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

Adsorption in slit pores and pore-size distribution: A molecular layer structure theory

A new approach is developed to analyze the thermodynamic properties of a sub-critical fluid adsorbed in a slit pore of activated carbon. The approach is based on a representation that an adsorbed fluid forms an ordered structure close to a smoothed solid surface. This ordered structure is modelled as a collection of parallel molecular layers. Such a structure allows us to express the Helmholtz free energy of a molecular layer as the sum of the intrinsic Helmholtz free energy specific to that layer and the potential energy of interaction of that layer with all other layers and the solid surface. The intrinsic Helmholtz free energy of a molecular layer is a function (at given temperature) of its two-dimensional density and it can be readily obtained from bulk-phase properties, while the interlayer potential energy interaction is determined by using the 10-4 Lennard-Jones potential. The positions of all layers close to the graphite surface or in a slit pore are considered to correspond to the minimum of the potential energy of the system. This model has led to accurate predictions of nitrogen and argon adsorption on carbon black at their normal boiling points. In the case of adsorption in slit pores, local isotherms are determined from the minimization of the grand potential. The model provides a reasonable description of the 0-1 monolayer transition, phase transition and packing effect. The adsorption of nitrogen at 77.35 K and argon at 87.29 K on activated carbons is analyzed to illustrate the potential of this theory, and the derived pore-size distribution is compared favourably with that obtained by the Density Functional Theory (DFT). The model is less time-consuming than methods such as the DFT and Monte-Carlo simulation, and most importantly it can be readily extended to the adsorption of mixtures and capillary condensation phenomena.

A Mixture model with random-effects components for clustering correlated gene-expression profiles

Motivation: The clustering of gene profiles across some experimental conditions of interest contributes significantly to the elucidation of unknown gene function, the validation of gene discoveries and the interpretation of biological processes. However, this clustering problem is not straightforward as the profiles of the genes are not all independently distributed and the expression levels may have been obtained from an experimental design involving replicated arrays. Ignoring the dependence between the gene profiles and the structure of the replicated data can result in important sources of variability in the experiments being overlooked in the analysis, with the consequent possibility of misleading inferences being made. We propose a random-effects model that provides a unified approach to the clustering of genes with correlated expression levels measured in a wide variety of experimental situations. Our model is an extension of the normal mixture model to account for the correlations between the gene profiles and to enable covariate information to be incorporated into the clustering process. Hence the model is applicable to longitudinal studies with or without replication, for example, time-course experiments by using time as a covariate, and to cross-sectional experiments by using categorical covariates to represent the different experimental classes. Results: We show that our random-effects model can be fitted by maximum likelihood via the EM algorithm for which the E(expectation) and M(maximization) steps can be implemented in closed form. Hence our model can be fitted deterministically without the need for time-consuming Monte Carlo approximations. The effectiveness of our model-based procedure for the clustering of correlated gene profiles is demonstrated on three real datasets, representing typical microarray experimental designs, covering time-course, repeated-measurement and cross-sectional data. In these examples, relevant clusters of the genes are obtained, which are supported by existing gene-function annotation. A synthetic dataset is considered too.

Quantum effects on adsorption and diffusion of hydrogen and deuterium in microporous materials

Monte Carlo and molecular dynamics simulations and neutron scattering experiments are used to study the adsorption and diffusion of hydrogen and deuterium in zeolite Rho in the temperature range of 30-150 K. In the molecular simulations, quantum effects are incorporated via the Feynman-Hibbs variational approach. We suggest a new set of potential parameters for hydrogen, which can be used when Feynman-Hibbs variational approach is used for quantum corrections. The dynamic properties obtained from molecular dynamics simulations are in excellent agreement with the experimental results and show significant quantum effects on the transport at very low temperature. The molecular dynamics simulation results show that the quantum effect is very sensitive to pore dimensions and under suitable conditions can lead to a reverse kinetic molecular sieving with deuterium diffusing faster than hydrogen.

