Efficient simulation of a Tandem Jackson Network

The two-node tandem Jackson network serves as a convenient reference model for the analysis and testing of different methodologies and techniques in rare event simulation. In this paper we consider a new approach to efficiently estimate the probability that the content of the second buffer exceeds some high level L before it becomes empty, starting from a given state. The approach is based on a Markov additive process representation of the buffer processes, leading to an exponential change of measure to be used in an importance sampling procedure. Unlike changes of measures proposed and studied in recent literature, the one derived here is a function of the content of the first buffer. We prove that when the first buffer is finite, this method yields asymptotically efficient simulation for any set of arrival and service rates. In fact, the relative error is bounded independent of the level L; a new result which is not established for any other known method. When the first buffer is infinite, we propose a natural extension of the exponential change of measure for the finite buffer case. In this case, the relative error is shown to be bounded (independent of L) only when the second server is the bottleneck; a result which is known to hold for some other methods derived through large deviations analysis. When the first server is the bottleneck, experimental results using our method seem to suggest that the relative error is bounded linearly in L.

A framework for extreme-event control in wastewater treatment

In this paper an approach to extreme event control in wastewater treatment plant operation by use of automatic supervisory control is discussed. The framework presented is based on the fact that different operational conditions manifest themselves as clusters in a multivariate measurement space. These clusters are identified and linked to specific and corresponding events by use of principal component analysis and fuzzy c-means clustering. A reduced system model is assigned to each type of extreme event and used to calculate appropriate local controller set points. In earlier work we have shown that this approach is applicable to wastewater treatment control using look-up tables to determine current set points. In this work we focus on the automatic determination of appropriate set points by use of steady state and dynamic predictions. The performance of a relatively simple steady-state supervisory controller is compared with that of a model predictive supervisory controller. Also, a look-up table approach is included in the comparison, as it provides a simple and robust alternative to the steady-state and model predictive controllers, The methodology is illustrated in a simulation study.

Simulation of the load-unload response ratio and critical sensitivity in the lattice solid model

The Load-Unload Response Ratio (LURR) method is an intermediate-term earthquake prediction approach that has shown considerable promise. It involves calculating the ratio of a specified energy release measure during loading and unloading where loading and unloading periods are determined from the earth tide induced perturbations in the Coulomb Failure Stress on optimally oriented faults. In the lead-up to large earthquakes, high LURR values are frequently observed a few months or years prior to the event. These signals may have a similar origin to the observed accelerating seismic moment release (AMR) prior to many large earthquakes or may be due to critical sensitivity of the crust when a large earthquake is imminent. As a first step towards studying the underlying physical mechanism for the LURR observations, numerical studies are conducted using the particle based lattice solid model (LSM) to determine whether LURR observations can be reproduced. The model is initialized as a heterogeneous 2-D block made up of random-sized particles bonded by elastic-brittle links. The system is subjected to uniaxial compression from rigid driving plates on the upper and lower edges of the model. Experiments are conducted using both strain and stress control to load the plates. A sinusoidal stress perturbation is added to the gradual compressional loading to simulate loading and unloading cycles and LURR is calculated. The results reproduce signals similar to those observed in earthquake prediction practice with a high LURR value followed by a sudden drop prior to macroscopic failure of the sample. The results suggest that LURR provides a good predictor for catastrophic failure in elastic-brittle systems and motivate further research to study the underlying physical mechanisms and statistical properties of high LURR values. The results provide encouragement for earthquake prediction research and the use of advanced simulation models to probe the physics of earthquakes.

Future long-horizon performance measurement conditional on past survival

This paper examines the measurement of long-horizon abnormal performance when stock selection is conditional on an extended period of past survival. Filtering on survival results in a sample driven towards more-established, frequently traded stocks and this has implications for the choice of benchmark used in performance measurement (especially in the presence of the well-documented size effect). A simulation study is conducted to document the properties of commonly employed performance measures conditional on past survival. The results suggest that the popular index benchmarks used in long-horizon event studies are severely biased and yield test statistics that are badly misspecified. In contrast, a matched-stock benchmark based on size and industry performs consistently well. Also, an eligible-stock index designed to mitigate the influence of the size effect proves effective.

