66 resultados para MONTE-CARLO SIMULATION


Relevância:

100.00% 100.00%

Publicador:

Resumo:

Signal proteins are able to adapt their response to a change in the environment, governing in this way a broad variety of important cellular processes in living systems. While conventional molecular-dynamics (MD) techniques can be used to explore the early signaling pathway of these protein systems at atomistic resolution, the high computational costs limit their usefulness for the elucidation of the multiscale transduction dynamics of most signaling processes, occurring on experimental timescales. To cope with the problem, we present in this paper a novel multiscale-modeling method, based on a combination of the kinetic Monte-Carlo- and MD-technique, and demonstrate its suitability for investigating the signaling behavior of the photoswitch light-oxygen-voltage-2-Jα domain from Avena Sativa (AsLOV2-Jα) and an AsLOV2-Jα-regulated photoactivable Rac1-GTPase (PA-Rac1), recently employed to control the motility of cancer cells through light stimulus. More specifically, we show that their signaling pathways begin with a residual re-arrangement and subsequent H-bond formation of amino acids near to the flavin-mononucleotide chromophore, causing a coupling between β-strands and subsequent detachment of a peripheral α-helix from the AsLOV2-domain. In the case of the PA-Rac1 system we find that this latter process induces the release of the AsLOV2-inhibitor from the switchII-activation site of the GTPase, enabling signal activation through effector-protein binding. These applications demonstrate that our approach reliably reproduces the signaling pathways of complex signal proteins, ranging from nanoseconds up to seconds at affordable computational costs.

Relevância:

100.00% 100.00%

Publicador:

Resumo:

In this article we propose an exact efficient simulation algorithm for the generalized von Mises circular distribution of order two. It is an acceptance-rejection algorithm with a piecewise linear envelope based on the local extrema and the inflexion points of the generalized von Mises density of order two. We show that these points can be obtained from the roots of polynomials and degrees four and eight, which can be easily obtained by the methods of Ferrari and Weierstrass. A comparative study with the von Neumann acceptance-rejection, with the ratio-of-uniforms and with a Markov chain Monte Carlo algorithms shows that this new method is generally the most efficient.

Relevância:

100.00% 100.00%

Publicador:

Resumo:

XENON is a dark matter direct detection project, consisting of a time projection chamber (TPC) filled with liquid xenon as detection medium. The construction of the next generation detector, XENON1T, is presently taking place at the Laboratori Nazionali del Gran Sasso (LNGS) in Italy. It aims at a sensitivity to spin-independent cross sections of 2 10-47 c 2 for WIMP masses around 50 GeV2, which requires a background reduction by two orders of magnitude compared to XENON100, the current generation detector. An active system that is able to tag muons and muon-induced backgrounds is critical for this goal. A water Cherenkov detector of ~ 10 m height and diameter has been therefore developed, equipped with 8 inch photomultipliers and cladded by a reflective foil. We present the design and optimization study for this detector, which has been carried out with a series of Monte Carlo simulations. The muon veto will reach very high detection efficiencies for muons (>99.5%) and showers of secondary particles from muon interactions in the rock (>70%). Similar efficiencies will be obtained for XENONnT, the upgrade of XENON1T, which will later improve the WIMP sensitivity by another order of magnitude. With the Cherenkov water shield studied here, the background from muon-induced neutrons in XENON1T is negligible.

Relevância:

100.00% 100.00%

Publicador:

Resumo:

Gaussian random field (GRF) conditional simulation is a key ingredient in many spatial statistics problems for computing Monte-Carlo estimators and quantifying uncertainties on non-linear functionals of GRFs conditional on data. Conditional simulations are known to often be computer intensive, especially when appealing to matrix decomposition approaches with a large number of simulation points. This work studies settings where conditioning observations are assimilated batch sequentially, with one point or a batch of points at each stage. Assuming that conditional simulations have been performed at a previous stage, the goal is to take advantage of already available sample paths and by-products to produce updated conditional simulations at mini- mal cost. Explicit formulae are provided, which allow updating an ensemble of sample paths conditioned on n ≥ 0 observations to an ensemble conditioned on n + q observations, for arbitrary q ≥ 1. Compared to direct approaches, the proposed formulae proveto substantially reduce computational complexity. Moreover, these formulae explicitly exhibit how the q new observations are updating the old sample paths. Detailed complexity calculations highlighting the benefits of this approach with respect to state-of-the-art algorithms are provided and are complemented by numerical experiments.

Relevância:

100.00% 100.00%

Publicador:

Resumo:

Using quantum Monte Carlo, we study the nonequilibrium transport of magnetization in large open strongly correlated quantum spin-12 systems driven by purely dissipative processes that conserve the uniform or staggered magnetization, disregarding unitary Hamiltonian dynamics. We prepare both a low-temperature Heisenberg ferromagnet and an antiferromagnet in two parts of the system that are initially isolated from each other. We then bring the two subsystems in contact and study their real-time dissipative dynamics for different geometries. The flow of the uniform or staggered magnetization from one part of the system to the other is described by a diffusion equation that can be derived analytically.

Relevância:

100.00% 100.00%

Publicador:

Resumo:

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.