Chronological Monte Carlo-based assessment of distribution system reliability

Regulatory authorities in many countries, in order to maintain an acceptable balance between appropriate customer service qualities and costs, are introducing a performance-based regulation. These regulations impose penalties, and in some cases rewards, which introduce a component of financial risk to an electric power utility due to the uncertainty associated with preserving a specific level of system reliability. In Brazil, for instance, one of the reliability indices receiving special attention by the utilities is the Maximum Continuous Interruption Duration per customer (MCID). This paper describes a chronological Monte Carlo simulation approach to evaluate probability distributions of reliability indices, including the MCID, and the corresponding penalties. In order to get the desired efficiency, modern computational techniques are used for modeling (UML -Unified Modeling Language) as well as for programming (Object- Oriented Programming). Case studies on a simple distribution network and on real Brazilian distribution systems are presented and discussed. © Copyright KTH 2006.

Estudo conformacional de polianfóteros fracos utilizando simulações de Monte Carlo

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Estudo de Monte Carlo da produção de nova ressonância neutra decaindo em dois bósons vetoriais no experimento CMS

Pós-graduação em Física - IFT

Monte Carlo simulation of water-tetrahydrofuran mixtures

Monte Carlo simulations of water-tetrahydrofuran (THF) mixtures were performed in the isothermal-isobaric ensemble (NPT) at T = 298 K and p = 1 atm. The interaction energy was calculated using the TIP4P model for water and a five-site united atom representation for the THF molecule. The potential energy surfaces for water-THF interactions were obtained by using combining rules and the original potential functions used for pure liquids. Theoretical values obtained for the average interaction energy as a function of concentration are in good agreement with available experimental data. Results from the partitioning of the total interaction energy into water-water, water-THF and THF-THF contributions are presented. These results are useful to distinguish between the quantitative contributions of these molecular interactions to the energetic behavior of the water-THF mixing process. The radial distribution functions for HW-OTHF and OW-OTHF site-site interactions show the salient features of hydrogen-bonded liquids. Comparison of the average number of water-water complexes interacting through hydrogen bonding in water-THF and water-methanol mixtures shows an enhancement of the water-water coordination number in a THF rich environment. © 1995.

Simulação de Monte Carlo: de modelos de spin à teoria de campos na rede

Pós-graduação em Física - IFT

A multiple time scale survival model with a cure fraction

Many recent survival studies propose modeling data with a cure fraction, i.e., data in which part of the population is not susceptible to the event of interest. This event may occur more than once for the same individual (recurrent event). We then have a scenario of recurrent event data in the presence of a cure fraction, which may appear in various areas such as oncology, finance, industries, among others. This paper proposes a multiple time scale survival model to analyze recurrent events using a cure fraction. The objective is analyzing the efficiency of certain interventions so that the studied event will not happen again in terms of covariates and censoring. All estimates were obtained using a sampling-based approach, which allows information to be input beforehand with lower computational effort. Simulations were done based on a clinical scenario in order to observe some frequentist properties of the estimation procedure in the presence of small and moderate sample sizes. An application of a well-known set of real mammary tumor data is provided.

Stripe-tetragonal phase transition in the two-dimensional Ising model with dipole interactions: Partition function zeros approach

We have performed multicanonical simulations to study the critical behavior of the two-dimensional Ising model with dipole interactions. This study concerns the thermodynamic phase transitions in the range of the interaction delta where the phase characterized by striped configurations of width h = 1 is observed. Controversial results obtained from local update algorithms have been reported for this region, including the claimed existence of a second-order phase transition line that becomes first order above a tricritical point located somewhere between delta = 0.85 and 1. Our analysis relies on the complex partition function zeros obtained with high statistics from multicanonical simulations. Finite size scaling relations for the leading partition function zeros yield critical exponents. that are clearly consistent with a single second-order phase transition line, thus excluding such a tricritical point in that region of the phase diagram. This conclusion is further supported by analysis of the specific heat and susceptibility of the orientational order parameter.

