Gaussian quantum Monte Carlo methods for fermions and bosons

We introduce a new class of quantum Monte Carlo methods, based on a Gaussian quantum operator representation of fermionic states. The methods enable first-principles dynamical or equilibrium calculations in many-body Fermi systems, and, combined with the existing Gaussian representation for bosons, provide a unified method of simulating Bose-Fermi systems. As an application relevant to the Fermi sign problem, we calculate finite-temperature properties of the two dimensional Hubbard model and the dynamics in a simple model of coherent molecular dissociation.

GCMC-surface area of carbonaceous materials with N-2 and Ar adsorption as an alternative to the classical BET method

In this paper we apply a new method for the determination of surface area of carbonaceous materials, using the local surface excess isotherms obtained from the Grand Canonical Monte Carlo simulation and a concept of area distribution in terms of energy well-depth of solid–fluid interaction. The range of this well-depth considered in our GCMC simulation is from 10 to 100 K, which is wide enough to cover all carbon surfaces that we dealt with (for comparison, the well-depth for perfect graphite surface is about 58 K). Having the set of local surface excess isotherms and the differential area distribution, the overall adsorption isotherm can be obtained in an integral form. Thus, given the experimental data of nitrogen or argon adsorption on a carbon material, the differential area distribution can be obtained from the inversion process, using the regularization method. The total surface area is then obtained as the area of this distribution. We test this approach with a number of data in the literature, and compare our GCMC-surface area with that obtained from the classical BET method. In general, we find that the difference between these two surface areas is about 10%, indicating the need to reliably determine the surface area with a very consistent method. We, therefore, suggest the approach of this paper as an alternative to the BET method because of the long-recognized unrealistic assumptions used in the BET theory. Beside the surface area obtained by this method, it also provides information about the differential area distribution versus the well-depth. This information could be used as a microscopic finger-print of the carbon surface. It is expected that samples prepared from different precursors and different activation conditions will have distinct finger-prints. We illustrate this with Cabot BP120, 280 and 460 samples, and the differential area distributions obtained from the adsorption of argon at 77 K and nitrogen also at 77 K have exactly the same patterns, suggesting the characteristics of this carbon.

Adsorption of Lennard-Jones fluids in carbon slit pores of a finite length. A computer simulation study

The adsorption of simple Lennard-Jones fluids in a carbon slit pore of finite length was studied with Canonical Ensemble (NVT) and Gibbs Ensemble Monte Carlo Simulations (GEMC). The Canonical Ensemble was a collection of cubic simulation boxes in which a finite pore resides, while the Gibbs Ensemble was that of the pore space of the finite pore. Argon was used as a model for Lennard-Jones fluids, while the adsorbent was modelled as a finite carbon slit pore whose two walls were composed of three graphene layers with carbon atoms arranged in a hexagonal pattern. The Lennard-Jones (LJ) 12-6 potential model was used to compute the interaction energy between two fluid particles, and also between a fluid particle and a carbon atom. Argon adsorption isotherms were obtained at 87.3 K for pore widths of 1.0, 1.5 and 2.0 nm using both Canonical and Gibbs Ensembles. These results were compared with isotherms obtained with corresponding infinite pores using Grand Canonical Ensembles. The effects of the number of cycles necessary to reach equilibrium, the initial allocation of particles, the displacement step and the simulation box size were particularly investigated in the Monte Carlo simulation with Canonical Ensembles. Of these parameters, the displacement step had the most significant effect on the performance of the Monte Carlo simulation. The simulation box size was also important, especially at low pressures at which the size must be sufficiently large to have a statistically acceptable number of particles in the bulk phase. Finally, it was found that the Canonical Ensemble and the Gibbs Ensemble both yielded the same isotherm (within statistical error); however, the computation time for GEMC was shorter than that for canonical ensemble simulation. However, the latter method described the proper interface between the reservoir and the adsorbed phase (and hence the meniscus).

A tutorial on the cross-entropy method

The cross-entropy (CE) method is a new generic approach to combinatorial and multi-extremal optimization and rare event simulation. The purpose of this tutorial is to give a gentle introduction to the CE method. We present the CE methodology, the basic algorithm and its modifications, and discuss applications in combinatorial optimization and machine learning. combinatorial optimization

Effect of pore constriction on adsorption behaviour in nanoporous carbon slit pore: a computer simulation

A Grand Canonical Monte Carlo simulation (GCMC) method is used to study the effects of pore constriction on the adsorption of argon at 87.3 K in carbon slit pores of infinite and finite lengths. It is shown that the pore constriction affects the pattern of adsorption isotherm. First, the isotherm of the composite pore is greater than that of the uniform pore having the same width as the larger cavity of the composite pore. Secondly, the hysteresis loop of the composite pore is smaller than and falls between those of uniform pores. Two types of hysteresis loops have been observed, irrespective of the absence or presence of constriction and their presence depend on pore width. One hysteresis loop is associated with the compression of adsorbed particles and this phenomenon occurs after pore has been filled with particles. The second hysteresis loop is the classical condensation-evaporation loop. The hysteresis loop of a composite pore depends on the sizes of the larger cavity and the constriction. Generally, it is found that the pore blocking effect is not manifested in composite slit pores, and this result does not support the traditional irkbottle pore hypothesis.

