A simulação de Monte Carlo como instrumento fundamental para a análise de viabilidade econômica: a implementação de uma fundição de ferro em uma empresa metalúrgica

In uncertainly economic scenarios, an economic feasibility analysis must be done to accept a project based on investment criteria, such as NPV and IRR, mainly because the shareholders tend to invest their budget in a project if it has a great chance to return their investments. The studied company outsources all of its foundry services, what makes it very dependent of its suppliers, because the products have a lower quality level, long delivery periods and high prices. Therefore, this work will analyze the project of building an iron-casting foundry to decrease the dependence of its suppliers. In order to develop this research, all needed data related to the construction of the foundry and sales were collected to create deterministic and probabilistic (Monte Carlo Simulation) cash flows using MsExcel® and Oracle's Crystal Ball® software. As a result, the project was found to be risky by the NPV and IRR in the case of this new production line supplying only the internal needs. However, when the company offers its services to the foundry market, the project turns to be feasible

Uso do método de Monte Carlo para simulação e detecção do espectro de raios-X gerado com feixes de elétrons em alvo de Molibdênio, utilizando o Geant4

The huge demand for procedures involving ionizing radiation promotes the need for safe methods of experimentation considering the danger of their biological e ects with consequent risk to humans. Brazilian's legislation prohibits experiments involving this type of radiation in humans through Decree 453 of Ministry of Health with determines that such procedures comply with the principles of justi cation, optimization and dose limitation. In this line, concurrently with the advancement of available computer processing power, computing simulations have become relevant in those situations where experimental procedures are too cost or impractical. The Monte Carlo method, created along the Manhattan Project duringWorldWar II, is a powerful strategy to simulations in computational physics. In medical physics, this technique has been extensively used with applications in diagnostics and cancer treatment. The objective of this work is to simulate the production and detection of X-rays for the energy range of diagnostic radiology, for molybdenum target, using the Geant4 toolkit. X-ray tubes with this kind of target material are used in diagnostic radiology, speci cally in mammography, one of the most used techniques for screening of breast cancer in women. During the simulations, we used di erent models for bremsstrahlung available in physical models for low energy, in situations already covered by the literature in earlier versions of Geant4. Our results show that although the physical situations seems qualitatively adequate, quantitative comparisons to available analytical data shows aws in the code of Geant4 Low Energy source

Estudo do método Monte Carlo e sua aplicação no modelo SIR

In this work we present a discussion and the results of the simulation of disease spread using the Monte Carlo method. The dissemination model is the SIR model and presents as main characteristic the disease evolution among individuals of the population subdivided into three groups: susceptible (S), infected (I) and recovered (R). The technique used is based on the introduction of transition probabilities S-> I and I->R to do the spread of the disease, they are governed by a Poisson distribution. The simulation of the spread of disease was based on the randomness introduced, taking into account two basic parameters of the model, the power of infection and average time of the disease. Considering appropriate values of these parameters, the results are presented graphically and analysis of these results gives information on a group of individuals react to the changes of these parameters and what are the chances of a disease becoming a pandemic

Application of reverse Monte Carlo simulations to diatomic molecules. Part 1. Noncomplete radial distribution functions

The reverse Monte Carlo (RMC) method generates sets of points in space which yield radial distribution functions (RDFS) that approximate those of the system of interest. Such sets of configurations should, in principle, be sufficient to determine the structural properties of the system. In this work we apply the RMC technique to fluids of hard diatomic molecules. The experimental RDFs of the hard-dimer fluid were generated by the conventional MC method and used as input in the RMC simulations. Our results indicate that the RMC method is only satisfactory in determining the local structure of the fluid studied by means of only mono-variable RDF. Also we suggest that the use of multi-variable RDFs would improve the technique significantly. However, the accuracy of the method turned out to be very sensitive to the variance of the input experimental RDF. © 1995.

Monte Carlo simulation of water-tetrahydrofuran mixtures

Monte Carlo simulations of water-tetrahydrofuran (THF) mixtures were performed in the isothermal-isobaric ensemble (NPT) at T = 298 K and p = 1 atm. The interaction energy was calculated using the TIP4P model for water and a five-site united atom representation for the THF molecule. The potential energy surfaces for water-THF interactions were obtained by using combining rules and the original potential functions used for pure liquids. Theoretical values obtained for the average interaction energy as a function of concentration are in good agreement with available experimental data. Results from the partitioning of the total interaction energy into water-water, water-THF and THF-THF contributions are presented. These results are useful to distinguish between the quantitative contributions of these molecular interactions to the energetic behavior of the water-THF mixing process. The radial distribution functions for HW-OTHF and OW-OTHF site-site interactions show the salient features of hydrogen-bonded liquids. Comparison of the average number of water-water complexes interacting through hydrogen bonding in water-THF and water-methanol mixtures shows an enhancement of the water-water coordination number in a THF rich environment. © 1995.

