983 resultados para Monte-Carlo Method


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We investigate the flux penetration patterns and matching fields of a long cylindrical wire of circular cross section in the presence of an external magnetic field. For this study we write the London theory for a long cylinder both for the mixed and Meissner states, with boundary conditions appropriate for this geometry. Using the Monte Carlo simulated annealing method, the free energy of the mixed state is minimized with respect to the vortex position and we obtain the ground state of the vortex lattice for N=3 up to 18 vortices. The free energy of the Meissner and mixed states provides expressions for the matching fields. We find that, as in the case of samples of different geometry, the finite-size effect provokes a delay on the vortex penetration and a vortex accumulation in the center of the sample. The vortex patterns obtained are in good agreement with experimental results.

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The size effects in the magnetization of a long cylindrical wire of circular cross section in the presence of an external magnetic field are investigated. For this study the London theory is used with boundary conditions appropriate for this geometry. Using the Monte Carlo simulated annealing method, the free energy of the mixed state is minimized with respect to the vortex positions. The ground state of the vortex lattice for n = 1 up to 18 vortices for a given radius of the cylinder is obtained. It is found that the finite size of the sample provokes a matching effect in the magnetization, as found in experiments with superconducting samples of finite size but different geometry. © 1999 American Institute of Physics.

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We analyze the average performance of a general class of learning algorithms for the nondeterministic polynomial time complete problem of rule extraction by a binary perceptron. The examples are generated by a rule implemented by a teacher network of similar architecture. A variational approach is used in trying to identify the potential energy that leads to the largest generalization in the thermodynamic limit. We restrict our search to algorithms that always satisfy the binary constraints. A replica symmetric ansatz leads to a learning algorithm which presents a phase transition in violation of an information theoretical bound. Stability analysis shows that this is due to a failure of the replica symmetric ansatz and the first step of replica symmetry breaking (RSB) is studied. The variational method does not determine a unique potential but it allows construction of a class with a unique minimum within each first order valley. Members of this class improve on the performance of Gibbs algorithm but fail to reach the Bayesian limit in the low generalization phase. They even fail to reach the performance of the best binary, an optimal clipping of the barycenter of version space. We find a trade-off between a good low performance and early onset of perfect generalization. Although the RSB may be locally stable we discuss the possibility that it fails to be the correct saddle point globally. ©2000 The American Physical Society.

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

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Aside from the pervasive effects of body mass, much controversy exists as to what factors account for interspecific variation in basal metabolic rates (BMR) of mammals; however, both diet and phylogeny have been strongly implicated. We examined variation in BMR within the New World bat family Phyllostomidae, which shows the largest diversity of food habits among mammalian families, including frugivorous, nectarivorous, insectivorous, carnivorous and blood-eating species. For 27 species, diet was taken from the literature and BMR was either measured on animals captured in Brazil or extracted from the literature. Conventional (nonphylogenetic) analysis of covariance (ANCOVA), with body mass as the covariate, was first used to test the effects of diet on BMR. In this analysis, which assumes that all species evolved simultaneously from a single ancestor (i.e., a star phylogeny), diet exerted a strong effect on mass-in-dependent BMR: nectarivorous bats showed higher mass-independent BMR than other bats feeding on fruits, insects or blood. In phylogenetic ANCOVAs via Monte Carlo computer simulation, which assume that species are part of a branching hierarchical phylogeny, no statistically significant effect of diet on BMR was observed. Hence, results of the nonphylogenetic analysis were misleading because the critical values for testing the effect of diet were underestimated. However, in this sample of bats, diet is perfectly confounded with phylogeny, because the four dietary categories represent four separate subclades, which greatly reduces statistical power to detect a diet (= subclade) effect. But even if diet did appear to exert an influence on BMR in this sample of bats, it would not be logically possible to separate this effect from the possibility that the dietary categories differ for some other reason (i.e., another synapomorphy of one or more of the subclades). Examples such as this highlight the importance of considering phylogenetic relationships when designing new comparative studies, as well as when analyzing existing data sets. We also discuss some possible reasons why BMR may not coadapt with diet. © by Urban & Fischer Verlag.

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In this work a new method is proposed of separated estimation for the ARMA spectral model based on the modified Yule-Walker equations and on the least squares method. The proposal of the new method consists of performing an AR filtering in the random process generated obtaining a new random estimate, which will reestimate the ARMA model parameters, given a better spectrum estimate. Some numerical examples will be presented in order to ilustrate the performance of the method proposed, which is evaluated by the relative error and the average variation coefficient.

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The in-medium influence on π0 photoproduction from spin zero nuclei is carefully studied in the GeV range using a straightforward Monte Carlo analysis. The calculation takes into account the relativistic nuclear recoil for coherent mechanisms (electromagnetic and nuclear amplitudes) plus a time dependent multi-collisional intranuclear cascade approach (MCMC) to describe the transport properties of mesons produced in the surroundings of the nucleon. A detailed analysis of the meson energy spectra for the photoproduction on 12C at 5.5 GeV indicates that both the Coulomb and nuclear coherent events are associated with a small energy transfer to the nucleus (≲ 5 MeV), while the contribution of the nuclear incoherent mechanism is vanishing small within this kinematical range. The angular distributions are dominated by the Primakoff peak at extreme forward angles, with the nuclear incoherent process being the most important contribution above θπ0 ≲ 20. Such consistent Monte Carlo approach provides a suitable method to clean up nuclear backgrounds in some recent high precision experiments, such as the PrimEx experiment at the Jefferson Laboratory Facility.

