69 resultados para particle Markov chain Monte Carlo


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Incoherent eta photoproduction in nuclei is evaluated at forward angles within 4 to 9 GeV using a multiple scattering Monte Carlo cascade calculation with full eta-nucleus final-state interactions. The Primakoff, nuclear coherent and nuclear incoherent components of the cross sections fit remarkably well previous measurements for Be and Cu from Cornell, suggesting a destructive interference between the Coulomb and nuclear coherent amplitudes for Cu. The inelastic background of the data is consistently attributed to the nuclear incoherent part, which is clearly not isotropic as previously considered in Cornell's analysis. The respective Primakoff cross sections from Be and Cu give Gamma(eta ->gamma gamma)=0.476(62) keV, where the quoted error is only statistical. This result is consistent with the Particle Data Group average of 0.510(26) keV and in sharp contrast (similar to 50%) with the value of 0.324(46) keV obtained at Cornell.

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We present Monte Carlo simulations for a molecular motor system found in virtually all eukaryotic cells, the acto-myosin motor system, composed of a group of organic macromolecules. Cell motors were mapped to an Ising-like model, where the interaction field is transmitted through a tropomyosin polymer chain. The presence of Ca(2+) induces tropomyosin to block or unblock binding sites of the myosin motor leading to its activation or deactivation. We used the Metropolis algorithm to find the transient and the equilibrium states of the acto-myosin system composed of solvent, actin, tropomyosin, troponin, Ca(2+), and myosin-S1 at a given temperature, including the spatial configuration of tropomyosin on the actin filament surface. Our model describes the short- and long-range cooperativity during actin-myosin binding which emerges from the bending stiffness of the tropomyosin complex. We found all transition rates between the states only using the interaction energy of the constituents. The agreement between our model and experimental data also supports the recent theory of flexible tropomyosin.

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We study the structural phase transitions in confined systems of strongly interacting particles. We consider infinite quasi-one-dimensional systems with different pairwise repulsive interactions in the presence of an external confinement following a power law. Within the framework of Landau's theory, we find the necessary conditions to observe continuous transitions and demonstrate that the only allowed continuous transition is between the single-and the double-chain configurations and that it only takes place when the confinement is parabolic. We determine analytically the behavior of the system at the transition point and calculate the critical exponents. Furthermore, we perform Monte Carlo simulations and find a perfect agreement between theory and numerics.

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Using path-integral Monte Carlo calculations, we have calculated ring exchange frequencies in the bcc phase of solid (3)He for densities from melting to the highest stable density. We evaluate 42 different exchange frequencies from two atoms up to eight atoms and find their Gruneisen exponents. Using a fit to these frequencies, we calculate the contribution to the Curie-Weiss temperature, Theta(CW), and upper critical magnetic field, B(c2), for even longer exchanges using a lattice Monte Carlo procedure. We find that contributions from seven-and eight-particle exchanges make a significant contribution to Theta(CW) and B(c2) at melting density. Comparison with experimental data is given.

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This paper deals with the expected discounted continuous control of piecewise deterministic Markov processes (PDMP`s) using a singular perturbation approach for dealing with rapidly oscillating parameters. The state space of the PDMP is written as the product of a finite set and a subset of the Euclidean space a""e (n) . The discrete part of the state, called the regime, characterizes the mode of operation of the physical system under consideration, and is supposed to have a fast (associated to a small parameter epsilon > 0) and a slow behavior. By using a similar approach as developed in Yin and Zhang (Continuous-Time Markov Chains and Applications: A Singular Perturbation Approach, Applications of Mathematics, vol. 37, Springer, New York, 1998, Chaps. 1 and 3) the idea in this paper is to reduce the number of regimes by considering an averaged model in which the regimes within the same class are aggregated through the quasi-stationary distribution so that the different states in this class are replaced by a single one. The main goal is to show that the value function of the control problem for the system driven by the perturbed Markov chain converges to the value function of this limit control problem as epsilon goes to zero. This convergence is obtained by, roughly speaking, showing that the infimum and supremum limits of the value functions satisfy two optimality inequalities as epsilon goes to zero. This enables us to show the result by invoking a uniqueness argument, without needing any kind of Lipschitz continuity condition.

