Monte Carlo mixture model of lifetime cancer incidence risk from radiation exposure on shuttle and international space station

International Nuclear Information System (INIS)

Peterson, L.E.; Cucinotta, F.A.

1999-01-01

Estimating uncertainty in lifetime cancer risk for human exposure to space radiation is a unique challenge. Conventional risk assessment with low-linear-energy-transfer (LET)-based risk from Japanese atomic bomb survivor studies may be inappropriate for relativistic protons and nuclei in space due to track structure effects. This paper develops a Monte Carlo mixture model (MCMM) for transferring additive, National Institutes of Health multiplicative, and multiplicative excess cancer incidence risks based on Japanese atomic bomb survivor data to determine excess incidence risk for various US astronaut exposure profiles. The MCMM serves as an anchor point for future risk projection methods involving biophysical models of DNA damage from space radiation. Lifetime incidence risks of radiation-induced cancer for the MCMM based on low-LET Japanese data for nonleukemia (all cancers except leukemia) were 2.77 (90% confidence limit, 0.75-11.34) for males exposed to 1 Sv at age 45 and 2.20 (90% confidence limit, 0.59-10.12) for males exposed at age 55. For females, mixture model risks for nonleukemia exposed separately to 1 Sv at ages of 45 and 55 were 2.98 (90% confidence limit, 0.90-11.70) and 2.44 (90% confidence limit, 0.70-10.30), respectively. Risks for high-LET 200 MeV protons (LET=0.45 keV/μm), 1 MeV α-particles (LET=100 keV/μm), and 600 MeV iron particles (LET=180 keV/μm) were scored on a per particle basis by determining the particle fluence required for an average of one particle per cell nucleus of area 100 μm 2 . Lifetime risk per proton was 2.68x10 -2 % (90% confidence limit, 0.79x10 -3 %-0.514x10 -2 %). For α-particles, lifetime risk was 14.2% (90% confidence limit, 2.5%-31.2%). Conversely, lifetime risk per iron particle was 23.7% (90% confidence limit, 4.5%-53.0%). Uncertainty in the DDREF for high-LET particles may be less than that for low-LET radiation because typically there is very little dose-rate dependence. Probability density functions for

Bayesian Non-Parametric Mixtures of GARCH(1,1 Models

Directory of Open Access Journals (Sweden)

John W. Lau

2012-01-01

Full Text Available Traditional GARCH models describe volatility levels that evolve smoothly over time, generated by a single GARCH regime. However, nonstationary time series data may exhibit abrupt changes in volatility, suggesting changes in the underlying GARCH regimes. Further, the number and times of regime changes are not always obvious. This article outlines a nonparametric mixture of GARCH models that is able to estimate the number and time of volatility regime changes by mixing over the Poisson-Kingman process. The process is a generalisation of the Dirichlet process typically used in nonparametric models for time-dependent data provides a richer clustering structure, and its application to time series data is novel. Inference is Bayesian, and a Markov chain Monte Carlo algorithm to explore the posterior distribution is described. The methodology is illustrated on the Standard and Poor's 500 financial index.

Fast Bayesian Inference in Dirichlet Process Mixture Models.

Science.gov (United States)

Wang, Lianming; Dunson, David B

2011-01-01

There has been increasing interest in applying Bayesian nonparametric methods in large samples and high dimensions. As Markov chain Monte Carlo (MCMC) algorithms are often infeasible, there is a pressing need for much faster algorithms. This article proposes a fast approach for inference in Dirichlet process mixture (DPM) models. Viewing the partitioning of subjects into clusters as a model selection problem, we propose a sequential greedy search algorithm for selecting the partition. Then, when conjugate priors are chosen, the resulting posterior conditionally on the selected partition is available in closed form. This approach allows testing of parametric models versus nonparametric alternatives based on Bayes factors. We evaluate the approach using simulation studies and compare it with four other fast nonparametric methods in the literature. We apply the proposed approach to three datasets including one from a large epidemiologic study. Matlab codes for the simulation and data analyses using the proposed approach are available online in the supplemental materials.

A Bayesian Approach to Model Selection in Hierarchical Mixtures-of-Experts Architectures.

Science.gov (United States)

Tanner, Martin A.; Peng, Fengchun; Jacobs, Robert A.

1997-03-01

There does not exist a statistical model that shows good performance on all tasks. Consequently, the model selection problem is unavoidable; investigators must decide which model is best at summarizing the data for each task of interest. This article presents an approach to the model selection problem in hierarchical mixtures-of-experts architectures. These architectures combine aspects of generalized linear models with those of finite mixture models in order to perform tasks via a recursive "divide-and-conquer" strategy. Markov chain Monte Carlo methodology is used to estimate the distribution of the architectures' parameters. One part of our approach to model selection attempts to estimate the worth of each component of an architecture so that relatively unused components can be pruned from the architecture's structure. A second part of this approach uses a Bayesian hypothesis testing procedure in order to differentiate inputs that carry useful information from nuisance inputs. Simulation results suggest that the approach presented here adheres to the dictum of Occam's razor; simple architectures that are adequate for summarizing the data are favored over more complex structures. Copyright 1997 Elsevier Science Ltd. All Rights Reserved.

Capillary condensation and adsorption of binary mixtures.

Science.gov (United States)

Weinberger, B; Darkrim-Lamari, F; Levesque, D

2006-06-21

The adsorption of equimolar binary mixtures of hydrogen-carbon dioxide, hydrogen-methane, and methane-carbon dioxide in porous material models is determined by grand canonical Monte Carlo simulations. The material models have an adsorbent surface similar to that of nanofibers with a herringbone structure. Our main result, which is relevant for hydrogen purification and carbon dioxide capture, is that the adsorption selectivities calculated for the mixtures can differ significantly from those deduced from simulations of the adsorption of pure gases, in particular, when one of the adsorbed gases presents a capillary condensation induced by confinement within the pore network. A comparison of our data is also made with theoretical models used in the literature for predicting the properties of the mixture adsorption.

Monte Carlo methods and models in finance and insurance

CERN Document Server

Korn, Ralf; Kroisandt, Gerald

2010-01-01

Offering a unique balance between applications and calculations, Monte Carlo Methods and Models in Finance and Insurance incorporates the application background of finance and insurance with the theory and applications of Monte Carlo methods. It presents recent methods and algorithms, including the multilevel Monte Carlo method, the statistical Romberg method, and the Heath-Platen estimator, as well as recent financial and actuarial models, such as the Cheyette and dynamic mortality models. The authors separately discuss Monte Carlo techniques, stochastic process basics, and the theoretical background and intuition behind financial and actuarial mathematics, before bringing the topics together to apply the Monte Carlo methods to areas of finance and insurance. This allows for the easy identification of standard Monte Carlo tools and for a detailed focus on the main principles of financial and insurance mathematics. The book describes high-level Monte Carlo methods for standard simulation and the simulation of...

A turbulence model in mixtures. First part: Statistical description of mixture

International Nuclear Information System (INIS)

Besnard, D.

1987-03-01

Classical theory of mixtures gives a model for molecular mixtures. This kind of model is based on a small gradient approximation for concentration, temperature, and pression. We present here a mixture model, allowing for large gradients in the flow. We also show that, with a local balance assumption between material diffusion and flow gradients evolution, we obtain a model similar to those mentioned above [fr

Shell model Monte Carlo methods

International Nuclear Information System (INIS)

Koonin, S.E.

1996-01-01

We review quantum Monte Carlo methods for dealing with large shell model problems. These methods reduce the imaginary-time many-body evolution operator to a coherent superposition of one-body evolutions in fluctuating one-body fields; resultant path integral is evaluated stochastically. We first discuss the motivation, formalism, and implementation of such Shell Model Monte Carlo methods. There then follows a sampler of results and insights obtained from a number of applications. These include the ground state and thermal properties of pf-shell nuclei, thermal behavior of γ-soft nuclei, and calculation of double beta-decay matrix elements. Finally, prospects for further progress in such calculations are discussed. 87 refs

Modelling of an homogeneous equilibrium mixture model

International Nuclear Information System (INIS)

Bernard-Champmartin, A.; Poujade, O.; Mathiaud, J.; Mathiaud, J.; Ghidaglia, J.M.

2014-01-01

We present here a model for two phase flows which is simpler than the 6-equations models (with two densities, two velocities, two temperatures) but more accurate than the standard mixture models with 4 equations (with two densities, one velocity and one temperature). We are interested in the case when the two-phases have been interacting long enough for the drag force to be small but still not negligible. The so-called Homogeneous Equilibrium Mixture Model (HEM) that we present is dealing with both mixture and relative quantities, allowing in particular to follow both a mixture velocity and a relative velocity. This relative velocity is not tracked by a conservation law but by a closure law (drift relation), whose expression is related to the drag force terms of the two-phase flow. After the derivation of the model, a stability analysis and numerical experiments are presented. (authors)

Shell model Monte Carlo methods

International Nuclear Information System (INIS)

Koonin, S.E.; Dean, D.J.; Langanke, K.

1997-01-01

We review quantum Monte Carlo methods for dealing with large shell model problems. These methods reduce the imaginary-time many-body evolution operator to a coherent superposition of one-body evolutions in fluctuating one-body fields; the resultant path integral is evaluated stochastically. We first discuss the motivation, formalism, and implementation of such Shell Model Monte Carlo (SMMC) methods. There then follows a sampler of results and insights obtained from a number of applications. These include the ground state and thermal properties of pf-shell nuclei, the thermal and rotational behavior of rare-earth and γ-soft nuclei, and the calculation of double beta-decay matrix elements. Finally, prospects for further progress in such calculations are discussed. (orig.)

Mixtures of skewed Kalman filters

KAUST Repository

Kim, Hyoungmoon

2014-01-01

Normal state-space models are prevalent, but to increase the applicability of the Kalman filter, we propose mixtures of skewed, and extended skewed, Kalman filters. To do so, the closed skew-normal distribution is extended to a scale mixture class of closed skew-normal distributions. Some basic properties are derived and a class of closed skew. t distributions is obtained. Our suggested family of distributions is skewed and has heavy tails too, so it is appropriate for robust analysis. Our proposed special sequential Monte Carlo methods use a random mixture of the closed skew-normal distributions to approximate a target distribution. Hence it is possible to handle skewed and heavy tailed data simultaneously. These methods are illustrated with numerical experiments. © 2013 Elsevier Inc.

On modeling of structured multiphase mixtures

International Nuclear Information System (INIS)

Dobran, F.

1987-01-01

The usual modeling of multiphase mixtures involves a set of conservation and balance equations of mass, momentum, energy and entropy (the basic set) constructed by an averaging procedure or postulated. The averaged models are constructed by averaging, over space or time segments, the local macroscopic field equations of each phase, whereas the postulated models are usually motivated by the single phase multicomponent mixture models. In both situations, the resulting equations yield superimposed continua models and are closed by the constitutive equations which place restrictions on the possible material response during the motion and phase change. In modeling the structured multiphase mixtures, the modeling of intrinsic motion of grains or particles is accomplished by adjoining to the basic set of field equations the additional balance equations, thereby placing restrictions on the motion of phases only within the imposed extrinsic and intrinsic sources. The use of the additional balance equations has been primarily advocated in the postulatory theories of multiphase mixtures and are usually derived through very special assumptions of the material deformation. Nevertheless, the resulting mixture models can predict a wide variety of complex phenomena such as the Mohr-Coulomb yield criterion in granular media, Rayleigh bubble equation, wave dispersion and dilatancy. Fundamental to the construction of structured models of multiphase mixtures are the problems pertaining to the existence and number of additional balance equations to model the structural characteristics of a mixture. Utilizing a volume averaging procedure it is possible not only to derive the basic set of field equation discussed above, but also a very general set of additional balance equations for modeling of structural properties of the mixture

Demixing and nematic behaviour of oblate hard spherocylinders and hard spheres mixtures: Monte Carlo simulation and Parsons-Lee theory

Science.gov (United States)

Gámez, Francisco; Acemel, Rafael D.; Cuetos, Alejandro

2013-10-01

Parsons-Lee approach is formulated for the isotropic-nematic transition in a binary mixture of oblate hard spherocylinders and hard spheres. Results for the phase coexistence and for the equation of state in both phases for fluids with different relative size and composition ranges are presented. The predicted behaviour is in agreement with Monte Carlo simulations in a qualitative fashion. The study serves to provide a rational view of how to control key aspects of the behaviour of these binary nematogenic colloidal systems. This behaviour can be tuned with an appropriate choice of the relative size and molar fractions of the depleting particles. In general, the mixture of discotic and spherical particles is stable against demixing up to very high packing fractions. We explore in detail the narrow geometrical range where demixing is predicted to be possible in the isotropic phase. The influence of molecular crowding effects on the stability of the mixture when spherical molecules are added to a system of discotic colloids is also studied.

A BAYESIAN NONPARAMETRIC MIXTURE MODEL FOR SELECTING GENES AND GENE SUBNETWORKS.

Science.gov (United States)

Zhao, Yize; Kang, Jian; Yu, Tianwei

2014-06-01

It is very challenging to select informative features from tens of thousands of measured features in high-throughput data analysis. Recently, several parametric/regression models have been developed utilizing the gene network information to select genes or pathways strongly associated with a clinical/biological outcome. Alternatively, in this paper, we propose a nonparametric Bayesian model for gene selection incorporating network information. In addition to identifying genes that have a strong association with a clinical outcome, our model can select genes with particular expressional behavior, in which case the regression models are not directly applicable. We show that our proposed model is equivalent to an infinity mixture model for which we develop a posterior computation algorithm based on Markov chain Monte Carlo (MCMC) methods. We also propose two fast computing algorithms that approximate the posterior simulation with good accuracy but relatively low computational cost. We illustrate our methods on simulation studies and the analysis of Spellman yeast cell cycle microarray data.

Modeling the flow of activated H2 + CH4 mixture by deposition of diamond nanostructures

Directory of Open Access Journals (Sweden)

Plotnikov Mikhail

2017-01-01

Full Text Available Algorithm of the direct simulation Monte Carlo method for the flow of hydrogen and methane mixture in a cylindrical channel is developed. Heterogeneous reactions on tungsten channel surfaces are included into the model. Their effects on flows are analyzed. A one-dimensional approach based on the solution of equilibrium chemical kinetics equations is used to analyze gas-phase methane decomposition. The obtained results may be useful for optimization of gas-dynamic sources of activated gas diamond synthesis.

A Mixture Rasch Model with a Covariate: A Simulation Study via Bayesian Markov Chain Monte Carlo Estimation

Science.gov (United States)

Dai, Yunyun

2013-01-01

Mixtures of item response theory (IRT) models have been proposed as a technique to explore response patterns in test data related to cognitive strategies, instructional sensitivity, and differential item functioning (DIF). Estimation proves challenging due to difficulties in identification and questions of effect size needed to recover underlying…

Model structure selection in convolutive mixtures

DEFF Research Database (Denmark)

Dyrholm, Mads; Makeig, S.; Hansen, Lars Kai

2006-01-01

The CICAAR algorithm (convolutive independent component analysis with an auto-regressive inverse model) allows separation of white (i.i.d) source signals from convolutive mixtures. We introduce a source color model as a simple extension to the CICAAR which allows for a more parsimonious represent......The CICAAR algorithm (convolutive independent component analysis with an auto-regressive inverse model) allows separation of white (i.i.d) source signals from convolutive mixtures. We introduce a source color model as a simple extension to the CICAAR which allows for a more parsimonious...... representation in many practical mixtures. The new filter-CICAAR allows Bayesian model selection and can help answer questions like: ’Are we actually dealing with a convolutive mixture?’. We try to answer this question for EEG data....

Consistency of the MLE under mixture models

OpenAIRE

Chen, Jiahua

2016-01-01

The large-sample properties of likelihood-based statistical inference under mixture models have received much attention from statisticians. Although the consistency of the nonparametric MLE is regarded as a standard conclusion, many researchers ignore the precise conditions required on the mixture model. An incorrect claim of consistency can lead to false conclusions even if the mixture model under investigation seems well behaved. Under a finite normal mixture model, for instance, the consis...

Probabilistic mixture-based image modelling

Czech Academy of Sciences Publication Activity Database

Haindl, Michal; Havlíček, Vojtěch; Grim, Jiří

2011-01-01

Roč. 47, č. 3 (2011), s. 482-500 ISSN 0023-5954 R&D Projects: GA MŠk 1M0572; GA ČR GA102/08/0593 Grant - others:CESNET(CZ) 387/2010; GA MŠk(CZ) 2C06019; GA ČR(CZ) GA103/11/0335 Institutional research plan: CEZ:AV0Z10750506 Keywords : BTF texture modelling * discrete distribution mixtures * Bernoulli mixture * Gaussian mixture * multi-spectral texture modelling Subject RIV: BD - Theory of Information Impact factor: 0.454, year: 2011 http://library.utia.cas.cz/separaty/2011/RO/haindl-0360244.pdf

Poisson Mixture Regression Models for Heart Disease Prediction.

Science.gov (United States)

Mufudza, Chipo; Erol, Hamza

2016-01-01

Early heart disease control can be achieved by high disease prediction and diagnosis efficiency. This paper focuses on the use of model based clustering techniques to predict and diagnose heart disease via Poisson mixture regression models. Analysis and application of Poisson mixture regression models is here addressed under two different classes: standard and concomitant variable mixture regression models. Results show that a two-component concomitant variable Poisson mixture regression model predicts heart disease better than both the standard Poisson mixture regression model and the ordinary general linear Poisson regression model due to its low Bayesian Information Criteria value. Furthermore, a Zero Inflated Poisson Mixture Regression model turned out to be the best model for heart prediction over all models as it both clusters individuals into high or low risk category and predicts rate to heart disease componentwise given clusters available. It is deduced that heart disease prediction can be effectively done by identifying the major risks componentwise using Poisson mixture regression model.

Poisson Mixture Regression Models for Heart Disease Prediction

Science.gov (United States)

Erol, Hamza

2016-01-01

Early heart disease control can be achieved by high disease prediction and diagnosis efficiency. This paper focuses on the use of model based clustering techniques to predict and diagnose heart disease via Poisson mixture regression models. Analysis and application of Poisson mixture regression models is here addressed under two different classes: standard and concomitant variable mixture regression models. Results show that a two-component concomitant variable Poisson mixture regression model predicts heart disease better than both the standard Poisson mixture regression model and the ordinary general linear Poisson regression model due to its low Bayesian Information Criteria value. Furthermore, a Zero Inflated Poisson Mixture Regression model turned out to be the best model for heart prediction over all models as it both clusters individuals into high or low risk category and predicts rate to heart disease componentwise given clusters available. It is deduced that heart disease prediction can be effectively done by identifying the major risks componentwise using Poisson mixture regression model. PMID:27999611

Mixture of Regression Models with Single-Index

OpenAIRE

Xiang, Sijia; Yao, Weixin

2016-01-01

In this article, we propose a class of semiparametric mixture regression models with single-index. We argue that many recently proposed semiparametric/nonparametric mixture regression models can be considered special cases of the proposed model. However, unlike existing semiparametric mixture regression models, the new pro- posed model can easily incorporate multivariate predictors into the nonparametric components. Backfitting estimates and the corresponding algorithms have been proposed for...

Mixture Modeling: Applications in Educational Psychology

Science.gov (United States)

Harring, Jeffrey R.; Hodis, Flaviu A.

2016-01-01

Model-based clustering methods, commonly referred to as finite mixture modeling, have been applied to a wide variety of cross-sectional and longitudinal data to account for heterogeneity in population characteristics. In this article, we elucidate 2 such approaches: growth mixture modeling and latent profile analysis. Both techniques are…

Ion swarm data for electrical discharge modeling in air and flue gas mixtures

International Nuclear Information System (INIS)

Nelson, D.; Benhenni, M.; Eichwald, O.; Yousfi, M.

2003-01-01

The first step of this work is the determination of the elastic and inelastic ion-molecule collision cross sections for the main ions (N 2 + , O 2 + , CO 2 + , H 2 O + and O - ) usually present either in the air or flue gas discharges. The obtained cross section sets, given for ion kinetic energies not exceeding 100 eV, correspond to the interactions of each ion with its parent molecule (symmetric case) or nonparent molecule (asymmetric case). Then by using these different cross section sets, it is possible to obtain the ion swarm data for the different gas mixtures involving N 2 , CO 2 , H 2 O and O 2 molecules whatever their relative proportions. These ion swarm data are obtained from an optimized Monte Carlo method well adapted for the ion transport in gas mixtures. This also allows us to clearly show that the classical linear approximations usually applied for the ion swarm data in mixtures such as Blanc's law are far to be valid. Then, the ion swarm data are given in three cases of gas mixtures: a dry air (80% N 2 , 20% O 2 ), a ternary gas mixture (82% N 2 , 12% CO 2 , 6% O 2 ) and a typical flue gas (76% N 2 , 12% CO 2 , 6% O 2 , 6% H 2 O). From these reliable ion swarm data, electrical discharge modeling for a wire to plane electrode configuration has been carried out in these three mixtures at the atmospheric pressure for different applied voltages. Under the same discharge conditions, large discrepancies in the streamer formation and propagation have been observed in these three mixture cases. They are due to the deviations existing not only between the different effective electron-molecule ionization rates but also between the ion transport properties mainly because of the presence of a highly polar molecule such as H 2 O. This emphasizes the necessity to properly consider the ion transport in the discharge modeling

A smooth mixture of Tobits model for healthcare expenditure.

Science.gov (United States)

Keane, Michael; Stavrunova, Olena

2011-09-01

This paper develops a smooth mixture of Tobits (SMTobit) model for healthcare expenditure. The model is a generalization of the smoothly mixing regressions framework of Geweke and Keane (J Econometrics 2007; 138: 257-290) to the case of a Tobit-type limited dependent variable. A Markov chain Monte Carlo algorithm with data augmentation is developed to obtain the posterior distribution of model parameters. The model is applied to the US Medicare Current Beneficiary Survey data on total medical expenditure. The results suggest that the model can capture the overall shape of the expenditure distribution very well, and also provide a good fit to a number of characteristics of the conditional (on covariates) distribution of expenditure, such as the conditional mean, variance and probability of extreme outcomes, as well as the 50th, 90th, and 95th, percentiles. We find that healthier individuals face an expenditure distribution with lower mean, variance and probability of extreme outcomes, compared with their counterparts in a worse state of health. Males have an expenditure distribution with higher mean, variance and probability of an extreme outcome, compared with their female counterparts. The results also suggest that heart and cardiovascular diseases affect the expenditure of males more than that of females. Copyright © 2011 John Wiley & Sons, Ltd.

[Study of Determination of Oil Mixture Components Content Based on Quasi-Monte Carlo Method].

Science.gov (United States)

Wang, Yu-tian; Xu, Jing; Liu, Xiao-fei; Chen, Meng-han; Wang, Shi-tao

2015-05-01

Gasoline, kerosene, diesel is processed by crude oil with different distillation range. The boiling range of gasoline is 35 ~205 °C. The boiling range of kerosene is 140~250 °C. And the boiling range of diesel is 180~370 °C. At the same time, the carbon chain length of differentmineral oil is different. The carbon chain-length of gasoline is within the scope of C7 to C11. The carbon chain length of kerosene is within the scope of C12 to C15. And the carbon chain length of diesel is within the scope of C15 to C18. The recognition and quantitative measurement of three kinds of mineral oil is based on different fluorescence spectrum formed in their different carbon number distribution characteristics. Mineral oil pollution occurs frequently, so monitoring mineral oil content in the ocean is very important. A new method of components content determination of spectra overlapping mineral oil mixture is proposed, with calculation of characteristic peak power integrationof three-dimensional fluorescence spectrum by using Quasi-Monte Carlo Method, combined with optimal algorithm solving optimum number of characteristic peak and range of integral region, solving nonlinear equations by using BFGS(a rank to two update method named after its inventor surname first letter, Boyden, Fletcher, Goldfarb and Shanno) method. Peak power accumulation of determined points in selected area is sensitive to small changes of fluorescence spectral line, so the measurement of small changes of component content is sensitive. At the same time, compared with the single point measurement, measurement sensitivity is improved by the decrease influence of random error due to the selection of points. Three-dimensional fluorescence spectra and fluorescence contour spectra of single mineral oil and the mixture are measured by taking kerosene, diesel and gasoline as research objects, with a single mineral oil regarded whole, not considered each mineral oil components. Six characteristic peaks are

Shell model the Monte Carlo way

International Nuclear Information System (INIS)

Ormand, W.E.

1995-01-01

The formalism for the auxiliary-field Monte Carlo approach to the nuclear shell model is presented. The method is based on a linearization of the two-body part of the Hamiltonian in an imaginary-time propagator using the Hubbard-Stratonovich transformation. The foundation of the method, as applied to the nuclear many-body problem, is discussed. Topics presented in detail include: (1) the density-density formulation of the method, (2) computation of the overlaps, (3) the sign of the Monte Carlo weight function, (4) techniques for performing Monte Carlo sampling, and (5) the reconstruction of response functions from an imaginary-time auto-correlation function using MaxEnt techniques. Results obtained using schematic interactions, which have no sign problem, are presented to demonstrate the feasibility of the method, while an extrapolation method for realistic Hamiltonians is presented. In addition, applications at finite temperature are outlined

Shell model the Monte Carlo way

Energy Technology Data Exchange (ETDEWEB)

Ormand, W.E.

1995-03-01

The formalism for the auxiliary-field Monte Carlo approach to the nuclear shell model is presented. The method is based on a linearization of the two-body part of the Hamiltonian in an imaginary-time propagator using the Hubbard-Stratonovich transformation. The foundation of the method, as applied to the nuclear many-body problem, is discussed. Topics presented in detail include: (1) the density-density formulation of the method, (2) computation of the overlaps, (3) the sign of the Monte Carlo weight function, (4) techniques for performing Monte Carlo sampling, and (5) the reconstruction of response functions from an imaginary-time auto-correlation function using MaxEnt techniques. Results obtained using schematic interactions, which have no sign problem, are presented to demonstrate the feasibility of the method, while an extrapolation method for realistic Hamiltonians is presented. In addition, applications at finite temperature are outlined.

mixtools: An R Package for Analyzing Mixture Models

Directory of Open Access Journals (Sweden)

Tatiana Benaglia

2009-10-01

Full Text Available The mixtools package for R provides a set of functions for analyzing a variety of finite mixture models. These functions include both traditional methods, such as EM algorithms for univariate and multivariate normal mixtures, and newer methods that reflect some recent research in finite mixture models. In the latter category, mixtools provides algorithms for estimating parameters in a wide range of different mixture-of-regression contexts, in multinomial mixtures such as those arising from discretizing continuous multivariate data, in nonparametric situations where the multivariate component densities are completely unspecified, and in semiparametric situations such as a univariate location mixture of symmetric but otherwise unspecified densities. Many of the algorithms of the mixtools package are EM algorithms or are based on EM-like ideas, so this article includes an overview of EM algorithms for finite mixture models.

Monte Carlo Numerical Models for Nuclear Logging Applications

Directory of Open Access Journals (Sweden)

Fusheng Li

2012-06-01

Full Text Available Nuclear logging is one of most important logging services provided by many oil service companies. The main parameters of interest are formation porosity, bulk density, and natural radiation. Other services are also provided from using complex nuclear logging tools, such as formation lithology/mineralogy, etc. Some parameters can be measured by using neutron logging tools and some can only be measured by using a gamma ray tool. To understand the response of nuclear logging tools, the neutron transport/diffusion theory and photon diffusion theory are needed. Unfortunately, for most cases there are no analytical answers if complex tool geometry is involved. For many years, Monte Carlo numerical models have been used by nuclear scientists in the well logging industry to address these challenges. The models have been widely employed in the optimization of nuclear logging tool design, and the development of interpretation methods for nuclear logs. They have also been used to predict the response of nuclear logging systems for forward simulation problems. In this case, the system parameters including geometry, materials and nuclear sources, etc., are pre-defined and the transportation and interactions of nuclear particles (such as neutrons, photons and/or electrons in the regions of interest are simulated according to detailed nuclear physics theory and their nuclear cross-section data (probability of interacting. Then the deposited energies of particles entering the detectors are recorded and tallied and the tool responses to such a scenario are generated. A general-purpose code named Monte Carlo N– Particle (MCNP has been the industry-standard for some time. In this paper, we briefly introduce the fundamental principles of Monte Carlo numerical modeling and review the physics of MCNP. Some of the latest developments of Monte Carlo Models are also reviewed. A variety of examples are presented to illustrate the uses of Monte Carlo numerical models

Aspects of perturbative QCD in Monte Carlo shower models

International Nuclear Information System (INIS)

Gottschalk, T.D.

1986-01-01

The perturbative QCD content of Monte Carlo models for high energy hadron-hadron scattering is examined. Particular attention is given to the recently developed backwards evolution formalism for initial state parton showers, and the merging of parton shower evolution with hard scattering cross sections. Shower estimates of K-factors are discussed, and a simple scheme is presented for incorporating 2 → QCD cross sections into shower model calculations without double counting. Additional issues in the development of hard scattering Monte Carlo models are summarized. 69 references, 20 figures

Theory and simulations for hard-disk models of binary mixtures of molecules with internal degrees of freedom

DEFF Research Database (Denmark)

Fraser, Diane P.; Zuckermann, Martin J.; Mouritsen, Ole G.

