109 resultados para Sequential Monte Carlo methods
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We analyze the average performance of a general class of learning algorithms for the nondeterministic polynomial time complete problem of rule extraction by a binary perceptron. The examples are generated by a rule implemented by a teacher network of similar architecture. A variational approach is used in trying to identify the potential energy that leads to the largest generalization in the thermodynamic limit. We restrict our search to algorithms that always satisfy the binary constraints. A replica symmetric ansatz leads to a learning algorithm which presents a phase transition in violation of an information theoretical bound. Stability analysis shows that this is due to a failure of the replica symmetric ansatz and the first step of replica symmetry breaking (RSB) is studied. The variational method does not determine a unique potential but it allows construction of a class with a unique minimum within each first order valley. Members of this class improve on the performance of Gibbs algorithm but fail to reach the Bayesian limit in the low generalization phase. They even fail to reach the performance of the best binary, an optimal clipping of the barycenter of version space. We find a trade-off between a good low performance and early onset of perfect generalization. Although the RSB may be locally stable we discuss the possibility that it fails to be the correct saddle point globally. ©2000 The American Physical Society.
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A nonthermal quantum mechanical statistical fragmentation model based on tunneling of particles through potential barriers is studied in compact two- and three-dimensional systems. It is shown that this fragmentation dynamics gives origin to several static and dynamic scaling relations. The critical exponents are found and compared with those obtained in classical statistical models of fragmentation of general interest, in particular with thermal fragmentation involving classical processes over potential barriers. Besides its general theoretical interest, the fragmentation dynamics discussed here is complementary to classical fragmentation dynamics of interest in chemical kinetics and can be useful in the study of a number of other dynamic processes such as nuclear fragmentation. ©2000 The American Physical Society.
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Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)
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A measurement technique of charm baryons lifetimes from hadro-production data was presented. The measurement verified the lifetime analysis procedure in a sample with higher statistical precision. Other effects studied include mass reflections; effects of the presence of a second charm particle; and mismeasurement of charm decays. Monte carlo simulations were used for the detailed study of systematic effects using the charm data.
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Through the analyses of the Miyazawa-Jernigan matrix it has been shown that the hydrophobic effect generates the dominant driving force for protein folding. By using both lattice and off-lattice models, it is shown that hydrophobic-type potentials are indeed efficient in inducing the chain through nativelike configurations, but they fail to provide sufficient stability so as to keep the chain in the native state. However, through comparative Monte Carlo simulations, it is shown that hydrophobic potentials and steric constraints are two basic ingredients for the folding process. Specifically, it is shown that suitable pairwise steric constraints introduce strong changes on the configurational activity, whose main consequence is a huge increase in the overall stability condition of the native state; detailed analysis of the effects of steric constraints on the heat capacity and configurational activity are provided. The present results support the view that the folding problem of globular proteins can be approached as a process in which the mechanism to reach the native conformation and the requirements for the globule stability are uncoupled.
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We present the results of a search for the flavor-changing neutral current decay Bs 0 → μ+ μ-. using a data set with integrated luminosity of 240 pb-1 of pp̄ collisions at √s = 1.96 TeV collected with the D0 detector in run II of the Fermilab Tevatron collider. We find the upper limit on the branching fraction to be B(Bs 0 → μ+ π-) ≤ 5.0 × 10-7 at the 95% C.L. assuming no contributions from the decay Bd 0 → μ+ μ- in the signal region. This limit is the most stringent upper bound on the branching fraction Bs 0 → μ+ μ- to date. © 2005 The American Physical Society.
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Purpose - The purpose of this paper is to present designs for an accelerated life test (ALT). Design/methodology/approach - Bayesian methods and simulation Monte Carlo Markov Chain (MCMC) methods were used. Findings - In the paper a Bayesian method based on MCMC for ALT under EW distribution (for life time) and Arrhenius models (relating the stress variable and parameters) was proposed. The paper can conclude that it is a reasonable alternative to the classical statistical methods since the implementation of the proposed method is simple, not requiring advanced computational understanding and inferences on the parameters can be made easily. By the predictive density of a future observation, a procedure was developed to plan ALT and also to verify if the conformance fraction of the manufactured process reaches some desired level of quality. This procedure is useful for statistical process control in many industrial applications. Research limitations/implications - The results may be applied in a semiconductor manufacturer. Originality/value - The Exponentiated-Weibull-Arrhenius model has never before been used to plan an ALT. © Emerald Group Publishing Limited.
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Proton beams in medical applications deal with relatively thick targets like the human head or trunk. Therefore, relatively small differences in the total proton stopping power given, for example, by the different models provided by GEANT4 can lead to significant disagreements in the final proton energy spectra when integrated along lengthy proton trajectories. This work presents proton energy spectra obtained by GEANT4.8.2 simulations using ICRU49, Ziegler1985 and Ziegler2000 models for 19.68MeV protons passing through a number of Al absorbers with various thicknesses. The spectra were compared with the experimental data, with TRIM/SRIM2008 and MCNPX2.4.0 simulations, and with the Payne analytical solution for the transport equation in the Fokker-Plank approximation. It is shown that the MCNPX simulations reasonably reproduce well all experimental spectra. For the relatively thin targets all the methods give practically identical results but this is not the same for the thick absorbers. It should be noted that all the spectra were measured at the proton energies significantly above 2MeV, i.e., in the so-called Bethe-Bloch region. Therefore the observed disagreements in GEANT4 results, simulated with different models, are somewhat unexpected. Further studies are necessary for better understanding and definitive conclusions. © 2009 American Institute of Physics.
