Stochastic simulation of rare events

Stochastic simulation is an important and practical technique for computing probabilities of rare events, like the payoff probability of a financial option, the probability that a queue exceeds a certain level or the probability of ruin of the insurer's risk process. Rare events occur so infrequently, that they cannot be reasonably recorded during a standard simulation procedure: specifc simulation algorithms which thwart the rarity of the event to simulate are required. An important algorithm in this context is based on changing the sampling distribution and it is called importance sampling. Optimal Monte Carlo algorithms for computing rare event probabilities are either logarithmic eficient or possess bounded relative error.

Does the use of mobile devices (tablets and smartphones) affect survey quality and choice behaviour in web surveys?

Web surveys are becoming increasingly popular in survey research including stated preference surveys. Compared with face-to-face, telephone and mail surveys, web surveys may contain a different and new source of measurement error and bias: the type of device that respondents use to answer the survey questions. This is the first study that tests whether the use of mobile devices, tablets or smartphones, affects survey characteristics and stated preferences in a web-based choice experiment. The web survey on expanding renewable energy production in Germany was carried out with 3182 respondents, of which 12% used a mobile device. Propensity score matching is used to account for selection bias in the use of mobile devices for survey completion. We find that mobile device users spent more time than desktop/laptop users to answer the survey. Yet, desktop/laptop users and mobile device users do not differ in acquiescence tendency as an indicator of extreme response patterns. For mobile device users only, we find a negative correlation between screen size and interview length and a positive correlation between screen size and acquiescence tendency. In the choice experiment data, we do not find significant differences in the tendency to choose the status quo option and scale between both subsamples. However, some of the estimates of implicit prices differ, albeit not in a unidirectional fashion. Model results for mobile device users indicate a U-shaped relationship between error variance and screen size. Together, the results suggest that using mobile devices is not detrimental to survey quality.

Computer simulation of electrophoretic aspects of enantiomer migration and separation in capillary electrochromatography with a neutral selector.

A computer simulation study describing the electrophoretic separation and migration of methadone enantiomers in presence of free and immobilized (2-hydroxypropyl)-β-CD is presented. The 1:1 interaction of methadone with the neutral CD was simulated by using experimentally determined mobilities and complexation constants for the complexes in a low-pH BGE comprising phosphoric acid and KOH. The use of complex mobilities represents free solution conditions with the chiral selector being a buffer additive, whereas complex mobilities set to zero provide data that mimic migration and separation with the chiral selector being immobilized, that is CEC conditions in absence of unspecific interaction between analytes and the chiral stationary phase. Simulation data reveal that separations are quicker, electrophoretic displacement rates are reduced, and sensitivity is enhanced in CEC with on-column detection in comparison to free solution conditions. Simulation is used to study electrophoretic analyte behavior at the interface between sample and the CEC column with the chiral selector (analyte stacking) and at the rear end when analytes leave the environment with complexation (analyte destacking). The latter aspect is relevant for off-column analyte detection in CEC and is described here for the first time via the dynamics of migrating analyte zones. Simulation provides insight into means to counteract analyte dilution at the column end via use of a BGE with higher conductivity. Furthermore, the impact of EOF on analyte migration, separation, and detection for configurations with the selector zone being displaced or remaining immobilized under buffer flow is simulated. In all cases, the data reveal that detection should occur within or immediately after the selector zone.

Monte-Carlo simulation of Callisto's exosphere

We model Callisto's exosphere based on its ice as well as non-ice surface via the use of a Monte-Carlo exosphere model. For the ice component we implement two putative compositions that have been computed from two possible extreme formation scenarios of the satellite. One composition represents the oxidizing state and is based on the assumption that the building blocks of Callisto were formed in the protosolar nebula and the other represents the reducing state of the gas, based on the assumption that the satellite accreted from solids condensed in the jovian sub-nebula. For the non-ice component we implemented the compositions of typical CI as well as L type chondrites. Both chondrite types have been suggested to represent Callisto's non-ice composition best. As release processes we consider surface sublimation, ion sputtering and photon-stimulated desorption. Particles are followed on their individual trajectories until they either escape Callisto's gravitational attraction, return to the surface, are ionized, or are fragmented. Our density profiles show that whereas the sublimated species dominate close to the surface on the sun-lit side, their density profiles (with the exception of H and H-2) decrease much more rapidly than the sputtered particles. The Neutral gas and Ion Mass (NIM) spectrometer, which is part of the Particle Environment Package (PEP), will investigate Callisto's exosphere during the JUICE mission. Our simulations show that NIM will be able to detect sublimated and sputtered particles from both the ice and non-ice surface. NIM's measured chemical composition will allow us to distinguish between different formation scenarios. (C) 2015 Elsevier Inc. All rights reserved.

