Efficient simulation of a Tandem Jackson Network

The two-node tandem Jackson network serves as a convenient reference model for the analysis and testing of different methodologies and techniques in rare event simulation. In this paper we consider a new approach to efficiently estimate the probability that the content of the second buffer exceeds some high level L before it becomes empty, starting from a given state. The approach is based on a Markov additive process representation of the buffer processes, leading to an exponential change of measure to be used in an importance sampling procedure. Unlike changes of measures proposed and studied in recent literature, the one derived here is a function of the content of the first buffer. We prove that when the first buffer is finite, this method yields asymptotically efficient simulation for any set of arrival and service rates. In fact, the relative error is bounded independent of the level L; a new result which is not established for any other known method. When the first buffer is infinite, we propose a natural extension of the exponential change of measure for the finite buffer case. In this case, the relative error is shown to be bounded (independent of L) only when the second server is the bottleneck; a result which is known to hold for some other methods derived through large deviations analysis. When the first server is the bottleneck, experimental results using our method seem to suggest that the relative error is bounded linearly in L.

Simulation of interface states effect on the scanning capacitance microscopy measurement of p-n junctions

A two-dimensional numerical simulation model of interface states in scanning capacitance microscopy (SCM) measurements of p-n junctions is presented-In the model, amphoteric interface states with two transition energies in the Si band gap are represented as fixed charges to account for their behavior in SCM measurements. The interface states are shown to cause a stretch-out-and a parallel shift of the capacitance-voltage characteristics in the depletion. and neutral regions of p-n junctions, respectively. This explains the discrepancy between - the SCM measurement and simulation near p-n junctions, and thus modeling interface states is crucial for SCM dopant profiling of p-n junctions. (C) 2002 American Institute of Physics.

On the importance function in splitting simulation

The splitting method is a simulation technique for the estimation of very small probabilities. In this technique, the sample paths are split into multiple copies, at various stages in the simulation. Of vital importance to the efficiency of the method is the Importance Function (IF). This function governs the placement of the thresholds or surfaces at which the paths are split. We derive a characterisation of the optimal IF and show that for multi-dimensional models the natural choice for the IF is usually not optimal. We also show how nearly optimal splitting surfaces can be derived or simulated using reverse time analysis. Our numerical experiments illustrate that by using the optimal IF, one can obtain a significant improvement in simulation efficiency.

Testing insect movement theory: empirical analysis of pest data routinely collected from agricultural crops

Observations of an insect's movement lead to theory on the insect's flight behaviour and the role of movement in the species' population dynamics. This theory leads to predictions of the way the population changes in time under different conditions. If a hypothesis on movement predicts a specific change in the population, then the hypothesis can be tested against observations of population change. Routine pest monitoring of agricultural crops provides a convenient source of data for studying movement into a region and among fields within a region. Examples of the use of statistical and computational methods for testing hypotheses with such data are presented. The types of questions that can be addressed with these methods and the limitations of pest monitoring data when used for this purpose are discussed. (C) 2002 Elsevier Science B.V. All rights reserved.

Benchmarking nitrogen removal suspended-carrier biofilm systems using dynamic simulation

We are witnessing an enormous growth in biological nitrogen removal from wastewater. It presents specific challenges beyond traditional COD (carbon) removal. A possibility for optimised process design is the use of biomass-supporting media. In this paper, attached growth processes (AGP) are evaluated using dynamic simulations. The advantages of these systems that were qualitatively described elsewhere, are validated quantitatively based on a simulation benchmark for activated sludge treatment systems. This simulation benchmark is extended with a biofilm model that allows for fast and accurate simulation of the conversion of different substrates in a biofilm. The economic feasibility of this system is evaluated using the data generated with the benchmark simulations. Capital savings due to volume reduction and reduced sludge production are weighed out against increased aeration costs. In this evaluation, effluent quality is integrated as well.

Dopant extraction from scanning capacitance microscopy measurements of p-n junctions using combined inverse modeling and forward simulation

This article proposes a more accurate approach to dopant extraction using combined inverse modeling and forward simulation of scanning capacitance microscopy (SCM) measurements on p-n junctions. The approach takes into account the essential physics of minority carrier response to the SCM probe tip in the presence of lateral electric fields due to a p-n junction. The effects of oxide fixed charge and interface state densities in the grown oxide layer on the p-n junction samples were considered in the proposed method. The extracted metallurgical and electrical junctions were compared to the apparent electrical junction obtained from SCM measurements. (C) 2002 American Institute of Physics.

Simulation of Oxford University Gun Tunnel performance using a quasi-one-dimensional model

The performance of the Oxford University Gun Tunnel has been estimated using a quasi-one-dimensional simulation of the facility gas dynamics. The modelling of the actual facility area variations so as to adequately simulate both shock reflection and flow discharge processes has been considered in some detail. Test gas stagnation pressure and temperature histories are compared with measurements at two different operating conditions - one with nitrogen and the other with carbon dioxide as the test gas. It is demonstrated that both the simulated pressures and temperatures are typically within 3% of the experimental measurements.

Universal quantum computation and simulation using any entangling Hamiltonian and local unitaries

What interactions are sufficient to simulate arbitrary quantum dynamics in a composite quantum system? We provide an efficient algorithm to simulate any desired two-body Hamiltonian evolution using any fixed two-body entangling n-qubit Hamiltonian and local unitary operations. It follows that universal quantum computation can be performed using any entangling interaction and local unitary operations.

Universal simulation of Hamiltonian dynamics for quantum systems with finite-dimensional state spaces

What interactions are sufficient to simulate arbitrary quantum dynamics in a composite quantum system? Dodd [Phys. Rev. A 65, 040301(R) (2002)] provided a partial solution to this problem in the form of an efficient algorithm to simulate any desired two-body Hamiltonian evolution using any fixed two-body entangling N-qubit Hamiltonian, and local unitaries. We extend this result to the case where the component systems are qudits, that is, have D dimensions. As a consequence we explain how universal quantum computation can be performed with any fixed two-body entangling N-qudit Hamiltonian, and local unitaries.

How reliably do rheumatologists measure shoulder movement?

Objective: To assess the intrarater and interrater reliability among rheumatologists of a standardised protocol for measurement of shoulder movements using a gravity inclinometer. Methods: After instruction, six rheurnatologists independently assessed eight movements of the shoulder, including total and glenohumeral flexion, total and glenohumeral abduction, external rotation in neutral and in abduction, internal rotation in abduction and hand behind back, in random order in six patients with shoulder pain and stiffness according to a 6x6 Latin square design using a standardised protocol. These assessments were then repeated. Analysis of variance was used to partition total variability into components of variance in order to calculate intraclass correlation coefficients (ICCs). Results: The intrarater and interrater reliability of different shoulder movements varied widely. The movement of hand behind back and total shoulder flexion yielded the highest ICC scores for both intrarater reliability (0.91 and 0.83, respectively) and interrater reliability (0.80 and 0.72, respectively). Low ICC scores were found for the movements of glenohumeral abduction, external rotation in abduction, and internal rotation in abduction (intrarater ICCs 0.35, 0.43, and 0.32, respectively), and external rotation in neutral, external rotation in abduction, and internal rotation in abduction (interrater ICCs 0.29, 0.11, and 0.06, respectively). Conclusions: The measurement of shoulder movements using a standardised protocol by rheumatologists produced variable intrarater and interrater reliability. Reasonable reliability was obtained only for the movement of hand behind back and total shoulder flexion.