A conditionally linearized Monte Carlo filter in non-linear structural dynamics

State and parameter estimations of non-linear dynamical systems, based on incomplete and noisy measurements, are considered using Monte Carlo simulations. Given the measurements. the proposed method obtains the marginalized posterior distribution of an appropriately chosen (ideally small) subset of the state vector using a particle filter. Samples (particles) of the marginalized states are then used to construct a family of conditionally linearized system of equations and thus obtain the posterior distribution of the states using a bank of Kalman filters. Discrete process equations for the marginalized states are derived through truncated Ito-Taylor expansions. Increased analyticity and reduced dispersion of weights computed over a smaller sample space of marginalized states are the key features of the filter that help achieve smaller sample variance of the estimates. Numerical illustrations are provided for state/parameter estimations of a Duffing oscillator and a 3-DOF non-linear oscillator. Performance of the filter in parameter estimation is also assessed using measurements obtained through experiments on simple models in the laboratory. Despite an added computational cost, the results verify that the proposed filter generally produces estimates with lower sample variance over the standard sequential importance sampling (SIS) filter.

Structure, energetics and diffusion properties of isomers of trimethyl benzene in beta zeolite: Uptake and Monte Carlo simulation study

A Monte Carlo study along with experimental uptake measurements of 1,2,3-trimethyl benzene, 1,2,4-trimethyl benzene and 1,3,5-trimethyl benzene (TMB) in beta zeolite is reported. The TraPPE potential has been employed for hydrocarbon interaction and harmonic potential of Demontis for modeling framework of the zeolite. Structure, energetics and dynamics of TMB in zeolite beta from Monte Carlo runs reveal interesting information about the diameter, properties of these isomers on confinement. Of the three isomers, 135TMB is supposed to have the largest diameter. It is seen TraPPE with Demontis potential predicts a restricted motion of 135TMB in the channels of zeolite beta.Experimentally, 135TMB has the highest transport diffusivity whereas MID results suggest this has the lowest self diffusivity. (C) 2009 Elsevier Inc. Ail rights reserved.

Monte Carlo simulation of Ising chains showing several phase transitions

A Monte Carlo simulation of Ising chains with competing short-range and infiniterange interactions has been carried out. Results show that whenever the system does not enter a metastable state, variation of temperature brings about phase transitions in the Ising chain. These phase transitions, except for two sets of interaction strengths, are generally of higher order and involve changes in the long-range order while the short-range order remains unaffected.

Monte carlo simulation for molecular gas dynamics

The dynamics of low-density flows is governed by the Boltzmann equation of the kinetic theory of gases. This is a nonlinear integro-differential equation and, in general, numerical methods must be used to obtain its solution. The present paper, after a brief review of Direct Simulation Monte Carlo (DSMC) methods due to Bird, and Belotserkovskii and Yanitskii, studies the details of theDSMC method of Deshpande for mono as well as multicomponent gases. The present method is a statistical particle-in-cell method and is based upon the Kac-Prigogine master equation which reduces to the Boltzmann equation under the hypothesis of molecular chaos. The proposed Markoff model simulating the collisions uses a Poisson distribution for the number of collisions allowed in cells into which the physical space is divided. The model is then extended to a binary mixture of gases and it is shown that it is necessary to perform the collisions in a certain sequence to obtain unbiased simulation.

Role of molecular reorientation in the vitrification of molecular liquids: A Monte Carlo study of the liquid and glassy states of 2,2-dimethylbutane

The liquid and the glassy phases of 2,2-dimethylbutane have been investigated by isothermal isobaric ensemble Monte Carlo simulation. Thermodynamic Properties and radial distribution functions for both the liquid and the glass have been obtained. The radial distribution functions have been classified into three types based on the accessibility of the group. It has been shown that the structure of the Iiquid and the glass can be understood in terms of the above classification of the radial distribution functions. Molecular reorientation plays an important role in the structural rearrangement accompanying glass formation. As much as 35% of the contribution to the increase in the intermolecular interaction energy on vitrification is due to the reorientation of the neighbouring pairs of molecules. The observed changes in the dimerisation energy and the bonding energy distribution function are consistent with the observed structural changes.

The effect of low intra-sublattice repulsion on phase diagram of YBa2Cu3O6+x: A Monte Carlo simulation study

We report the results of Monte Carlo simulation of the phase diagram and oxygen ordering in YBa2Cu3O6+x for low intra-sublattice repulsion. At low temperatures, apart from tetragonal (T), orthorhombic (OI) and 'double cell' ortho II phases, there is evidence for two additional orthorhombic phases labelled here as OIBAR and OIII. At high temperatures, there was no evidence for the decomposition of the OI phase into the T and OI phases. We find qualitative agreement with experimental observations and cluster-variation method results.

