Estudo do método Monte Carlo e sua aplicação no modelo SIR

In this work we present a discussion and the results of the simulation of disease spread using the Monte Carlo method. The dissemination model is the SIR model and presents as main characteristic the disease evolution among individuals of the population subdivided into three groups: susceptible (S), infected (I) and recovered (R). The technique used is based on the introduction of transition probabilities S-> I and I->R to do the spread of the disease, they are governed by a Poisson distribution. The simulation of the spread of disease was based on the randomness introduced, taking into account two basic parameters of the model, the power of infection and average time of the disease. Considering appropriate values of these parameters, the results are presented graphically and analysis of these results gives information on a group of individuals react to the changes of these parameters and what are the chances of a disease becoming a pandemic

A non-homogeneous poisson model with spatial anisotropy applied to ozone data from Mexico City

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Application of reverse Monte Carlo simulations to diatomic molecules. Part 1. Noncomplete radial distribution functions

The reverse Monte Carlo (RMC) method generates sets of points in space which yield radial distribution functions (RDFS) that approximate those of the system of interest. Such sets of configurations should, in principle, be sufficient to determine the structural properties of the system. In this work we apply the RMC technique to fluids of hard diatomic molecules. The experimental RDFs of the hard-dimer fluid were generated by the conventional MC method and used as input in the RMC simulations. Our results indicate that the RMC method is only satisfactory in determining the local structure of the fluid studied by means of only mono-variable RDF. Also we suggest that the use of multi-variable RDFs would improve the technique significantly. However, the accuracy of the method turned out to be very sensitive to the variance of the input experimental RDF. © 1995.

Monte Carlo simulation of water-tetrahydrofuran mixtures

Monte Carlo simulations of water-tetrahydrofuran (THF) mixtures were performed in the isothermal-isobaric ensemble (NPT) at T = 298 K and p = 1 atm. The interaction energy was calculated using the TIP4P model for water and a five-site united atom representation for the THF molecule. The potential energy surfaces for water-THF interactions were obtained by using combining rules and the original potential functions used for pure liquids. Theoretical values obtained for the average interaction energy as a function of concentration are in good agreement with available experimental data. Results from the partitioning of the total interaction energy into water-water, water-THF and THF-THF contributions are presented. These results are useful to distinguish between the quantitative contributions of these molecular interactions to the energetic behavior of the water-THF mixing process. The radial distribution functions for HW-OTHF and OW-OTHF site-site interactions show the salient features of hydrogen-bonded liquids. Comparison of the average number of water-water complexes interacting through hydrogen bonding in water-THF and water-methanol mixtures shows an enhancement of the water-water coordination number in a THF rich environment. © 1995.

A new approach to the electronic structure of two dimensional disordered alloys

We propose a novel method to calculate the electronic Density of States (DOS) of a two dimensional disordered binary alloy. The method is highly reliable and numerically efficient, and Short Range Order (SRO) correlations can be included with no extra computational cost. The approach devised rests on one dimensional calculations and is applied to very long stripes of finite width, the bulk regime being achieved with a relatively small number of chains in the disordered case. Our approach is exact for the pure case and predicts the correct DOS structure in important limits, such as the segregated, random, and ordered alloy regimes. We also suggest important extensions of the present work. © 1995.

Using the Ferrenberg-Swendsen Monte Carlo method for nonuniversal exponents

We use the method of Monte Carlo evolution in the coupling constant space of Ferrenberg and Swendsen to evaluate the nonuniversal exponent η* associated to a linear defect in a 2d Ising model. © 1989.

Simulação de Monte Carlo: de modelos de spin à teoria de campos na rede

Pós-graduação em Física - IFT

Aplicação da Simulação de Monte Carlo no estudo de testes de fadiga em rodas agrícolas

Due to the increasing demand from clients and the search for better performances in the heavy vehicles industry, a progressive evolution in technology in a general way was needed. This paper uses a scientific method to validate, prior to its manufacture, the project of an agricultural wheel for sugar cane harvesters. Monte Carlo Simulation is used in conjunction with Finite Elements Method, in order to simulate the wheel's behavior in a cornering test, identify possible failure regions and get an estimate for its life under fatigue. To this end, test conditions according to EUWA Standards were simulated and obeyed, relevant to fatigue. Simulation results were interesting, according to industry experts involved in the project and manufacture of the product in question, and have provided important elements for the decision making regarding improvements that could be made on the product project before its execution

Evaluating Measurement Invariance with Censored Ordinal Data: A Monte Carlo Comparison of Alternative Model Estimators and Scales of Measurement

