925 resultados para Stochastic processes - Computer simulation
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Fontanari introduced [Phys. Rev. Lett. 91, 218101 (2003)] a model for studying Muller's ratchet phenomenon in growing asexual populations. They studied two situations, either including a death probability for each newborn or not, but were able to find analytical (recursive) expressions only in the no-decay case. In this Brief Report a branching process formalism is used to find recurrence equations that generalize the analytical results of the original paper besides confirming the interesting effects their simulations revealed.
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Context tree models have been introduced by Rissanen in [25] as a parsimonious generalization of Markov models. Since then, they have been widely used in applied probability and statistics. The present paper investigates non-asymptotic properties of two popular procedures of context tree estimation: Rissanen's algorithm Context and penalized maximum likelihood. First showing how they are related, we prove finite horizon bounds for the probability of over- and under-estimation. Concerning overestimation, no boundedness or loss-of-memory conditions are required: the proof relies on new deviation inequalities for empirical probabilities of independent interest. The under-estimation properties rely on classical hypotheses for processes of infinite memory. These results improve on and generalize the bounds obtained in Duarte et al. (2006) [12], Galves et al. (2008) [18], Galves and Leonardi (2008) [17], Leonardi (2010) [22], refining asymptotic results of Buhlmann and Wyner (1999) [4] and Csiszar and Talata (2006) [9]. (C) 2011 Elsevier B.V. All rights reserved.
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The dynamical discrete web (DyDW), introduced in the recent work of Howitt and Warren, is a system of coalescing simple symmetric one-dimensional random walks which evolve in an extra continuous dynamical time parameter tau. The evolution is by independent updating of the underlying Bernoulli variables indexed by discrete space-time that define the discrete web at any fixed tau. In this paper, we study the existence of exceptional (random) values of tau where the paths of the web do not behave like usual random walks and the Hausdorff dimension of the set of such exceptional tau. Our results are motivated by those about exceptional times for dynamical percolation in high dimension by Haggstrom, Peres and Steif, and in dimension two by Schramm and Steif. The exceptional behavior of the walks in the DyDW is rather different from the situation for the dynamical random walks of Benjamini, Haggstrom, Peres and Steif. For example, we prove that the walk from the origin S(0)(tau) violates the law of the iterated logarithm (LIL) on a set of tau of Hausdorff dimension one. We also discuss how these and other results should extend to the dynamical Brownian web, the natural scaling limit of the DyDW. (C) 2009 Elsevier B.V. All rights reserved.
Resumo:
The solvation effect of the ionic liquid 1-N-butyl-3-methylimidazolium hexafluorophosphate on nucleophilic substitution reactions of halides toward the aliphatic carbon of methyl p-nitrobenzenesulfonate (pNBS) was investigated by computer simulations. The calculations were performed by using a hybrid quantum-mechanical/molecular-mechanical (QM/MM) methodology. A semiempirical Hamiltonian was first parametrized on the basis of comparison with ab initio calculations for Cl(-) and Br(-) reaction with pNBS at gas phase. In condensed phase, free energy profiles were obtained for both reactions. The calculated reaction barriers are in agreement with experiment. The structure of species solvated by the ionic liquid was followed along the reaction progress from the reagents, through the transition state, to the final products. The simulations indicate that this substitution reaction in the ionic liquid is slower than in nonpolar molecular solvents proper to significant stabilization of the halide anion by the ionic liquid in comparison with the transition state with delocalized charge. Solute-solvent interactions in the first solvation shell contain several hydrogen bonds that are formed or broken in response to charge density variation along the reaction coordinate. The detailed structural analysis can be used to rationalize the design of new ionic liquids with tailored solvation properties. (c) 2008 American Institute of Physics.
