135 resultados para Simulations de Monte-Carlo


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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.

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Noninvasive or minimally invasive identification of sentinel lymph node (SLN) is essential to reduce the surgical effects of SLN biopsy. Photoacoustic (PA) imaging of SLN in animal models has shown its promise for clinical use in the future. Here, we present a Monte Carlo simulation for light transport in the SLN for various light delivery configurations with a clinical ultrasound probe. Our simulation assumes a realistic tissue layer model and also can handle the transmission/reflectance at SLN-tissue boundary due to the mismatch of refractive index. Various light incidence angles show that for deeply situated SLNs the maximum absorption of light in the SLN is for normal incidence. We also show that if a part of the diffused reflected photons is reflected back into the skin using a reflector, the absorption of light in the SLN can be increased significantly to enhance the PA signal. (C) 2013 Society of Photo-Optical Instrumentation Engineers (SPIE)

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The present work deals with the prediction of stiffness of an Indian nanoclay-reinforced polypropylene composite (that can be termed as a nanocomposite) using a Monte Carlo finite element analysis (FEA) technique. Nanocomposite samples are at first prepared in the laboratory using a torque rheometer for achieving desirable dispersion of nanoclay during master batch preparation followed up with extrusion for the fabrication of tensile test dog-bone specimens. It has been observed through SEM (scanning electron microscopy) images of the prepared nanocomposite containing a given percentage (3–9% by weight) of the considered nanoclay that nanoclay platelets tend to remain in clusters. By ascertaining the average size of these nanoclay clusters from the images mentioned, a planar finite element model is created in which nanoclay groups and polymer matrix are modeled as separate entities assuming a given homogeneous distribution of the nanoclay clusters. Using a Monte Carlo simulation procedure, the distribution of nanoclay is varied randomly in an automated manner in a commercial FEA code, and virtual tensile tests are performed for computing the linear stiffness for each case. Values of computed stiffness modulus of highest frequency for nanocomposites with different nanoclay contents correspond well with the experimentally obtained measures of stiffness establishing the effectiveness of the present approach for further applications.

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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.

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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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Adsorption of n-alkane mixtures in the zeolite LTA-5A under liquid-phase conditions has been studied using grand canonical Monte Carlo (GCMC) simulations combined with parallel tempering. Normal GCMC techniques fail for some of these systems due to the preference of linear molecules to coil within a single cage in the zeolite. The narrow zeolite windows severerly restrict interactions of the molecules, making it difficult to simulate cooperative rearrangements necessary to explore configuration space. Because of these reasons, normal GCMC simulations results show poor reproducibility in some cases. These problems were overcome with parallel tempering techniques. Even with parallel tempering, these are very challenging systems for molecular simulation. Similar problems may arise for other zeolites such as CHA, AFX, ERI, KFI, and RHO having cages connected by narrow windows. The simulations capture the complex selectivity behavior observed in experiments such as selectivity inversion and azeotrope formation.

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We study by means of experiments and Monte Carlo simulations, the scattering of light in random media, to determine the distance up to which photons travel along almost undeviated paths within a scattering medium, and are therefore capable of casting a shadow of an opaque inclusion embedded within the medium. Such photons are isolated by polarisation discrimination wherein the plane of linear polarisation of the input light is continuously rotated and the polarisation preserving component of the emerging light is extracted by means of a Fourier transform. This technique is a software implementation of lock-in detection. We find that images may be recovered to a depth far in excess of that predicted by the diffusion theory of photon propagation. To understand our experimental results, we perform Monte Carlo simulations to model the random walk behaviour of the multiply scattered photons. We present a. new definition of a diffusing photon in terms of the memory of its initial direction of propagation, which we then quantify in terms of an angular correlation function. This redefinition yields the penetration depth of the polarisation preserving photons. Based on these results, we have formulated a model to understand shadow formation in a turbid medium, the predictions of which are in good agreement with our experimental results.

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Possible integration of Single Electron Transistor (SET) with CMOS technology is making the study of semiconductor SET more important than the metallic SET and consequently, the study of energy quantization effects on semiconductor SET devices and circuits is gaining significance. In this paper, for the first time, the effects of energy quantization on SET inverter performance are examined through analytical modeling and Monte Carlo simulations. It is observed that the primary effect of energy quantization is to change the Coulomb Blockade region and drain current of SET devices and as a result affects the noise margin, power dissipation, and the propagation delay of SET inverter. A new model for the noise margin of SET inverter is proposed which includes the energy quantization effects. Using the noise margin as a metric, the robustness of SET inverter is studied against the effects of energy quantization. It is shown that SET inverter designed with CT : CG = 1/3 (where CT and CG are tunnel junction and gate capacitances respectively) offers maximum robustness against energy quantization.

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The LISA Parameter Estimation Taskforce was formed in September 2007 to provide the LISA Project with vetted codes, source distribution models and results related to parameter estimation. The Taskforce's goal is to be able to quickly calculate the impact of any mission design changes on LISA's science capabilities, based on reasonable estimates of the distribution of astrophysical sources in the universe. This paper describes our Taskforce's work on massive black-hole binaries (MBHBs). Given present uncertainties in the formation history of MBHBs, we adopt four different population models, based on (i) whether the initial black-hole seeds are small or large and (ii) whether accretion is efficient or inefficient at spinning up the holes. We compare four largely independent codes for calculating LISA's parameter-estimation capabilities. All codes are based on the Fisher-matrix approximation, but in the past they used somewhat different signal models, source parametrizations and noise curves. We show that once these differences are removed, the four codes give results in extremely close agreement with each other. Using a code that includes both spin precession and higher harmonics in the gravitational-wave signal, we carry out Monte Carlo simulations and determine the number of events that can be detected and accurately localized in our four population models.

