Random orthogonal matrix simulation

This paper introduces a method for simulating multivariate samples that have exact means, covariances, skewness and kurtosis. We introduce a new class of rectangular orthogonal matrix which is fundamental to the methodology and we call these matrices L matrices. They may be deterministic, parametric or data specific in nature. The target moments determine the L matrix then infinitely many random samples with the same exact moments may be generated by multiplying the L matrix by arbitrary random orthogonal matrices. This methodology is thus termed “ROM simulation”. Considering certain elementary types of random orthogonal matrices we demonstrate that they generate samples with different characteristics. ROM simulation has applications to many problems that are resolved using standard Monte Carlo methods. But no parametric assumptions are required (unless parametric L matrices are used) so there is no sampling error caused by the discrete approximation of a continuous distribution, which is a major source of error in standard Monte Carlo simulations. For illustration, we apply ROM simulation to determine the value-at-risk of a stock portfolio.

Comparing a discrete and continuum model of the intestinal crypt

The integration of processes at different scales is a key problem in the modelling of cell populations. Owing to increased computational resources and the accumulation of data at the cellular and subcellular scales, the use of discrete, cell-level models, which are typically solved using numerical simulations, has become prominent. One of the merits of this approach is that important biological factors, such as cell heterogeneity and noise, can be easily incorporated. However, it can be difficult to efficiently draw generalizations from the simulation results, as, often, many simulation runs are required to investigate model behaviour in typically large parameter spaces. In some cases, discrete cell-level models can be coarse-grained, yielding continuum models whose analysis can lead to the development of insight into the underlying simulations. In this paper we apply such an approach to the case of a discrete model of cell dynamics in the intestinal crypt. An analysis of the resulting continuum model demonstrates that there is a limited region of parameter space within which steady-state (and hence biologically realistic) solutions exist. Continuum model predictions show good agreement with corresponding results from the underlying simulations and experimental data taken from murine intestinal crypts.

Making the least active pay: a simulation of rewards and penalties under Demand Side Participation programs

The orthodox approach for incentivising Demand Side Participation (DSP) programs is that utility losses from capital, installation and planning costs should be recovered under financial incentive mechanisms which aim to ensure that utilities have the right incentives to implement DSP activities. The recent national smart metering roll-out in the UK implies that this approach needs to be reassessed since utilities will recover the capital costs associated with DSP technology through bills. This paper introduces a reward and penalty mechanism focusing on residential users. DSP planning costs are recovered through payments from those consumers who do not react to peak signals. Those consumers who do react are rewarded by paying lower bills. Because real-time incentives to residential consumers tend to fail due to the negligible amounts associated with net gains (and losses) or individual users, in the proposed mechanism the regulator determines benchmarks which are matched against responses to signals and caps the level of rewards/penalties to avoid market distortions. The paper presents an overview of existing financial incentive mechanisms for DSP; introduces the reward/penalty mechanism aimed at fostering DSP under the hypothesis of smart metering roll-out; considers the costs faced by utilities for DSP programs; assesses linear rate effects and value changes; introduces compensatory weights for those consumers who have physical or financial impediments; and shows findings based on simulation runs on three discrete levels of elasticity.

Continuum, Discrete, and Explicit Solvation Models for Describing the Low-Lying Absorption Spectrum of the Pterin Acid in Aqueous Environment

The absorption spectrum of the acid form of pterin in water was investigated theoretically. Different procedures using continuum, discrete, and explicit models were used to include the solvation effect on the absorption spectrum, characterized by two bands. The discrete and explicit models used Monte Carlo simulation to generate the liquid structure and time-dependent density functional theory (B3LYP/6-31G+(d)) to obtain the excitation energies. The discrete model failed to give the correct qualitative effect on the second absorption band. The continuum model, in turn, has given a correct qualitative picture and a semiquantitative description. The explicit use of 29 solvent molecules, forming a hydration shell of 6 angstrom, embedded in the electrostatic field of the remaining solvent molecules, gives absorption transitions at 3.67 and 4.59 eV in excellent agreement with the S(0)-S(1) and S(0)-S(2) absorption bands at of 3.66 and 4.59 eV, respectively, that characterize the experimental spectrum of pterin in water environment. (C) 2010 Wiley Periodicals, Inc. Int J Quantum Chem 110: 2371-2377, 2010

A Bayesian Semiparametric Approach for Solving the Discrete Calibration Problem

In this article, we introduce a semi-parametric Bayesian approach based on Dirichlet process priors for the discrete calibration problem in binomial regression models. An interesting topic is the dosimetry problem related to the dose-response model. A hierarchical formulation is provided so that a Markov chain Monte Carlo approach is developed. The methodology is applied to simulated and real data.

