The transform likelihood ratio method for rare event simulation with heavy tails

We present a novel method, called the transform likelihood ratio (TLR) method, for estimation of rare event probabilities with heavy-tailed distributions. Via a simple transformation ( change of variables) technique the TLR method reduces the original rare event probability estimation with heavy tail distributions to an equivalent one with light tail distributions. Once this transformation has been established we estimate the rare event probability via importance sampling, using the classical exponential change of measure or the standard likelihood ratio change of measure. In the latter case the importance sampling distribution is chosen from the same parametric family as the transformed distribution. We estimate the optimal parameter vector of the importance sampling distribution using the cross-entropy method. We prove the polynomial complexity of the TLR method for certain heavy-tailed models and demonstrate numerically its high efficiency for various heavy-tailed models previously thought to be intractable. We also show that the TLR method can be viewed as a universal tool in the sense that not only it provides a unified view for heavy-tailed simulation but also can be efficiently used in simulation with light-tailed distributions. We present extensive simulation results which support the efficiency of the TLR method.

High-pressure adsorption capacity and structure of CO2 in carbon slit pores: Theory and simulation

We present new simulation results for the packing of single-center and three-center models of carbon dioxide at high pressure in carbon slit pores. The former shows a series of packing transitions that are well described by our density functional theory model developed earlier. In contrast, these transitions are absent for the three-center model. Analysis of the simulation results shows that alternations of flat-lying molecules and rotated molecules can occur as the pore width is increased. The presence or absence of quadrupoles has negligible effect on these high-density structures.

Adsorption of ethylene on graphitized thermal carbon black and in slit pores: A computer simulation study

In this paper, we studied vapor-liquid equilibria (VLE) and adsorption of ethylene on graphitized thermal carbon black and in slit pores whose walls are composed of graphene layers. Simple models of a one-center Lennard-Jones (LJ) potential and a two-center united atom (UA)-LJ potential are investigated to study the impact of the choice of potential models in the description of VLE and adsorption behavior. Here, we used a Monte Carlo simulation method with grand canonical Monte Carlo (GCMC) and Gibbs ensemble Monte Carlo ensembles. The one-center potential model cannot describe adequately the VLE over the practical range of temperature from the triple point to the critical point. On the other hand, the two-center potential model (Wick et al. J. Phys. Chem. B 2000, 104, 8008-8016) performs well in the description of VLE (saturated vapor and liquid densities and vapor pressure) over the wide range of temperature. This UA-LJ model is then used in the study of adsorption of ethylene on graphitized thermal carbon black and in slit pores. Agreement between the GCMC simulation results and the experimental data on graphitized thermal carbon black for moderate temperatures is excellent, demonstrating that the potential of the GCMC method and the proper choice of potential model are essential to investigate adsorption. For slit pores of various sizes, we have found that the behavior of ethylene exhibits a number of features that are not manifested in the study of spherical LJ particles. In particular, the singlet density distribution versus distance across the pore and the angle between the molecular axis and the z direction provide rich information about the way molecules arrange themselves when the pore width is varied. Such an arrangement has been found to be very sensitive to the pore width.

Modeling of adsorption on nongraphitized carbon surface: GCMC simulation studies and comparison with experimental data

We model nongraphitized carbon black surfaces and investigate adsorption of argon on these surfaces by using the grand canonical Monte Carlo simulation. In this model, the nongraphitized surface is modeled as a stack of graphene layers with some carbon atoms of the top graphene layer being randomly removed. The percentage of the surface carbon atoms being removed and the effective size of the defect ( created by the removal) are the key parameters to characterize the nongraphitized surface. The patterns of adsorption isotherm and isosteric heat are particularly studied, as a function of these surface parameters as well as pressure and temperature. It is shown that the adsorption isotherm shows a steplike behavior on a perfect graphite surface and becomes smoother on nongraphitized surfaces. Regarding the isosteric heat versus loading, we observe for the case of graphitized thermal carbon black the increase of heat in the submonolayer coverage and then a sharp decline in the heat when the second layer is starting to form, beyond which it increases slightly. On the other hand, the isosteric heat versus loading for a highly nongraphitized surface shows a general decline with respect to loading, which is due to the energetic heterogeneity of the surface. It is only when the fluid-fluid interaction is greater than the surface energetic factor that we see a minimum-maximum in the isosteric heat versus loading. These simulation results of isosteric heat agree well with the experimental results of graphitization of Spheron 6 (Polley, M. H.; Schaeffer, W. D.; Smith, W. R. J. Phys. Chem. 1953, 57, 469; Beebe, R. A.; Young, D. M. J. Phys. Chem. 1954, 58, 93). Adsorption isotherms and isosteric heat in pores whose walls have defects are also studied from the simulation, and the pattern of isotherm and isosteric heat could be used to identify the fingerprint of the surface.

Simulation of Brugada syndrome using cellular and three-dimensional whole-heart modeling approaches

Brugada syndrome (BS) is a genetic disease identified by an abnormal electrocardiogram ( ECG) ( mainly abnormal ECGs associated with right bundle branch block and ST-elevation in right precordial leads). BS can lead to increased risk of sudden cardiac death. Experimental studies on human ventricular myocardium with BS have been limited due to difficulties in obtaining data. Thus, the use of computer simulation is an important alternative. Most previous BS simulations were based on animal heart cell models. However, due to species differences, the use of human heart cell models, especially a model with three-dimensional whole-heart anatomical structure, is needed. In this study, we developed a model of the human ventricular action potential (AP) based on refining the ten Tusscher et al (2004 Am. J. Physiol. Heart Circ. Physiol. 286 H1573 - 89) model to incorporate newly available experimental data of some major ionic currents of human ventricular myocytes. These modified channels include the L-type calcium current (ICaL), fast sodium current (I-Na), transient outward potassium current (I-to), rapidly and slowly delayed rectifier potassium currents (I-Kr and I-Ks) and inward rectifier potassium current (I-Ki). Transmural heterogeneity of APs for epicardial, endocardial and mid-myocardial (M) cells was simulated by varying the maximum conductance of IKs and Ito. The modified AP models were then used to simulate the effects of BS on cellular AP and body surface potentials using a three-dimensional dynamic heart - torso model. Our main findings are as follows. (1) BS has little effect on the AP of endocardial or mid-myocardial cells, but has a large impact on the AP of epicardial cells. (2) A likely region of BS with abnormal cell AP is near the right ventricular outflow track, and the resulting ST-segment elevation is located in the median precordium area. These simulation results are consistent with experimental findings reported in the literature. The model can reproduce a variety of electrophysiological behaviors and provides a good basis for understanding the genesis of abnormal ECG under the condition of BS disease.