Simulações de Monte Carlo para os modelos Ising e Blume-Capel em redes complexa

We studied the Ising model ferromagnetic as spin-1/2 and the Blume-Capel model as spin-1, > 0 on small world network, using computer simulation through the Metropolis algorithm. We calculated macroscopic quantities of the system, such as internal energy, magnetization, specific heat, magnetic susceptibility and Binder cumulant. We found for the Ising model the same result obtained by Koreans H. Hong, Beom Jun Kim and M. Y. Choi [6] and critical behavior similar Blume-Capel model

Propriedades críticas de sistemas fora do equilíbrio via simulação Monte Carlo

Conselho Nacional de Desenvolvimento Científico e Tecnológico

Análise da formulação em Monte Carlo dos pacotes de energia multiespectrais aplicada a meios constituídos por vapor d'água

The Monte Carlo method is accurate and is relatively simple to implement for the solution of problems involving complex geometries and anisotropic scattering of radiation as compared with other numerical techniques. In addition, differently of what happens for most of numerical techniques, for which the associated simulations computational time tends to increase exponentially with the complexity of the problems, in the Monte Carlo the increase of the computational time tends to be linear. Nevertheless, the Monte Carlo solution is highly computer time consuming for most of the interest problems. The Multispectral Energy Bundle model allows the reduction of the computational time associated to the Monte Carlo solution. The referred model is here analyzed for applications in media constituted for nonparticipating species and water vapor, which is an important emitting species formed during the combustion of hydrocarbon fuels. Aspects related to computer time optimization are investigated the model solutions are compared with benchmark line-by-line solutions

O Modelo de Ising inomogêneo: uma interrupção contínua entre as redes quadrada e triangular.

The ferromagnetic and antiferromagnetic Ising model on a two dimensional inhomogeneous lattice characterized by two exchange constants (J1 and J2) is investigated. The lattice allows, in a continuous manner, the interpolation between the uniforme square (J2 = 0) and triangular (J2 = J1) lattices. By performing Monte Carlo simulation using the sequential Metropolis algorithm, we calculate the magnetization and the magnetic susceptibility on lattices of differents sizes. Applying the finite size scaling method through a data colappse, we obtained the critical temperatures as well as the critical exponents of the model for several values of the parameter α = J2 J1 in the [0, 1] range. The ferromagnetic case shows a linear increasing behavior of the critical temperature Tc for increasing values of α. Inwhich concerns the antiferromagnetic system, we observe a linear (decreasing) behavior of Tc, only for small values of α; in the range [0.6, 1], where frustrations effects are more pronunciated, the critical temperature Tc decays more quickly, possibly in a non-linear way, to the limiting value Tc = 0, cor-responding to the homogeneous fully frustrated antiferromagnetic triangular case.

Influência da filogenia em redes de interações ecológicas

In this thesis we deal with a class of composed networks that are formed by two tree networks, TP and TA, whose end points touches each other through a bipartite network BPA. We explore this network using a functional approach. We are interested in what extend the topology, or the structure, of TX (X = A or P) determines the links of BPA. This composed structure is an useful model in evolutionary biology, where TP and TA are the phylogenetic trees of plants and animals that interact in an ecological community. We use in this thesis two cases of mutualist interactions: frugivory and pollinator networks. We analyse how the phylogeny of TX determines or is correlated with BPA using a Monte Carlo approach. We use the phylogenetic distance among elements that interact with a given species to construct an index κ that quantifies the influence of TX over BPA. The algorithm is based in the assumption that interaction matrices that follows a phylogeny of TX have a total phylogenetic distance smaller than the average distance of an ensemble of Monte Carlo realizations generated by an adequate shuffling data. We find that the phylogeny of animals species has an effect on the ecological matrix that is more marked than plant phylogeny

Modelos de sobrevivência com fração de cura e omissão nas covariáveis

In this work we study the survival cure rate model proposed by Yakovlev (1993) that are considered in a competing risk setting. Covariates are introduced for modeling the cure rate and we allow some covariates to have missing values. We consider only the cases by which the missing covariates are categorical and implement the EM algorithm via the method of weights for maximum likelihood estimation. We present a Monte Carlo simulation experiment to compare the properties of the estimators based on this method with those estimators under the complete case scenario. We also evaluate, in this experiment, the impact in the parameter estimates when we increase the proportion of immune and censored individuals among the not immune one. We demonstrate the proposed methodology with a real data set involving the time until the graduation for the undergraduate course of Statistics of the Universidade Federal do Rio Grande do Norte

Formulações e algoritmos para o problema das p-medianas heterogêneo livre de penalidade

This work presents a new model for the Heterogeneous p-median Problem (HPM), proposed to recover the hidden category structures present in the data provided by a sorting task procedure, a popular approach to understand heterogeneous individual’s perception of products and brands. This new model is named as the Penalty-free Heterogeneous p-median Problem (PFHPM), a single-objective version of the original problem, the HPM. The main parameter in the HPM is also eliminated, the penalty factor. It is responsible for the weighting of the objective function terms. The adjusting of this parameter controls the way that the model recovers the hidden category structures present in data, and depends on a broad knowledge of the problem. Additionally, two complementary formulations for the PFHPM are shown, both mixed integer linear programming problems. From these additional formulations lower-bounds were obtained for the PFHPM. These values were used to validate a specialized Variable Neighborhood Search (VNS) algorithm, proposed to solve the PFHPM. This algorithm provided good quality solutions for the PFHPM, solving artificial generated instances from a Monte Carlo Simulation and real data instances, even with limited computational resources. Statistical analyses presented in this work suggest that the new algorithm and model, the PFHPM, can recover more accurately the original category structures related to heterogeneous individual’s perceptions than the original model and algorithm, the HPM. Finally, an illustrative application of the PFHPM is presented, as well as some insights about some new possibilities for it, extending the new model to fuzzy environments

Um controlador dual subótimo com fator de peso variável no tempo

This work concerns a refinement of a suboptimal dual controller for discrete time systems with stochastic parameters. The dual property means that the control signal is chosen so that estimation of the model parameters and regulation of the output signals are optimally balanced. The control signal is computed in such a way so as to minimize the variance of output around a reference value one step further, with the addition of terms in the loss function. The idea is add simple terms depending on the covariance matrix of the parameter estimates two steps ahead. An algorithm is used for the adaptive adjustment of the adjustable parameter lambda, for each step of the way. The actual performance of the proposed controller is evaluated through a Monte Carlo simulations method.