942 resultados para Stochastic simulation algorithm


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We study a stochastic lattice model describing the dynamics of coexistence of two interacting biological species. The model comprehends the local processes of birth, death, and diffusion of individuals of each species and is grounded on interaction of the predator-prey type. The species coexistence can be of two types: With self-sustained coupled time oscillations of population densities and without oscillations. We perform numerical simulations of the model on a square lattice and analyze the temporal behavior of each species by computing the time correlation functions as well as the spectral densities. This analysis provides an appropriate characterization of the different types of coexistence. It is also used to examine linked population cycles in nature and in experiment.

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We study the electronic transport properties of a dual-gated bilayer graphene nanodevice via first-principles calculations. We investigate the electric current as a function of gate length and temperature. Under the action of an external electrical field we show that even for gate lengths up 100 angstrom, a nonzero current is exhibited. The results can be explained by the presence of a tunneling regime due the remanescent states in the gap. We also discuss the conditions to reach the charge neutrality point in a system free of defects and extrinsic carrier doping.

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We present four estimators of the shared information (or interdepency) in ground states given that the coefficients appearing in the wave function are all real non-negative numbers and therefore can be interpreted as probabilities of configurations. Such ground states of Hermitian and non-Hermitian Hamiltonians can be given, for example, by superpositions of valence bond states which can describe equilibrium but also stationary states of stochastic models. We consider in detail the last case, the system being a classical not a quantum one. Using analytical and numerical methods we compare the values of the estimators in the directed polymer and the raise and peel models which have massive, conformal invariant and nonconformal invariant massless phases. We show that like in the case of the quantum problem, the estimators verify the area law with logarithmic corrections when phase transitions take place.

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With each directed acyclic graph (this includes some D-dimensional lattices) one can associate some Abelian algebras that we call directed Abelian algebras (DAAs). On each site of the graph one attaches a generator of the algebra. These algebras depend on several parameters and are semisimple. Using any DAA, one can define a family of Hamiltonians which give the continuous time evolution of a stochastic process. The calculation of the spectra and ground-state wave functions (stationary state probability distributions) is an easy algebraic exercise. If one considers D-dimensional lattices and chooses Hamiltonians linear in the generators, in finite-size scaling the Hamiltonian spectrum is gapless with a critical dynamic exponent z=D. One possible application of the DAA is to sandpile models. In the paper we present this application, considering one- and two-dimensional lattices. In the one-dimensional case, when the DAA conserves the number of particles, the avalanches belong to the random walker universality class (critical exponent sigma(tau)=3/2). We study the local density of particles inside large avalanches, showing a depletion of particles at the source of the avalanche and an enrichment at its end. In two dimensions we did extensive Monte-Carlo simulations and found sigma(tau)=1.780 +/- 0.005.

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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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We study a general stochastic rumour model in which an ignorant individual has a certain probability of becoming a stifler immediately upon hearing the rumour. We refer to this special kind of stifler as an uninterested individual. Our model also includes distinct rates for meetings between two spreaders in which both become stiflers or only one does, so that particular cases are the classical Daley-Kendall and Maki-Thompson models. We prove a Law of Large Numbers and a Central Limit Theorem for the proportions of those who ultimately remain ignorant and those who have heard the rumour but become uninterested in it.

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We consider the problem of interaction neighborhood estimation from the partial observation of a finite number of realizations of a random field. We introduce a model selection rule to choose estimators of conditional probabilities among natural candidates. Our main result is an oracle inequality satisfied by the resulting estimator. We use then this selection rule in a two-step procedure to evaluate the interacting neighborhoods. The selection rule selects a small prior set of possible interacting points and a cutting step remove from this prior set the irrelevant points. We also prove that the Ising models satisfy the assumptions of the main theorems, without restrictions on the temperature, on the structure of the interacting graph or on the range of the interactions. It provides therefore a large class of applications for our results. We give a computationally efficient procedure in these models. We finally show the practical efficiency of our approach in a simulation study.

