972 resultados para MONTE-CARLO METHODS


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To aid the design of organic semiconductors, we study the charge transport properties of organic liquid crystals, i.e. hexabenzocoronene and carbazole macrocycle, and single crystals, i.e. rubrene, indolocarbazole and benzothiophene derivatives (BTBT, BBBT). The aim is to find structure-property relationships linking the chemical structure as well as the morphology with the bulk charge carrier mobility of the compounds. To this end, molecular dynamics (MD) simulations are performed yielding realistic equilibrated morphologies. Partial charges and molecular orbitals are calculated based on single molecules in vacuum using quantum chemical methods. The molecular orbitals are then mapped onto the molecular positions and orientations, which allows calculation of the transfer integrals between nearest neighbors using the molecular orbital overlap method. Thus we obtain realistic transfer integral distributions and their autocorrelations. In case of organic crystals the differences between two descriptions of charge transport, namely semi-classical dynamics (SCD) in the small polaron limit and kinetic Monte Carlo (KMC) based on Marcus rates, are studied. The liquid crystals are investigated solely in the hopping limit. To simulate the charge dynamics using KMC, the centers of mass of the molecules are mapped onto lattice sites and the transfer integrals are used to compute the hopping rates. In the small polaron limit, where the electronic wave function is spread over a limited number of neighboring molecules, the Schroedinger equation is solved numerically using a semi-classical approach. The results are compared for the different compounds and methods and, where available, with experimental data. The carbazole macrocycles form columnar structures arranged on a hexagonal lattice with side chains facing inwards, so columns can closely approach each other allowing inter-columnar and thus three-dimensional transport. When taking only intra-columnar transport into account, the mobility is orders of magnitude lower than in the three-dimensional case. BTBT is a promising material for solution-processed organic field-effect transistors. We are able to show that, on the time-scales of charge transport, static disorder due to slow side chain motions is the main factor determining the mobility. The resulting broad transfer integral distributions modify the connectivity of the system but sufficiently many fast percolation paths remain for the charges. Rubrene, indolocarbazole and BBBT are examples of crystals without significant static disorder. The high mobility of rubrene is explained by two main features: first, the shifted cofacial alignment of its molecules, and second, the high center of mass vibrational frequency. In comparsion to SCD, only KMC based on Marcus rates is capable of describing neighbors with low coupling and of taking static disorder into account three-dimensionally. Thus it is the method of choice for crystalline systems dominated by static disorder. However, it is inappropriate for the case of strong coupling and underestimates the mobility of well-ordered crystals. SCD, despite its one-dimensionality, is valuable for crystals with strong coupling and little disorder. It also allows correct treatment of dynamical effects, such as intermolecular vibrations of the molecules. Rate equations are incapable of this, because simulations are performed on static snapshots. We have thus shown strengths and weaknesses of two state of the art models used to study charge transport in organic compounds, partially developed a program to compute and visualize transfer integral distributions and other charge transport properties, and found structure-mobility relations for several promising organic semiconductors.

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To assist rational compound design of organic semiconductors, two problems need to be addressed. First, the material morphology has to be known at an atomistic level. Second, with the morphology at hand, an appropriate charge transport model needs to be developed in order to link charge carrier mobility to structure.rnrnThe former can be addressed by generating atomistic morphologies using molecular dynamics simulations. However, the accessible range of time- and length-scales is limited. To overcome these limitations, systematic coarse-graining methods can be used. In the first part of the thesis, the Versatile Object-oriented Toolkit for Coarse-graining Applications is introduced, which provides a platform for the implementation of coarse-graining methods. Tools to perform Boltzmann inversion, iterative Boltzmann inversion, inverse Monte Carlo, and force-matching are available and have been tested on a set of model systems (water, methanol, propane and a single hexane chain). Advantages and problems of each specific method are discussed.rnrnIn partially disordered systems, the second issue is closely connected to constructing appropriate diabatic states between which charge transfer occurs. In the second part of the thesis, the description initially used for small conjugated molecules is extended to conjugated polymers. Here, charge transport is modeled by introducing conjugated segments on which charge carriers are localized. Inter-chain transport is then treated within a high temperature non-adiabatic Marcus theory while an adiabatic rate expression is used for intra-chain transport. The charge dynamics is simulated using the kinetic Monte Carlo method.rnrnThe entire framework is finally employed to establish a relation between the morphology and the charge mobility of the neutral and doped states of polypyrrole, a conjugated polymer. It is shown that for short oligomers, charge carrier mobility is insensitive to the orientational molecular ordering and is determined by the threshold transfer integral which connects percolating clusters of molecules that form interconnected networks. The value of this transfer integral can be related to the radial distribution function. Hence, charge mobility is mainly determined by the local molecular packing and is independent of the global morphology, at least in such a non-crystalline state of a polymer.