1991-01-01

A two-dimensional Monte Carlo simulation method based on the NpT ensemble and the Voronoi tesselation, which was previously developed for single-species hard-disk systems, is extended, along with a version of scaled-particle theory, to many-component mixtures. These systems are unusual in the sense...... and internal degrees of freedom leads to a rich phase structure that includes solid-liquid transitions (governed by the translational variables) as well as transitions involving changes in average disk size (governed by the internal variables). The relationship between these two types of transitions is studied...... by the method in the case of a binary mixture, and results are presented for varying disk-size ratios and degeneracies. The results are also compared with the predictions of the extended scaled-particle theory. Applications of the model are discussed in relation to lipid monolayers spread on air...

Guaranteed Bounds on Information-Theoretic Measures of Univariate Mixtures Using Piecewise Log-Sum-Exp Inequalities

KAUST Repository

Nielsen, Frank

2016-12-09

Information-theoreticmeasures, such as the entropy, the cross-entropy and the Kullback-Leibler divergence between two mixture models, are core primitives in many signal processing tasks. Since the Kullback-Leibler divergence of mixtures provably does not admit a closed-form formula, it is in practice either estimated using costly Monte Carlo stochastic integration, approximated or bounded using various techniques. We present a fast and generic method that builds algorithmically closed-form lower and upper bounds on the entropy, the cross-entropy, the Kullback-Leibler and the α-divergences of mixtures. We illustrate the versatile method by reporting our experiments for approximating the Kullback-Leibler and the α-divergences between univariate exponential mixtures, Gaussian mixtures, Rayleigh mixtures and Gamma mixtures.

An equiratio mixture model for non-additive components : a case study for aspartame/acesulfame-K mixtures

NARCIS (Netherlands)

Schifferstein, H.N.J.

1996-01-01

The Equiratio Mixture Model predicts the psychophysical function for an equiratio mixture type on the basis of the psychophysical functions for the unmixed components. The model reliably estimates the sweetness of mixtures of sugars and sugar-alchohols, but is unable to predict intensity for

Monte Carlo simulation of Markov unreliability models

International Nuclear Information System (INIS)

Lewis, E.E.; Boehm, F.

1984-01-01

A Monte Carlo method is formulated for the evaluation of the unrealibility of complex systems with known component failure and repair rates. The formulation is in terms of a Markov process allowing dependences between components to be modeled and computational efficiencies to be achieved in the Monte Carlo simulation. Two variance reduction techniques, forced transition and failure biasing, are employed to increase computational efficiency of the random walk procedure. For an example problem these result in improved computational efficiency by more than three orders of magnitudes over analog Monte Carlo. The method is generalized to treat problems with distributed failure and repair rate data, and a batching technique is introduced and shown to result in substantial increases in computational efficiency for an example problem. A method for separating the variance due to the data uncertainty from that due to the finite number of random walks is presented. (orig.)

Stochastic radiative transfer model for mixture of discontinuous vegetation canopies

International Nuclear Information System (INIS)

Shabanov, Nikolay V.; Huang, D.; Knjazikhin, Y.; Dickinson, R.E.; Myneni, Ranga B.

2007-01-01

Modeling of the radiation regime of a mixture of vegetation species is a fundamental problem of the Earth's land remote sensing and climate applications. The major existing approaches, including the linear mixture model and the turbid medium (TM) mixture radiative transfer model, provide only an approximate solution to this problem. In this study, we developed the stochastic mixture radiative transfer (SMRT) model, a mathematically exact tool to evaluate radiation regime in a natural canopy with spatially varying optical properties, that is, canopy, which exhibits a structured mixture of vegetation species and gaps. The model solves for the radiation quantities, direct input to the remote sensing/climate applications: mean radiation fluxes over whole mixture and over individual species. The canopy structure is parameterized in the SMRT model in terms of two stochastic moments: the probability of finding species and the conditional pair-correlation of species. The second moment is responsible for the 3D radiation effects, namely, radiation streaming through gaps without interaction with vegetation and variation of the radiation fluxes between different species. We performed analytical and numerical analysis of the radiation effects, simulated with the SMRT model for the three cases of canopy structure: (a) non-ordered mixture of species and gaps (TM); (b) ordered mixture of species without gaps; and (c) ordered mixture of species with gaps. The analysis indicates that the variation of radiation fluxes between different species is proportional to the variation of species optical properties (leaf albedo, density of foliage, etc.) Gaps introduce significant disturbance to the radiation regime in the canopy as their optical properties constitute major contrast to those of any vegetation species. The SMRT model resolves deficiencies of the major existing mixture models: ignorance of species radiation coupling via multiple scattering of photons (the linear mixture model

Evaluating Mixture Modeling for Clustering: Recommendations and Cautions

Science.gov (United States)

Steinley, Douglas; Brusco, Michael J.

2011-01-01

This article provides a large-scale investigation into several of the properties of mixture-model clustering techniques (also referred to as latent class cluster analysis, latent profile analysis, model-based clustering, probabilistic clustering, Bayesian classification, unsupervised learning, and finite mixture models; see Vermunt & Magdison,…

Structural properties of dendrimer-colloid mixtures

International Nuclear Information System (INIS)

Lenz, Dominic A; Blaak, Ronald; Likos, Christos N

2012-01-01

We consider binary mixtures of colloidal particles and amphiphilic dendrimers of the second generation by means of Monte Carlo simulations. By using the effective interactions between monomer-resolved dendrimers and colloids, we compare the results of simulations of mixtures stemming from a full monomer-resolved description with the effective two-component description at different densities, composition ratios, colloid diameters and interaction strengths. Additionally, we map the two-component system onto an effective one-component model for the colloids in the presence of the dendrimers. Simulations based on the resulting depletion potentials allow us to extend the comparison to yet another level of coarse graining and to examine under which conditions this two-step approach is valid. In addition, a preliminary outlook into the phase behavior of this system is given. (paper)

Maximum likelihood estimation of finite mixture model for economic data

Science.gov (United States)

Phoong, Seuk-Yen; Ismail, Mohd Tahir

2014-06-01

Finite mixture model is a mixture model with finite-dimension. This models are provides a natural representation of heterogeneity in a finite number of latent classes. In addition, finite mixture models also known as latent class models or unsupervised learning models. Recently, maximum likelihood estimation fitted finite mixture models has greatly drawn statistician's attention. The main reason is because maximum likelihood estimation is a powerful statistical method which provides consistent findings as the sample sizes increases to infinity. Thus, the application of maximum likelihood estimation is used to fit finite mixture model in the present paper in order to explore the relationship between nonlinear economic data. In this paper, a two-component normal mixture model is fitted by maximum likelihood estimation in order to investigate the relationship among stock market price and rubber price for sampled countries. Results described that there is a negative effect among rubber price and stock market price for Malaysia, Thailand, Philippines and Indonesia.

Quasi-chemical approach for adsorption of mixtures with non-additive lateral interactions

Energy Technology Data Exchange (ETDEWEB)

Pinto, O.A. [Instituto de Bionanotecnología (INBIONATEC-CONICET), Universidad Nacional de Santiago de Estero, RN 9 Km 1125 Villa el Zanjón, Santiago del Estero G4206XCP (Argentina); Pasinetti, P.M., E-mail: pmp@unsl.edu.ar [Departamento de Física, Instituto de Física Aplicada (INFAP), Universidad Nacional de San Luis—CONICET, Ejército de los Andes 950, D5700BWS San Luis (Argentina); Ramirez-Pastor, A.J. [Departamento de Física, Instituto de Física Aplicada (INFAP), Universidad Nacional de San Luis—CONICET, Ejército de los Andes 950, D5700BWS San Luis (Argentina)

2017-01-15

Highlights: • The classical quasi-chemical approach is generalized to model non-additive mixtures. • The formalism allows to obtain the partial isotherms and the differential heat of adsorption. • A rich variety of low-temperature phases is observed in the adsorbed layer. • Theoretical results show a good agreement with Monte Carlo simulations. - Abstract: The statistical thermodynamics of binary mixtures with non-additive lateral interactions was developed on a generalization in the spirit of the lattice-gas model and the classical quasi-chemical approximation (QCA). The traditional assumption of a strictly pairwise additive nearest-neighbors interaction is replaced by a more general one, namely that the bond linking a certain atom with any of its neighbors depends considerably on how many of them are actually present (or absent) on the sites in the first coordination shell of the atom. The total and partial adsorption isotherms are given for both attractive and repulsive lateral interactions between the adsorbed species. Interesting behaviors are observed and discussed in terms of the low-temperature phases formed in the system. Comparisons with Monte Carlo simulations are performed in order to test the validity of the theoretical model.

Bayesian Hierarchical Scale Mixtures of Log-Normal Models for Inference in Reliability with Stochastic Constraint

Directory of Open Access Journals (Sweden)

Hea-Jung Kim

2017-06-01

Full Text Available This paper develops Bayesian inference in reliability of a class of scale mixtures of log-normal failure time (SMLNFT models with stochastic (or uncertain constraint in their reliability measures. The class is comprehensive and includes existing failure time (FT models (such as log-normal, log-Cauchy, and log-logistic FT models as well as new models that are robust in terms of heavy-tailed FT observations. Since classical frequency approaches to reliability analysis based on the SMLNFT model with stochastic constraint are intractable, the Bayesian method is pursued utilizing a Markov chain Monte Carlo (MCMC sampling based approach. This paper introduces a two-stage maximum entropy (MaxEnt prior, which elicits a priori uncertain constraint and develops Bayesian hierarchical SMLNFT model by using the prior. The paper also proposes an MCMC method for Bayesian inference in the SMLNFT model reliability and calls attention to properties of the MaxEnt prior that are useful for method development. Finally, two data sets are used to illustrate how the proposed methodology works.

Studies of Monte Carlo Modelling of Jets at ATLAS

CERN Document Server

Kar, Deepak; The ATLAS collaboration

2017-01-01

The predictions of different Monte Carlo generators for QCD jet production, both in multijets and for jets produced in association with other objects, are presented. Recent improvements in showering Monte Carlos provide new tools for assessing systematic uncertainties associated with these jets.  Studies of the dependence of physical observables on the choice of shower tune parameters and new prescriptions for assessing systematic uncertainties associated with the choice of shower model and tune are presented.

Modeling text with generalizable Gaussian mixtures

DEFF Research Database (Denmark)

Hansen, Lars Kai; Sigurdsson, Sigurdur; Kolenda, Thomas

2000-01-01

We apply and discuss generalizable Gaussian mixture (GGM) models for text mining. The model automatically adapts model complexity for a given text representation. We show that the generalizability of these models depends on the dimensionality of the representation and the sample size. We discuss...

Conditional Monte Carlo randomization tests for regression models.

Science.gov (United States)

Parhat, Parwen; Rosenberger, William F; Diao, Guoqing

2014-08-15

We discuss the computation of randomization tests for clinical trials of two treatments when the primary outcome is based on a regression model. We begin by revisiting the seminal paper of Gail, Tan, and Piantadosi (1988), and then describe a method based on Monte Carlo generation of randomization sequences. The tests based on this Monte Carlo procedure are design based, in that they incorporate the particular randomization procedure used. We discuss permuted block designs, complete randomization, and biased coin designs. We also use a new technique by Plamadeala and Rosenberger (2012) for simple computation of conditional randomization tests. Like Gail, Tan, and Piantadosi, we focus on residuals from generalized linear models and martingale residuals from survival models. Such techniques do not apply to longitudinal data analysis, and we introduce a method for computation of randomization tests based on the predicted rate of change from a generalized linear mixed model when outcomes are longitudinal. We show, by simulation, that these randomization tests preserve the size and power well under model misspecification. Copyright © 2014 John Wiley & Sons, Ltd.

Importance estimation in Monte Carlo modelling of neutron and photon transport

International Nuclear Information System (INIS)

Mickael, M.W.

1992-01-01

The estimation of neutron and photon importance in a three-dimensional geometry is achieved using a coupled Monte Carlo and diffusion theory calculation. The parameters required for the solution of the multigroup adjoint diffusion equation are estimated from an analog Monte Carlo simulation of the system under investigation. The solution of the adjoint diffusion equation is then used as an estimate of the particle importance in the actual simulation. This approach provides an automated and efficient variance reduction method for Monte Carlo simulations. The technique has been successfully applied to Monte Carlo simulation of neutron and coupled neutron-photon transport in the nuclear well-logging field. The results show that the importance maps obtained in a few minutes of computer time using this technique are in good agreement with Monte Carlo generated importance maps that require prohibitive computing times. The application of this method to Monte Carlo modelling of the response of neutron porosity and pulsed neutron instruments has resulted in major reductions in computation time. (Author)

Monte Carlo simulation models of breeding-population advancement.

Science.gov (United States)

J.N. King; G.R. Johnson

1993-01-01

Five generations of population improvement were modeled using Monte Carlo simulations. The model was designed to address questions that are important to the development of an advanced generation breeding population. Specifically we addressed the effects on both gain and effective population size of different mating schemes when creating a recombinant population for...

A Monte Carlo reflectance model for soil surfaces with three-dimensional structure

Science.gov (United States)

Cooper, K. D.; Smith, J. A.

1985-01-01

A Monte Carlo soil reflectance model has been developed to study the effect of macroscopic surface irregularities larger than the wavelength of incident flux. The model treats incoherent multiple scattering from Lambertian facets distributed on a periodic surface. Resulting bidirectional reflectance distribution functions are non-Lambertian and compare well with experimental trends reported in the literature. Examples showing the coupling of the Monte Carlo soil model to an adding bidirectional canopy of reflectance model are also given.

Modelling of electron contamination in clinical photon beams for Monte Carlo dose calculation

International Nuclear Information System (INIS)

Yang, J; Li, J S; Qin, L; Xiong, W; Ma, C-M

2004-01-01

The purpose of this work is to model electron contamination in clinical photon beams and to commission the source model using measured data for Monte Carlo treatment planning. In this work, a planar source is used to represent the contaminant electrons at a plane above the upper jaws. The source size depends on the dimensions of the field size at the isocentre. The energy spectra of the contaminant electrons are predetermined using Monte Carlo simulations for photon beams from different clinical accelerators. A 'random creep' method is employed to derive the weight of the electron contamination source by matching Monte Carlo calculated monoenergetic photon and electron percent depth-dose (PDD) curves with measured PDD curves. We have integrated this electron contamination source into a previously developed multiple source model and validated the model for photon beams from Siemens PRIMUS accelerators. The EGS4 based Monte Carlo user code BEAM and MCSIM were used for linac head simulation and dose calculation. The Monte Carlo calculated dose distributions were compared with measured data. Our results showed good agreement (less than 2% or 2 mm) for 6, 10 and 18 MV photon beams

CAD-based Monte Carlo automatic modeling method based on primitive solid

International Nuclear Information System (INIS)

Wang, Dong; Song, Jing; Yu, Shengpeng; Long, Pengcheng; Wang, Yongliang

2016-01-01

Highlights: • We develop a method which bi-convert between CAD model and primitive solid. • This method was improved from convert method between CAD model and half space. • This method was test by ITER model and validated the correctness and efficiency. • This method was integrated in SuperMC which could model for SuperMC and Geant4. - Abstract: Monte Carlo method has been widely used in nuclear design and analysis, where geometries are described with primitive solids. However, it is time consuming and error prone to describe a primitive solid geometry, especially for a complicated model. To reuse the abundant existed CAD models and conveniently model with CAD modeling tools, an automatic modeling method for accurate prompt modeling between CAD model and primitive solid is needed. An automatic modeling method for Monte Carlo geometry described by primitive solid was developed which could bi-convert between CAD model and Monte Carlo geometry represented by primitive solids. While converting from CAD model to primitive solid model, the CAD model was decomposed into several convex solid sets, and then corresponding primitive solids were generated and exported. While converting from primitive solid model to the CAD model, the basic primitive solids were created and related operation was done. This method was integrated in the SuperMC and was benchmarked with ITER benchmark model. The correctness and efficiency of this method were demonstrated.

Anomalous relaxation in binary mixtures: a dynamic facilitation picture

International Nuclear Information System (INIS)

Moreno, A J; Colmenero, J

2007-01-01

Recent computational investigations of polymeric and non-polymeric binary mixtures have reported anomalous relaxation features when both components exhibit very different mobilities. Anomalous relaxation is characterized by sublinear power-law behaviour for mean-squared displacements, logarithmic decay in dynamic correlators, and a striking concave-to-convex crossover in the latter by tuning the relevant control parameter, in analogy with predictions of the mode-coupling theory for state points close to higher-order transitions. We present Monte Carlo simulations on a coarse-grained model for relaxation in binary mixtures. The liquid structure is substituted by a three-dimensional array of cells. A spin variable is assigned to each cell, representing unexcited and excited local states of a mobility field. Changes in local mobility (spin flip) are permitted according to kinetic constraints determined by the mobilities of the neighbouring cells. We introduce two types of cell ('fast' and 'slow') with very different rates for spin flip. This coarse-grained model qualitatively reproduces the mentioned anomalous relaxation features observed for real binary mixtures

Modeling abundance using N-mixture models: the importance of considering ecological mechanisms.

Science.gov (United States)

Joseph, Liana N; Elkin, Ché; Martin, Tara G; Possinghami, Hugh P

2009-04-01

Predicting abundance across a species' distribution is useful for studies of ecology and biodiversity management. Modeling of survey data in relation to environmental variables can be a powerful method for extrapolating abundances across a species' distribution and, consequently, calculating total abundances and ultimately trends. Research in this area has demonstrated that models of abundance are often unstable and produce spurious estimates, and until recently our ability to remove detection error limited the development of accurate models. The N-mixture model accounts for detection and abundance simultaneously and has been a significant advance in abundance modeling. Case studies that have tested these new models have demonstrated success for some species, but doubt remains over the appropriateness of standard N-mixture models for many species. Here we develop the N-mixture model to accommodate zero-inflated data, a common occurrence in ecology, by employing zero-inflated count models. To our knowledge, this is the first application of this method to modeling count data. We use four variants of the N-mixture model (Poisson, zero-inflated Poisson, negative binomial, and zero-inflated negative binomial) to model abundance, occupancy (zero-inflated models only) and detection probability of six birds in South Australia. We assess models by their statistical fit and the ecological realism of the parameter estimates. Specifically, we assess the statistical fit with AIC and assess the ecological realism by comparing the parameter estimates with expected values derived from literature, ecological theory, and expert opinion. We demonstrate that, despite being frequently ranked the "best model" according to AIC, the negative binomial variants of the N-mixture often produce ecologically unrealistic parameter estimates. The zero-inflated Poisson variant is preferable to the negative binomial variants of the N-mixture, as it models an ecological mechanism rather than a

Self-organising mixture autoregressive model for non-stationary time series modelling.

Science.gov (United States)

Ni, He; Yin, Hujun

2008-12-01

Modelling non-stationary time series has been a difficult task for both parametric and nonparametric methods. One promising solution is to combine the flexibility of nonparametric models with the simplicity of parametric models. In this paper, the self-organising mixture autoregressive (SOMAR) network is adopted as a such mixture model. It breaks time series into underlying segments and at the same time fits local linear regressive models to the clusters of segments. In such a way, a global non-stationary time series is represented by a dynamic set of local linear regressive models. Neural gas is used for a more flexible structure of the mixture model. Furthermore, a new similarity measure has been introduced in the self-organising network to better quantify the similarity of time series segments. The network can be used naturally in modelling and forecasting non-stationary time series. Experiments on artificial, benchmark time series (e.g. Mackey-Glass) and real-world data (e.g. numbers of sunspots and Forex rates) are presented and the results show that the proposed SOMAR network is effective and superior to other similar approaches.

Semiparametric Mixtures of Regressions with Single-index for Model Based Clustering

OpenAIRE

Xiang, Sijia; Yao, Weixin

2017-01-01

In this article, we propose two classes of semiparametric mixture regression models with single-index for model based clustering. Unlike many semiparametric/nonparametric mixture regression models that can only be applied to low dimensional predictors, the new semiparametric models can easily incorporate high dimensional predictors into the nonparametric components. The proposed models are very general, and many of the recently proposed semiparametric/nonparametric mixture regression models a...

Modeling of Multicomponent Mixture Separation Processes Using Hollow fiber Membrane

Energy Technology Data Exchange (ETDEWEB)

Kim, Sin-Ah; Kim, Jin-Kuk; Lee, Young Moo; Yeo, Yeong-Koo [Hanyang University, Seoul (Korea, Republic of)

2015-02-15

So far, most of research activities on modeling of membrane separation processes have been focused on binary feed mixture. But, in actual separation operations, binary feed is hard to find and most separation processes involve multicomponent feed mixture. In this work models for membrane separation processes treating multicomponent feed mixture are developed. Various model types are investigated and validity of proposed models are analysed based on experimental data obtained using hollowfiber membranes. The proposed separation models show quick convergence and exhibit good tracking performance.

Application of MCAM in generating Monte Carlo model for ITER port limiter

International Nuclear Information System (INIS)

Lu Lei; Li Ying; Ding Aiping; Zeng Qin; Huang Chenyu; Wu Yican

2007-01-01

On the basis of the pre-processing and conversion functions supplied by MCAM (Monte-Carlo Particle Transport Calculated Automatic Modeling System), this paper performed the generation of ITER Port Limiter MC (Monte-Carlo) calculation model from the CAD engineering model. The result was validated by using reverse function of MCAM and MCNP PLOT 2D cross-section drawing program. the successful application of MCAM to ITER Port Limiter demonstrates that MCAM is capable of dramatically increasing the efficiency and accuracy to generate MC calculation models from CAD engineering models with complex geometry comparing with the traditional manual modeling method. (authors)

Microphase Separation in Oil-Water Mixtures Containing Hydrophilic and Hydrophobic Ions

NARCIS (Netherlands)

Tasios, Nikos; Samin, Sela; van Roij, Rene; Dijkstra, Marjolein

2017-01-01

We develop a lattice-based Monte Carlo simulation method for charged mixtures capable of treating dielectric heterogeneities. Using this method, we study oil-water mixtures containing an antagonistic salt, with hydrophilic cations and hydrophobic anions. Our simulations reveal several phases with a

Empirical Analysis of Stochastic Volatility Model by Hybrid Monte Carlo Algorithm

International Nuclear Information System (INIS)

Takaishi, Tetsuya

2013-01-01

The stochastic volatility model is one of volatility models which infer latent volatility of asset returns. The Bayesian inference of the stochastic volatility (SV) model is performed by the hybrid Monte Carlo (HMC) algorithm which is superior to other Markov Chain Monte Carlo methods in sampling volatility variables. We perform the HMC simulations of the SV model for two liquid stock returns traded on the Tokyo Stock Exchange and measure the volatilities of those stock returns. Then we calculate the accuracy of the volatility measurement using the realized volatility as a proxy of the true volatility and compare the SV model with the GARCH model which is one of other volatility models. Using the accuracy calculated with the realized volatility we find that empirically the SV model performs better than the GARCH model.

Prevalence Incidence Mixture Models

Science.gov (United States)

The R package and webtool fits Prevalence Incidence Mixture models to left-censored and irregularly interval-censored time to event data that is commonly found in screening cohorts assembled from electronic health records. Absolute and relative risk can be estimated for simple random sampling, and stratified sampling (the two approaches of superpopulation and a finite population are supported for target populations). Non-parametric (absolute risks only), semi-parametric, weakly-parametric (using B-splines), and some fully parametric (such as the logistic-Weibull) models are supported.

Modeling of electron behaviors under microwave electric field in methane and air pre-mixture gas plasma assisted combustion

Science.gov (United States)

Akashi, Haruaki; Sasaki, K.; Yoshinaga, T.

2011-10-01

Recently, plasma-assisted combustion has been focused on for achieving more efficient combustion way of fossil fuels, reducing pollutants and so on. Shinohara et al has reported that the flame length of methane and air premixed burner shortened by irradiating microwave power without increase of gas temperature. This suggests that electrons heated by microwave electric field assist the combustion. They also measured emission from 2nd Positive Band System (2nd PBS) of nitrogen during the irradiation. To clarify this mechanism, electron behavior under microwave power should be examined. To obtain electron transport parameters, electron Monte Carlo simulations in methane and air mixture gas have been done. A simple model has been developed to simulate inside the flame. To make this model simple, some assumptions are made. The electrons diffuse from the combustion plasma region. And the electrons quickly reach their equilibrium state. And it is found that the simulated emission from 2nd PBS agrees with the experimental result. Recently, plasma-assisted combustion has been focused on for achieving more efficient combustion way of fossil fuels, reducing pollutants and so on. Shinohara et al has reported that the flame length of methane and air premixed burner shortened by irradiating microwave power without increase of gas temperature. This suggests that electrons heated by microwave electric field assist the combustion. They also measured emission from 2nd Positive Band System (2nd PBS) of nitrogen during the irradiation. To clarify this mechanism, electron behavior under microwave power should be examined. To obtain electron transport parameters, electron Monte Carlo simulations in methane and air mixture gas have been done. A simple model has been developed to simulate inside the flame. To make this model simple, some assumptions are made. The electrons diffuse from the combustion plasma region. And the electrons quickly reach their equilibrium state. And it is found

Quasi Monte Carlo methods for optimization models of the energy industry with pricing and load processes; Quasi-Monte Carlo Methoden fuer Optimierungsmodelle der Energiewirtschaft mit Preis- und Last-Prozessen

Energy Technology Data Exchange (ETDEWEB)

Leoevey, H.; Roemisch, W. [Humboldt-Univ., Berlin (Germany)

2015-07-01

We discuss progress in quasi Monte Carlo methods for numerical calculation integrals or expected values and justify why these methods are more efficient than the classic Monte Carlo methods. Quasi Monte Carlo methods are found to be particularly efficient if the integrands have a low effective dimension. That's why We also discuss the concept of effective dimension and prove on the example of a stochastic Optimization model of the energy industry that such models can posses a low effective dimension. Modern quasi Monte Carlo methods are therefore for such models very promising. [German] Wir diskutieren Fortschritte bei Quasi-Monte Carlo Methoden zur numerischen Berechnung von Integralen bzw. Erwartungswerten und begruenden warum diese Methoden effizienter sind als die klassischen Monte Carlo Methoden. Quasi-Monte Carlo Methoden erweisen sich als besonders effizient, falls die Integranden eine geringe effektive Dimension besitzen. Deshalb diskutieren wir auch den Begriff effektive Dimension und weisen am Beispiel eines stochastischen Optimierungsmodell aus der Energiewirtschaft nach, dass solche Modelle eine niedrige effektive Dimension besitzen koennen. Moderne Quasi-Monte Carlo Methoden sind deshalb fuer solche Modelle sehr erfolgversprechend.

A Monte Carlo study of backscattering effects in the photoelectron emission from CsI into CH$_{4}$ and Ar-CH$_{4}$ mixtures

CERN Document Server

Escada, J; Rachinhas, P J B M; Lopes, J A M; Santos, F P; Távora, L M N; Conde, C A N; Stauffer, A D

2007-01-01

Monte Carlo simulation is used to investigate photoelectron backscattering effects in the emission from a CsI photocathode into CH4 and Ar-CH4 mixtures for incident monochromatic photons with energies Eph in the range 6.8 eV to 9.8 eV (182 nm to 127 nm), and photons from a continuous VUV Hg(Ar) lamp with a spectral distribution peaked at Eph = 6.7 eV (185 nm), considering reduced applied electric fields E/N in the 0.1 Td to 40 Td range. The addition of CH4 to a noble gas efficiently increases electron transmission and drift velocity, due to vibrational excitation of the molecules at low electron energies. Results are presented for the photoelectron transmission efficiencies f, where f is the fraction of the number of photoelectrons emitted from CsI which are transmitted through the gas as compared to vacuum. The dependence of f on Eph, E/N, and mixture composition is analyzed and explained in terms of electron scattering in the different gas media, and results are compared with available measurements. Electro...

A path integral methodology for obtaining thermodynamic properties of nonadiabatic systems using Gaussian mixture distributions

Science.gov (United States)

Raymond, Neil; Iouchtchenko, Dmitri; Roy, Pierre-Nicholas; Nooijen, Marcel

2018-05-01

We introduce a new path integral Monte Carlo method for investigating nonadiabatic systems in thermal equilibrium and demonstrate an approach to reducing stochastic error. We derive a general path integral expression for the partition function in a product basis of continuous nuclear and discrete electronic degrees of freedom without the use of any mapping schemes. We separate our Hamiltonian into a harmonic portion and a coupling portion; the partition function can then be calculated as the product of a Monte Carlo estimator (of the coupling contribution to the partition function) and a normalization factor (that is evaluated analytically). A Gaussian mixture model is used to evaluate the Monte Carlo estimator in a computationally efficient manner. Using two model systems, we demonstrate our approach to reduce the stochastic error associated with the Monte Carlo estimator. We show that the selection of the harmonic oscillators comprising the sampling distribution directly affects the efficiency of the method. Our results demonstrate that our path integral Monte Carlo method's deviation from exact Trotter calculations is dominated by the choice of the sampling distribution. By improving the sampling distribution, we can drastically reduce the stochastic error leading to lower computational cost.

A Dirichlet process mixture model for brain MRI tissue classification.

Science.gov (United States)

Ferreira da Silva, Adelino R

2007-04-01

Accurate classification of magnetic resonance images according to tissue type or region of interest has become a critical requirement in diagnosis, treatment planning, and cognitive neuroscience. Several authors have shown that finite mixture models give excellent results in the automated segmentation of MR images of the human normal brain. However, performance and robustness of finite mixture models deteriorate when the models have to deal with a variety of anatomical structures. In this paper, we propose a nonparametric Bayesian model for tissue classification of MR images of the brain. The model, known as Dirichlet process mixture model, uses Dirichlet process priors to overcome the limitations of current parametric finite mixture models. To validate the accuracy and robustness of our method we present the results of experiments carried out on simulated MR brain scans, as well as on real MR image data. The results are compared with similar results from other well-known MRI segmentation methods.

