Desenvolvimento de um simulador para espectrometria por fluorescência de raios X usando computação distribuída

A Física das Radiações é um ramo da Física que está presente em diversas áreas de estudo e se relaciona ao conceito de espectrometria. Dentre as inúmeras técnicas espectrométricas existentes, destaca-se a espectrometria por fluorescência de raios X. Esta também possui uma gama de variações da qual pode-se dar ênfase a um determinado subconjunto de técnicas. A produção de fluorescência de raios X permite (em certos casos) a análise das propriedades físico-químicas de uma amostra específica, possibilitando a determinação de sua constituiçõa química e abrindo um leque de aplicações. Porém, o estudo experimental pode exigir uma grande carga de trabalho, tanto em termos do aparato físico quanto em relação conhecimento técnico. Assim, a técnica de simulação entra em cena como um caminho viável, entre a teoria e a experimentação. Através do método de Monte Carlo, que se utiliza da manipulação de números aleatórios, a simulação se mostra como uma espécie de alternativa ao trabalho experimental.Ela desenvolve este papel por meio de um processo de modelagem, dentro de um ambiente seguro e livre de riscos. E ainda pode contar com a computação de alto desempenho, de forma a otimizar todo o trabalho por meio da arquitetura distribuída. O objetivo central deste trabalho é a elaboração de um simulador computacional para análise e estudo de sistemas de fluorescência de raios X desenvolvido numa plataforma de computação distribuída de forma nativa com o intuito de gerar dados otimizados. Como resultados deste trabalho, mostra-se a viabilidade da construção do simulador através da linguagem CHARM++, uma linguagem baseada em C++ que incorpora rotinas para processamento distribuído, o valor da metodologia para a modelagem de sistemas e a aplicação desta na construção de um simulador para espectrometria por fluorescência de raios X. O simulador foi construído com a capacidade de reproduzir uma fonte de radiação eletromagnética, amostras complexas e um conjunto de detectores. A modelagem dos detectores incorpora a capacidade de geração de imagens baseadas nas contagens registradas. Para validação do simulador, comparou-se os resultados espectrométricos com os resultados gerados por outro simulador já validado: o MCNP.

星载激光对水下目标通信可行性研究

The characteristics of media in communication channel are analyzed briefly and the reasonable optical parameters of media are adopted. With certain communication system parameters the temporal and spatial distributions of the received signal from submerged platform are simulated using Monte Carlo method. The upper limit of the ratio of Monte Carlo estimated error to averaged value is about 0.3%. From the simulated results, the optimized sampling timing of receiver and field of view of telescope are obtained. Also the signal-to-noise ratio of the receiver is calculated. Based on this, the error probability of the communication system is deduced from laser pulse position modulation and maximum likelihood detection. The results show that under severe environment robust laser communication from a satellite to a submerged platform can be achieved.

Valuation of Wind Energy Projects: A Real Options Approach

We address the valuation of an operating wind farm and the finite-lived option to invest in it under different reward/support schemes: a constant feed-in tariff, a premium on top of the electricity market price (either a fixed premium or a variable subsidy such as a renewable obligation certificate or ROC), and a transitory subsidy, among others. Futures contracts on electricity with ever longer maturities enable market-based valuations to be undertaken. The model considers up to three sources of uncertainty: the electricity price, the level of wind generation, and the certificate (ROC) price where appropriate. When analytical solutions are lacking, we resort to a trinomial lattice combined with Monte Carlo simulation; we also use a two-dimensional binomial lattice when uncertainty in the ROC price is considered. Our data set refers to the UK. The numerical results show the impact of several factors involved in the decision to invest: the subsidy per MWh generated, the initial lump-sum subsidy, the maturity of the investment option, and electricity price volatility. Different combinations of variables can help bring forward investments in wind generation. One-off policies, e.g., a transitory initial subsidy, seem to have a stronger effect than a fixed premium per MWh produced.

Aplicação da Teoria do Valor Extremo e Copulas para avaliar risco de mercado de ações brasileiras

As instituições financeiras são obrigadas por acordos internacionais, como o Acordo de Basiléia, a avaliar o risco de mercado ao qual a instituição está propensa de forma a evitar possíveis contaminações de desastres financeiros em seu patrimônio. Com o intuito de capturar tais fenômenos, surge a necessidade de construir modelos que capturem com mais acurácia movimentos extremos das séries de retornos. O trabalho teve como principal objetivo aplicar a Teoria do Valor Extremo juntamente com Copulas na estimação de quantis extremos para o VaR. Ele utiliza técnicas de simulação de Monte Carlo, Teoria do Valor Extremo e Cópulas com distribuições gaussianas e t. Em contrapartida, as estimativas produzidas serão comparadas com as de um segundo modelo, chamado de simulação histórica de Monte Carlo filtrada, mais conhecida como filtered historical simulation (FHS). As técnicas serão aplicadas a um portfólio de ações de empresas brasileiras.

