Transdimensional sequential Monte Carlo using variational Bayes — SMCVB

A new transdimensional Sequential Monte Carlo (SMC) algorithm called SM- CVB is proposed. In an SMC approach, a weighted sample of particles is generated from a sequence of probability distributions which ‘converge’ to the target distribution of interest, in this case a Bayesian posterior distri- bution. The approach is based on the use of variational Bayes to propose new particles at each iteration of the SMCVB algorithm in order to target the posterior more efficiently. The variational-Bayes-generated proposals are not limited to a fixed dimension. This means that the weighted particle sets that arise can have varying dimensions thereby allowing us the option to also estimate an appropriate dimension for the model. This novel algorithm is outlined within the context of finite mixture model estimation. This pro- vides a less computationally demanding alternative to using reversible jump Markov chain Monte Carlo kernels within an SMC approach. We illustrate these ideas in a simulated data analysis and in applications.

A Monte-Carlo tree search in argumentation

Monte-Carlo Tree Search (MCTS) is a heuristic to search in large trees. We apply it to argumentative puzzles where MCTS pursues the best argumentation with respect to a set of arguments to be argued. To make our ideas as widely applicable as possible, we integrate MCTS to an abstract setting for argumentation where the content of arguments is left unspecified. Experimental results show the pertinence of this integration for learning argumentations by comparing it with a basic reinforcement learning.

Monte Carlo analysis of a puzzle game

When a puzzle game is created, its design parameters must be chosen to allow solvable and interesting challenges to be created for the player. We investigate the use of random sampling as a computationally inexpensive means of automated game analysis, to evaluate the BoxOff family of puzzle games. This analysis reveals useful insights into the game, such as the surprising fact that almost 100% of randomly generated challenges have a solution, but less than 10% will be solved using strictly random play, validating the inventor’s design choices. We show the 1D game to be trivial and the 3D game to be viable.

Modeling dynamic demand response using Monte Carlo simulation and interval mathematics for boundary estimation

With the rapid development of various technologies and applications in smart grid implementation, demand response has attracted growing research interests because of its potentials in enhancing power grid reliability with reduced system operation costs. This paper presents a new demand response model with elastic economic dispatch in a locational marginal pricing market. It models system economic dispatch as a feedback control process, and introduces a flexible and adjustable load cost as a controlled signal to adjust demand response. Compared with the conventional “one time use” static load dispatch model, this dynamic feedback demand response model may adjust the load to a desired level in a finite number of time steps and a proof of convergence is provided. In addition, Monte Carlo simulation and boundary calculation using interval mathematics are applied for describing uncertainty of end-user's response to an independent system operator's expected dispatch. A numerical analysis based on the modified Pennsylvania-Jersey-Maryland power pool five-bus system is introduced for simulation and the results verify the effectiveness of the proposed model. System operators may use the proposed model to obtain insights in demand response processes for their decision-making regarding system load levels and operation conditions.

Bayesian model comparison in cosmology with Population Monte Carlo

We use Bayesian model selection techniques to test extensions of the standard flat LambdaCDM paradigm. Dark-energy and curvature scenarios, and primordial perturbation models are considered. To that end, we calculate the Bayesian evidence in favour of each model using Population Monte Carlo (PMC), a new adaptive sampling technique which was recently applied in a cosmological context. The Bayesian evidence is immediately available from the PMC sample used for parameter estimation without further computational effort, and it comes with an associated error evaluation. Besides, it provides an unbiased estimator of the evidence after any fixed number of iterations and it is naturally parallelizable, in contrast with MCMC and nested sampling methods. By comparison with analytical predictions for simulated data, we show that our results obtained with PMC are reliable and robust. The variability in the evidence evaluation and the stability for various cases are estimated both from simulations and from data. For the cases we consider, the log-evidence is calculated with a precision of better than 0.08. Using a combined set of recent CMB, SNIa and BAO data, we find inconclusive evidence between flat LambdaCDM and simple dark-energy models. A curved Universe is moderately to strongly disfavoured with respect to a flat cosmology. Using physically well-motivated priors within the slow-roll approximation of inflation, we find a weak preference for a running spectral index. A Harrison-Zel'dovich spectrum is weakly disfavoured. With the current data, tensor modes are not detected; the large prior volume on the tensor-to-scalar ratio r results in moderate evidence in favour of r=0.