Simulation of binary mixture adsorption of methane and CO2 at supercritical conditions in carbons

Knowledge of the adsorption behavior of coal-bed gases, mainly under supercritical high-pressure conditions, is important for optimum design of production processes to recover coal-bed methane and to sequester CO2 in coal-beds. Here, we compare the two most rigorous adsorption methods based on the statistical mechanics approach, which are Density Functional Theory (DFT) and Grand Canonical Monte Carlo (GCMC) simulation, for single and binary mixtures of methane and carbon dioxide in slit-shaped pores ranging from around 0.75 to 7.5 nm in width, for pressure up to 300 bar, and temperature range of 308-348 K, as a preliminary study for the CO2 sequestration problem. For single component adsorption, the isotherms generated by DFT, especially for CO2, do not match well with GCMC calculation, and simulation is subsequently pursued here to investigate the binary mixture adsorption. For binary adsorption, upon increase of pressure, the selectivity of carbon dioxide relative to methane in a binary mixture initially increases to a maximum value, and subsequently drops before attaining a constant value at pressures higher than 300 bar. While the selectivity increases with temperature in the initial pressure-sensitive region, the constant high-pressure value is also temperature independent. Optimum selectivity at any temperature is attained at a pressure of 90-100 bar at low bulk mole fraction of CO2, decreasing to approximately 35 bar at high bulk mole fractions. (c) 2005 American Institute of Chemical Engineers.

Testing predictions of macroscopic binary diffusion coefficients using lattice models with site heterogeneity

Quantitatively predicting mass transport rates for chemical mixtures in porous materials is important in applications of materials such as adsorbents, membranes, and catalysts. Because directly assessing mixture transport experimentally is challenging, theoretical models that can predict mixture diffusion coefficients using Only single-component information would have many uses. One such model was proposed by Skoulidas, Sholl, and Krishna (Langmuir, 2003, 19, 7977), and applications of this model to a variety of chemical mixtures in nanoporous materials have yielded promising results. In this paper, the accuracy of this model for predicting mixture diffusion coefficients in materials that exhibit a heterogeneous distribution of local binding energies is examined. To examine this issue, single-component and binary mixture diffusion coefficients are computed using kinetic Monte Carlo for a two-dimensional lattice model over a wide range of lattice occupancies and compositions. The approach suggested by Skoulidas, Sholl, and Krishna is found to be accurate in situations where the spatial distribution of binding site energies is relatively homogeneous, but is considerably less accurate for strongly heterogeneous energy distributions.

Effects of graphene layer size on the adsorption of fluids on graphitized thermal carbon black. A computer simulation study

The adsorption of Lennard-Jones fluids (argon and nitrogen) onto a graphitized thermal carbon black surface was studied with a Grand Canonical Monte Carlo Simulation (GCMC). The surface was assumed to be finite in length and composed of three graphene layers. When the GCMC simulation was used to describe adsorption on a graphite surface, an over-prediction of the isotherm was consistently observed in the pressure regions where the first and second layers are formed. To remove this over-prediction, surface mediation was accounted for to reduce the fluid-fluid interaction. Do and co-workers have introduced the so-called surface-mediation damping factor to correct the over-prediction for the case of a graphite surface of infinite extent, and this approach has yielded a good description of the adsorption isotherm. In this paper, the effects of the finite size of the graphene layer on the adsorption isotherm and how these would affect the extent of the surface mediation were studied. It was found that this finite-surface model provides a better description of the experimental data for graphitized thermal carbon black of high surface area (i.e. small crystallite size) while the infinite- surface model describes data for carbon black of very low surface area (i.e. large crystallite size).

Aerodynamic Drag Reduction for Satellites in Low Earth Orbit

Stalker (AIAA Paper 87-0403) has suggested that, by ejecting molecules directly upstream from the entire face of a satellite, it is possible to reduce the drag on a satellite in low-Earth orbit and hence maintain orbit with a total fuel mass (for forward ejection and conventional reaction rockets) less than the typical mass requirements of conventional rockets. An analytical analysis is presented here, as well as Monte Carlo simulations. These indicate that to reduce the overall drag on the satellite significantly, collisions between the freestream and ejected molecules must occur at least two satellite diameters upstream. This can be achieved if the molecules are ejected far upstream from the satellite’s surface through a sting that projects forward from the satellite. Using some estimates of what would be feasible sting arrangements, we find that the drag on the satellite can be reduced to such an extent that the satellite’s orbit can be maintained with a total fuel mass of less than 60% of that required for reaction rockets alone. Upstream ejection is effective in reducing the drag for freestream Knudsen numbers less than approximately 250, but not otherwise.

