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Hybrid modeling of associative thermal desorption

Computational Mathematics and Modeling 2015年第3期26卷 346-357页

作者： Makeev, A.G. Semendyaeva, N.L. Moscow State University Moscow Russian Federation

The article examines a hybrid multi-scale numerical algorithm that models surface reactions in the framework of the lattice gas model allowing for lateral interaction between adsorbed particles. The model is called Quasi-Equilibrium Kinetic Monte-Carlo (QE-KMC) algorithm. QE-KMC combines stochastic Monte-Carlo calculations (the metropolis algorithm) with standard numerical methods for deterministic ordinary differential equations (ODE). QE-KMC assumes “infinitely fast” diffusion of absorbed particles on the lattice, which permits describing the macroscopic dynamics of the system by ODE for mean concentrations. These equations are not specified explicitly, but we can nevertheless evaluate their right-hand sides with prescribed accuracy by the metropolis method. In the present article, QE-KMC is applied to generate associative thermal desorption spectra (TDS). TDS are presented for typical parameter values of lateral interactions on a square and hexagonal lattices. The QE-KMC results are compared with standard Kinetic Monte Carlo (KMC) results for lattice systems. We show that QE-KMC and KMC methods produce identical results if KMC allows for very fast surface diffusion. Yet QE-KMC requires much less computing time. © 2015 Springer Science+Business Media New York.

关键词： Lattice gas model Master equation metropolis algorithm Monte Carlo method Multi-scale modeling

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Bayesian analysis of an unobserved-component time series model of GDP with Markov-switching and time-varying growths

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JOURNAL OF BUSINESS & ECONOMIC STATISTICS 1999年第4期17卷 456-465页

作者： Luginbuhl, R de Vos, A Free Univ Amsterdam Dept Econ Sci & Econometr NL-1081 HV Amsterdam Netherlands

We propose an unobserved-component time series model of gross domestic product that includes Markov switching as an unobserved component. In addition to a trend component, the model has two time-varying drift components. One drift represents the expected rate of growth during recession;the other drift represents the expected rate during expansion. Estimates indicate a substantial decline in the latter annual rate for the United States from 6.4% in 1950 to 3.6% by 1990. We have employed weak priors based on prewar data. The estimation makes use of the Gibbs sampler and the metropolis algorithm.

关键词： Gibbs sampler Kalman filter metropolis algorithm switching regime

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Privacy protection and quantile estimation from noise multiplied data

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SANKHYA-SERIES B-APPLIED AND INTERDISCIPLINARY STATISTICS 2011年第2期73卷 297-315页

作者： Sinha, Bimal Nayak, Tapan K. Zayatz, Laura US Bur Census Stat Res Div Washington DC 20233 USA Univ Maryland Dept Math & Stat Baltimore MD 21250 USA George Washington Univ Dept Stat Washington DC 20052 USA

In this paper we address two inferential aspects of noise multiplied magnitude microdata. First, in the context of disclosure risk assessment of tabular magnitude data, we study the consequences of noise multiplication when an intruder tries to speculate a target unit's value in a cell based on knowledge of the perturbed cell total and values of some units within the cell. This is related to some results in Nayak et al. (J Off Stat, 2011). Second, we develop Bayesian methods to infer about a quantile of amicrodata set based on their noise perturbed values. Natural applications include estimation of quartiles and median of an original microdata set when only their noise perturbed versions are available.

关键词： Confidentiality Disclosure risk metropolis algorithm Noise multiplication Prior distribution

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Modelling Dengue Fever Epidemics in Jakarta

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International Journal of Applied and Computational Mathematics 2020年第3期6卷 1-25页

作者： Schäfer, Moritz Götz, Thomas Mathematical Institute University Koblenz-Landau Universitätsstraße 1 Koblenz 56070 Germany

This article thematizes the qualitative estimation of transmission dynamics of Dengue fever. At first, a single-compartment vector-host model for the total infective cases in one homogeneous area has been set up and simplified using a steady-state approximation. Seasonality has been considered in the transmission parameter which is modelled by a Fourier sum. The equilibria of the model and their stability as well as the computation of the basic reproductive number are presented. As a modification, models considering a segmenting of the area in separate districts and their inter-district mobility have been set up, both with and without dependence of the disease transmission parameters on the district. Those have also been analysed in terms of equilibria and stability. Parameter estimation on available Dengue data from Jakarta in the time interval of 2008–2016 using the metropolis algorithm has been done. L₁ and L₂ comparisons show that using the multi-patch model with district-dependent parameters a decent approximation to the infection data is possible. © 2020, Springer Nature India Private Limited.