Estimativa do recurso contingente dos folhelhos oleígenos da Formação Tremembé, Bacia de Taubaté, na região de Tremembé-Pindamonhangaba, SP

Esta dissertação tem como objetivo apresentar uma estimativa preliminar do volume de recurso contingente não-convencionais de folhelhos oleígenos (oil shale) na Formação Tremembé através de métodos probabilísticos aplicados à informações compiladas de bibliografias existentes sobre a bacia. Como base para esta estimativa utilizou-se informações obtidas através de sísmica 2D, poços existentes na área e perfis geoquímicos. Através da interpretação dos mesmos foram gerados os valores de inputs para os parâmetros utilizados no cálculo, como: espessura econômica, densidade do minério e valor de Ensaio Fisher (Litros de óleo por tonelada de rocha). Para a análise foi construída uma planilha Excel no qual já descrito cada parâmetro do cálculo. Foi utilizado o software @Risk, da Palisade Inc., que é capaz de atribuir distribuições estatísticas a parâmetros utilizados no cálculo obtendo, a partir do método Monte Carlo, distribuições dos possíveis resultados. A metodologia apresentada se demonstra mais adequada ao caso em estudo que o método determinístico, devido a restrição e ausência da precisão dos dados o que aumentaria as incertezas e as chances de erro no cálculo do volume, podendo impossibilitar uma avaliação, no caso do segundo. A metodologia probabilística ao mesmo tempo em que permite uma avaliação preliminar na ausência de dados precisos, ela gera cenários probabilísticos de resultados, possibilitando a antecipação da tomada de decisões em um projeto, permitindo sua continuação ou abandono.

Analysis of sex-specific spawning biomass per recruit of the sailfish (Istiophorus platypterus) in the waters off eastern Taiwan

Analyses of sex-specific yield per recruit and spawning stock biomass per recruit were conducted to evaluate the current status of the sailfish (Istiophorus platypterus) fishery in the waters off eastern Taiwan. Natural mortality rates estimated from Pauly’s empirical equation were 0.26/yr for females and 0.27/yr for males. The current fishing mortality rates were estimated as 0.24/yr and 0.43/yr for females and males, respectively, which are much lower than the estimated F0 .1 (0.62/yr and 0.79/yr for females and males, respectively) and FSSB40 (0.46/yr for females) which are commonly used as target reference points in fisheries management. The effects of the fishing mortality, natural mortality, and age at first capture on the estimates of biological reference points were evaluated by using the Monte Carlo simulation. The results indicate that failure to consider the uncertainty in parameters such as natural mortality or age at first capture may lead to the improper estimation of biological reference points. This study indicates the possibility of current fishing mortality exceeding the target biological reference points may be negligible for sailfish in the waters off eastern Taiwan. However, in view of the recent rapid increase in fishing effort, it is evident that the stock status and development of the fishery need to be closely monitore

Beverton and Holt equations: spreadsheet functions and uncertainty

This contribution illustrates how modern spreadsheets aid the calculation and visualization of yield models and how the effects of uncertainties may be incorporated using Monte Carlo simulation. It is argued that analogous approaches can be implemented for other assessment models of simple to medium complexity justifying wider use of spreadsheets in fisheries analysis and training.

Avaliação do custo-efetividade da incorporação do Espectômetro de Massa em Tandem no Programa Nacional de Triagem Neonatal no Brasil para diagnóstico da Fenilcetonúria e MCAD.