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The ability of block copolymers to spontaneously self-assemble into a variety of ordered nano-structures not only makes them a scientifically interesting system for the investigation of order-disorder phase transitions, but also offers a wide range of nano-technological applications. The architecture of a diblock is the most simple among the block copolymer systems, hence it is often used as a model system in both experiment and theory. We introduce a new soft-tetramer model for efficient computer simulations of diblock copolymer melts. The instantaneous non-spherical shape of polymer chains in molten state is incorporated by modeling each of the two blocks as two soft spheres. The interactions between the spheres are modeled in a way that the diblock melt tends to microphase separate with decreasing temperature. Using Monte Carlo simulations, we determine the equilibrium structures at variable values of the two relevant control parameters, the diblock composition and the incompatibility of unlike components. The simplicity of the model allows us to scan the control parameter space in a completeness that has not been reached in previous molecular simulations.The resulting phase diagram shows clear similarities with the phase diagram found in experiments. Moreover, we show that structural details of block copolymer chains can be reproduced by our simple model.We develop a novel method for the identification of the observed diblock copolymer mesophases that formalizes the usual approach of direct visual observation,using the characteristic geometry of the structures. A cluster analysis algorithm is used to determine clusters of each component of the diblock, and the number and shape of the clusters can be used to determine the mesophase.We also employ methods from integral geometry for the identification of mesophases and compare their usefulness to the cluster analysis approach.To probe the properties of our model in confinement, we perform molecular dynamics simulations of atomistic polyethylene melts confined between graphite surfaces. The results from these simulations are used as an input for an iterative coarse-graining procedure that yields a surface interaction potential for the soft-tetramer model. Using the interaction potential derived in that way, we perform an initial study on the behavior of the soft-tetramer model in confinement. Comparing with experimental studies, we find that our model can reflect basic features of confined diblock copolymer melts.

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The interplay of hydrodynamic and electrostatic forces is of great importance for the understanding of colloidal dispersions. Theoretical descriptions are often based on the so called standard electrokinetic model. This Mean Field approach combines the Stokes equation for the hydrodynamic flow field, the Poisson equation for electrostatics and a continuity equation describing the evolution of the ion concentration fields. In the first part of this thesis a new lattice method is presented in order to efficiently solve the set of non-linear equations for a charge-stabilized colloidal dispersion in the presence of an external electric field. Within this framework, the research is mainly focused on the calculation of the electrophoretic mobility. Since this transport coefficient is independent of the electric field only for small driving, the algorithm is based upon a linearization of the governing equations. The zeroth order is the well known Poisson-Boltzmann theory and the first order is a coupled set of linear equations. Furthermore, this set of equations is divided into several subproblems. A specialized solver for each subproblem is developed, and various tests and applications are discussed for every particular method. Finally, all solvers are combined in an iterative procedure and applied to several interesting questions, for example, the effect of the screening mechanism on the electrophoretic mobility or the charge dependence of the field-induced dipole moment and ion clouds surrounding a weakly charged sphere. In the second part a quantitative data analysis method is developed for a new experimental approach, known as "Total Internal Reflection Fluorescence Cross-Correlation Spectroscopy" (TIR-FCCS). The TIR-FCCS setup is an optical method using fluorescent colloidal particles to analyze the flow field close to a solid-fluid interface. The interpretation of the experimental results requires a theoretical model, which is usually the solution of a convection-diffusion equation. Since an analytic solution is not available due to the form of the flow field and the boundary conditions, an alternative numerical approach is presented. It is based on stochastic methods, i. e. a combination of a Brownian Dynamics algorithm and Monte Carlo techniques. Finally, experimental measurements for a hydrophilic surface are analyzed using this new numerical approach.