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.

Sampling phylogenetic tree space with the generalized Gibbs sampler

The generalized Gibbs sampler (GGS) is a recently developed Markov chain Monte Carlo (MCMC) technique that enables Gibbs-like sampling of state spaces that lack a convenient representation in terms of a fixed coordinate system. This paper describes a new sampler, called the tree sampler, which uses the GGS to sample from a state space consisting of phylogenetic trees. The tree sampler is useful for a wide range of phylogenetic applications, including Bayesian, maximum likelihood, and maximum parsimony methods. A fast new algorithm to search for a maximum parsimony phylogeny is presented, using the tree sampler in the context of simulated annealing. The mathematics underlying the algorithm is explained and its time complexity is analyzed. The method is tested on two large data sets consisting of 123 sequences and 500 sequences, respectively. The new algorithm is shown to compare very favorably in terms of speed and accuracy to the program DNAPARS from the PHYLIP package.

Non-Equilibrium Reaction Rates in the Macroscopic Chemistry Method for DSMC Calculations

The Direct Simulation Monte Carlo (DSMC) method is used to simulate the flow of rarefied gases. In the Macroscopic Chemistry Method (MCM) for DSMC, chemical reaction rates calculated from local macroscopic flow properties are enforced in each cell. Unlike the standard total collision energy (TCE) chemistry model for DSMC, the new method is not restricted to an Arrhenius form of the reaction rate coefficient, nor is it restricted to a collision cross-section which yields a simple power-law viscosity. For reaction rates of interest in aerospace applications, chemically reacting collisions are generally infrequent events and, as such, local equilibrium conditions are established before a significant number of chemical reactions occur. Hence, the reaction rates which have been used in MCM have been calculated from the reaction rate data which are expected to be correct only for conditions of thermal equilibrium. Here we consider artificially high reaction rates so that the fraction of reacting collisions is not small and propose a simple method of estimating the rates of chemical reactions which can be used in the Macroscopic Chemistry Method in both equilibrium and non-equilibrium conditions. Two tests are presented: (1) The dissociation rates under conditions of thermal non-equilibrium are determined from a zero-dimensional Monte-Carlo sampling procedure which simulates ‘intra-modal’ non-equilibrium; that is, equilibrium distributions in each of the translational, rotational and vibrational modes but with different temperatures for each mode; (2) The 2-D hypersonic flow of molecular oxygen over a vertical plate at Mach 30 is calculated. In both cases the new method produces results in close agreement with those given by the standard TCE model in the same highly nonequilibrium conditions. We conclude that the general method of estimating the non-equilibrium reaction rate is a simple means by which information contained within non-equilibrium distribution functions predicted by the DSMC method can be included in the Macroscopic Chemistry Method.

Likelihood-based estimation of the regression model with scrambled responses

A significant problem in the collection of responses to potentially sensitive questions, such as relating to illegal, immoral or embarrassing activities, is non-sampling error due to refusal to respond or false responses. Eichhorn & Hayre (1983) suggested the use of scrambled responses to reduce this form of bias. This paper considers a linear regression model in which the dependent variable is unobserved but for which the sum or product with a scrambling random variable of known distribution, is known. The performance of two likelihood-based estimators is investigated, namely of a Bayesian estimator achieved through a Markov chain Monte Carlo (MCMC) sampling scheme, and a classical maximum-likelihood estimator. These two estimators and an estimator suggested by Singh, Joarder & King (1996) are compared. Monte Carlo results show that the Bayesian estimator outperforms the classical estimators in almost all cases, and the relative performance of the Bayesian estimator improves as the responses become more scrambled.