A stochastic spatially structured epidemic model with diffusive processes

We developed a stochastic lattice model to describe the vector-borne disease (like yellow fever or dengue). The model is spatially structured and its dynamical rules take into account the diffusion of vectors. We consider a bipartite lattice, forming a sub-lattice of human and another occupied by mosquitoes. At each site of lattice we associate a stochastic variable that describes the occupation and the health state of a single individual (mosquito or human). The process of disease transmission in the human population follows a similar dynamic of the Susceptible-Infected-Recovered model (SIR), while the disease transmission in the mosquito population has an analogous dynamic of the Susceptible-Infected-Susceptible model (SIS) with mosquitos diffusion. The occurrence of an epidemic is directly related to the conditional probability of occurrence of infected mosquitoes (human) in the presence of susceptible human (mosquitoes) on neighborhood. The probability of diffusion of mosquitoes can facilitate the formation of pairs Susceptible-Infected enabling an increase in the size of the epidemic. Using an asynchronous dynamic update, we study the disease transmission in a population initially formed by susceptible individuals due to the introduction of a single mosquito (human) infected. We find that this model exhibits a continuous phase transition related to the existence or non-existence of an epidemic. By means of mean field approximations and Monte Carlo simulations we investigate the epidemic threshold and the phase diagram in terms of the diffusion probability and the infection probability.

Modelización econométrica a través de cadenas de Markov de Monte Carlo (MCMC) en valoración contingente

Doctorado en Análisis Económico. Programa en Análisis Económico Aplicado

Monte Carlo-Simulationen zum kritischen Verhalten dünner Ising-Filme

Monte Carlo-Simulationen zum kritischen Verhalten dünnerIsing-Filme Dünne Ising-Filme können als vereinfachtes Modell zurBeschreibung von binären Mischungen oder von Flüssigkeitenin schlitzartigen Kapillaren dienen. Infolge dereingeschränkten Geometrie unterscheidet sich das kritischeVerhalten dieser Systeme signifikant von dem einesBulk-Systems, es kommt zu einem Crossover von zwei- zudreidimensionalem kritischen Verhalten. Zusätzlichverschiebt sich der Phasenübergang in den ungesättigtenBereich, ein Effekt, der als 'capillary condensation'bezeichnet wird. In der vorliegenden Arbeit wurden die kritischenEigenschaften von Ising-Filmen im Rahmen einer MonteCarlo-Simulation untersucht. Zur Verbesserung der Effizienzwurde ein Cluster-Algorithmus verwendet, der um einenGhost-Spin-Term zur Behandlung der Magnetfelder erweitertwar. Bei der Datenanalyse kamen moderneMulti-Histogramm-Techniken zur Anwendung. Für alle untersuchten Schichtdicken konnten kritischeTemperatur und Magnetfeld sehr präzise bestimmt werden. DieSkalenhypothese von Fisher und Nakanishi, die dieVerschiebung des kritischen Punktes gegenüber seinesBulk-Wertes beschreibt, wurde sowohl für Systeme mit freienOberflächen als auch für Systeme mit schwachemOberflächenfeld bestätigt. Der Wert des Gap-Exponenten derOberfläche wurde mit $Delta_1$=0.459(13) in Übereinstimmungmit den Literaturwerten abgeschätzt. Die Observablen Magnetisierung und magnetischeSuszeptibilität sowie deren auf die Oberfläche bezogenenEntsprechungen zeigen kein reines zweidimensionaleskritisches Verhalten. Zu ihrer Beschreibung in der Nähe deskritischen Punktes wurden effektive Exponenten für dieeinzelnen Schichtdicken bestimmt.

