37 resultados para Sequential Monte Carlo


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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.

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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)

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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.

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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.

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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.

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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.

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Many problems of state estimation in structural dynamics permit a partitioning of system states into nonlinear and conditionally linear substructures. This enables a part of the problem to be solved exactly, using the Kalman filter, and the remainder using Monte Carlo simulations. The present study develops an algorithm that combines sequential importance sampling based particle filtering with Kalman filtering to a fairly general form of process equations and demonstrates the application of a substructuring scheme to problems of hidden state estimation in structures with local nonlinearities, response sensitivity model updating in nonlinear systems, and characterization of residual displacements in instrumented inelastic structures. The paper also theoretically demonstrates that the sampling variance associated with the substructuring scheme used does not exceed the sampling variance corresponding to the Monte Carlo filtering without substructuring. (C) 2012 Elsevier Ltd. All rights reserved.