10 resultados para Método de Monte Carlo via cadeias de Markov
em Biblioteca Digital da Produção Intelectual da Universidade de São Paulo
Resumo:
The extrapolation chamber is a parallel-plate ionization chamber that allows variation of its air-cavity volume. In this work, an experimental study and MCNP-4C Monte Carlo code simulations of an ionization chamber designed and constructed at the Calibration Laboratory at IFEN to be used as a secondary dosimetry standard for low-energy X-rays are reported. The results obtained were within the international recommendations, and the simulations showed that the components of the extrapolation chamber may influence its response up to 11.0%. (C) 2011 Elsevier Ltd. All rights reserved.
Resumo:
In this work, a Monte Carlo code was used to investigate the performance of different x-ray spectra in digital mammography, through a figure of merit (FOM), defined as FOM = CNR2/(D) over bar (g), with CNR being the contrast-to-noise ratio in image and (D) over bar (g) being the average glandular dose. The FOM was studied for breasts with different thicknesses t (2 cm <= t <= 8 cm) and glandular contents (25%, 50% and 75% glandularity). The anode/filter combinations evaluated were those traditionally employed in mammography (Mo/Mo, Mo/Rh, Rh/Rh), and a W anode combined with Al or K-edge filters (Zr, Mo, Rh, Pd, Ag, Cd, Sn), for tube potentials between 22 and 34 kVp. Results show that the W anode combined with K-edge filters provides higher values of FOM for all breast thicknesses investigated. Nevertheless, the most suitable filter and tube potential depend on the breast thickness, and for t >= 6 cm, they also depend on breast glandularity. Particularly for thick and dense breasts, a W anode combined with K-edge filters can greatly improve the digital technique, with the values of FOM up to 200% greater than that obtained with the anode/filter combinations and tube potentials traditionally employed in mammography. For breasts with t < 4 cm, a general good performance was obtained with the W anode combined with 60 mu m of the Mo filter at 24-25 kVp, while 60 mu m of the Pd filter provided a general good performance at 24-26 kVp for t = 4 cm, and at 28-30 and 29-31 kVp for t = 6 and 8 cm, respectively.
Resumo:
Using fixed node diffusion quantum Monte Carlo (FN-DMC) simulations and density functional theory (DFT) within the generalized gradient approximations, we calculate the total energies of the relaxed and unrelaxed neutral, cationic, and anionic aluminum clusters, Al-n (n = 1-13). From the obtained total energies, we extract the ionization potential and electron detachment energy and compare with previous theoretical and experimental results. Our results for the electronic properties from both the FN-DMC and DFT calculations are in reasonably good agreement with the available experimental data. A comparison between the FN-DMC and DFT results reveals that their differences are a few tenths of electron volt for both the ionization potential and the electron detachment energy. We also observe two distinct behaviors in the electron correlation contribution to the total energies from smaller to larger clusters, which could be assigned to the structural transition of the clusters from planar to three-dimensional occurring at n = 4 to 5.
Resumo:
The extension of Boltzmann-Gibbs thermostatistics, proposed by Tsallis, introduces an additional parameter q to the inverse temperature beta. Here, we show that a previously introduced generalized Metropolis dynamics to evolve spin models is not local and does not obey the detailed energy balance. In this dynamics, locality is only retrieved for q = 1, which corresponds to the standard Metropolis algorithm. Nonlocality implies very time-consuming computer calculations, since the energy of the whole system must be reevaluated when a single spin is flipped. To circumvent this costly calculation, we propose a generalized master equation, which gives rise to a local generalized Metropolis dynamics that obeys the detailed energy balance. To compare the different critical values obtained with other generalized dynamics, we perform Monte Carlo simulations in equilibrium for the Ising model. By using short-time nonequilibrium numerical simulations, we also calculate for this model the critical temperature and the static and dynamical critical exponents as functions of q. Even for q not equal 1, we show that suitable time-evolving power laws can be found for each initial condition. Our numerical experiments corroborate the literature results when we use nonlocal dynamics, showing that short-time parameter determination works also in this case. However, the dynamics governed by the new master equation leads to different results for critical temperatures and also the critical exponents affecting universality classes. We further propose a simple algorithm to optimize modeling the time evolution with a power law, considering in a log-log plot two successive refinements.
Resumo:
A detailed characterization of a X-ray Si(Li) detector was performed to obtain the energy dependence of efficiency in the photon energy range of 6.4 - 59.5 keV. which was measured and reproduced by Monte Carlo (MC) simulations. Significant discrepancies between MC and experimental values were found when lhe manufacturer parameters of lhe detector were used in lhe simulation. A complete Computerized Tomagraphy (CT) detector scan allowed to find the correct crystal dimensions and position inside the capsule. The computed efficiencies with the resulting detector model differed with the measured values no more than 10% in most of the energy range.
Resumo:
In this paper we use Markov chain Monte Carlo (MCMC) methods in order to estimate and compare GARCH models from a Bayesian perspective. We allow for possibly heavy tailed and asymmetric distributions in the error term. We use a general method proposed in the literature to introduce skewness into a continuous unimodal and symmetric distribution. For each model we compute an approximation to the marginal likelihood, based on the MCMC output. From these approximations we compute Bayes factors and posterior model probabilities. (C) 2012 IMACS. Published by Elsevier B.V. All rights reserved.