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In this paper we obtain the linear minimum mean square estimator (LMMSE) for discrete-time linear systems subject to state and measurement multiplicative noises and Markov jumps on the parameters. It is assumed that the Markov chain is not available. By using geometric arguments we obtain a Kalman type filter conveniently implementable in a recurrence form. The stationary case is also studied and a proof for the convergence of the error covariance matrix of the LMMSE to a stationary value under the assumption of mean square stability of the system and ergodicity of the associated Markov chain is obtained. It is shown that there exists a unique positive semi-definite solution for the stationary Riccati-like filter equation and, moreover, this solution is the limit of the error covariance matrix of the LMMSE. The advantage of this scheme is that it is very easy to implement and all calculations can be performed offline. (c) 2011 Elsevier Ltd. All rights reserved.

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This paper analyzes the complexity-performance trade-off of several heuristic near-optimum multiuser detection (MuD) approaches applied to the uplink of synchronous single/multiple-input multiple-output multicarrier code division multiple access (S/MIMO MC-CDMA) systems. Genetic algorithm (GA), short term tabu search (STTS) and reactive tabu search (RTS), simulated annealing (SA), particle swarm optimization (PSO), and 1-opt local search (1-LS) heuristic multiuser detection algorithms (Heur-MuDs) are analyzed in details, using a single-objective antenna-diversity-aided optimization approach. Monte- Carlo simulations show that, after convergence, the performances reached by all near-optimum Heur-MuDs are similar. However, the computational complexities may differ substantially, depending on the system operation conditions. Their complexities are carefully analyzed in order to obtain a general complexity-performance framework comparison and to show that unitary Hamming distance search MuD (uH-ds) approaches (1-LS, SA, RTS and STTS) reach the best convergence rates, and among them, the 1-LS-MuD provides the best trade-off between implementation complexity and bit error rate (BER) performance.

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In this paper, we deal with a generalized multi-period mean-variance portfolio selection problem with market parameters Subject to Markov random regime switchings. Problems of this kind have been recently considered in the literature for control over bankruptcy, for cases in which there are no jumps in market parameters (see [Zhu, S. S., Li, D., & Wang, S. Y. (2004). Risk control over bankruptcy in dynamic portfolio selection: A generalized mean variance formulation. IEEE Transactions on Automatic Control, 49, 447-457]). We present necessary and Sufficient conditions for obtaining an optimal control policy for this Markovian generalized multi-period meal-variance problem, based on a set of interconnected Riccati difference equations, and oil a set of other recursive equations. Some closed formulas are also derived for two special cases, extending some previous results in the literature. We apply the results to a numerical example with real data for Fisk control over bankruptcy Ill a dynamic portfolio selection problem with Markov jumps selection problem. (C) 2008 Elsevier Ltd. All rights reserved.

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In the protein folding problem, solvent-mediated forces are commonly represented by intra-chain pairwise contact energy. Although this approximation has proven to be useful in several circumstances, it is limited in some other aspects of the problem. Here we show that it is possible to achieve two models to represent the chain-solvent system. one of them with implicit and other with explicit solvent, such that both reproduce the same thermodynamic results. Firstly, lattice models treated by analytical methods, were used to show that the implicit and explicitly representation of solvent effects can be energetically equivalent only if local solvent properties are time and spatially invariant. Following, applying the same reasoning Used for the lattice models, two inter-consistent Monte Carlo off-lattice models for implicit and explicit solvent are constructed, being that now in the latter the solvent properties are allowed to fluctuate. Then, it is shown that the chain configurational evolution as well as the globule equilibrium conformation are significantly distinct for implicit and explicit solvent systems. Actually, strongly contrasting with the implicit solvent version, the explicit solvent model predicts: (i) a malleable globule, in agreement with the estimated large protein-volume fluctuations; (ii) thermal conformational stability, resembling the conformational hear resistance of globular proteins, in which radii of gyration are practically insensitive to thermal effects over a relatively wide range of temperatures; and (iii) smaller radii of gyration at higher temperatures, indicating that the chain conformational entropy in the unfolded state is significantly smaller than that estimated from random coil configurations. Finally, we comment on the meaning of these results with respect to the understanding of the folding process. (C) 2009 Elsevier B.V. All rights reserved.