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A strong-coupling expansion for the Green's functions, self-energies, and correlation functions of the Bose-Hubbard model is developed. We illustrate the general formalism, which includes all possible (normal-phase) inhomogeneous effects in the formalism, such as disorder or a trap potential, as well as effects of thermal excitations. The expansion is then employed to calculate the momentum distribution of the bosons in the Mott phase for an infinite homogeneous periodic system at zero temperature through third order in the hopping. By using scaling theory for the critical behavior at zero momentum and at the critical value of the hopping for the Mott insulator–to–superfluid transition along with a generalization of the random-phase-approximation-like form for the momentum distribution, we are able to extrapolate the series to infinite order and produce very accurate quantitative results for the momentum distribution in a simple functional form for one, two, and three dimensions. The accuracy is better in higher dimensions and is on the order of a few percent relative error everywhere except close to the critical value of the hopping divided by the on-site repulsion. In addition, we find simple phenomenological expressions for the Mott-phase lobes in two and three dimensions which are much more accurate than the truncated strong-coupling expansions and any other analytic approximation we are aware of. The strong-coupling expansions and scaling-theory results are benchmarked against numerically exact quantum Monte Carlo simulations in two and three dimensions and against density-matrix renormalization-group calculations in one dimension. These analytic expressions will be useful for quick comparison of experimental results to theory and in many cases can bypass the need for expensive numerical simulations.

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In this paper, for the first time, the effects of energy quantization on single electron transistor (SET) inverter performance are analyzed through analytical modeling and Monte Carlo simulations. It is shown that energy quantization mainly changes the Coulomb blockade region and drain current of SET devices and thus affects the noise margin, power dissipation, and the propagation delay of SET inverter. A new analytical model for the noise margin of SET inverter is proposed which includes the energy quantization effects. Using the noise margin as a metric, the robustness of SET inverter is studied against the effects of energy quantization. A compact expression is developed for a novel parameter quantization threshold which is introduced for the first time in this paper. Quantization threshold explicitly defines the maximum energy quantization that an SET inverter logic circuit can withstand before its noise margin falls below a specified tolerance level. It is found that SET inverter designed with CT:CG=1/3 (where CT and CG are tunnel junction and gate capacitances, respectively) offers maximum robustness against energy quantization.

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The current-biased single electron transistor (SET) (CBS) is an integral part of almost all hybrid CMOS SET circuits. In this paper, for the first time, the effects of energy quantization on the performance of CBS-based circuits are studied through analytical modeling and Monte Carlo simulations. It is demonstrated that energy quantization has no impact on the gain of the CBS characteristics, although it changes the output voltage levels and oscillation periodicity. The effects of energy quantization are further studied for two circuits: negative differential resistance (NDR) and neuron cell, which use the CBS. A new model for the conductance of NDR characteristics is also formulated that includes the energy quantization term.

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The influence of chemical specificity of hydrophilic surfaces on the structure of confined water in the subnanometer regime is investigated using grand canonical Monte Carlo Simulations. The structural variations for water confined between hydroxylated silica surfaces are contrasted with water confined between mica surfaces. Although both surfaces are hydrophilic, our Study shows that hydration of potassium ions on the mica surface has a strong influence on the water Structure and solvation force response of confined water. In contrast to the disrupted hydrogen bond network observed for water confined between Mica Surfaces, water between silica surfaces retains its hydrogen bond network displaying bulklike structural features down to surface separations as small as 0.45 nm. Hydrogen bonding of all invariant contact water layer with the surface silanol groups aids in maintaining a constant number of hydrogen bonds per water molecule for the silica surfaces. As a consequence water depletion and rearrangement upon decreasing confinement is a strong function of the hydrophilic surface specificity, particularly at smaller separations. An oscillatory solvation force response is only observed for water confined between Silica surfaces, and bulklike features are observed for both Surfaces above a surface separation of about 1.2 nm. We evaluate and contrast the water density, dipole moment distributions, pi pair correlation functions, and solvation forces as a function of the surface separation.

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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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In recent years, spatial variability modeling of soil parameters using random field theory has gained distinct importance in geotechnical analysis. In the present Study, commercially available finite difference numerical code FLAC 5.0 is used for modeling the permeability parameter as spatially correlated log-normally distributed random variable and its influence on the steady state seepage flow and on the slope stability analysis are studied. Considering the case of a 5.0 m high cohesive-frictional soil slope of 30 degrees, a range of coefficients of variation (CoV%) from 60 to 90% in the permeability Values, and taking different values of correlation distance in the range of 0.5-15 m, parametric studies, using Monte Carlo simulations, are performed to study the following three aspects, i.e., (i) effect ostochastic soil permeability on the statistics of seepage flow in comparison to the analytic (Dupuit's) solution available for the uniformly constant permeability property; (ii) strain and deformation pattern, and (iii) stability of the given slope assessed in terms of factor of safety (FS). The results obtained in this study are useful to understand the role of permeability variations in slope stability analysis under different slope conditions and material properties. (C) 2009 Elsevier B.V. All rights reserved.