关键词： Basic reproductive number Dengue fever Epidemiological model metropolis algorithm ODE system

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Synchronous relaxation for parallel Ising spin simulations

Synchronous relaxation for parallel Ising spin simulations

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15th Workshop on Parallel and Distributed Simulation (PADS 2001)

作者： Lubachevsky, B Weiss, A Bell Labs Murray Hill NJ 07974 USA

ISBN: (纸本)076951104X;0769511058

A new parallel algorithm for simulating Ising spin systems is presented. The sequential prototype is the n-fold way algorithm [2], which is efficient but is hard to parallelize using conservative methods. Our parallel algorithm is optimistic. Unlike other optimistic algorithms, e.g., Time Warp, our algorithm is synchronous. It also belongs to the class of simulations known as "relaxation" [3];hence it is named "synchronous relaxation." We derive performance guarantees for this algorithm. If N is the number of PEs, then under weak assumptions we show that the number of correct events processed per unit of time is, on average, at least of order N/logN. All communication delays, processing time, and busy waits are taken into account.

关键词： conservative simulation optimistic simulation computational physics metropolis algorithm

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A Monte Carlo simulation of the formation of micelles in a ternary system of water, oil and amphiphilic polymers

A Monte Carlo simulation of the formation of micelles in a t...

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1st Working Group Meeting on Clusters and Nanomaterials of the Asian-Consortium-on-Computational-Materials-Science

作者： Nakagawa, Natsuko Maeda, Shuji Ishii, Soh Ohno, Kaoru Yokohama Natl Univ Grad Sch Engn Dept Phys Yokohama Kanagawa 2408501 Japan

We performed a Monte Carlo simulation for the formation of micelles in a ternary system composed of water solvent, oil solute (1%) and amphiphilic diblock copolymers (around 1%) on a simple cubic (3-D) lattice (51 x 51 x 5 1), using metropolis algorithm. The diblock copolymers (50 chains) were expressed by the bond fluctuation model where each chain is composed of one hydrophobic end cube and four hydrophilic cubes connected by virtual fluctuating bonds. We assumed that the configurational energy depends only on the attractive interaction energy (E-po) between a hydrophobic part of a copolymer and a neighboring oil cell, and the attractive interaction energy (E-) between neighboring oil cells. In this simulation, we drew a phase diagram and estimated the magnitudes of E-po and E-oo realizing the stable formation of micelles, which are composed of oil aggregates, hydrophobic part of copolymers, and hydrophilic part of copolymers, from inner to outer sides. As a result, it was found that E-po >= 1.9 k(B)T and E-oo >= 2.3 k(B)T are needed to form micelles. Here E-oo should be the lowest value 2.3 k(B)T on the lower boundary (E-po = 1.9 k(B)T), and E-po should be less than 2.6 k(B)T on the lower boundary (E-oo = 2.3 k(B)T).

关键词： Monte Carlo simulation metropolis algorithm ternary system amphiphilic polymer micelle bond fluctuation model

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When is it Beneficial to Reject Improvements? 17

When is it Beneficial to Reject Improvements?

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Genetic and Evolutionary Computation Conference (GECCO)

作者： Nallaperuma, Samadhi Oliveto, Pietro S. Heredia, Jorge Perez Sudholt, Dirk Univ Sheffield Sheffield S Yorkshire England

ISBN: (纸本)9781450349208

We investigate two popular trajectory-based algorithms from biology and physics to answer a question of general significance: when is it beneficial to reject improvements? A distinguishing factor of SSWM (Strong Selection Weak Mutation), a popular model from population genetics, compared to the metropolis algorithm (MA), is that the former can reject improvements, while the latter always accepts them. We investigate when one strategy outperforms the other. Since we prove that both algorithms converge to the same stationary distribution, we concentrate on identifying a class of functions inducing large mixing times, where the algorithms will outperform each other over a long period of time. The outcome of the analysis is the definition of a function where SSWM is efficient, while metropolis requires at least exponential time.

