971 resultados para Sequential Monte Carlo methods
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"Task No. 70717"
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Mode of access: Internet.
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"Performing organization: Oklahoma State University, College of Business Administration , Stillwater."
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In this paper we consider the adsorption of argon on the surface of graphitized thermal carbon black and in slit pores at temperatures ranging from subcritical to supercritical conditions by the method of grand canonical Monte Carlo simulation. Attention is paid to the variation of the adsorbed density when the temperature crosses the critical point. The behavior of the adsorbed density versus pressure (bulk density) shows interesting behavior at temperatures in the vicinity of and those above the critical point and also at extremely high pressures. Isotherms at temperatures greater than the critical temperature exhibit a clear maximum, and near the critical temperature this maximum is a very sharp spike. Under the supercritical conditions and very high pressure the excess of adsorbed density decreases towards zero value for a graphite surface, while for slit pores negative excess density is possible at extremely high pressures. For imperfect pores (defined as pores that cannot accommodate an integral number of parallel layers under moderate conditions) the pressure at which the excess pore density becomes negative is less than that for perfect pores, and this is due to the packing effect in those imperfect pores. However, at extremely high pressure molecules can be packed in parallel layers once chemical potential is great enough to overcome the repulsions among adsorbed molecules. (c) 2005 American Institute of Physics.
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Mitarai [Phys. Fluids 17, 047101 (2005)] compared turbulent combustion models against homogeneous direct numerical simulations with extinction/recognition phenomena. The recently suggested multiple mapping conditioning (MMC) was not considered and is simulated here for the same case with favorable results. Implementation issues crucial for successful MMC simulations are also discussed.
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We present results of the reconstruction of a saccharose-based activated carbon (CS1000a) using hybrid reverse Monte Carlo (HRMC) simulation, recently proposed by Opletal et al. [1]. Interaction between carbon atoms in the simulation is modeled by an environment dependent interaction potential (EDIP) [2,3]. The reconstructed structure shows predominance of sp(2) over sp bonding, while a significant proportion of sp(3) hybrid bonding is also observed. We also calculated a ring distribution and geometrical pore size distribution of the model developed. The latter is compared with that obtained from argon adsorption at 87 K using our recently proposed characterization procedure [4], the finite wall thickness (FWT) model. Further, we determine self-diffusivities of argon and nitrogen in the constructed carbon as functions of loading. It is found that while there is a maximum in the diffusivity with respect to loading, as previously observed by Pikunic et al. [5], diffusivities in the present work are 10 times larger than those obtained in the prior work, consistent with the larger pore size as well as higher porosity of the activated saccharose carbon studied here.
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In this paper we develop set of novel Markov chain Monte Carlo algorithms for Bayesian smoothing of partially observed non-linear diffusion processes. The sampling algorithms developed herein use a deterministic approximation to the posterior distribution over paths as the proposal distribution for a mixture of an independence and a random walk sampler. The approximating distribution is sampled by simulating an optimized time-dependent linear diffusion process derived from the recently developed variational Gaussian process approximation method. Flexible blocking strategies are introduced to further improve mixing, and thus the efficiency, of the sampling algorithms. The algorithms are tested on two diffusion processes: one with double-well potential drift and another with SINE drift. The new algorithm's accuracy and efficiency is compared with state-of-the-art hybrid Monte Carlo based path sampling. It is shown that in practical, finite sample, applications the algorithm is accurate except in the presence of large observation errors and low observation densities, which lead to a multi-modal structure in the posterior distribution over paths. More importantly, the variational approximation assisted sampling algorithm outperforms hybrid Monte Carlo in terms of computational efficiency, except when the diffusion process is densely observed with small errors in which case both algorithms are equally efficient.
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Large monitoring networks are becoming increasingly common and can generate large datasets from thousands to millions of observations in size, often with high temporal resolution. Processing large datasets using traditional geostatistical methods is prohibitively slow and in real world applications different types of sensor can be found across a monitoring network. Heterogeneities in the error characteristics of different sensors, both in terms of distribution and magnitude, presents problems for generating coherent maps. An assumption in traditional geostatistics is that observations are made directly of the underlying process being studied and that the observations are contaminated with Gaussian errors. Under this assumption, sub–optimal predictions will be obtained if the error characteristics of the sensor are effectively non–Gaussian. One method, model based geostatistics, assumes that a Gaussian process prior is imposed over the (latent) process being studied and that the sensor model forms part of the likelihood term. One problem with this type of approach is that the corresponding posterior distribution will be non–Gaussian and computationally demanding as Monte Carlo methods have to be used. An extension of a sequential, approximate Bayesian inference method enables observations with arbitrary likelihoods to be treated, in a projected process kriging framework which is less computationally intensive. The approach is illustrated using a simulated dataset with a range of sensor models and error characteristics.
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The structure and dynamics of methane in hydrated potassium montmorillonite clay have been studied under conditions encountered in sedimentary basin and compared to those of hydrated sodium montmorillonite clay using computer simulation techniques. The simulated systems contain two molecular layers of water and followed gradients of 150 barkm-1 and 30 Kkm-1 up to a maximum burial depth of 6 km. Methane particle is coordinated to about 19 oxygen atoms, with 6 of these coming from the clay surface oxygen. Potassium ions tend to move away from the center towards the clay surface, in contrast to the behavior observed with the hydrated sodium form. The clay surface affinity for methane was found to be higher in the hydrated K-form. Methane diffusion in the two-layer hydrated K-montmorillonite increases from 0.39×10-9 m2s-1 at 280 K to 3.27×10-9 m2s-1 at 460 K compared to 0.36×10-9 m2s-1 at 280 K to 4.26×10-9 m2s-1 at 460 K in Na-montmorillonite hydrate. The distributions of the potassium ions were found to vary in the hydrates when compared to those of sodium form. Water molecules were also found to be very mobile in the potassium clay hydrates compared to sodium clay hydrates. © 2004 Elsevier Inc. All All rights reserved.
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Mathematics Subject Classification: 65C05, 60G50, 39A10, 92C37