Stochastic simulation of rare events

Stochastic simulation is an important and practical technique for computing probabilities of rare events, like the payoff probability of a financial option, the probability that a queue exceeds a certain level or the probability of ruin of the insurer's risk process. Rare events occur so infrequently, that they cannot be reasonably recorded during a standard simulation procedure: specifc simulation algorithms which thwart the rarity of the event to simulate are required. An important algorithm in this context is based on changing the sampling distribution and it is called importance sampling. Optimal Monte Carlo algorithms for computing rare event probabilities are either logarithmic eficient or possess bounded relative error.

Computer simulation of electrophoretic aspects of enantiomer migration and separation in capillary electrochromatography with a neutral selector.

A computer simulation study describing the electrophoretic separation and migration of methadone enantiomers in presence of free and immobilized (2-hydroxypropyl)-β-CD is presented. The 1:1 interaction of methadone with the neutral CD was simulated by using experimentally determined mobilities and complexation constants for the complexes in a low-pH BGE comprising phosphoric acid and KOH. The use of complex mobilities represents free solution conditions with the chiral selector being a buffer additive, whereas complex mobilities set to zero provide data that mimic migration and separation with the chiral selector being immobilized, that is CEC conditions in absence of unspecific interaction between analytes and the chiral stationary phase. Simulation data reveal that separations are quicker, electrophoretic displacement rates are reduced, and sensitivity is enhanced in CEC with on-column detection in comparison to free solution conditions. Simulation is used to study electrophoretic analyte behavior at the interface between sample and the CEC column with the chiral selector (analyte stacking) and at the rear end when analytes leave the environment with complexation (analyte destacking). The latter aspect is relevant for off-column analyte detection in CEC and is described here for the first time via the dynamics of migrating analyte zones. Simulation provides insight into means to counteract analyte dilution at the column end via use of a BGE with higher conductivity. Furthermore, the impact of EOF on analyte migration, separation, and detection for configurations with the selector zone being displaced or remaining immobilized under buffer flow is simulated. In all cases, the data reveal that detection should occur within or immediately after the selector zone.

Monte-Carlo simulation of Callisto's exosphere

We model Callisto's exosphere based on its ice as well as non-ice surface via the use of a Monte-Carlo exosphere model. For the ice component we implement two putative compositions that have been computed from two possible extreme formation scenarios of the satellite. One composition represents the oxidizing state and is based on the assumption that the building blocks of Callisto were formed in the protosolar nebula and the other represents the reducing state of the gas, based on the assumption that the satellite accreted from solids condensed in the jovian sub-nebula. For the non-ice component we implemented the compositions of typical CI as well as L type chondrites. Both chondrite types have been suggested to represent Callisto's non-ice composition best. As release processes we consider surface sublimation, ion sputtering and photon-stimulated desorption. Particles are followed on their individual trajectories until they either escape Callisto's gravitational attraction, return to the surface, are ionized, or are fragmented. Our density profiles show that whereas the sublimated species dominate close to the surface on the sun-lit side, their density profiles (with the exception of H and H-2) decrease much more rapidly than the sputtered particles. The Neutral gas and Ion Mass (NIM) spectrometer, which is part of the Particle Environment Package (PEP), will investigate Callisto's exosphere during the JUICE mission. Our simulations show that NIM will be able to detect sublimated and sputtered particles from both the ice and non-ice surface. NIM's measured chemical composition will allow us to distinguish between different formation scenarios. (C) 2015 Elsevier Inc. All rights reserved.