A Note on the Use of Mixture Models for Individual Prediction.

Science.gov (United States)

Cole, Veronica T; Bauer, Daniel J

Mixture models capture heterogeneity in data by decomposing the population into latent subgroups, each of which is governed by its own subgroup-specific set of parameters. Despite the flexibility and widespread use of these models, most applications have focused solely on making inferences for whole or sub-populations, rather than individual cases. The current article presents a general framework for computing marginal and conditional predicted values for individuals using mixture model results. These predicted values can be used to characterize covariate effects, examine the fit of the model for specific individuals, or forecast future observations from previous ones. Two empirical examples are provided to demonstrate the usefulness of individual predicted values in applications of mixture models. The first example examines the relative timing of initiation of substance use using a multiple event process survival mixture model whereas the second example evaluates changes in depressive symptoms over adolescence using a growth mixture model.

Parameter uncertainty and model predictions: a review of Monte Carlo results

International Nuclear Information System (INIS)

Gardner, R.H.; O'Neill, R.V.

1979-01-01

Studies of parameter variability by Monte Carlo analysis are reviewed using repeated simulations of the model with randomly selected parameter values. At the beginning of each simulation, parameter values are chosen from specific frequency distributions. This process is continued for a number of iterations sufficient to converge on an estimate of the frequency distribution of the output variables. The purpose was to explore the general properties of error propagaton in models. Testing the implicit assumptions of analytical methods and pointing out counter-intuitive results produced by the Monte Carlo approach are additional points covered

Monte Carlo Simulations of Compressible Ising Models: Do We Understand Them?

Science.gov (United States)

Landau, D. P.; Dünweg, B.; Laradji, M.; Tavazza, F.; Adler, J.; Cannavaccioulo, L.; Zhu, X.

Extensive Monte Carlo simulations have begun to shed light on our understanding of phase transitions and universality classes for compressible Ising models. A comprehensive analysis of a Landau-Ginsburg-Wilson hamiltonian for systems with elastic degrees of freedom resulted in the prediction that there should be four distinct cases that would have different behavior, depending upon symmetries and thermodynamic constraints. We shall provide an account of the results of careful Monte Carlo simulations for a simple compressible Ising model that can be suitably modified so as to replicate all four cases.

Profit Forecast Model Using Monte Carlo Simulation in Excel

Directory of Open Access Journals (Sweden)

Petru BALOGH

2014-01-01

Full Text Available Profit forecast is very important for any company. The purpose of this study is to provide a method to estimate the profit and the probability of obtaining the expected profit. Monte Carlo methods are stochastic techniques–meaning they are based on the use of random numbers and probability statistics to investigate problems. Monte Carlo simulation furnishes the decision-maker with a range of possible outcomes and the probabilities they will occur for any choice of action. Our example of Monte Carlo simulation in Excel will be a simplified profit forecast model. Each step of the analysis will be described in detail. The input data for the case presented: the number of leads per month, the percentage of leads that result in sales, , the cost of a single lead, the profit per sale and fixed cost, allow obtaining profit and associated probabilities of achieving.

Calibration and Monte Carlo modelling of neutron long counters

CERN Document Server

Tagziria, H

2000-01-01

The Monte Carlo technique has become a very powerful tool in radiation transport as full advantage is taken of enhanced cross-section data, more powerful computers and statistical techniques, together with better characterisation of neutron and photon source spectra. At the National Physical Laboratory, calculations using the Monte Carlo radiation transport code MCNP-4B have been combined with accurate measurements to characterise two long counters routinely used to standardise monoenergetic neutron fields. New and more accurate response function curves have been produced for both long counters. A novel approach using Monte Carlo methods has been developed, validated and used to model the response function of the counters and determine more accurately their effective centres, which have always been difficult to establish experimentally. Calculations and measurements agree well, especially for the De Pangher long counter for which details of the design and constructional material are well known. The sensitivit...

forecasting with nonlinear time series model: a monte-carlo

African Journals Online (AJOL)

PUBLICATIONS1

Carlo method of forecasting using a special nonlinear time series model, called logistic smooth transition ... We illustrate this new method using some simulation ..... in MATLAB 7.5.0. ... process (DGP) using the logistic smooth transi-.

Modeling dose-rate on/over the surface of cylindrical radio-models using Monte Carlo methods

International Nuclear Information System (INIS)

Xiao Xuefu; Ma Guoxue; Wen Fuping; Wang Zhongqi; Wang Chaohui; Zhang Jiyun; Huang Qingbo; Zhang Jiaqiu; Wang Xinxing; Wang Jun

2004-01-01

Objective: To determine the dose-rates on/over the surface of 10 cylindrical radio-models, which belong to the Metrology Station of Radio-Geological Survey of CNNC. Methods: The dose-rates on/over the surface of 10 cylindrical radio-models were modeled using the famous Monte Carlo code-MCNP. The dose-rates on/over the surface of 10 cylindrical radio-models were measured by a high gas pressurized ionization chamber dose-rate meter, respectively. The values of dose-rate modeled using MCNP code were compared with those obtained by authors in the present experimental measurement, and with those obtained by other workers previously. Some factors causing the discrepancy between the data obtained by authors using MCNP code and the data obtained using other methods are discussed in this paper. Results: The data of dose-rates on/over the surface of 10 cylindrical radio-models, obtained using MCNP code, were in good agreement with those obtained by other workers using the theoretical method. They were within the discrepancy of ±5% in general, and the maximum discrepancy was less than 10%. Conclusions: As if each factor needed for the Monte Carlo code is correct, the dose-rates on/over the surface of cylindrical radio-models modeled using the Monte Carlo code are correct with an uncertainty of 3%

Structure-reactivity modeling using mixture-based representation of chemical reactions.

Science.gov (United States)

Polishchuk, Pavel; Madzhidov, Timur; Gimadiev, Timur; Bodrov, Andrey; Nugmanov, Ramil; Varnek, Alexandre

2017-09-01

We describe a novel approach of reaction representation as a combination of two mixtures: a mixture of reactants and a mixture of products. In turn, each mixture can be encoded using an earlier reported approach involving simplex descriptors (SiRMS). The feature vector representing these two mixtures results from either concatenated product and reactant descriptors or the difference between descriptors of products and reactants. This reaction representation doesn't need an explicit labeling of a reaction center. The rigorous "product-out" cross-validation (CV) strategy has been suggested. Unlike the naïve "reaction-out" CV approach based on a random selection of items, the proposed one provides with more realistic estimation of prediction accuracy for reactions resulting in novel products. The new methodology has been applied to model rate constants of E2 reactions. It has been demonstrated that the use of the fragment control domain applicability approach significantly increases prediction accuracy of the models. The models obtained with new "mixture" approach performed better than those required either explicit (Condensed Graph of Reaction) or implicit (reaction fingerprints) reaction center labeling.

Identifiability in N-mixture models: a large-scale screening test with bird data.

Science.gov (United States)

Kéry, Marc

2018-02-01

Binomial N-mixture models have proven very useful in ecology, conservation, and monitoring: they allow estimation and modeling of abundance separately from detection probability using simple counts. Recently, doubts about parameter identifiability have been voiced. I conducted a large-scale screening test with 137 bird data sets from 2,037 sites. I found virtually no identifiability problems for Poisson and zero-inflated Poisson (ZIP) binomial N-mixture models, but negative-binomial (NB) models had problems in 25% of all data sets. The corresponding multinomial N-mixture models had no problems. Parameter estimates under Poisson and ZIP binomial and multinomial N-mixture models were extremely similar. Identifiability problems became a little more frequent with smaller sample sizes (267 and 50 sites), but were unaffected by whether the models did or did not include covariates. Hence, binomial N-mixture model parameters with Poisson and ZIP mixtures typically appeared identifiable. In contrast, NB mixtures were often unidentifiable, which is worrying since these were often selected by Akaike's information criterion. Identifiability of binomial N-mixture models should always be checked. If problems are found, simpler models, integrated models that combine different observation models or the use of external information via informative priors or penalized likelihoods, may help. © 2017 by the Ecological Society of America.

Pushing the limits of Monte Carlo simulations for the three-dimensional Ising model

Science.gov (United States)

Ferrenberg, Alan M.; Xu, Jiahao; Landau, David P.

2018-04-01

While the three-dimensional Ising model has defied analytic solution, various numerical methods like Monte Carlo, Monte Carlo renormalization group, and series expansion have provided precise information about the phase transition. Using Monte Carlo simulation that employs the Wolff cluster flipping algorithm with both 32-bit and 53-bit random number generators and data analysis with histogram reweighting and quadruple precision arithmetic, we have investigated the critical behavior of the simple cubic Ising Model, with lattice sizes ranging from 163 to 10243. By analyzing data with cross correlations between various thermodynamic quantities obtained from the same data pool, e.g., logarithmic derivatives of magnetization and derivatives of magnetization cumulants, we have obtained the critical inverse temperature Kc=0.221 654 626 (5 ) and the critical exponent of the correlation length ν =0.629 912 (86 ) with precision that exceeds all previous Monte Carlo estimates.

Modeling of non-additive mixture properties using the Online CHEmical database and Modeling environment (OCHEM

Directory of Open Access Journals (Sweden)

Oprisiu Ioana

2013-01-01

Full Text Available Abstract The Online Chemical Modeling Environment (OCHEM, http://ochem.eu is a web-based platform that provides tools for automation of typical steps necessary to create a predictive QSAR/QSPR model. The platform consists of two major subsystems: a database of experimental measurements and a modeling framework. So far, OCHEM has been limited to the processing of individual compounds. In this work, we extended OCHEM with a new ability to store and model properties of binary non-additive mixtures. The developed system is publicly accessible, meaning that any user on the Web can store new data for binary mixtures and develop models to predict their non-additive properties. The database already contains almost 10,000 data points for the density, bubble point, and azeotropic behavior of binary mixtures. For these data, we developed models for both qualitative (azeotrope/zeotrope and quantitative endpoints (density and bubble points using different learning methods and specially developed descriptors for mixtures. The prediction performance of the models was similar to or more accurate than results reported in previous studies. Thus, we have developed and made publicly available a powerful system for modeling mixtures of chemical compounds on the Web.

ODE constrained mixture modelling: a method for unraveling subpopulation structures and dynamics.

Directory of Open Access Journals (Sweden)

Jan Hasenauer

2014-07-01

Full Text Available Functional cell-to-cell variability is ubiquitous in multicellular organisms as well as bacterial populations. Even genetically identical cells of the same cell type can respond differently to identical stimuli. Methods have been developed to analyse heterogeneous populations, e.g., mixture models and stochastic population models. The available methods are, however, either incapable of simultaneously analysing different experimental conditions or are computationally demanding and difficult to apply. Furthermore, they do not account for biological information available in the literature. To overcome disadvantages of existing methods, we combine mixture models and ordinary differential equation (ODE models. The ODE models provide a mechanistic description of the underlying processes while mixture models provide an easy way to capture variability. In a simulation study, we show that the class of ODE constrained mixture models can unravel the subpopulation structure and determine the sources of cell-to-cell variability. In addition, the method provides reliable estimates for kinetic rates and subpopulation characteristics. We use ODE constrained mixture modelling to study NGF-induced Erk1/2 phosphorylation in primary sensory neurones, a process relevant in inflammatory and neuropathic pain. We propose a mechanistic pathway model for this process and reconstructed static and dynamical subpopulation characteristics across experimental conditions. We validate the model predictions experimentally, which verifies the capabilities of ODE constrained mixture models. These results illustrate that ODE constrained mixture models can reveal novel mechanistic insights and possess a high sensitivity.

ODE constrained mixture modelling: a method for unraveling subpopulation structures and dynamics.

Science.gov (United States)

Hasenauer, Jan; Hasenauer, Christine; Hucho, Tim; Theis, Fabian J

2014-07-01

Functional cell-to-cell variability is ubiquitous in multicellular organisms as well as bacterial populations. Even genetically identical cells of the same cell type can respond differently to identical stimuli. Methods have been developed to analyse heterogeneous populations, e.g., mixture models and stochastic population models. The available methods are, however, either incapable of simultaneously analysing different experimental conditions or are computationally demanding and difficult to apply. Furthermore, they do not account for biological information available in the literature. To overcome disadvantages of existing methods, we combine mixture models and ordinary differential equation (ODE) models. The ODE models provide a mechanistic description of the underlying processes while mixture models provide an easy way to capture variability. In a simulation study, we show that the class of ODE constrained mixture models can unravel the subpopulation structure and determine the sources of cell-to-cell variability. In addition, the method provides reliable estimates for kinetic rates and subpopulation characteristics. We use ODE constrained mixture modelling to study NGF-induced Erk1/2 phosphorylation in primary sensory neurones, a process relevant in inflammatory and neuropathic pain. We propose a mechanistic pathway model for this process and reconstructed static and dynamical subpopulation characteristics across experimental conditions. We validate the model predictions experimentally, which verifies the capabilities of ODE constrained mixture models. These results illustrate that ODE constrained mixture models can reveal novel mechanistic insights and possess a high sensitivity.

Yet another Monte Carlo study of the Schwinger model

International Nuclear Information System (INIS)

Sogo, K.; Kimura, N.

1986-01-01

Some methodological improvements are introduced in the quantum Monte Carlo simulation of the 1 + 1 dimensional quantum electrodynamics (the Schwinger model). Properties at finite temperatures are investigated, concentrating on the existence of the chirality transition and of the deconfinement transition. (author)

Yet another Monte Carlo study of the Schwinger model

International Nuclear Information System (INIS)

Sogo, K.; Kimura, N.

1986-03-01

Some methodological improvements are introduced in the quantum Monte Carlo simulation of the 1 + 1 dimensional quantum electrodynamics (the Schwinger model). Properties at finite temperatures are investigated, concentrating on the existence of the chirality transition and of the deconfinement transition. (author)

Optimal mixture experiments

CERN Document Server

Sinha, B K; Pal, Manisha; Das, P

2014-01-01

The book dwells mainly on the optimality aspects of mixture designs. As mixture models are a special case of regression models, a general discussion on regression designs has been presented, which includes topics like continuous designs, de la Garza phenomenon, Loewner order domination, Equivalence theorems for different optimality criteria and standard optimality results for single variable polynomial regression and multivariate linear and quadratic regression models. This is followed by a review of the available literature on estimation of parameters in mixture models. Based on recent research findings, the volume also introduces optimal mixture designs for estimation of optimum mixing proportions in different mixture models, which include Scheffé’s quadratic model, Darroch-Waller model, log- contrast model, mixture-amount models, random coefficient models and multi-response model.  Robust mixture designs and mixture designs in blocks have been also reviewed. Moreover, some applications of mixture desig...

Propagation of uncertainty in nasal spray in vitro performance models using Monte Carlo simulation: Part II. Error propagation during product performance modeling.

Science.gov (United States)

Guo, Changning; Doub, William H; Kauffman, John F

2010-08-01

Monte Carlo simulations were applied to investigate the propagation of uncertainty in both input variables and response measurements on model prediction for nasal spray product performance design of experiment (DOE) models in the first part of this study, with an initial assumption that the models perfectly represent the relationship between input variables and the measured responses. In this article, we discard the initial assumption, and extended the Monte Carlo simulation study to examine the influence of both input variable variation and product performance measurement variation on the uncertainty in DOE model coefficients. The Monte Carlo simulations presented in this article illustrate the importance of careful error propagation during product performance modeling. Our results show that the error estimates based on Monte Carlo simulation result in smaller model coefficient standard deviations than those from regression methods. This suggests that the estimated standard deviations from regression may overestimate the uncertainties in the model coefficients. Monte Carlo simulations provide a simple software solution to understand the propagation of uncertainty in complex DOE models so that design space can be specified with statistically meaningful confidence levels. (c) 2010 Wiley-Liss, Inc. and the American Pharmacists Association

Exploring uncertainty in glacier mass balance modelling with Monte Carlo simulation

NARCIS (Netherlands)

Machguth, H.; Purves, R.S.; Oerlemans, J.; Hoelzle, M.; Paul, F.

2008-01-01

By means of Monte Carlo simulations we calculated uncertainty in modelled cumulative mass balance over 400 days at one particular point on the tongue of Morteratsch Glacier, Switzerland, using a glacier energy balance model of intermediate complexity. Before uncertainty assessment, the model was

Implementation of a Monte Carlo based inverse planning model for clinical IMRT with MCNP code

International Nuclear Information System (INIS)

He, Tongming Tony

2003-01-01

Inaccurate dose calculations and limitations of optimization algorithms in inverse planning introduce systematic and convergence errors to treatment plans. This work was to implement a Monte Carlo based inverse planning model for clinical IMRT aiming to minimize the aforementioned errors. The strategy was to precalculate the dose matrices of beamlets in a Monte Carlo based method followed by the optimization of beamlet intensities. The MCNP 4B (Monte Carlo N-Particle version 4B) code was modified to implement selective particle transport and dose tallying in voxels and efficient estimation of statistical uncertainties. The resulting performance gain was over eleven thousand times. Due to concurrent calculation of multiple beamlets of individual ports, hundreds of beamlets in an IMRT plan could be calculated within a practical length of time. A finite-sized point source model provided a simple and accurate modeling of treatment beams. The dose matrix calculations were validated through measurements in phantoms. Agreements were better than 1.5% or 0.2 cm. The beamlet intensities were optimized using a parallel platform based optimization algorithm that was capable of escape from local minima and preventing premature convergence. The Monte Carlo based inverse planning model was applied to clinical cases. The feasibility and capability of Monte Carlo based inverse planning for clinical IMRT was demonstrated. Systematic errors in treatment plans of a commercial inverse planning system were assessed in comparison with the Monte Carlo based calculations. Discrepancies in tumor doses and critical structure doses were up to 12% and 17%, respectively. The clinical importance of Monte Carlo based inverse planning for IMRT was demonstrated

Models for the computation of opacity of mixtures

International Nuclear Information System (INIS)

Klapisch, Marcel; Busquet, Michel

2013-01-01

We compare four models for the partial densities of the components of mixtures. These models yield different opacities as shown on polystyrene, acrylic and polyimide in local thermodynamical equilibrium (LTE). Two of these models, the ‘whole volume partial pressure’ model (M1) and its modification (M2) are not thermodynamically consistent (TC). The other two models are TC and minimize free energy. M3, the ‘partial volume equal pressure’ model, uses equality of chemical potential. M4 uses commonality of free electron density. The latter two give essentially identical results in LTE, but M4’s convergence is slower. M4 is easily generalized to non-LTE conditions. Non-LTE effects are shown by the variation of the Planck mean opacity of the mixtures with temperature and density. (paper)

A vectorized Monte Carlo code for modeling photon transport in SPECT

International Nuclear Information System (INIS)

Smith, M.F.; Floyd, C.E. Jr.; Jaszczak, R.J.

1993-01-01

A vectorized Monte Carlo computer code has been developed for modeling photon transport in single photon emission computed tomography (SPECT). The code models photon transport in a uniform attenuating region and photon detection by a gamma camera. It is adapted from a history-based Monte Carlo code in which photon history data are stored in scalar variables and photon histories are computed sequentially. The vectorized code is written in FORTRAN77 and uses an event-based algorithm in which photon history data are stored in arrays and photon history computations are performed within DO loops. The indices of the DO loops range over the number of photon histories, and these loops may take advantage of the vector processing unit of our Stellar GS1000 computer for pipelined computations. Without the use of the vector processor the event-based code is faster than the history-based code because of numerical optimization performed during conversion to the event-based algorithm. When only the detection of unscattered photons is modeled, the event-based code executes 5.1 times faster with the use of the vector processor than without; when the detection of scattered and unscattered photons is modeled the speed increase is a factor of 2.9. Vectorization is a valuable way to increase the performance of Monte Carlo code for modeling photon transport in SPECT

New models for predicting thermophysical properties of ionic liquid mixtures.

Science.gov (United States)

Huang, Ying; Zhang, Xiangping; Zhao, Yongsheng; Zeng, Shaojuan; Dong, Haifeng; Zhang, Suojiang

2015-10-28

Potential applications of ILs require the knowledge of the physicochemical properties of ionic liquid (IL) mixtures. In this work, a series of semi-empirical models were developed to predict the density, surface tension, heat capacity and thermal conductivity of IL mixtures. Each semi-empirical model only contains one new characteristic parameter, which can be determined using one experimental data point. In addition, as another effective tool, artificial neural network (ANN) models were also established. The two kinds of models were verified by a total of 2304 experimental data points for binary mixtures of ILs and molecular compounds. The overall average absolute deviations (AARDs) of both the semi-empirical and ANN models are less than 2%. Compared to previously reported models, these new semi-empirical models require fewer adjustable parameters and can be applied in a wider range of applications.

Modeling mixtures of thyroid gland function disruptors in a vertebrate alternative model, the zebrafish eleutheroembryo

International Nuclear Information System (INIS)

Thienpont, Benedicte; Barata, Carlos; Raldúa, Demetrio

2013-01-01

Maternal thyroxine (T4) plays an essential role in fetal brain development, and even mild and transitory deficits in free-T4 in pregnant women can produce irreversible neurological effects in their offspring. Women of childbearing age are daily exposed to mixtures of chemicals disrupting the thyroid gland function (TGFDs) through the diet, drinking water, air and pharmaceuticals, which has raised the highest concern for the potential additive or synergic effects on the development of mild hypothyroxinemia during early pregnancy. Recently we demonstrated that zebrafish eleutheroembryos provide a suitable alternative model for screening chemicals impairing the thyroid hormone synthesis. The present study used the intrafollicular T4-content (IT4C) of zebrafish eleutheroembryos as integrative endpoint for testing the hypotheses that the effect of mixtures of TGFDs with a similar mode of action [inhibition of thyroid peroxidase (TPO)] was well predicted by a concentration addition concept (CA) model, whereas the response addition concept (RA) model predicted better the effect of dissimilarly acting binary mixtures of TGFDs [TPO-inhibitors and sodium-iodide symporter (NIS)-inhibitors]. However, CA model provided better prediction of joint effects than RA in five out of the six tested mixtures. The exception being the mixture MMI (TPO-inhibitor)-KClO 4 (NIS-inhibitor) dosed at a fixed ratio of EC 10 that provided similar CA and RA predictions and hence it was difficult to get any conclusive result. There results support the phenomenological similarity criterion stating that the concept of concentration addition could be extended to mixture constituents having common apical endpoints or common adverse outcomes. - Highlights: • Potential synergic or additive effect of mixtures of chemicals on thyroid function. • Zebrafish as alternative model for testing the effect of mixtures of goitrogens. • Concentration addition seems to predict better the effect of mixtures of

Modeling mixtures of thyroid gland function disruptors in a vertebrate alternative model, the zebrafish eleutheroembryo

Energy Technology Data Exchange (ETDEWEB)

Thienpont, Benedicte; Barata, Carlos [Department of Environmental Chemistry, Institute of Environmental Assessment and Water Research (IDAEA, CSIC), Jordi Girona, 18-26, 08034 Barcelona (Spain); Raldúa, Demetrio, E-mail: drpqam@cid.csic.es [Department of Environmental Chemistry, Institute of Environmental Assessment and Water Research (IDAEA, CSIC), Jordi Girona, 18-26, 08034 Barcelona (Spain); Maladies Rares: Génétique et Métabolisme (MRGM), University of Bordeaux, EA 4576, F-33400 Talence (France)

2013-06-01

Maternal thyroxine (T4) plays an essential role in fetal brain development, and even mild and transitory deficits in free-T4 in pregnant women can produce irreversible neurological effects in their offspring. Women of childbearing age are daily exposed to mixtures of chemicals disrupting the thyroid gland function (TGFDs) through the diet, drinking water, air and pharmaceuticals, which has raised the highest concern for the potential additive or synergic effects on the development of mild hypothyroxinemia during early pregnancy. Recently we demonstrated that zebrafish eleutheroembryos provide a suitable alternative model for screening chemicals impairing the thyroid hormone synthesis. The present study used the intrafollicular T4-content (IT4C) of zebrafish eleutheroembryos as integrative endpoint for testing the hypotheses that the effect of mixtures of TGFDs with a similar mode of action [inhibition of thyroid peroxidase (TPO)] was well predicted by a concentration addition concept (CA) model, whereas the response addition concept (RA) model predicted better the effect of dissimilarly acting binary mixtures of TGFDs [TPO-inhibitors and sodium-iodide symporter (NIS)-inhibitors]. However, CA model provided better prediction of joint effects than RA in five out of the six tested mixtures. The exception being the mixture MMI (TPO-inhibitor)-KClO{sub 4} (NIS-inhibitor) dosed at a fixed ratio of EC{sub 10} that provided similar CA and RA predictions and hence it was difficult to get any conclusive result. There results support the phenomenological similarity criterion stating that the concept of concentration addition could be extended to mixture constituents having common apical endpoints or common adverse outcomes. - Highlights: • Potential synergic or additive effect of mixtures of chemicals on thyroid function. • Zebrafish as alternative model for testing the effect of mixtures of goitrogens. • Concentration addition seems to predict better the effect of

Bayesian Plackett-Luce Mixture Models for Partially Ranked Data.

Science.gov (United States)

Mollica, Cristina; Tardella, Luca

2017-06-01

The elicitation of an ordinal judgment on multiple alternatives is often required in many psychological and behavioral experiments to investigate preference/choice orientation of a specific population. The Plackett-Luce model is one of the most popular and frequently applied parametric distributions to analyze rankings of a finite set of items. The present work introduces a Bayesian finite mixture of Plackett-Luce models to account for unobserved sample heterogeneity of partially ranked data. We describe an efficient way to incorporate the latent group structure in the data augmentation approach and the derivation of existing maximum likelihood procedures as special instances of the proposed Bayesian method. Inference can be conducted with the combination of the Expectation-Maximization algorithm for maximum a posteriori estimation and the Gibbs sampling iterative procedure. We additionally investigate several Bayesian criteria for selecting the optimal mixture configuration and describe diagnostic tools for assessing the fitness of ranking distributions conditionally and unconditionally on the number of ranked items. The utility of the novel Bayesian parametric Plackett-Luce mixture for characterizing sample heterogeneity is illustrated with several applications to simulated and real preference ranked data. We compare our method with the frequentist approach and a Bayesian nonparametric mixture model both assuming the Plackett-Luce model as a mixture component. Our analysis on real datasets reveals the importance of an accurate diagnostic check for an appropriate in-depth understanding of the heterogenous nature of the partial ranking data.

Modeling the effects of binary mixtures on survival in time.

NARCIS (Netherlands)

Baas, J.; van Houte, B.P.P.; van Gestel, C.A.M.; Kooijman, S.A.L.M.

2007-01-01

In general, effects of mixtures are difficult to describe, and most of the models in use are descriptive in nature and lack a strong mechanistic basis. The aim of this experiment was to develop a process-based model for the interpretation of mixture toxicity measurements, with effects of binary

Monte Carlo Euler approximations of HJM term structure financial models

KAUST Repository

Björk, Tomas

2012-11-22

We present Monte Carlo-Euler methods for a weak approximation problem related to the Heath-Jarrow-Morton (HJM) term structure model, based on Itô stochastic differential equations in infinite dimensional spaces, and prove strong and weak error convergence estimates. The weak error estimates are based on stochastic flows and discrete dual backward problems, and they can be used to identify different error contributions arising from time and maturity discretization as well as the classical statistical error due to finite sampling. Explicit formulas for efficient computation of sharp error approximation are included. Due to the structure of the HJM models considered here, the computational effort devoted to the error estimates is low compared to the work to compute Monte Carlo solutions to the HJM model. Numerical examples with known exact solution are included in order to show the behavior of the estimates. © 2012 Springer Science+Business Media Dordrecht.

Monte Carlo Euler approximations of HJM term structure financial models

KAUST Repository

Bjö rk, Tomas; Szepessy, Anders; Tempone, Raul; Zouraris, Georgios E.

2012-01-01

We present Monte Carlo-Euler methods for a weak approximation problem related to the Heath-Jarrow-Morton (HJM) term structure model, based on Itô stochastic differential equations in infinite dimensional spaces, and prove strong and weak error convergence estimates. The weak error estimates are based on stochastic flows and discrete dual backward problems, and they can be used to identify different error contributions arising from time and maturity discretization as well as the classical statistical error due to finite sampling. Explicit formulas for efficient computation of sharp error approximation are included. Due to the structure of the HJM models considered here, the computational effort devoted to the error estimates is low compared to the work to compute Monte Carlo solutions to the HJM model. Numerical examples with known exact solution are included in order to show the behavior of the estimates. © 2012 Springer Science+Business Media Dordrecht.

Equation of state of strongly coupled plasma mixtures

International Nuclear Information System (INIS)

DeWitt, H.E.