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Topic of this thesis is the development of experiments behind the gas-filled separator TASCA(TransActinide Separator and Chemistry Apparatus) to study the chemical properties of the transactinide elements.rnIn the first part of the thesis, the electrodepositions of short-lived isotopes of ruthenium and osmium on gold electrodes were studied as model experiments for hassium. From literature it is known that the deposition potential of single atoms differs significantly from the potential predicted by the Nernst equation. This shift of the potential depends on the adsorption enthalpy of therndeposited element on the electrode material. If the adsorption on the electrode-material is favoured over the adsorption on a surface made of the same element as the deposited atom, the electrode potential is shifted to higher potentials. This phenomenon is called underpotential deposition.rnPossibilities to automatize an electro chemistry experiment behind the gas-filled separator were explored for later studies with transactinide elements.rnThe second part of this thesis is about the in-situ synthesis of transition-metal-carbonyl complexes with nuclear reaction products. Fission products of uranium-235 and californium-249 were produced at the TRIGA Mainz reactor and thermalized in a carbon-monoxide containing atmosphere. The formed volatile metal-carbonyl complexes could be transported in a gas-stream.rnFurthermore, short-lived isotopes of tungsten, rhenium, osmium, and iridium were synthesised at the linear accelerator UNILAC at GSI Helmholtzzentrum für Schwerionenforschung, Darmstadt. The recoiling fusion products were separated from the primary beam and the transfer products in the gas-filled separator TASCA. The fusion products were stopped in the focal plane of TASCA in a recoil transfer chamber. This chamber contained a carbon-monoxide – helium gas mixture. The formed metal-carbonyl complexes could be transported in a gas stream to various experimental setups. All synthesised carbonyl complexes were identified by nuclear decay spectroscopy. Some complexes were studied with isothermal chromatography or thermochromatography methods. The chromatograms were compared with Monte Carlo Simulations to determine the adsorption enthalpyrnon silicon dioxide and on gold. These simulations based on existing codes, that were modified for the different geometries of the chromatography channels. All observed adsorption enthalpies (on silcon oxide as well as on gold) are typical for physisorption. Additionally, the thermalstability of some of the carbonyl complexes was studied. This showed that at temperatures above 200 °C therncomplexes start to decompose.rnIt was demonstrated that carbonyl-complex chemistry is a suitable method to study rutherfordium, dubnium, seaborgium, bohrium, hassium, and meitnerium. Until now, only very simple, thermally stable compounds have been synthesized in the gas-phase chemistry of the transactindes. With the synthesis of transactinide-carbonyl complexes a new compound class would be discovered. Transactinide chemistry would reach the border between inorganic and metallorganic chemistry.rnFurthermore, the in-situ synthesised carbonyl complexes would allow nuclear spectroscopy studies under low background conditions making use of chemically prepared samples.

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This thesis presents an analysis for the search of Supersymmetry with the ATLAS detector at the LHC. The final state with one lepton, several coloured particles and large missing transverse energy was chosen. Particular emphasis was placed on the optimization of the requirements for lepton identification. This optimization showed to be particularly useful when combining with multi-lepton selections. The systematic error associated with the higher order QCD diagrams in Monte Carlo production is given particular focus. Methods to verify and correct the energy measurement of hadronic showers are developed. Methods for the identification and removal of mismeasurements caused by the detector are found in the single muon and four jet environment are applied. A new detector simulation system is shown to provide good prospects for future fast Monte Carlo production. The analysis was performed for $35pb^{-1}$ and no significant deviation from the Standard Model is seen. Exclusion limits subchannel for minimal Supergravity. Previous limits set by Tevatron and LEP are extended.

