971 resultados para Sequential Monte Carlo methods
Resumo:
The n→π* absorption transition of formaldehyde in water is analyzed using combined and sequential classical Monte Carlo (MC) simulations and quantum mechanics (QM) calculations. MC simulations generate the liquid solute-solvent structures for subsequent QM calculations. Using time-dependent density functional theory in a localized set of gaussian basis functions (TD-DFT/6-311++G(d,p)) calculations are made on statistically relevant configurations to obtain the average solvatochromic shift. All results presented here use the electrostatic embedding of the solvent. The statistically converged average result obtained of 2300 cm-1 is compared to previous theoretical results available. Analysis is made of the effective dipole moment of the hydrogen-bonded shell and how it could be held responsible for the polarization of the solvent molecules in the outer solvation shells.
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The nuclear isotropic shielding constants sigma((17)O) and sigma((13)C) of the carbonyl bond of acetone in water at supercritical (P=340.2 atm and T=673 K) and normal water conditions have been studied theoretically using Monte Carlo simulation and quantum mechanics calculations based on the B3LYP/6-311++G(2d,2p) method. Statistically uncorrelated configurations have been obtained from Monte Carlo simulations with unpolarized and in-solution polarized solute. The results show that solvent effects on the shielding constants have a significant contribution of the electrostatic interactions and that quantitative estimates for solvent shifts of shielding constants can be obtained modeling the water molecules by point charges (electrostatic embedding). In supercritical water, there is a decrease in the magnitude of sigma((13)C) but a sizable increase in the magnitude of sigma((17)O) when compared with the results obtained in normal water. It is found that the influence of the solute polarization is mild in the supercritical regime but it is particularly important for sigma((17)O) in normal water and its shielding effect reflects the increase in the average number of hydrogen bonds between acetone and water. Changing the solvent environment from normal to supercritical water condition, the B3LYP/6-311++G(2d,2p) calculations on the statistically uncorrelated configurations sampled from the Monte Carlo simulation give a (13)C chemical shift of 11.7 +/- 0.6 ppm for polarized acetone in good agreement with the experimentally inferred result of 9-11 ppm. (C) 2008 American Institute of Physics.
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This paper presents results on the simulation of the solid state sintering of copper wires using Monte Carlo techniques based on elements of lattice theory and cellular automata. The initial structure is superimposed onto a triangular, two-dimensional lattice, where each lattice site corresponds to either an atom or vacancy. The number of vacancies varies with the simulation temperature, while a cluster of vacancies is a pore. To simulate sintering, lattice sites are picked at random and reoriented in terms of an atomistic model governing mass transport. The probability that an atom has sufficient energy to jump to a vacant lattice site is related to the jump frequency, and hence the diffusion coefficient, while the probability that an atomic jump will be accepted is related to the change in energy of the system as a result of the jump, as determined by the change in the number of nearest neighbours. The jump frequency is also used to relate model time, measured in Monte Carlo Steps, to the actual sintering time. The model incorporates bulk, grain boundary and surface diffusion terms and includes vacancy annihilation on the grain boundaries. The predictions of the model were found to be consistent with experimental data, both in terms of the microstructural evolution and in terms of the sintering time. (C) 2002 Elsevier Science B.V. All rights reserved.
Resumo:
L'Anàlisi de la supervivència s'utilitza en diferents camps per analitzar el temps transcorregut entre dos esdeveniments. El que distingeix l'anàlisi de la supervivència d'altres àrees de l'estadística és que les dades normalment estan censurades. La censura en un interval apareix quan l'esdeveniment final d'interès no és directament observable i només se sap que el temps de fallada està en un interval concret. Un esquema de censura més complex encara apareix quan tant el temps inicial com el temps final estan censurats en un interval. Aquesta situació s'anomena doble censura. En aquest article donem una descripció formal d'un mètode bayesà paramètric per a l'anàlisi de dades censurades en un interval i dades doblement censurades així com unes indicacions clares de la seva utilització o pràctica. La metodologia proposada s'ilustra amb dades d'una cohort de pacients hemofílics que es varen infectar amb el virus VIH a principis dels anys 1980's.
