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.

Monte Carlo simulation of light transport in turbid medium with embedded object-spherical, cylindrical, ellipsoidal, or cuboidal objects embedded within multilayered tissues

Monte Carlo modeling of light transport in multilayered tissue (MCML) is modified to incorporate objects of various shapes (sphere, ellipsoid, cylinder, or cuboid) with a refractive-index mismatched boundary. These geometries would be useful for modeling lymph nodes, tumors, blood vessels, capillaries, bones, the head, and other body parts. Mesh-based Monte Carlo (MMC) has also been used to compare the results from the MCML with embedded objects (MCML-EO). Our simulation assumes a realistic tissue model and can also handle the transmission/reflection at the object-tissue boundary due to the mismatch of the refractive index. Simulation of MCML-EO takes a few seconds, whereas MMC takes nearly an hour for the same geometry and optical properties. Contour plots of fluence distribution from MCML-EO and MMC correlate well. This study assists one to decide on the tool to use for modeling light propagation in biological tissue with objects of regular shapes embedded in it. For irregular inhomogeneity in the model (tissue), MMC has to be used. If the embedded objects (inhomogeneity) are of regular geometry (shapes), then MCML-EO is a better option, as simulations like Raman scattering, fluorescent imaging, and optical coherence tomography are currently possible only with MCML. (C) 2014 Society of Photo-Optical Instrumentation Engineers (SPIE)

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.

Experimentally validated Raman Monte Carlo simulation for a cuboid object to obtain Raman spectroscopic signatures for hidden material

In conventional Raman spectroscopic measurements of liquids or surfaces the preferred geometry for detection of the Raman signal is the backscattering (or reflection) mode. For non-transparent layered materials, sub-surface Raman signals have been retrieved using spatially offset Raman spectroscopy (SORS), usually with light collection in the same plane as the point of excitation. However, as a result of multiple scattering in a turbid medium, Raman photons will be emitted in all directions. In this study, Monte Carlo simulations for a three-dimensional layered sample with finite geometry have been performed to confirm the detectability of Raman signals at all angles and at all sides of the object. We considered a non-transparent cuboid container (high density polyethylene) with explosive material (ammonium nitrate) inside. The simulation results were validated with experimental Raman intensities. Monte Carlo simulation results reveal that the ratio of sub-surface to surface signals improves at geometries other than backscattering. In addition, we demonstrate through simulations the effects of the absorption and scattering coefficients of the layers, and that of the diameter of the excitation beam. The advantage of collecting light from all possible 4 angles, over other collection modes, is that this technique is not geometry specific and molecular identification of layers underneath non-transparent surfaces can be obtained with minimal interference from the surface layer. To what extent all sides of the object will contribute to the total signal will depend on the absorption and scattering coefficients and the physical dimensions. Copyright (c) 2015 John Wiley & Sons, Ltd.

Dynamical cluster approximation: Nonlocal dynamics of correlated electron systems

We recently introduced the dynamical cluster approximation (DCA), a technique that includes short-ranged dynamical correlations in addition to the local dynamics of the dynamical mean-field approximation while preserving causality. The technique is based on an iterative self-consistency scheme on a finite-size periodic cluster. The dynamical mean-field approximation (exact result) is obtained by taking the cluster to a single site (the thermodynamic limit). Here, we provide details of our method, explicitly show that it is causal, systematic, Phi derivable, and that it becomes conserving as the cluster size increases. We demonstrate the DCA by applying it to a quantum Monte Carlo and exact enumeration study of the two-dimensional Falicov-Kimball model. The resulting spectral functions preserve causality, and the spectra and the charge-density-wave transition temperature converge quickly and systematically to the thermodynamic limit as the cluster size increases.