A Espectrometria de Massa em Tandem (MS/MS) é mundialmente considerada padrão ouro para a Triagem Neonatal (TN) de Erros Inatos do Metabolismo (IEM). Além de apresentar melhor sensibilidade e especificidade possibilita rastrear uma vasta gama de IEM usando um único teste. Atualmente o Programa Nacional de Triagem Neonatal (PNTN) rastreia cinco doenças (Fenilcetonúria, Hipotiroidismo Congênito, Fibrose Cística, Hemoglobinopatias e Deficiência da Biotinidase). Uma das metas do PNTN é o aprimoramento e a incorporação de novas doenças e/ou tecnologias. Com a recente recomendação da CONITEC (Comissão Nacional de Incorporação de Tecnologias) para aquisição do MS/MS para diagnóstico de doenças raras, vislumbra-se o incremento desta tecnologia para ampliação de doenças triadas, melhora da qualidade do teste diagnóstico, corroborando para melhorar qualidade de vida das crianças acometidas pelos EIM. Este trabalho teve como objetivo realizar uma análise de custo efetividade, para incorporação da tecnologia de tandem MS/MS na triagem neonatal, sob a perspectiva do SUS. Desta maneira buscou-se comparar diferentes cenários da TN com a tecnologia atualmente utilizada (Fluorimetria) somente para Fenilcetonúria (PKU), e com MS/MS para rastreio da PKU e da Deficiência de Cadeia Média Acyl-Coenzima Desidrogenase (MCAD). Para tanto construiu-se um modelo matemático de decisão baseados em cadeias de Markov que simulou a TN da PKU e da MCAD, bem como a história natural da MCAD. Foi acompanhada uma coorte hipotética de cem mil recém-nascidos. O horizonte temporal adotado foi a expectativa de vida da população brasileira de 78 anos de acordo com IBGE. Utilizou-se uma taxa de desconto de 5% para os custos e consequências clínicas para ambos os cenários propostos. Quando incorporado o MS/MS para triagem da PKU os ganhos em saúde continuaram os mesmos, pois o desempenho do MS/MS e da Fluorimetria foram praticamente iguais (efetividade), porém o custo incremental foi quatro vezes maior para a mesma efetividade, o que torna o MS/MS somente para PKU não custo efetiva (dominada). No entanto, quando analisado o cenário do MS/MS para triagem da PKU e da MCAD o custo incremental do MS/MS no PNTN foi menor por causa da economia feita uma vez que é possível realizar ambos os testes no mesmo o teste do pezinho atual.

Evaluating the efficacy of managing West Coast groundfish resources through simulations

Management of West Coast groundfish resources by the Pacific Fishery Management Council involves Federal government and academic scientists conducting stock assessments, generally using the stock synthesis framework, applying the 40-10 rule to determine harvest guidelines for resources that are not overfished and conducting rebuilding analyses to determine harvest guidelines for resources that have been designated as overfished. However, this management system has not been evaluated in terms of its ability to satisfy the National Standard 1 goals of the Sustainable Fisheries Act. A Monte Carlo simulation framework is therefore outlined that can be used to make such evaluations. Based on simulations tailored to a situation similar to that of managing the widow rockfish (Sebastes entomelas) resource, it is shown that catches during recovery and thereafter are likely to be highly variable (up to ±30% from one year to the next). Such variability is far greater than has been presented to the decision makers to date. Reductions in interannual variability in catches through additional data collection are, however, unlikely. Rather, improved performance will probably arise from better methods for predicting future recruitment. Rebuilding analyses include quantities such as the year to which the desired probability of recovery applies. The estimates of such quantities are, however, very poorly determined.

Bycatch of billfishes by the European tuna purse-seine fishery in the Atlantic Ocean

Billfishes are a component of offshore ecosystems; thus it is important to quantify the impact of the tuna fishery on these species in the world’s ocean. The aim of this study was to assess the bycatch of billfishes generated by the tropical tuna purse-seine fishery in the eastern Atlantic Ocean. Information on bycatch was collected by observers at sea during the European Union Bigeye Program. With a total of 62 observers’ trips, conducted on Spanish and French vessels between June 1997 and May 1999, this project is the biggest observer program ever carried out in the European tuna purse-seine fishery. This study showed that billfish bycatch by the purse seiners is very low (less than 0.021% of the total tuna catches and less than 10% of the total billfish catches currently reported). A Monte Carlo simulation was performed to account for some uncertainties in the fishing strategies of purse seiners operating in this ocean. One of the findings of this study indicated that the temporary moratorium on fishing with FADs (fish aggregating devices), adopted by the European purse-seine fishery in the eastern Atlantic Ocean, produced a decrease in incidental catches of marlins from 600–700 metric tons (t) to less than 300 t. In contrast, this trend was reversed for sailfishes, for which the bycatch increased from 25 t to 45 t. The difficulty of defining indices that express the conservation status in marine fishes and that gauge key ecosystem parameters and the need to promote an ecosystem approach for large-pelagic-resource management which takes into account biologic and socioeconomic criteria are briefly discussed.

