Variable parameter and double sampling (X)over-bar charts in the presence of correlation: The Markov chain approach

The general assumption under which the (X) over bar chart is designed is that the process mean has a constant in-control value. However, there are situations in which the process mean wanders. When it wanders according to a first-order autoregressive (AR (1)) model, a complex approach involving Markov chains and integral equation methods is used to evaluate the properties of the (X) over bar chart. In this paper, we propose the use of a pure Markov chain approach to study the performance of the (X) over bar chart. The performance of the chat (X) over bar with variable parameters and the (X) over bar with double sampling are compared. (C) 2011 Elsevier B.V. All rights reserved.

Monte Carlo investigations of intermolecular interactions in water-amide mixtures

Monte Carlo simulations of water-amides (amide=fonnamide-FOR, methylfonnamide-NMF and dimethylformamide-DMF) solutions have been carried out in the NpT ensemble at 308 K and 1 atm. The structure and excess enthalpy of the mixtures as a function of the composition have been investigated. The TIP4P model was used for simulating water and six-site models previously optimized in this laboratory were used for simulating the liquid amides. The intermolecular interaction energy was calculated using the classical 6-12 Lennard-Jones potential plus a Coulomb term. The interaction energy between solute and solvent has been partitioned what leads to a better understanding of the behavior of the enthalpy of mixture obtained for the three solutions experimentally. Radial distribution functions for the water-amides correlations permit to explore the intermolecular interactions between the molecules. The results show that three, two and one hydrogen bonds between the water and the amide molecules are formed in the FOR, NMF and DMF-water solutions, respectively. These H-bonds are, respectively, stronger for DMF-water, NMF-water and FOR-water. In the NMF-water solution, the interaction between the methyl group of the NMF and the oxygen of the water plays a role in the stabilization of the aqueous solution quite similar to that of an H-bond in the FOR-water solution. (c) 2005 Elsevier B.V. All rights reserved.

Structure of acetone and dimethyl sulfoxide from Monte Carlo simulations and MM2 calculations

The structure of acetone and dimethyl sulfoxide in the liquid phase is investigated using Monte Carlo simulations and MM2 calculations. The principal site - site correlations and degree of structure in both liquids have been investigated. The results showed that dimethyl sulfoxide is more structured than acetone. At short distances the dipoles of neighboring molecules are found to be in antiparallel configurations, but further apart the molecules tend to be aligned predominantly as head to tail. In both liquids there is evidence of strong methyl - oxygen interaction, important to the structure of the liquids. The contacts suggest weak hydrogen bonds between methyl hydrogen and oxygen.

A Monte Carlo Revisiting of N-Methylformamide and Acetone

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

Monte Carlo studies of N-methylformamide-dimethyl sulfoxide mixtures

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

Monte Carlo thermodynamic and structural properties of the TIP4P water model: dependence on the computational conditions

Classical Monte Carlo simulations were carried out on the NPT ensemble at 25°C and 1 atm, aiming to investigate the ability of the TIP4P water model [Jorgensen, Chandrasekhar, Madura, Impey and Klein; J. Chem. Phys., 79 (1983) 926] to reproduce the newest structural picture of liquid water. The results were compared with recent neutron diffraction data [Soper; Bruni and Ricci; J. Chem. Phys., 106 (1997) 247]. The influence of the computational conditions on the thermodynamic and structural results obtained with this model was also analyzed. The findings were compared with the original ones from Jorgensen et al [above-cited reference plus Mol. Phys., 56 (1985) 1381]. It is notice that the thermodynamic results are dependent on the boundary conditions used, whereas the usual radial distribution functions g(O/O(r)) and g(O/H(r)) do not depend on them.

