984 resultados para stochastic simulation


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We give reasons why demographic parameters such as survival and reproduction rates are often modelled well in stochastic population simulation using beta distributions. In practice, it is frequently expected that these parameters will be correlated, for example with survival rates for all age classes tending to be high or low in the same year. We therefore discuss a method for producing correlated beta random variables by transforming correlated normal random variables, and show how it can be applied in practice by means of a simple example. We also note how the same approach can be used to produce correlated uniform triangular, and exponential random variables. (C) 2008 Elsevier B.V. All rights reserved.

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Simulation of irrigated Thanzania grass growth based on photothermal units, nitrogen fertilization and water availability. The mathematical model to predict the forage yield using photothennal units was utilized with success in Elephant grass, Thanzania and Brachiaria niziziensis in the absence of water stress and nitrogen stress. The aim of this study was to propose models to estimate the forage yield of Thanzania grass under different irrigation (25, 50,75, 100 e 125% of ETc) and nitrogen level in various regions of Brazil. As such, models were developed to estimate the dry matter production of Panicum maximum Jacq. frass cv Thanzania in different irrigation and nitrogen levels, using photothermal units. The models were adjusted to doses of 0, 30, 60, 110 and 270 kg of N ha(-1), doses were divided in applications after each evaluation, with a rest cycle of 35 days. The adjusted model presented good performance in predicting dry matter production of Thanzania grass, with r(2) = 0.9999. The results made it possible to verify that the proposed model can be used to predict forage production in different regions of Brazil. It can be estimated, with good precision. The production of Thanzania grass dry matter can be accurately estimated in specific places (in function of latitude and time of year), with the maximum and minimum temperature values.

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In the protein folding problem, solvent-mediated forces are commonly represented by intra-chain pairwise contact energy. Although this approximation has proven to be useful in several circumstances, it is limited in some other aspects of the problem. Here we show that it is possible to achieve two models to represent the chain-solvent system. one of them with implicit and other with explicit solvent, such that both reproduce the same thermodynamic results. Firstly, lattice models treated by analytical methods, were used to show that the implicit and explicitly representation of solvent effects can be energetically equivalent only if local solvent properties are time and spatially invariant. Following, applying the same reasoning Used for the lattice models, two inter-consistent Monte Carlo off-lattice models for implicit and explicit solvent are constructed, being that now in the latter the solvent properties are allowed to fluctuate. Then, it is shown that the chain configurational evolution as well as the globule equilibrium conformation are significantly distinct for implicit and explicit solvent systems. Actually, strongly contrasting with the implicit solvent version, the explicit solvent model predicts: (i) a malleable globule, in agreement with the estimated large protein-volume fluctuations; (ii) thermal conformational stability, resembling the conformational hear resistance of globular proteins, in which radii of gyration are practically insensitive to thermal effects over a relatively wide range of temperatures; and (iii) smaller radii of gyration at higher temperatures, indicating that the chain conformational entropy in the unfolded state is significantly smaller than that estimated from random coil configurations. Finally, we comment on the meaning of these results with respect to the understanding of the folding process. (C) 2009 Elsevier B.V. All rights reserved.

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The detection of seizure in the newborn is a critical aspect of neurological research. Current automatic detection techniques are difficult to assess due to the problems associated with acquiring and labelling newborn electroencephalogram (EEG) data. A realistic model for newborn EEG would allow confident development, assessment and comparison of these detection techniques. This paper presents a model for newborn EEG that accounts for its self-similar and non-stationary nature. The model consists of background and seizure sub-models. The newborn EEG background model is based on the short-time power spectrum with a time-varying power law. The relationship between the fractal dimension and the power law of a power spectrum is utilized for accurate estimation of the short-time power law exponent. The newborn EEG seizure model is based on a well-known time-frequency signal model. This model addresses all significant time-frequency characteristics of newborn EEG seizure which include; multiple components or harmonics, piecewise linear instantaneous frequency laws and harmonic amplitude modulation. Estimates of the parameters of both models are shown to be random and are modelled using the data from a total of 500 background epochs and 204 seizure epochs. The newborn EEG background and seizure models are validated against real newborn EEG data using the correlation coefficient. The results show that the output of the proposed models has a higher correlation with real newborn EEG than currently accepted models (a 10% and 38% improvement for background and seizure models, respectively).

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We analyze the quantum dynamics of radiation propagating in a single-mode optical fiber with dispersion, nonlinearity, and Raman coupling to thermal phonons. We start from a fundamental Hamiltonian that includes the principal known nonlinear effects and quantum-noise sources, including linear gain and loss. Both Markovian and frequency-dependent, non-Markovian reservoirs are treated. This treatment allows quantum Langevin equations, which have a classical form except for additional quantum-noise terms, to be calculated. In practical calculations, it is more useful to transform to Wigner or 1P quasi-probability operator representations. These transformations result in stochastic equations that can be analyzed by use of perturbation theory or exact numerical techniques. The results have applications to fiber-optics communications, networking, and sensor technology.