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The pCT deals with relatively thick targets like the human head or trunk. Thus, the fidelity of pCT as a tool for proton therapy planning depends on the accuracy of physical formulas used for proton interaction with thick absorbers. Although the actual overall accuracy of the proton stopping power in the Bethe-Bloch domain is about 1%, the analytical calculations and the Monte Carlo simulations with codes like TRIM/SRIM, MCNPX and GEANT4 do not agreed with each other. A tentative to validate the codes against experimental data for thick absorbers bring some difficulties: only a few data is available and the existing data sets have been acquired at different initial proton energies, and for different absorber materials. In this work we compare the results of our Monte Carlo simulations with existing experimental data in terms of reduced calibration curve, i.e. the range - energy dependence normalized on the range scale by the full projected CSDA range for given initial proton energy in a given material, taken from the NIST PSTAR database, and on the final proton energy scale - by the given initial energy of protons. This approach is almost energy and material independent. The results of our analysis are important for pCT development because the contradictions observed at arbitrary low initial proton energies could be easily scaled now to typical pCT energies. © 2010 American Institute of Physics.
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This paper proposes a new approach for optimal phasor measurement units placement for fault location on electric power distribution systems using Greedy Randomized Adaptive Search Procedure metaheuristic and Monte Carlo simulation. The optimized placement model herein proposed is a general methodology that can be used to place devices aiming to record the voltage sag magnitudes for any fault location algorithm that uses voltage information measured at a limited set of nodes along the feeder. An overhead, three-phase, three-wire, 13.8 kV, 134-node, real-life feeder model is used to evaluate the algorithm. Tests show that the results of the fault location methodology were improved thanks to the new optimized allocation of the meters pinpointed using this methodology. © 2011 IEEE.
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In this paper, a novel methodology to price the reactive power support ancillary service of Distributed Generators (DGs) with primary energy source uncertainty is shown. The proposed methodology provides the service pricing based on the Loss of Opportunity Costs (LOC) calculation. An algorithm is proposed to reduce the uncertainty present in these generators using Multiobjective Power Flows (MOPFs) implemented in multiple probabilistic scenarios through Monte Carlo Simulations (MCS), and modeling the time series associated with the generation of active power from DGs through Markov Chains (MC). © 2011 IEEE.
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In this paper a framework based on the decomposition of the first-order optimality conditions is described and applied to solve the Probabilistic Power Flow (PPF) problem in a coordinated but decentralized way in the context of multi-area power systems. The purpose of the decomposition framework is to solve the problem through a process of solving smaller subproblems, associated with each area of the power system, iteratively. This strategy allows the probabilistic analysis of the variables of interest, in a particular area, without explicit knowledge of network data of the other interconnected areas, being only necessary to exchange border information related to the tie-lines between areas. An efficient method for probabilistic analysis, considering uncertainty in n system loads, is applied. The proposal is to use a particular case of the point estimate method, known as Two-Point Estimate Method (TPM), rather than the traditional approach based on Monte Carlo simulation. The main feature of the TPM is that it only requires resolve 2n power flows for to obtain the behavior of any random variable. An iterative coordination algorithm between areas is also presented. This algorithm solves the Multi-Area PPF problem in a decentralized way, ensures the independent operation of each area and integrates the decomposition framework and the TPM appropriately. The IEEE RTS-96 system is used in order to show the operation and effectiveness of the proposed approach and the Monte Carlo simulations are used to validation of the results. © 2011 IEEE.
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This paper presents an approach for probabilistic analysis of unbalanced three-phase weakly meshed distribution systems considering uncertainty in load demand. In order to achieve high computational efficiency this approach uses both an efficient method for probabilistic analysis and a radial power flow. The probabilistic approach used is the well-known Two-Point Estimate Method. Meanwhile, the compensation-based radial power flow is used in order to extract benefits from the topological characteristics of the distribution systems. The generation model proposed allows modeling either PQ or PV bus on the connection point between the network and the distributed generator. In addition allows control of the generator operating conditions, such as the field current and the power delivery at terminals. Results on test with IEEE 37 bus system is given to illustrate the operation and effectiveness of the proposed approach. A Monte Carlo Simulations method is used to validate the results. © 2011 IEEE.
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Distributed Generation, microgrid technologies, two-way communication systems, and demand response programs are issues that are being studied in recent years within the concept of smart grids. At some level of enough penetration, the Distributed Generators (DGs) can provide benefits for sub-transmission and transmission systems through the so-called ancillary services. This work is focused on the ancillary service of reactive power support provided by DGs, specifically Wind Turbine Generators (WTGs), with high level of impact on transmission systems. The main objective of this work is to propose an optimization methodology to price this service by determining the costs in which a DG incurs when it loses sales opportunity of active power, i.e, by determining the Loss of Opportunity Costs (LOC). LOC occur when more reactive power is required than available, and the active power generation has to be reduced in order to increase the reactive power capacity. In the optimization process, three objectives are considered: active power generation costs of DGs, voltage stability margin of the system, and losses in the lines of the network. Uncertainties of WTGs are reduced solving multi-objective optimal power flows in multiple probabilistic scenarios constructed by Monte Carlo simulations, and modeling the time series associated with the active power generation of each WTG via Fuzzy Logic and Markov Chains. The proposed methodology was tested using the IEEE 14 bus test system with two WTGs installed. © 2011 IEEE.
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In this paper the point estimation method is applied to solve the probabilistic power flow problem for unbalanced three-phase distribution systems. Through the implementation of this method the probability distribution functions of voltages (magnitude and angle) as well as the active and reactive power flows in the branches of the distribution system are determined. Two different approaches of the point estimation method are presented (2m and 2m+1 point schemes). In order to test the proposed methodology, the IEEE 34 and 123 bus test systems are used. The results obtained with both schemes are compared with the ones obtained by a Monte Carlo Simulation (MCS).