouse

Husak, Gregory J.; Michaelsen, Joel; Kyriakidis, P.; Verdin, James P.; Funk, Chris; Galu, Gideon

2011-01-01

Probabilistic forecasts are produced from a variety of outlets to help predict rainfall, and other meteorological events, for periods of 1 month or more. Such forecasts are expressed as probabilities of a rainfall event, e.g. being in the upper, middle, or lower third of the relevant distribution of rainfall in the region. The impact of these forecasts on the expectation for the event is not always clear or easily conveyed. This article proposes a technique based on Monte Carlo simulation for adjusting existing climatologic statistical parameters to match forecast information, resulting in new parameters defining the probability of events for the forecast interval. The resulting parameters are shown to approximate the forecasts with reasonable accuracy. To show the value of the technique as an application for seasonal rainfall, it is used with consensus forecast developed for the Greater Horn of Africa for the 2009 March-April-May season. An alternative, analytical approach is also proposed, and discussed in comparison to the first simulation-based technique.

Magnetization switching process in a torus nanoring with easy-plane surface anisotropy

NASA Astrophysics Data System (ADS)

Alzate-Cardona, J. D.; Sabogal-Suárez, D.; Restrepo-Parra, E.

2017-11-01

We have studied the effects of surface shape anisotropy in the magnetization behavior of a torus nanoring by means of Monte Carlo simulations. Stable states (vortex and reverse vortex states) and metastable states (onion and asymmetric onion states) were found in the torus nanoring. The probability of occurrence of the metastable states (stable states) tends to decrease (increase) as the amount of Monte Carlo steps per spin, temperature steps and negative values of the anisotropy constant increase. We evaluated under which conditions it is possible to switch the magnetic state of the torus nanoring from a vortex to a reverse vortex state by applying a circular magnetic field at certain temperature interval. The switching probability (from a vortex to a reverse vortex state) depends on the value of the current intensity, which generates the circular magnetic field, and the temperature interval where the magnetic field is applied. There is a linear relationship between the current intensity and the minimum temperature interval above which the vortex state can be switched.

Survival estimation and the effects of dependency among animals

USGS Publications Warehouse

Schmutz, Joel A.; Ward, David H.; Sedinger, James S.; Rexstad, Eric A.

1995-01-01

Survival models assume that fates of individuals are independent, yet the robustness of this assumption has been poorly quantified. We examine how empirically derived estimates of the variance of survival rates are affected by dependency in survival probability among individuals. We used Monte Carlo simulations to generate known amounts of dependency among pairs of individuals and analyzed these data with Kaplan-Meier and Cormack-Jolly-Seber models. Dependency significantly increased these empirical variances as compared to theoretically derived estimates of variance from the same populations. Using resighting data from 168 pairs of black brant, we used a resampling procedure and program RELEASE to estimate empirical and mean theoretical variances. We estimated that the relationship between paired individuals caused the empirical variance of the survival rate to be 155% larger than the empirical variance for unpaired individuals. Monte Carlo simulations and use of this resampling strategy can provide investigators with information on how robust their data are to this common assumption of independent survival probabilities.

Current state and projection of the probable original vegetation of the São Carlos region of São Paulo State, Brazil.

PubMed

Soares, J J; da Silva, D W; Lima, M I

2003-08-01

A map of the native vegetation remaining in São Carlos County was built based on aerial images, satellite images, and field observations, and a projection of the probable original vegetation was made by checking it against soil and relief surveys. The existing vegetation is very fragmented and improverished, consisting predominantly of cerrados (savanna vegetation of various physiognomies), semideciduous and riparian forest, and regeneration areas. Araucaria angustifolia (Bertol.) Kuntze, found in patches inside the semideciduous forest beginning at a minimum altitude of 850 m, has practically disappeared. By evaluating areas on the map for different forms of vegetation, we obtained the following results for original coverage: 27% cerrado (sparsely arboreal and short-shrub savanna, and wet meadows); 16% cerradão (arboreal savanna); 55% semideciduous and riparian forests; and 2% forest with A. angustifolia. There are now 2% cerrados; 2.5% cerradão; 1% semideciduous forest and riparian forests; 1.5% regeneration areas; and 0% forest with A. angustifolia.