998 resultados para stochastic methods


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This paper presents the comparison of surface diffusivities of hydrocarbons in activated carbon. The surface diffusivities are obtained from the analysis of kinetic data collected using three different kinetics methods- the constant molar flow, the differential adsorption bed and the differential permeation methods. In general the values of surface diffusivity obtained by these methods agree with each other, and it is found that the surface diffusivity increases very fast with loading. Such a fast increase can not be accounted for by a thermodynamic Darken factor, and the surface heterogeneity only partially accounts for the fast rise of surface diffusivity versus loading. Surface diffusivities of methane, ethane, propane, n-butane, n-hexane, benzene and ethanol on activated carbon are reported in this paper.

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This article describes a new test method for the assessment of the severity of environmental stress cracking of biomedical polyurethanes in a manner that minimizes the degree of subjectivity involved. The effect of applied strain and acetone pre-treatment on degradation of Pellethane 2363 80A and Pellethane 2363 55D polyurethanes under in vitro and in vivo conditions is studied. The results are presented using a magnification-weighted image rating system that allows the semi-quantitative rating of degradation based on distribution and severity of surface damage. Devices for applying controlled strain to both flat sheet and tubing samples are described. The new rating system consistently discriminated between. the effects of acetone pre-treatments, strain and exposure times in both in vitro and in vivo experiments. As expected, P80A underwent considerable stress cracking compared with P55D. P80A produced similar stress crack ratings in both in vivo and in vitro experiments, however P55D performed worse under in vitro conditions compared with in vivo. This result indicated that care must be taken when interpreting in vitro results in the absence of in vivo data. (C) 2001 Elsevier Science Ltd. All rights reserved.

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Applied econometricians often fail to impose economic regularity constraints in the exact form economic theory prescribes. We show how the Singular Value Decomposition (SVD) Theorem and Markov Chain Monte Carlo (MCMC) methods can be used to rigorously impose time- and firm-varying equality and inequality constraints. To illustrate the technique we estimate a system of translog input demand functions subject to all the constraints implied by economic theory, including observation-varying symmetry and concavity constraints. Results are presented in the form of characteristics of the estimated posterior distributions of functions of the parameters. Copyright (C) 2001 John Wiley Sons, Ltd.

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Qualitative data analysis (QDA) is often a time-consuming and laborious process usually involving the management of large quantities of textual data. Recently developed computer programs offer great advances in the efficiency of the processes of QDA. In this paper we report on an innovative use of a combination of extant computer software technologies to further enhance and simplify QDA. Used in appropriate circumstances, we believe that this innovation greatly enhances the speed with which theoretical and descriptive ideas can be abstracted from rich, complex, and chaotic qualitative data. © 2001 Human Sciences Press, Inc.

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New designs for force-minimized compact high-field clinical MRI magnets are described. The design method is a modified simulated annealing (SA) procedure which includes Maxwell forces in the error function to be minimized. This permits an automated force reduction in the magnet designs while controlling the overall dimensions of the system. As SA optimization requires many iterations to achieve a final design, it is important that each iteration in the procedure is rapid. We have therefore developed a rapid force calculation algorithm. Novel designs for short 3- and 4-T clinical MRI systems are presented in which force reduction has been invoked. The final designs provide large homogeneous regions and reduced stray fields in remarkable short magnets. A shielded 4-T design that is approximately 30% shorter than current designs is presented. This novel magnet generates a full 50-cm diameter homogeneous region.

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Low-micromolar concentrations of sulfite, thiosulfate and sulfide, present in synthetic wastewater or anaerobic digester effluent, were quantified by means of derivatization with monobromobimane, followed by HPLC separation with fluorescence detection. The concentration of elemental sulfur was determined, after its extraction with chloroform from the derivatized sample, by HPLC with UV detection. Recoveries of sulfide (both matrices), and of thiosulfate and sulfite (synthetic wastewater) were between 98 and 103%. The in-run RSDs on separate derivatizations were 13 and 19% for sulfite (two tests), between 1.5 and 6.6% for thiosulfate (two tests) and between 4.1 and 7.7% for sulfide (three tests). Response factors for derivatives of sulfide and thiosulfate, but not sulfite, were steady over a 13-month period during which 730 samples were analysed. Dithionate and tetrathionate did not seem to be detectable with this method. The distinctness of the elemental sulfur and the derivatizing-agent peaks was improved considerably by detecting elution at 297 instead of 263 nm. (C) 2002 Elsevier Science B.V. All rights reserved.