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Dose kernel convolution (DK) methods have been proposed to speed up absorbed dose calculations in molecular radionuclide therapy. Our aim was to evaluate the impact of tissue density heterogeneities (TDH) on dosimetry when using a DK method and to propose a simple density-correction method. METHODS: This study has been conducted on 3 clinical cases: case 1, non-Hodgkin lymphoma treated with (131)I-tositumomab; case 2, a neuroendocrine tumor treatment simulated with (177)Lu-peptides; and case 3, hepatocellular carcinoma treated with (90)Y-microspheres. Absorbed dose calculations were performed using a direct Monte Carlo approach accounting for TDH (3D-RD), and a DK approach (VoxelDose, or VD). For each individual voxel, the VD absorbed dose, D(VD), calculated assuming uniform density, was corrected for density, giving D(VDd). The average 3D-RD absorbed dose values, D(3DRD), were compared with D(VD) and D(VDd), using the relative difference Δ(VD/3DRD). At the voxel level, density-binned Δ(VD/3DRD) and Δ(VDd/3DRD) were plotted against ρ and fitted with a linear regression. RESULTS: The D(VD) calculations showed a good agreement with D(3DRD). Δ(VD/3DRD) was less than 3.5%, except for the tumor of case 1 (5.9%) and the renal cortex of case 2 (5.6%). At the voxel level, the Δ(VD/3DRD) range was 0%-14% for cases 1 and 2, and -3% to 7% for case 3. All 3 cases showed a linear relationship between voxel bin-averaged Δ(VD/3DRD) and density, ρ: case 1 (Δ = -0.56ρ + 0.62, R(2) = 0.93), case 2 (Δ = -0.91ρ + 0.96, R(2) = 0.99), and case 3 (Δ = -0.69ρ + 0.72, R(2) = 0.91). The density correction improved the agreement of the DK method with the Monte Carlo approach (Δ(VDd/3DRD) < 1.1%), but with a lesser extent for the tumor of case 1 (3.1%). At the voxel level, the Δ(VDd/3DRD) range decreased for the 3 clinical cases (case 1, -1% to 4%; case 2, -0.5% to 1.5%, and -1.5% to 2%). No more linear regression existed for cases 2 and 3, contrary to case 1 (Δ = 0.41ρ - 0.38, R(2) = 0.88) although the slope in case 1 was less pronounced. CONCLUSION: This study shows a small influence of TDH in the abdominal region for 3 representative clinical cases. A simple density-correction method was proposed and improved the comparison in the absorbed dose calculations when using our voxel S value implementation.
Resumo:
Yksi keskeisimmistä tehtävistä matemaattisten mallien tilastollisessa analyysissä on mallien tuntemattomien parametrien estimointi. Tässä diplomityössä ollaan kiinnostuneita tuntemattomien parametrien jakaumista ja niiden muodostamiseen sopivista numeerisista menetelmistä, etenkin tapauksissa, joissa malli on epälineaarinen parametrien suhteen. Erilaisten numeeristen menetelmien osalta pääpaino on Markovin ketju Monte Carlo -menetelmissä (MCMC). Nämä laskentaintensiiviset menetelmät ovat viime aikoina kasvattaneet suosiotaan lähinnä kasvaneen laskentatehon vuoksi. Sekä Markovin ketjujen että Monte Carlo -simuloinnin teoriaa on esitelty työssä siinä määrin, että menetelmien toimivuus saadaan perusteltua. Viime aikoina kehitetyistä menetelmistä tarkastellaan etenkin adaptiivisia MCMC menetelmiä. Työn lähestymistapa on käytännönläheinen ja erilaisia MCMC -menetelmien toteutukseen liittyviä asioita korostetaan. Työn empiirisessä osuudessa tarkastellaan viiden esimerkkimallin tuntemattomien parametrien jakaumaa käyttäen hyväksi teoriaosassa esitettyjä menetelmiä. Mallit kuvaavat kemiallisia reaktioita ja kuvataan tavallisina differentiaaliyhtälöryhminä. Mallit on kerätty kemisteiltä Lappeenrannan teknillisestä yliopistosta ja Åbo Akademista, Turusta.
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Corteo is a program that implements Monte Carlo (MC) method to simulate ion beam analysis (IBA) spectra of several techniques by following the ions trajectory until a sufficiently large fraction of them reach the detector to generate a spectrum. Hence, it fully accounts for effects such as multiple scattering (MS). Here, a version of Corteo is presented where the target can be a 2D or 3D image. This image can be derived from micrographs where the different compounds are identified, therefore bringing extra information into the solution of an IBA spectrum, and potentially significantly constraining the solution. The image intrinsically includes many details such as the actual surface or interfacial roughness, or actual nanostructures shape and distribution. This can for example lead to the unambiguous identification of structures stoichiometry in a layer, or at least to better constraints on their composition. Because MC computes in details the trajectory of the ions, it simulates accurately many of its aspects such as ions coming back into the target after leaving it (re-entry), as well as going through a variety of nanostructures shapes and orientations. We show how, for example, as the ions angle of incidence becomes shallower than the inclination distribution of a rough surface, this process tends to make the effective roughness smaller in a comparable 1D simulation (i.e. narrower thickness distribution in a comparable slab simulation). Also, in ordered nanostructures, target re-entry can lead to replications of a peak in a spectrum. In addition, bitmap description of the target can be used to simulate depth profiles such as those resulting from ion implantation, diffusion, and intermixing. Other improvements to Corteo include the possibility to interpolate the cross-section in angle-energy tables, and the generation of energy-depth maps.