Adsorption of binary hydrocarbon mixtures in carbon slit pores: A density functional theory study

Adsorption of binary hydrocarbon mixtures involving methane in carbon slit pores is theoretically studied here from the viewpoints of separation and of the effect of impurities on methane storage. It is seen that even small amounts of ethane, propane, or butane can significantly reduce the methane capacity of carbons. Optimal pore sizes and pressures, depending on impurity concentration, are noted in the present work, suggesting that careful adsorbent and process design can lead to enhanced separation. These results are consistent with earlier literature studies for the infinite dilution limit. For methane storage applications a carbon micropore width of 11.4 Angstrom (based on distance between centers of carbon atoms on opposing walls) is found to be the most suitable from the point of view of lower impurity uptake during high-pressure adsorption and greater impurity retention during low-pressure delivery. The results also theoretically confirm unusual recently reported observations of enhanced methane adsorption in the presence of a small amount of heavier hydrocarbon impurity.

Quantum chaos in atom optics

I shall discuss the quantum and classical dynamics of a class of nonlinear Hamiltonian systems. The discussion will be restricted to systems with one degree of freedom. Such systems cannot exhibit chaos, unless the Hamiltonians are time dependent. Thus we shall consider systems with a potential function that has a higher than quadratic dependence on the position and, furthermore, we shall allow the potential function to be a periodic function of time. This is the simplest class of Hamiltonian system that can exhibit chaotic dynamics. I shall show how such systems can be realized in atom optics, where very cord atoms interact with optical dipole potentials of a far-off resonance laser. Such systems are ideal for quantum chaos studies as (i) the energy of the atom is small and action scales are of the order of Planck's constant, (ii) the systems are almost perfectly isolated from the decohering effects of the environment and (iii) optical methods enable exquisite time dependent control of the mechanical potentials seen by the atoms.

Estimating HIV incidence rates from age prevalence data in epidemic situations

We present a method of estimating HIV incidence rates in epidemic situations from data on age-specific prevalence and changes in the overall prevalence over time. The method is applied to women attending antenatal clinics in Hlabisa, a rural district of KwaZulu/Natal, South Africa, where transmission of HIV is overwhelmingly through heterosexual contact. A model which gives age-specific prevalence rates in the presence of a progressing epidemic is fitted to prevalence data for 1998 using maximum likelihood methods and used to derive the age-specific incidence. Error estimates are obtained using a Monte Carlo procedure. Although the method is quite general some simplifying assumptions are made concerning the form of the risk function and sensitivity analyses are performed to explore the importance of these assumptions. The analysis shows that in 1998 the annual incidence of infection per susceptible woman increased from 5.4 per cent (3.3-8.5 per cent; here and elsewhere ranges give 95 per cent confidence limits) at age 15 years to 24.5 per cent (20.6-29.1 per cent) at age 22 years and declined to 1.3 per cent (0.5-2.9 per cent) at age 50 years; standardized to a uniform age distribution, the overall incidence per susceptible woman aged 15 to 59 was 11.4 per cent (10.0-13.1 per cent); per women in the population it was 8.4 per cent (7.3-9.5 per cent). Standardized to the age distribution of the female population the average incidence per woman was 9.6 per cent (8.4-11.0 per cent); standardized to the age distribution of women attending antenatal clinics, it was 11.3 per cent (9.8-13.3 per cent). The estimated incidence depends on the values used for the epidemic growth rate and the AIDS related mortality. To ensure that, for this population, errors in these two parameters change the age specific estimates of the annual incidence by less than the standard deviation of the estimates of the age specific incidence, the AIDS related mortality should be known to within +/-50 per cent and the epidemic growth rate to within +/-25 per cent, both of which conditions are met. In the absence of cohort studies to measure the incidence of HIV infection directly, useful estimates of the age-specific incidence can be obtained from cross-sectional, age-specific prevalence data and repeat cross-sectional data on the overall prevalence of HIV infection. Several assumptions were made because of the lack of data but sensitivity analyses show that they are unlikely to affect the overall estimates significantly. These estimates are important in assessing the magnitude of the public health problem, for designing vaccine trials and for evaluating the impact of interventions. Copyright (C) 2001 John Wiley & Sons, Ltd.