Using the Ferrenberg-Swendsen Monte Carlo method for nonuniversal exponents

We use the method of Monte Carlo evolution in the coupling constant space of Ferrenberg and Swendsen to evaluate the nonuniversal exponent η* associated to a linear defect in a 2d Ising model. © 1989.

Simulação de Monte Carlo: de modelos de spin à teoria de campos na rede

Pós-graduação em Física - IFT

Aplicação da Simulação de Monte Carlo no estudo de testes de fadiga em rodas agrícolas

Due to the increasing demand from clients and the search for better performances in the heavy vehicles industry, a progressive evolution in technology in a general way was needed. This paper uses a scientific method to validate, prior to its manufacture, the project of an agricultural wheel for sugar cane harvesters. Monte Carlo Simulation is used in conjunction with Finite Elements Method, in order to simulate the wheel's behavior in a cornering test, identify possible failure regions and get an estimate for its life under fatigue. To this end, test conditions according to EUWA Standards were simulated and obeyed, relevant to fatigue. Simulation results were interesting, according to industry experts involved in the project and manufacture of the product in question, and have provided important elements for the decision making regarding improvements that could be made on the product project before its execution

Nonlinear Schrodinger equation for a superfluid Fermi gas in the BCS-BEC crossover

We introduce a quasianalytic nonlinear Schrodinger equation with beyond mean-field corrections to describe the dynamics of a zero-temperature dilute superfluid Fermi gas in the crossover from the weak-coupling Bardeen-Cooper-Schrieffer (BCS) regime, where k(F)parallel to a parallel to << 1 with a the s-wave scattering length and k(F) the Fermi momentum, through the unitarity limit k(F)a ->+/-infinity to the Bose-Einstein condensation (BEC) regime where k(F)a > 0. The energy of our model is parametrized using the known asymptotic behavior in the BCS, BEC, and the unitarity limits and is in excellent agreement with accurate Green's-function Monte Carlo calculations. The model generates good results for frequencies of collective breathing oscillations of a trapped Fermi superfluid.

Effective pair potentials and structure of water

Classical Monte Carlo calculations have been performed in order to investigate the ability of the TIP4P, SPC, and SPCE water models to reproduce the structural features of liquid water. The simulations were carried out in the NPT ensemble at 4 thermodynamic conditions. The results are compared with recent neutron diffraction data. Essentially, the three models capture equally well the thermodynamic and structural features of water. Although they were parametrized to reproduce the water properties at ambient conditions, the agreement with the experimental pair correlation functions was even better at supercritical conditions. This is because the effective pair potentials have some difficulty to reproduce cooperative interactions, like hydrogen bonds. These interactions are less effective at supercritical conditions, where the liquid behaves roughly like a gas.

S-, P-, and D-wave resonances in positronium-lithium-atom scattering

We investigate ortho-positronium-lithium-atom (Ps-Li) scattering using static-exchange and three-Ps-state coupled-channel calculations. The present three-PS-state scheme, while closely agreeing with the resonance and binding energies in the Ps-H system, predicts S-, P-, and D-wave resonances at 4.25 eV, 4.9 eV, and, 5.25 eV. respectively, in the electronic spin-singlet channel of Ps-Li scattering. The present calculation also yields a Ps-Li binding in this attractive singlet channel with an approximate binding energy of 0.218 eV, which is in adherence with the recent findings of a chemically stable PsLi system using stocastic variational and quantum Monte Carlo calculations. We further report elastic, Ps(2s)-, and Ps(2p)-excitation cross sections at low to medium energies (0.068-30 eV).

Nuclear incoherent photoproduction of pi(0) and eta from 4 to 12 GeV

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Measurement of the normalized Z/gamma* -> mu(+)mu(-) transverse momentum distribution in p(p)over-bar collisions at root s=1.96 TeV

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Dependence of the t(t)over-bar production cross section on the transverse momentum of the top quark

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)