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Application of novel analytical and investigative methods such as fluorescence in situ hybridization, confocal laser scanning microscopy (CLSM), microelectrodes and advanced numerical simulation has led to new insights into micro-and macroscopic processes in bioreactors. However, the question is still open whether or not these new findings and the subsequent gain of knowledge are of significant practical relevance and if so, where and how. To find suitable answers it is necessary for engineers to know what can be expected by applying these modern analytical tools. Similarly, scientists could benefit significantly from an intensive dialogue with engineers in order to find out about practical problems and conditions existing in wastewater treatment systems. In this paper, an attempt is made to help bridge the gap between science and engineering in biological wastewater treatment. We provide an overview of recently developed methods in microbiology and in mathematical modeling and numerical simulation. A questionnaire is presented which may help generate a platform from which further technical and scientific developments can be accomplished. Both the paper and the questionnaire are aimed at encouraging scientists and engineers to enter into an intensive, mutually beneficial dialogue. (C) 2002 Elsevier Science Ltd. All rights reserved.

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The problem of designing spatially cohesive nature reserve systems that meet biodiversity objectives is formulated as a nonlinear integer programming problem. The multiobjective function minimises a combination of boundary length, area and failed representation of the biological attributes we are trying to conserve. The task is to reserve a subset of sites that best meet this objective. We use data on the distribution of habitats in the Northern Territory, Australia, to show how simulated annealing and a greedy heuristic algorithm can be used to generate good solutions to such large reserve design problems, and to compare the effectiveness of these methods.

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We introduce a model for the dynamics of a patchy population in a stochastic environment and derive a criterion for its persistence. This criterion is based on the geometric mean (GM) through time of the spatial-arithmetic mean of growth rates. For the population to persist, the GM has to be greater than or equal to1. The GM increases with the number of patches (because the sampling error is reduced) and decreases with both the variance and the spatial covariance of growth rates. We derive analytical expressions for the minimum number of patches (and the maximum harvesting rate) required for the persistence of the population. As the magnitude of environmental fluctuations increases, the number of patches required for persistence increases, and the fraction of individuals that can be harvested decreases. The novelty of our approach is that we focus on Malthusian local population dynamics with high dispersal and strong environmental variability from year to year. Unlike previous models of patchy populations that assume an infinite number of patches, we focus specifically on the effect that the number of patches has on population persistence. Our work is therefore directly relevant to patchily distributed organisms that are restricted to a small number of habitat patches.

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Motivation: A consensus sequence for a family of related sequences is, as the name suggests, a sequence that captures the features common to most members of the family. Consensus sequences are important in various DNA sequencing applications and are a convenient way to characterize a family of molecules. Results: This paper describes a new algorithm for finding a consensus sequence, using the popular optimization method known as simulated annealing. Unlike the conventional approach of finding a consensus sequence by first forming a multiple sequence alignment, this algorithm searches for a sequence that minimises the sum of pairwise distances to each of the input sequences. The resulting consensus sequence can then be used to induce a multiple sequence alignment. The time required by the algorithm scales linearly with the number of input sequences and quadratically with the length of the consensus sequence. We present results demonstrating the high quality of the consensus sequences and alignments produced by the new algorithm. For comparison, we also present similar results obtained using ClustalW. The new algorithm outperforms ClustalW in many cases.

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The two-node tandem Jackson network serves as a convenient reference model for the analysis and testing of different methodologies and techniques in rare event simulation. In this paper we consider a new approach to efficiently estimate the probability that the content of the second buffer exceeds some high level L before it becomes empty, starting from a given state. The approach is based on a Markov additive process representation of the buffer processes, leading to an exponential change of measure to be used in an importance sampling procedure. Unlike changes of measures proposed and studied in recent literature, the one derived here is a function of the content of the first buffer. We prove that when the first buffer is finite, this method yields asymptotically efficient simulation for any set of arrival and service rates. In fact, the relative error is bounded independent of the level L; a new result which is not established for any other known method. When the first buffer is infinite, we propose a natural extension of the exponential change of measure for the finite buffer case. In this case, the relative error is shown to be bounded (independent of L) only when the second server is the bottleneck; a result which is known to hold for some other methods derived through large deviations analysis. When the first server is the bottleneck, experimental results using our method seem to suggest that the relative error is bounded linearly in L.

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We compare two different approaches to the control of the dynamics of a continuously monitored open quantum system. The first is Markovian feedback, as introduced in quantum optics by Wiseman and Milburn [Phys. Rev. Lett. 70, 548 (1993)]. The second is feedback based on an estimate of the system state, developed recently by Doherty and Jacobs [Phys. Rev. A 60, 2700 (1999)]. Here we choose to call it, for brevity, Bayesian feedback. For systems with nonlinear dynamics, we expect these two methods of feedback control to give markedly different results. The simplest possible nonlinear system is a driven and damped two-level atom, so we choose this as our model system. The monitoring is taken to be homodyne detection of the atomic fluorescence, and the control is by modulating the driving. The aim of the feedback in both cases is to stabilize the internal state of the atom as close as possible to an arbitrarily chosen pure state, in the presence of inefficient detection and other forms of decoherence. Our results (obtained without recourse to stochastic simulations) prove that Bayesian feedback is never inferior, and is usually superior, to Markovian feedback. However, it would be far more difficult to implement than Markovian feedback and it loses its superiority when obvious simplifying approximations are made. It is thus not clear which form of feedback would be better in the face of inevitable experimental imperfections.