1984-01-01

Thermodynamic properties of strongly coupled (high density) plasmas of mixtures of light elements have been obtained by Monte Carlo simulations. For an assumed uniform charge background the equation of state of ionic mixtures is a simple extension of the one-component plasma EOS. More realistic electron screening effects are treated in linear response theory and with an appropriate electron dielectric function. Results have been obtained for the ionic pair distribution functions, and for the electric microfield distribution

Edwards' approach to horizontal and vertical segregation in a mixture of hard spheres under gravity

International Nuclear Information System (INIS)

Fierro, Annalisa; Nicodemi, Mario; Coniglio, Antonio

2003-01-01

We study the phenomenon of size segregation, observed in models of vibrated granular mixtures such as powders or sand. This consists of the de-mixing of the different components of the system under shaking. Several mechanisms have been proposed to explain this phenomenon. However, the criteria for predicting segregation in a mixture, an issue of great practical importance, are largely unknown. In the present paper we study a binary hard-sphere mixture under gravity on a three-dimensional lattice using Monte Carlo simulations. The vertical and horizontal segregation observed during the tap dynamics is interpreted in the framework of a statistical mechanics approach to granular media in the manner of Edwards. A phase diagram for the vertical segregation is derived, and compared with the simulation data

KONVERGENSI ESTIMATOR DALAM MODEL MIXTURE BERBASIS MISSING DATA

Directory of Open Access Journals (Sweden)

N Dwidayati

2014-06-01

Full Text Available Abstrak __________________________________________________________________________________________ Model mixture dapat mengestimasi proporsi pasien yang sembuh (cured dan fungsi survival pasien tak sembuh (uncured. Pada kajian ini, model mixture dikembangkan untuk  analisis cure rate berbasis missing data. Ada beberapa metode yang dapat digunakan untuk analisis missing data. Salah satu metode yang dapat digunakan adalah Algoritma EM, Metode ini didasarkan pada 2 (dua langkah, yaitu: (1 Expectation Step dan (2 Maximization Step. Algoritma EM merupakan pendekatan iterasi untuk mempelajari model dari data dengan nilai hilang melalui 4 (empat langkah, yaitu(1 pilih himpunan inisial dari parameter untuk sebuah model, (2 tentukan nilai ekspektasi untuk data hilang, (3 buat induksi parameter model baru dari gabungan nilai ekspekstasi dan data asli, dan (4 jika parameter tidak converged, ulangi langkah 2 menggunakan model baru. Berdasar kajian yang dilakukan dapat ditunjukkan bahwa pada algoritma EM, log-likelihood untuk missing data mengalami kenaikan setelah dilakukan setiap iterasi dari algoritmanya. Dengan demikian berdasar algoritma EM, barisan likelihood konvergen jika likelihood terbatas ke bawah.   Abstract __________________________________________________________________________________________ Model mixture can estimate proportion of recovering patient  and function of patient survival do not recover. At this study, model mixture developed to analyse cure rate bases on missing data. There are some method which applicable to analyse missing data. One of method which can be applied is Algoritma EM, This method based on 2 ( two step, that is: ( 1 Expectation Step and ( 2 Maximization Step. EM Algorithm is approach of iteration to study model from data with value loses through 4 ( four step, yaitu(1 select;chooses initial gathering from parameter for a model, ( 2 determines expectation value for data to lose, ( 3 induce newfangled parameter

Adaptable three-dimensional Monte Carlo modeling of imaged blood vessels in skin

Science.gov (United States)

Pfefer, T. Joshua; Barton, Jennifer K.; Chan, Eric K.; Ducros, Mathieu G.; Sorg, Brian S.; Milner, Thomas E.; Nelson, J. Stuart; Welch, Ashley J.

1997-06-01

In order to reach a higher level of accuracy in simulation of port wine stain treatment, we propose to discard the typical layered geometry and cylindrical blood vessel assumptions made in optical models and use imaging techniques to define actual tissue geometry. Two main additions to the typical 3D, weighted photon, variable step size Monte Carlo routine were necessary to achieve this goal. First, optical low coherence reflectometry (OLCR) images of rat skin were used to specify a 3D material array, with each entry assigned a label to represent the type of tissue in that particular voxel. Second, the Monte Carlo algorithm was altered so that when a photon crosses into a new voxel, the remaining path length is recalculated using the new optical properties, as specified by the material array. The model has shown good agreement with data from the literature. Monte Carlo simulations using OLCR images of asymmetrically curved blood vessels show various effects such as shading, scattering-induced peaks at vessel surfaces, and directionality-induced gradients in energy deposition. In conclusion, this augmentation of the Monte Carlo method can accurately simulate light transport for a wide variety of nonhomogeneous tissue geometries.

On an efficient multiple time step Monte Carlo simulation of the SABR model

NARCIS (Netherlands)

Leitao Rodriguez, A.; Grzelak, L.A.; Oosterlee, C.W.

2017-01-01

In this paper, we will present a multiple time step Monte Carlo simulation technique for pricing options under the Stochastic Alpha Beta Rho model. The proposed method is an extension of the one time step Monte Carlo method that we proposed in an accompanying paper Leitao et al. [Appl. Math.

Automatic modeling for the monte carlo transport TRIPOLI code

International Nuclear Information System (INIS)

Zhang Junjun; Zeng Qin; Wu Yican; Wang Guozhong; FDS Team

2010-01-01

TRIPOLI, developed by CEA, France, is Monte Carlo particle transport simulation code. It has been widely applied to nuclear physics, shielding design, evaluation of nuclear safety. However, it is time-consuming and error-prone to manually describe the TRIPOLI input file. This paper implemented bi-directional conversion between CAD model and TRIPOLI model. Its feasibility and efficiency have been demonstrated by several benchmarking examples. (authors)

Bayesian mixture analysis for metagenomic community profiling.

Science.gov (United States)

Morfopoulou, Sofia; Plagnol, Vincent

2015-09-15

Deep sequencing of clinical samples is now an established tool for the detection of infectious pathogens, with direct medical applications. The large amount of data generated produces an opportunity to detect species even at very low levels, provided that computational tools can effectively profile the relevant metagenomic communities. Data interpretation is complicated by the fact that short sequencing reads can match multiple organisms and by the lack of completeness of existing databases, in particular for viral pathogens. Here we present metaMix, a Bayesian mixture model framework for resolving complex metagenomic mixtures. We show that the use of parallel Monte Carlo Markov chains for the exploration of the species space enables the identification of the set of species most likely to contribute to the mixture. We demonstrate the greater accuracy of metaMix compared with relevant methods, particularly for profiling complex communities consisting of several related species. We designed metaMix specifically for the analysis of deep transcriptome sequencing datasets, with a focus on viral pathogen detection; however, the principles are generally applicable to all types of metagenomic mixtures. metaMix is implemented as a user friendly R package, freely available on CRAN: http://cran.r-project.org/web/packages/metaMix sofia.morfopoulou.10@ucl.ac.uk Supplementary data are available at Bionformatics online. © The Author 2015. Published by Oxford University Press.

Ion mobilities in Xe/Ne and other rare-gas mixtures

Energy Technology Data Exchange (ETDEWEB)

Piscitelli, D; Pitchford, L C [Centre de Physique des Plasmas et Applications de Toulouse (CPAT), UMR 5002 CNRS, 118 route de Narbonne, 31062 Toulouse (France); Phelps, A V [JILA, University of Colorado and National Institute of Technology, Boulder, Colorado (United States); Urquijo, J de [Centro de Ciencias Fisicas, Universidad Nacional Autonoma de Mexico, Post Office Box 48-3, 62251, 80309-0440 Cuernavaca, Moreno (Mexico); Basurto, E [Departmento de Ciencias Basicas, Universidad Autonoma Metropolitana, 02200 Mexico Distrito Federal (Mexico)

2003-10-01

The ion mobility or drift velocity data important for modeling glow discharges in rare gas mixtures are not generally available, nor are the ion-neutral scattering cross sections needed to calculate these data. In this paper we propose a set of cross sections for Xe{sup +} and Ne{sup +} collisions with Xe and Ne atoms. Ion mobilities at 300 K calculated using this cross section set in a Monte Carlo simulation are reported for reduced field strengths, E/N, up to 1500x10{sup -21} V m{sup 2}, in pure gases and in Xe/Ne mixtures containing 5% and 20% Xe/Ne, which are mixtures of interest for plasma display panels (PDPs). The calculated Xe{sup +} mobilities depend strongly on the mixture composition, but the Ne{sup +} mobility varies only slightly with increasing Xe in the mixture over the range studied here. The mobilities in pure gases compare well with available experimental values, and mobilities in gas mixtures at low E/N compare well with our recent measurements which will be published separately. Results from these calculations of ion mobilities are used to evaluate the predictions of Blanc's law and of the mixture rule proposed by Mason and Hahn [Phys. Rev. A 5, 438 (1972)] for determining the ion mobilities in mixtures from a knowledge of the mobilities in each of the pure gases. The mixture rule of Mason and Hahn is accurate to better than 10% at high field strengths over a wide range of conditions of interest for modeling PDPs. We conclude that a good estimate of ion mobilities at high E/N in Xe/Ne and other binary rare gas mixtures can be obtained using this mixture rule combined with known values of mobilities in parent gases and with the Langevin form for mobility of rare gas ions ion in other gases. This conclusion is supported by results in Ar/Ne mixtures which are also presented here.

Challenges in modelling the random structure correctly in growth mixture models and the impact this has on model mixtures.

Science.gov (United States)

Gilthorpe, M S; Dahly, D L; Tu, Y K; Kubzansky, L D; Goodman, E

2014-06-01

Lifecourse trajectories of clinical or anthropological attributes are useful for identifying how our early-life experiences influence later-life morbidity and mortality. Researchers often use growth mixture models (GMMs) to estimate such phenomena. It is common to place constrains on the random part of the GMM to improve parsimony or to aid convergence, but this can lead to an autoregressive structure that distorts the nature of the mixtures and subsequent model interpretation. This is especially true if changes in the outcome within individuals are gradual compared with the magnitude of differences between individuals. This is not widely appreciated, nor is its impact well understood. Using repeat measures of body mass index (BMI) for 1528 US adolescents, we estimated GMMs that required variance-covariance constraints to attain convergence. We contrasted constrained models with and without an autocorrelation structure to assess the impact this had on the ideal number of latent classes, their size and composition. We also contrasted model options using simulations. When the GMM variance-covariance structure was constrained, a within-class autocorrelation structure emerged. When not modelled explicitly, this led to poorer model fit and models that differed substantially in the ideal number of latent classes, as well as class size and composition. Failure to carefully consider the random structure of data within a GMM framework may lead to erroneous model inferences, especially for outcomes with greater within-person than between-person homogeneity, such as BMI. It is crucial to reflect on the underlying data generation processes when building such models.

Nonparametric Identification and Estimation of Finite Mixture Models of Dynamic Discrete Choices

OpenAIRE

Hiroyuki Kasahara; Katsumi Shimotsu

2006-01-01

In dynamic discrete choice analysis, controlling for unobserved heterogeneity is an important issue, and finite mixture models provide flexible ways to account for unobserved heterogeneity. This paper studies nonparametric identifiability of type probabilities and type-specific component distributions in finite mixture models of dynamic discrete choices. We derive sufficient conditions for nonparametric identification for various finite mixture models of dynamic discrete choices used in appli...

A study of finite mixture model: Bayesian approach on financial time series data

Science.gov (United States)

Phoong, Seuk-Yen; Ismail, Mohd Tahir

2014-07-01

Recently, statistician have emphasized on the fitting finite mixture model by using Bayesian method. Finite mixture model is a mixture of distributions in modeling a statistical distribution meanwhile Bayesian method is a statistical method that use to fit the mixture model. Bayesian method is being used widely because it has asymptotic properties which provide remarkable result. In addition, Bayesian method also shows consistency characteristic which means the parameter estimates are close to the predictive distributions. In the present paper, the number of components for mixture model is studied by using Bayesian Information Criterion. Identify the number of component is important because it may lead to an invalid result. Later, the Bayesian method is utilized to fit the k-component mixture model in order to explore the relationship between rubber price and stock market price for Malaysia, Thailand, Philippines and Indonesia. Lastly, the results showed that there is a negative effect among rubber price and stock market price for all selected countries.

Robust non-rigid point set registration using student's-t mixture model.

Directory of Open Access Journals (Sweden)

Zhiyong Zhou

Full Text Available The Student's-t mixture model, which is heavily tailed and more robust than the Gaussian mixture model, has recently received great attention on image processing. In this paper, we propose a robust non-rigid point set registration algorithm using the Student's-t mixture model. Specifically, first, we consider the alignment of two point sets as a probability density estimation problem and treat one point set as Student's-t mixture model centroids. Then, we fit the Student's-t mixture model centroids to the other point set which is treated as data. Finally, we get the closed-form solutions of registration parameters, leading to a computationally efficient registration algorithm. The proposed algorithm is especially effective for addressing the non-rigid point set registration problem when significant amounts of noise and outliers are present. Moreover, less registration parameters have to be set manually for our algorithm compared to the popular coherent points drift (CPD algorithm. We have compared our algorithm with other state-of-the-art registration algorithms on both 2D and 3D data with noise and outliers, where our non-rigid registration algorithm showed accurate results and outperformed the other algorithms.

Longitudinal functional principal component modelling via Stochastic Approximation Monte Carlo

KAUST Repository

Martinez, Josue G.; Liang, Faming; Zhou, Lan; Carroll, Raymond J.

2010-01-01

model averaging using a Bayesian formulation. A relatively straightforward reversible jump Markov Chain Monte Carlo formulation has poor mixing properties and in simulated data often becomes trapped at the wrong number of principal components. In order

Shell-model Monte Carlo studies of nuclei

International Nuclear Information System (INIS)

Dean, D.J.

1997-01-01

The pair content and structure of nuclei near N = Z are described in the frwnework of shell-model Monte Carlo (SMMC) calculations. Results include the enhancement of J=0 T=1 proton-neutron pairing at N=Z nuclei, and the maxked difference of thermal properties between even-even and odd-odd N=Z nuclei. Additionally, a study of the rotational properties of the T=1 (ground state), and T=0 band mixing seen in 74 Rb is presented

Hydrogenic ionization model for mixtures in non-LTE plasmas

International Nuclear Information System (INIS)

Djaoui, A.

1999-01-01

The Hydrogenic Ionization Model for Mixtures (HIMM) is a non-Local Thermodynamic Equilibrium (non-LTE), time-dependent ionization model for laser-produced plasmas containing mixtures of elements (species). In this version, both collisional and radiative rates are taken into account. An ionization distribution for each species which is consistent with the ambient electron density is obtained by use of an iterative procedure in a single calculation for all species. Energy levels for each shell having a given principal quantum number and for each ion stage of each species in the mixture are calculated using screening constants. Steady-state non-LTE as well as LTE solutions are also provided. The non-LTE rate equations converge to the LTE solution at sufficiently high densities or as the radiation temperature approaches the electron temperature. The model is particularly useful at low temperatures where convergence problems are usually encountered in our previous models. We apply our model to typical situation in x-ray laser research, laser-produced plasmas and inertial confinement fusion. Our results compare well with previously published results for a selenium plasma. (author)

Nonlinear Structured Growth Mixture Models in M"plus" and OpenMx

Science.gov (United States)

Grimm, Kevin J.; Ram, Nilam; Estabrook, Ryne

2010-01-01

Growth mixture models (GMMs; B. O. Muthen & Muthen, 2000; B. O. Muthen & Shedden, 1999) are a combination of latent curve models (LCMs) and finite mixture models to examine the existence of latent classes that follow distinct developmental patterns. GMMs are often fit with linear, latent basis, multiphase, or polynomial change models…

Direct Importance Estimation with Gaussian Mixture Models

Science.gov (United States)

Yamada, Makoto; Sugiyama, Masashi

The ratio of two probability densities is called the importance and its estimation has gathered a great deal of attention these days since the importance can be used for various data processing purposes. In this paper, we propose a new importance estimation method using Gaussian mixture models (GMMs). Our method is an extention of the Kullback-Leibler importance estimation procedure (KLIEP), an importance estimation method using linear or kernel models. An advantage of GMMs is that covariance matrices can also be learned through an expectation-maximization procedure, so the proposed method — which we call the Gaussian mixture KLIEP (GM-KLIEP) — is expected to work well when the true importance function has high correlation. Through experiments, we show the validity of the proposed approach.

Automatic modeling for the Monte Carlo transport code Geant4

International Nuclear Information System (INIS)

Nie Fanzhi; Hu Liqin; Wang Guozhong; Wang Dianxi; Wu Yican; Wang Dong; Long Pengcheng; FDS Team

2015-01-01

Geant4 is a widely used Monte Carlo transport simulation package. Its geometry models could be described in Geometry Description Markup Language (GDML), but it is time-consuming and error-prone to describe the geometry models manually. This study implemented the conversion between computer-aided design (CAD) geometry models and GDML models. This method has been Studied based on Multi-Physics Coupling Analysis Modeling Program (MCAM). The tests, including FDS-Ⅱ model, demonstrated its accuracy and feasibility. (authors)

Combinatorial bounds on the α-divergence of univariate mixture models

KAUST Repository

Nielsen, Frank

2017-06-20

We derive lower- and upper-bounds of α-divergence between univariate mixture models with components in the exponential family. Three pairs of bounds are presented in order with increasing quality and increasing computational cost. They are verified empirically through simulated Gaussian mixture models. The presented methodology generalizes to other divergence families relying on Hellinger-type integrals.

Monte Carlo modeling of Standard Model multi-boson production processes for √s = 13 TeV ATLAS analyses

CERN Document Server

Li, Shu; The ATLAS collaboration

2017-01-01

We present the Monte Carlo(MC) setup used by ATLAS to model multi-boson processes in √s = 13 TeV proton-proton collisions. The baseline Monte Carlo generators are compared with each other in key kinematic distributions of the processes under study. Sample normalization and systematic uncertainties are discussed.

A general mixture model and its application to coastal sandbar migration simulation

Science.gov (United States)

Liang, Lixin; Yu, Xiping

2017-04-01

A mixture model for general description of sediment laden flows is developed and then applied to coastal sandbar migration simulation. Firstly the mixture model is derived based on the Eulerian-Eulerian approach of the complete two-phase flow theory. The basic equations of the model include the mass and momentum conservation equations for the water-sediment mixture and the continuity equation for sediment concentration. The turbulent motion of the mixture is formulated for the fluid and the particles respectively. A modified k-ɛ model is used to describe the fluid turbulence while an algebraic model is adopted for the particles. A general formulation for the relative velocity between the two phases in sediment laden flows, which is derived by manipulating the momentum equations of the enhanced two-phase flow model, is incorporated into the mixture model. A finite difference method based on SMAC scheme is utilized for numerical solutions. The model is validated by suspended sediment motion in steady open channel flows, both in equilibrium and non-equilibrium state, and in oscillatory flows as well. The computed sediment concentrations, horizontal velocity and turbulence kinetic energy of the mixture are all shown to be in good agreement with experimental data. The mixture model is then applied to the study of sediment suspension and sandbar migration in surf zones under a vertical 2D framework. The VOF method for the description of water-air free surface and topography reaction model is coupled. The bed load transport rate and suspended load entrainment rate are all decided by the sea bed shear stress, which is obtained from the boundary layer resolved mixture model. The simulation results indicated that, under small amplitude regular waves, erosion occurred on the sandbar slope against the wave propagation direction, while deposition dominated on the slope towards wave propagation, indicating an onshore migration tendency. The computation results also shows that

Optimal designs for linear mixture models

NARCIS (Netherlands)

Mendieta, E.J.; Linssen, H.N.; Doornbos, R.

1975-01-01

In a recent paper Snee and Marquardt (1974) considered designs for linear mixture models, where the components are subject to individual lower and/or upper bounds. When the number of components is large their algorithm XVERT yields designs far too extensive for practical purposes. The purpose of

Flexible Mixture-Amount Models for Business and Industry Using Gaussian Processes

NARCIS (Netherlands)

A. Ruseckaite (Aiste); D. Fok (Dennis); P.P. Goos (Peter)

2016-01-01

markdownabstractMany products and services can be described as mixtures of ingredients whose proportions sum to one. Specialized models have been developed for linking the mixture proportions to outcome variables, such as preference, quality and liking. In many scenarios, only the mixture

Sound speed models for a noncondensible gas-steam-water mixture

International Nuclear Information System (INIS)

Ransom, V.H.; Trapp, J.A.

1984-01-01

An analytical expression is derived for the homogeneous equilibrium speed of sound in a mixture of noncondensible gas, steam, and water. The expression is based on the Gibbs free energy interphase equilibrium condition for a Gibbs-Dalton mixture in contact with a pure liquid phase. Several simplified models are discussed including the homogeneous frozen model. These idealized models can be used as a reference for data comparison and also serve as a basis for empirically corrected nonhomogeneous and nonequilibrium models

Monte Carlo sensitivity analysis of an Eulerian large-scale air pollution model

International Nuclear Information System (INIS)

Dimov, I.; Georgieva, R.; Ostromsky, Tz.

2012-01-01

Variance-based approaches for global sensitivity analysis have been applied and analyzed to study the sensitivity of air pollutant concentrations according to variations of rates of chemical reactions. The Unified Danish Eulerian Model has been used as a mathematical model simulating a remote transport of air pollutants. Various Monte Carlo algorithms for numerical integration have been applied to compute Sobol's global sensitivity indices. A newly developed Monte Carlo algorithm based on Sobol's quasi-random points MCA-MSS has been applied for numerical integration. It has been compared with some existing approaches, namely Sobol's ΛΠ τ sequences, an adaptive Monte Carlo algorithm, the plain Monte Carlo algorithm, as well as, eFAST and Sobol's sensitivity approaches both implemented in SIMLAB software. The analysis and numerical results show advantages of MCA-MSS for relatively small sensitivity indices in terms of accuracy and efficiency. Practical guidelines on the estimation of Sobol's global sensitivity indices in the presence of computational difficulties have been provided. - Highlights: ► Variance-based global sensitivity analysis is performed for the air pollution model UNI-DEM. ► The main effect of input parameters dominates over higher-order interactions. ► Ozone concentrations are influenced mostly by variability of three chemical reactions rates. ► The newly developed MCA-MSS for multidimensional integration is compared with other approaches. ► More precise approaches like MCA-MSS should be applied when the needed accuracy has not been achieved.

Monte Carlo investigation of the one-dimensional Potts model

International Nuclear Information System (INIS)

Karma, A.S.; Nolan, M.J.

1983-01-01

Monte Carlo results are presented for a variety of one-dimensional dynamical q-state Potts models. Our calculations confirm the expected universal value z = 2 for the dynamic scaling exponent. Our results also indicate that an increase in q at fixed correlation length drives the dynamics into the scaling regime

APPLICATION OF BAYESIAN MONTE CARLO ANALYSIS TO A LAGRANGIAN PHOTOCHEMICAL AIR QUALITY MODEL. (R824792)

Science.gov (United States)

Uncertainties in ozone concentrations predicted with a Lagrangian photochemical air quality model have been estimated using Bayesian Monte Carlo (BMC) analysis. Bayesian Monte Carlo analysis provides a means of combining subjective "prior" uncertainty estimates developed ...

Capillary evaporation in colloid-polymer mixtures selectively confined to a planar slit

International Nuclear Information System (INIS)

Schmidt, Matthias; Fortini, Andrea; Dijkstra, Marjolein

2004-01-01

Using density functional theory and Monte Carlo simulations we investigate the Asakura-Oosawa-Vrij mixture of hard sphere colloids and non-adsorbing ideal polymers under selective confinement of the colloids to a planar slab geometry. This is a model for confinement of colloid-polymer mixtures by either two parallel walls with a semi-permeable polymer coating or through the use of laser tweezers. We find that such a pore favours the colloidal gas over the colloidal liquid phase and induces capillary evaporation. A treatment based on the Kelvin equation gives a good account of the location of the capillary binodal for large slit widths. The colloid density profile is found to exhibit a minimum (maximum) at contact with the wall for large (small) slit widths

Diffusion of n-butane/iso-butane mixtures in silicalite-1 investigated using infrared (IR) microscopy

NARCIS (Netherlands)

Chmelik, C.; Heinke, L.; van Baten, J.M.; Krishna, R.

2009-01-01

Adsorption and diffusion of n-butane/iso-butane mixtures in individual silicalite-1 crystals has been investigated using infrared (IR) microscopy. The equilibrium sorption isotherm for an equimolar gas phase mixture is calculated using Configurational Bias Monte-Carlo simulations. The comparison

Towards a Revised Monte Carlo Neutral Particle Surface Interaction Model

International Nuclear Information System (INIS)

Stotler, D.P.

2005-01-01

The components of the neutral- and plasma-surface interaction model used in the Monte Carlo neutral transport code DEGAS 2 are reviewed. The idealized surfaces and processes handled by that model are inadequate for accurately simulating neutral transport behavior in present day and future fusion devices. We identify some of the physical processes missing from the model, such as mixed materials and implanted hydrogen, and make some suggestions for improving the model

Monte Carlo Modelling of Mammograms : Development and Validation

International Nuclear Information System (INIS)

Spyrou, G.; Panayiotakis, G.; Bakas, A.; Tzanakos, G.

1998-01-01

A software package using Monte Carlo methods has been developed for the simulation of x-ray mammography. A simplified geometry of the mammographic apparatus has been considered along with the software phantom of compressed breast. This phantom may contain inhomogeneities of various compositions and sizes at any point. Using this model one can produce simulated mammograms. Results that demonstrate the validity of this simulation are presented. (authors)

Optimal designs for linear mixture models

NARCIS (Netherlands)

Mendieta, E.J.; Linssen, H.N.; Doornbos, R.

1975-01-01

In a recent paper Snee and Marquardt [8] considered designs for linear mixture models, where the components are subject to individual lower and/or upper bounds. When the number of components is large their algorithm XVERT yields designs far too extensive for practical purposes. The purpose of this

On Two Mixture-Based Clustering Approaches Used in Modeling an Insurance Portfolio

Directory of Open Access Journals (Sweden)

Tatjana Miljkovic

2018-05-01

Full Text Available We review two complementary mixture-based clustering approaches for modeling unobserved heterogeneity in an insurance portfolio: the generalized linear mixed cluster-weighted model (CWM and mixture-based clustering for an ordered stereotype model (OSM. The latter is for modeling of ordinal variables, and the former is for modeling losses as a function of mixed-type of covariates. The article extends the idea of mixture modeling to a multivariate classification for the purpose of testing unobserved heterogeneity in an insurance portfolio. The application of both methods is illustrated on a well-known French automobile portfolio, in which the model fitting is performed using the expectation-maximization (EM algorithm. Our findings show that these mixture-based clustering methods can be used to further test unobserved heterogeneity in an insurance portfolio and as such may be considered in insurance pricing, underwriting, and risk management.

Quasi-Monte Carlo methods: applications to modeling of light transport in tissue

Science.gov (United States)

Schafer, Steven A.

1996-05-01

Monte Carlo modeling of light propagation can accurately predict the distribution of light in scattering materials. A drawback of Monte Carlo methods is that they converge inversely with the square root of the number of iterations. Theoretical considerations suggest that convergence which scales inversely with the first power of the number of iterations is possible. We have previously shown that one can obtain at least a portion of that improvement by using van der Corput sequences in place of a conventional pseudo-random number generator. Here, we present our further analysis, and show that quasi-Monte Carlo methods do have limited applicability to light scattering problems. We also discuss potential improvements which may increase the applicability.

Monte Carlo Modelling of Single-Crystal Diffuse Scattering from Intermetallics

Directory of Open Access Journals (Sweden)

Darren J. Goossens

2016-02-01

Full Text Available Single-crystal diffuse scattering (SCDS reveals detailed structural insights into materials. In particular, it is sensitive to two-body correlations, whereas traditional Bragg peak-based methods are sensitive to single-body correlations. This means that diffuse scattering is sensitive to ordering that persists for just a few unit cells: nanoscale order, sometimes referred to as “local structure”, which is often crucial for understanding a material and its function. Metals and alloys were early candidates for SCDS studies because of the availability of large single crystals. While great progress has been made in areas like ab initio modelling and molecular dynamics, a place remains for Monte Carlo modelling of model crystals because of its ability to model very large systems; important when correlations are relatively long (though still finite in range. This paper briefly outlines, and gives examples of, some Monte Carlo methods appropriate for the modelling of SCDS from metallic compounds, and considers data collection as well as analysis. Even if the interest in the material is driven primarily by magnetism or transport behaviour, an understanding of the local structure can underpin such studies and give an indication of nanoscale inhomogeneity.

