Complexity of Monte Carlo algorithms for a class of integral equations

In this work we study the computational complexity of a class of grid Monte Carlo algorithms for integral equations. The idea of the algorithms consists in an approximation of the integral equation by a system of algebraic equations. Then the Markov chain iterative Monte Carlo is used to solve the system. The assumption here is that the corresponding Neumann series for the iterative matrix does not necessarily converge or converges slowly. We use a special technique to accelerate the convergence. An estimate of the computational complexity of Monte Carlo algorithm using the considered approach is obtained. The estimate of the complexity is compared with the corresponding quantity for the complexity of the grid-free Monte Carlo algorithm. The conditions under which the class of grid Monte Carlo algorithms is more efficient are given.

A Monte Carlo Approach for the Cook -Torrance Model

In this work we consider the rendering equation derived from the illumination model called Cook-Torrance model. A Monte Carlo (MC) estimator for numerical treatment of the this equation, which is the Fredholm integral equation of second kind, is constructed and studied.

Robustness and applicability of Markov chain Monte Carlo algorithms for eigenvalue problems

In this paper we analyse applicability and robustness of Markov chain Monte Carlo algorithms for eigenvalue problems. We restrict our consideration to real symmetric matrices. Almost Optimal Monte Carlo (MAO) algorithms for solving eigenvalue problems are formulated. Results for the structure of both - systematic and probability error are presented. It is shown that the values of both errors can be controlled independently by different algorithmic parameters. The results present how the systematic error depends on the matrix spectrum. The analysis of the probability error is presented. It shows that the close (in some sense) the matrix under consideration is to the stochastic matrix the smaller is this error. Sufficient conditions for constructing robust and interpolation Monte Carlo algorithms are obtained. For stochastic matrices an interpolation Monte Carlo algorithm is constructed. A number of numerical tests for large symmetric dense matrices are performed in order to study experimentally the dependence of the systematic error from the structure of matrix spectrum. We also study how the probability error depends on the balancing of the matrix. (c) 2007 Elsevier Inc. All rights reserved.

Comparison of the computational cost of a Monte Carlo and deterministic algorithm for computing bilinear forms of matrix powers

In this paper we consider bilinear forms of matrix polynomials and show that these polynomials can be used to construct solutions for the problems of solving systems of linear algebraic equations, matrix inversion and finding extremal eigenvalues. An almost Optimal Monte Carlo (MAO) algorithm for computing bilinear forms of matrix polynomials is presented. Results for the computational costs of a balanced algorithm for computing the bilinear form of a matrix power is presented, i.e., an algorithm for which probability and systematic errors are of the same order, and this is compared with the computational cost for a corresponding deterministic method.

Fast and accurate SCFT calculations for periodic block-copolymer morphologies using the spectral method with Anderson mixing

We study the numerical efficiency of solving the self-consistent field theory (SCFT) for periodic block-copolymer morphologies by combining the spectral method with Anderson mixing. Using AB diblock-copolymer melts as an example, we demonstrate that this approach can be orders of magnitude faster than competing methods, permitting precise calculations with relatively little computational cost. Moreover, our results raise significant doubts that the gyroid (G) phase extends to infinite $\chi N$. With the increased precision, we are also able to resolve subtle free-energy differences, allowing us to investigate the layer stacking in the perforated-lamellar (PL) phase and the lattice arrangement of the close-packed spherical (S$_{cp}$) phase. Furthermore, our study sheds light on the existence of the newly discovered Fddd (O$^{70}$) morphology, showing that conformational asymmetry has a significant effect on its stability.

Positioning Janus nanoparticles in block copolymer scaffolds

The periodic domains formed by block copolymer melts have been heralded as potential scaffolds for arranging nanoparticles in 3d space, provided we can control the positioning of the particles. Recent experiments have located particles at the domain interfaces by grafting mixed brushes to their surfaces. Here the underlying mechanism, which involves the transformation into Janus particles, is investigated with self-consistent field theory using a new multi-coordinate-system algorithm.