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Structural and dynamical properties of liquid trimethylphosphine (TMP), (CH(3))(3)P, as a function of temperature is investigated by molecular dynamics (MD) simulations. The force field used in the MD simulations, which has been proposed from molecular mechanics and quantum chemistry calculations, is able to reproduce the experimental density of liquid TMP at room temperature. Equilibrium structure is investigated by the usual radial distribution function, g(r), and also in the reciprocal space by the static structure factor, S(k). On the basis of center of mass distances, liquid TMP behaves like a simple liquid of almost spherical particles, but orientational correlation due to dipole-dipole interactions is revealed at short-range distances. Single particle and collective dynamics are investigated by several time correlation functions. At high temperatures, diffusion and reorientation occur at the same time range as relaxation of the liquid structure. Decoupling of these dynamic properties starts below ca. 220 K, when rattling dynamics of a given TMP molecules due to the cage effect of neighbouring molecules becomes important. (C) 2011 American Institute of Physics. [doi: 10.1063/1.3624408]

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Due to the worldwide increase in demand for biofuels, the area cultivated with sugarcane is expected to increase. For environmental and economic reasons, an increasing proportion of the areas are being harvested without burning, leaving the residues on the soil surface. This periodical input of residues affects soil physical, chemical and biological properties, as well as plant growth and nutrition. Modeling can be a useful tool in the study of the complex interactions between the climate, residue quality, and the biological factors controlling plant growth and residue decomposition. The approach taken in this work was to parameterize the CENTURY model for the sugarcane crop, to simulate the temporal dynamics of aboveground phytomass and litter decomposition, and to validate the model through field experiment data. When studying aboveground growth, burned and unburned harvest systems were compared, as well as the effect of mineral fertilizer and organic residue applications. The simulations were performed with data from experiments with different durations, from 12 months to 60 years, in Goiana, TimbaA(0)ba and Pradpolis, Brazil; Harwood, Mackay and Tully, Australia; and Mount Edgecombe, South Africa. The differentiation of two pools in the litter, with different decomposition rates, was found to be a relevant factor in the simulations made. Originally, the model had a basically unlimited layer of mulch directly available for decomposition, 5,000 g m(-2). Through a parameter optimization process, the thickness of the mulch layer closer to the soil, more vulnerable to decomposition, was set as 110 g m(-2). By changing the layer of mulch at any given time available for decomposition, the sugarcane residues decomposition simulations where close to measured values (R (2) = 0.93), contributing to making the CENTURY model a tool for the study of sugarcane litter decomposition patterns. The CENTURY model accurately simulated aboveground carbon stalk values (R (2) = 0.76), considering burned and unburned harvest systems, plots with and without nitrogen fertilizer and organic amendment applications, in different climates and soil conditions.

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Currently there is a trend for the expansion of the area cropped with sugarcane (Saccharum officinarum L.), driven by an increase in the world demand for biofuels, due to economical, environmental, and geopolitical issues. Although sugarcane is traditionally harvested by burning dried leaves and tops, the unburned, mechanized harvest has been progressively adopted. The use of process based models is useful in understanding the effects of plant litter in soil C dynamics. The objective of this work was to use the CENTURY model in evaluating the effect of sugarcane residue management in the temporal dynamics of soil C. The approach taken in this work was to parameterize the CENTURY model for the sugarcane crop, to simulate the temporal dynamics of soil C, validating the model through field experiment data, and finally to make predictions in the long term regarding soil C. The main focus of this work was the comparison of soil C stocks between the burned and unburned litter management systems, but the effect of mineral fertilizer and organic residue applications were also evaluated. The simulations were performed with data from experiments with different durations, from 1 to 60 yr, in Goiana and Timbauba, Pernambuco, and Pradopolis, Sao Paulo, all in Brazil; and Mount Edgecombe, Kwazulu-Natal, South Africa. It was possible to simulate the temporal dynamics of soil C (R(2) = 0.89). The predictions made with the model revealed that there is, in the long term, a trend for higher soil C stocks with the unburned management. This increase is conditioned by factors such as climate, soil texture, time of adoption of the unburned system, and N fertilizer management.

