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.

Orientational glassy phases of C60 and neopentane. A Monte Carlo study

Based on an isothermal, isobaric simulation the structure and properties of the plastic crystalline phases of C60 and neopentane have been examined. Instantaneous cooling of the plastic crystalline phases of both C60 and neopentane leads to orientational glassy phases. These are accompanied by significant slowing down of reorientational motion. Constant pressure quench experiments on C60 yield a glass transition temperature of around 80 K.

Monte-Carlo estimation of time-dependent statistical characteristics of random dynamical systems

The problem of estimating the time-dependent statistical characteristics of a random dynamical system is studied under two different settings. In the first, the system dynamics is governed by a differential equation parameterized by a random parameter, while in the second, this is governed by a differential equation with an underlying parameter sequence characterized by a continuous time Markov chain. We propose, for the first time in the literature, stochastic approximation algorithms for estimating various time-dependent process characteristics of the system. In particular, we provide efficient estimators for quantities such as the mean, variance and distribution of the process at any given time as well as the joint distribution and the autocorrelation coefficient at different times. A novel aspect of our approach is that we assume that information on the parameter model (i.e., its distribution in the first case and transition probabilities of the Markov chain in the second) is not available in either case. This is unlike most other work in the literature that assumes availability of such information. Also, most of the prior work in the literature is geared towards analyzing the steady-state system behavior of the random dynamical system while our focus is on analyzing the time-dependent statistical characteristics which are in general difficult to obtain. We prove the almost sure convergence of our stochastic approximation scheme in each case to the true value of the quantity being estimated. We provide a general class of strongly consistent estimators for the aforementioned statistical quantities with regular sample average estimators being a specific instance of these. We also present an application of the proposed scheme on a widely used model in population biology. Numerical experiments in this framework show that the time-dependent process characteristics as obtained using our algorithm in each case exhibit excellent agreement with exact results. (C) 2010 Elsevier Inc. All rights reserved.

An investigation of solid adamantane by a modified isothermal-isobaric ensemble Monte Carlo simulation

Isothermal-isobaric ensemble Monte Carlo simulation studies of adamantane have been carried out at different temperatures. Thermodynamic properties and radial distribution functions calculated by employing a simple potential model based on sitesite interactions show good agreement with experiment and suggest that the solid is orientationally disordered at high temperatures.

A Monte Carlo study of crystal structure transformations

The Metropolis algorithm has been generalized to allow for the variation of shape and size of the MC cell. A calculation using different potentials illustrates how the generalized method can be used for the study of crystal structure transformations. A restricted MC integration in the nine dimensional space of the cell components also leads to the stable structure for the Lennard-Jones potential.

Glass-Transition In Isopentane - A Monte-Carlo Study

Monte Carlo simulations with realistic interaction potentials have been carried out on isopentane to investigate the glass transition. Intermolecular pair-correlation functions of the glass show distinct differences from those of the liquid, the CH-CH pair-correlation function being uniquely different from the other pair-correlation functions. The coordination number of the glass is higher than that of the liquid, and the packing in the glass seems to be mainly governed by the geometrical constraints of the molecule. Annealing affects the properties of the glass significantly.

Monte Carlo simulation of mictomagnets

Monte Carlo simulations of a binary alloy with impurity concentrations between 20 and 45 at.% have been carried out. The proportion of large clusters relative to that of small clusters increases with the number of MC diffusion steps as well as impurity concentration. Magnetic susceptibility peaks become more prominent and occur at higher temperatures with increasing impurity concentration. The different peaks in the susceptibility and specific heat curves seem to correspond to different sized clusters. A freezing model would explain the observed behaviour with the large clusters freezing first and the small clusters contributing to susceptibility (specific heat) peaks at lower temperatures.

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.

Hydrogen Storage Capacity of Carbon-Foams: Grand Canonical Monte Carlo Simulations

Hydrogen storage in the three-dimensional carbon foams is analyzed using classical grand canonical Monte Carlo simulations. The calculated storage capacities of the foams meet the material-based DOE targets and are comparable to the capacities of a bundle of well-separated similar diameter open nanotubes. The pore sizes in the foams are optimized for the best hydrogen uptake. The capacity depends sensitively on the C-H-2 interaction potential, and therefore, the results are presented for its ``weak'' and ``strong'' choices, to offer the lower and upper bounds for the expected capacities. Furthermore, quantum effects on the effective C-H-2 as well as H-2-H-2 interaction potentials are considered. We find that the quantum effects noticeably change the adsorption properties of foams and must be accounted for even at room temperature.

Monte Carlo simulation of low temperature phase diagrams of YBa2Cu3O6+x

We report the results of Monte Carlo simulation of oxygen ordering in the oxygen deficient portion (x<0.5) of YBa2Cu3O6+x at low temperatures. We find qualitative agreement among cluster - variation, Monte Carlo and transfer matrix methods. However, low temperature and ground state simulations clearly indicate the presence of a tetragonal phase. There is also evidence for two second order phase transition lines separating the tetragonal and the �double cell� ortho II phase. The effect of decreasing the inter-chain repulsion on oxygen ordering has also been investigated.

Monte Carlo study of the phase boundary of YBa2Cu3O6 +x

A model hamiltonian previously introduced to study the oxygen ordering is considered. The phase boundary is isolated by studying the relaxation behaviour of the order parameters. Our results are consistent with the published Monte Carlo results except at low temperatures.

Monte Carlo simulation of network formation based on structural fragments in epoxy-anhydride systems

A method combining the Monte Carlo technique and the simple fragment approach has been developed for simulating network formation in amine-catalysed epoxy-anhydride systems. The method affords a detailed insight into the nature and composition of the network, showing the distribution of various fragments. It has been used to characterize the network formation in the reaction of the diglycidyl ester of isophthalic acid with hexahydrophthalic anhydride, catalysed by benzyldimethylamine. Pre-gel properties like number and weight distributions and average molecular weights have been calculated as a function of epoxy conversion, leading to a prediction of the gel-point conversion. Analysis of the simulated network further yields other characteristic properties such as concentration of crosslink points, distribution and concentration of elastically active chains, average molecular weight between crosslinks, sol content and mass fraction of pendent chains. A comparison has been made of the properties obtained through simulation with those predicted by the fragment approach alone, which, however, gives only average properties. The Monte Carlo simulation results clearly show that loops and other cyclic structures occur in the gel. This may account for the differences observed between the results of the simulation and the fragment model in the post-gel phase. Copyright (C) 1996 Elsevier Science Ltd.