Monte Carlo and molecular dynamics simulation of argon clusters andn-alkanes in the confined regions of zeolites

Geometry and energy of argon clusters confined in zeolite NaCaA are compared with those of free clusters. Results indicate the possible existence of magic numbers among the confined clusters. Spectra obtained from instantaneous normal mode analysis of free and confined clusters give a larger percentage of imaginary frequencies for the latter indicating that the confined cluster atoms populate the saddle points of the potential energy surface significantly. The variation of the percentage of imaginary frequencies with temperature during melting is akin to the variation of other properties. It is shown that confined clusters might exhibit inverse surface melting, unlike medium-to-large-sized free clusters that exhibit surface melting. Configurational-bias Monte Carte (CBMC) simulations of n-alkanes in zeolites Y and A are reported. CBMC method gives reliable estimates of the properties relating to the conformation of molecules. Changes in the conformational properties of n-butane and other longer n-alkanes such as n-hexane and n-heptane when they are confined in different zeolites are presented. The changes in the conformational properties of n-butane and n-hexane with temperature and concentration is discussed. In general, in zeolite Y as well as A, there is significant enhancement of the gauche population as compared to the pure unconfined fluid.

An improved Monte Carlo scheme for simulation of synthesis of nanoparticles in reverse micelles

An improved Monte Carlo technique is presented in this work to simulate nanoparticle formation through a micellar route. The technique builds on the simulation technique proposed by Bandyopadhyaya et al. (Langmuir 2000, 16, 7139) which is general and rigorous but at the same time very computation intensive, so much so that nanoparticle formation in low occupancy systems cannot be simulated in reasonable time. In view of this, several strategies, rationalized by simple mathematical analyses, are proposed to accelerate Monte Carlo simulations. These are elimination of infructuous events, removal of excess reactant postreaction, and use of smaller micelle population a large number of times. Infructuous events include collision of an empty micelle with another empty one or with another one containing only one molecule or only a solid particle. These strategies are incorporated in a new simulation technique which divides the entire micelle population in four classes and shifts micelles from one class to other as the simulation proceeds. The simulation results, throughly tested using chi-square and other tests, show that the predictions of the improved technique remain unchanged, but with more than an order of magnitude decrease in computational effort for some of the simulations reported in the literature. A post priori validation scheme for the correctness of the simulation results has been utilized to propose a new simulation strategy to arrive at converged simulation results with near minimum computational effort.

Monte Carlo simulation of polytypes

Based on the analogy between polytypes and spin-half Ising chains with competing short- and infinite-range interactions, a Monte Carlo simulation of polytypes has been attempted. A general double-layer mechanism connects different states of the polytype chain with about the same probability as the spin-flip mechanism in magnetic Ising chains. It has been possible to simulate various polytypes with periodicities extending up to 12 layers. The Monte Carlo method should be useful in testing different interaction models that may be proposed in the future to describe polytypism.

A Novel Monte-Carlo-Sampling-Based Receiver for Large-Scale Uplink Multiuser MIMO Systems

In this paper, we propose low-complexity algorithms based on Monte Carlo sampling for signal detection and channel estimation on the uplink in large-scale multiuser multiple-input-multiple-output (MIMO) systems with tens to hundreds of antennas at the base station (BS) and a similar number of uplink users. A BS receiver that employs a novel mixed sampling technique (which makes a probabilistic choice between Gibbs sampling and random uniform sampling in each coordinate update) for detection and a Gibbs-sampling-based method for channel estimation is proposed. The algorithm proposed for detection alleviates the stalling problem encountered at high signal-to-noise ratios (SNRs) in conventional Gibbs-sampling-based detection and achieves near-optimal performance in large systems with M-ary quadrature amplitude modulation (M-QAM). A novel ingredient in the detection algorithm that is responsible for achieving near-optimal performance at low complexity is the joint use of a mixed Gibbs sampling (MGS) strategy coupled with a multiple restart (MR) strategy with an efficient restart criterion. Near-optimal detection performance is demonstrated for a large number of BS antennas and users (e. g., 64 and 128 BS antennas and users). The proposed Gibbs-sampling-based channel estimation algorithm refines an initial estimate of the channel obtained during the pilot phase through iterations with the proposed MGS-based detection during the data phase. In time-division duplex systems where channel reciprocity holds, these channel estimates can be used for multiuser MIMO precoding on the downlink. The proposed receiver is shown to achieve good performance and scale well for large dimensions.

