971 resultados para Sequential Monte Carlo methods


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2000 Mathematics Subject Classification: 65C05

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A dissertation submitted in fulfillment of the requirements to the degree of Master in Computer Science and Computer Engineering

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

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The established isotropic tomographic models show the features of subduction zones in terms of seismic velocity anomalies, but they are generally subjected to the generation of artifacts due to the lack of anisotropy in forward modelling. There is evidence for the significant influence of seismic anisotropy in the mid-upper mantle, especially for boundary layers like subducting slabs. As consequence, in isotropic models artifacts may be misinterpreted as compositional or thermal heterogeneities. In this thesis project the application of a trans-dimensional Metropolis-Hastings method is investigated in the context of anisotropic seismic tomography. This choice arises as a response to the important limitations introduced by traditional inversion methods which use iterative procedures of optimization of a function object of the inversion. On the basis of a first implementation of the Bayesian sampling algorithm, the code is tested with some cartesian two-dimensional models, and then extended to polar coordinates and dimensions typical of subduction zones, the main focus proposed for this method. Synthetic experiments with increasing complexity are realized to test the performance of the method and the precautions for multiple contexts, taking into account also the possibility to apply seismic ray-tracing iteratively. The code developed is tested mainly for 2D inversions, future extensions will allow the anisotropic inversion of seismological data to provide more realistic imaging of real subduction zones, less subjected to generation of artifacts.

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Ultracold gases provide an ideal platform for quantum simulations of many-body systems. Here we are interested in a particular system which has been the focus of most experimental and theoretical works on ultracold fermionic gases: the unitary Fermi gas. In this work we study with Quantum Monte Carlo simulations a two-component gas of fermionic atoms at zero temperature in the unitary regime. Specifically, we are interested in studying how the effective masses for the quasi-particles of the two components of the Fermi liquid evolve as the polarization is progressively reduced from full to lower values. A recent theoretical work, based on alternative diagrammatic methods, has indeed suggested that such effective masses should diverge at a critical polarization. To independently verify such predictions, we perform Variational Monte Carlo (VMC) calculations of the energy based on Jastrow-Slater wavefunctions after adding or subtracting a particle with a given momentum to a full Fermi sphere. In this way, we determine the quasi-particle dispersions, from which we extract the effective masses for different polarizations. The resulting effective masses turn out to be quite close to the non-interacting values, even though some evidence of an increase for the effective mass of the minority component appears close to the predicted value for the critical polarization. Preliminary results obtained for the majority component with the Fixed-node Diffusion Monte Carlo (DMC) method seem to indicate that DMC could lead to an increase of the effective masses in comparison with the VMC results. Finally, we point out further improvements of the trial wave-function and boundary conditions that would be necessary in future simulations to draw definite conclusions on the effective masses of the polarized unitary Fermi gas.

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Monte Carlo track structures (MCTS) simulations have been recognized as useful tools for radiobiological modeling. However, the authors noticed several issues regarding the consistency of reported data. Therefore, in this work, they analyze the impact of various user defined parameters on simulated direct DNA damage yields. In addition, they draw attention to discrepancies in published literature in DNA strand break (SB) yields and selected methodologies. The MCTS code Geant4-DNA was used to compare radial dose profiles in a nanometer-scale region of interest (ROI) for photon sources of varying sizes and energies. Then, electron tracks of 0.28 keV-220 keV were superimposed on a geometric DNA model composed of 2.7 × 10(6) nucleosomes, and SBs were simulated according to four definitions based on energy deposits or energy transfers in DNA strand targets compared to a threshold energy ETH. The SB frequencies and complexities in nucleosomes as a function of incident electron energies were obtained. SBs were classified into higher order clusters such as single and double strand breaks (SSBs and DSBs) based on inter-SB distances and on the number of affected strands. Comparisons of different nonuniform dose distributions lacking charged particle equilibrium may lead to erroneous conclusions regarding the effect of energy on relative biological effectiveness. The energy transfer-based SB definitions give similar SB yields as the one based on energy deposit when ETH ≈ 10.79 eV, but deviate significantly for higher ETH values. Between 30 and 40 nucleosomes/Gy show at least one SB in the ROI. The number of nucleosomes that present a complex damage pattern of more than 2 SBs and the degree of complexity of the damage in these nucleosomes diminish as the incident electron energy increases. DNA damage classification into SSB and DSB is highly dependent on the definitions of these higher order structures and their implementations. The authors' show that, for the four studied models, different yields are expected by up to 54% for SSBs and by up to 32% for DSBs, as a function of the incident electrons energy and of the models being compared. MCTS simulations allow to compare direct DNA damage types and complexities induced by ionizing radiation. However, simulation results depend to a large degree on user-defined parameters, definitions, and algorithms such as: DNA model, dose distribution, SB definition, and the DNA damage clustering algorithm. These interdependencies should be well controlled during the simulations and explicitly reported when comparing results to experiments or calculations.