Developments in block copolymer science and technology

Focuses on recent advances in research on block copolymers, covering chemistry (synthesis), physics (phase behaviors, rheology, modeling), and applications (melts and solutions). Written by a team of internationally respected scientists from industry and academia, this text compiles and reviews the expanse of research that has taken place over the last five years into one accessible resource. Ian Hamley is the world-leading scientist in the field of block copolymer research Presents the recent advances in the area, covering chemistry, physics and applications. Provides a broad coverage from synthesis to fundamental physics through to applications Examines the potential of block copolymers in nanotechnology as self-assembling soft materials

Morphologies of block copolymer melts

Morphology formation by block copolymers in the melt is reviewed, considering both theoretical and experimental aspects. Comprehensive tables provide information on morphology identification for many block copolymer systems. A particular focus is on recent structural studies on ABC triblocks and rod–coil copolymers.

Testing isotherm models and recovering empirical relationships for adsorption in microporous carbons using virtual carbon models and grand canonical Monte Carlo simulations

Using the plausible model of activated carbon proposed by Harris and co-workers and grand canonical Monte Carlo simulations, we study the applicability of standard methods for describing adsorption data on microporous carbons widely used in adsorption science. Two carbon structures are studied, one with a small distribution of micropores in the range up to 1 nm, and the other with micropores covering a wide range of porosity. For both structures, adsorption isotherms of noble gases (from Ne to Xe), carbon tetrachloride and benzene are simulated. The data obtained are considered in terms of Dubinin-Radushkevich plots. Moreover, for benzene and carbon tetrachloride the temperature invariance of the characteristic curve is also studied. We show that using simulated data some empirical relationships obtained from experiment can be successfully recovered. Next we test the applicability of Dubinin's related models including the Dubinin-Izotova, Dubinin-Radushkevich-Stoeckli, and Jaroniec-Choma equations. The results obtained demonstrate the limits and applications of the models studied in the field of carbon porosity characterization.

Efficiency of pseudo-spectral algorithms with Anderson mixing for the SCFT of periodic block-copolymer phases

This study examines the numerical accuracy, computational cost, and memory requirements of self-consistent field theory (SCFT) calculations when the diffusion equations are solved with various pseudo-spectral methods and the mean field equations are iterated with Anderson mixing. The different methods are tested on the triply-periodic gyroid and spherical phases of a diblock-copolymer melt over a range of intermediate segregations. Anderson mixing is found to be somewhat less effective than when combined with the full-spectral method, but it nevertheless functions admirably well provided that a large number of histories is used. Of the different pseudo-spectral algorithms, the 4th-order one of Ranjan, Qin and Morse performs best, although not quite as efficiently as the full-spectral method.

Effect of architecture on the phase behavior of AB-type block copolymer melts

Equilibrium phase diagrams are calculated for a selection of two-component block copolymer architectures using self-consistent field theory (SCFT). The topology of the phase diagrams is relatively unaffected by differences in architecture, but the phase boundaries shift significantly in composition. The shifts are consistent with the decomposition of architectures into constituent units as proposed by Gido and coworkers, but there are significant quantitative deviations from this principle in the intermediate-segregation regime. Although the complex phase windows continue to be dominated by the gyroid (G) phase, the regions of the newly discovered Fddd (O^70) phase become appreciable for certain architectures and the perforated-lamellar (PL) phase becomes stable when the complex phase windows shift towards high compositional asymmetry.

Rank histograms of stratified Monte-Carlo ensembles

The application of forecast ensembles to probabilistic weather prediction has spurred considerable interest in their evaluation. Such ensembles are commonly interpreted as Monte Carlo ensembles meaning that the ensemble members are perceived as random draws from a distribution. Under this interpretation, a reasonable property to ask for is statistical consistency, which demands that the ensemble members and the verification behave like draws from the same distribution. A widely used technique to assess statistical consistency of a historical dataset is the rank histogram, which uses as a criterion the number of times that the verification falls between pairs of members of the ordered ensemble. Ensemble evaluation is rendered more specific by stratification, which means that ensembles that satisfy a certain condition (e.g., a certain meteorological regime) are evaluated separately. Fundamental relationships between Monte Carlo ensembles, their rank histograms, and random sampling from the probability simplex according to the Dirichlet distribution are pointed out. Furthermore, the possible benefits and complications of ensemble stratification are discussed. The main conclusion is that a stratified Monte Carlo ensemble might appear inconsistent with the verification even though the original (unstratified) ensemble is consistent. The apparent inconsistency is merely a result of stratification. Stratified rank histograms are thus not necessarily flat. This result is demonstrated by perfect ensemble simulations and supplemented by mathematical arguments. Possible methods to avoid or remove artifacts that stratification induces in the rank histogram are suggested.