Numerical simulation of magnetic-field-enhanced plasma immersion ion implantation in cylindrical geometry

Recent studies have demonstrated that the sheath dynamics in plasma immersion ion implantation (PIII) is significantly affected by an external magnetic field. In this paper, a two-dimensional computer simulation of a magnetic-field-enhanced PHI system is described. Negative bias voltage is applied to a cylindrical target located on the axis of a grounded vacuum chamber filled with uniform molecular nitrogen plasma. A static magnetic field is created by a small coil installed inside the target holder. The vacuum chamber is filled with background nitrogen gas to form a plasma in which collisions of electrons and neutrals are simulated by the Monte Carlo algorithm. It is found that a high-density plasma is formed around the target due to the intense background gas ionization by the magnetized electrons drifting in the crossed E x B fields. The effect of the magnetic field intensity, the target bias, and the gas pressure on the sheath dynamics and implantation current of the PHI system is investigated.

A soft-tetramer model for diblock copolymer melts: structure formation and geometric characterization

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.

Simulation of default events in a CDX and estimation of the spread

The portfolio generating the iTraxx EUR index is modeled by coupled Markov chains. Each of the industries of the portfolio evolves according to its own Markov transition matrix. Using a variant of the method of moments, the model parameters are estimated from a data set of Standard and Poor's. Swap spreads are evaluated by Monte-Carlo simulations. Along with an actuarially fair spread, at least squares spread is considered.

Gas adsorption in the MIL-53(AI) metal organic framework. Experiments and molecular simulation

Dissertação para obtenção do Grau de Doutor em Engenharia Química

Sequential estimation of multipath MIMO-OFDM channels

Wireless “MIMO” systems, employing multiple transmit and receive antennas, promise a significant increase of channel capacity, while orthogonal frequency-division multiplexing (OFDM) is attracting a good deal of attention due to its robustness to multipath fading. Thus, the combination of both techniques is an attractive proposition for radio transmission. The goal of this paper is the description and analysis of a new and novel pilot-aided estimator of multipath block-fading channels. Typical models leading to estimation algorithms assume the number of multipath components and delays to be constant (and often known), while their amplitudes are allowed to vary with time. Our estimator is focused instead on the more realistic assumption that the number of channel taps is also unknown and varies with time following a known probabilistic model. The estimation problem arising from these assumptions is solved using Random-Set Theory (RST), whereby one regards the multipath-channel response as a single set-valued random entity.Within this framework, Bayesian recursive equations determine the evolution with time of the channel estimator. Due to the lack of a closed form for the solution of Bayesian equations, a (Rao–Blackwellized) particle filter (RBPF) implementation ofthe channel estimator is advocated. Since the resulting estimator exhibits a complexity which grows exponentially with the number of multipath components, a simplified version is also introduced. Simulation results describing the performance of our channel estimator demonstrate its effectiveness.

Variance reduction methods for simulation of densities on Wiener space

We develop a general error analysis framework for the Monte Carlo simulationof densities for functionals in Wiener space. We also study variancereduction methods with the help of Malliavin derivatives. For this, wegive some general heuristic principles which are applied to diffusionprocesses. A comparison with kernel density estimates is made.

Numerical simulation of gel electrophoresis of DNA knots in weak and strong electric fields.

Gel electrophoresis allows one to separate knotted DNA (nicked circular) of equal length according to the knot type. At low electric fields, complex knots, being more compact, drift faster than simpler knots. Recent experiments have shown that the drift velocity dependence on the knot type is inverted when changing from low to high electric fields. We present a computer simulation on a lattice of a closed, knotted, charged DNA chain drifting in an external electric field in a topologically restricted medium. Using a Monte Carlo algorithm, the dependence of the electrophoretic migration of the DNA molecules on the knot type and on the electric field intensity is investigated. The results are in qualitative and quantitative agreement with electrophoretic experiments done under conditions of low and high electric fields.