Data mining and simulation: a grey relationship demonstration

Fuzzy data has grown to be an important factor in data mining. Whenever uncertainty exists, simulation can be used as a model. Simulation is very flexible, although it can involve significant levels of computation. This article discusses fuzzy decision-making using the grey related analysis method. Fuzzy models are expected to better reflect decision-making uncertainty, at some cost in accuracy relative to crisp models. Monte Carlo simulation is used to incorporate experimental levels of uncertainty into the data and to measure the impact of fuzzy decision tree models using categorical data. Results are compared with decision tree models based on crisp continuous data.

A hybrid probabilistic criterion for market-based transmission expansion planning

Market-based transmission expansion planning gives information to investors on where is the most cost efficient place to invest and brings benefits to those who invest in this grid. However, both market issue and power system adequacy problems are system planers’ concern. In this paper, a hybrid probabilistic criterion of Expected Economical Loss (EEL) is proposed as an index to evaluate the systems’ overall expected economical losses during system operation in a competitive market. It stands on both investors’ and planner’s point of view and will further improves the traditional reliability cost. By applying EEL, it is possible for system planners to obtain a clear idea regarding the transmission network’s bottleneck and the amount of losses arises from this weak point. Sequentially, it enables planners to assess the worth of providing reliable services. Also, the EEL will contain valuable information for moneymen to undertake their investment. This index could truly reflect the random behaviors of power systems and uncertainties from electricity market. The performance of the EEL index is enhanced by applying Normalized Coefficient of Probability (NCP), so it can be utilized in large real power systems. A numerical example is carried out on IEEE Reliability Test System (RTS), which will show how the EEL can predict the current system bottleneck under future operational conditions and how to use EEL as one of planning objectives to determine future optimal plans. A well-known simulation method, Monte Carlo simulation, is employed to achieve the probabilistic characteristic of electricity market and Genetic Algorithms (GAs) is used as a multi-objective optimization tool.

Assessing cost-effectiveness - Mental health: introduction to the study and methods

Objective: The Assessing Cost-Effectiveness - Mental Health (ACE-MH) study aims to assess from a health sector perspective, whether there are options for change that could improve the effectiveness and efficiency of Australia's current mental health services by directing available resources toward 'best practice' cost-effective services. Method: The use of standardized evaluation methods addresses the reservations expressed by many economists about the simplistic use of League Tables based on economic studies confounded by differences in methods, context and setting. The cost-effectiveness ratio for each intervention is calculated using economic and epidemiological data. This includes systematic reviews and randomised controlled trials for efficacy, the Australian Surveys of Mental Health and Wellbeing for current practice and a combination of trials and longitudinal studies for adherence. The cost-effectiveness ratios are presented as cost (A$) per disability-adjusted life year (DALY) saved with a 95% uncertainty interval based on Monte Carlo simulation modelling. An assessment of interventions on 'second filter' criteria ('equity', 'strength of evidence', 'feasibility' and 'acceptability to stakeholders') allows broader concepts of 'benefit' to be taken into account, as well as factors that might influence policy judgements in addition to cost-effectiveness ratios. Conclusions: The main limitation of the study is in the translation of the effect size from trials into a change in the DALY disability weight, which required the use of newly developed methods. While comparisons within disorders are valid, comparisons across disorders should be made with caution. A series of articles is planned to present the results.

Monte Carlo evidence on cointegration and causation

The small sample performance of Granger causality tests under different model dimensions, degree of cointegration, direction of causality, and system stability are presented. Two tests based on maximum likelihood estimation of error-correction models (LR and WALD) are compared to a Wald test based on multivariate least squares estimation of a modified VAR (MWALD). In large samples all test statistics perform well in terms of size and power. For smaller samples, the LR and WALD tests perform better than the MWALD test. Overall, the LR test outperforms the other two in terms of size and power in small samples.

Design of clinical pharmacology trials

1. There are a variety of methods that could be used to increase the efficiency of the design of experiments. However, it is only recently that such methods have been considered in the design of clinical pharmacology trials. 2. Two such methods, termed data-dependent (e.g. simulation) and data-independent (e.g. analytical evaluation of the information in a particular design), are becoming increasingly used as efficient methods for designing clinical trials. These two design methods have tended to be viewed as competitive, although a complementary role in design is proposed here. 3. The impetus for the use of these two methods has been the need for a more fully integrated approach to the drug development process that specifically allows for sequential development (i.e. where the results of early phase studies influence later-phase studies). 4. The present article briefly presents the background and theory that underpins both the data-dependent and -independent methods with the use of illustrative examples from the literature. In addition, the potential advantages and disadvantages of each method are discussed.