Evaluations of measurement invariance provide essential construct validity evidence. However, the quality of such evidence is partly dependent upon the validity of the resulting statistical conclusions. The presence of Type I or Type II errors can render measurement invariance conclusions meaningless. The purpose of this study was to determine the effects of categorization and censoring on the behavior of the chi-square/likelihood ratio test statistic and two alternative fit indices (CFI and RMSEA) under the context of evaluating measurement invariance. Monte Carlo simulation was used to examine Type I error and power rates for the (a) overall test statistic/fit indices, and (b) change in test statistic/fit indices. Data were generated according to a multiple-group single-factor CFA model across 40 conditions that varied by sample size, strength of item factor loadings, and categorization thresholds. Seven different combinations of model estimators (ML, Yuan-Bentler scaled ML, and WLSMV) and specified measurement scales (continuous, censored, and categorical) were used to analyze each of the simulation conditions. As hypothesized, non-normality increased Type I error rates for the continuous scale of measurement and did not affect error rates for the categorical scale of measurement. Maximum likelihood estimation combined with a categorical scale of measurement resulted in more correct statistical conclusions than the other analysis combinations. For the continuous and censored scales of measurement, the Yuan-Bentler scaled ML resulted in more correct conclusions than normal-theory ML. The censored measurement scale did not offer any advantages over the continuous measurement scale. Comparing across fit statistics and indices, the chi-square-based test statistics were preferred over the alternative fit indices, and ΔRMSEA was preferred over ΔCFI. Results from this study should be used to inform the modeling decisions of applied researchers. However, no single analysis combination can be recommended for all situations. Therefore, it is essential that researchers consider the context and purpose of their analyses.

Aplicação da Simulação de Monte Carlo no estudo de testes de fadiga em rodas agrícolas

Due to the increasing demand from clients and the search for better performances in the heavy vehicles industry, a progressive evolution in technology in a general way was needed. This paper uses a scientific method to validate, prior to its manufacture, the project of an agricultural wheel for sugar cane harvesters. Monte Carlo Simulation is used in conjunction with Finite Elements Method, in order to simulate the wheel's behavior in a cornering test, identify possible failure regions and get an estimate for its life under fatigue. To this end, test conditions according to EUWA Standards were simulated and obeyed, relevant to fatigue. Simulation results were interesting, according to industry experts involved in the project and manufacture of the product in question, and have provided important elements for the decision making regarding improvements that could be made on the product project before its execution

A Bayesian analysis of the Conway-Maxwell-Poisson cure rate model

The purpose of this paper is to develop a Bayesian analysis for the right-censored survival data when immune or cured individuals may be present in the population from which the data is taken. In our approach the number of competing causes of the event of interest follows the Conway-Maxwell-Poisson distribution which generalizes the Poisson distribution. Markov chain Monte Carlo (MCMC) methods are used to develop a Bayesian procedure for the proposed model. Also, some discussions on the model selection and an illustration with a real data set are considered.

Computational tools for comparing asymmetric GARCH models via Bayes factors

In this paper we use Markov chain Monte Carlo (MCMC) methods in order to estimate and compare GARCH models from a Bayesian perspective. We allow for possibly heavy tailed and asymmetric distributions in the error term. We use a general method proposed in the literature to introduce skewness into a continuous unimodal and symmetric distribution. For each model we compute an approximation to the marginal likelihood, based on the MCMC output. From these approximations we compute Bayes factors and posterior model probabilities. (C) 2012 IMACS. Published by Elsevier B.V. All rights reserved.

Characterization of an extrapolation chamber for low-energy X-rays: Experimental and Monte Carlo preliminary results

The extrapolation chamber is a parallel-plate ionization chamber that allows variation of its air-cavity volume. In this work, an experimental study and MCNP-4C Monte Carlo code simulations of an ionization chamber designed and constructed at the Calibration Laboratory at IFEN to be used as a secondary dosimetry standard for low-energy X-rays are reported. The results obtained were within the international recommendations, and the simulations showed that the components of the extrapolation chamber may influence its response up to 11.0%. (C) 2011 Elsevier Ltd. All rights reserved.

Optimization of x-ray spectra in digital mammography through Monte Carlo simulations

In this work, a Monte Carlo code was used to investigate the performance of different x-ray spectra in digital mammography, through a figure of merit (FOM), defined as FOM = CNR2/(D) over bar (g), with CNR being the contrast-to-noise ratio in image and (D) over bar (g) being the average glandular dose. The FOM was studied for breasts with different thicknesses t (2 cm <= t <= 8 cm) and glandular contents (25%, 50% and 75% glandularity). The anode/filter combinations evaluated were those traditionally employed in mammography (Mo/Mo, Mo/Rh, Rh/Rh), and a W anode combined with Al or K-edge filters (Zr, Mo, Rh, Pd, Ag, Cd, Sn), for tube potentials between 22 and 34 kVp. Results show that the W anode combined with K-edge filters provides higher values of FOM for all breast thicknesses investigated. Nevertheless, the most suitable filter and tube potential depend on the breast thickness, and for t >= 6 cm, they also depend on breast glandularity. Particularly for thick and dense breasts, a W anode combined with K-edge filters can greatly improve the digital technique, with the values of FOM up to 200% greater than that obtained with the anode/filter combinations and tube potentials traditionally employed in mammography. For breasts with t < 4 cm, a general good performance was obtained with the W anode combined with 60 mu m of the Mo filter at 24-25 kVp, while 60 mu m of the Pd filter provided a general good performance at 24-26 kVp for t = 4 cm, and at 28-30 and 29-31 kVp for t = 6 and 8 cm, respectively.