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This study investigated the energy system contributions of rowers in three different conditions: rowing on an ergometer without and with the slide and rowing in the water. For this purpose, eight rowers were submitted to 2,000 m race simulations in each of the situations defined above. The fractions of the aerobic (W(AER)), anaerobic alactic (W(PCR)) and anaerobic lactic (W([La-])) systems were calculated based on the oxygen uptake, the fast component of excess post-exercise oxygen uptake and changes in net blood lactate, respectively. In the water, the metabolic work was significantly higher [(851 (82) kJ] than during both ergometer [674 (60) kJ] and ergometer with slide [663 (65) kJ] (P <= 0.05). The time in the water [515 (11) s] was higher (P < 0.001) than in the ergometers with [398 (10) s] and without the slide [402 (15) s], resulting in no difference when relative energy expenditure was considered: in the water [99 (9) kJ min(-1)], ergometer without the slide [99.6 (9) kJ min(-1)] and ergometer with the slide [100.2 (9.6) kJ min(-1)]. The respective contributions of the WAER, WPCR and W[La-] systems were water = 87 (2), 7 (2) and 6 (2)%, ergometer = 84 (2), 7 (2) and 9 (2)%, and ergometer with the slide = 84 (2), 7 (2) and 9 (1)%. (V) over dotO(2), HR and lactate were not different among conditions. These results seem to indicate that the ergometer braking system simulates conditions of a bigger and faster boat and not a single scull. Probably, a 2,500 m test should be used to properly simulate in the water single-scull race.

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In this paper, artificial neural networks are employed in a novel approach to identify harmonic components of single-phase nonlinear load currents, whose amplitude and phase angle are subject to unpredictable changes, even in steady-state. The first six harmonic current components are identified through the variation analysis of waveform characteristics. The effectiveness of this method is tested by applying it to the model of a single-phase active power filter, dedicated to the selective compensation of harmonic current drained by an AC controller. Simulation and experimental results are presented to validate the proposed approach. (C) 2010 Elsevier B. V. All rights reserved.

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This research presents a method for frequency estimation in power systems using an adaptive filter based on the Least Mean Square Algorithm (LMS). In order to analyze a power system, three-phase voltages were converted into a complex signal applying the alpha beta-transform and the results were used in an adaptive filtering algorithm. Although the use of the complex LMS algorithm is described in the literature, this paper deals with some practical aspects of the algorithm implementation. In order to reduce computing time, a coefficient generator was implemented. For the algorithm validation, a computing simulation of a power system was carried Out using the ATP software. Many different situations were Simulated for the performance analysis of the proposed methodology. The results were compared to a commercial relay for validation, showing the advantages of the new method. (C) 2009 Elsevier Ltd. All rights reserved.

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The design of supplementary damping controllers to mitigate the effects of electromechanical oscillations in power systems is a highly complex and time-consuming process, which requires a significant amount of knowledge from the part of the designer. In this study, the authors propose an automatic technique that takes the burden of tuning the controller parameters away from the power engineer and places it on the computer. Unlike other approaches that do the same based on robust control theories or evolutionary computing techniques, our proposed procedure uses an optimisation algorithm that works over a formulation of the classical tuning problem in terms of bilinear matrix inequalities. Using this formulation, it is possible to apply linear matrix inequality solvers to find a solution to the tuning problem via an iterative process, with the advantage that these solvers are widely available and have well-known convergence properties. The proposed algorithm is applied to tune the parameters of supplementary controllers for thyristor controlled series capacitors placed in the New England/New York benchmark test system, aiming at the improvement of the damping factor of inter-area modes, under several different operating conditions. The results of the linear analysis are validated by non-linear simulation and demonstrate the effectiveness of the proposed procedure.

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In this article a novel algorithm based on the chemotaxis process of Echerichia coil is developed to solve multiobjective optimization problems. The algorithm uses fast nondominated sorting procedure, communication between the colony members and a simple chemotactical strategy to change the bacterial positions in order to explore the search space to find several optimal solutions. The proposed algorithm is validated using 11 benchmark problems and implementing three different performance measures to compare its performance with the NSGA-II genetic algorithm and with the particle swarm-based algorithm NSPSO. (C) 2009 Elsevier Ltd. All rights reserved.