971 resultados para Monte-Carlo simulation


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Research into localization has produced a wealth of algorithms and techniques to estimate the location of wireless network nodes, however the majority of these schemes do not explicitly account for non-line of sight conditions. Disregarding this common situation reduces their accuracy and their potential for exploitation in real world applications. This is a particular problem for personnel tracking where the user's body itself will inherently cause time-varying blocking according to their movements. Using empirical data, this paper demonstrates that, by accounting for non-line of sight conditions and using received signal strength based Monte Carlo localization, meter scale accuracy can be achieved for a wrist-worn personnel tracking tag in a 120 m indoor office environment. © 2012 IEEE.

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We present an implementation of quantum annealing (QA) via lattice Green's function Monte Carlo (GFMC), focusing on its application to the Ising spin glass in transverse field. In particular, we study whether or not such a method is more effective than the path-integral Monte Carlo- (PIMC) based QA, as well as classical simulated annealing (CA), previously tested on the same optimization problem. We identify the issue of importance sampling, i.e., the necessity of possessing reasonably good (variational) trial wave functions, as the key point of the algorithm. We performed GFMC-QA runs using such a Boltzmann-type trial wave function, finding results for the residual energies that are qualitatively similar to those of CA (but at a much larger computational cost), and definitely worse than PIMC-QA. We conclude that, at present, without a serious effort in constructing reliable importance sampling variational wave functions for a quantum glass, GFMC-QA is not a true competitor of PIMC-QA.

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We present results for a variety of Monte Carlo annealing approaches, both classical and quantum, benchmarked against one another for the textbook optimization exercise of a simple one-dimensional double well. In classical (thermal) annealing, the dependence upon the move chosen in a Metropolis scheme is studied and correlated with the spectrum of the associated Markov transition matrix. In quantum annealing, the path integral Monte Carlo approach is found to yield nontrivial sampling difficulties associated with the tunneling between the two wells. The choice of fictitious quantum kinetic energy is also addressed. We find that a "relativistic" kinetic energy form, leading to a higher probability of long real-space jumps, can be considerably more effective than the standard nonrelativistic one.

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Monte Carlo calculations of quantum yield in PtSi/p-Si infrared detectors are carried out taking into account the presence of a spatially distributed barrier potential. In the 1-4 mu m wavelength range it is found that the spatial inhomogeneity of the barrier has no significant effect on the overall device photoresponse. However, above lambda = 4.0 mu m and particularly as the cut-off wavelength (lambda approximate to 5.5 mu m) is approached, these calculations reveal a difference between the homogeneous and inhomogeneous barrier photoresponse which becomes increasingly significant and exceeds 50% at lambda = 5.3 mu m. It is, in fact, the inhomogeneous barrier which displays an increased photoyield, a feature that is confirmed by approximate analytical calculations assuming a symmetric Gaussian spatial distribution of the barrier. Furthermore, the importance of the silicide layer thickness in optimizing device efficiency is underlined as a trade-off between maximizing light absorption in the silicide layer and optimizing the internal yield. The results presented here address important features which determine the photoyield of PtSi/Si Schottky diodes at energies below the Si absorption edge and just above the Schottky barrier height in particular.

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Classification methods with embedded feature selection capability are very appealing for the analysis of complex processes since they allow the analysis of root causes even when the number of input variables is high. In this work, we investigate the performance of three techniques for classification within a Monte Carlo strategy with the aim of root cause analysis. We consider the naive bayes classifier and the logistic regression model with two different implementations for controlling model complexity, namely, a LASSO-like implementation with a L1 norm regularization and a fully Bayesian implementation of the logistic model, the so called relevance vector machine. Several challenges can arise when estimating such models mainly linked to the characteristics of the data: a large number of input variables, high correlation among subsets of variables, the situation where the number of variables is higher than the number of available data points and the case of unbalanced datasets. Using an ecological and a semiconductor manufacturing dataset, we show advantages and drawbacks of each method, highlighting the superior performance in term of classification accuracy for the relevance vector machine with respect to the other classifiers. Moreover, we show how the combination of the proposed techniques and the Monte Carlo approach can be used to get more robust insights into the problem under analysis when faced with challenging modelling conditions.

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Radiative pressure exerted by line interactions is a prominent driver of outflows in astrophysical systems, being at work in the outflows emerging from hot stars or from the accretion discs of cataclysmic variables, massive young stars and active galactic nuclei. In this work, a new radiation hydrodynamical approach to model line-driven hot-star winds is presented. By coupling a Monte Carlo radiative transfer scheme with a finite volume fluid dynamical method, line-driven mass outflows may be modelled self-consistently, benefiting from the advantages of Monte Carlo techniques in treating multiline effects, such as multiple scatterings, and in dealing with arbitrary multidimensional configurations. In this work, we introduce our approach in detail by highlighting the key numerical techniques and verifying their operation in a number of simplified applications, specifically in a series of self-consistent, one-dimensional, Sobolev-type, hot-star wind calculations. The utility and accuracy of our approach are demonstrated by comparing the obtained results with the predictions of various formulations of the so-called CAK theory and by confronting the calculations with modern sophisticated techniques of predicting the wind structure. Using these calculations, we also point out some useful diagnostic capabilities our approach provides. Finally, we discuss some of the current limitations of our method, some possible extensions and potential future applications.