Theoretical investigation of thermal tweezers for parallel manipulation of atoms and nanoparticles on surfaces

A major focus of research in nanotechnology is the development of novel, high throughput techniques for fabrication of arbitrarily shaped surface nanostructures of sub 100 nm to atomic scale. A related pursuit is the development of simple and efficient means for parallel manipulation and redistribution of adsorbed atoms, molecules and nanoparticles on surfaces – adparticle manipulation. These techniques will be used for the manufacture of nanoscale surface supported functional devices in nanotechnologies such as quantum computing, molecular electronics and lab-on-achip, as well as for modifying surfaces to obtain novel optical, electronic, chemical, or mechanical properties. A favourable approach to formation of surface nanostructures is self-assembly. In self-assembly, nanostructures are grown by aggregation of individual adparticles that diffuse by thermally activated processes on the surface. The passive nature of this process means it is generally not suited to formation of arbitrarily shaped structures. The self-assembly of nanostructures at arbitrary positions has been demonstrated, though these have typically required a pre-patterning treatment of the surface using sophisticated techniques such as electron beam lithography. On the other hand, a parallel adparticle manipulation technique would be suited for directing the selfassembly process to occur at arbitrary positions, without the need for pre-patterning the surface. There is at present a lack of techniques for parallel manipulation and redistribution of adparticles to arbitrary positions on the surface. This is an issue that needs to be addressed since these techniques can play an important role in nanotechnology. In this thesis, we propose such a technique – thermal tweezers. In thermal tweezers, adparticles are redistributed by localised heating of the surface. This locally enhances surface diffusion of adparticles so that they rapidly diffuse away from the heated regions. Using this technique, the redistribution of adparticles to form a desired pattern is achieved by heating the surface at specific regions. In this project, we have focussed on the holographic implementation of this approach, where the surface is heated by holographic patterns of interfering pulsed laser beams. This implementation is suitable for the formation of arbitrarily shaped structures; the only condition is that the shape can be produced by holographic means. In the simplest case, the laser pulses are linearly polarised and intersect to form an interference pattern that is a modulation of intensity along a single direction. Strong optical absorption at the intensity maxima of the interference pattern results in approximately a sinusoidal variation of the surface temperature along one direction. The main aim of this research project is to investigate the feasibility of the holographic implementation of thermal tweezers as an adparticle manipulation technique. Firstly, we investigate theoretically the surface diffusion of adparticles in the presence of sinusoidal modulation of the surface temperature. Very strong redistribution of adparticles is predicted when there is strong interaction between the adparticle and the surface, and the amplitude of the temperature modulation is ~100 K. We have proposed a thin metallic film deposited on a glass substrate heated by interfering laser beams (optical wavelengths) as a means of generating very large amplitude of surface temperature modulation. Indeed, we predict theoretically by numerical solution of the thermal conduction equation that amplitude of the temperature modulation on the metallic film can be much greater than 100 K when heated by nanosecond pulses with an energy ~1 mJ. The formation of surface nanostructures of less than 100 nm in width is predicted at optical wavelengths in this implementation of thermal tweezers. Furthermore, we propose a simple extension to this technique where spatial phase shift of the temperature modulation effectively doubles or triples the resolution. At the same time, increased resolution is predicted by reducing the wavelength of the laser pulses. In addition, we present two distinctly different, computationally efficient numerical approaches for theoretical investigation of surface diffusion of interacting adparticles – the Monte Carlo Interaction Method (MCIM) and the random potential well method (RPWM). Using each of these approaches we have investigated thermal tweezers for redistribution of both strongly and weakly interacting adparticles. We have predicted that strong interactions between adparticles can increase the effectiveness of thermal tweezers, by demonstrating practically complete adparticle redistribution into the low temperature regions of the surface. This is promising from the point of view of thermal tweezers applied to directed self-assembly of nanostructures. Finally, we present a new and more efficient numerical approach to theoretical investigation of thermal tweezers of non-interacting adparticles. In this approach, the local diffusion coefficient is determined from solution of the Fokker-Planck equation. The diffusion equation is then solved numerically using the finite volume method (FVM) to directly obtain the probability density of adparticle position. We compare predictions of this approach to those of the Ermak algorithm solution of the Langevin equation, and relatively good agreement is shown at intermediate and high friction. In the low friction regime, we predict and investigate the phenomenon of ‘optimal’ friction and describe its occurrence due to very long jumps of adparticles as they diffuse from the hot regions of the surface. Future research directions, both theoretical and experimental are also discussed.