关键词： theory evolutionary algorithms non-elitism metropolis algorithm sswm

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A physically-based particle model of woven cloth

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The Visual Computer 1992年第5-6期8卷 264-277页

作者： Breen, David E. House, Donald H. Getto, Phillip H. Rensselaer Design Research Center Rensselaer Polytechnic Institute Troy 12180-3590 NY United States Department of Computer Science Williams College Williamstown 01267 MA United States Rasna Corporation San Jose 95131 CA 2590 N. First St. Suite 200 United States

Every time a tablecloth is draped over a table it will fold and pleat in unique ways. We report on a physically-based model and a simulation methodology, which when used together are able to reproduce many of the attributes of this characteristic behavior of cloth. Our model utilizes a microscopic particle representation that directly treats the mechanical constraints between the threads in woven material rather than using a macroscopic continuum approximation. The simulation technique is hybrid, employing force methods for gross movement and energy methods to enforce constraints within the material. The model is developed and demonstrated within a visualization environment that allows full interaction between the simulated material and conventional constructive-solid-geometry models. © 1992 Springer-Verlag.

关键词： Cloth modeling metropolis algorithm Particle-based modeling Physically based modeling Visualization

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The Role of Selective Pressure When Solving Symmetric Functions In Polynomial Time 11

The Role of Selective Pressure When Solving Symmetric Functi...

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11th Foundations of Genetic algorithms Workshop

作者： Kaden, Lars Weicker, Nicole Weicker, Karsten Daimler AG Esslingen Germany Germany HTWK Leipzig Leipzig Germany

ISBN: (纸本)9781450306331

This paper is concerned with the question to which extent a change in the selective pressure might improve the run-time of an optimization algorithm considerably. The subject of this examination is the class of symmetric functions, i.e. OneMax with a subsequent application of a real valued function. We consider an improvement in runtime as considerable if an exponential runtime becomes polynomial. The basis for this examination is a Markov chain analysis. An exact criterion for static selective pressure, telling which functions are solvable in polynomial time, is extended to a sufficient (but not necessary) criterion for changing selection pressure.

关键词： runtime analysis markov chain symmetric functions polynomial runtime selection pressure metropolis algorithm problem class

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Best Practice Of Extracting Magnetocaloric Properties In Magnetic Simulations

Best Practice Of Extracting Magnetocaloric Properties In Mag...

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作者： Johan Bylin Uppsala University

学位级别：硕士

In this thesis, a numerical study of simulating and computing the magnetocaloric properties of magnetic materials is presented. The main objective was to deduce the optimal procedure to obtain the isothermal change in entropy of magnetic systems, by evaluating two different formulas of entropy extraction, one relying on the magnetization of the material and the other on the magnet's heat capacity. The magnetic systems were simulated using two different Monte Carlo algorithms, the metropolis and Wang-Landau procedures. The two entropy methods proved to be comparably similar to one another. Both approaches produced reliable and consistent results, though finite size effects could occur if the simulated system became too small. Erroneous fluctuations that invalidated the results did not seem stem from discrepancies between the entropy methods but mainly from the computation of the heat capacity itself. Accurate determination of the heat capacity via an internal energy derivative generated excellent results, while a heat capacity obtained from a variance formula of the internal energy rendered the extracted entropy unusable. The results acquired from the metropolis algorithm were consistent, accurate and dependable, while all of those produced via the Wang-Landau method exhibited intrinsic fluctuations of varying severity. The Wang-Landau method also proved to be computationally ineffective compared to the metropolis algorithm, rendering the method not suitable for magnetic simulations of this type.

关键词： Magnetocaloric effect Thermodynamics Statistical mechanics Monte Carlo simulations metropolis algorithm Wang-Landau method Isothermal change in entropy Adiabatic change in temperature Numerical methods Effective spin models Condensed Matter Physics

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