Monte Carlo modeling of human tooth optical coherence tomography imaging

International Nuclear Information System (INIS)

Shi, Boya; Meng, Zhuo; Wang, Longzhi; Liu, Tiegen

2013-01-01

We present a Monte Carlo model for optical coherence tomography (OCT) imaging of human tooth. The model is implemented by combining the simulation of a Gaussian beam with simulation for photon propagation in a two-layer human tooth model with non-parallel surfaces through a Monte Carlo method. The geometry and the optical parameters of the human tooth model are chosen on the basis of the experimental OCT images. The results show that the simulated OCT images are qualitatively consistent with the experimental ones. Using the model, we demonstrate the following: firstly, two types of photons contribute to the information of morphological features and noise in the OCT image of a human tooth, respectively. Secondly, the critical imaging depth of the tooth model is obtained, and it is found to decrease significantly with increasing mineral loss, simulated as different enamel scattering coefficients. Finally, the best focus position is located below and close to the dental surface by analysis of the effect of focus positions on the OCT signal and critical imaging depth. We anticipate that this modeling will become a powerful and accurate tool for a preliminary numerical study of the OCT technique on diseases of dental hard tissue in human teeth. (paper)

A sequential Monte Carlo model of the combined GB gas and electricity network

International Nuclear Information System (INIS)

Chaudry, Modassar; Wu, Jianzhong; Jenkins, Nick

2013-01-01

A Monte Carlo model of the combined GB gas and electricity network was developed to determine the reliability of the energy infrastructure. The model integrates the gas and electricity network into a single sequential Monte Carlo simulation. The model minimises the combined costs of the gas and electricity network, these include gas supplies, gas storage operation and electricity generation. The Monte Carlo model calculates reliability indices such as loss of load probability and expected energy unserved for the combined gas and electricity network. The intention of this tool is to facilitate reliability analysis of integrated energy systems. Applications of this tool are demonstrated through a case study that quantifies the impact on the reliability of the GB gas and electricity network given uncertainties such as wind variability, gas supply availability and outages to energy infrastructure assets. Analysis is performed over a typical midwinter week on a hypothesised GB gas and electricity network in 2020 that meets European renewable energy targets. The efficacy of doubling GB gas storage capacity on the reliability of the energy system is assessed. The results highlight the value of greater gas storage facilities in enhancing the reliability of the GB energy system given various energy uncertainties. -- Highlights: •A Monte Carlo model of the combined GB gas and electricity network was developed. •Reliability indices are calculated for the combined GB gas and electricity system. •The efficacy of doubling GB gas storage capacity on reliability of the energy system is assessed. •Integrated reliability indices could be used to assess the impact of investment in energy assets

Modeling phase equilibria for acid gas mixtures using the CPA equation of state. Part II: Binary mixtures with CO2

DEFF Research Database (Denmark)

Tsivintzelis, Ioannis; Kontogeorgis, Georgios; Michelsen, Michael Locht

2011-01-01

In Part I of this series of articles, the study of H2S mixtures has been presented with CPA. In this study the phase behavior of CO2 containing mixtures is modeled. Binary mixtures with water, alcohols, glycols and hydrocarbons are investigated. Both phase equilibria (vapor–liquid and liquid–liqu...

Monte Carlo simulation of star/linear and star/star blends with chemically identical monomers

Energy Technology Data Exchange (ETDEWEB)

Theodorakis, P E [Department of Materials Science and Engineering, University of Ioannina, 45110 Ioannina (Greece); Avgeropoulos, A [Department of Materials Science and Engineering, University of Ioannina, 45110 Ioannina (Greece); Freire, J J [Departamento de Ciencias y Tecnicas FisicoquImicas, Universidad Nacional de Educacion a Distancia, Facultad de Ciencias, Senda del Rey 9, 28040 Madrid (Spain); Kosmas, M [Department of Chemistry, University of Ioannina, 45110 Ioannina (Greece); Vlahos, C [Department of Chemistry, University of Ioannina, 45110 Ioannina (Greece)

2007-11-21

The effects of chain size and architectural asymmetry on the miscibility of blends with chemically identical monomers, differing only in their molecular weight and architecture, are studied via Monte Carlo simulation by using the bond fluctuation model. Namely, we consider blends composed of linear/linear, star/linear and star/star chains. We found that linear/linear blends are more miscible than the corresponding star/star mixtures. In star/linear blends, the increase in the volume fraction of the star chains increases the miscibility. For both star/linear and star/star blends, the miscibility decreases with the increase in star functionality. When we increase the molecular weight of linear chains of star/linear mixtures the miscibility decreases. Our findings are compared with recent analytical and experimental results.

Monte Carlo simulation of star/linear and star/star blends with chemically identical monomers

Science.gov (United States)

Theodorakis, P. E.; Avgeropoulos, A.; Freire, J. J.; Kosmas, M.; Vlahos, C.

2007-11-01

The effects of chain size and architectural asymmetry on the miscibility of blends with chemically identical monomers, differing only in their molecular weight and architecture, are studied via Monte Carlo simulation by using the bond fluctuation model. Namely, we consider blends composed of linear/linear, star/linear and star/star chains. We found that linear/linear blends are more miscible than the corresponding star/star mixtures. In star/linear blends, the increase in the volume fraction of the star chains increases the miscibility. For both star/linear and star/star blends, the miscibility decreases with the increase in star functionality. When we increase the molecular weight of linear chains of star/linear mixtures the miscibility decreases. Our findings are compared with recent analytical and experimental results.

Monte Carlo simulation of star/linear and star/star blends with chemically identical monomers

International Nuclear Information System (INIS)

Theodorakis, P E; Avgeropoulos, A; Freire, J J; Kosmas, M; Vlahos, C

2007-01-01

The effects of chain size and architectural asymmetry on the miscibility of blends with chemically identical monomers, differing only in their molecular weight and architecture, are studied via Monte Carlo simulation by using the bond fluctuation model. Namely, we consider blends composed of linear/linear, star/linear and star/star chains. We found that linear/linear blends are more miscible than the corresponding star/star mixtures. In star/linear blends, the increase in the volume fraction of the star chains increases the miscibility. For both star/linear and star/star blends, the miscibility decreases with the increase in star functionality. When we increase the molecular weight of linear chains of star/linear mixtures the miscibility decreases. Our findings are compared with recent analytical and experimental results

Mixture estimation with state-space components and Markov model of switching

Czech Academy of Sciences Publication Activity Database

Nagy, Ivan; Suzdaleva, Evgenia

2013-01-01

Roč. 37, č. 24 (2013), s. 9970-9984 ISSN 0307-904X R&D Projects: GA TA ČR TA01030123 Institutional support: RVO:67985556 Keywords : probabilistic dynamic mixtures, * probability density function * state-space models * recursive mixture estimation * Bayesian dynamic decision making under uncertainty * Kerridge inaccuracy Subject RIV: BC - Control Systems Theory Impact factor: 2.158, year: 2013 http://library.utia.cas.cz/separaty/2013/AS/nagy-mixture estimation with state-space components and markov model of switching.pdf

Introduction to the special section on mixture modeling in personality assessment.

Science.gov (United States)

Wright, Aidan G C; Hallquist, Michael N

2014-01-01

Latent variable models offer a conceptual and statistical framework for evaluating the underlying structure of psychological constructs, including personality and psychopathology. Complex structures that combine or compare categorical and dimensional latent variables can be accommodated using mixture modeling approaches, which provide a powerful framework for testing nuanced theories about psychological structure. This special series includes introductory primers on cross-sectional and longitudinal mixture modeling, in addition to empirical examples applying these techniques to real-world data collected in clinical settings. This group of articles is designed to introduce personality assessment scientists and practitioners to a general latent variable framework that we hope will stimulate new research and application of mixture models to the assessment of personality and its pathology.

The R Package bgmm : Mixture Modeling with Uncertain Knowledge

Directory of Open Access Journals (Sweden)

Przemys law Biecek

2012-04-01

Full Text Available Classical supervised learning enjoys the luxury of accessing the true known labels for the observations in a modeled dataset. Real life, however, poses an abundance of problems, where the labels are only partially defined, i.e., are uncertain and given only for a subsetof observations. Such partial labels can occur regardless of the knowledge source. For example, an experimental assessment of labels may have limited capacity and is prone to measurement errors. Also expert knowledge is often restricted to a specialized area and is thus unlikely to provide trustworthy labels for all observations in the dataset. Partially supervised mixture modeling is able to process such sparse and imprecise input. Here, we present an R package calledbgmm, which implements two partially supervised mixture modeling methods: soft-label and belief-based modeling. For completeness, we equipped the package also with the functionality of unsupervised, semi- and fully supervised mixture modeling. On real data we present the usage of bgmm for basic model-fitting in all modeling variants. The package can be applied also to selection of the best-fitting from a set of models with different component numbers or constraints on their structures. This functionality is presented on an artificial dataset, which can be simulated in bgmm from a distribution defined by a given model.

New Flexible Models and Design Construction Algorithms for Mixtures and Binary Dependent Variables

NARCIS (Netherlands)

A. Ruseckaite (Aiste)

2017-01-01

markdownabstractThis thesis discusses new mixture(-amount) models, choice models and the optimal design of experiments. Two chapters of the thesis relate to the so-called mixture, which is a product or service whose ingredients’ proportions sum to one. The thesis begins by introducing mixture

Response Mixture Modeling: Accounting for Heterogeneity in Item Characteristics across Response Times.

Science.gov (United States)

Molenaar, Dylan; de Boeck, Paul

2018-06-01

In item response theory modeling of responses and response times, it is commonly assumed that the item responses have the same characteristics across the response times. However, heterogeneity might arise in the data if subjects resort to different response processes when solving the test items. These differences may be within-subject effects, that is, a subject might use a certain process on some of the items and a different process with different item characteristics on the other items. If the probability of using one process over the other process depends on the subject's response time, within-subject heterogeneity of the item characteristics across the response times arises. In this paper, the method of response mixture modeling is presented to account for such heterogeneity. Contrary to traditional mixture modeling where the full response vectors are classified, response mixture modeling involves classification of the individual elements in the response vector. In a simulation study, the response mixture model is shown to be viable in terms of parameter recovery. In addition, the response mixture model is applied to a real dataset to illustrate its use in investigating within-subject heterogeneity in the item characteristics across response times.

Monte Carlo study of superconductivity in the three-band Emery model

International Nuclear Information System (INIS)

Frick, M.; Pattnaik, P.C.; Morgenstern, I.; Newns, D.M.; von der Linden, W.

1990-01-01

We have examined the three-band Hubbard model for the copper oxide planes in high-temperature superconductors using the projector quantum Monte Carlo method. We find no evidence for s-wave superconductivity

Quantum Monte Carlo Simulation of Frustrated Kondo Lattice Models

Science.gov (United States)

Sato, Toshihiro; Assaad, Fakher F.; Grover, Tarun

2018-03-01

The absence of the negative sign problem in quantum Monte Carlo simulations of spin and fermion systems has different origins. World-line based algorithms for spins require positivity of matrix elements whereas auxiliary field approaches for fermions depend on symmetries such as particle-hole symmetry. For negative-sign-free spin and fermionic systems, we show that one can formulate a negative-sign-free auxiliary field quantum Monte Carlo algorithm that allows Kondo coupling of fermions with the spins. Using this general approach, we study a half-filled Kondo lattice model on the honeycomb lattice with geometric frustration. In addition to the conventional Kondo insulator and antiferromagnetically ordered phases, we find a partial Kondo screened state where spins are selectively screened so as to alleviate frustration, and the lattice rotation symmetry is broken nematically.

Monte Carlo Modelling of Mammograms : Development and Validation

Energy Technology Data Exchange (ETDEWEB)

Spyrou, G; Panayiotakis, G [Univercity of Patras, School of Medicine, Medical Physics Department, 265 00 Patras (Greece); Bakas, A [Technological Educational Institution of Athens, Department of Radiography, 122 10 Athens (Greece); Tzanakos, G [University of Athens, Department of Physics, Divission of Nuclear and Particle Physics, 157 71 Athens (Greece)

1999-12-31

A software package using Monte Carlo methods has been developed for the simulation of x-ray mammography. A simplified geometry of the mammographic apparatus has been considered along with the software phantom of compressed breast. This phantom may contain inhomogeneities of various compositions and sizes at any point. Using this model one can produce simulated mammograms. Results that demonstrate the validity of this simulation are presented. (authors) 16 refs, 4 figs

Modeling Phase Equilibria for Acid Gas Mixtures Using the CPA Equation of State. I. Mixtures with H2S

DEFF Research Database (Denmark)

Tsivintzelis, Ioannis; Kontogeorgis, Georgios; Michelsen, Michael Locht

2010-01-01

(water, methanol, and glycols) are modeled assuming presence or not of cross-association interactions. Such interactions are accounted for using either a combining rule or a cross-solvation energy obtained from spectroscopic data. Using the parameters obtained from the binary systems, one ternary......The Cubic-Plus-Association (CPA) equation of state is applied to a large variety of mixtures containing H2S, which are of interest in the oil and gas industry. Binary H2S mixtures with alkanes, CO2, water, methanol, and glycols are first considered. The interactions of H2S with polar compounds...... and three quaternary mixtures are considered. It is shown that overall excellent correlation for binary, mixtures and satisfactory prediction results for multicomponent systems are obtained. There are significant differences between the various modeling approaches and the best results are obtained when...

Mixture modeling methods for the assessment of normal and abnormal personality, part II: longitudinal models.

Science.gov (United States)

Wright, Aidan G C; Hallquist, Michael N

2014-01-01

Studying personality and its pathology as it changes, develops, or remains stable over time offers exciting insight into the nature of individual differences. Researchers interested in examining personal characteristics over time have a number of time-honored analytic approaches at their disposal. In recent years there have also been considerable advances in person-oriented analytic approaches, particularly longitudinal mixture models. In this methodological primer we focus on mixture modeling approaches to the study of normative and individual change in the form of growth mixture models and ipsative change in the form of latent transition analysis. We describe the conceptual underpinnings of each of these models, outline approaches for their implementation, and provide accessible examples for researchers studying personality and its assessment.

NRMC - A GPU code for N-Reverse Monte Carlo modeling of fluids in confined media

Science.gov (United States)

Sánchez-Gil, Vicente; Noya, Eva G.; Lomba, Enrique

2017-08-01

NRMC is a parallel code for performing N-Reverse Monte Carlo modeling of fluids in confined media [V. Sánchez-Gil, E.G. Noya, E. Lomba, J. Chem. Phys. 140 (2014) 024504]. This method is an extension of the usual Reverse Monte Carlo method to obtain structural models of confined fluids compatible with experimental diffraction patterns, specifically designed to overcome the problem of slow diffusion that can appear under conditions of tight confinement. Most of the computational time in N-Reverse Monte Carlo modeling is spent in the evaluation of the structure factor for each trial configuration, a calculation that can be easily parallelized. Implementation of the structure factor evaluation in NVIDIA® CUDA so that the code can be run on GPUs leads to a speed up of up to two orders of magnitude.

Model unspecific search in CMS. Treatment of insufficient Monte Carlo statistics

Energy Technology Data Exchange (ETDEWEB)

Lieb, Jonas; Albert, Andreas; Duchardt, Deborah; Hebbeker, Thomas; Knutzen, Simon; Meyer, Arnd; Pook, Tobias; Roemer, Jonas [III. Physikalisches Institut A, RWTH Aachen University (Germany)

2016-07-01

In 2015, the CMS detector recorded proton-proton collisions at an unprecedented center of mass energy of √(s)=13 TeV. The Model Unspecific Search in CMS (MUSiC) offers an analysis approach of these data which is complementary to dedicated analyses: By taking all produced final states into consideration, MUSiC is sensitive to indicators of new physics appearing in final states that are usually not investigated. In a two step process, MUSiC first classifies events according to their physics content and then searches kinematic distributions for the most significant deviations between Monte Carlo simulations and observed data. Such a general approach introduces its own set of challenges. One of them is the treatment of situations with insufficient Monte Carlo statistics. Complementing introductory presentations on the MUSiC event selection and classification, this talk will present a method of dealing with the issue of low Monte Carlo statistics.

Probabilistic modeling of bifurcations in single-cell gene expression data using a Bayesian mixture of factor analyzers [version 1; referees: 2 approved

Directory of Open Access Journals (Sweden)

Kieran R Campbell

2017-03-01

Full Text Available Modeling bifurcations in single-cell transcriptomics data has become an increasingly popular field of research. Several methods have been proposed to infer bifurcation structure from such data, but all rely on heuristic non-probabilistic inference. Here we propose the first generative, fully probabilistic model for such inference based on a Bayesian hierarchical mixture of factor analyzers. Our model exhibits competitive performance on large datasets despite implementing full Markov-Chain Monte Carlo sampling, and its unique hierarchical prior structure enables automatic determination of genes driving the bifurcation process. We additionally propose an Empirical-Bayes like extension that deals with the high levels of zero-inflation in single-cell RNA-seq data and quantify when such models are useful. We apply or model to both real and simulated single-cell gene expression data and compare the results to existing pseudotime methods. Finally, we discuss both the merits and weaknesses of such a unified, probabilistic approach in the context practical bioinformatics analyses.

Estimating Lion Abundance using N-mixture Models for Social Species.

Science.gov (United States)

Belant, Jerrold L; Bled, Florent; Wilton, Clay M; Fyumagwa, Robert; Mwampeta, Stanslaus B; Beyer, Dean E

2016-10-27

Declining populations of large carnivores worldwide, and the complexities of managing human-carnivore conflicts, require accurate population estimates of large carnivores to promote their long-term persistence through well-informed management We used N-mixture models to estimate lion (Panthera leo) abundance from call-in and track surveys in southeastern Serengeti National Park, Tanzania. Because of potential habituation to broadcasted calls and social behavior, we developed a hierarchical observation process within the N-mixture model conditioning lion detectability on their group response to call-ins and individual detection probabilities. We estimated 270 lions (95% credible interval = 170-551) using call-ins but were unable to estimate lion abundance from track data. We found a weak negative relationship between predicted track density and predicted lion abundance from the call-in surveys. Luminosity was negatively correlated with individual detection probability during call-in surveys. Lion abundance and track density were influenced by landcover, but direction of the corresponding effects were undetermined. N-mixture models allowed us to incorporate multiple parameters (e.g., landcover, luminosity, observer effect) influencing lion abundance and probability of detection directly into abundance estimates. We suggest that N-mixture models employing a hierarchical observation process can be used to estimate abundance of other social, herding, and grouping species.

Diffusion in lattice Lorentz gases with mixtures of point scatterers

International Nuclear Information System (INIS)

Acedo, L.; Santos, A.

1994-01-01

Monte Carlo simulations are carried out to evaluate the diffusion coefficient in some lattice Lorentz gases with mixtures of point scatterers in the limit of a low concentration of scatterers. Two models on a square lattice are considered: (a) right and left stochastic rotators plus pure reflectors and (b) right and left stochastic mirrors plus pure reflectors. The simulation data are compared with the repeated ring approximation (RRA). The agreement is excellent for models in the absence of pure reflectors, suggesting that the RRA gives the correct diffusion coefficient for those cases. As the fraction x B of reflectors increases, the diffusion coefficient decreases and seems to vanish at x B c congruent 0.8 (percolation threshold) with a critical exponent μ congruent 2 (stochastic model) or μ congruent 3 (deterministic rotator model)

HYDRA: a Java library for Markov Chain Monte Carlo

Directory of Open Access Journals (Sweden)

Gregory R. Warnes

2002-03-01

Full Text Available Hydra is an open-source, platform-neutral library for performing Markov Chain Monte Carlo. It implements the logic of standard MCMC samplers within a framework designed to be easy to use, extend, and integrate with other software tools. In this paper, we describe the problem that motivated our work, outline our goals for the Hydra pro ject, and describe the current features of the Hydra library. We then provide a step-by-step example of using Hydra to simulate from a mixture model drawn from cancer genetics, first using a variable-at-a-time Metropolis sampler and then a Normal Kernel Coupler. We conclude with a discussion of future directions for Hydra.

On the Bayesian calibration of computer model mixtures through experimental data, and the design of predictive models

Science.gov (United States)

Karagiannis, Georgios; Lin, Guang

2017-08-01

For many real systems, several computer models may exist with different physics and predictive abilities. To achieve more accurate simulations/predictions, it is desirable for these models to be properly combined and calibrated. We propose the Bayesian calibration of computer model mixture method which relies on the idea of representing the real system output as a mixture of the available computer model outputs with unknown input dependent weight functions. The method builds a fully Bayesian predictive model as an emulator for the real system output by combining, weighting, and calibrating the available models in the Bayesian framework. Moreover, it fits a mixture of calibrated computer models that can be used by the domain scientist as a mean to combine the available computer models, in a flexible and principled manner, and perform reliable simulations. It can address realistic cases where one model may be more accurate than the others at different input values because the mixture weights, indicating the contribution of each model, are functions of the input. Inference on the calibration parameters can consider multiple computer models associated with different physics. The method does not require knowledge of the fidelity order of the models. We provide a technique able to mitigate the computational overhead due to the consideration of multiple computer models that is suitable to the mixture model framework. We implement the proposed method in a real-world application involving the Weather Research and Forecasting large-scale climate model.

Randomly dispersed particle fuel model in the PSG Monte Carlo neutron transport code

International Nuclear Information System (INIS)

Leppaenen, J.

2007-01-01

High-temperature gas-cooled reactor fuels are composed of thousands of microscopic fuel particles, randomly dispersed in a graphite matrix. The modelling of such geometry is complicated, especially using continuous-energy Monte Carlo codes, which are unable to apply any deterministic corrections in the calculation. This paper presents the geometry routine developed for modelling randomly dispersed particle fuels using the PSG Monte Carlo reactor physics code. The model is based on the delta-tracking method, and it takes into account the spatial self-shielding effects and the random dispersion of the fuel particles. The calculation routine is validated by comparing the results to reference MCNP4C calculations using uranium and plutonium based fuels. (authors)

Specialized Monte Carlo codes versus general-purpose Monte Carlo codes

International Nuclear Information System (INIS)

Moskvin, Vadim; DesRosiers, Colleen; Papiez, Lech; Lu, Xiaoyi

2002-01-01

The possibilities of Monte Carlo modeling for dose calculations and optimization treatment are quite limited in radiation oncology applications. The main reason is that the Monte Carlo technique for dose calculations is time consuming while treatment planning may require hundreds of possible cases of dose simulations to be evaluated for dose optimization. The second reason is that general-purpose codes widely used in practice, require an experienced user to customize them for calculations. This paper discusses the concept of Monte Carlo code design that can avoid the main problems that are preventing wide spread use of this simulation technique in medical physics. (authors)

Evaluation of thermodynamic properties of fluid mixtures by PC-SAFT model

International Nuclear Information System (INIS)

Almasi, Mohammad

2014-01-01

Experimental and calculated partial molar volumes (V ¯ m,1 ) of MIK with (♦) 2-PrOH, (♢) 2-BuOH, (●) 2-PenOH at T = 298.15 K. (—) PC-SAFT model. - Highlights: • Densities and viscosities of the mixtures (MIK + 2-alkanols) were measured. • PC-SAFT model was applied to correlate the volumetric properties of binary mixtures. • Agreement between experimental data and calculated values by PC-SAFT model is good. - Abstract: Densities and viscosities of binary mixtures of methyl isobutyl ketone (MIK) with polar solvents namely, 2-propanol, 2-butanol and 2-pentanol, were measured at 7 temperatures (293.15–323.15 K) over the entire range of composition. Using the experimental data, excess molar volumes V m E , isobaric thermal expansivity α p , partial molar volumes V ¯ m,i and viscosity deviations Δη, have been calculated due to their importance in the study of specific molecular interactions. The observed negative and positive values of deviation/excess parameters were explained on the basis of the intermolecular interactions occur in these mixtures. The Perturbed Chain Statistical Association Fluid Theory (PC-SAFT) has been used to correlate the volumetric behavior of the mixtures

Detecting Housing Submarkets using Unsupervised Learning of Finite Mixture Models

DEFF Research Database (Denmark)

Ntantamis, Christos

association between prices that can be attributed, among others, to unobserved neighborhood effects. In this paper, a model of spatial association for housing markets is introduced. Spatial association is treated in the context of spatial heterogeneity, which is explicitly modeled in both a global and a local....... The identified mixtures are considered as the different spatial housing submarkets. The main advantage of the approach is that submarkets are recovered by the housing prices data compared to submarkets imposed by administrative or geographical criteria. The Finite Mixture Model is estimated using the Figueiredo...

A measurement-based generalized source model for Monte Carlo dose simulations of CT scans.

Science.gov (United States)

Ming, Xin; Feng, Yuanming; Liu, Ransheng; Yang, Chengwen; Zhou, Li; Zhai, Hezheng; Deng, Jun

2017-03-07

The goal of this study is to develop a generalized source model for accurate Monte Carlo dose simulations of CT scans based solely on the measurement data without a priori knowledge of scanner specifications. The proposed generalized source model consists of an extended circular source located at x-ray target level with its energy spectrum, source distribution and fluence distribution derived from a set of measurement data conveniently available in the clinic. Specifically, the central axis percent depth dose (PDD) curves measured in water and the cone output factors measured in air were used to derive the energy spectrum and the source distribution respectively with a Levenberg-Marquardt algorithm. The in-air film measurement of fan-beam dose profiles at fixed gantry was back-projected to generate the fluence distribution of the source model. A benchmarked Monte Carlo user code was used to simulate the dose distributions in water with the developed source model as beam input. The feasibility and accuracy of the proposed source model was tested on a GE LightSpeed and a Philips Brilliance Big Bore multi-detector CT (MDCT) scanners available in our clinic. In general, the Monte Carlo simulations of the PDDs in water and dose profiles along lateral and longitudinal directions agreed with the measurements within 4%/1 mm for both CT scanners. The absolute dose comparison using two CTDI phantoms (16 cm and 32 cm in diameters) indicated a better than 5% agreement between the Monte Carlo-simulated and the ion chamber-measured doses at a variety of locations for the two scanners. Overall, this study demonstrated that a generalized source model can be constructed based only on a set of measurement data and used for accurate Monte Carlo dose simulations of patients' CT scans, which would facilitate patient-specific CT organ dose estimation and cancer risk management in the diagnostic and therapeutic radiology.

A measurement-based generalized source model for Monte Carlo dose simulations of CT scans

Science.gov (United States)

Ming, Xin; Feng, Yuanming; Liu, Ransheng; Yang, Chengwen; Zhou, Li; Zhai, Hezheng; Deng, Jun

2017-03-01

The goal of this study is to develop a generalized source model for accurate Monte Carlo dose simulations of CT scans based solely on the measurement data without a priori knowledge of scanner specifications. The proposed generalized source model consists of an extended circular source located at x-ray target level with its energy spectrum, source distribution and fluence distribution derived from a set of measurement data conveniently available in the clinic. Specifically, the central axis percent depth dose (PDD) curves measured in water and the cone output factors measured in air were used to derive the energy spectrum and the source distribution respectively with a Levenberg-Marquardt algorithm. The in-air film measurement of fan-beam dose profiles at fixed gantry was back-projected to generate the fluence distribution of the source model. A benchmarked Monte Carlo user code was used to simulate the dose distributions in water with the developed source model as beam input. The feasibility and accuracy of the proposed source model was tested on a GE LightSpeed and a Philips Brilliance Big Bore multi-detector CT (MDCT) scanners available in our clinic. In general, the Monte Carlo simulations of the PDDs in water and dose profiles along lateral and longitudinal directions agreed with the measurements within 4%/1 mm for both CT scanners. The absolute dose comparison using two CTDI phantoms (16 cm and 32 cm in diameters) indicated a better than 5% agreement between the Monte Carlo-simulated and the ion chamber-measured doses at a variety of locations for the two scanners. Overall, this study demonstrated that a generalized source model can be constructed based only on a set of measurement data and used for accurate Monte Carlo dose simulations of patients’ CT scans, which would facilitate patient-specific CT organ dose estimation and cancer risk management in the diagnostic and therapeutic radiology.

Phylogenetic mixtures and linear invariants for equal input models.

Science.gov (United States)

Casanellas, Marta; Steel, Mike

2017-04-01

The reconstruction of phylogenetic trees from molecular sequence data relies on modelling site substitutions by a Markov process, or a mixture of such processes. In general, allowing mixed processes can result in different tree topologies becoming indistinguishable from the data, even for infinitely long sequences. However, when the underlying Markov process supports linear phylogenetic invariants, then provided these are sufficiently informative, the identifiability of the tree topology can be restored. In this paper, we investigate a class of processes that support linear invariants once the stationary distribution is fixed, the 'equal input model'. This model generalizes the 'Felsenstein 1981' model (and thereby the Jukes-Cantor model) from four states to an arbitrary number of states (finite or infinite), and it can also be described by a 'random cluster' process. We describe the structure and dimension of the vector spaces of phylogenetic mixtures and of linear invariants for any fixed phylogenetic tree (and for all trees-the so called 'model invariants'), on any number n of leaves. We also provide a precise description of the space of mixtures and linear invariants for the special case of [Formula: see text] leaves. By combining techniques from discrete random processes and (multi-) linear algebra, our results build on a classic result that was first established by James Lake (Mol Biol Evol 4:167-191, 1987).

SKIRT: The design of a suite of input models for Monte Carlo radiative transfer simulations

Science.gov (United States)

Baes, M.; Camps, P.

2015-09-01

The Monte Carlo method is the most popular technique to perform radiative transfer simulations in a general 3D geometry. The algorithms behind and acceleration techniques for Monte Carlo radiative transfer are discussed extensively in the literature, and many different Monte Carlo codes are publicly available. On the contrary, the design of a suite of components that can be used for the distribution of sources and sinks in radiative transfer codes has received very little attention. The availability of such models, with different degrees of complexity, has many benefits. For example, they can serve as toy models to test new physical ingredients, or as parameterised models for inverse radiative transfer fitting. For 3D Monte Carlo codes, this requires algorithms to efficiently generate random positions from 3D density distributions. We describe the design of a flexible suite of components for the Monte Carlo radiative transfer code SKIRT. The design is based on a combination of basic building blocks (which can be either analytical toy models or numerical models defined on grids or a set of particles) and the extensive use of decorators that combine and alter these building blocks to more complex structures. For a number of decorators, e.g. those that add spiral structure or clumpiness, we provide a detailed description of the algorithms that can be used to generate random positions. Advantages of this decorator-based design include code transparency, the avoidance of code duplication, and an increase in code maintainability. Moreover, since decorators can be chained without problems, very complex models can easily be constructed out of simple building blocks. Finally, based on a number of test simulations, we demonstrate that our design using customised random position generators is superior to a simpler design based on a generic black-box random position generator.