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Changepoint analysis is a well established area of statistical research, but in the context of spatio-temporal point processes it is as yet relatively unexplored. Some substantial differences with regard to standard changepoint analysis have to be taken into account: firstly, at every time point the datum is an irregular pattern of points; secondly, in real situations issues of spatial dependence between points and temporal dependence within time segments raise. Our motivating example consists of data concerning the monitoring and recovery of radioactive particles from Sandside beach, North of Scotland; there have been two major changes in the equipment used to detect the particles, representing known potential changepoints in the number of retrieved particles. In addition, offshore particle retrieval campaigns are believed may reduce the particle intensity onshore with an unknown temporal lag; in this latter case, the problem concerns multiple unknown changepoints. We therefore propose a Bayesian approach for detecting multiple changepoints in the intensity function of a spatio-temporal point process, allowing for spatial and temporal dependence within segments. We use Log-Gaussian Cox Processes, a very flexible class of models suitable for environmental applications that can be implemented using integrated nested Laplace approximation (INLA), a computationally efficient alternative to Monte Carlo Markov Chain methods for approximating the posterior distribution of the parameters. Once the posterior curve is obtained, we propose a few methods for detecting significant change points. We present a simulation study, which consists in generating spatio-temporal point pattern series under several scenarios; the performance of the methods is assessed in terms of type I and II errors, detected changepoint locations and accuracy of the segment intensity estimates. We finally apply the above methods to the motivating dataset and find good and sensible results about the presence and quality of changes in the process.

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In recent years is becoming increasingly important to handle credit risk. Credit risk is the risk associated with the possibility of bankruptcy. More precisely, if a derivative provides for a payment at cert time T but before that time the counterparty defaults, at maturity the payment cannot be effectively performed, so the owner of the contract loses it entirely or a part of it. It means that the payoff of the derivative, and consequently its price, depends on the underlying of the basic derivative and on the risk of bankruptcy of the counterparty. To value and to hedge credit risk in a consistent way, one needs to develop a quantitative model. We have studied analytical approximation formulas and numerical methods such as Monte Carlo method in order to calculate the price of a bond. We have illustrated how to obtain fast and accurate pricing approximations by expanding the drift and diffusion as a Taylor series and we have compared the second and third order approximation of the Bond and Call price with an accurate Monte Carlo simulation. We have analysed JDCEV model with constant or stochastic interest rate. We have provided numerical examples that illustrate the effectiveness and versatility of our methods. We have used Wolfram Mathematica and Matlab.

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The Standard Model of particle physics was developed to describe the fundamental particles, which form matter, and their interactions via the strong, electromagnetic and weak force. Although most measurements are described with high accuracy, some observations indicate that the Standard Model is incomplete. Numerous extensions were developed to solve these limitations. Several of these extensions predict heavy resonances, so-called Z' bosons, that can decay into an electron positron pair. The particle accelerator Large Hadron Collider (LHC) at CERN in Switzerland was built to collide protons at unprecedented center-of-mass energies, namely 7 TeV in 2011. With the data set recorded in 2011 by the ATLAS detector, a large multi-purpose detector located at the LHC, the electron positron pair mass spectrum was measured up to high masses in the TeV range. The properties of electrons and the probability that other particles are mis-identified as electrons were studied in detail. Using the obtained information, a sophisticated Standard Model expectation was derived with data-driven methods and Monte Carlo simulations. In the comparison of the measurement with the expectation, no significant deviations from the Standard Model expectations were observed. Therefore exclusion limits for several Standard Model extensions were calculated. For example, Sequential Standard Model (SSM) Z' bosons with masses below 2.10 TeV were excluded with 95% Confidence Level (C.L.).

