Termodinâmica estatística de líquidos com o método de Monte Carlo. II. O líquido clorofórmio

Thermodynamic properties and radial distribution functions for liquid chloroform were calculated using the Monte Carlo method implemented with Metropolis algorithm in the NpT ensemble at 298 K and 1 atm. A five site model was developed to represent the chloroform molecules. A force field composed by Lennard-Jones and Coulomb potential functions was used to calculate the intermolecular energy. The partial charges needed to represent the Coulombic interactions were obtained from quantum chemical ab initio calculations. The Lennard-Jones parameters were adjusted to reproduce experimental values for density and enthalpy of vaporization for pure liquid. All thermodynamic results are in excelent agreement with experimental data. The correlation functions calculated are in good accordance with theoretical results avaliable in the literature. The free energy for solvating one chloroform molecule into its own liquid at 298 K and 1 atm was computed as an additional test of the potential model. The result obtained compares well with the experimental value. The medium effects on cis/trans convertion of a hypotetical solute in water TIP4P and chloroform solvents were also accomplished. The results obtained from this investigation are in agreement with estimates of the continuous theory of solvation.

Vacancy-assisted domain-growth in asymmetric binary alloys: A Monte Carlo Study

A Monte Carlo simulation study of the vacancy-assisted domain growth in asymmetric binary alloys is presented. The system is modeled using a three-state ABV Hamiltonian which includes an asymmetry term. Our simulated system is a stoichiometric two-dimensional binary alloy with a single vacancy which evolves according to the vacancy-atom exchange mechanism. We obtain that, compared to the symmetric case, the ordering process slows down dramatically. Concerning the asymptotic behavior it is algebraic and characterized by the Allen-Cahn growth exponent x51/2. The late stages of the evolution are preceded by a transient regime strongly affected by both the temperature and the degree of asymmetry of the alloy. The results are discussed and compared to those obtained for the symmetric case.

Monte Carlo simulation of x-ray emission by kilovolt electron bombardment

A physical model for the simulation of x-ray emission spectra from samples irradiated with kilovolt electron beams is proposed. Inner shell ionization by electron impact is described by means of total cross sections evaluated from an optical-data model. A double differential cross section is proposed for bremsstrahlung emission, which reproduces the radiative stopping powers derived from the partial wave calculations of Kissel, Quarles and Pratt [At. Data Nucl. Data Tables 28, 381 (1983)]. These ionization and radiative cross sections have been introduced into a general-purpose Monte Carlo code, which performs simulation of coupled electron and photon transport for arbitrary materials. To improve the efficiency of the simulation, interaction forcing, a variance reduction technique, has been applied for both ionizing collisions and radiative events. The reliability of simulated x-ray spectra is analyzed by comparing simulation results with electron probe measurements.

Monte Carlo simulation of x-ray spectra generated by kilo-electron-volt electrons

We present a general algorithm for the simulation of x-ray spectra emitted from targets of arbitrary composition bombarded with kilovolt electron beams. Electron and photon transport is simulated by means of the general-purpose Monte Carlo code PENELOPE, using the standard, detailed simulation scheme. Bremsstrahlung emission is described by using a recently proposed algorithm, in which the energy of emitted photons is sampled from numerical cross-section tables, while the angular distribution of the photons is represented by an analytical expression with parameters determined by fitting benchmark shape functions obtained from partial-wave calculations. Ionization of K and L shells by electron impact is accounted for by means of ionization cross sections calculated from the distorted-wave Born approximation. The relaxation of the excited atoms following the ionization of an inner shell, which proceeds through emission of characteristic x rays and Auger electrons, is simulated until all vacancies have migrated to M and outer shells. For comparison, measurements of x-ray emission spectra generated by 20 keV electrons impinging normally on multiple bulk targets of pure elements, which span the periodic system, have been performed using an electron microprobe. Simulation results are shown to be in close agreement with these measurements.

A Markov chain analysis of emotional exchange in voice-to-voice communication: Testing for the mimicry hypothesis of emotional contagion

Mimicry is a central plank of the emotional contagion theory; however, it was only tested with facial and postural emotional stimuli. This study explores the existence of mimicry in voice-to-voice communication by analyzing 8,747 sequences of emotional displays between customers and employees in a call-center context. We listened live to 967 telephone inter-actions, registered the sequences of emotional displays, and analyzed them with a Markov chain. We also explored other propositions of emotional contagion theory that were yet to be tested in vocal contexts. Results supported that mimicry is significantly present at all levels. Our findings fill an important gap in the emotional contagion theory; have practical implications regarding voice-to-voice interactions; and open doors for future vocal mimicry research.