Resumo:
Raman spectra within the 5-200 cm(-1) range have been recorded as a function of temperature for different ionic liquids based on imidazolium cations. A correlation has been found between fragility and the temperature dependence of the strength of fast relaxational motions. Understanding quasielastic scattering as the relaxational contribution to ionic mean-squared displacement elucidates some effects on ionic liquids' fragility resulting from modifications in the chemical structure. (C) 2010 American Institute of Physics. [doi:10.1063/1.3462962]
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Thermodynamics, equilibrium structure, and dynamics of glass-forming liquids Ca(NO(3))(2)center dot nH(2)O, n=4, 6, and 8, have been investigated by molecular dynamics (MD) simulations. A polarizable model was considered for H(2)O and NO(3)- on the basis of previous fluctuating charge models for pure water and the molten salt 2Ca(NO(3))(2)center dot 3KNO(3). Similar thermodynamic properties have been obtained with nonpolarizable and polarizable models. The glass transition temperature, T(g), estimated from MD simulations was dependent on polarization, in particular the dependence of T(g) with electrolyte concentration. Significant polarization effects on equilibrium structure were observed in cation-cation, cation-anion, and water-water structures. Polarization increases the diffusion coefficient of H(2)O, but does not change significantly the diffusion coefficients of ions. Viscosity decreases upon inclusion of polarization, but the conductivity calculated with the polarizable model is smaller than the nonpolarizable model because polarization enhances anion-cation interactions.
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Short-time dynamics of ionic liquids has been investigated by low-frequency Raman spectroscopy (4 < omega < 100 cm(-1)) within the supercooled liquid range. Raman spectra are reported for ionic liquids with the same anion, bis(trifluoromethylsulfonyl)imide, and different cations: 1-butyl-3-methylimidazolium, 1-hexyl-3-methylimidazolium, 1-butyl-1-methylpiperidinium, trimethylbutylammonium, and tributylmethylammonium. It is shown that low-frequency Raman spectroscopy provides similar results as optical Kerr effect (OKE) spectroscopy, which has been used to study intermolecular vibrations in ionic liquids. The comparison of ionic liquids containing aromatic and non-aromatic cations identifies the characteristic feature in Raman spectra usually assigned to librational motion of the imidazolium ring. The strength of the fast relaxations (quasi-elastic scattering, QES) and the intermolecular vibrational contribution (boson peak) of ionic liquids with non-aromatic cations are significantly lower than imidazolium ionic liquids. A correlation length assigned to the boson peak vibrations was estimated from the frequency of the maximum of the boson peak and experimental data of sound velocity. The correlation length related to the boson peak (similar to 19 angstrom) does not change with the length of the alkyl chain in imidazolium cations, in contrast to the position of the first-sharp diffraction peak observed in neutron and X-ray scattering measurements of ionic liquids. The rate of change of the QES intensity in the supercooled liquid range is compared with data of excess entropy, free volume, and mean-squared displacement recently reported for ionic liquids. The temperature dependence of the QES intensity in ionic liquids illustrates relationships between short-time dynamics and long-time structural relaxation that have been proposed for glass-forming liquids. (C) 2011 American Institute of Physics. [doi: 10.1063/1.3604533]
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The Random Parameter model was proposed to explain the structure of the covariance matrix in problems where most, but not all, of the eigenvalues of the covariance matrix can be explained by Random Matrix Theory. In this article, we explore the scaling properties of the model, as observed in the multifractal structure of the simulated time series. We use the Wavelet Transform Modulus Maxima technique to obtain the multifractal spectrum dependence with the parameters of the model. The model shows a scaling structure compatible with the stylized facts for a reasonable choice of the parameter values. (C) 2009 Elsevier B.V. All rights reserved.
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This paper presents a framework to build medical training applications by using virtual reality and a tool that helps the class instantiation of this framework. The main purpose is to make easier the building of virtual reality applications in the medical training area, considering systems to simulate biopsy exams and make available deformation, collision detection, and stereoscopy functionalities. The instantiation of the classes allows quick implementation of the tools for such a purpose, thus reducing errors and offering low cost due to the use of open source tools. Using the instantiation tool, the process of building applications is fast and easy. Therefore, computer programmers can obtain an initial application and adapt it to their needs. This tool allows the user to include, delete, and edit parameters in the functionalities chosen as well as storing these parameters for future use. In order to verify the efficiency of the framework, some case studies are presented.