Plasma-deposited Ge nanoisland films on Si : is Stranski–Krastanow fragmentation unavoidable?

The formation of Ge quantum dot arrays by deposition from a low-temperature plasma environment is investigated by kinetic Monte Carlo numerical simulation. It is demonstrated that balancing of the Ge influx from the plasma against surface diffusion provides an effective control of the surface processes and can result in the formation of very small densely packed quantum dots. In the supply-controlled mode, a continuous layer is formed which is then followed by the usual Stranski-Krastanow fragmentation with a nanocluster size of 10 nm. In the diffusion-controlled mode, with the oversupply relative to the surface diffusion rate, nanoclusters with a characteristic size of 3 nm are formed. Higher temperatures change the mode to supply controlled and thus encourage formation of the continuous layer that then fragments into an array of large size. The use of a high rate of deposition, easily accessible using plasma techniques, changes the mode to diffusion controlled and thus encourages formation of a dense array of small nanoislands.

Simulation of ion flux distribution in conductive and nonconductive nanotip patterns

The distribution of flux of carbon-bearing cations over nanopatterned surfaces with conductive nanotips and nonconductive nanoislands is simulated using the Monte-Carlo technique. It is shown that the ion current is focused to nanotip surfaces when the negative substrate bias is low and only slightly perturbed at higher substrate biases. In the low-bias case, the mean horizontal ion displacement caused by the nanotip electric field exceeds 10 nm. However, at higher substrate biases, this value reduces down to 2 nm. In the nonconductive nanopattern case, the ion current distribution is highly nonuniform, with distinctive zones of depleted current density around the nanoislands. The simulation results suggest the efficient means to control ion fluxes in plasma-aided nanofabrication of ordered nanopatterns, such as nanotip microemitter structures and quantum dot or nanoparticle arrays. © World Scientific Publishing Company.

Property cash flow studies : focusing on model consistency and data accuracy

The high degree of variability and inconsistency in cash flow study usage by property professionals demands improvement in knowledge and processes. Until recently limited research was being undertaken on the use of cash flow studies in property valuations but the growing acceptance of this approach for major investment valuations has resulted in renewed interest in this topic. Studies on valuation variations identify data accuracy, model consistency and bias as major concerns. In cash flow studies there are practical problems with the input data and the consistency of the models. This study will refer to the recent literature and identify the major factors in model inconsistency and data selection. A detailed case study will be used to examine the effects of changes in structure and inputs. The key variable inputs will be identified and proposals developed to improve the selection process for these key variables. The variables will be selected with the aid of sensitivity studies and alternative ways of quantifying the key variables explained. The paper recommends, with reservations, the use of probability profiles of the variables and the incorporation of this data in simulation exercises. The use of Monte Carlo simulation is demonstrated and the factors influencing the structure of the probability distributions of the key variables are outline. This study relates to ongoing research into functional performance of commercial property within an Australian Cooperative Research Centre.

Whole of life cycle cost analysis in bridge rehabilitation

The report presents a methodology for whole of life cycle cost analysis of alternative treatment options for bridge structures, which require rehabilitation. The methodology has been developed after a review of current methods and establishing that a life cycle analysis based on a probabilistic risk approach has many advantages including the essential ability to consider variability of input parameters. The input parameters for the analysis are identified as initial cost, maintenance, monitoring and repair cost, user cost and failure cost. The methodology utilizes the advanced simulation technique of Monte Carlo simulation to combine a number of probability distributions to establish the distribution of whole of life cycle cost. In performing the simulation, the need for a powerful software package, which would work with spreadsheet program, has been identified. After exploring several products on the market, @RISK software has been selected for the simulation. In conclusion, the report presents a typical decision making scenario considering two alternative treatment options.

Identification of critical input variables for risk-based cost estimates for road maintenance and rehabilitation

An estimation of costs for maintenance and rehabilitation is subject to variation due to the uncertainties of input parameters. This paper presents the results of an analysis to identify input parameters that affect the prediction of variation in road deterioration. Road data obtained from 1688 km of a national highway located in the tropical northeast of Queensland in Australia were used in the analysis. Data were analysed using a probability-based method, the Monte Carlo simulation technique and HDM-4’s roughness prediction model. The results of the analysis indicated that among the input parameters the variability of pavement strength, rut depth, annual equivalent axle load and initial roughness affected the variability of the predicted roughness. The second part of the paper presents an analysis to assess the variation in cost estimates due to the variability of the overall identified critical input parameters.