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Die vorliegende Dissertation dient dazu, das Verständnis des Exzitonentransports in organischen Halbleitern, wie sie in Leuchtdioden oder Solarzellen eingesetzt werden, zu vertiefen. Mithilfe von Computersimulationen wurde der Transport von Exzitonen in amorphen und kristallinen organischen Materialien beschrieben, angefangen auf mikroskopischer Ebene, auf der quantenmechanische Prozesse ablaufen, bis hin zur makroskopischen Ebene, auf welcher physikalisch bestimmbare Größen wie der Diffusionskoeffizient extrahierbar werden. Die Modellbildung basiert auf dem inkohärenten elektronischen Energietransfer. In diesem Rahmen wird der Transport des Exzitons als Hüpfprozess aufgefasst, welcher mit kinetischen Monte-Carlo Methoden simuliert wurde. Die notwendigen quantenmechanischen Übergangsraten zwischen den Molekülen wurden anhand der molekularen Struktur fester Phasen berechnet. Die Übergangsraten lassen sich in ein elektronisches Kopplungselement und die Franck-Condon-gewichtete Zustandsdichte aufteilen. Der Fokus dieser Arbeit lag einerseits darauf die Methoden zu evaluieren, die zur Berechnung der Übergangsraten in Frage kommen und andererseits den Hüpftransport zu simulieren und eine atomistische Interpretation der makroskopischen Transporteigenschaften der Exzitonen zu liefern. rnrnVon den drei untersuchten organischen Systemen, diente Aluminium-tris-(8-hydroxychinolin) der umfassenden Prüfung des Verfahrens. Es wurde gezeigt, dass stark vereinfachte Modelle wie die Marcus-Theorie die Übergangsraten und damit das Transportverhalten der Exzitonen oftmals qualitativ korrekt wiedergeben. Die meist deutlich größeren Diffusionskonstanten von Singulett- im Vergleich zu Triplett-Exzitonen haben ihren Ursprung in der längeren Reichweite der Kopplungselemente der Singulett-Exzitonen, wodurch ein stärker verzweigtes Netzwerk gebildet wird. Der Verlauf des zeitabhängigen Diffusionskoeffizienten zeigt subdiffusives Verhalten für kurze Beobachtungszeiten. Für Singulett-Exzitonen wechselt dieses Verhalten meist innerhalb der Lebensdauer des Exzitons in ein normales Diffusionsregime, während Triplett-Exzitonen das normale Regime deutlich langsamer erreichen. Das stärker anomale Verhalten der Triplett-Exzitonen wird auf eine ungleichmäßige Verteilung der Übergangsraten zurückgeführt. Beim Vergleich mit experimentell bestimmten Diffusionskonstanten muss das anomale Verhalten der Exzitonen berücksichtigt werden. Insgesamt stimmten simulierte und experimentelle Diffusionskonstanten für das Testsystem gut überein. Das Modellierungsverfahren sollte sich somit zur Charakterisierung des Exzitonentransports in neuen organischen Halbleitermaterialien eignen.

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Coarse graining is a popular technique used in physics to speed up the computer simulation of molecular fluids. An essential part of this technique is a method that solves the inverse problem of determining the interaction potential or its parameters from the given structural data. Due to discrepancies between model and reality, the potential is not unique, such that stability of such method and its convergence to a meaningful solution are issues.rnrnIn this work, we investigate empirically whether coarse graining can be improved by applying the theory of inverse problems from applied mathematics. In particular, we use the singular value analysis to reveal the weak interaction parameters, that have a negligible influence on the structure of the fluid and which cause non-uniqueness of the solution. Further, we apply a regularizing Levenberg-Marquardt method, which is stable against the mentioned discrepancies. Then, we compare it to the existing physical methods - the Iterative Boltzmann Inversion and the Inverse Monte Carlo method, which are fast and well adapted to the problem, but sometimes have convergence problems.rnrnFrom analysis of the Iterative Boltzmann Inversion, we elaborate a meaningful approximation of the structure and use it to derive a modification of the Levenberg-Marquardt method. We engage the latter for reconstruction of the interaction parameters from experimental data for liquid argon and nitrogen. We show that the modified method is stable, convergent and fast. Further, the singular value analysis of the structure and its approximation allows to determine the crucial interaction parameters, that is, to simplify the modeling of interactions. Therefore, our results build a rigorous bridge between the inverse problem from physics and the powerful solution tools from mathematics. rn