Simulation of Sawmill Yard Operations Using Software Agents

Bergkvist insjön AB is a sawmill yard which is capable of producing 350,000 cubic meter of timber every year this requires lot of internal resources. Sawmill operations can be classified as unloading, sorting, storage and production of timber. In the company we have trucks arriving at random they have to be unloaded and sent back at the earliest to avoid queuing up of trucks creating a problem for truck owners. The sawmill yard has to operate with two log stackers that does several tasks including transporting the logs from trucks to measurement station where the logs will be sorted into classes and dropped into pockets from pockets to the sorted timber yard where they are stored and finally from there to sawmill for final processing. The main issue that needs to be answered here is the lining up trucks that are waiting to be unload, creating a problem for both sawmill as well as the truck owners and given huge production volume, it is certain that handling of resources is top priority. A key challenge in handling of resources would be unloading of trucks and finding a way to optimize internal resources.To address this problem i have experimented on different ways of using internal resources, i have designed different cases, in case 1 we have both the log stackers working on sawmill and measurement station. The main objective of having this case is to make sawmill and measurement station to work all the time. Then in case 2, i have divided the work between both the log stackers, one log stacker will be working on sawmill and pocket_control and second log stacker will be working on measurement station and truck. Then in case 3 we have only one log stacker working on all the agents, this case was designed to reduce cost of production, as the experiment cannot be done in real-time due to operational cost, for this purpose simulation is used, preliminary investigation into simulation results suggested that case 2 is the best option has it reduced waiting time of trucks considerably when compared with other cases and it showed 50% increase in optimizing internal resources.

Multi-agent simulation of sawmill yard operations

This paper reports the findings of using multi-agent based simulation model to evaluate the sawmill yard operations within a large privately owned sawmill in Sweden, Bergkvist Insjön AB in the current case. Conventional working routines within sawmill yard threaten the overall efficiency and thereby limit the profit margin of sawmill. Deploying dynamic work routines within the sawmill yard is not readily feasible in real time, so discrete event simulation model has been investigated to be able to report optimal work order depending on the situations. Preliminary investigations indicate that the results achieved by simulation model are promising. It is expected that the results achieved in the current case will support Bergkvist-Insjön AB in making optimal decisions by deploying efficient work order in sawmill yard.

Simulation model using meta heuristic algorithms for achieving optimal arrangement of storage bins in a sawmill yard

Bin planning (arrangements) is a key factor in the timber industry. Improper planning of the storage bins may lead to inefficient transportation of resources, which threaten the overall efficiency and thereby limit the profit margins of sawmills. To address this challenge, a simulation model has been developed. However, as numerous alternatives are available for arranging bins, simulating all possibilities will take an enormous amount of time and it is computationally infeasible. A discrete-event simulation model incorporating meta-heuristic algorithms has therefore been investigated in this study. Preliminary investigations indicate that the results achieved by GA based simulation model are promising and better than the other meta-heuristic algorithm. Further, a sensitivity analysis has been done on the GA based optimal arrangement which contributes to gaining insights and knowledge about the real system that ultimately leads to improved and enhanced efficiency in sawmill yards. It is expected that the results achieved in the work will support timber industries in making optimal decisions with respect to arrangement of storage bins in a sawmill yard.

Bounds on policy relevant parameters with discrete policy variation

When estimating policy parameters, also known as treatment effects, the assignment to treatment mechanism almost always causes endogeneity and thus bias many of these policy parameters estimates. Additionally, heterogeneity in program impacts is more likely to be the norm than the exception for most social programs. In situations where these issues are present, the Marginal Treatment Effect (MTE) parameter estimation makes use of an instrument to avoid assignment bias and simultaneously to account for heterogeneous effects throughout individuals. Although this parameter is point identified in the literature, the assumptions required for identification may be strong. Given that, we use weaker assumptions in order to partially identify the MTE, i.e. to stablish a methodology for MTE bounds estimation, implementing it computationally and showing results from Monte Carlo simulations. The partial identification we perfom requires the MTE to be a monotone function over the propensity score, which is a reasonable assumption on several economics' examples, and the simulation results shows it is possible to get informative even in restricted cases where point identification is lost. Additionally, in situations where estimated bounds are not informative and the traditional point identification is lost, we suggest a more generic method to point estimate MTE using the Moore-Penrose Pseudo-Invese Matrix, achieving better results than traditional methods.