Simulação do equilíbrio: o método de Monte Carlo

We make several simulations using the Monte Carlo method in order to obtain the chemical equilibrium for several first-order reactions and one second-order reaction. We study several direct, reverse and consecutive reactions. These simulations show the fluctuations and relaxation time and help to understand the solution of the corresponding differential equations of chemical kinetics. This work was done in an undergraduate physical chemistry course at UNIFIEO.

Uma abordagem simplificada do método Monte Carlo Quântico: da solução de integrais ao problema da distribuição eletrônica

The paper presents an introductory and general discussion on the quantum Monte Carlo methods, some fundamental algorithms, concepts and applicability. In order to introduce the quantum Monte Carlo method, preliminary concepts associated with Monte Carlo techniques are discussed.

Simulação Monte Carlo no ensino de luminescência e cinética de decaimento de estados excitados

A software based in the Monte Carlo method have been developed aiming the teaching of important cases of mechanisms found in luminescence and in excited states decay kinetics, including: multiple decays, consecutive decays and coupled systems decays. The Monte Carlo Method allows the student to easily simulate and visualize the luminescence mechanisms, focusing on the probabilities of the related steps. The software CINESTEX was written for FreeBASIC compiler; it assumes first-order kinetics and any number of excited states, where the pathways are allowed with probabilities assigned by the user.

Simulação Monte Carlo de mecanismo de transferência de energia de excitação eletrônica: modelo de Perrin para a supressão estática da luminescência

A software based in the Monte Carlo method has been developed aiming the teaching of the Perrin´s model for static luminescence quenching. This software allows the student to easily simulate the luminescence decays of emissive molecules in the presence of quenching ones. The software named PERRIN was written for FreeBASIC compiler and it can be applied for systems where the molecules remain static during its excited state lifetime. The good agreement found between the simulations and the expected theoretical results shows that it can be used for the luminescence and excited states decay kinetic teaching.

Estudo de reações químicas homogêneas via método de Monte Carlo

By using the Monte Carlo simulation platform with probabilistic mathematical functions of the Boltzmann type, , having activation energy and temperature as parameters, it was possible to assess important dynamic aspects of homogeneous chemical reactions of the types A → B and A B. The protocol proved a useful tool in work with the basic concepts of Kinetics and Thermodynamics allowing its application both in class activities and for assisting experimental procedures.

Monte Carlo -reaktorifysiikkalaskennan ja laskennallisen virtausmekaniikan kytkentä kuulakekoreaktorissa

Monte Carlo -reaktorifysiikkakoodit nykyisin käytettävissä olevilla laskentatehoilla tarjoavat mielenkiintoisen tavan reaktorifysiikan ongelmien ratkaisuun. Neljännen sukupolven ydinreaktoreissa käytettävät uudet rakenteet ja materiaalit ovat haasteellisia nykyisiin reaktoreihin suunnitelluille laskentaohjelmille. Tässä työssä Monte Carlo -reaktorifysiikkakoodi ja CFD-koodi yhdistetään kytkettyyn laskentaan kuulakekoreaktorissa, joka on yksi korkealämpötilareaktorityyppi. Työssä käytetty lähestymistapa on uutta maailmankin mittapuussa ajateltuna.

Monte Carlo Hypothesis Testing with The Sharpe Ratio

The purpose of this master thesis was to perform simulations that involve use of random number while testing hypotheses especially on two samples populations being compared weather by their means, variances or Sharpe ratios. Specifically, we simulated some well known distributions by Matlab and check out the accuracy of an hypothesis testing. Furthermore, we went deeper and check what could happen once the bootstrapping method as described by Effrons is applied on the simulated data. In addition to that, one well known RobustSharpe hypothesis testing stated in the paper of Ledoit and Wolf was applied to measure the statistical significance performance between two investment founds basing on testing weather there is a statistically significant difference between their Sharpe Ratios or not. We collected many literatures about our topic and perform by Matlab many simulated random numbers as possible to put out our purpose; As results we come out with a good understanding that testing are not always accurate; for instance while testing weather two normal distributed random vectors come from the same normal distribution. The Jacque-Berra test for normality showed that for the normal random vector r1 and r2, only 94,7% and 95,7% respectively are coming from normal distribution in contrast 5,3% and 4,3% failed to shown the truth already known; but when we introduce the bootstrapping methods by Effrons while estimating pvalues where the hypothesis decision is based, the accuracy of the test was 100% successful. From the above results the reports showed that bootstrapping methods while testing or estimating some statistics should always considered because at most cases the outcome are accurate and errors are minimized in the computation. Also the RobustSharpe test which is known to use one of the bootstrapping methods, studentised one, were applied first on different simulated data including distribution of many kind and different shape secondly, on real data, Hedge and Mutual funds. The test performed quite well to agree with the existence of statistical significance difference between their Sharpe ratios as described in the paper of Ledoit andWolf.