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The solid-fluid transition properties of the n - 6 Lennard-Jones system are studied by means of extensive free energy calculations. Different values of the parameter n which regulates the steepness of the short-range repulsive interaction are investigated. Furthermore, the free energies of the n < 12 systems are calculated using the n = 12 system as a reference. The method relies on a generalization of the multiple histogram method that combines independent canonical ensemble simulations performed with different Hamiltonians and computes the free energy difference between them. The phase behavior of the fullerene C60 solid is studied by performing NPT simulations using atomistic models which treat each carbon in the molecule as a separate interaction site with additional bond charges. In particular, the transition from an orientationally frozen phase at low temperatures to one where the molecules are freely rotating at higher temperatures is studied as a function of applied pressure. The adsorption of molecular hydrogen in the zeolite NaA is investigated by means of grand-canonical Monte Carlo, in a wide range of temperatures and imposed gas pressures, and results are compared with available experimental data. A potential model is used that comprises three main interactions: van der Waals, Coulomb and induced polarization by the permanent electric field in the zeolite.

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A presente dissertação foi desenvolvida com colaboração do Campus Tecnológico e Nuclear e do Hospital de São José

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This work is divided into two distinct parts. The first part consists of the study of the metal organic framework UiO-66Zr, where the aim was to determine the force field that best describes the adsorption equilibrium properties of two different gases, methane and carbon dioxide. The other part of the work focuses on the study of the single wall carbon nanotube topology for ethane adsorption; the aim was to simplify as much as possible the solid-fluid force field model to increase the computational efficiency of the Monte Carlo simulations. The choice of both adsorbents relies on their potential use in adsorption processes, such as the capture and storage of carbon dioxide, natural gas storage, separation of components of biogas, and olefin/paraffin separations. The adsorption studies on the two porous materials were performed by molecular simulation using the grand canonical Monte Carlo (μ,V,T) method, over the temperature range of 298-343 K and pressure range 0.06-70 bar. The calibration curves of pressure and density as a function of chemical potential and temperature for the three adsorbates under study, were obtained Monte Carlo simulation in the canonical ensemble (N,V,T); polynomial fit and interpolation of the obtained data allowed to determine the pressure and gas density at any chemical potential. The adsorption equilibria of methane and carbon dioxide in UiO-66Zr were simulated and compared with the experimental data obtained by Jasmina H. Cavka et al. The results show that the best force field for both gases is a chargeless united-atom force field based on the TraPPE model. Using this validated force field it was possible to estimate the isosteric heats of adsorption and the Henry constants. In the Grand-Canonical Monte Carlo simulations of carbon nanotubes, we conclude that the fastest type of run is obtained with a force field that approximates the nanotube as a smooth cylinder; this approximation gives execution times that are 1.6 times faster than the typical atomistic runs.

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This thesis proposes a Monte Carlo valuation method for Worst-of Auto-callable equity swaps. The valuation of this type of swap usually requires complex numerical methods which are implemented in “black-box” valuation systems. The method proposed is an alternative benchmark tool that is relatively simple to implement and customize. The performance of the method was evaluated according to the variance and bias of the output and to the accuracy when compared to a leading valuation system in the market.

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To make a comprehensive evaluation of organ-specific out-of-field doses using Monte Carlo (MC) simulations for different breast cancer irradiation techniques and to compare results with a commercial treatment planning system (TPS). Three breast radiotherapy techniques using 6MV tangential photon beams were compared: (a) 2DRT (open rectangular fields), (b) 3DCRT (conformal wedged fields), and (c) hybrid IMRT (open conformal+modulated fields). Over 35 organs were contoured in a whole-body CT scan and organ-specific dose distributions were determined with MC and the TPS. Large differences in out-of-field doses were observed between MC and TPS calculations, even for organs close to the target volume such as the heart, the lungs and the contralateral breast (up to 70% difference). MC simulations showed that a large fraction of the out-of-field dose comes from the out-of-field head scatter fluence (>40%) which is not adequately modeled by the TPS. Based on MC simulations, the 3DCRT technique using external wedges yielded significantly higher doses (up to a factor 4-5 in the pelvis) than the 2DRT and the hybrid IMRT techniques which yielded similar out-of-field doses. In sharp contrast to popular belief, the IMRT technique investigated here does not increase the out-of-field dose compared to conventional techniques and may offer the most optimal plan. The 3DCRT technique with external wedges yields the largest out-of-field doses. For accurate out-of-field dose assessment, a commercial TPS should not be used, even for organs near the target volume (contralateral breast, lungs, heart).