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A technique to simulate the grand canonical ensembles of interacting Bose gases is presented. Results are generated for many temperatures by averaging over energy-weighted stochastic paths, each corresponding to a solution of coupled Gross-Pitaevskii equations with phase noise. The stochastic gauge method used relies on an off-diagonal coherent-state expansion, thus taking into account all quantum correlations. As an example, the second-order spatial correlation function and momentum distribution for an interacting 1D Bose gas are calculated.

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The XSophe-Sophe-XeprView((R)) computer simulation software suite enables scientists to easily determine spin Hamiltonian parameters from isotropic, randomly oriented and single crystal continuous wave electron paramagnetic resonance (CW EPR) spectra from radicals and isolated paramagnetic metal ion centers or clusters found in metalloproteins, chemical systems and materials science. XSophe provides an X-windows graphical user interface to the Sophe programme and allows: creation of multiple input files, local and remote execution of Sophe, the display of sophelog (output from Sophe) and input parameters/files. Sophe is a sophisticated computer simulation software programme employing a number of innovative technologies including; the Sydney OPera HousE (SOPHE) partition and interpolation schemes, a field segmentation algorithm, the mosaic misorientation linewidth model, parallelization and spectral optimisation. In conjunction with the SOPHE partition scheme and the field segmentation algorithm, the SOPHE interpolation scheme and the mosaic misorientation linewidth model greatly increase the speed of simulations for most spin systems. Employing brute force matrix diagonalization in the simulation of an EPR spectrum from a high spin Cr(III) complex with the spin Hamiltonian parameters g(e) = 2.00, D = 0.10 cm(-1), E/D = 0.25, A(x) = 120.0, A(y) = 120.0, A(z) = 240.0 x 10(-4) cm(-1) requires a SOPHE grid size of N = 400 (to produce a good signal to noise ratio) and takes 229.47 s. In contrast the use of either the SOPHE interpolation scheme or the mosaic misorientation linewidth model requires a SOPHE grid size of only N = 18 and takes 44.08 and 0.79 s, respectively. Results from Sophe are transferred via the Common Object Request Broker Architecture (CORBA) to XSophe and subsequently to XeprView((R)) where the simulated CW EPR spectra (1D and 2D) can be compared to the experimental spectra. Energy level diagrams, transition roadmaps and transition surfaces aid the interpretation of complicated randomly oriented CW EPR spectra and can be viewed with a web browser and an OpenInventor scene graph viewer.

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In this paper, we propose a fast adaptive importance sampling method for the efficient simulation of buffer overflow probabilities in queueing networks. The method comprises three stages. First, we estimate the minimum cross-entropy tilting parameter for a small buffer level; next, we use this as a starting value for the estimation of the optimal tilting parameter for the actual (large) buffer level. Finally, the tilting parameter just found is used to estimate the overflow probability of interest. We study various properties of the method in more detail for the M/M/1 queue and conjecture that similar properties also hold for quite general queueing networks. Numerical results support this conjecture and demonstrate the high efficiency of the proposed algorithm.

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OctVCE is a cartesian cell CFD code produced especially for numerical simulations of shock and blast wave interactions with complex geometries. Virtual Cell Embedding (VCE) was chosen as its cartesian cell kernel as it is simple to code and sufficient for practical engineering design problems. This also makes the code much more ‘user-friendly’ than structured grid approaches as the gridding process is done automatically. The CFD methodology relies on a finite-volume formulation of the unsteady Euler equations and is solved using a standard explicit Godonov (MUSCL) scheme. Both octree-based adaptive mesh refinement and shared-memory parallel processing capability have also been incorporated. For further details on the theory behind the code, see the companion report 2007/12.

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Numerical experiments using a finite difference method were carried out to determine the motion of axisymmetric Taylor vortices for narrow-gap Taylor vortex flow. When a pressure gradient is imposed on the flow the vortices are observed to move with an axial speed of 1.16 +/- 0.005 times the mean axial flow velocity. The method of Brenner was used to calculate the long-time axial spread of material in the flow. For flows where there is no pressure gradient, the axial dispersion scales with the square root of the molecular diffusion, in agreement with the results of Rosen-bluth et al. for high Peclet number dispersion in spatially periodic flows with a roll structure. When a pressure gradient is imposed the dispersion increases by an amount approximately equal to 6.5 x 10(-4) (W) over bar(2)d(2)/D-m, where (W) over bar is the average axial velocity in the annulus, analogous to Taylor dispersion for laminar flow in an empty tube.