Monte Carlo simulations of Potts glasses

A complete understanding of the glass transition isstill a challenging problem. Some researchers attributeit to the (hypothetical) occurrence of a static phasetransition, others emphasize the dynamical transitionof mode coupling-theory from an ergodic to a non ergodicstate. A class of disordered spin models has been foundwhich unifies both scenarios. One of these models isthe p-state infinite range Potts glass with p>4, whichexhibits in the thermodynamic limit both a dynamicalphase transition at a temperature T_D, and a static oneat T_0 < T_D. In this model every spins interacts withall the others, irrespective of distance. Interactionsare taken from a Gaussian distribution.In order to understand better its behavior forfinite number N of spins and the approach to thethermodynamic limit, we have performed extensive MonteCarlo simulations of the p=10 Potts glass up to N=2560.The time-dependent spin-autocorrelation function C(t)shows strong finite size effects and it does not showa plateau even for temperatures around the dynamicalcritical temperature T_D. We show that the N-andT-dependence of the relaxation time for T > T_D can beunderstood by means of a dynamical finite size scalingAnsatz.The behavior in the spin glass phase down to atemperature T=0.7 (about 60% of the transitiontemperature) is studied. Well equilibratedconfigurations are obtained with the paralleltempering method, which is also useful for properlyestablishing static properties, such as the orderparameter distribution function P(q). Evidence is givenfor the compatibility with a one step replica symmetrybreaking scenario. The study of the cumulants of theorder parameter does not permit a reliable estimation ofthe static transition temperature. The autocorrelationfunction at low T exhibits a two-step decay, and ascaling behavior typical of supercooled liquids, thetime-temperature superposition principle, is observed. Inthis region the dynamics is governed by Arrheniusrelaxations, with barriers growing like N^{1/2}.We analyzed the single spin dynamics down to temperaturesmuch lower than the dynamical transition temperature. We found strong dynamical heterogeneities, which explainthe non-exponential character of the spin autocorrelationfunction. The spins seem to relax according to dynamicalclusters. The model in three dimensions tends to acquireferromagnetic order for equal concentration of ferro-and antiferromagnetic bonds. The ordering has differentcharacteristics from the pure ferromagnet. The spinglass susceptibility behaves like chi_{SG} proportionalto 1/T in the region where a spin glass is predicted toexist in mean-field. Also the analysis of the cumulantsis consistent with the absence of spin glass orderingat finite temperature. The dynamics shows multi-scalerelaxations if a bimodal distribution of bonds isused. We propose to understand it with a model based onthe local spin configuration. This is consistent with theabsence of plateaus if Gaussian interactions are used.

Monte-Carlo-Simulationen zum Phasen- und Keimbildungsverhalten von Polymerlösungen

Das Phasenverhalten und die Grenzflächeneigenschaften vonPolymeren in superkritischer Lösung werden anhand einesvergröberten Kugel-Feder-Modells für das ReferenzsystemHexadekan-CO2 untersucht. Zur Bestimmung der Parameter imPotential setzt man die kritischen Punkte von Simulation undExperiment gleich. Wechselwirkungen zwischen beidenKomponenten werden durch eine modifizierteLorentz-Berthelot-Regel modelliert. Die Übereinstimmung mitden Experimenten ist sehr gut - insbesondere kann dasPhasendiagramm des Mischsystems inklusive kritischer Linienreproduziert werden. Ein Vergleich mit numerischenStörungsrechnungen (TPT1) liefert eine qualitativeÜbereinstimmung und Hinweise zur Verbesserung derverwendeten Zustandsgleichung. Aufbauend auf diesen Betrachtungen werden die Frühstadiender Keimbildung untersucht. Für das Lennard-Jones-Systemwird zum ersten Mal der Übergang vom homogenen Gas zu einemeinzelnen Tropfen im endlichen Volumen direkt nachgewiesenund quantifiziert. Die freie Energie von kleinen Clusternwird mit einem einfachen, klassischen Nukleationsmodellbestimmt und nach oben abgeschätzt. Die vorgestellten Untersuchungen wurden durch eineWeiterentwicklung des Umbrella-Sampling-Algorithmusermöglicht. Hierbei wird die Simulation in mehrereSimulationsfenster unterteilt, die nacheinander abgearbeitetwerden. Die Methode erlaubt eine Bestimmung derFreien-Energie-Landschaft an einer beliebigen Stelle desPhasendiagramms. Der Fehler ist kontrollierbar undunabhängig von der Art der Unterteilung.

Monte-Carlo simulation of hard spherocylinders under confinement

When a liquid crystal is confined to a cavity its director field becomes subject to competing forces: on the one hand, the surface of the cavity orients the director field (``surface anchoring''), on the other hand deformations of the director field cost elastic energy. Hence the equilibrium director field is determined by a compromise between surface anchoring and elasticity. One example of a confined liquid crystal that has attracted particular interest from physicists is the nematic droplet. In this thesis a system of hard rods is considered as the simplest model for nematic liquid crystals consisting of elongated molecules. First, systems of hard spherocylinders in a spherical geometry are investigated by means of canonical Monte Carlo simulations. In contrast to previous simulation work on this problem, a continuum model is used. In particular, the effects of ordering near hard curved walls are studied for the low-density regime. With increasing density, first a uniaxial surface film forms and then a biaxial surface film, which eventually fills the entire cavity. We study how the surface order, the adsorption and the shape of the director field depend on the curvature of the wall. We find that orientational ordering at a curved wall in a cavity is stronger than at a flat wall, while adsorption is weaker. For densities above the isotropic-nematic transition, we always find bipolar configurations. As a next step, an extension of the Asakura-Oosawa-Vrij model for colloid-polymer mixtures to anisotropic colloids is considered. By means of computer simulations we study how droplets of hard, rod-like particles optimize their shape and structure under the influence of the osmotic compression caused by the presence of spherical particles that act as depletion agents. At sufficiently high osmotic pressures the rods that make up the drops spontaneously align to turn them into uniaxial nematic liquid crystalline droplets. The nematic droplets or ``tactoids'' that so form are not spherical but elongated, resulting from the competition between the anisotropic surface tension and the elastic deformation of the director field. In agreement with recent theoretical predictions we find that sufficiently small tactoids have a uniform director field, whilst large ones are characterized by a bipolar director field. From the shape and director-field transformation of the droplets we estimate the surface anchoring strength.