Modelling the evolution of uncertainty levels during design

Design work involves uncertainty that arises from, and influences, the progressive development of solutions. This paper analyses the influences of evolving uncertainty levels on the design process. We focus on uncertainties associated with choosing the values of design parameters, and do not consider in detail the issues that arise when parameters must first be identified. Aspects of uncertainty and its evolution are discussed, and a new task-based model is introduced to describe process behaviour in terms of changing uncertainty levels. The model is applied to study two process configuration problems based on aircraft wing design: one using an analytical solution and one using Monte-Carlo simulation. The applications show that modelling uncertainty levels during design can help assess management policies, such as how many concepts should be considered during design and to what level of accuracy. © 2011 Springer-Verlag.

Conduction bottleneck in silicon nanochain single electron transistors operating at room temperature

Single electron transistors are fabricated on single Si nanochains, synthesised by thermal evaporation of SiO solid sources. The nanochains consist of one-dimensional arrays of ~10nm Si nanocrystals, separated by SiO 2 regions. At 300 K, strong Coulomb staircases are seen in the drain-source current-voltage (I ds-V ds) characteristics, and single-electron oscillations are seen in the drain-source current-gate voltage (I ds-V ds) characteristics. From 300-20 K, a large increase in the Coulomb blockade region is observed. The characteristics are explained using singleelectron Monte Carlo simulation, where an inhomogeneous multiple tunnel junction represents a nanochain. Any reduction in capacitance at a nanocrystal well within the nanochain creates a conduction " bottleneck", suppressing current at low voltage and improving the Coulomb staircase. The single-electron charging energy at such an island can be very high, ~20k BT at 300 K. © 2012 The Japan Society of Applied Physics.

Boundary effects on the vibration statistics of a random plate

This paper considers the estimation of statistics of displacement of a vibrating rectangular plate with random wave scatterers. The influence of uncertainty is investigated using point impedance theory. Coherent boundary effects are seen, which decrease when the number of scatterers increases. The boundary effect is investigated using images and the first side and corner reflections are found to be a minimum requirement to estimate the spatial correlation. Statistics for point driven response are investigated under the assumption that the statistics of the natural frequencies follow those of the Gaussian Orthogonal Ensemble (GOE). The estimates are compared with Monte Carlo simulation results, and they show good agreement. © 2012 Elsevier Ltd. All rights reserved.

Simulating early adoption of alternative fuel vehicles for sustainability

We quantify the conditions that might trigger wide spread adoption of alternative fuel vehicles (AFVs) to support energy policy. Empirical review shows that early adopters are heterogeneous motivated by financial benefits, environmental appeal, new technology, and vehicle reliability. A probabilistic Monte Carlo simulation model is used to assess consumer heterogeneity for early and mass market adopters. For early adopters full battery electric vehicles (BEVs) are competitive but unable to surpass diesels or hybrids due to purchase price premium and lack of charging availability. For mass adoption, simulations indicate that if the purchase price premium of a BEV closes to within 20% of an in-class internal combustion engine (ICE) vehicle, combined with a 60% increase in refuelling availability relative to the incumbent system, BEVs become competitive. But this depends on a mass market that values the fuel economy and CO2 reduction benefits associated with BEVs. We also find that the largest influence on early adoption is financial benefit rather than pro-environmental behaviour suggesting that AFVs should be marketed by appealing to economic benefits combined with pro-environmental behaviour to motivate adoption. Monte Carlo simulations combined with scenarios can give insight into diffusion dynamics for other energy demand-side technologies. © 2012 Elsevier Inc.

Shock transmission in a coupled beam system

This paper investigates the circumstances under which high peak acceleration can occur in the internal parts of a system when subjected to impulsive driving on the outside. Motivating examples include the design of packaging for transportation of fragile items. The system is modelled in an idealised form using two beams coupled with point connections. A Rayleigh-Ritz model of such coupled beams was validated against measurements on a particular beam system, then the model was used to explore the acceleration response to impulsive driving in the time, frequency and spatial domains. This study is restricted to linear vibration response and additional mechanisms for high internal acceleration due to nonlinear effects such as internal impacts are not considered. Using Monte Carlo simulation in which the indirectly driven beam was perturbed by randomly placed point masses a wide range of system behaviour was explored. This facilitates identification of vulnerable configurations that can lead to high internal acceleration. The results from the study indicate the possibility of curve veering influencing the peak acceleration amplification. The possibility of veering within an ensemble was found to be dependent on the relative coupling strength of the modes. Understanding of the mechanism may help to avoid vulnerable cases, either by design or by preparatory vibration testing. © 2013 Elsevier Ltd.