932 resultados para Stochastic simulation methods


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Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

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This thesis presents new methods to simulate systems with hydrodynamic and electrostatic interactions. Part 1 is devoted to computer simulations of Brownian particles with hydrodynamic interactions. The main influence of the solvent on the dynamics of Brownian particles is that it mediates hydrodynamic interactions. In the method, this is simulated by numerical solution of the Navier--Stokes equation on a lattice. To this end, the Lattice--Boltzmann method is used, namely its D3Q19 version. This model is capable to simulate compressible flow. It gives us the advantage to treat dense systems, in particular away from thermal equilibrium. The Lattice--Boltzmann equation is coupled to the particles via a friction force. In addition to this force, acting on {it point} particles, we construct another coupling force, which comes from the pressure tensor. The coupling is purely local, i.~e. the algorithm scales linearly with the total number of particles. In order to be able to map the physical properties of the Lattice--Boltzmann fluid onto a Molecular Dynamics (MD) fluid, the case of an almost incompressible flow is considered. The Fluctuation--Dissipation theorem for the hybrid coupling is analyzed, and a geometric interpretation of the friction coefficient in terms of a Stokes radius is given. Part 2 is devoted to the simulation of charged particles. We present a novel method for obtaining Coulomb interactions as the potential of mean force between charges which are dynamically coupled to a local electromagnetic field. This algorithm scales linearly, too. We focus on the Molecular Dynamics version of the method and show that it is intimately related to the Car--Parrinello approach, while being equivalent to solving Maxwell's equations with freely adjustable speed of light. The Lagrangian formulation of the coupled particles--fields system is derived. The quasi--Hamiltonian dynamics of the system is studied in great detail. For implementation on the computer, the equations of motion are discretized with respect to both space and time. The discretization of the electromagnetic fields on a lattice, as well as the interpolation of the particle charges on the lattice is given. The algorithm is as local as possible: Only nearest neighbors sites of the lattice are interacting with a charged particle. Unphysical self--energies arise as a result of the lattice interpolation of charges, and are corrected by a subtraction scheme based on the exact lattice Green's function. The method allows easy parallelization using standard domain decomposition. Some benchmarking results of the algorithm are presented and discussed.

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In condensed matter systems, the interfacial tension plays a central role for a multitude of phenomena. It is the driving force for nucleation processes, determines the shape and structure of crystalline structures and is important for industrial applications. Despite its importance, the interfacial tension is hard to determine in experiments and also in computer simulations. While for liquid-vapor interfacial tensions there exist sophisticated simulation methods to compute the interfacial tension, current methods for solid-liquid interfaces produce unsatisfactory results.rnrnAs a first approach to this topic, the influence of the interfacial tension on nuclei is studied within the three-dimensional Ising model. This model is well suited because despite its simplicity, one can learn much about nucleation of crystalline nuclei. Below the so-called roughening temperature, nuclei in the Ising model are not spherical anymore but become cubic because of the anisotropy of the interfacial tension. This is similar to crystalline nuclei, which are in general not spherical but more like a convex polyhedron with flat facets on the surface. In this context, the problem of distinguishing between the two bulk phases in the vicinity of the diffuse droplet surface is addressed. A new definition is found which correctly determines the volume of a droplet in a given configuration if compared to the volume predicted by simple macroscopic assumptions.rnrnTo compute the interfacial tension of solid-liquid interfaces, a new Monte Carlo method called ensemble switch method'' is presented which allows to compute the interfacial tension of liquid-vapor interfaces as well as solid-liquid interfaces with great accuracy. In the past, the dependence of the interfacial tension on the finite size and shape of the simulation box has often been neglected although there is a nontrivial dependence on the box dimensions. As a consequence, one needs to systematically increase the box size and extrapolate to infinite volume in order to accurately predict the interfacial tension. Therefore, a thorough finite-size scaling analysis is established in this thesis. Logarithmic corrections to the finite-size scaling are motivated and identified, which are of leading order and therefore must not be neglected. The astounding feature of these logarithmic corrections is that they do not depend at all on the model under consideration. Using the ensemble switch method, the validity of a finite-size scaling ansatz containing the aforementioned logarithmic corrections is carefully tested and confirmed. Combining the finite-size scaling theory with the ensemble switch method, the interfacial tension of several model systems, ranging from the Ising model to colloidal systems, is computed with great accuracy.

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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.

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The need for the simulation of spectrum compatible earthquake time histories has existed since earthquake engineering for complicated structures began. More than the safety of the main structure, the analysis of the equipment (piping, racks, etc.) can only be assessed on the basis of the time history of the floor in which they are contained. This paper presents several methods for calculating simulated spectrum compatible earthquakes as well as a comparison between them. As a result of this comparison, the use of the phase content in real earthquakes as proposed by Ohsaki appears as an effective alternative to the classical methods. With this method, it is possible to establish an approach without the arbitrary modulation commonly used in other methods. Different procedures are described as is the influence of the different parameters which appear in the analysis. Several numerical examples are also presented, and the effectiveness of Ohsaki's method is confirmed.

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Cover title.

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Most of the pages of the photocopy, which are in double columns, represent two pages of the original.

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Thesis (Master's)--University of Washington, 2016-06

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Stochastic simulation is a recognised tool for quantifying the spatial distribution of geological uncertainty and risk in earth science and engineering. Metals mining is an area where simulation technologies are extensively used; however, applications in the coal mining industry have been limited. This is particularly due to the lack of a systematic demonstration illustrating the capabilities these techniques have in problem solving in coal mining. This paper presents two broad and technically distinct areas of applications in coal mining. The first deals with the use of simulation in the quantification of uncertainty in coal seam attributes and risk assessment to assist coal resource classification, and drillhole spacing optimisation to meet pre-specified risk levels at a required confidence. The second application presents the use of stochastic simulation in the quantification of fault risk, an area of particular interest to underground coal mining, and documents the performance of the approach. The examples presented demonstrate the advantages and positive contribution stochastic simulation approaches bring to the coal mining industry

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Experimental and theoretical studies have shown the importance of stochastic processes in genetic regulatory networks and cellular processes. Cellular networks and genetic circuits often involve small numbers of key proteins such as transcriptional factors and signaling proteins. In recent years stochastic models have been used successfully for studying noise in biological pathways, and stochastic modelling of biological systems has become a very important research field in computational biology. One of the challenge problems in this field is the reduction of the huge computing time in stochastic simulations. Based on the system of the mitogen-activated protein kinase cascade that is activated by epidermal growth factor, this work give a parallel implementation by using OpenMP and parallelism across the simulation. Special attention is paid to the independence of the generated random numbers in parallel computing, that is a key criterion for the success of stochastic simulations. Numerical results indicate that parallel computers can be used as an efficient tool for simulating the dynamics of large-scale genetic regulatory networks and cellular processes