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The elevated plus-maze is an animal model of anxiety used to study the effect of different drugs on the behavior of the animal It consists of a plus-shaped maze with two open and two closed arms elevated 50 cm from the floor The standard measures used to characterize exploratory behavior in the elevated plus-maze are the time spent and the number of entries in the open arms In this work we use Markov chains to characterize the exploratory behavior of the rat in the elevated plus-maze under three different conditions normal and under the effects of anxiogenic and anxiolytic drugs The spatial structure of the elevated plus-maze is divided into squares which are associated with states of a Markov chain By counting the frequencies of transitions between states during 5-min sessions in the elevated plus-maze we constructed stochastic matrices for the three conditions studied The stochastic matrices show specific patterns which correspond to the observed behaviors of the rat under the three different conditions For the control group the stochastic matrix shows a clear preference for places in the closed arms This preference is enhanced for the anxiogenic group For the anxiolytic group the stochastic matrix shows a pattern similar to a random walk Our results suggest that Markov chains can be used together with the standard measures to characterize the rat behavior in the elevated plus-maze (C) 2010 Elsevier B V All rights reserved

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The advent of the Auger Engineering Radio Array (AERA) necessitates the development of a powerful framework for the analysis of radio measurements of cosmic ray air showers. As AERA performs ""radio-hybrid"" measurements of air shower radio emission in coincidence with the surface particle detectors and fluorescence telescopes of the Pierre Auger Observatory, the radio analysis functionality had to be incorporated in the existing hybrid analysis solutions for fluorescence and surface detector data. This goal has been achieved in a natural way by extending the existing Auger Offline software framework with radio functionality. In this article, we lay out the design, highlights and features of the radio extension implemented in the Auger Offline framework. Its functionality has achieved a high degree of sophistication and offers advanced features such as vectorial reconstruction of the electric field, advanced signal processing algorithms, a transparent and efficient handling of FFTs, a very detailed simulation of detector effects, and the read-in of multiple data formats including data from various radio simulation codes. The source code of this radio functionality can be made available to interested parties on request. (C) 2011 Elsevier B.V. All rights reserved.

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Electron transport parameters are important in several areas ranging from particle detectors to plasma-assisted processing reactors. Nevertheless, especially at high fields strengths and for complex gases, relatively few data are published. A dedicated setup has been developed to measure the electron drift velocity and the first Townsend coefficient in parallel plate geometry. An RPC-like cell has been adopted to reach high field strengths without the risk of destructive sparks. The validation data obtained with pure Nitrogen will be presented and compared to a selection of the available literature and to calculations performed with Magboltz 2 version 8.6. The new data collected in pure Isobutane will then be discussed. This is the first time the electron drift velocity in pure Isobutane is measured well into the saturation region. Good agreement is found with expectations from Magboltz. (C) 2009 Elsevier B.V. All rights reserved.

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We consider bipartitions of one-dimensional extended systems whose probability distribution functions describe stationary states of stochastic models. We define estimators of the information shared between the two subsystems. If the correlation length is finite, the estimators stay finite for large system sizes. If the correlation length diverges, so do the estimators. The definition of the estimators is inspired by information theory. We look at several models and compare the behaviors of the estimators in the finite-size scaling limit. Analytical and numerical methods as well as Monte Carlo simulations are used. We show how the finite-size scaling functions change for various phase transitions, including the case where one has conformal invariance.

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We consider the raise and peel model of a one-dimensional fluctuating interface in the presence of an attractive wall. The model can also describe a pair annihilation process in disordered unquenched media with a source at one end of the system. For the stationary states, several density profiles are studied using Monte Carlo simulations. We point out a deep connection between some profiles seen in the presence of the wall and in its absence. Our results are discussed in the context of conformal invariance ( c = 0 theory). We discover some unexpected values for the critical exponents, which are obtained using combinatorial methods. We have solved known ( Pascal`s hexagon) and new (split-hexagon) bilinear recurrence relations. The solutions of these equations are interesting in their own right since they give information on certain classes of alternating sign matrices.

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The nonequilibrium phase transition of the one-dimensional triplet-creation model is investigated using the n-site approximation scheme. We find that the phase diagram in the space of parameters (gamma, D), where gamma is the particle decay probability and D is the diffusion probability, exhibits a tricritical point for n >= 4. However, the fitting of the tricritical coordinates (gamma(t), D(t)) using data for 4 <= n <= 13 predicts that gamma(t) becomes negative for n >= 26, indicating thus that the phase transition is always continuous in the limit n -> infinity. However, the large discrepancies between the critical parameters obtained in this limit and those obtained by Monte Carlo simulations, as well as a puzzling non-monotonic dependence of these parameters on the order of the approximation n, argue for the inadequacy of the n-site approximation to study the triplet-creation model for computationally feasible values of n.