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Purpose - The purpose of this paper is to present designs for an accelerated life test (ALT). Design/methodology/approach - Bayesian methods and simulation Monte Carlo Markov Chain (MCMC) methods were used. Findings - In the paper a Bayesian method based on MCMC for ALT under EW distribution (for life time) and Arrhenius models (relating the stress variable and parameters) was proposed. The paper can conclude that it is a reasonable alternative to the classical statistical methods since the implementation of the proposed method is simple, not requiring advanced computational understanding and inferences on the parameters can be made easily. By the predictive density of a future observation, a procedure was developed to plan ALT and also to verify if the conformance fraction of the manufactured process reaches some desired level of quality. This procedure is useful for statistical process control in many industrial applications. Research limitations/implications - The results may be applied in a semiconductor manufacturer. Originality/value - The Exponentiated-Weibull-Arrhenius model has never before been used to plan an ALT. © Emerald Group Publishing Limited.

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Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

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In this paper a framework based on the decomposition of the first-order optimality conditions is described and applied to solve the Probabilistic Power Flow (PPF) problem in a coordinated but decentralized way in the context of multi-area power systems. The purpose of the decomposition framework is to solve the problem through a process of solving smaller subproblems, associated with each area of the power system, iteratively. This strategy allows the probabilistic analysis of the variables of interest, in a particular area, without explicit knowledge of network data of the other interconnected areas, being only necessary to exchange border information related to the tie-lines between areas. An efficient method for probabilistic analysis, considering uncertainty in n system loads, is applied. The proposal is to use a particular case of the point estimate method, known as Two-Point Estimate Method (TPM), rather than the traditional approach based on Monte Carlo simulation. The main feature of the TPM is that it only requires resolve 2n power flows for to obtain the behavior of any random variable. An iterative coordination algorithm between areas is also presented. This algorithm solves the Multi-Area PPF problem in a decentralized way, ensures the independent operation of each area and integrates the decomposition framework and the TPM appropriately. The IEEE RTS-96 system is used in order to show the operation and effectiveness of the proposed approach and the Monte Carlo simulations are used to validation of the results. © 2011 IEEE.

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This paper presents an approach for probabilistic analysis of unbalanced three-phase weakly meshed distribution systems considering uncertainty in load demand. In order to achieve high computational efficiency this approach uses both an efficient method for probabilistic analysis and a radial power flow. The probabilistic approach used is the well-known Two-Point Estimate Method. Meanwhile, the compensation-based radial power flow is used in order to extract benefits from the topological characteristics of the distribution systems. The generation model proposed allows modeling either PQ or PV bus on the connection point between the network and the distributed generator. In addition allows control of the generator operating conditions, such as the field current and the power delivery at terminals. Results on test with IEEE 37 bus system is given to illustrate the operation and effectiveness of the proposed approach. A Monte Carlo Simulations method is used to validate the results. © 2011 IEEE.

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In this paper the point estimation method is applied to solve the probabilistic power flow problem for unbalanced three-phase distribution systems. Through the implementation of this method the probability distribution functions of voltages (magnitude and angle) as well as the active and reactive power flows in the branches of the distribution system are determined. Two different approaches of the point estimation method are presented (2m and 2m+1 point schemes). In order to test the proposed methodology, the IEEE 34 and 123 bus test systems are used. The results obtained with both schemes are compared with the ones obtained by a Monte Carlo Simulation (MCS).

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The performance of muon reconstruction, identification, and triggering in CMS has been studied using 40 pb-1 of data collected in pp collisions at s = 7 TeV at the LHC in 2010. A few benchmark sets of selection criteria covering a wide range of physics analysis needs have been examined. For all considered selections, the efficiency to reconstruct and identify a muon with a transverse momentum pT larger than a few GeV/c is above 95% over the whole region of pseudorapidity covered by the CMS muon system, < 2.4, while the probability to misidentify a hadron as a muon is well below 1%. The efficiency to trigger on single muons with pT above a few GeVc is higher than 90% over the full η range, and typically substantially better. The overall momentum scale is measured to a precision of 0.2% with muons from Z decays. The transverse momentum resolution varies from 1% to 6% depending on pseudorapidity for muons with pT below 100GeV/c and, using cosmic rays, it is shown to be better than 10% in the central region up to pT = 1 TeV/c. Observed distributions of all quantities are well reproduced by the Monte Carlo simulation. © 2012 IOP Publishing Ltd and Sissa Medialab srl.

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In this work we investigate the adsorption of polyelectrolyte chains onto uniformly charged cylindrical macroions by means of the Metropolis Monte Carlo simulations and weighted histogram analysis method. Adopting a simplified model for macromolecules and treating the electrolytic solution in the Debye-Hückel level, conformational properties of the adsorbed chain, such as the radius of gyration and the thickness of the adsorbed layer, are provided as a function of ionic strength and macroion charge density. By analysis of the free energy profile as a function of the radius of gyration it was possible to identify first-order-like transitions between adsorbed and desorbed states and obtain a macroion charge density dependence of the critical ionic strength in good agreement with experiments. © 2013 AIP Publishing LLC.

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Pós-graduação em Biofísica Molecular - IBILCE