Adsorption of argon and nitrogen in cylindrical pores of MCM-41 materials: application of density functional theory

Adsorption of argon and nitrogen at their respective boiling points in cylindrical pores of MCM-41 type silica-like adsorbents is studied by means of a non-local density functional theory (NLDFT), which is modified to deal with amorphous solids. By matching the theoretical results of the pore filling pressure versus pore diameter against the experimental data, we arrive at a conclusion that the adsorption branch (rather than desorption) corresponds to the true thermodynamic equilibrium. If this is accepted, we derive the optimal values for the solid–fluid molecular parameters for the system amorphous silica–Ar and amorphous silica–N2, and at the same time we could derive reliably the specific surface area of non-porous and mesoporous silica-like adsorbents, without a recourse to the BET method. This method is then logically extended to describe the local adsorption isotherms of argon and nitrogen in silica-like pores, which are then used as the bases (kernel) to determine the pore size distribution. We test this with a number of adsorption isotherms on the MCM-41 samples, and the results are quite realistic and in excellent agreement with the XRD results, justifying the approach adopted in this paper.

Cost-effectiveness of cognitive-behavioural therapy and drug interventions for major depression

Objective: Antidepressant drugs and cognitive-behavioural therapy (CBT) are effective treatment options for depression and are recommended by clinical practice guidelines. As part of the Assessing Cost-effectiveness - Mental Health project we evaluate the available evidence on costs and benefits of CBT and drugs in the episodic and maintenance treatment of major depression. Method: The cost-effectiveness is modelled from a health-care perspective as the cost per disability-adjusted life year. Interventions are targeted at people with major depression who currently seek care but receive non-evidence based treatment. Uncertainty in model inputs is tested using Monte Carlo simulation methods. Results: All interventions for major depression examined have a favourable incremental cost-effectiveness ratio under Australian health service conditions. Bibliotherapy, group CBT, individual CBT by a psychologist on a public salary and tricyclic antidepressants (TCAs) are very cost-effective treatment options falling below $A10 000 per disability-adjusted life year (DALY) even when taking the upper limit of the uncertainty interval into account. Maintenance treatment with selective serotonin re-uptake inhibitors (SSRIs) is the most expensive option (ranging from $A17 000 to $A20 000 per DALY) but still well below $A50 000, which is considered the affordable threshold. Conclusions: A range of cost-effective interventions for episodes of major depression exists and is currently underutilized. Maintenance treatment strategies are required to significantly reduce the burden of depression, but the cost of long-term drug treatment for the large number of depressed people is high if SSRIs are the drug of choice. Key policy issues with regard to expanded provision of CBT concern the availability of suitably trained providers and the funding mechanisms for therapy in primary care.

Adsorption of flexible n-alkane on graphitized thermal carbon black: analysis of adsorption isotherm by means of GCMC simulation

In this paper, we investigate the suitability of the grand canonical Monte Carlo in the description of adsorption equilibria of flexible n-alkane (butane, pentane and hexane) on graphitized thermal carbon black. Potential model of n-alkane of Martin and Siepmann (J. Phys. Chem. 102 (1998) 2569) is employed in the simulation, and we consider the flexibility of molecule in the simulation. By this we study two models, one is the fully flexible molecular model in which n-alkane is subject to bending and torsion, while the other is the rigid molecular model in which all carbon atoms reside on the same plane. It is found that (i) the adsorption isotherm results of these two models are close to each other, suggesting that n-alkane model behaves mostly as rigid molecules with respect to adsorption although the isotherm for longer chain n-hexane is better described by the flexible molecular model (ii) the isotherms agree very well with the experimental data at least up to two layers on the surface.

Comparative adsorption of spherical argon and flexible n-butane in carbon slit pores - a GCMC computer simulation study

In this paper we investigate the difference between the adsorption of spherical molecule argon (at 87.3 K) and the flexible normal butane (at an equivalent temperature of 150 K) in carbon slit pores. These temperatures are equivalent in the sense that they have the same relative distances between their respective triple points and critical points. Higher equivalent temperatures are also studied (122.67 K for argon and 303 K for n-butane) to investigate the effects of temperature on the 2D-transition in adsorbed density. The Grand Canonical Monte Carlo simulation is used to study the adsorption of these two model adsorbates. Beside the longer computation times involved in the computation of n-butane adsorption, n-butane exhibits many interesting behaviors such as: (i) the onset of adsorption occurs sooner (in terms of relative pressure), (ii) the hysteresis for 2D- and 3D-transitions is larger, (iii) liquid-solid transition is not possible, (iv) 2D-transition occurs for n-butane at 150 K while it does not happen for argon except for pores that accommodate two layers of molecules, (v) the maximum pore density is about four times less than that of argon and (vi) the sieving pore width is slightly larger than that for argon. Finally another feature obtained from the Grand Canonical Monte Carlo (GCMC) simulation is the configurational arrangement of molecules in pores. For spherical argon, the arrangement is rather well structured, while for n-butane the arrangement depends very much on the pore size. (C) 2004 Elsevier B.V. All rights reserved.