A kinetic Ising model study of dynamical correlations in confined fluids: Emergence of both fast and slow time scales

Experiments and computer simulation studies have revealed existence of rich dynamics in the orientational relaxation of molecules in confined systems such as water in reverse micelles, cyclodextrin cavities, and nanotubes. Here we introduce a novel finite length one dimensional Ising model to investigate the propagation and the annihilation of dynamical correlations in finite systems and to understand the intriguing shortening of the orientational relaxation time that has been reported for small sized reverse micelles. In our finite sized model, the two spins at the two end cells are oriented in the opposite directions to mimic the effects of surface that in real system fixes water orientation in the opposite directions. This produces opposite polarizations to propagate inside from the surface and to produce bulklike condition at the center. This model can be solved analytically for short chains. For long chains, we solve the model numerically with Glauber spin flip dynamics (and also with Metropolis single-spin flip Monte Carlo algorithm). We show that model nicely reproduces many of the features observed in experiments. Due to the destructive interference among correlations that propagate from the surface to the core, one of the rotational relaxation time components decays faster than the bulk. In general, the relaxation of spins is nonexponential due to the interplay between various interactions. In the limit of strong coupling between the spins or in the limit of low temperature, the nature of relaxation of the spins undergoes a qualitative change with the emergence of a homogeneous dynamics where decay is predominantly exponential, again in agreement with experiments. (C) 2010 American Institute of Physics. doi: 10.1063/1.3474948]

QCD with dynamical Wilson fermions. II

We present results for the QCD spectrum and the matrix elements of scalar and axial-vector densities at β=6/g2=5.4, 5.5, 5.6. The lattice update was done using the hybrid Monte Carlo algorithm to include two flavors of dynamical Wilson fermions. We have explored quark masses in the range ms≤mq≤3ms. The results for the spectrum are similar to quenched simulations and mass ratios are consistent with phenomenological heavy-quark models. The results for matrix elements of the scalar density show that the contribution of sea quarks is comparable to that of the valence quarks. This has important implications for the pion-nucleon σ term.

Cell-dynamical simulation of magnetic hysteresis in the two-dimensional Ising system

We present results from numerical simulations using a ‘‘cell-dynamical system’’ to obtain solutions to the time-dependent Ginzburg-Landau equation for a scalar, two-dimensional (2D), (Φ2)2 model in the presence of a sinusoidal external magnetic field. Our results confirm a recent scaling law proposed by Rao, Krishnamurthy, and Pandit [Phys. Rev. B 42, 856 (1990)], and are also in excellent agreement with recent Monte Carlo simulations of hysteretic behavior of 2D Ising spins by Lo and Pelcovits [Phys. Rev. A 42, 7471 (1990)].

Time variant reliability model updating in instrumented dynamical systems based on Girsanov's transformation

The problem of updating the reliability of instrumented structures based on measured response under random dynamic loading is considered. A solution strategy within the framework of Monte Carlo simulation based dynamic state estimation method and Girsanov's transformation for variance reduction is developed. For linear Gaussian state space models, the solution is developed based on continuous version of the Kalman filter, while, for non-linear and (or) non-Gaussian state space models, bootstrap particle filters are adopted. The controls to implement the Girsanov transformation are developed by solving a constrained non-linear optimization problem. Numerical illustrations include studies on a multi degree of freedom linear system and non-linear systems with geometric and (or) hereditary non-linearities and non-stationary random excitations.

Time variant reliability model updating in instrumented dynamical systems based on Girsanov’s transformation

The problem of updating the reliability of instrumented structures based on measured response under random dynamic loading is considered. A solution strategy within the framework of Monte Carlo simulation based dynamic state estimation method and Girsanov’s transformation for variance reduction is developed. For linear Gaussian state space models, the solution is developed based on continuous version of the Kalman filter, while, for non-linear and (or) non-Gaussian state space models, bootstrap particle filters are adopted. The controls to implement the Girsanov transformation are developed by solving a constrained non-linear optimization problem. Numerical illustrations include studies on a multi degree of freedom linear system and non-linear systems with geometric and (or) hereditary non-linearities and non-stationary random excitations.

