Productivity change using growth accounting and frontier-based approaches:evidence from a Monte Carlo analysis

This study presents some quantitative evidence from a number of simulation experiments on the accuracy of the productivitygrowth estimates derived from growthaccounting (GA) and frontier-based methods (namely data envelopment analysis-, corrected ordinary least squares-, and stochastic frontier analysis-based malmquist indices) under various conditions. These include the presence of technical inefficiency, measurement error, misspecification of the production function (for the GA and parametric approaches) and increased input and price volatility from one period to the next. The study finds that the frontier-based methods usually outperform GA, but the overall performance varies by experiment. Parametric approaches generally perform best when there is no functional form misspecification, but their accuracy greatly diminishes otherwise. The results also show that the deterministic approaches perform adequately even under conditions of (modest) measurement error and when measurement error becomes larger, the accuracy of all approaches (including stochastic approaches) deteriorates rapidly, to the point that their estimates could be considered unreliable for policy purposes.

Monte Carlo and molecular dynamics simulations of methane in potassium montmorillonite clay hydrates at elevated pressures and temperatures

The structure and dynamics of methane in hydrated potassium montmorillonite clay have been studied under conditions encountered in sedimentary basin and compared to those of hydrated sodium montmorillonite clay using computer simulation techniques. The simulated systems contain two molecular layers of water and followed gradients of 150 barkm-1 and 30 Kkm-1 up to a maximum burial depth of 6 km. Methane particle is coordinated to about 19 oxygen atoms, with 6 of these coming from the clay surface oxygen. Potassium ions tend to move away from the center towards the clay surface, in contrast to the behavior observed with the hydrated sodium form. The clay surface affinity for methane was found to be higher in the hydrated K-form. Methane diffusion in the two-layer hydrated K-montmorillonite increases from 0.39×10-9 m2s-1 at 280 K to 3.27×10-9 m2s-1 at 460 K compared to 0.36×10-9 m2s-1 at 280 K to 4.26×10-9 m2s-1 at 460 K in Na-montmorillonite hydrate. The distributions of the potassium ions were found to vary in the hydrates when compared to those of sodium form. Water molecules were also found to be very mobile in the potassium clay hydrates compared to sodium clay hydrates. © 2004 Elsevier Inc. All All rights reserved.

Monte Carlo Algorithm for Solving Integral Equations with Polynomial Non-Linearity. Parallel Implementation

An iterative Monte Carlo algorithm for evaluating linear functionals of the solution of integral equations with polynomial non-linearity is proposed and studied. The method uses a simulation of branching stochastic processes. It is proved that the mathematical expectation of the introduced random variable is equal to a linear functional of the solution. The algorithm uses the so-called almost optimal density function. Numerical examples are considered. Parallel implementation of the algorithm is also realized using the package ATHAPASCAN as an environment for parallel realization.The computational results demonstrate high parallel efficiency of the presented algorithm and give a good solution when almost optimal density function is used as a transition density.

Comparison between Numerical and Simulation Methods for Age-dependent Branching Models with Immigration

2000 Mathematics Subject Classification: primary: 60J80, 60J85, secondary: 62M09, 92D40

Resonance Energy Transfer-Based Molecular Switch Designed Using a Systematic Design Process Based on Monte Carlo Methods and Markov Chains

A RET network consists of a network of photo-active molecules called chromophores that can participate in inter-molecular energy transfer called resonance energy transfer (RET). RET networks are used in a variety of applications including cryptographic devices, storage systems, light harvesting complexes, biological sensors, and molecular rulers. In this dissertation, we focus on creating a RET device called closed-diffusive exciton valve (C-DEV) in which the input to output transfer function is controlled by an external energy source, similar to a semiconductor transistor like the MOSFET. Due to their biocompatibility, molecular devices like the C-DEVs can be used to introduce computing power in biological, organic, and aqueous environments such as living cells. Furthermore, the underlying physics in RET devices are stochastic in nature, making them suitable for stochastic computing in which true random distribution generation is critical.

In order to determine a valid configuration of chromophores for the C-DEV, we developed a systematic process based on user-guided design space pruning techniques and built-in simulation tools. We show that our C-DEV is 15x better than C-DEVs designed using ad hoc methods that rely on limited data from prior experiments. We also show ways in which the C-DEV can be improved further and how different varieties of C-DEVs can be combined to form more complex logic circuits. Moreover, the systematic design process can be used to search for valid chromophore network configurations for a variety of RET applications.