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Many scientific and engineering applications involve inverting large matrices or solving systems of linear algebraic equations. Solving these problems with proven algorithms for direct methods can take very long to compute, as they depend on the size of the matrix. The computational complexity of the stochastic Monte Carlo methods depends only on the number of chains and the length of those chains. The computing power needed by inherently parallel Monte Carlo methods can be satisfied very efficiently by distributed computing technologies such as Grid computing. In this paper we show how a load balanced Monte Carlo method for computing the inverse of a dense matrix can be constructed, show how the method can be implemented on the Grid, and demonstrate how efficiently the method scales on multiple processors. (C) 2007 Elsevier B.V. All rights reserved.
Resumo:
Thema dieser Arbeit ist die Entwicklung und Kombination verschiedener numerischer Methoden, sowie deren Anwendung auf Probleme stark korrelierter Elektronensysteme. Solche Materialien zeigen viele interessante physikalische Eigenschaften, wie z.B. Supraleitung und magnetische Ordnung und spielen eine bedeutende Rolle in technischen Anwendungen. Es werden zwei verschiedene Modelle behandelt: das Hubbard-Modell und das Kondo-Gitter-Modell (KLM). In den letzten Jahrzehnten konnten bereits viele Erkenntnisse durch die numerische Lösung dieser Modelle gewonnen werden. Dennoch bleibt der physikalische Ursprung vieler Effekte verborgen. Grund dafür ist die Beschränkung aktueller Methoden auf bestimmte Parameterbereiche. Eine der stärksten Einschränkungen ist das Fehlen effizienter Algorithmen für tiefe Temperaturen.rnrnBasierend auf dem Blankenbecler-Scalapino-Sugar Quanten-Monte-Carlo (BSS-QMC) Algorithmus präsentieren wir eine numerisch exakte Methode, die das Hubbard-Modell und das KLM effizient bei sehr tiefen Temperaturen löst. Diese Methode wird auf den Mott-Übergang im zweidimensionalen Hubbard-Modell angewendet. Im Gegensatz zu früheren Studien können wir einen Mott-Übergang bei endlichen Temperaturen und endlichen Wechselwirkungen klar ausschließen.rnrnAuf der Basis dieses exakten BSS-QMC Algorithmus, haben wir einen Störstellenlöser für die dynamische Molekularfeld Theorie (DMFT) sowie ihre Cluster Erweiterungen (CDMFT) entwickelt. Die DMFT ist die vorherrschende Theorie stark korrelierter Systeme, bei denen übliche Bandstrukturrechnungen versagen. Eine Hauptlimitation ist dabei die Verfügbarkeit effizienter Störstellenlöser für das intrinsische Quantenproblem. Der in dieser Arbeit entwickelte Algorithmus hat das gleiche überlegene Skalierungsverhalten mit der inversen Temperatur wie BSS-QMC. Wir untersuchen den Mott-Übergang im Rahmen der DMFT und analysieren den Einfluss von systematischen Fehlern auf diesen Übergang.rnrnEin weiteres prominentes Thema ist die Vernachlässigung von nicht-lokalen Wechselwirkungen in der DMFT. Hierzu kombinieren wir direkte BSS-QMC Gitterrechnungen mit CDMFT für das halb gefüllte zweidimensionale anisotrope Hubbard Modell, das dotierte Hubbard Modell und das KLM. Die Ergebnisse für die verschiedenen Modelle unterscheiden sich stark: während nicht-lokale Korrelationen eine wichtige Rolle im zweidimensionalen (anisotropen) Modell spielen, ist in der paramagnetischen Phase die Impulsabhängigkeit der Selbstenergie für stark dotierte Systeme und für das KLM deutlich schwächer. Eine bemerkenswerte Erkenntnis ist, dass die Selbstenergie sich durch die nicht-wechselwirkende Dispersion parametrisieren lässt. Die spezielle Struktur der Selbstenergie im Impulsraum kann sehr nützlich für die Klassifizierung von elektronischen Korrelationseffekten sein und öffnet den Weg für die Entwicklung neuer Schemata über die Grenzen der DMFT hinaus.