A hybrid algorithm combining metaheuristic with Monte Carlo simulation for solving the Stochastic Flow Shop problem

In this paper, a hybrid simulation-based algorithm is proposed for the StochasticFlow Shop Problem. The main idea of the methodology is to transform the stochastic problem into a deterministic problem and then apply simulation to the latter. In order to achieve this goal, we rely on Monte Carlo Simulation and an adapted version of a deterministic heuristic. This approach aims to provide flexibility and simplicity due to the fact that it is not constrained by any previous assumption and relies in well-tested heuristics.

A hybrid algorithm combining metaheuristic with Monte Carlo simulation for solving the Stochastic Flow Shop problem

In this paper, a hybrid simulation-based algorithm is proposed for the StochasticFlow Shop Problem. The main idea of the methodology is to transform the stochastic problem into a deterministic problem and then apply simulation to the latter. In order to achieve this goal, we rely on Monte Carlo Simulation and an adapted version of a deterministic heuristic. This approach aims to provide flexibility and simplicity due to the fact that it is not constrained by any previous assumption and relies in well-tested heuristics.

[Palerme. Chiesa di San Giorgio dei Genovesi]

Référence bibliographique : Weigert, 312

Bayesian Markov-chain-Monte-Carlo inversion of time-lapse cross hole ground-penetrating radar data to characterize the vadose zone at the Arrenaes field site, Denmark

The ground-penetrating radar (GPR) geophysical method has the potential to provide valuable information on the hydraulic properties of the vadose zone because of its strong sensitivity to soil water content. In particular, recent evidence has suggested that the stochastic inversion of crosshole GPR traveltime data can allow for a significant reduction in uncertainty regarding subsurface van Genuchten-Mualem (VGM) parameters. Much of the previous work on the stochastic estimation of VGM parameters from crosshole GPR data has considered the case of steady-state infiltration conditions, which represent only a small fraction of practically relevant scenarios. We explored in detail the dynamic infiltration case, specifically examining to what extent time-lapse crosshole GPR traveltimes, measured during a forced infiltration experiment at the Arreneas field site in Denmark, could help to quantify VGM parameters and their uncertainties in a layered medium, as well as the corresponding soil hydraulic properties. We used a Bayesian Markov-chain-Monte-Carlo inversion approach. We first explored the advantages and limitations of this approach with regard to a realistic synthetic example before applying it to field measurements. In our analysis, we also considered different degrees of prior information. Our findings indicate that the stochastic inversion of the time-lapse GPR data does indeed allow for a substantial refinement in the inferred posterior VGM parameter distributions compared with the corresponding priors, which in turn significantly improves knowledge of soil hydraulic properties. Overall, the results obtained clearly demonstrate the value of the information contained in time-lapse GPR data for characterizing vadose zone dynamics.

Study of the impact of tissue density heterogeneities on 3-dimensional abdominal dosimetry: comparison between dose kernel convolution and direct monte carlo methods.

Dose kernel convolution (DK) methods have been proposed to speed up absorbed dose calculations in molecular radionuclide therapy. Our aim was to evaluate the impact of tissue density heterogeneities (TDH) on dosimetry when using a DK method and to propose a simple density-correction method. METHODS: This study has been conducted on 3 clinical cases: case 1, non-Hodgkin lymphoma treated with (131)I-tositumomab; case 2, a neuroendocrine tumor treatment simulated with (177)Lu-peptides; and case 3, hepatocellular carcinoma treated with (90)Y-microspheres. Absorbed dose calculations were performed using a direct Monte Carlo approach accounting for TDH (3D-RD), and a DK approach (VoxelDose, or VD). For each individual voxel, the VD absorbed dose, D(VD), calculated assuming uniform density, was corrected for density, giving D(VDd). The average 3D-RD absorbed dose values, D(3DRD), were compared with D(VD) and D(VDd), using the relative difference Δ(VD/3DRD). At the voxel level, density-binned Δ(VD/3DRD) and Δ(VDd/3DRD) were plotted against ρ and fitted with a linear regression. RESULTS: The D(VD) calculations showed a good agreement with D(3DRD). Δ(VD/3DRD) was less than 3.5%, except for the tumor of case 1 (5.9%) and the renal cortex of case 2 (5.6%). At the voxel level, the Δ(VD/3DRD) range was 0%-14% for cases 1 and 2, and -3% to 7% for case 3. All 3 cases showed a linear relationship between voxel bin-averaged Δ(VD/3DRD) and density, ρ: case 1 (Δ = -0.56ρ + 0.62, R(2) = 0.93), case 2 (Δ = -0.91ρ + 0.96, R(2) = 0.99), and case 3 (Δ = -0.69ρ + 0.72, R(2) = 0.91). The density correction improved the agreement of the DK method with the Monte Carlo approach (Δ(VDd/3DRD) < 1.1%), but with a lesser extent for the tumor of case 1 (3.1%). At the voxel level, the Δ(VDd/3DRD) range decreased for the 3 clinical cases (case 1, -1% to 4%; case 2, -0.5% to 1.5%, and -1.5% to 2%). No more linear regression existed for cases 2 and 3, contrary to case 1 (Δ = 0.41ρ - 0.38, R(2) = 0.88) although the slope in case 1 was less pronounced. CONCLUSION: This study shows a small influence of TDH in the abdominal region for 3 representative clinical cases. A simple density-correction method was proposed and improved the comparison in the absorbed dose calculations when using our voxel S value implementation.