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This paper addresses the time-variant reliability analysis of structures with random resistance or random system parameters. It deals with the problem of a random load process crossing a random barrier level. The implications of approximating the arrival rate of the first overload by an ensemble-crossing rate are studied. The error involved in this so-called ""ensemble-crossing rate"" approximation is described in terms of load process and barrier distribution parameters, and in terms of the number of load cycles. Existing results are reviewed, and significant improvements involving load process bandwidth, mean-crossing frequency and time are presented. The paper shows that the ensemble-crossing rate approximation can be accurate enough for problems where load process variance is large in comparison to barrier variance, but especially when the number of load cycles is small. This includes important practical applications like random vibration due to impact loadings and earthquake loading. Two application examples are presented, one involving earthquake loading and one involving a frame structure subject to wind and snow loadings. (C) 2007 Elsevier Ltd. All rights reserved.
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The kinetics and mechanism of the thermal activation of peroxydisulfate, in the temperature range from 60 to 80 degrees C, was investigated in the presence and absence of sodium formate as an additive to turn the oxidizing capacity of the reaction mixture into a reductive one. Trichloroacetic acid, TCA, whose degradation by a reductive mechanism is well reported in the literature, was used as a probe. The chemistry of thermally activated peroxydisulfate is described by a reaction scheme involving free radical generation. The proposed mechanism is evaluated by a computer simulation of the concentration profiles obtained under different experimental conditions. In the presence of formate, SO(4)(center dot-) radicals yield CO(2)(center dot-), which are the main species available for degrading TCA. Under the latter conditions, TCA is more efficiently depleted than in the absence of formate, but otherwise identical conditions of temperature and [S(2)O(8)(2-)]. We therefore conclude that activated peroxydisulfate in the presence of formate as an additive is a convenient method for the mineralization of substrates that are refractory to oxidation. such as perchlorinated hydrocarbons and TCA. This method has the advantage that leaves no toxic residues. (C) 2009 Elsevier Ltd. All rights reserved.
Resumo:
In this work, a series of two-dimensional plane-strain finite element analyses was conducted to further understand the stress distribution during tensile tests on coated systems. Besides the film and the substrate, the finite element model also considered a number of cracks perpendicular to the film/substrate interface. Different from analyses commonly found in the literature, the mechanical behavior of both film and substrate was considered elastic-perfectly plastic in part of the analyses. Together with the film yield stress and the number of film cracks, other variables that were considered were crack tip geometry, the distance between two consecutive cracks and the presence of an interlayer. The analysis was based on the normal stresses parallel to the loading axis (sigma(xx)), which are responsible for cohesive failures that are observed in the film during this type of test. Results indicated that some configurations studied in this work have significantly reduced the value of sigma(xx) at the film/substrate interface and close to the pre-defined crack tips. Furthermore, in all the cases studied the values of sigma(xx) were systematically larger at the film/substrate interface than at the film surface. (C) 2010 Elsevier B.V. All rights reserved.
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We consider one source of decoherence for a single trapped ion due to intensity and phase fluctuations in the exciting laser pulses. For simplicity we assume that the stochastic processes involved are white noise processes, which enables us to give a simple master equation description of this source of decoherence. This master equation is averaged over the noise, and is sufficient to describe the results of experiments that probe the oscillations in the electronic populations as energy is exchanged between the internal and electronic motion. Our results are in good qualitative agreement with recent experiments and predict that the decoherence rate will depend on vibrational quantum number in different ways depending on which vibrational excitation sideband is used.
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The infection of insect cells with baculovirus was described in a mathematical model as a part of the structured dynamic model describing whole animal cell metabolism. The model presented here is capable of simulating cell population dynamics, the concentrations of extracellular and intracellular viral components, and the heterologous product titers. The model describes the whole processes of viral infection and the effect of the infection on the host cell metabolism. Dynamic simulation of the model in batch and fed-batch mode gave good agreement between model predictions and experimental data. Optimum conditions for insect cell culture and viral infection in batch and fed-batch culture were studied using the model.
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The dynamics of mechanical milling in a vibratory mill have been studied by means of mechanical vibration, shock measurements, computer simulation and microstructural evolution measurements. Two distinct modes of ball motion during milling, periodic and chaotic vibration, were observed. Mill operation in the regime of periodic vibration, in which each collision provides a constant energy input to milled powders, enabled a quantitative description of the effect of process parameters on system dynamics. An investigation of the effect of process parameters on microstructural development in an austenitic stainless steel showed that the impact force associated with collision events is an important process parameter for characterizing microstructural evolution. (C) 1997 Elsevier Science S.A.