Beta Regression Finite Mixture Models of Polarization and Priming

Science.gov (United States)

Smithson, Michael; Merkle, Edgar C.; Verkuilen, Jay

2011-01-01

This paper describes the application of finite-mixture general linear models based on the beta distribution to modeling response styles, polarization, anchoring, and priming effects in probability judgments. These models, in turn, enhance our capacity for explicitly testing models and theories regarding the aforementioned phenomena. The mixture…

A predictive model of natural gas mixture combustion in internal combustion engines

Directory of Open Access Journals (Sweden)

Henry Espinoza

2007-05-01

Full Text Available This study shows the development of a predictive natural gas mixture combustion model for conventional com-bustion (ignition engines. The model was based on resolving two areas; one having unburned combustion mixture and another having combustion products. Energy and matter conservation equations were solved for each crankshaft turn angle for each area. Nonlinear differential equations for each phase’s energy (considering compression, combustion and expansion were solved by applying the fourth-order Runge-Kutta method. The model also enabled studying different natural gas components’ composition and evaluating combustion in the presence of dry and humid air. Validation results are shown with experimental data, demonstrating the software’s precision and accuracy in the results so produced. The results showed cylinder pressure, unburned and burned mixture temperature, burned mass fraction and combustion reaction heat for the engine being modelled using a natural gas mixture.

A Dirichlet process mixture of generalized Dirichlet distributions for proportional data modeling.

Science.gov (United States)

Bouguila, Nizar; Ziou, Djemel

2010-01-01

In this paper, we propose a clustering algorithm based on both Dirichlet processes and generalized Dirichlet distribution which has been shown to be very flexible for proportional data modeling. Our approach can be viewed as an extension of the finite generalized Dirichlet mixture model to the infinite case. The extension is based on nonparametric Bayesian analysis. This clustering algorithm does not require the specification of the number of mixture components to be given in advance and estimates it in a principled manner. Our approach is Bayesian and relies on the estimation of the posterior distribution of clusterings using Gibbs sampler. Through some applications involving real-data classification and image databases categorization using visual words, we show that clustering via infinite mixture models offers a more powerful and robust performance than classic finite mixtures.

A quantitative trait locus mixture model that avoids spurious LOD score peaks.

Science.gov (United States)

Feenstra, Bjarke; Skovgaard, Ib M

2004-06-01

In standard interval mapping of quantitative trait loci (QTL), the QTL effect is described by a normal mixture model. At any given location in the genome, the evidence of a putative QTL is measured by the likelihood ratio of the mixture model compared to a single normal distribution (the LOD score). This approach can occasionally produce spurious LOD score peaks in regions of low genotype information (e.g., widely spaced markers), especially if the phenotype distribution deviates markedly from a normal distribution. Such peaks are not indicative of a QTL effect; rather, they are caused by the fact that a mixture of normals always produces a better fit than a single normal distribution. In this study, a mixture model for QTL mapping that avoids the problems of such spurious LOD score peaks is presented.

Color Texture Segmentation by Decomposition of Gaussian Mixture Model

Czech Academy of Sciences Publication Activity Database

Grim, Jiří; Somol, Petr; Haindl, Michal; Pudil, Pavel

2006-01-01

Roč. 19, č. 4225 (2006), s. 287-296 ISSN 0302-9743. [Iberoamerican Congress on Pattern Recognition. CIARP 2006 /11./. Cancun, 14.11.2006-17.11.2006] R&D Projects: GA AV ČR 1ET400750407; GA MŠk 1M0572; GA MŠk 2C06019 EU Projects: European Commission(XE) 507752 - MUSCLE Institutional research plan: CEZ:AV0Z10750506 Keywords : texture segmentation * gaussian mixture model * EM algorithm Subject RIV: IN - Informatics, Computer Science Impact factor: 0.402, year: 2005 http://library.utia.cas.cz/separaty/historie/grim-color texture segmentation by decomposition of gaussian mixture model.pdf

Supervised Gaussian mixture model based remote sensing image ...

African Journals Online (AJOL)

Using the supervised classification technique, both simulated and empirical satellite remote sensing data are used to train and test the Gaussian mixture model algorithm. For the purpose of validating the experiment, the resulting classified satellite image is compared with the ground truth data. For the simulated modelling, ...

Three Different Ways of Calibrating Burger's Contact Model for Viscoelastic Model of Asphalt Mixtures by Discrete Element Method

DEFF Research Database (Denmark)

Feng, Huan; Pettinari, Matteo; Stang, Henrik

2016-01-01

modulus. Three different approaches have been used and compared for calibrating the Burger's contact model. Values of the dynamic modulus and phase angle of asphalt mixtures were predicted by conducting DE simulation under dynamic strain control loading. The excellent agreement between the predicted......In this paper the viscoelastic behavior of asphalt mixture was investigated by employing a three-dimensional discrete element method. Combined with Burger's model, three contact models were used for the construction of constitutive asphalt mixture model with viscoelastic properties...

Modelling of the RA-1 reactor using a Monte Carlo code

International Nuclear Information System (INIS)

Quinteiro, Guillermo F.; Calabrese, Carlos R.

2000-01-01

It was carried out for the first time, a model of the Argentine RA-1 reactor using the MCNP Monte Carlo code. This model was validated using data for experimental neutron and gamma measurements at different energy ranges and locations. In addition, the resulting fluxes were compared with the data obtained using a 3D diffusion code. (author)

Monte Carlo Molecular Simulation with Isobaric-Isothermal and Gibbs-NPT Ensembles

KAUST Repository

Du, Shouhong

2012-01-01

This thesis presents Monte Carlo methods for simulations of phase behaviors of Lennard-Jones fluids. The isobaric-isothermal (NPT) ensemble and Gibbs-NPT ensemble are introduced in detail. NPT ensemble is employed to determine the phase diagram of pure component. The reduced simulation results are verified by comparison with the equation of state by by Johnson et al. and results with L-J parameters of methane agree considerably with the experiment measurements. We adopt the blocking method for variance estimation and error analysis of the simulation results. The relationship between variance and number of Monte Carlo cycles, error propagation and Random Number Generator performance are also investigated. We review the Gibbs-NPT ensemble employed for phase equilibrium of binary mixture. The phase equilibrium is achieved by performing three types of trial move: particle displacement, volume rearrangement and particle transfer. The simulation models and the simulation details are introduced. The simulation results of phase coexistence for methane and ethane are reported with comparison of the experimental data. Good agreement is found for a wide range of pressures. The contribution of this thesis work lies in the study of the error analysis with respect to the Monte Carlo cycles and number of particles in some interesting aspects.

Monte Carlo Molecular Simulation with Isobaric-Isothermal and Gibbs-NPT Ensembles

KAUST Repository

Du, Shouhong

2012-05-01

This thesis presents Monte Carlo methods for simulations of phase behaviors of Lennard-Jones fluids. The isobaric-isothermal (NPT) ensemble and Gibbs-NPT ensemble are introduced in detail. NPT ensemble is employed to determine the phase diagram of pure component. The reduced simulation results are verified by comparison with the equation of state by by Johnson et al. and results with L-J parameters of methane agree considerably with the experiment measurements. We adopt the blocking method for variance estimation and error analysis of the simulation results. The relationship between variance and number of Monte Carlo cycles, error propagation and Random Number Generator performance are also investigated. We review the Gibbs-NPT ensemble employed for phase equilibrium of binary mixture. The phase equilibrium is achieved by performing three types of trial move: particle displacement, volume rearrangement and particle transfer. The simulation models and the simulation details are introduced. The simulation results of phase coexistence for methane and ethane are reported with comparison of the experimental data. Good agreement is found for a wide range of pressures. The contribution of this thesis work lies in the study of the error analysis with respect to the Monte Carlo cycles and number of particles in some interesting aspects.

Accelerated Monte Carlo system reliability analysis through machine-learning-based surrogate models of network connectivity

International Nuclear Information System (INIS)

Stern, R.E.; Song, J.; Work, D.B.

2017-01-01

The two-terminal reliability problem in system reliability analysis is known to be computationally intractable for large infrastructure graphs. Monte Carlo techniques can estimate the probability of a disconnection between two points in a network by selecting a representative sample of network component failure realizations and determining the source-terminal connectivity of each realization. To reduce the runtime required for the Monte Carlo approximation, this article proposes an approximate framework in which the connectivity check of each sample is estimated using a machine-learning-based classifier. The framework is implemented using both a support vector machine (SVM) and a logistic regression based surrogate model. Numerical experiments are performed on the California gas distribution network using the epicenter and magnitude of the 1989 Loma Prieta earthquake as well as randomly-generated earthquakes. It is shown that the SVM and logistic regression surrogate models are able to predict network connectivity with accuracies of 99% for both methods, and are 1–2 orders of magnitude faster than using a Monte Carlo method with an exact connectivity check. - Highlights: • Surrogate models of network connectivity are developed by machine-learning algorithms. • Developed surrogate models can reduce the runtime required for Monte Carlo simulations. • Support vector machine and logistic regressions are employed to develop surrogate models. • Numerical example of California gas distribution network demonstrate the proposed approach. • The developed models have accuracies 99%, and are 1–2 orders of magnitude faster than MCS.

Modeling granular phosphor screens by Monte Carlo methods

International Nuclear Information System (INIS)

Liaparinos, Panagiotis F.; Kandarakis, Ioannis S.; Cavouras, Dionisis A.; Delis, Harry B.; Panayiotakis, George S.

2006-01-01

The intrinsic phosphor properties are of significant importance for the performance of phosphor screens used in medical imaging systems. In previous analytical-theoretical and Monte Carlo studies on granular phosphor materials, values of optical properties, and light interaction cross sections were found by fitting to experimental data. These values were then employed for the assessment of phosphor screen imaging performance. However, it was found that, depending on the experimental technique and fitting methodology, the optical parameters of a specific phosphor material varied within a wide range of values, i.e., variations of light scattering with respect to light absorption coefficients were often observed for the same phosphor material. In this study, x-ray and light transport within granular phosphor materials was studied by developing a computational model using Monte Carlo methods. The model was based on the intrinsic physical characteristics of the phosphor. Input values required to feed the model can be easily obtained from tabulated data. The complex refractive index was introduced and microscopic probabilities for light interactions were produced, using Mie scattering theory. Model validation was carried out by comparing model results on x-ray and light parameters (x-ray absorption, statistical fluctuations in the x-ray to light conversion process, number of emitted light photons, output light spatial distribution) with previous published experimental data on Gd 2 O 2 S:Tb phosphor material (Kodak Min-R screen). Results showed the dependence of the modulation transfer function (MTF) on phosphor grain size and material packing density. It was predicted that granular Gd 2 O 2 S:Tb screens of high packing density and small grain size may exhibit considerably better resolution and light emission properties than the conventional Gd 2 O 2 S:Tb screens, under similar conditions (x-ray incident energy, screen thickness)

Reservoir Modeling Combining Geostatistics with Markov Chain Monte Carlo Inversion

DEFF Research Database (Denmark)

Zunino, Andrea; Lange, Katrine; Melnikova, Yulia

2014-01-01

We present a study on the inversion of seismic reflection data generated from a synthetic reservoir model. Our aim is to invert directly for rock facies and porosity of the target reservoir zone. We solve this inverse problem using a Markov chain Monte Carlo (McMC) method to handle the nonlinear...

Maximum likelihood pixel labeling using a spatially variant finite mixture model

International Nuclear Information System (INIS)

Gopal, S.S.; Hebert, T.J.

1996-01-01

We propose a spatially-variant mixture model for pixel labeling. Based on this spatially-variant mixture model we derive an expectation maximization algorithm for maximum likelihood estimation of the pixel labels. While most algorithms using mixture models entail the subsequent use of a Bayes classifier for pixel labeling, the proposed algorithm yields maximum likelihood estimates of the labels themselves and results in unambiguous pixel labels. The proposed algorithm is fast, robust, easy to implement, flexible in that it can be applied to any arbitrary image data where the number of classes is known and, most importantly, obviates the need for an explicit labeling rule. The algorithm is evaluated both quantitatively and qualitatively on simulated data and on clinical magnetic resonance images of the human brain

A Monte Carlo modeling alternative for the API Gamma Ray Calibration Facility

International Nuclear Information System (INIS)

Galford, J.E.

2017-01-01

The gamma ray pit at the API Calibration Facility, located on the University of Houston campus, defines the API unit for natural gamma ray logs used throughout the petroleum logging industry. Future use of the facility is uncertain. An alternative method is proposed to preserve the gamma ray API unit definition as an industry standard by using Monte Carlo modeling to obtain accurate counting rate-to-API unit conversion factors for gross-counting and spectral gamma ray tool designs. - Highlights: • A Monte Carlo alternative is proposed to replace empirical calibration procedures. • The proposed Monte Carlo alternative preserves the original API unit definition. • MCNP source and materials descriptions are provided for the API gamma ray pit. • Simulated results are presented for several wireline logging tool designs. • The proposed method can be adapted for use with logging-while-drilling tools.

Monte Carlo Techniques for the Comprehensive Modeling of Isotopic Inventories in Future Nuclear Systems and Fuel Cycles. Final Report

International Nuclear Information System (INIS)

Paul P.H. Wilson

2005-01-01

The development of Monte Carlo techniques for isotopic inventory analysis has been explored in order to facilitate the modeling of systems with flowing streams of material through varying neutron irradiation environments. This represents a novel application of Monte Carlo methods to a field that has traditionally relied on deterministic solutions to systems of first-order differential equations. The Monte Carlo techniques were based largely on the known modeling techniques of Monte Carlo radiation transport, but with important differences, particularly in the area of variance reduction and efficiency measurement. The software that was developed to implement and test these methods now provides a basis for validating approximate modeling techniques that are available to deterministic methodologies. The Monte Carlo methods have been shown to be effective in reproducing the solutions of simple problems that are possible using both stochastic and deterministic methods. The Monte Carlo methods are also effective for tracking flows of materials through complex systems including the ability to model removal of individual elements or isotopes in the system. Computational performance is best for flows that have characteristic times that are large fractions of the system lifetime. As the characteristic times become short, leading to thousands or millions of passes through the system, the computational performance drops significantly. Further research is underway to determine modeling techniques to improve performance within this range of problems. This report describes the technical development of Monte Carlo techniques for isotopic inventory analysis. The primary motivation for this solution methodology is the ability to model systems of flowing material being exposed to varying and stochastically varying radiation environments. The methodology was developed in three stages: analog methods which model each atom with true reaction probabilities (Section 2), non-analog methods

Evaluation of thermodynamic properties of fluid mixtures by PC-SAFT model

Energy Technology Data Exchange (ETDEWEB)

Almasi, Mohammad, E-mail: m.almasi@khouzestan.srbiau.ac.ir

2014-09-10

Experimental and calculated partial molar volumes (V{sup ¯}{sub m,1}) of MIK with (♦) 2-PrOH, (♢) 2-BuOH, (●) 2-PenOH at T = 298.15 K. (—) PC-SAFT model. - Highlights: • Densities and viscosities of the mixtures (MIK + 2-alkanols) were measured. • PC-SAFT model was applied to correlate the volumetric properties of binary mixtures. • Agreement between experimental data and calculated values by PC-SAFT model is good. - Abstract: Densities and viscosities of binary mixtures of methyl isobutyl ketone (MIK) with polar solvents namely, 2-propanol, 2-butanol and 2-pentanol, were measured at 7 temperatures (293.15–323.15 K) over the entire range of composition. Using the experimental data, excess molar volumes V{sub m}{sup E}, isobaric thermal expansivity α{sub p}, partial molar volumes V{sup ¯}{sub m,i} and viscosity deviations Δη, have been calculated due to their importance in the study of specific molecular interactions. The observed negative and positive values of deviation/excess parameters were explained on the basis of the intermolecular interactions occur in these mixtures. The Perturbed Chain Statistical Association Fluid Theory (PC-SAFT) has been used to correlate the volumetric behavior of the mixtures.

Radiation Modeling with Direct Simulation Monte Carlo

Science.gov (United States)

Carlson, Ann B.; Hassan, H. A.

1991-01-01

Improvements in the modeling of radiation in low density shock waves with direct simulation Monte Carlo (DSMC) are the subject of this study. A new scheme to determine the relaxation collision numbers for excitation of electronic states is proposed. This scheme attempts to move the DSMC programs toward a more detailed modeling of the physics and more reliance on available rate data. The new method is compared with the current modeling technique and both techniques are compared with available experimental data. The differences in the results are evaluated. The test case is based on experimental measurements from the AVCO-Everett Research Laboratory electric arc-driven shock tube of a normal shock wave in air at 10 km/s and .1 Torr. The new method agrees with the available data as well as the results from the earlier scheme and is more easily extrapolated to di erent ow conditions.

Statistical mechanics of light elements at high pressure. VII. A perturbative free energy for arbitrary mixtures of H and He

International Nuclear Information System (INIS)

Hubbard, W.B.; Dewitt, H.E.

1985-01-01

A model free energy is presented which accurately represents results from 45 high-precision Monte Carlo calculations of the thermodynamics of hydrogen-helium mixtures at pressures of astrophysical and planetophysical interest. The free energy is calculated using free-electron perturbation theory (dielectric function theory), and is an extension of the expression given in an earlier paper in this series. However, it fits the Monte Carlo results more accurately, and is valid for the full range of compositions from pure hydrogen to pure helium. Using the new free energy, the phase diagram of mixtures of liquid metallic hydrogen and helium is calculated and compared with earlier results. Sample results for mixing volumes are also presented, and the new free energy expression is used to compute a theoretical Jovian adiabat and compare the adiabat with results from three-dimensional Thomas-Fermi-Dirac theory. The present theory gives slightly higher densities at pressures of about 10 megabars. 20 references

Statistical mechanics of light elements at high pressure. VII - A perturbative free energy for arbitrary mixtures of H and He

Science.gov (United States)

Hubbard, W. B.; Dewitt, H. E.

1985-01-01

A model free energy is presented which accurately represents results from 45 high-precision Monte Carlo calculations of the thermodynamics of hydrogen-helium mixtures at pressures of astrophysical and planetophysical interest. The free energy is calculated using free-electron perturbation theory (dielectric function theory), and is an extension of the expression given in an earlier paper in this series. However, it fits the Monte Carlo results more accurately, and is valid for the full range of compositions from pure hydrogen to pure helium. Using the new free energy, the phase diagram of mixtures of liquid metallic hydrogen and helium is calculated and compared with earlier results. Sample results for mixing volumes are also presented, and the new free energy expression is used to compute a theoretical Jovian adiabat and compare the adiabat with results from three-dimensional Thomas-Fermi-Dirac theory. The present theory gives slightly higher densities at pressures of about 10 megabars.

A novel Monte Carlo approach to hybrid local volatility models

NARCIS (Netherlands)

A.W. van der Stoep (Anton); L.A. Grzelak (Lech Aleksander); C.W. Oosterlee (Cornelis)

2017-01-01

textabstractWe present in a Monte Carlo simulation framework, a novel approach for the evaluation of hybrid local volatility [Risk, 1994, 7, 18–20], [Int. J. Theor. Appl. Finance, 1998, 1, 61–110] models. In particular, we consider the stochastic local volatility model—see e.g. Lipton et al. [Quant.

Metal Mixture Modeling Evaluation project: 2. Comparison of four modeling approaches

Science.gov (United States)

Farley, Kevin J.; Meyer, Joe; Balistrieri, Laurie S.; DeSchamphelaere, Karl; Iwasaki, Yuichi; Janssen, Colin; Kamo, Masashi; Lofts, Steve; Mebane, Christopher A.; Naito, Wataru; Ryan, Adam C.; Santore, Robert C.; Tipping, Edward

2015-01-01

As part of the Metal Mixture Modeling Evaluation (MMME) project, models were developed by the National Institute of Advanced Industrial Science and Technology (Japan), the U.S. Geological Survey (USA), HDR⎪HydroQual, Inc. (USA), and the Centre for Ecology and Hydrology (UK) to address the effects of metal mixtures on biological responses of aquatic organisms. A comparison of the 4 models, as they were presented at the MMME Workshop in Brussels, Belgium (May 2012), is provided herein. Overall, the models were found to be similar in structure (free ion activities computed by WHAM; specific or non-specific binding of metals/cations in or on the organism; specification of metal potency factors and/or toxicity response functions to relate metal accumulation to biological response). Major differences in modeling approaches are attributed to various modeling assumptions (e.g., single versus multiple types of binding site on the organism) and specific calibration strategies that affected the selection of model parameters. The models provided a reasonable description of additive (or nearly additive) toxicity for a number of individual toxicity test results. Less-than-additive toxicity was more difficult to describe with the available models. Because of limitations in the available datasets and the strong inter-relationships among the model parameters (log KM values, potency factors, toxicity response parameters), further evaluation of specific model assumptions and calibration strategies is needed.

Skin fluorescence model based on the Monte Carlo technique

Science.gov (United States)

Churmakov, Dmitry Y.; Meglinski, Igor V.; Piletsky, Sergey A.; Greenhalgh, Douglas A.

2003-10-01

The novel Monte Carlo technique of simulation of spatial fluorescence distribution within the human skin is presented. The computational model of skin takes into account spatial distribution of fluorophores following the collagen fibers packing, whereas in epidermis and stratum corneum the distribution of fluorophores assumed to be homogeneous. The results of simulation suggest that distribution of auto-fluorescence is significantly suppressed in the NIR spectral region, while fluorescence of sensor layer embedded in epidermis is localized at the adjusted depth. The model is also able to simulate the skin fluorescence spectra.

Modelling of the RA-1 reactor using a Monte Carlo code; Modelado del reactor RA-1 utilizando un codigo Monte Carlo

Energy Technology Data Exchange (ETDEWEB)

Quinteiro, Guillermo F; Calabrese, Carlos R [Comision Nacional de Energia Atomica, General San Martin (Argentina). Dept. de Reactores y Centrales Nucleares

2000-07-01

It was carried out for the first time, a model of the Argentine RA-1 reactor using the MCNP Monte Carlo code. This model was validated using data for experimental neutron and gamma measurements at different energy ranges and locations. In addition, the resulting fluxes were compared with the data obtained using a 3D diffusion code. (author)

Monte Carlo techniques in radiation therapy

CERN Document Server

Verhaegen, Frank

2013-01-01

Modern cancer treatment relies on Monte Carlo simulations to help radiotherapists and clinical physicists better understand and compute radiation dose from imaging devices as well as exploit four-dimensional imaging data. With Monte Carlo-based treatment planning tools now available from commercial vendors, a complete transition to Monte Carlo-based dose calculation methods in radiotherapy could likely take place in the next decade. Monte Carlo Techniques in Radiation Therapy explores the use of Monte Carlo methods for modeling various features of internal and external radiation sources, including light ion beams. The book-the first of its kind-addresses applications of the Monte Carlo particle transport simulation technique in radiation therapy, mainly focusing on external beam radiotherapy and brachytherapy. It presents the mathematical and technical aspects of the methods in particle transport simulations. The book also discusses the modeling of medical linacs and other irradiation devices; issues specific...

Experimental validation of a Monte Carlo proton therapy nozzle model incorporating magnetically steered protons

International Nuclear Information System (INIS)

Peterson, S W; Polf, J; Archambault, L; Beddar, S; Bues, M; Ciangaru, G; Smith, A

2009-01-01

The purpose of this study is to validate the accuracy of a Monte Carlo calculation model of a proton magnetic beam scanning delivery nozzle developed using the Geant4 toolkit. The Monte Carlo model was used to produce depth dose and lateral profiles, which were compared to data measured in the clinical scanning treatment nozzle at several energies. Comparisons were also made between measured and simulated off-axis profiles to test the accuracy of the model's magnetic steering. Comparison of the 80% distal dose fall-off values for the measured and simulated depth dose profiles agreed to within 1 mm for the beam energies evaluated. Agreement of the full width at half maximum values for the measured and simulated lateral fluence profiles was within 1.3 mm for all energies. The position of measured and simulated spot positions for the magnetically steered beams agreed to within 0.7 mm of each other. Based on these results, we found that the Geant4 Monte Carlo model of the beam scanning nozzle has the ability to accurately predict depth dose profiles, lateral profiles perpendicular to the beam axis and magnetic steering of a proton beam during beam scanning proton therapy.

Monte Carlo Methods in Physics

International Nuclear Information System (INIS)

Santoso, B.

1997-01-01

Method of Monte Carlo integration is reviewed briefly and some of its applications in physics are explained. A numerical experiment on random generators used in the monte Carlo techniques is carried out to show the behavior of the randomness of various methods in generating them. To account for the weight function involved in the Monte Carlo, the metropolis method is used. From the results of the experiment, one can see that there is no regular patterns of the numbers generated, showing that the program generators are reasonably good, while the experimental results, shows a statistical distribution obeying statistical distribution law. Further some applications of the Monte Carlo methods in physics are given. The choice of physical problems are such that the models have available solutions either in exact or approximate values, in which comparisons can be mode, with the calculations using the Monte Carlo method. Comparison show that for the models to be considered, good agreement have been obtained

Identifying Clusters with Mixture Models that Include Radial Velocity Observations

Science.gov (United States)

Czarnatowicz, Alexis; Ybarra, Jason E.

2018-01-01

The study of stellar clusters plays an integral role in the study of star formation. We present a cluster mixture model that considers radial velocity data in addition to spatial data. Maximum likelihood estimation through the Expectation-Maximization (EM) algorithm is used for parameter estimation. Our mixture model analysis can be used to distinguish adjacent or overlapping clusters, and estimate properties for each cluster.Work supported by awards from the Virginia Foundation for Independent Colleges (VFIC) Undergraduate Science Research Fellowship and The Research Experience @Bridgewater (TREB).

Estimation of value at risk and conditional value at risk using normal mixture distributions model

Science.gov (United States)

Kamaruzzaman, Zetty Ain; Isa, Zaidi

2013-04-01

Normal mixture distributions model has been successfully applied in financial time series analysis. In this paper, we estimate the return distribution, value at risk (VaR) and conditional value at risk (CVaR) for monthly and weekly rates of returns for FTSE Bursa Malaysia Kuala Lumpur Composite Index (FBMKLCI) from July 1990 until July 2010 using the two component univariate normal mixture distributions model. First, we present the application of normal mixture distributions model in empirical finance where we fit our real data. Second, we present the application of normal mixture distributions model in risk analysis where we apply the normal mixture distributions model to evaluate the value at risk (VaR) and conditional value at risk (CVaR) with model validation for both risk measures. The empirical results provide evidence that using the two components normal mixture distributions model can fit the data well and can perform better in estimating value at risk (VaR) and conditional value at risk (CVaR) where it can capture the stylized facts of non-normality and leptokurtosis in returns distribution.

Monte Carlo Studies of Phase Separation in Compressible 2-dim Ising Models

Science.gov (United States)

Mitchell, S. J.; Landau, D. P.

2006-03-01

Using high resolution Monte Carlo simulations, we study time-dependent domain growth in compressible 2-dim ferromagnetic (s=1/2) Ising models with continuous spin positions and spin-exchange moves [1]. Spins interact with slightly modified Lennard-Jones potentials, and we consider a model with no lattice mismatch and one with 4% mismatch. For comparison, we repeat calculations for the rigid Ising model [2]. For all models, large systems (512^2) and long times (10^ 6 MCS) are examined over multiple runs, and the growth exponent is measured in the asymptotic scaling regime. For the rigid model and the compressible model with no lattice mismatch, the growth exponent is consistent with the theoretically expected value of 1/3 [1] for Model B type growth. However, we find that non-zero lattice mismatch has a significant and unexpected effect on the growth behavior.Supported by the NSF.[1] D.P. Landau and K. Binder, A Guide to Monte Carlo Simulations in Statistical Physics, second ed. (Cambridge University Press, New York, 2005).[2] J. Amar, F. Sullivan, and R.D. Mountain, Phys. Rev. B 37, 196 (1988).

A Monte Carlo model for 3D grain evolution during welding

Science.gov (United States)

Rodgers, Theron M.; Mitchell, John A.; Tikare, Veena

2017-09-01

Welding is one of the most wide-spread processes used in metal joining. However, there are currently no open-source software implementations for the simulation of microstructural evolution during a weld pass. Here we describe a Potts Monte Carlo based model implemented in the SPPARKS kinetic Monte Carlo computational framework. The model simulates melting, solidification and solid-state microstructural evolution of material in the fusion and heat-affected zones of a weld. The model does not simulate thermal behavior, but rather utilizes user input parameters to specify weld pool and heat-affect zone properties. Weld pool shapes are specified by Bézier curves, which allow for the specification of a wide range of pool shapes. Pool shapes can range from narrow and deep to wide and shallow representing different fluid flow conditions within the pool. Surrounding temperature gradients are calculated with the aide of a closest point projection algorithm. The model also allows simulation of pulsed power welding through time-dependent variation of the weld pool size. Example simulation results and comparisons with laboratory weld observations demonstrate microstructural variation with weld speed, pool shape, and pulsed-power.

Modeling Dynamic Objects in Monte Carlo Particle Transport Calculations

International Nuclear Information System (INIS)

Yegin, G.

2008-01-01

In this study, the Multi-Geometry geometry modeling technique was improved in order to handle moving objects in a Monte Carlo particle transport calculation. In the Multi-Geometry technique, the geometry is a superposition of objects not surfaces. By using this feature, we developed a new algorithm which allows a user to make enable or disable geometry elements during particle transport. A disabled object can be ignored at a certain stage of a calculation and switching among identical copies of the same object located adjacent poins during a particle simulation corresponds to the movement of that object in space. We called this powerfull feature as Dynamic Multi-Geometry technique (DMG) which is used for the first time in Brachy Dose Monte Carlo code to simulate HDR brachytherapy treatment systems. Our results showed that having disabled objects in a geometry does not effect calculated dose values. This technique is also suitable to be used in other areas such as IMRT treatment planning systems

Verification of the VEF photon beam model for dose calculations by the voxel-Monte-Carlo-algorithm

International Nuclear Information System (INIS)

Kriesen, S.; Fippel, M.