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This work aims to evaluate the reliability of these levee systems, calculating the probability of “failure” of determined levee stretches under different loads, using probabilistic methods that take into account the fragility curves obtained through the Monte Carlo Method. For this study overtopping and piping are considered as failure mechanisms (since these are the most frequent) and the major levee system of the Po River with a primary focus on the section between Piacenza and Cremona, in the lower-middle area of the Padana Plain, is analysed. The novelty of this approach is to check the reliability of individual embankment stretches, not just a single section, while taking into account the variability of the levee system geometry from one stretch to another. This work takes also into consideration, for each levee stretch analysed, a probability distribution of the load variables involved in the definition of the fragility curves, where it is influenced by the differences in the topography and morphology of the riverbed along the sectional depth analysed as it pertains to the levee system in its entirety. A type of classification is proposed, for both failure mechanisms, to give an indication of the reliability of the levee system based of the information obtained by the fragility curve analysis. To accomplish this work, an hydraulic model has been developed where a 500-year flood is modelled to determinate the residual hazard value of failure for each stretch of levee near the corresponding water depth, then comparing the results with the obtained classifications. This work has the additional the aim of acting as an interface between the world of Applied Geology and Environmental Hydraulic Engineering where a strong collaboration is needed between the two professions to resolve and improve the estimation of hydraulic risk.

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In an accelerated exclusion process (AEP), each particle can "hop" to its adjacent site if empty as well as "kick" the frontmost particle when joining a cluster of size ℓ⩽ℓ_{max}. With various choices of the interaction range, ℓ_{max}, we find that the steady state of AEP can be found in a homogeneous phase with augmented currents (AC) or a segregated phase with holes moving at unit velocity (UV). Here we present a detailed study on the emergence of the novel phases, from two perspectives: the AEP and a mass transport process (MTP). In the latter picture, the system in the UV phase is composed of a condensate in coexistence with a fluid, while the transition from AC to UV can be regarded as condensation. Using Monte Carlo simulations, exact results for special cases, and analytic methods in a mean field approach (within the MTP), we focus on steady state currents and cluster sizes. Excellent agreement between data and theory is found, providing an insightful picture for understanding this model system.

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Objectives To examine the extent of multiplicity of data in trial reports and to assess the impact of multiplicity on meta-analysis results. Design Empirical study on a cohort of Cochrane systematic reviews. Data sources All Cochrane systematic reviews published from issue 3 in 2006 to issue 2 in 2007 that presented a result as a standardised mean difference (SMD). We retrieved trial reports contributing to the first SMD result in each review, and downloaded review protocols. We used these SMDs to identify a specific outcome for each meta-analysis from its protocol. Review methods Reviews were eligible if SMD results were based on two to ten randomised trials and if protocols described the outcome. We excluded reviews if they only presented results of subgroup analyses. Based on review protocols and index outcomes, two observers independently extracted the data necessary to calculate SMDs from the original trial reports for any intervention group, time point, or outcome measure compatible with the protocol. From the extracted data, we used Monte Carlo simulations to calculate all possible SMDs for every meta-analysis. Results We identified 19 eligible meta-analyses (including 83 trials). Published review protocols often lacked information about which data to choose. Twenty-four (29%) trials reported data for multiple intervention groups, 30 (36%) reported data for multiple time points, and 29 (35%) reported the index outcome measured on multiple scales. In 18 meta-analyses, we found multiplicity of data in at least one trial report; the median difference between the smallest and largest SMD results within a meta-analysis was 0.40 standard deviation units (range 0.04 to 0.91). Conclusions Multiplicity of data can affect the findings of systematic reviews and meta-analyses. To reduce the risk of bias, reviews and meta-analyses should comply with prespecified protocols that clearly identify time points, intervention groups, and scales of interest.

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A main field in biomedical optics research is diffuse optical tomography, where intensity variations of the transmitted light traversing through tissue are detected. Mathematical models and reconstruction algorithms based on finite element methods and Monte Carlo simulations describe the light transport inside the tissue and determine differences in absorption and scattering coefficients. Precise knowledge of the sample's surface shape and orientation is required to provide boundary conditions for these techniques. We propose an integrated method based on structured light three-dimensional (3-D) scanning that provides detailed surface information of the object, which is usable for volume mesh creation and allows the normalization of the intensity dispersion between surface and camera. The experimental setup is complemented by polarization difference imaging to avoid overlaying byproducts caused by inter-reflections and multiple scattering in semitransparent tissue.