We also describe a feasibility study for a technique used to control the orientation of chromophores attached to DNA. Being able to control the orientation can expand the design space for RET networks because it provides another parameter to tune their collective behavior. While results showed limited control over orientation, the analysis required the development of a mathematical model that can be used to determine the distribution of dipoles in a given sample of chromophore constructs. The model can be used to evaluate the feasibility of other potential orientation control techniques.

Aplicação do método de Monte Carlo no estudo da padronização de radionuclídeos com esquema de desintegração complexos em sistema de coincidencias 4-pi-beta-gama

Tese (Doutoramento)

Attack simulation based software protection assessment method

Software protection is an essential aspect of information security to withstand malicious activities on software, and preserving software assets. However, software developers still lacks a methodology for the assessment of the deployed protections. To solve these issues, we present a novel attack simulation based software protection assessment method to assess and compare various protection solutions. Our solution relies on Petri Nets to specify and visualize attack models, and we developed a Monte Carlo based approach to simulate attacking processes and to deal with uncertainty. Then, based on this simulation and estimation, a novel protection comparison model is proposed to compare different protection solutions. Lastly, our attack simulation based software protection assessment method is presented. We illustrate our method by means of a software protection assessment process to demonstrate that our approach can provide a suitable software protection assessment for developers and software companies.

Studies of Protein-Protein and Protein-Water Interactions by Small Angle X-Ray Scattering, Terahertz Spectroscopy, ASMOS, And Computer Simulation

The protein folding problem has been one of the most challenging subjects in biological physics due to its complexity. Energy landscape theory based on statistical mechanics provides a thermodynamic interpretation of the protein folding process. We have been working to answer fundamental questions about protein-protein and protein-water interactions, which are very important for describing the energy landscape surface of proteins correctly. At first, we present a new method for computing protein-protein interaction potentials of solvated proteins directly from SAXS data. An ensemble of proteins was modeled by Metropolis Monte Carlo and Molecular Dynamics simulations, and the global X-ray scattering of the whole model ensemble was computed at each snapshot of the simulation. The interaction potential model was optimized and iterated by a Levenberg-Marquardt algorithm. Secondly, we report that terahertz spectroscopy directly probes hydration dynamics around proteins and determines the size of the dynamical hydration shell. We also present the sequence and pH-dependence of the hydration shell and the effect of the hydrophobicity. On the other hand, kinetic terahertz absorption (KITA) spectroscopy is introduced to study the refolding kinetics of ubiquitin and its mutants. KITA results are compared to small angle X-ray scattering, tryptophan fluorescence, and circular dichroism results. We propose that KITA monitors the rearrangement of hydrogen bonding during secondary structure formation. Finally, we present development of the automated single molecule operating system (ASMOS) for a high throughput single molecule detector, which levitates a single protein molecule in a 10 µm diameter droplet by the laser guidance. I also have performed supporting calculations and simulations with my own program codes.

Avaliação das exposições dos envolvidos em procedimentos intervencionistas usando método Monte Carlo

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

A new age of fuel performance code criteria studied through advanced atomistic simulation techniques

A fundamental step in understanding the effects of irradiation on metallic uranium and uranium dioxide ceramic fuels, or any material, must start with the nature of radiation damage on the atomic level. The atomic damage displacement results in a multitude of defects that influence the fuel performance. Nuclear reactions are coupled, in that changing one variable will alter others through feedback. In the field of fuel performance modeling, these difficulties are addressed through the use of empirical models rather than models based on first principles. Empirical models can be used as a predictive code through the careful manipulation of input variables for the limited circumstances that are closely tied to the data used to create the model. While empirical models are efficient and give acceptable results, these results are only applicable within the range of the existing data. This narrow window prevents modeling changes in operating conditions that would invalidate the model as the new operating conditions would not be within the calibration data set. This work is part of a larger effort to correct for this modeling deficiency. Uranium dioxide and metallic uranium fuels are analyzed through a kinetic Monte Carlo code (kMC) as part of an overall effort to generate a stochastic and predictive fuel code. The kMC investigations include sensitivity analysis of point defect concentrations, thermal gradients implemented through a temperature variation mesh-grid, and migration energy values. In this work, fission damage is primarily represented through defects on the oxygen anion sublattice. Results were also compared between the various models. Past studies of kMC point defect migration have not adequately addressed non-standard migration events such as clustering and dissociation of vacancies. As such, the General Utility Lattice Program (GULP) code was utilized to generate new migration energies so that additional non-migration events could be included into kMC code in the future for more comprehensive studies. Defect energies were calculated to generate barrier heights for single vacancy migration, clustering and dissociation of two vacancies, and vacancy migration while under the influence of both an additional oxygen and uranium vacancy.