Numerical simulation of magnetite segregation in a dense medium cyclone

Numerical simulations of turbulent driven flow in a dense medium cyclone with magnetite medium have been conducted using Fluent. The predicted air core shape and diameter were found to be close to the experimental results measured by gamma ray tomography. It is possible that the Large eddy simulation (LES) turbulence model with Mixture multi-phase model can be used to predict the air/slurry interface accurately although the LES may need a finer grid. Multi-phase simulations (air/water/medium) are showing appropriate medium segregation effects but are over-predicting the level of segregation compared to that measured by gamma-ray tomography in particular with over prediction of medium concentrations near the wall. Further, investigated the accurate prediction of axial segregation of magnetite using the LES turbulence model together with the multi-phase mixture model and viscosity corrections according to the feed particle loading factor. Addition of lift forces and viscosity correction improved the predictions especially near the wall. Predicted density profiles are very close to gamma ray tomography data showing a clear density drop near the wall. The effect of size distribution of the magnetite has been fully studied. It is interesting to note that the ultra-fine magnetite sizes (i.e. 2 and 7 mu m) are distributed uniformly throughout the cyclone. As the size of magnetite increases, more segregation of magnetite occurs close to the wall. The cut-density (d(50)) of the magnetite segregation is 32 gm, which is expected with superfine magnetite feed size distribution. At higher feed densities the agreement between the [Dungilson, 1999; Wood, J.C., 1990. A performance model for coal-washing dense medium cyclones, Ph.D. Thesis, JKMRC, University of Queensland] correlations and the CFD are reasonably good, but the overflow density is lower than the model predictions. It is believed that the excessive underflow volumetric flow rates are responsible for under prediction of the overflow density. (c) 2006 Elsevier Ltd. All rights reserved.

Dynamic rupture in a 3-D particle-based simulation of a rough planar fault

An appreciation of the physical mechanisms which cause observed seismicity complexity is fundamental to the understanding of the temporal behaviour of faults and single slip events. Numerical simulation of fault slip can provide insights into fault processes by allowing exploration of parameter spaces which influence microscopic and macroscopic physics of processes which may lead towards an answer to those questions. Particle-based models such as the Lattice Solid Model have been used previously for the simulation of stick-slip dynamics of faults, although mainly in two dimensions. Recent increases in the power of computers and the ability to use the power of parallel computer systems have made it possible to extend particle-based fault simulations to three dimensions. In this paper a particle-based numerical model of a rough planar fault embedded between two elastic blocks in three dimensions is presented. A very simple friction law without any rate dependency and no spatial heterogeneity in the intrinsic coefficient of friction is used in the model. To simulate earthquake dynamics the model is sheared in a direction parallel to the fault plane with a constant velocity at the driving edges. Spontaneous slip occurs on the fault when the shear stress is large enough to overcome the frictional forces on the fault. Slip events with a wide range of event sizes are observed. Investigation of the temporal evolution and spatial distribution of slip during each event shows a high degree of variability between the events. In some of the larger events highly complex slip patterns are observed.

Cobalt complexes of tripodal hexadentate ligands: Electrochemically driven rearrangements

The Co-III complexes of the hexadentate tripodal ligands HOsen (3-(2'-aminoethylamino)-2,2-bis((2 ''-aminoethylamino) methyl) propan-1-ol) and HOten (3-(2'-aminoethylthia)-2,2-bis((2 ''-aminoethylthia) methyl) propan-1-ol) have been synthesized and fully characterized. The crystal structures of [Co(HOsen)]Cl-3 center dot H2O and [Co(HOten)](ClO4)Cl-2 are reported and in both cases the ligands coordinate as tripodal hexadentate N-6 and N3S3 donors, respectively. Cyclic voltammetry of the N3S3 coordinated complex [Co(HOten)](3+) is complicated and electrode dependent. On a Pt working electrode an irreversible Co-III/II couple ( formal potential - 157 mV versus Ag-AgCl) is seen, which is indicative of dissociation of the divalent complex formed at the electrode. The free HOten released by the dissociation of [Co(HOten)](2+) can be recaptured by Hg as shown by cyclic voltammetry experiments on a static Hg drop electrode ( or in the presence of Hg2+ ions), which leads to the formation of an electroactive Hg-II complex of the N3S3 ligand (formal potential + 60 mV versus Ag-AgCl). This behaviour is in contrast to the facile and totally reversible voltammetry of the hexaamine complex [Co(HOsen)](3+) ( formal potential (Co-III/II) - 519 mV versus Ag-AgCl), which is uncomplicated by any coupled chemical reactions. Akinetic and thermodynamic analysis of the [Co(HOten)](2+)/[Hg(HOten)](2+) system is presented on the basis of digital simulation of the experimental voltammetric data.