Dynamic model of the left ventricle for use in simulation of myocardial perfusion SPECT and gated SPECT

Simulation is a useful tool in cardiac SPECT to assess quantification algorithms. However, simple equation-based models are limited in their ability to simulate realistic heart motion and perfusion. We present a numerical dynamic model of the left ventricle, which allows us to simulate normal and anomalous cardiac cycles, as well as perfusion defects. Bicubic splines were fitted to a number of control points to represent endocardial and epicardial surfaces of the left ventricle. A transformation from each point on the surface to a template of activity was made to represent the myocardial perfusion. Geometry-based and patient-based simulations were performed to illustrate this model. Geometry-based simulations modeled ~1! a normal patient, ~2! a well-perfused patient with abnormal regional function, ~3! an ischaemic patient with abnormal regional function, and ~4! a patient study including tracer kinetics. Patient-based simulation consisted of a left ventricle including a realistic shape and motion obtained from a magnetic resonance study. We conclude that this model has the potential to study the influence of several physical parameters and the left ventricle contraction in myocardial perfusion SPECT and gated-SPECT studies.

Comblike poly(a-alkyl g glutamate)s: computer simulation studies of an intermediate thermal phase.

Monte Carlo (MC) simulations have been used to study the structure of an intermediate thermal phase of poly(R-octadecyl ç,D-glutamate). This is a comblike poly(ç-peptide) able to adopt a biphasic structure that has been described as a layered arrangement of backbone helical rods immersed in a paraffinic pool of polymethylene side chains. Simulations were performed at two different temperatures (348 and 363 K), both of them above the melting point of the paraffinic phase, using the configurational bias MC algorithm. Results indicate that layers are constituted by a side-by-side packing of 17/5 helices. The organization of the interlayer paraffinic region is described in atomistic terms by examining the torsional angles and the end-to-end distances for the octadecyl side chains. Comparison with previously reported comblike poly(â-peptide)s revealed significant differences in the organization of the alkyl side chains.

Disentangling the formation of contrasting tree line physiognomies combining model selection and Bayesian parameterization for simulation models.

Alpine tree-line ecotones are characterized by marked changes at small spatial scales that may result in a variety of physiognomies. A set of alternative individual-based models was tested with data from four contrasting Pinus uncinata ecotones in the central Spanish Pyrenees to reveal the minimal subset of processes required for tree-line formation. A Bayesian approach combined with Markov chain Monte Carlo methods was employed to obtain the posterior distribution of model parameters, allowing the use of model selection procedures. The main features of real tree lines emerged only in models considering nonlinear responses in individual rates of growth or mortality with respect to the altitudinal gradient. Variation in tree-line physiognomy reflected mainly changes in the relative importance of these nonlinear responses, while other processes, such as dispersal limitation and facilitation, played a secondary role. Different nonlinear responses also determined the presence or absence of krummholz, in agreement with recent findings highlighting a different response of diffuse and abrupt or krummholz tree lines to climate change. The method presented here can be widely applied in individual-based simulation models and will turn model selection and evaluation in this type of models into a more transparent, effective, and efficient exercise.

Molecular dynamics simulation of the spherical electrical double layer of a soft nanoparticle. Effect of the surface and counterion valence

Molecular dynamics simulations were performed to study the ion and water distribution around a spherical charged nanoparticle. A soft nanoparticle model was designed using a set of hydrophobic interaction sites distributed in six concentric spherical layers. In order to simulate the effect of charged functionalyzed groups on the nanoparticle surface, a set of charged sites were distributed in the outer layer. Four charged nanoparticle models, from a surface charge value of −0.035 Cm−2 to − 0.28 Cm−2, were studied in NaCl and CaCl2 salt solutions at 1 M and 0.1 M concentrations to evaluate the effect of the surface charge, counterion valence, and concentration of added salt. We obtain that Na + and Ca2 + ions enter inside the soft nanoparticle. Monovalent ions are more accumulated inside the nanoparticle surface, whereas divalent ions are more accumulated just in the plane of the nanoparticle surface sites. The increasing of the the salt concentration has little effect on the internalization of counterions, but significantly reduces the number of water molecules that enter inside the nanoparticle. The manner of distributing the surface charge in the nanoparticle (uniformly over all surface sites or discretely over a limited set of randomly selected sites) considerably affects the distribution of counterions in the proximities of the nanoparticle surface.