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To simulate cropping systems, crop models must not only give reliable predictions of yield across a wide range of environmental conditions, they must also quantify water and nutrient use well, so that the status of the soil at maturity is a good representation of the starting conditions for the next cropping sequence. To assess the suitability for this task a range of crop models, currently used in Australia, were tested. The models differed in their design objectives, complexity and structure and were (i) tested on diverse, independent data sets from a wide range of environments and (ii) model components were further evaluated with one detailed data set from a semi-arid environment. All models were coded into the cropping systems shell APSIM, which provides a common soil water and nitrogen balance. Crop development was input, thus differences between simulations were caused entirely by difference in simulating crop growth. Under nitrogen non-limiting conditions between 73 and 85% of the observed kernel yield variation across environments was explained by the models. This ranged from 51 to 77% under varying nitrogen supply. Water and nitrogen effects on leaf area index were predicted poorly by all models resulting in erroneous predictions of dry matter accumulation and water use. When measured light interception was used as input, most models improved in their prediction of dry matter and yield. This test highlighted a range of compensating errors in all modelling approaches. Time course and final amount of water extraction was simulated well by two models, while others left up to 25% of potentially available soil water in the profile. Kernel nitrogen percentage was predicted poorly by all models due to its sensitivity to small dry matter changes. Yield and dry matter could be estimated adequately for a range of environmental conditions using the general concepts of radiation use efficiency and transpiration efficiency. However, leaf area and kernel nitrogen dynamics need to be improved to achieve better estimates of water and nitrogen use if such models are to be use to evaluate cropping systems. (C) 1998 Elsevier Science B.V.

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Previous work has identified several short-comings in the ability of four spring wheat and one barley model to simulate crop processes and resource utilization. This can have important implications when such models are used within systems models where final soil water and nitrogen conditions of one crop define the starting conditions of the following crop. In an attempt to overcome these limitations and to reconcile a range of modelling approaches, existing model components that worked demonstrably well were combined with new components for aspects where existing capabilities were inadequate. This resulted in the Integrated Wheat Model (I_WHEAT), which was developed as a module of the cropping systems model APSIM. To increase predictive capability of the model, process detail was reduced, where possible, by replacing groups of processes with conservative, biologically meaningful parameters. I_WHEAT does not contain a soil water or soil nitrogen balance. These are present as other modules of APSIM. In I_WHEAT, yield is simulated using a linear increase in harvest index whereby nitrogen or water limitations can lead to early termination of grainfilling and hence cessation of harvest index increase. Dry matter increase is calculated either from the amount of intercepted radiation and radiation conversion efficiency or from the amount of water transpired and transpiration efficiency, depending on the most limiting resource. Leaf area and tiller formation are calculated from thermal time and a cultivar specific phyllochron interval. Nitrogen limitation first reduces leaf area and then affects radiation conversion efficiency as it becomes more severe. Water or nitrogen limitations result in reduced leaf expansion, accelerated leaf senescence or tiller death. This reduces the radiation load on the crop canopy (i.e. demand for water) and can make nitrogen available for translocation to other organs. Sensitive feedbacks between light interception and dry matter accumulation are avoided by having environmental effects acting directly on leaf area development, rather than via biomass production. This makes the model more stable across environments without losing the interactions between the different external influences. When comparing model output with models tested previously using data from a wide range of agro-climatic conditions, yield and biomass predictions were equal to the best of those models, but improvements could be demonstrated for simulating leaf area dynamics in response to water and nitrogen supply, kernel nitrogen content, and total water and nitrogen use. I_WHEAT does not require calibration for any of the environments tested. Further model improvement should concentrate on improving phenology simulations, a more thorough derivation of coefficients to describe leaf area development and a better quantification of some processes related to nitrogen dynamics. (C) 1998 Elsevier Science B.V.

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Cost functions dual to stochastic production technologies are derived and their properties are discussed. These cost functions are shown to be consistent with expected-utility maximization without placing serious structural restrictions on the underlying technology.

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A version of the Agricultural Production Systems Simulator (APSIM) capable of simulating the key agronomic aspects of intercropping maize between legume shrub hedgerows was described and parameterised in the first paper of this series (Nelson et al., this issue). In this paper, APSIM is used to simulate maize yields and soil erosion from traditional open-field farming and hedgerow intercropping in the Philippine uplands. Two variants of open-field farming were simulated using APSIM, continuous and fallow, for comparison with intercropping maize between leguminous shrub hedgerows. Continuous open-field maize farming was predicted to be unsustainable in the long term, while fallow open-field farming was predicted to slow productivity decline by spreading the effect of erosion over a larger cropping area. Hedgerow intercropping was predicted to reduce erosion by maintaining soil surface cover during periods of intense rainfall, contributing to sustainable production of maize in the long term. In the third paper in this series, Nelson et al. (this issue) use cost-benefit analysis to compare the economic viability of hedgerow intercropping relative to traditional open-field farming of maize in relatively inaccessible upland areas. (C) 1998 Elsevier Science Ltd. All rights reserved.