Weakly corrected numerical solutions to stochastically driven nonlinear dynamical systems

A method to weakly correct the solutions of stochastically driven nonlinear dynamical systems, herein numerically approximated through the Eule-Maruyama (EM) time-marching map, is proposed. An essential feature of the method is a change of measures that aims at rendering the EM-approximated solution measurable with respect to the filtration generated by an appropriately defined error process. Using Ito's formula and adopting a Monte Carlo (MC) setup, it is shown that the correction term may be additively applied to the realizations of the numerically integrated trajectories. Numerical evidence, presently gathered via applications of the proposed method to a few nonlinear mechanical oscillators and a semi-discrete form of a 1-D Burger's equation, lends credence to the remarkably improved numerical accuracy of the corrected solutions even with relatively large time step sizes. (C) 2015 Elsevier Inc. All rights reserved.

An Ensemble Kushner-Stratonovich-Poisson Filter for Recursive Estimation in Nonlinear Dynamical Systems

We propose a Monte Carlo filter for recursive estimation of diffusive processes that modulate the instantaneous rates of Poisson measurements. A key aspect is the additive update, through a gain-like correction term, empirically approximated from the innovation integral in the time-discretized Kushner-Stratonovich equation. The additive filter-update scheme eliminates the problem of particle collapse encountered in many conventional particle filters. Through a few numerical demonstrations, the versatility of the proposed filter is brought forth.

A semi-analytical particle filter for identification of nonlinear oscillators

Particle filters find important applications in the problems of state and parameter estimations of dynamical systems of engineering interest. Since a typical filtering algorithm involves Monte Carlo simulations of the process equations, sample variance of the estimator is inversely proportional to the number of particles. The sample variance may be reduced if one uses a Rao-Blackwell marginalization of states and performs analytical computations as much as possible. In this work, we propose a semi-analytical particle filter, requiring no Rao-Blackwell marginalization, for state and parameter estimations of nonlinear dynamical systems with additively Gaussian process/observation noises. Through local linearizations of the nonlinear drift fields in the process/observation equations via explicit Ito-Taylor expansions, the given nonlinear system is transformed into an ensemble of locally linearized systems. Using the most recent observation, conditionally Gaussian posterior density functions of the linearized systems are analytically obtained through the Kalman filter. This information is further exploited within the particle filter algorithm for obtaining samples from the optimal posterior density of the states. The potential of the method in state/parameter estimations is demonstrated through numerical illustrations for a few nonlinear oscillators. The proposed filter is found to yield estimates with reduced sample variance and improved accuracy vis-a-vis results from a form of sequential importance sampling filter.

Reliability models for existing structures based on dynamic state estimation and data based asymptotic extreme value analysis

The problem of time variant reliability analysis of existing structures subjected to stationary random dynamic excitations is considered. The study assumes that samples of dynamic response of the structure, under the action of external excitations, have been measured at a set of sparse points on the structure. The utilization of these measurements m in updating reliability models, postulated prior to making any measurements, is considered. This is achieved by using dynamic state estimation methods which combine results from Markov process theory and Bayes' theorem. The uncertainties present in measurements as well as in the postulated model for the structural behaviour are accounted for. The samples of external excitations are taken to emanate from known stochastic models and allowance is made for ability (or lack of it) to measure the applied excitations. The future reliability of the structure is modeled using expected structural response conditioned on all the measurements made. This expected response is shown to have a time varying mean and a random component that can be treated as being weakly stationary. For linear systems, an approximate analytical solution for the problem of reliability model updating is obtained by combining theories of discrete Kalman filter and level crossing statistics. For the case of nonlinear systems, the problem is tackled by combining particle filtering strategies with data based extreme value analysis. In all these studies, the governing stochastic differential equations are discretized using the strong forms of Ito-Taylor's discretization schemes. The possibility of using conditional simulation strategies, when applied external actions are measured, is also considered. The proposed procedures are exemplifiedmby considering the reliability analysis of a few low-dimensional dynamical systems based on synthetically generated measurement data. The performance of the procedures developed is also assessed based on a limited amount of pertinent Monte Carlo simulations. (C) 2010 Elsevier Ltd. All rights reserved.