Mechanical design and optics simulation of the illuminated Volvo Iron mark

Utilization of light and illumination systems in automotive industry for different purposes has been increased significantly in recent years. Volvo as one of the leading companies in manufacturing of luxury cars has found the great capacity in this area. The performance of such an illumination systems is one of the challenges that engineers in this industry are facing with. In this study an effort has been made to design a system to make the iron mark of Volvo being illuminated and the system is being evaluated by optics simulation in software using Ray optics method. At the end, results are assessed and some optimizations are carried out. Different kind of light guides, front side of the iron mark and some possible arrangement for LED also evaluated and different materials tested. The best combination from uniformity, color and amount of luminance aspect selected as a possible solution for this special project which can be used as a base for further studies in Volvo.

Simulation-Based Finite and Large Sample Tests in Multivariate Regressions.

In the context of multivariate linear regression (MLR) models, it is well known that commonly employed asymptotic test criteria are seriously biased towards overrejection. In this paper, we propose a general method for constructing exact tests of possibly nonlinear hypotheses on the coefficients of MLR systems. For the case of uniform linear hypotheses, we present exact distributional invariance results concerning several standard test criteria. These include Wilks' likelihood ratio (LR) criterion as well as trace and maximum root criteria. The normality assumption is not necessary for most of the results to hold. Implications for inference are two-fold. First, invariance to nuisance parameters entails that the technique of Monte Carlo tests can be applied on all these statistics to obtain exact tests of uniform linear hypotheses. Second, the invariance property of the latter statistic is exploited to derive general nuisance-parameter-free bounds on the distribution of the LR statistic for arbitrary hypotheses. Even though it may be difficult to compute these bounds analytically, they can easily be simulated, hence yielding exact bounds Monte Carlo tests. Illustrative simulation experiments show that the bounds are sufficiently tight to provide conclusive results with a high probability. Our findings illustrate the value of the bounds as a tool to be used in conjunction with more traditional simulation-based test methods (e.g., the parametric bootstrap) which may be applied when the bounds are not conclusive.

Simulation-Based Finite-Sample Tests for Heteroskedasticity and ARCH Effects.

A wide range of tests for heteroskedasticity have been proposed in the econometric and statistics literature. Although a few exact homoskedasticity tests are available, the commonly employed procedures are quite generally based on asymptotic approximations which may not provide good size control in finite samples. There has been a number of recent studies that seek to improve the reliability of common heteroskedasticity tests using Edgeworth, Bartlett, jackknife and bootstrap methods. Yet the latter remain approximate. In this paper, we describe a solution to the problem of controlling the size of homoskedasticity tests in linear regression contexts. We study procedures based on the standard test statistics [e.g., the Goldfeld-Quandt, Glejser, Bartlett, Cochran, Hartley, Breusch-Pagan-Godfrey, White and Szroeter criteria] as well as tests for autoregressive conditional heteroskedasticity (ARCH-type models). We also suggest several extensions of the existing procedures (sup-type of combined test statistics) to allow for unknown breakpoints in the error variance. We exploit the technique of Monte Carlo tests to obtain provably exact p-values, for both the standard and the new tests suggested. We show that the MC test procedure conveniently solves the intractable null distribution problem, in particular those raised by the sup-type and combined test statistics as well as (when relevant) unidentified nuisance parameter problems under the null hypothesis. The method proposed works in exactly the same way with both Gaussian and non-Gaussian disturbance distributions [such as heavy-tailed or stable distributions]. The performance of the procedures is examined by simulation. The Monte Carlo experiments conducted focus on : (1) ARCH, GARCH, and ARCH-in-mean alternatives; (2) the case where the variance increases monotonically with : (i) one exogenous variable, and (ii) the mean of the dependent variable; (3) grouped heteroskedasticity; (4) breaks in variance at unknown points. We find that the proposed tests achieve perfect size control and have good power.