Calculation of Chemical Potentials and Occupancies in Clathrate Hydrates through Monte Carlo Molecular Simulations

The flexibility of the water lattice in clathrate hydrates and guest-guest interactions has been shown in previous studies to significantly affect the values of the thermodynamic properties, such as chemical potentials and free energies. Here we describe methods for computing occupancies, chemical potentials, and free energies that account for the flexibility of water lattice and guest-guest interactions in the hydrate phase. The methods are validated for a wide variety of guest molecules, such as methane, ethane, carbon dioxide, and tetrahydrodfuran by comparing the predicted occupancy values of guest molecules with those obtained from isothermal isobaric semigrand Monte Carlo simulations. The proposed methods extend the van der Waals and Platteuw theory for clathrate hydrates, and the Langmuir constant is calculated based on the structure of the empty hydrate lattice. These methods in combination with development of advanced molecular models for water and guest molecules should lead to a more thermodynamically consistent theory for clathrate hydrates.

A Kushner-Stratonovich Monte Carlo filter applied to nonlinear dynamical system identification

A Monte Carlo filter, based on the idea of averaging over characteristics and fashioned after a particle-based time-discretized approximation to the Kushner-Stratonovich (KS) nonlinear filtering equation, is proposed. A key aspect of the new filter is the gain-like additive update, designed to approximate the innovation integral in the KS equation and implemented through an annealing-type iterative procedure, which is aimed at rendering the innovation (observation prediction mismatch) for a given time-step to a zero-mean Brownian increment corresponding to the measurement noise. This may be contrasted with the weight-based multiplicative updates in most particle filters that are known to precipitate the numerical problem of weight collapse within a finite-ensemble setting. A study to estimate the a-priori error bounds in the proposed scheme is undertaken. The numerical evidence, presently gathered from the assessed performance of the proposed and a few other competing filters on a class of nonlinear dynamic system identification and target tracking problems, is suggestive of the remarkably improved convergence and accuracy of the new filter. (C) 2013 Elsevier B.V. All rights reserved.

A Gibbs-ensemble based technique for Monte Carlo simulation of electric double layer capacitors (EDLC) at constant voltage

Current methods for molecular simulations of Electric Double Layer Capacitors (EDLC) have both the electrodes and the electrolyte region in a single simulation box. This necessitates simulation of the electrode-electrolyte region interface. Typical capacitors have macroscopic dimensions where the fraction of the molecules at the electrode-electrolyte region interface is very low. Hence, large systems sizes are needed to minimize the electrode-electrolyte region interfacial effects. To overcome these problems, a new technique based on the Gibbs Ensemble is proposed for simulation of an EDLC. In the proposed technique, each electrode is simulated in a separate simulation box. Application of periodic boundary conditions eliminates the interfacial effects. This in addition to the use of constant voltage ensemble allows for a more convenient comparison of simulation results with experimental measurements on typical EDLCs. (C) 2014 AIP Publishing LLC.

Calculation of three-phase methane-ethane binary clathrate hydrate phase equilibrium from Monte Carlo molecular simulations

Methane and ethane are the simplest hydrocarbon molecules that can form clathrate hydrates. Previous studies have reported methods for calculating the three-phase equilibrium using Monte Carlo simulation methods in systems with a single component in the gas phase. Here we extend those methods to a binary gas mixture of methane and ethane. Methane-ethane system is an interesting one in that the pure components form sII clathrate hydrate whereas a binary mixture of the two can form the sII clathrate. The phase equilibria computed from Monte Carlo simulations show a good agreement with experimental data and are also able to predict the sI-sII structural transition in the clathrate hydrate. This is attributed to the quality of the TIP4P/Ice and TRaPPE models used in the simulations. (C) 2014 Elsevier B.V. All rights reserved.

Probabilistic stress variation studies on composite single lap joint using Monte Carlo simulation

The work presented in this paper involves the stochastic finite element analysis of composite-epoxy adhesive lap joints using Monte Carlo simulation. A set of composite adhesive lap joints were prepared and loaded till failure to obtain their strength. The peel and shear strain in the bond line region at different levels of load were obtained using digital image correlation (DIC). The corresponding stresses were computed assuming a plane strain condition. The finite element model was verified by comparing the numerical and experimental stresses. The stresses exhibited a similar behavior and a good correlation was obtained. Further, the finite element model was used to perform the stochastic analysis using Monte Carlo simulation. The parameters influencing stress distribution were provided as a random input variable and the resulting probabilistic variation of maximum peel and shear stresses were studied. It was found that the adhesive modulus and bond line thickness had significant influence on the maximum stress variation. While the adherend thickness had a major influence, the effect of variation in longitudinal and shear modulus on the stresses was found to be little. (C) 2014 Elsevier Ltd. All rights reserved.