2005-01-01

The VEF linac head model (VEF, virtual energy fluence) was developed at the University of Tuebingen to determine the primary fluence for calculations of dose distributions in patients by the Voxel-Monte-Carlo-Algorithm (XVMC). This analytical model can be fitted to any therapy accelerator head by measuring only a few basic dose data; therefore, time-consuming Monte-Carlo simulations of the linac head become unnecessary. The aim of the present study was the verification of the VEF model by means of water-phantom measurements, as well as the comparison of this system with a common analytical linac head model of a commercial planning system (TMS, formerly HELAX or MDS Nordion, respectively). The results show that both the VEF and the TMS models can very well simulate the primary fluence. However, the VEF model proved superior in the simulations of scattered radiation and in the calculations of strongly irregular MLC fields. Thus, an accurate and clinically practicable tool for the determination of the primary fluence for Monte-Carlo-Simulations with photons was established, especially for the use in IMRT planning. (orig.)

[Verification of the VEF photon beam model for dose calculations by the Voxel-Monte-Carlo-Algorithm].

Science.gov (United States)

Kriesen, Stephan; Fippel, Matthias

2005-01-01

The VEF linac head model (VEF, virtual energy fluence) was developed at the University of Tübingen to determine the primary fluence for calculations of dose distributions in patients by the Voxel-Monte-Carlo-Algorithm (XVMC). This analytical model can be fitted to any therapy accelerator head by measuring only a few basic dose data; therefore, time-consuming Monte-Carlo simulations of the linac head become unnecessary. The aim of the present study was the verification of the VEF model by means of water-phantom measurements, as well as the comparison of this system with a common analytical linac head model of a commercial planning system (TMS, formerly HELAX or MDS Nordion, respectively). The results show that both the VEF and the TMS models can very well simulate the primary fluence. However, the VEF model proved superior in the simulations of scattered radiation and in the calculations of strongly irregular MLC fields. Thus, an accurate and clinically practicable tool for the determination of the primary fluence for Monte-Carlo-Simulations with photons was established, especially for the use in IMRT planning.

Semiparametric accelerated failure time cure rate mixture models with competing risks.

Science.gov (United States)

Choi, Sangbum; Zhu, Liang; Huang, Xuelin

2018-01-15

Modern medical treatments have substantially improved survival rates for many chronic diseases and have generated considerable interest in developing cure fraction models for survival data with a non-ignorable cured proportion. Statistical analysis of such data may be further complicated by competing risks that involve multiple types of endpoints. Regression analysis of competing risks is typically undertaken via a proportional hazards model adapted on cause-specific hazard or subdistribution hazard. In this article, we propose an alternative approach that treats competing events as distinct outcomes in a mixture. We consider semiparametric accelerated failure time models for the cause-conditional survival function that are combined through a multinomial logistic model within the cure-mixture modeling framework. The cure-mixture approach to competing risks provides a means to determine the overall effect of a treatment and insights into how this treatment modifies the components of the mixture in the presence of a cure fraction. The regression and nonparametric parameters are estimated by a nonparametric kernel-based maximum likelihood estimation method. Variance estimation is achieved through resampling methods for the kernel-smoothed likelihood function. Simulation studies show that the procedures work well in practical settings. Application to a sarcoma study demonstrates the use of the proposed method for competing risk data with a cure fraction. Copyright © 2017 John Wiley & Sons, Ltd.

Monte Carlo modelling of TRIGA research reactor

Science.gov (United States)

El Bakkari, B.; Nacir, B.; El Bardouni, T.; El Younoussi, C.; Merroun, O.; Htet, A.; Boulaich, Y.; Zoubair, M.; Boukhal, H.; Chakir, M.

2010-10-01

The Moroccan 2 MW TRIGA MARK II research reactor at Centre des Etudes Nucléaires de la Maâmora (CENM) achieved initial criticality on May 2, 2007. The reactor is designed to effectively implement the various fields of basic nuclear research, manpower training, and production of radioisotopes for their use in agriculture, industry, and medicine. This study deals with the neutronic analysis of the 2-MW TRIGA MARK II research reactor at CENM and validation of the results by comparisons with the experimental, operational, and available final safety analysis report (FSAR) values. The study was prepared in collaboration between the Laboratory of Radiation and Nuclear Systems (ERSN-LMR) from Faculty of Sciences of Tetuan (Morocco) and CENM. The 3-D continuous energy Monte Carlo code MCNP (version 5) was used to develop a versatile and accurate full model of the TRIGA core. The model represents in detailed all components of the core with literally no physical approximation. Continuous energy cross-section data from the more recent nuclear data evaluations (ENDF/B-VI.8, ENDF/B-VII.0, JEFF-3.1, and JENDL-3.3) as well as S( α, β) thermal neutron scattering functions distributed with the MCNP code were used. The cross-section libraries were generated by using the NJOY99 system updated to its more recent patch file "up259". The consistency and accuracy of both the Monte Carlo simulation and neutron transport physics were established by benchmarking the TRIGA experiments. Core excess reactivity, total and integral control rods worth as well as power peaking factors were used in the validation process. Results of calculations are analysed and discussed.

The Semiparametric Normal Variance-Mean Mixture Model

DEFF Research Database (Denmark)

Korsholm, Lars

1997-01-01

We discuss the normal vairance-mean mixture model from a semi-parametric point of view, i.e. we let the mixing distribution belong to a non parametric family. The main results are consistency of the non parametric maximum likelihood estimat or in this case, and construction of an asymptotically...... normal and efficient estimator....

Nonlinear Structured Growth Mixture Models in Mplus and OpenMx

Science.gov (United States)

Grimm, Kevin J.; Ram, Nilam; Estabrook, Ryne

2014-01-01

Growth mixture models (GMMs; Muthén & Muthén, 2000; Muthén & Shedden, 1999) are a combination of latent curve models (LCMs) and finite mixture models to examine the existence of latent classes that follow distinct developmental patterns. GMMs are often fit with linear, latent basis, multiphase, or polynomial change models because of their common use, flexibility in modeling many types of change patterns, the availability of statistical programs to fit such models, and the ease of programming. In this paper, we present additional ways of modeling nonlinear change patterns with GMMs. Specifically, we show how LCMs that follow specific nonlinear functions can be extended to examine the presence of multiple latent classes using the Mplus and OpenMx computer programs. These models are fit to longitudinal reading data from the Early Childhood Longitudinal Study-Kindergarten Cohort to illustrate their use. PMID:25419006

Monte Carlo model of diagnostic X-ray dosimetry

International Nuclear Information System (INIS)

Khrutchinsky, Arkady; Kutsen, Semion; Gatskevich, George

2008-01-01

Full text: A Monte Carlo simulation of absorbed dose distribution in patient's tissues is often used in a dosimetry assessment of X-ray examinations. The results of such simulations in Belarus are presented in the report based on an anthropomorphic tissue-equivalent Rando-like physical phantom. The phantom corresponds to an adult 173 cm high and of 73 kg and consists of a torso and a head made of tissue-equivalent plastics which model soft (muscular), bone, and lung tissues. It consists of 39 layers (each 25 mm thick), including 10 head and neck ones, 16 chest and 13 pelvis ones. A tomographic model of the phantom has been developed from its CT-scan images with a voxel size of 0.88 x 0.88 x 4 mm 3 . A necessary pixelization in Mathematics-based in-house program was carried out for the phantom to be used in the radiation transport code MCNP-4b. The final voxel size of 14.2 x 14.2 x 8 mm 3 was used for the reasonable computer consuming calculations of absorbed dose in tissues and organs in various diagnostic X-ray examinations. MCNP point detectors allocated through body slices obtained as a result of the pixelization were used to calculate the absorbed dose. X-ray spectra generated by the empirical TASMIP model were verified on the X-ray units MEVASIM and SIREGRAPH CF. Absorbed dose distributions in the phantom volume were determined by the corresponding Monte Carlo simulations with a set of point detectors. Doses in organs of the adult phantom computed from the absorbed dose distributions by another Mathematics-based in-house program were estimated for 22 standard organs for various standard X-ray examinations. The results of Monte Carlo simulations were compared with the results of direct measurements of the absorbed dose in the phantom on the X-ray unit SIREGRAPH CF with the calibrated thermo-luminescent dosimeter DTU-01. The measurements were carried out in specified locations of different layers in heart, lungs, liver, pancreas, and stomach at high voltage of

Setup of HDRK-Man voxel model in Geant4 Monte Carlo code

Energy Technology Data Exchange (ETDEWEB)

Jeong, Jong Hwi; Cho, Sung Koo; Kim, Chan Hyeong [Hanyang Univ., Seoul (Korea, Republic of); Choi, Sang Hyoun [Inha Univ., Incheon (Korea, Republic of); Cho, Kun Woo [Korea Institute of Nuclear Safety, Daejeon (Korea, Republic of)

2008-10-15

Many different voxel models, developed using tomographic images of human body, are used in various fields including both ionizing and non-ionizing radiation fields. Recently a high-quality voxel model/ named HDRK-Man, was constructed at Hanyang University and used to calculate the dose conversion coefficients (DCC) values for external photon and neutron beams using the MCNPX Monte Carlo code. The objective of the present study is to set up the HDRK-Man model in Geant4 in order to use it in more advanced calculations such as 4-D Monte Carlo simulations and space dosimetry studies involving very high energy particles. To that end, the HDRK-Man was ported to Geant4 and used to calculate the DCC values for external photon beams. The calculated values were then compared with the results of the MCNPX code. In addition, a computational Linux cluster was built to improve the computing speed in Geant4.

Bayesian mixture models for source separation in MEG

International Nuclear Information System (INIS)

Calvetti, Daniela; Homa, Laura; Somersalo, Erkki

2011-01-01

This paper discusses the problem of imaging electromagnetic brain activity from measurements of the induced magnetic field outside the head. This imaging modality, magnetoencephalography (MEG), is known to be severely ill posed, and in order to obtain useful estimates for the activity map, complementary information needs to be used to regularize the problem. In this paper, a particular emphasis is on finding non-superficial focal sources that induce a magnetic field that may be confused with noise due to external sources and with distributed brain noise. The data are assumed to come from a mixture of a focal source and a spatially distributed possibly virtual source; hence, to differentiate between those two components, the problem is solved within a Bayesian framework, with a mixture model prior encoding the information that different sources may be concurrently active. The mixture model prior combines one density that favors strongly focal sources and another that favors spatially distributed sources, interpreted as clutter in the source estimation. Furthermore, to address the challenge of localizing deep focal sources, a novel depth sounding algorithm is suggested, and it is shown with simulated data that the method is able to distinguish between a signal arising from a deep focal source and a clutter signal. (paper)

Monte Carlo evaluation of path integral for the nuclear shell model

International Nuclear Information System (INIS)

Lang, G.H.

1993-01-01

The authors present a path-integral formulation of the nuclear shell model using auxillary fields; the path-integral is evaluated by Monte Carlo methods. The method scales favorably with valence-nucleon number and shell-model basis: full-basis calculations are demonstrated up to the rare-earth region, which cannot be treated by other methods. Observables are calculated for the ground state and in a thermal ensemble. Dynamical correlations are obtained, from which strength functions are extracted through the Maximum Entropy method. Examples in the s-d shell, where exact diagonalization can be carried out, compared well with exact results. The open-quotes sign problemclose quotes generic to quantum Monte Carlo calculations is found to be absent in the attractive pairing-plus-multipole interactions. The formulation is general for interacting fermion systems and is well suited for parallel computation. The authors have implemented it on the Intel Touchstone Delta System, achieving better than 99% parallelization

Model-based experimental design for assessing effects of mixtures of chemicals

NARCIS (Netherlands)

Baas, J.; Stefanowicz, A.M.; Klimek, B.; Laskowski, R.; Kooijman, S.A.L.M.

2010-01-01

We exposed flour beetles (Tribolium castaneum) to a mixture of four poly aromatic hydrocarbons (PAHs). The experimental setup was chosen such that the emphasis was on assessing partial effects. We interpreted the effects of the mixture by a process-based model, with a threshold concentration for

Automatic modeling for the Monte Carlo transport code Geant4 in MCAM

International Nuclear Information System (INIS)

Nie Fanzhi; Hu Liqin; Wang Guozhong; Wang Dianxi; Wu Yican; Wang Dong; Long Pengcheng; FDS Team

2014-01-01

Geant4 is a widely used Monte Carlo transport simulation package. Its geometry models could be described in geometry description markup language (GDML), but it is time-consuming and error-prone to describe the geometry models manually. This study implemented the conversion between computer-aided design (CAD) geometry models and GDML models. The conversion program was integrated into Multi-Physics Coupling Analysis Modeling Program (MCAM). The tests, including FDS-Ⅱ model, demonstrated its accuracy and feasibility. (authors)

Monte Carlo technique for very large ising models

Science.gov (United States)

Kalle, C.; Winkelmann, V.

1982-08-01

Rebbi's multispin coding technique is improved and applied to the kinetic Ising model with size 600*600*600. We give the central part of our computer program (for a CDC Cyber 76), which will be helpful also in a simulation of smaller systems, and describe the other tricks necessary to go to large lattices. The magnetization M at T=1.4* T c is found to decay asymptotically as exp(-t/2.90) if t is measured in Monte Carlo steps per spin, and M( t = 0) = 1 initially.

An analytical model for backscattered luminance in fog: comparisons with Monte Carlo computations and experimental results

International Nuclear Information System (INIS)

Taillade, Frédéric; Dumont, Eric; Belin, Etienne

2008-01-01

We propose an analytical model for backscattered luminance in fog and derive an expression for the visibility signal-to-noise ratio as a function of meteorological visibility distance. The model uses single scattering processes. It is based on the Mie theory and the geometry of the optical device (emitter and receiver). In particular, we present an overlap function and take the phase function of fog into account. The results of the backscattered luminance obtained with our analytical model are compared to simulations made using the Monte Carlo method based on multiple scattering processes. An excellent agreement is found in that the discrepancy between the results is smaller than the Monte Carlo standard uncertainties. If we take no account of the geometry of the optical device, the results of the model-estimated backscattered luminance differ from the simulations by a factor 20. We also conclude that the signal-to-noise ratio computed with the Monte Carlo method and our analytical model is in good agreement with experimental results since the mean difference between the calculations and experimental measurements is smaller than the experimental uncertainty

MOLECULAR SIMULATION OF THE VAPOR-LIQUID EQUILIBRIUM OF N2-NC5 MIXTURE BY MONTE CARLO SIMULATIONS

Directory of Open Access Journals (Sweden)

Florianne Castillo-Borja

2013-12-01

Full Text Available ABSTRACT This study used Monte Carlo simulations in the Gibbs ensemble to describe the liquid-vapor phase equilibrium of nitrogen-n-pentane system for three isotherms. The study analyzed a wide range of pressures ranging up to 25 MPa. The system was modeled using the intermolecular potential Galassi-Tildesley for nitrogen and SKS for n-pentane. Results were compared against experimental data. Far from the critical point region, analyzed models reproduce favorably shape of the curve of phase equilibrium and in the vicinity of the critical point, results tend to move away from the experimental behavior. Critical points were determined (pressure, density and composition for the three isotherms using an extrapolation method based on scaling laws, with satisfactory results. Calculated coexistence curves are adequate even if the models analyzed do not contain optimized binary interaction parameters .

Modelling of phase equilibria for associating mixtures using an equation of state

International Nuclear Information System (INIS)

Ferreira, Olga; Brignole, Esteban A.; Macedo, Eugenia A.

2004-01-01

In the present work, the group contribution with association equation of state (GCA-EoS) is extended to represent phase equilibria in mixtures containing acids, esters, and ketones, with water, alcohols, and any number of inert components. Association effects are represented by a group-contribution approach. Self- and cross-association between the associating groups present in these mixtures are considered. The GCA-EoS model is compared to the group-contribution method MHV2, which does not take into account explicitly association effects. The results obtained with the GCA-EoS model are, in general, more accurate when compared to the ones achieved by the MHV2 equation with less number of parameters. Model predictions are presented for binary self- and cross-associating mixtures

R and D on automatic modeling methods for Monte Carlo codes FLUKA

International Nuclear Information System (INIS)

Wang Dianxi; Hu Liqin; Wang Guozhong; Zhao Zijia; Nie Fanzhi; Wu Yican; Long Pengcheng

2013-01-01

FLUKA is a fully integrated particle physics Monte Carlo simulation package. It is necessary to create the geometry models before calculation. However, it is time- consuming and error-prone to describe the geometry models manually. This study developed an automatic modeling method which could automatically convert computer-aided design (CAD) geometry models into FLUKA models. The conversion program was integrated into CAD/image-based automatic modeling program for nuclear and radiation transport simulation (MCAM). Its correctness has been demonstrated. (authors)

Gravel-Sand-Clay Mixture Model for Predictions of Permeability and Velocity of Unconsolidated Sediments

Science.gov (United States)

Konishi, C.

2014-12-01

Gravel-sand-clay mixture model is proposed particularly for unconsolidated sediments to predict permeability and velocity from volume fractions of the three components (i.e. gravel, sand, and clay). A well-known sand-clay mixture model or bimodal mixture model treats clay contents as volume fraction of the small particle and the rest of the volume is considered as that of the large particle. This simple approach has been commonly accepted and has validated by many studies before. However, a collection of laboratory measurements of permeability and grain size distribution for unconsolidated samples show an impact of presence of another large particle; i.e. only a few percent of gravel particles increases the permeability of the sample significantly. This observation cannot be explained by the bimodal mixture model and it suggests the necessity of considering the gravel-sand-clay mixture model. In the proposed model, I consider the three volume fractions of each component instead of using only the clay contents. Sand becomes either larger or smaller particles in the three component mixture model, whereas it is always the large particle in the bimodal mixture model. The total porosity of the two cases, one is the case that the sand is smaller particle and the other is the case that the sand is larger particle, can be modeled independently from sand volume fraction by the same fashion in the bimodal model. However, the two cases can co-exist in one sample; thus, the total porosity of the mixed sample is calculated by weighted average of the two cases by the volume fractions of gravel and clay. The effective porosity is distinguished from the total porosity assuming that the porosity associated with clay is zero effective porosity. In addition, effective grain size can be computed from the volume fractions and representative grain sizes for each component. Using the effective porosity and the effective grain size, the permeability is predicted by Kozeny-Carman equation

Mixture models with entropy regularization for community detection in networks

Science.gov (United States)

Chang, Zhenhai; Yin, Xianjun; Jia, Caiyan; Wang, Xiaoyang

2018-04-01

Community detection is a key exploratory tool in network analysis and has received much attention in recent years. NMM (Newman's mixture model) is one of the best models for exploring a range of network structures including community structure, bipartite and core-periphery structures, etc. However, NMM needs to know the number of communities in advance. Therefore, in this study, we have proposed an entropy regularized mixture model (called EMM), which is capable of inferring the number of communities and identifying network structure contained in a network, simultaneously. In the model, by minimizing the entropy of mixing coefficients of NMM using EM (expectation-maximization) solution, the small clusters contained little information can be discarded step by step. The empirical study on both synthetic networks and real networks has shown that the proposed model EMM is superior to the state-of-the-art methods.

Implementation of a Monte Carlo method to model photon conversion for solar cells

International Nuclear Information System (INIS)

Canizo, C. del; Tobias, I.; Perez-Bedmar, J.; Pan, A.C.; Luque, A.

2008-01-01

A physical model describing different photon conversion mechanisms is presented in the context of photovoltaic applications. To solve the resulting system of equations, a Monte Carlo ray-tracing model is implemented, which takes into account the coupling of the photon transport phenomena to the non-linear rate equations describing luminescence. It also separates the generation of rays from the two very different sources of photons involved (the sun and the luminescence centers). The Monte Carlo simulator presented in this paper is proposed as a tool to help in the evaluation of candidate materials for up- and down-conversion. Some application examples are presented, exploring the range of values that the most relevant parameters describing the converter should have in order to give significant gain in photocurrent

Model-based experimental design for assessing effects of mixtures of chemicals

Energy Technology Data Exchange (ETDEWEB)

Baas, Jan, E-mail: jan.baas@falw.vu.n [Vrije Universiteit of Amsterdam, Dept of Theoretical Biology, De Boelelaan 1085, 1081 HV Amsterdam (Netherlands); Stefanowicz, Anna M., E-mail: anna.stefanowicz@uj.edu.p [Institute of Environmental Sciences, Jagiellonian University, Gronostajowa 7, 30-387 Krakow (Poland); Klimek, Beata, E-mail: beata.klimek@uj.edu.p [Institute of Environmental Sciences, Jagiellonian University, Gronostajowa 7, 30-387 Krakow (Poland); Laskowski, Ryszard, E-mail: ryszard.laskowski@uj.edu.p [Institute of Environmental Sciences, Jagiellonian University, Gronostajowa 7, 30-387 Krakow (Poland); Kooijman, Sebastiaan A.L.M., E-mail: bas@bio.vu.n [Vrije Universiteit of Amsterdam, Dept of Theoretical Biology, De Boelelaan 1085, 1081 HV Amsterdam (Netherlands)

2010-01-15

We exposed flour beetles (Tribolium castaneum) to a mixture of four poly aromatic hydrocarbons (PAHs). The experimental setup was chosen such that the emphasis was on assessing partial effects. We interpreted the effects of the mixture by a process-based model, with a threshold concentration for effects on survival. The behavior of the threshold concentration was one of the key features of this research. We showed that the threshold concentration is shared by toxicants with the same mode of action, which gives a mechanistic explanation for the observation that toxic effects in mixtures may occur in concentration ranges where the individual components do not show effects. Our approach gives reliable predictions of partial effects on survival and allows for a reduction of experimental effort in assessing effects of mixtures, extrapolations to other mixtures, other points in time, or in a wider perspective to other organisms. - We show a mechanistic approach to assess effects of mixtures in low concentrations.

Model-based experimental design for assessing effects of mixtures of chemicals

International Nuclear Information System (INIS)

Baas, Jan; Stefanowicz, Anna M.; Klimek, Beata; Laskowski, Ryszard; Kooijman, Sebastiaan A.L.M.

2010-01-01

We exposed flour beetles (Tribolium castaneum) to a mixture of four poly aromatic hydrocarbons (PAHs). The experimental setup was chosen such that the emphasis was on assessing partial effects. We interpreted the effects of the mixture by a process-based model, with a threshold concentration for effects on survival. The behavior of the threshold concentration was one of the key features of this research. We showed that the threshold concentration is shared by toxicants with the same mode of action, which gives a mechanistic explanation for the observation that toxic effects in mixtures may occur in concentration ranges where the individual components do not show effects. Our approach gives reliable predictions of partial effects on survival and allows for a reduction of experimental effort in assessing effects of mixtures, extrapolations to other mixtures, other points in time, or in a wider perspective to other organisms. - We show a mechanistic approach to assess effects of mixtures in low concentrations.

Improved Denoising via Poisson Mixture Modeling of Image Sensor Noise.

Science.gov (United States)

Zhang, Jiachao; Hirakawa, Keigo

2017-04-01

This paper describes a study aimed at comparing the real image sensor noise distribution to the models of noise often assumed in image denoising designs. A quantile analysis in pixel, wavelet transform, and variance stabilization domains reveal that the tails of Poisson, signal-dependent Gaussian, and Poisson-Gaussian models are too short to capture real sensor noise behavior. A new Poisson mixture noise model is proposed to correct the mismatch of tail behavior. Based on the fact that noise model mismatch results in image denoising that undersmoothes real sensor data, we propose a mixture of Poisson denoising method to remove the denoising artifacts without affecting image details, such as edge and textures. Experiments with real sensor data verify that denoising for real image sensor data is indeed improved by this new technique.

Determining of migraine prognosis using latent growth mixture models.

Science.gov (United States)

Tasdelen, Bahar; Ozge, Aynur; Kaleagasi, Hakan; Erdogan, Semra; Mengi, Tufan

2011-04-01

This paper presents a retrospective study to classify patients into subtypes of the treatment according to baseline and longitudinally observed values considering heterogenity in migraine prognosis. In the classical prospective clinical studies, participants are classified with respect to baseline status and followed within a certain time period. However, latent growth mixture model is the most suitable method, which considers the population heterogenity and is not affected drop-outs if they are missing at random. Hence, we planned this comprehensive study to identify prognostic factors in migraine. The study data have been based on a 10-year computer-based follow-up data of Mersin University Headache Outpatient Department. The developmental trajectories within subgroups were described for the severity, frequency, and duration of headache separately and the probabilities of each subgroup were estimated by using latent growth mixture models. SAS PROC TRAJ procedures, semiparametric and group-based mixture modeling approach, were applied to define the developmental trajectories. While the three-group model for the severity (mild, moderate, severe) and frequency (low, medium, high) of headache appeared to be appropriate, the four-group model for the duration (low, medium, high, extremely high) was more suitable. The severity of headache increased in the patients with nausea, vomiting, photophobia and phonophobia. The frequency of headache was especially related with increasing age and unilateral pain. Nausea and photophobia were also related with headache duration. Nausea, vomiting and photophobia were the most significant factors to identify developmental trajectories. The remission time was not the same for the severity, frequency, and duration of headache.

Confronting uncertainty in model-based geostatistics using Markov Chain Monte Carlo simulation

NARCIS (Netherlands)

Minasny, B.; Vrugt, J.A.; McBratney, A.B.

2011-01-01

This paper demonstrates for the first time the use of Markov Chain Monte Carlo (MCMC) simulation for parameter inference in model-based soil geostatistics. We implemented the recently developed DiffeRential Evolution Adaptive Metropolis (DREAM) algorithm to jointly summarize the posterior

Thermodiffusion in Multicomponent Mixtures Thermodynamic, Algebraic, and Neuro-Computing Models

CERN Document Server

Srinivasan, Seshasai

2013-01-01

Thermodiffusion in Multicomponent Mixtures presents the computational approaches that are employed in the study of thermodiffusion in various types of mixtures, namely, hydrocarbons, polymers, water-alcohol, molten metals, and so forth. We present a detailed formalism of these methods that are based on non-equilibrium thermodynamics or algebraic correlations or principles of the artificial neural network. The book will serve as single complete reference to understand the theoretical derivations of thermodiffusion models and its application to different types of multi-component mixtures. An exhaustive discussion of these is used to give a complete perspective of the principles and the key factors that govern the thermodiffusion process.

Finite Mixture Multilevel Multidimensional Ordinal IRT Models for Large Scale Cross-Cultural Research

Science.gov (United States)

de Jong, Martijn G.; Steenkamp, Jan-Benedict E. M.

2010-01-01

We present a class of finite mixture multilevel multidimensional ordinal IRT models for large scale cross-cultural research. Our model is proposed for confirmatory research settings. Our prior for item parameters is a mixture distribution to accommodate situations where different groups of countries have different measurement operations, while…

Experiments with Mixtures Designs, Models, and the Analysis of Mixture Data

CERN Document Server

Cornell, John A

2011-01-01

The most comprehensive, single-volume guide to conducting experiments with mixtures"If one is involved, or heavily interested, in experiments on mixtures of ingredients, one must obtain this book. It is, as was the first edition, the definitive work."-Short Book Reviews (Publication of the International Statistical Institute)"The text contains many examples with worked solutions and with its extensive coverage of the subject matter will prove invaluable to those in the industrial and educational sectors whose work involves the design and analysis of mixture experiments."-Journal of the Royal S

Modeling the impact of prostate edema on LDR brachytherapy: a Monte Carlo dosimetry study based on a 3D biphasic finite element biomechanical model

Science.gov (United States)

Mountris, K. A.; Bert, J.; Noailly, J.; Rodriguez Aguilera, A.; Valeri, A.; Pradier, O.; Schick, U.; Promayon, E.; Gonzalez Ballester, M. A.; Troccaz, J.; Visvikis, D.

2017-03-01

Prostate volume changes due to edema occurrence during transperineal permanent brachytherapy should be taken under consideration to ensure optimal dose delivery. Available edema models, based on prostate volume observations, face several limitations. Therefore, patient-specific models need to be developed to accurately account for the impact of edema. In this study we present a biomechanical model developed to reproduce edema resolution patterns documented in the literature. Using the biphasic mixture theory and finite element analysis, the proposed model takes into consideration the mechanical properties of the pubic area tissues in the evolution of prostate edema. The model’s computed deformations are incorporated in a Monte Carlo simulation to investigate their effect on post-operative dosimetry. The comparison of Day1 and Day30 dosimetry results demonstrates the capability of the proposed model for patient-specific dosimetry improvements, considering the edema dynamics. The proposed model shows excellent ability to reproduce previously described edema resolution patterns and was validated based on previous findings. According to our results, for a prostate volume increase of 10-20% the Day30 urethra D10 dose metric is higher by 4.2%-10.5% compared to the Day1 value. The introduction of the edema dynamics in Day30 dosimetry shows a significant global dose overestimation identified on the conventional static Day30 dosimetry. In conclusion, the proposed edema biomechanical model can improve the treatment planning of transperineal permanent brachytherapy accounting for post-implant dose alterations during the planning procedure.

A semi-nonparametric mixture model for selecting functionally consistent proteins.