Simulações de Monte Carlo para os modelos Ising e Blume-Capel em redes complexa

We studied the Ising model ferromagnetic as spin-1/2 and the Blume-Capel model as spin-1, > 0 on small world network, using computer simulation through the Metropolis algorithm. We calculated macroscopic quantities of the system, such as internal energy, magnetization, specific heat, magnetic susceptibility and Binder cumulant. We found for the Ising model the same result obtained by Koreans H. Hong, Beom Jun Kim and M. Y. Choi [6] and critical behavior similar Blume-Capel model

Efeitos da transformação de uma variável com distribuição normal em sua inversa sobre os parâmetros de sua distribuição usando técnicas de Monte Carlo

Foram realizados quatro estudos de simulação para verificar a distribuição de inversas de variáveis com distribuição normal, em função de diferentes variâncias, médias, pontos de truncamentos e tamanhos amostrais. As variáveis simuladas foram GMD, com distribuição normal, representando o ganho médio diário e DIAS, obtido a partir da inversa de GMD, representando dias para se obter determinado peso. em todos os estudos, foi utilizado o sistema SAS® (1990) para simulação dos dados e para posterior análise dos resultados. As médias amostrais de DIAS foram dependentes dos desvios-padrão utilizados na simulação. As análises de regressão mostraram redução da média e do desvio-padrão de DIAS em função do aumento na média de GMD. A inclusão de um ponto de truncamento entre 10 e 25% do valor da média de GMD reduziu a média de GMD e aumentou a de DIAS, quando o coeficiente de variação de GMD foi superior a 25%. O efeito do tamanho dos grupos nas médias de GMD e DIAS não foi significativo, mas o desvio-padrão e CV amostrais médios de GMD aumentaram com o tamanho do grupo. em virtude da dependência entre a média e o desvio-padrão e da variação observada nos desvios-padrão de DIAS em função do tamanho do grupo, a utilização de DIAS como critério de seleção pode diminuir a acurácia da variação. Portanto, para a substituição de GMD por DIAS, é necessária a utilização de um método de análise robusto o suficiente para a eliminação da heterogeneidade de variância.

Protein-Ion Binding Process on Finite Macromolecular Concentration. A Poisson-Boltzmann and Monte Carlo Study

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Percolation of Monte Carlo clusters

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

Monte Carlo renormalization group with evolution in the space of parameters

Using data from a single simulation we obtain Monte Carlo renormalization-group information in a finite region of parameter space by adapting the Ferrenberg-Swendsen histogram method. Several quantities are calculated in the two-dimensional N 2 Ashkin-Teller and Ising models to show the feasibility of the method. We show renormalization-group Hamiltonian flows and critical-point location by matching of correlations by doing just two simulations at a single temperature in lattices of different sizes to partially eliminate finite-size effects.

C-H center dot center dot center dot O and N-H center dot center dot center dot O hydrogen bonds in liquid amides investigated by Monte Carlo simulation

Monte Carlo simulations of liquid formamide, N-methylformamide (MF), and N,N-dimethylformamide (DMF) have been performed in the isothermal and isobaric ensemble at 298 K and 1 atm, aiming to investigate the C-H ... O and N-H ... O hydrogen bonds. The interaction energy was calculated using the classical 6-12 Lennard-Jones pairwise potential plus a Coulomb term on a rigid six-site molecular model with the potential parameters being optimized in this work. Theoretical values obtained for heat of vaporization and liquid densities are in good agreement with the experimental data. The radial distribution function [RDF, g(r)] obtained compare well with R-X diffraction data available. The RDF and molecular mechanics (MM2) minimization show that the C-H ... O interaction has a significant role in the structure of the three liquids. These results are supported by ab initio calculations. This Interaction is particularly important in the structure of MF. The intensity of the N-H ... O hydrogen bond is greater in the MF than formamide. This could explain some anomalous properties verified in MF. (C) 1997 John Wiley & Sons, Inc.

Monte Carlo and modified Tanford-Kirkwood results for macromolecular electrostatics calculations

The understanding of electrostatic interactions is an essential aspect of the complex correlation between structure and function of biological macromolecules. It is also important in protein engineering and design. Theoretical studies of such interactions are predominantly done within the framework of Debye-Huckel theory. A classical example is the Tanford-Kirkwood (TK) model. Besides other limitations, this model assumes an infinitesimally small macromolecule concentration. By comparison to Monte Carlo (MC) simulations, it is shown that TK predictions for the shifts in ion binding constants upon addition of salt become less reliable even at moderately macromolecular concentrations. A simple modification based on colloidal literature is suggested to the TK scheme. The modified TK models suggested here satisfactorily predict MC and experimental shifts in the calcium binding constant as a function of protein concentration for the calbindin D-9k mutant and calmodulin.