Exact quantum Monte Carlo methods for correlated electron systems

Thema dieser Arbeit ist die Entwicklung und Kombination verschiedener numerischer Methoden, sowie deren Anwendung auf Probleme stark korrelierter Elektronensysteme. Solche Materialien zeigen viele interessante physikalische Eigenschaften, wie z.B. Supraleitung und magnetische Ordnung und spielen eine bedeutende Rolle in technischen Anwendungen. Es werden zwei verschiedene Modelle behandelt: das Hubbard-Modell und das Kondo-Gitter-Modell (KLM). In den letzten Jahrzehnten konnten bereits viele Erkenntnisse durch die numerische Lösung dieser Modelle gewonnen werden. Dennoch bleibt der physikalische Ursprung vieler Effekte verborgen. Grund dafür ist die Beschränkung aktueller Methoden auf bestimmte Parameterbereiche. Eine der stärksten Einschränkungen ist das Fehlen effizienter Algorithmen für tiefe Temperaturen.rnrnBasierend auf dem Blankenbecler-Scalapino-Sugar Quanten-Monte-Carlo (BSS-QMC) Algorithmus präsentieren wir eine numerisch exakte Methode, die das Hubbard-Modell und das KLM effizient bei sehr tiefen Temperaturen löst. Diese Methode wird auf den Mott-Übergang im zweidimensionalen Hubbard-Modell angewendet. Im Gegensatz zu früheren Studien können wir einen Mott-Übergang bei endlichen Temperaturen und endlichen Wechselwirkungen klar ausschließen.rnrnAuf der Basis dieses exakten BSS-QMC Algorithmus, haben wir einen Störstellenlöser für die dynamische Molekularfeld Theorie (DMFT) sowie ihre Cluster Erweiterungen (CDMFT) entwickelt. Die DMFT ist die vorherrschende Theorie stark korrelierter Systeme, bei denen übliche Bandstrukturrechnungen versagen. Eine Hauptlimitation ist dabei die Verfügbarkeit effizienter Störstellenlöser für das intrinsische Quantenproblem. Der in dieser Arbeit entwickelte Algorithmus hat das gleiche überlegene Skalierungsverhalten mit der inversen Temperatur wie BSS-QMC. Wir untersuchen den Mott-Übergang im Rahmen der DMFT und analysieren den Einfluss von systematischen Fehlern auf diesen Übergang.rnrnEin weiteres prominentes Thema ist die Vernachlässigung von nicht-lokalen Wechselwirkungen in der DMFT. Hierzu kombinieren wir direkte BSS-QMC Gitterrechnungen mit CDMFT für das halb gefüllte zweidimensionale anisotrope Hubbard Modell, das dotierte Hubbard Modell und das KLM. Die Ergebnisse für die verschiedenen Modelle unterscheiden sich stark: während nicht-lokale Korrelationen eine wichtige Rolle im zweidimensionalen (anisotropen) Modell spielen, ist in der paramagnetischen Phase die Impulsabhängigkeit der Selbstenergie für stark dotierte Systeme und für das KLM deutlich schwächer. Eine bemerkenswerte Erkenntnis ist, dass die Selbstenergie sich durch die nicht-wechselwirkende Dispersion parametrisieren lässt. Die spezielle Struktur der Selbstenergie im Impulsraum kann sehr nützlich für die Klassifizierung von elektronischen Korrelationseffekten sein und öffnet den Weg für die Entwicklung neuer Schemata über die Grenzen der DMFT hinaus.