Teor de óleo e produtividade da mamoneira de acordo com a adubação nitrogenada e irrigação com água salina

O objetivo deste trabalho foi avaliar o teor de óleo e a produção de sementes da mamoneira 'BRS Energia', submetida a doses de adubação nitrogenada e irrigação com água com diferentes índices de salinidade. O experimento foi realizado em lisímetros, em condições de campo, em delineamento de blocos ao acaso, com três repetições. Os tratamentos consistiram dos índices salinos da água de 0,4 (controle), 1,4, 2,4, 3,4 e 4,4 dS m-1, associados a 50, 75, 100, 125 e 150% das doses de N recomendadas para ensaio. A interação entre salinidade da água de irrigação e doses de N não foi significativa para nenhuma variável estudada. A salinidade da água até 1,4 dS m-1 propiciou teor de óleo das sementes de 47%. Doses de N acima de 64% da recomendada promoveram teor de óleo inferior a 48%. A maior produção de matéria seca da parte aérea foi obtida com 150% da dose de N recomendada. O incremento salino a partir de 0,4 dS m-1 aumenta o tempo para emissão do racemo primário e reduz os valores dos componentes de produção, dos quais a massa de matéria seca da parte aérea e o número de frutos são os mais afetados. Condutividade elétrica da água de até 1,9 dS m-1 e doses de N a partir de 134% da recomendada propiciam maior número de racemos.

Monte Carlo study of a kinetic lattice model with random diffusion of disorder

We report Monte Carlo results for a nonequilibrium Ising-like model in two and three dimensions. Nearest-neighbor interactions J change sign randomly with time due to competing kinetics. There follows a fast and random, i.e., spin-configuration-independent diffusion of Js, of the kind that takes place in dilute metallic alloys when magnetic ions diffuse. The system exhibits steady states of the ferromagnetic (antiferromagnetic) type when the probability p that J>0 is large (small) enough. No counterpart to the freezing phenomena found in quenched spin glasses occurs. We compare our results with existing mean-field and exact ones, and obtain information about critical behavior.

Trocas gasosas e conteúdo de carboidratos e compostos nitrogenados em pinhão-manso irrigado com águas residuária e salina

O objetivo deste trabalho foi avaliar alterações nas trocas gasosas e nos conteúdos de carboidratos e compostos nitrogenados, em pinhão-manso (Jatropha curcas) irrigado com águas residuária e salina. Empregou-se o delineamento em blocos ao acaso, com quatro tratamentos e quatro repetições: irrigação plena com água de abastecimento a 0,6 dS m-1 (controle); irrigação plena com água salinizada a 2,4 dS m-1 (SAL); e irrigação com água residuária de esgoto, plena (R100) e a 50% da capacidade de campo (R50). O tratamento R50 reduziu fortemente as trocas gasosas e a área foliar, comparado ao controle, seguido pelos tratamentos SAL e R100. A redução na fotossíntese diminuiu o nível de sacarose nas folhas, nos quatro tratamentos. Os teores de açúcares solúveis aumentaram nos tratamentos R50, SAL e R100, enquanto o conteúdo de amido permaneceu praticamente inalterado. Os conteúdos de prolina e glicina betaína aumentaram nos três tratamentos, mas a última foi mais importante, em termos quantitativos, como protetor celular e osmótico. A irrigação plena com água residuária induz efeitos similares aos causados pela irrigação com água salina. A irrigação limitada com água residuária causa estresse agudo às plantas, provavelmente pela combinação de deficiência hídrica e acúmulo de solutos no solo.

Aug. libri 1-9 de civitate Dei.

Catalogue de l'abbaye de Corbie (éd. d'E. Coyecque, Cat des mss des bibliothèques de France, XIX, p.XI-XLVIII) 1621: n°23 Ex-libris : f.I : « Corbie. St Germain [tom 5 ?] » ; — f.II : « 2um Primum Ms Corbeiense » (« Primum » barré) ; — f.1 : « Liber S. Petri Corbeiensis » ; — « Sti Germani a Pratis »

Monte Carlo Methods in Parameter Estimation of Nonlinear Models

Yksi keskeisimmistä tehtävistä matemaattisten mallien tilastollisessa analyysissä on mallien tuntemattomien parametrien estimointi. Tässä diplomityössä ollaan kiinnostuneita tuntemattomien parametrien jakaumista ja niiden muodostamiseen sopivista numeerisista menetelmistä, etenkin tapauksissa, joissa malli on epälineaarinen parametrien suhteen. Erilaisten numeeristen menetelmien osalta pääpaino on Markovin ketju Monte Carlo -menetelmissä (MCMC). Nämä laskentaintensiiviset menetelmät ovat viime aikoina kasvattaneet suosiotaan lähinnä kasvaneen laskentatehon vuoksi. Sekä Markovin ketjujen että Monte Carlo -simuloinnin teoriaa on esitelty työssä siinä määrin, että menetelmien toimivuus saadaan perusteltua. Viime aikoina kehitetyistä menetelmistä tarkastellaan etenkin adaptiivisia MCMC menetelmiä. Työn lähestymistapa on käytännönläheinen ja erilaisia MCMC -menetelmien toteutukseen liittyviä asioita korostetaan. Työn empiirisessä osuudessa tarkastellaan viiden esimerkkimallin tuntemattomien parametrien jakaumaa käyttäen hyväksi teoriaosassa esitettyjä menetelmiä. Mallit kuvaavat kemiallisia reaktioita ja kuvataan tavallisina differentiaaliyhtälöryhminä. Mallit on kerätty kemisteiltä Lappeenrannan teknillisestä yliopistosta ja Åbo Akademista, Turusta.