942 resultados para Stochastic simulation algorithm


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We propose a simulated-annealing-based genetic algorithm for solving model parameter estimation problems. The algorithm incorporates advantages of both genetic algorithms and simulated annealing. Tests on computer-generated synthetic data that closely resemble optical constants of a metal were performed to compare the efficiency of plain genetic algorithms against the simulated-annealing-based genetic algorithms. These tests assess the ability of the algorithms to and the global minimum and the accuracy of values obtained for model parameters. Finally, the algorithm with the best performance is used to fit the model dielectric function to data for platinum and aluminum. (C) 1997 Optical Society of America.

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Systems approaches can help to evaluate and improve the agronomic and economic viability of nitrogen application in the frequently water-limited environments. This requires a sound understanding of crop physiological processes and well tested simulation models. Thus, this experiment on spring wheat aimed to better quantify water x nitrogen effects on wheat by deriving some key crop physiological parameters that have proven useful in simulating crop growth. For spring wheat grown in Northern Australia under four levels of nitrogen (0 to 360 kg N ha(-1)) and either entirely on stored soil moisture or under full irrigation, kernel yields ranged from 343 to 719 g m(-2). Yield increases were strongly associated with increases in kernel number (9150-19950 kernels m(-2)), indicating the sensitivity of this parameter to water and N availability. Total water extraction under a rain shelter was 240 mm with a maximum extraction depth of 1.5 m. A substantial amount of mineral nitrogen available deep in the profile (below 0.9 m) was taken up by the crop. This was the source of nitrogen uptake observed after anthesis. Under dry conditions this late uptake accounted for approximately 50% of total nitrogen uptake and resulted in high (>2%) kernel nitrogen percentages even when no nitrogen was applied,Anthesis LAI values under sub-optimal water supply were reduced by 63% and under sub-optimal nitrogen supply by 50%. Radiation use efficiency (RUE) based on total incident short-wave radiation was 1.34 g MJ(-1) and did not differ among treatments. The conservative nature of RUE was the result of the crop reducing leaf area rather than leaf nitrogen content (which would have affected photosynthetic activity) under these moderate levels of nitrogen limitation. The transpiration efficiency coefficient was also conservative and averaged 4.7 Pa in the dry treatments. Kernel nitrogen percentage varied from 2.08 to 2.42%. The study provides a data set and a basis to consider ways to improve simulation capabilities of water and nitrogen effects on spring wheat. (C) 1997 Elsevier Science B.V.

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Background: Although various techniques have been used for breast conservation surgery reconstruction, there are few studies describing a logical approach to reconstruction of these defects. The objectives of this study were to establish a classification system for partial breast defects and to develop a reconstructive algorithm. Methods: The authors reviewed a 7-year experience with 209 immediate breast conservation surgery reconstructions. Mean follow-up was 31 months. Type I defects include tissue resection in smaller breasts (bra size A/B), including type IA, which involves minimal defects that do not cause distortion; type III, which involves moderate defects that cause moderate distortion; and type IC, which involves large defects that cause significant deformities. Type II includes tissue resection in medium-sized breasts with or without ptosis (bra size C), and type III includes tissue resection in large breasts with ptosis (bra size D). Results: Eighteen percent of patients presented type I, where a lateral thoracodorsal flap and a latissimus dorsi flap were performed in 68 percent. Forty-five percent presented type II defects, where bilateral mastopexy was performed in 52 percent. Thirty-seven percent of patients presented type III distortion, where bilateral reduction mammaplasty was performed in 67 percent. Thirty-five percent of patients presented complications, and most were minor. Conclusions: An algorithm based on breast size in relation to tumor location and extension of resection can be followed to determine the best approach to reconstruction. The authors` results have demonstrated that the complications were similar to those in other clinical series. Success depends on patient selection, coordinated planning with the oncologic surgeon, and careful intraoperative management.

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In this paper we present the composite Euler method for the strong solution of stochastic differential equations driven by d-dimensional Wiener processes. This method is a combination of the semi-implicit Euler method and the implicit Euler method. At each step either the semi-implicit Euler method or the implicit Euler method is used in order to obtain better stability properties. We give criteria for selecting the semi-implicit Euler method or the implicit Euler method. For the linear test equation, the convergence properties of the composite Euler method depend on the criteria for selecting the methods. Numerical results suggest that the convergence properties of the composite Euler method applied to nonlinear SDEs is the same as those applied to linear equations. The stability properties of the composite Euler method are shown to be far superior to those of the Euler methods, and numerical results show that the composite Euler method is a very promising method. (C) 2001 Elsevier Science B.V. All rights reserved.

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In this paper we discuss implicit Taylor methods for stiff Ito stochastic differential equations. Based on the relationship between Ito stochastic integrals and backward stochastic integrals, we introduce three implicit Taylor methods: the implicit Euler-Taylor method with strong order 0.5, the implicit Milstein-Taylor method with strong order 1.0 and the implicit Taylor method with strong order 1.5. The mean-square stability properties of the implicit Euler-Taylor and Milstein-Taylor methods are much better than those of the corresponding semi-implicit Euler and Milstein methods and these two implicit methods can be used to solve stochastic differential equations which are stiff in both the deterministic and the stochastic components. Numerical results are reported to show the convergence properties and the stability properties of these three implicit Taylor methods. The stability analysis and numerical results show that the implicit Euler-Taylor and Milstein-Taylor methods are very promising methods for stiff stochastic differential equations.