Statistics and kinetics of single-molecule electron transfer dynamics in complex environments: A simulation model study

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Application of Design of experiments on the simulation of a process in an automotive industry

The objective of this article is to apply the Design of experiments technique along with the Discrete Events Simulation technique in an automotive process. The benefits of the design of experiments in simulation include the possibility to improve the performance in the simulation process, avoiding trial and error to seek solutions. The methodology of the conjoint use of Design of Experiments and Computer Simulation is presented to assess the effects of the variables and its interactions involved in the process. In this paper, the efficacy of the use of process mapping and design of experiments on the phases of conception and analysis are confirmed. © 2007 IEEE.

Simulation in NS-2 of DNP3 protocol encapsulated over TCP/IP in smart grid applications

In dealing with computer networks, these allow the flow of information through the resources of various equipment's. This work describes the implementation through the encapsulation of Protocol DNP3, usually employed in Smart Grid communication, in a simulator of discrete events. The NS-2 is a simulator in open source of network events, that facilitate the development of communication networks scenarios considering the protocols involved, in wireless or wired technologies. The objective of this work is to develop the DNP3 protocol encapsulation over a TCP/IP in the in the discrete event Simulator NS-2, allowing an analysis of behavior of a middle or large network sized in Smart Grid applications. © 2013 IEEE.

A New Approach to Reducing Search Space and Increasing Efficiency in Simulation Optimization Problems via the Fuzzy-DEA-BCC

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Physical objects on navigation channal simulation models

This paper presents the results of a simulation using physical objects. This concept integrates the physical dimensions of an entity such as length, width, and weight, with the usual process flow paradigm, recurrent in the discrete event simulation models. Based on a naval logistics system, we applied this technique in an access channel of the largest port of Latin America. This system is composed by vessel movement constrained by the access channel dimensions. Vessel length and width dictates whether it is safe or not to have one or two ships simultaneously. The success delivered by the methodology proposed was an accurate validation of the model, approximately 0.45% of deviation, when compared to real data. Additionally, the model supported the design of new terminals operations for Santos, delivering KPIs such as: canal utilization, queue time, berth utilization, and throughput capability

New path integral simulation algorithms and their application to creep in the quantum sine-Gordon chain

A path integral simulation algorithm which includes a higher-order Trotter approximation (HOA)is analyzed and compared to an approach which includes the correct quantum mechanical pair interaction (effective Propagator (EPr)). It is found that the HOA algorithmconverges to the quantum limit with increasing Trotter number P as P^{-4}, while the EPr algorithm converges as P^{-2}.The convergence rate of the HOA algorithm is analyzed for various physical systemssuch as a harmonic chain,a particle in a double-well potential, gaseous argon, gaseous helium and crystalline argon. A new expression for the estimator for the pair correlation function in the HOA algorithm is derived. A new path integral algorithm, the hybrid algorithm, is developed.It combines an exact treatment of the quadratic part of the Hamiltonian and thehigher-order Trotter expansion techniques.For the discrete quantum sine-Gordon chain (DQSGC), it is shown that this algorithm works more efficiently than all other improved path integral algorithms discussed in this work. The new simulation techniques developed in this work allow the analysis of theDQSGC and disordered model systems in the highly quantum mechanical regime using path integral molecular dynamics (PIMD)and adiabatic centroid path integral molecular dynamics (ACPIMD).The ground state phonon dispersion relation is calculated for the DQSGC by the ACPIMD method.It is found that the excitation gap at zero wave vector is reduced by quantum fluctuations. Two different phases exist: One phase with a finite excitation gap at zero wave vector, and a gapless phase where the excitation gap vanishes.The reaction of the DQSGC to an external driving force is analyzed at T=0.In the gapless phase the system creeps if a small force is applied, and in the phase with a gap the system is pinned. At a critical force, the systems undergo a depinning transition in both phases and flow is induced. The analysis of the DQSGC is extended to models with disordered substrate potentials. Three different cases are analyzed: Disordered substrate potentials with roughness exponent H=0, H=1/2,and a model with disordered bond length. For all models, the ground state phonon dispersion relation is calculated.