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The Bell-Lavis model for liquid water is investigated through numerical simulations. The lattice-gas model on a triangular lattice presents orientational states and is known to present a highly bonded low density phase and a loosely bonded high density phase. We show that the model liquid-liquid transition is continuous, in contradiction with mean-field results on the Husimi cactus and from the cluster variational method. We define an order parameter which allows interpretation of the transition as an order-disorder transition of the bond network. Our results indicate that the order-disorder transition is in the Ising universality class. Previous proposal of an Ehrenfest second order transition is discarded. A detailed investigation of anomalous properties has also been undertaken. The line of density maxima in the HDL phase is stabilized by fluctuations, absent in the mean-field solution. (C) 2009 American Institute of Physics. [doi:10.1063/1.3253297]

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Stavskaya's model is a one-dimensional probabilistic cellular automaton (PCA) introduced in the end of the 1960s as an example of a model displaying a nonequilibrium phase transition. Although its absorbing state phase transition is well understood nowadays, the model never received a full numerical treatment to investigate its critical behavior. In this Brief Report we characterize the critical behavior of Stavskaya's PCA by means of Monte Carlo simulations and finite-size scaling analysis. The critical exponents of the model are calculated and indicate that its phase transition belongs to the directed percolation universality class of critical behavior, as would be expected on the basis of the directed percolation conjecture. We also explicitly establish the relationship of the model with the Domany-Kinzel PCA on its directed site percolation line, a connection that seems to have gone unnoticed in the literature so far.

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Dimensionless spray flux Ψa is a dimensionless group that characterises the three most important variables in liquid dispersion: flowrate, drop size and powder flux through the spray zone. In this paper, the Poisson distribution was used to generate analytical solutions for the proportion of nuclei formed from single drops (fsingle) and the fraction of the powder surface covered by drops (fcovered) as a function of Ψa. Monte-Carlo simulations were performed to simulate the spray zone and investigate how Ψa, fsingle and fcovered are related. The Monte-Carlo data was an excellent match with analytical solutions of fcovered and fsingle as a function of Ψa. At low Ψa, the proportion of the surface covered by drops (fcovered) was equal to Ψa. As Ψa increases, drop overlap becomes more dominant and the powder surface coverage levels off. The proportion of nuclei formed from single drops (fsingle) falls exponentially with increasing Ψa. In the ranges covered, these results were independent of drop size, number of drops, drop size distribution (mono-sized, bimodal and trimodal distributions), and the uniformity of the spray. Experimental data of nuclei size distributions as a function of spray flux were fitted to the analytical solution for fsingle by defining a cutsize for single drop nuclei. The fitted cutsizes followed the spray drop sizes suggesting that the method is robust and that the cutsize does indicate the transition size between single drop and agglomerate nuclei. This demonstrates that the nuclei distribution is determined by the dimensionless spray flux and the fraction of drop controlled nuclei can be calculated analytically in advance.

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This paper proposes a new methodology to reduce the probability of occurring states that cause load curtailment, while minimizing the involved costs to achieve that reduction. The methodology is supported by a hybrid method based on Fuzzy Set and Monte Carlo Simulation to catch both randomness and fuzziness of component outage parameters of transmission power system. The novelty of this research work consists in proposing two fundamentals approaches: 1) a global steady approach which deals with building the model of a faulted transmission power system aiming at minimizing the unavailability corresponding to each faulted component in transmission power system. This, results in the minimal global cost investment for the faulted components in a system states sample of the transmission network; 2) a dynamic iterative approach that checks individually the investment’s effect on the transmission network. A case study using the Reliability Test System (RTS) 1996 IEEE 24 Buses is presented to illustrate in detail the application of the proposed methodology.

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This paper presents a methodology for distribution networks reconfiguration in outage presence in order to choose the reconfiguration that presents the lower power losses. The methodology is based on statistical failure and repair data of the distribution power system components and uses fuzzy-probabilistic modelling for system component outage parameters. Fuzzy membership functions of system component outage parameters are obtained by statistical records. A hybrid method of fuzzy set and Monte Carlo simulation based on the fuzzy-probabilistic models allows catching both randomness and fuzziness of component outage parameters. Once obtained the system states by Monte Carlo simulation, a logical programming algorithm is applied to get all possible reconfigurations for every system state. In order to evaluate the line flows and bus voltages and to identify if there is any overloading, and/or voltage violation a distribution power flow has been applied to select the feasible reconfiguration with lower power losses. To illustrate the application of the proposed methodology to a practical case, the paper includes a case study that considers a real distribution network.