Resumo:
A data set of a commercial Nellore beef cattle selection program was used to compare breeding models that assumed or not markers effects to estimate the breeding values, when a reduced number of animals have phenotypic, genotypic and pedigree information available. This herd complete data set was composed of 83,404 animals measured for weaning weight (WW), post-weaning gain (PWG), scrotal circumference (SC) and muscle score (MS), corresponding to 116,652 animals in the relationship matrix. Single trait analyses were performed by MTDFREML software to estimate fixed and random effects solutions using this complete data. The additive effects estimated were assumed as the reference breeding values for those animals. The individual observed phenotype of each trait was adjusted for fixed and random effects solutions, except for direct additive effects. The adjusted phenotype composed of the additive and residual parts of observed phenotype was used as dependent variable for models' comparison. Among all measured animals of this herd, only 3160 animals were genotyped for 106 SNP markers. Three models were compared in terms of changes on animals' rank, global fit and predictive ability. Model 1 included only polygenic effects, model 2 included only markers effects and model 3 included both polygenic and markers effects. Bayesian inference via Markov chain Monte Carlo methods performed by TM software was used to analyze the data for model comparison. Two different priors were adopted for markers effects in models 2 and 3, the first prior assumed was a uniform distribution (U) and, as a second prior, was assumed that markers effects were distributed as normal (N). Higher rank correlation coefficients were observed for models 3_U and 3_N, indicating a greater similarity of these models animals' rank and the rank based on the reference breeding values. Model 3_N presented a better global fit, as demonstrated by its low DIC. The best models in terms of predictive ability were models 1 and 3_N. Differences due prior assumed to markers effects in models 2 and 3 could be attributed to the better ability of normal prior in handle with collinear effects. The models 2_U and 2_N presented the worst performance, indicating that this small set of markers should not be used to genetically evaluate animals with no data, since its predictive ability is restricted. In conclusion, model 3_N presented a slight superiority when a reduce number of animals have phenotypic, genotypic and pedigree information. It could be attributed to the variation retained by markers and polygenic effects assumed together and the normal prior assumed to markers effects, that deals better with the collinearity between markers. (C) 2012 Elsevier B.V. All rights reserved.
Weibull and generalised exponential overdispersion models with an application to ozone air pollution
Resumo:
We consider the problem of estimating the mean and variance of the time between occurrences of an event of interest (inter-occurrences times) where some forms of dependence between two consecutive time intervals are allowed. Two basic density functions are taken into account. They are the Weibull and the generalised exponential density functions. In order to capture the dependence between two consecutive inter-occurrences times, we assume that either the shape and/or the scale parameters of the two density functions are given by auto-regressive models. The expressions for the mean and variance of the inter-occurrences times are presented. The models are applied to the ozone data from two regions of Mexico City. The estimation of the parameters is performed using a Bayesian point of view via Markov chain Monte Carlo (MCMC) methods.
Resumo:
Within the nutritional context, the supplementation of microminerals in bird food is often made in quantities exceeding those required in the attempt to ensure the proper performance of the animals. The experiments of type dosage x response are very common in the determination of levels of nutrients in optimal food balance and include the use of regression models to achieve this objective. Nevertheless, the regression analysis routine, generally, uses a priori information about a possible relationship between the response variable. The isotonic regression is a method of estimation by least squares that generates estimates which preserves data ordering. In the theory of isotonic regression this information is essential and it is expected to increase fitting efficiency. The objective of this work was to use an isotonic regression methodology, as an alternative way of analyzing data of Zn deposition in tibia of male birds of Hubbard lineage. We considered the models of plateau response of polynomial quadratic and linear exponential forms. In addition to these models, we also proposed the fitting of a logarithmic model to the data and the efficiency of the methodology was evaluated by Monte Carlo simulations, considering different scenarios for the parametric values. The isotonization of the data yielded an improvement in all the fitting quality parameters evaluated. Among the models used, the logarithmic presented estimates of the parameters more consistent with the values reported in literature.
Resumo:
Polynomial Chaos Expansion (PCE) is widely recognized as a flexible tool to represent different types of random variables/processes. However, applications to real, experimental data are still limited. In this article, PCE is used to represent the random time-evolution of metal corrosion growth in marine environments. The PCE coefficients are determined in order to represent data of 45 corrosion coupons tested by Jeffrey and Melchers (2001) at Taylors Beach, Australia. Accuracy of the representation and possibilities for model extrapolation are considered in the study. Results show that reasonably accurate smooth representations of the corrosion process can be obtained. The representation is not better because a smooth model is used to represent non-smooth corrosion data. Random corrosion leads to time-variant reliability problems, due to resistance degradation over time. Time variant reliability problems are not trivial to solve, especially under random process loading. Two example problems are solved herein, showing how the developed PCE representations can be employed in reliability analysis of structures subject to marine corrosion. Monte Carlo Simulation is used to solve the resulting time-variant reliability problems. However, an accurate and more computationally efficient solution is also presented.