A Novel Nonparametric Density Estimator

We present a novel nonparametric density estimator and a new data-driven bandwidth selection method with excellent properties. The approach is in- spired by the principles of the generalized cross entropy method. The pro- posed density estimation procedure has numerous advantages over the tra- ditional kernel density estimator methods. Firstly, for the first time in the nonparametric literature, the proposed estimator allows for a genuine incor- poration of prior information in the density estimation procedure. Secondly, the approach provides the first data-driven bandwidth selection method that is guaranteed to provide a unique bandwidth for any data. Lastly, simulation examples suggest the proposed approach outperforms the current state of the art in nonparametric density estimation in terms of accuracy and reliability.

Experimental study of the quantum driven pendulum and its classical analog in atom optics

We present experimental results for the dynamics of cold atoms in a far detuned amplitude-modulated optical standing wave. Phase-space resonances constitute distinct peaks in the atomic momentum distribution containing up to 65% of all atoms resulting from a mixed quantum chaotic phase space. We characterize the atomic behavior in classical and quantum regimes and we present the applicable quantum and classical theory, which we have developed and refined. We show experimental proof that the size and the position of the resonances in phase space can be controlled by varying several parameters, such as the modulation frequency, the scaled well depth, the modulation amplitude, and the scaled Planck’s constant of the system. We have found a surprising stability against amplitude noise. We present methods to accurately control the momentum of an ensemble of atoms using these phase-space resonances which could be used for efficient phase-space state preparation.

XSophe-Sophe-XeprView (R). A computer simulation software suite (v. 1.1.3) for the analysis of continuous wave EPR spectra

The XSophe-Sophe-XeprView((R)) computer simulation software suite enables scientists to easily determine spin Hamiltonian parameters from isotropic, randomly oriented and single crystal continuous wave electron paramagnetic resonance (CW EPR) spectra from radicals and isolated paramagnetic metal ion centers or clusters found in metalloproteins, chemical systems and materials science. XSophe provides an X-windows graphical user interface to the Sophe programme and allows: creation of multiple input files, local and remote execution of Sophe, the display of sophelog (output from Sophe) and input parameters/files. Sophe is a sophisticated computer simulation software programme employing a number of innovative technologies including; the Sydney OPera HousE (SOPHE) partition and interpolation schemes, a field segmentation algorithm, the mosaic misorientation linewidth model, parallelization and spectral optimisation. In conjunction with the SOPHE partition scheme and the field segmentation algorithm, the SOPHE interpolation scheme and the mosaic misorientation linewidth model greatly increase the speed of simulations for most spin systems. Employing brute force matrix diagonalization in the simulation of an EPR spectrum from a high spin Cr(III) complex with the spin Hamiltonian parameters g(e) = 2.00, D = 0.10 cm(-1), E/D = 0.25, A(x) = 120.0, A(y) = 120.0, A(z) = 240.0 x 10(-4) cm(-1) requires a SOPHE grid size of N = 400 (to produce a good signal to noise ratio) and takes 229.47 s. In contrast the use of either the SOPHE interpolation scheme or the mosaic misorientation linewidth model requires a SOPHE grid size of only N = 18 and takes 44.08 and 0.79 s, respectively. Results from Sophe are transferred via the Common Object Request Broker Architecture (CORBA) to XSophe and subsequently to XeprView((R)) where the simulated CW EPR spectra (1D and 2D) can be compared to the experimental spectra. Energy level diagrams, transition roadmaps and transition surfaces aid the interpretation of complicated randomly oriented CW EPR spectra and can be viewed with a web browser and an OpenInventor scene graph viewer.