Visualizing the Simulation of 3-D Underwater Sensor Networks

The majority of sensor network research deals with land-based networks, which are essentially two-dimensional, and thus the majority of simulation and animation tools also only handle such networks. Underwater sensor networks on the other hand, are essentially 3D networks because the depth at which a sensor node is located needs to be considered as well. Due to that additional dimension, specialized tools need to be used when conducting simulations for experimentation. The School of Engineering’s Underwater Sensor Network (UWSN) lab is conducting research on underwater sensor networks and requires simulation tools for 3D networks. The lab has extended NS-2, a widely used network simulator, so that it can simulate three-dimensional networks. However, NAM, a widely used network animator, currently only supports two-dimensional networks and no extensions have been implemented to give it three-dimensional capabilities. In this project, we develop a network visualization tool that functions similarly to NAM but is able to render network environments in full 3-D. It is able to take as input a NS-2 trace file (the same file taken as input by NAM), create the environment, position the sensor nodes, and animate the events of the simulation. Further, the visualization tool is easy to use, especially friendly to NAM users, as it is designed to follow the interfaces and functions similar to NAM. So far, the development has fulfilled the basic functionality. Future work includes fully functional capabilities for visualization and much improved user interfaces.

Computer Simulation of Crowd Dynamics and Destructive Crowd Behavior

The social processes that lead to destructive behavior in celebratory crowds can be studied through an agent-based computer simulation. Riots are an increasingly common outcome of sports celebrations, and pose the potential for harm to participants, bystanders, property, and the reputation of the groups with whom participants are associated. Rioting cannot necessarily be attributed to the negative emotions of individuals, such as anger, rage, frustration and despair. For instance, the celebratory behavior (e.g., chanting, cheering, singing) during UConn’s “Spring Weekend” and after the 2004 NCAA Championships resulted in several small fires and overturned cars. Further, not every individual in the area of a riot engages in violence, and those who do, do not do so continuously. Instead, small groups carry out the majority of violent acts in relatively short-lived episodes. Agent-based computer simulations are an ideal method for modeling complex group-level social phenomena, such as celebratory gatherings and riots, which emerge from the interaction of relatively “simple” individuals. By making simple assumptions about individuals’ decision-making and behaviors and allowing actors to affect one another, behavioral patterns emerge that cannot be predicted by the characteristics of individuals. The computer simulation developed here models celebratory riot behavior by repeatedly evaluating a single algorithm for each individual, the inputs of which are affected by the characteristics of nearby actors. Specifically, the simulation assumes that (a) actors possess 1 of 5 distinct social identities (group memberships), (b) actors will congregate with actors who possess the same identity, (c) the degree of social cohesion generated in the social context determines the stability of relationships within groups, and (d) actors’ level of aggression is affected by the aggression of other group members. Not only does this simulation provide a systematic investigation of the effects of the initial distribution of aggression, social identification, and cohesiveness on riot outcomes, but also an analytic tool others may use to investigate, visualize and predict how various individual characteristics affect emergent crowd behavior.

Assessing the impact of electronic health record technology adoption on hospital labor efficiency

Information technology (IT) in the hospital organization is fast becoming a key asset, particularly in light of recent reform legislation in the United States calling for expanding the role of IT in our health care system. Future payment reductions to hospitals included in current health reform are based on expected improvements in hospital operating efficiency. Since over half of hospital expenses are for labor, improved efficiency in use of labor resources can be critical in meeting this challenge. Policy makers have touted the value of IT investments to improve efficiency in response to payment reductions. ^ This study was the first to directly examine the relationship between electronic health record (EHR) technology and staffing efficiency in hospitals. As the hospital has a myriad of outputs for inpatient and outpatient care, efficiency was measured using an industry standard performance metric – full time equivalent employees per adjusted occupied bed (FTE/AOB). Three hypotheses were tested in this study.^ To operationalize EHR technology adoption, we developed three constructs to model adoption, each of which was tested by separate hypotheses. The first hypothesis that a larger number of EHR applications used by a hospital would be associated with greater staffing efficiency (or lower values of FTE/AOB) was not accepted. Association between staffing efficiency and specific EHR applications was the second hypothesis tested and accepted with some applications showing significant impacts on observed values for FTE/AOB. Finally, the hypothesis that the longer an EHR application was used in a hospital would be associated with greater labor efficiency was not accepted as the model showed few statistically significant relationships to FTE/AOB performance. Generally, there does not appear a strong relationship between EHR usage and improved labor efficiency in hospitals.^ While returns on investment from EHR usage may not come from labor efficiencies, they may be better sought using measures of quality, contribution to an efficient and effective local health care system, and improved customer satisfaction through greater patient throughput.^

A laboratory-scale experiment and a numerical simulation of unusual spiral plumes in a High-Prandtl-number fluid, links supplementary material

We experimentally and numerically investigated the generation of plumes from a local heat source (LHS) and studied the interaction of these plumes with cellular convective motion (CCM) in a rectangular cavity filled with silicon oil at a Prandtl number (Pr) of approximately two thousand. The LHS is generated using a 0.2-W green laser beam. A roll-type CCM is generated by vertically heating one side of the cavity. The CCM may lead to the formation of an unusual spiral convective plume that resembles a vertical Archimedes spiral. A similar plume is obtained in a direct numerical simulation. We discuss the physical mechanism for the formation of a spiral plume and the application of the results to mantle convection problems. We also estimate the Reynolds (Re) and Rayleigh (Ra) numbers and apply self-similarity theory to convection in the Earth's mantle. Spiral plumes can be used to interpret mantle tomography results over the last decade.