User guide for shock and blast simulation with the OctVCE code (version 3.5+), Department of Mechanical Engineering Report 2007/13

OctVCE is a cartesian cell CFD code produced especially for numerical simulations of shock and blast wave interactions with complex geometries. Virtual Cell Embedding (VCE) was chosen as its cartesian cell kernel as it is simple to code and sufficient for practical engineering design problems. This also makes the code much more ‘user-friendly’ than structured grid approaches as the gridding process is done automatically. The CFD methodology relies on a finite-volume formulation of the unsteady Euler equations and is solved using a standard explicit Godonov (MUSCL) scheme. Both octree-based adaptive mesh refinement and shared-memory parallel processing capability have also been incorporated. For further details on the theory behind the code, see the companion report 2007/12.

Effects of memory load and distraction on performance and event-related slow potentials in a visuospatial working memory task

Brain electrical activity related to working memory was recorded at 15 scalp electrodes during a visuospatial delayed response task. Participants (N = 18) touched the remembered position of a target on a computer screen after either a 1 or 8 sec delay. These memory trials were compared to sensory trials in which the target remained present throughout the delay and response periods. Distracter stimuli identical to the target were briefly presented during the delay on 30% of trials. Responses were less accurate in memory than sensory trials, especially after the long delay. During the delay slow potentials developed that were significantly more negative in memory than sensory trials. The difference between memory and sensory trials was greater at anterior than posterior electrodes. On trials with distracters, the slow potentials generated by memory trials showed further enhancement of negativity whereas there were minimal effects on accuracy of performance. The results provide evidence that engagement of visuospatial working memory generates slow wave negativity with a timing and distribution consistent with frontal activation. Enhanced brain activity associated with working memory is required to maintain performance in the presence of distraction. © 1997 by the Massachusetts Institute of Technology

Quantum trajectory simulations of the fluorescence intensity from a two-level atom driven by a multichromatic field

The quantum trajectories method is illustrated for the resonance fluorescence of a two-level atom driven by a multichromatic field. We discuss the method for the time evolution of the fluorescence intensity in the presence of bichromatic and trichromatic driving fields. We consider the special case wherein one multichromatic field component is strong and resonant with the atomic transition whereas the other components are much weaker and arbitrarily detuned from the atomic resonance. We find that the phase-dependent modulations of the Rabi oscillations, recently observed experimentally [Q. Wu, D. J. Gauthier, and T. W. Mossberg, Phys. Rev. A 49, R1519 (1994)] for the special case when the weaker component of a bichromatic driving field is detuned from the atomic resonance by the strong-field Rabi frequency, appear also for detunings close to the subharmonics of the Rabi frequency. Furthermore, we show that for the atom initially prepared in one of the dressed states of the strong field component the modulations are not sensitive to the phase. We extend the calculations to the case of a trichromatic driving field and find that apart from the modulations of the amplitude there is a modulation of the frequency of the Rabi oscillations. Moreover, the time evolution of the fluorescence intensity depends on the phase regardless of the initial conditions and a phase-dependent suppression of the Rabi oscillations can be observed when the sideband fields are tuned to the subharmonics of the strong-field Rabi frequency. [S1050-2947(98)03501-X].

Flow and axial dispersion simulation for traveling axisymmetric Taylor vortices

Numerical experiments using a finite difference method were carried out to determine the motion of axisymmetric Taylor vortices for narrow-gap Taylor vortex flow. When a pressure gradient is imposed on the flow the vortices are observed to move with an axial speed of 1.16 +/- 0.005 times the mean axial flow velocity. The method of Brenner was used to calculate the long-time axial spread of material in the flow. For flows where there is no pressure gradient, the axial dispersion scales with the square root of the molecular diffusion, in agreement with the results of Rosen-bluth et al. for high Peclet number dispersion in spatially periodic flows with a roll structure. When a pressure gradient is imposed the dispersion increases by an amount approximately equal to 6.5 x 10(-4) (W) over bar(2)d(2)/D-m, where (W) over bar is the average axial velocity in the annulus, analogous to Taylor dispersion for laminar flow in an empty tube.