Science.gov (United States)

Yu, Lianbo; Doerge, Rw

2010-09-28

High-throughput technologies have led to a new era of proteomics. Although protein microarray experiments are becoming more common place there are a variety of experimental and statistical issues that have yet to be addressed, and that will carry over to new high-throughput technologies unless they are investigated. One of the largest of these challenges is the selection of functionally consistent proteins. We present a novel semi-nonparametric mixture model for classifying proteins as consistent or inconsistent while controlling the false discovery rate and the false non-discovery rate. The performance of the proposed approach is compared to current methods via simulation under a variety of experimental conditions. We provide a statistical method for selecting functionally consistent proteins in the context of protein microarray experiments, but the proposed semi-nonparametric mixture model method can certainly be generalized to solve other mixture data problems. The main advantage of this approach is that it provides the posterior probability of consistency for each protein.

A numerical model for boiling heat transfer coefficient of zeotropic mixtures

Science.gov (United States)

Barraza Vicencio, Rodrigo; Caviedes Aedo, Eduardo

2017-12-01

Zeotropic mixtures never have the same liquid and vapor composition in the liquid-vapor equilibrium. Also, the bubble and the dew point are separated; this gap is called glide temperature (Tglide). Those characteristics have made these mixtures suitable for cryogenics Joule-Thomson (JT) refrigeration cycles. Zeotropic mixtures as working fluid in JT cycles improve their performance in an order of magnitude. Optimization of JT cycles have earned substantial importance for cryogenics applications (e.g, gas liquefaction, cryosurgery probes, cooling of infrared sensors, cryopreservation, and biomedical samples). Heat exchangers design on those cycles is a critical point; consequently, heat transfer coefficient and pressure drop of two-phase zeotropic mixtures are relevant. In this work, it will be applied a methodology in order to calculate the local convective heat transfer coefficients based on the law of the wall approach for turbulent flows. The flow and heat transfer characteristics of zeotropic mixtures in a heated horizontal tube are investigated numerically. The temperature profile and heat transfer coefficient for zeotropic mixtures of different bulk compositions are analysed. The numerical model has been developed and locally applied in a fully developed, constant temperature wall, and two-phase annular flow in a duct. Numerical results have been obtained using this model taking into account continuity, momentum, and energy equations. Local heat transfer coefficient results are compared with available experimental data published by Barraza et al. (2016), and they have shown good agreement.

Study of Monte Carlo Simulation Method for Methane Phase Diagram Prediction using Two Different Potential Models

KAUST Repository

Kadoura, Ahmad

2011-06-06

Lennard‐Jones (L‐J) and Buckingham exponential‐6 (exp‐6) potential models were used to produce isotherms for methane at temperatures below and above critical one. Molecular simulation approach, particularly Monte Carlo simulations, were employed to create these isotherms working with both canonical and Gibbs ensembles. Experiments in canonical ensemble with each model were conducted to estimate pressures at a range of temperatures above methane critical temperature. Results were collected and compared to experimental data existing in literature; both models showed an elegant agreement with the experimental data. In parallel, experiments below critical temperature were run in Gibbs ensemble using L‐J model only. Upon comparing results with experimental ones, a good fit was obtained with small deviations. The work was further developed by adding some statistical studies in order to achieve better understanding and interpretation to the estimated quantities by the simulation. Methane phase diagrams were successfully reproduced by an efficient molecular simulation technique with different potential models. This relatively simple demonstration shows how powerful molecular simulation methods could be, hence further applications on more complicated systems are considered. Prediction of phase behavior of elemental sulfur in sour natural gases has been an interesting and challenging field in oil and gas industry. Determination of elemental sulfur solubility conditions helps avoiding all kinds of problems caused by its dissolution in gas production and transportation processes. For this purpose, further enhancement to the methods used is to be considered in order to successfully simulate elemental sulfur phase behavior in sour natural gases mixtures.

Text document classification based on mixture models

Czech Academy of Sciences Publication Activity Database

Novovičová, Jana; Malík, Antonín

2004-01-01

Roč. 40, č. 3 (2004), s. 293-304 ISSN 0023-5954 R&D Projects: GA AV ČR IAA2075302; GA ČR GA102/03/0049; GA AV ČR KSK1019101 Institutional research plan: CEZ:AV0Z1075907 Keywords : text classification * text categorization * multinomial mixture model Subject RIV: BB - Applied Statistics, Operational Research Impact factor: 0.224, year: 2004

Monte Carlo and analytical model predictions of leakage neutron exposures from passively scattered proton therapy

International Nuclear Information System (INIS)

Pérez-Andújar, Angélica; Zhang, Rui; Newhauser, Wayne

2013-01-01

Purpose: Stray neutron radiation is of concern after radiation therapy, especially in children, because of the high risk it might carry for secondary cancers. Several previous studies predicted the stray neutron exposure from proton therapy, mostly using Monte Carlo simulations. Promising attempts to develop analytical models have also been reported, but these were limited to only a few proton beam energies. The purpose of this study was to develop an analytical model to predict leakage neutron equivalent dose from passively scattered proton beams in the 100-250-MeV interval.Methods: To develop and validate the analytical model, the authors used values of equivalent dose per therapeutic absorbed dose (H/D) predicted with Monte Carlo simulations. The authors also characterized the behavior of the mean neutron radiation-weighting factor, w R , as a function of depth in a water phantom and distance from the beam central axis.Results: The simulated and analytical predictions agreed well. On average, the percentage difference between the analytical model and the Monte Carlo simulations was 10% for the energies and positions studied. The authors found that w R was highest at the shallowest depth and decreased with depth until around 10 cm, where it started to increase slowly with depth. This was consistent among all energies.Conclusion: Simple analytical methods are promising alternatives to complex and slow Monte Carlo simulations to predict H/D values. The authors' results also provide improved understanding of the behavior of w R which strongly depends on depth, but is nearly independent of lateral distance from the beam central axis

Reduced chemical kinetic model of detonation combustion of one- and multi-fuel gaseous mixtures with air

Science.gov (United States)

Fomin, P. A.

2018-03-01

Two-step approximate models of chemical kinetics of detonation combustion of (i) one hydrocarbon fuel CnHm (for example, methane, propane, cyclohexane etc.) and (ii) multi-fuel gaseous mixtures (∑aiCniHmi) (for example, mixture of methane and propane, synthesis gas, benzene and kerosene) are presented for the first time. The models can be used for any stoichiometry, including fuel/fuels-rich mixtures, when reaction products contain molecules of carbon. Owing to the simplicity and high accuracy, the models can be used in multi-dimensional numerical calculations of detonation waves in corresponding gaseous mixtures. The models are in consistent with the second law of thermodynamics and Le Chatelier's principle. Constants of the models have a clear physical meaning. The models can be used for calculation thermodynamic parameters of the mixture in a state of chemical equilibrium.

Modeling of continuous free-radical butadiene-styrene copolymerization process by the Monte Carlo method

Directory of Open Access Journals (Sweden)

T. A. Mikhailova

2016-01-01

Full Text Available In the paper the algorithm of modeling of continuous low-temperature free-radical butadiene-styrene copolymerization process in emulsion based on the Monte-Carlo method is offered. This process is the cornerstone of industrial production butadiene – styrene synthetic rubber which is the most widespread large-capacity rubber of general purpose. Imitation of growth of each macromolecule of the formed copolymer and tracking of the processes happening to it is the basis of algorithm of modeling. Modeling is carried out taking into account residence-time distribution of particles in system that gives the chance to research the process proceeding in the battery of consistently connected polymerization reactors. At the same time each polymerization reactor represents the continuous stirred tank reactor. Since the process is continuous, it is considered continuous addition of portions to the reaction mixture in the first reactor of battery. The constructed model allows to research molecular-weight and viscous characteristics of the formed copolymerization product, to predict the mass content of butadiene and styrene in copolymer, to carry out calculation of molecular-weight distribution of the received product at any moment of conducting process. According to the results of computational experiments analyzed the influence of mode of the process of the regulator introduced during the maintaining on change of characteristics of the formed butadiene-styrene copolymer. As the considered process takes place with participation of monomers of two types, besides listed the model allows to research compositional heterogeneity of the received product that is to carry out calculation of composite distribution and distribution of macromolecules for the size and structure. On the basis of the proposed algorithm created the software tool that allows you to keep track of changes in the characteristics of the resulting product in the dynamics.

Use of Monte Carlo modeling approach for evaluating risk and environmental compliance

International Nuclear Information System (INIS)

Higley, K.A.; Strenge, D.L.

1988-09-01

Evaluating compliance with environmental regulations, specifically those regulations that pertain to human exposure, can be a difficult task. Historically, maximum individual or worst-case exposures have been calculated as a basis for evaluating risk or compliance with such regulations. However, these calculations may significantly overestimate exposure and may not provide a clear understanding of the uncertainty in the analysis. The use of Monte Carlo modeling techniques can provide a better understanding of the potential range of exposures and the likelihood of high (worst-case) exposures. This paper compares the results of standard exposure estimation techniques with the Monte Carlo modeling approach. The authors discuss the potential application of this approach for demonstrating regulatory compliance, along with the strengths and weaknesses of the approach. Suggestions on implementing this method as a routine tool in exposure and risk analyses are also presented. 16 refs., 5 tabs

Monte Carlo codes and Monte Carlo simulator program

International Nuclear Information System (INIS)

Higuchi, Kenji; Asai, Kiyoshi; Suganuma, Masayuki.

1990-03-01

Four typical Monte Carlo codes KENO-IV, MORSE, MCNP and VIM have been vectorized on VP-100 at Computing Center, JAERI. The problems in vector processing of Monte Carlo codes on vector processors have become clear through the work. As the result, it is recognized that these are difficulties to obtain good performance in vector processing of Monte Carlo codes. A Monte Carlo computing machine, which processes the Monte Carlo codes with high performances is being developed at our Computing Center since 1987. The concept of Monte Carlo computing machine and its performance have been investigated and estimated by using a software simulator. In this report the problems in vectorization of Monte Carlo codes, Monte Carlo pipelines proposed to mitigate these difficulties and the results of the performance estimation of the Monte Carlo computing machine by the simulator are described. (author)

Monte Carlo modeling of Standard Model multi-boson production processes for $\\sqrt{s} = 13$ TeV ATLAS analyses

CERN Document Server

Li, Shu; The ATLAS collaboration

2017-01-01

Proceeding for the poster presentation at LHCP2017, Shanghai, China on the topic of "Monte Carlo modeling of Standard Model multi-boson production processes for $\\sqrt{s} = 13$ TeV ATLAS analyses" (ATL-PHYS-SLIDE-2017-265 https://cds.cern.ch/record/2265389) Deadline: 01/09/2017

New model for mines and transportation tunnels external dose calculation using Monte Carlo simulation

International Nuclear Information System (INIS)

Allam, Kh. A.

2017-01-01

In this work, a new methodology is developed based on Monte Carlo simulation for tunnels and mines external dose calculation. Tunnels external dose evaluation model of a cylindrical shape of finite thickness with an entrance and with or without exit. A photon transportation model was applied for exposure dose calculations. A new software based on Monte Carlo solution was designed and programmed using Delphi programming language. The variation of external dose due to radioactive nuclei in a mine tunnel and the corresponding experimental data lies in the range 7.3 19.9%. The variation of specific external dose rate with position in, tunnel building material density and composition were studied. The given new model has more flexible for real external dose in any cylindrical tunnel structure calculations. (authors)

Monte Carlo Treatment Planning for Advanced Radiotherapy

DEFF Research Database (Denmark)

Cronholm, Rickard

This Ph.d. project describes the development of a workflow for Monte Carlo Treatment Planning for clinical radiotherapy plans. The workflow may be utilized to perform an independent dose verification of treatment plans. Modern radiotherapy treatment delivery is often conducted by dynamically...... modulating the intensity of the field during the irradiation. The workflow described has the potential to fully model the dynamic delivery, including gantry rotation during irradiation, of modern radiotherapy. Three corner stones of Monte Carlo Treatment Planning are identified: Building, commissioning...... and validation of a Monte Carlo model of a medical linear accelerator (i), converting a CT scan of a patient to a Monte Carlo compliant phantom (ii) and translating the treatment plan parameters (including beam energy, angles of incidence, collimator settings etc) to a Monte Carlo input file (iii). A protocol...

Investigating the Impact of Item Parameter Drift for Item Response Theory Models with Mixture Distributions

Directory of Open Access Journals (Sweden)

Yoon Soo ePark

2016-02-01

Full Text Available This study investigates the impact of item parameter drift (IPD on parameter and ability estimation when the underlying measurement model fits a mixture distribution, thereby violating the item invariance property of unidimensional item response theory (IRT models. An empirical study was conducted to demonstrate the occurrence of both IPD and an underlying mixture distribution using real-world data. Twenty-one trended anchor items from the 1999, 2003, and 2007 administrations of Trends in International Mathematics and Science Study (TIMSS were analyzed using unidimensional and mixture IRT models. TIMSS treats trended anchor items as invariant over testing administrations and uses pre-calibrated item parameters based on unidimensional IRT. However, empirical results showed evidence of two latent subgroups with IPD. Results showed changes in the distribution of examinee ability between latent classes over the three administrations. A simulation study was conducted to examine the impact of IPD on the estimation of ability and item parameters, when data have underlying mixture distributions. Simulations used data generated from a mixture IRT model and estimated using unidimensional IRT. Results showed that data reflecting IPD using mixture IRT model led to IPD in the unidimensional IRT model. Changes in the distribution of examinee ability also affected item parameters. Moreover, drift with respect to item discrimination and distribution of examinee ability affected estimates of examinee ability. These findings demonstrate the need to caution and evaluate IPD using a mixture IRT framework to understand its effect on item parameters and examinee ability.

Investigating the Impact of Item Parameter Drift for Item Response Theory Models with Mixture Distributions.

Science.gov (United States)

Park, Yoon Soo; Lee, Young-Sun; Xing, Kuan

2016-01-01

This study investigates the impact of item parameter drift (IPD) on parameter and ability estimation when the underlying measurement model fits a mixture distribution, thereby violating the item invariance property of unidimensional item response theory (IRT) models. An empirical study was conducted to demonstrate the occurrence of both IPD and an underlying mixture distribution using real-world data. Twenty-one trended anchor items from the 1999, 2003, and 2007 administrations of Trends in International Mathematics and Science Study (TIMSS) were analyzed using unidimensional and mixture IRT models. TIMSS treats trended anchor items as invariant over testing administrations and uses pre-calibrated item parameters based on unidimensional IRT. However, empirical results showed evidence of two latent subgroups with IPD. Results also showed changes in the distribution of examinee ability between latent classes over the three administrations. A simulation study was conducted to examine the impact of IPD on the estimation of ability and item parameters, when data have underlying mixture distributions. Simulations used data generated from a mixture IRT model and estimated using unidimensional IRT. Results showed that data reflecting IPD using mixture IRT model led to IPD in the unidimensional IRT model. Changes in the distribution of examinee ability also affected item parameters. Moreover, drift with respect to item discrimination and distribution of examinee ability affected estimates of examinee ability. These findings demonstrate the need to caution and evaluate IPD using a mixture IRT framework to understand its effects on item parameters and examinee ability.

New developments in resonant mixture self-shielding treatment with Apollo code and application to Jules Horowitz reactor core calculation

International Nuclear Information System (INIS)

Coste-Delclaux, M.; Aggery, A.; Huot, N.

2005-01-01

APOLLO2 is a modular multigroup transport code developed by Cea in Saclay. Until last year, the self-shielding module could only treat one resonant isotope mixed with moderator isotopes. Consequently, the resonant mixture self-shielding treatment was an iterative one. Each resonant isotope of the mixture was treated separately, the other resonant isotopes of the mixture being then considered as moderator isotopes, that is to say non-resonant isotopes. This treatment could be iterated. Last year, we have developed a new method that consists in treating the resonant mixture as a unique entity. A main feature of APOLLO2 self-shielding module is that some implemented models are very general and therefore very powerful and versatile. We can give, as examples, the use of probability tables in order to describe the microscopic cross-section fluctuations or the TR slowing-down model that can deal with any resonance shape. The self-shielding treatment of a resonant mixture was developed essentially thanks to these two models. The calculations of a simplified Jules Horowitz reactor using a Monte-Carlo code (TRIPOLI4) as a reference and APOLLO2 in its standard and improved versions, show that, as far as the effective multiplication factor is concerned, the mixture treatment does not bring an improvement, because the new treatment suppresses compensation between the reaction rate discrepancies. The discrepancy of 300 pcm that appears with the reference calculation is in accordance with the technical specifications of the Jules Horowitz reactor

Influence of high power ultrasound on rheological and foaming properties of model ice-cream mixtures

Directory of Open Access Journals (Sweden)

Verica Batur

2010-03-01

Full Text Available This paper presents research of the high power ultrasound effect on rheological and foaming properties of ice cream model mixtures. Ice cream model mixtures are prepared according to specific recipes, and afterward undergone through different homogenization techniques: mechanical mixing, ultrasound treatment and combination of mechanical and ultrasound treatment. Specific diameter (12.7 mm of ultrasound probe tip has been used for ultrasound treatment that lasted 5 minutes at 100 percent amplitude. Rheological parameters have been determined using rotational rheometer and expressed as flow index, consistency coefficient and apparent viscosity. From the results it can be concluded that all model mixtures have non-newtonian, dilatant type behavior. The highest viscosities have been observed for model mixtures that were homogenizes with mechanical mixing, and significantly lower values of viscosity have been observed for ultrasound treated ones. Foaming properties are expressed as percentage of increase in foam volume, foam stability index and minimal viscosity. It has been determined that ice cream model mixtures treated only with ultrasound had minimal increase in foam volume, while the highest increase in foam volume has been observed for ice cream mixture that has been treated in combination with mechanical and ultrasound treatment. Also, ice cream mixtures having higher amount of proteins in composition had shown higher foam stability. It has been determined that optimal treatment time is 10 minutes.

Piecewise Linear-Linear Latent Growth Mixture Models with Unknown Knots

Science.gov (United States)

Kohli, Nidhi; Harring, Jeffrey R.; Hancock, Gregory R.

2013-01-01

Latent growth curve models with piecewise functions are flexible and useful analytic models for investigating individual behaviors that exhibit distinct phases of development in observed variables. As an extension of this framework, this study considers a piecewise linear-linear latent growth mixture model (LGMM) for describing segmented change of…

Gaussian Mixture Model of Heart Rate Variability

Science.gov (United States)

Costa, Tommaso; Boccignone, Giuseppe; Ferraro, Mario

2012-01-01

Heart rate variability (HRV) is an important measure of sympathetic and parasympathetic functions of the autonomic nervous system and a key indicator of cardiovascular condition. This paper proposes a novel method to investigate HRV, namely by modelling it as a linear combination of Gaussians. Results show that three Gaussians are enough to describe the stationary statistics of heart variability and to provide a straightforward interpretation of the HRV power spectrum. Comparisons have been made also with synthetic data generated from different physiologically based models showing the plausibility of the Gaussian mixture parameters. PMID:22666386

Polymer crowding and shape distributions in polymer-nanoparticle mixtures

Energy Technology Data Exchange (ETDEWEB)

Lim, Wei Kang; Denton, Alan R., E-mail: alan.denton@ndsu.edu [Department of Physics, North Dakota State University, Fargo, North Dakota 58108-6050 (United States)

2014-09-21

Macromolecular crowding can influence polymer shapes, which is important for understanding the thermodynamic stability of polymer solutions and the structure and function of biopolymers (proteins, RNA, DNA) under confinement. We explore the influence of nanoparticle crowding on polymer shapes via Monte Carlo simulations and free-volume theory of a coarse-grained model of polymer-nanoparticle mixtures. Exploiting the geometry of random walks, we model polymer coils as effective penetrable ellipsoids, whose shapes fluctuate according to the probability distributions of the eigenvalues of the gyration tensor. Accounting for the entropic cost of a nanoparticle penetrating a larger polymer coil, we compute the crowding-induced shift in the shape distributions, radius of gyration, and asphericity of ideal polymers in a theta solvent. With increased nanoparticle crowding, we find that polymers become more compact (smaller, more spherical), in agreement with predictions of free-volume theory. Our approach can be easily extended to nonideal polymers in good solvents and used to model conformations of biopolymers in crowded environments.

Polymer crowding and shape distributions in polymer-nanoparticle mixtures

International Nuclear Information System (INIS)

Lim, Wei Kang; Denton, Alan R.

2014-01-01

Macromolecular crowding can influence polymer shapes, which is important for understanding the thermodynamic stability of polymer solutions and the structure and function of biopolymers (proteins, RNA, DNA) under confinement. We explore the influence of nanoparticle crowding on polymer shapes via Monte Carlo simulations and free-volume theory of a coarse-grained model of polymer-nanoparticle mixtures. Exploiting the geometry of random walks, we model polymer coils as effective penetrable ellipsoids, whose shapes fluctuate according to the probability distributions of the eigenvalues of the gyration tensor. Accounting for the entropic cost of a nanoparticle penetrating a larger polymer coil, we compute the crowding-induced shift in the shape distributions, radius of gyration, and asphericity of ideal polymers in a theta solvent. With increased nanoparticle crowding, we find that polymers become more compact (smaller, more spherical), in agreement with predictions of free-volume theory. Our approach can be easily extended to nonideal polymers in good solvents and used to model conformations of biopolymers in crowded environments

Monte Carlo tests of the Rasch model based on scalability coefficients

DEFF Research Database (Denmark)

Christensen, Karl Bang; Kreiner, Svend

2010-01-01

that summarizes the number of Guttman errors in the data matrix. These coefficients are shown to yield efficient tests of the Rasch model using p-values computed using Markov chain Monte Carlo methods. The power of the tests of unequal item discrimination, and their ability to distinguish between local dependence......For item responses fitting the Rasch model, the assumptions underlying the Mokken model of double monotonicity are met. This makes non-parametric item response theory a natural starting-point for Rasch item analysis. This paper studies scalability coefficients based on Loevinger's H coefficient...

Modelling of phase equilibria of glycol ethers mixtures using an association model

DEFF Research Database (Denmark)

Garrido, Nuno M.; Folas, Georgios; Kontogeorgis, Georgios

2008-01-01

Vapor-liquid and liquid-liquid equilibria of glycol ethers (surfactant) mixtures with hydrocarbons, polar compounds and water are calculated using an association model, the Cubic-Plus-Association Equation of State. Parameters are estimated for several non-ionic surfactants of the polyoxyethylene ...

Flat-histogram methods in quantum Monte Carlo simulations: Application to the t-J model

International Nuclear Information System (INIS)

Diamantis, Nikolaos G.; Manousakis, Efstratios

2016-01-01

We discuss that flat-histogram techniques can be appropriately applied in the sampling of quantum Monte Carlo simulation in order to improve the statistical quality of the results at long imaginary time or low excitation energy. Typical imaginary-time correlation functions calculated in quantum Monte Carlo are subject to exponentially growing errors as the range of imaginary time grows and this smears the information on the low energy excitations. We show that we can extract the low energy physics by modifying the Monte Carlo sampling technique to one in which configurations which contribute to making the histogram of certain quantities flat are promoted. We apply the diagrammatic Monte Carlo (diag-MC) method to the motion of a single hole in the t-J model and we show that the implementation of flat-histogram techniques allows us to calculate the Green's function in a wide range of imaginary-time. In addition, we show that applying the flat-histogram technique alleviates the “sign”-problem associated with the simulation of the single-hole Green's function at long imaginary time. (paper)

Monte Carlo modeling of neutron imaging at the SINQ spallation source

International Nuclear Information System (INIS)

Lebenhaft, J.R.; Lehmann, E.H.; Pitcher, E.J.; McKinney, G.W.

2003-01-01

Modeling of the Swiss Spallation Neutron Source (SINQ) has been used to demonstrate the neutron radiography capability of the newly released MPI-version of the MCNPX Monte Carlo code. A detailed MCNPX model was developed of SINQ and its associated neutron transmission radiography (NEUTRA) facility. Preliminary validation of the model was performed by comparing the calculated and measured neutron fluxes in the NEUTRA beam line, and a simulated radiography image was generated for a sample consisting of steel tubes containing different materials. This paper describes the SINQ facility, provides details of the MCNPX model, and presents preliminary results of the neutron imaging. (authors)

Linking asphalt binder fatigue to asphalt mixture fatigue performance using viscoelastic continuum damage modeling

Science.gov (United States)

Safaei, Farinaz; Castorena, Cassie; Kim, Y. Richard

2016-08-01

Fatigue cracking is a major form of distress in asphalt pavements. Asphalt binder is the weakest asphalt concrete constituent and, thus, plays a critical role in determining the fatigue resistance of pavements. Therefore, the ability to characterize and model the inherent fatigue performance of an asphalt binder is a necessary first step to design mixtures and pavements that are not susceptible to premature fatigue failure. The simplified viscoelastic continuum damage (S-VECD) model has been used successfully by researchers to predict the damage evolution in asphalt mixtures for various traffic and climatic conditions using limited uniaxial test data. In this study, the S-VECD model, developed for asphalt mixtures, is adapted for asphalt binders tested under cyclic torsion in a dynamic shear rheometer. Derivation of the model framework is presented. The model is verified by producing damage characteristic curves that are both temperature- and loading history-independent based on time sweep tests, given that the effects of plasticity and adhesion loss on the material behavior are minimal. The applicability of the S-VECD model to the accelerated loading that is inherent of the linear amplitude sweep test is demonstrated, which reveals reasonable performance predictions, but with some loss in accuracy compared to time sweep tests due to the confounding effects of nonlinearity imposed by the high strain amplitudes included in the test. The asphalt binder S-VECD model is validated through comparisons to asphalt mixture S-VECD model results derived from cyclic direct tension tests and Accelerated Loading Facility performance tests. The results demonstrate good agreement between the asphalt binder and mixture test results and pavement performance, indicating that the developed model framework is able to capture the asphalt binder's contribution to mixture fatigue and pavement fatigue cracking performance.

A compressibility based model for predicting the tensile strength of directly compressed pharmaceutical powder mixtures.

Science.gov (United States)

Reynolds, Gavin K; Campbell, Jacqueline I; Roberts, Ron J

2017-10-05

A new model to predict the compressibility and compactability of mixtures of pharmaceutical powders has been developed. The key aspect of the model is consideration of the volumetric occupancy of each powder under an applied compaction pressure and the respective contribution it then makes to the mixture properties. The compressibility and compactability of three pharmaceutical powders: microcrystalline cellulose, mannitol and anhydrous dicalcium phosphate have been characterised. Binary and ternary mixtures of these excipients have been tested and used to demonstrate the predictive capability of the model. Furthermore, the model is shown to be uniquely able to capture a broad range of mixture behaviours, including neutral, negative and positive deviations, illustrating its utility for formulation design. Copyright © 2017 Elsevier B.V. All rights reserved.

Longitudinal functional principal component modelling via Stochastic Approximation Monte Carlo

KAUST Repository

Martinez, Josue G.

2010-06-01

The authors consider the analysis of hierarchical longitudinal functional data based upon a functional principal components approach. In contrast to standard frequentist approaches to selecting the number of principal components, the authors do model averaging using a Bayesian formulation. A relatively straightforward reversible jump Markov Chain Monte Carlo formulation has poor mixing properties and in simulated data often becomes trapped at the wrong number of principal components. In order to overcome this, the authors show how to apply Stochastic Approximation Monte Carlo (SAMC) to this problem, a method that has the potential to explore the entire space and does not become trapped in local extrema. The combination of reversible jump methods and SAMC in hierarchical longitudinal functional data is simplified by a polar coordinate representation of the principal components. The approach is easy to implement and does well in simulated data in determining the distribution of the number of principal components, and in terms of its frequentist estimation properties. Empirical applications are also presented.

Investigating Individual Differences in Toddler Search with Mixture Models

Science.gov (United States)

Berthier, Neil E.; Boucher, Kelsea; Weisner, Nina

2015-01-01

Children's performance on cognitive tasks is often described in categorical terms in that a child is described as either passing or failing a test, or knowing or not knowing some concept. We used binomial mixture models to determine whether individual children could be classified as passing or failing two search tasks, the DeLoache model room…

Application of association models to mixtures containing alkanolamines

DEFF Research Database (Denmark)

Avlund, Ane Søgaard; Eriksen, Daniel Kunisch; Kontogeorgis, Georgios

2011-01-01

Two association models,the CPA and sPC-SAFT equations of state, are applied to binarymixtures containing alkanolamines and hydrocarbons or water. CPA is applied to mixtures of MEA and DEA, while sPC-SAFT is applied to MEA–n-heptane liquid–liquid equilibria and MEA–water vapor–liquid equilibria. T...

METHES: A Monte Carlo collision code for the simulation of electron transport in low temperature plasmas

Science.gov (United States)

Rabie, M.; Franck, C. M.

2016-06-01

We present a freely available MATLAB code for the simulation of electron transport in arbitrary gas mixtures in the presence of uniform electric fields. For steady-state electron transport, the program provides the transport coefficients, reaction rates and the electron energy distribution function. The program uses established Monte Carlo techniques and is compatible with the electron scattering cross section files from the open-access Plasma Data Exchange Project LXCat. The code is written in object-oriented design, allowing the tracing and visualization of the spatiotemporal evolution of electron swarms and the temporal development of the mean energy and the electron number due to attachment and/or ionization processes. We benchmark our code with well-known model gases as well as the real gases argon, N2, O2, CF4, SF6 and mixtures of N2 and O2.

A Frank mixture copula family for modeling higher-order correlations of neural spike counts

International Nuclear Information System (INIS)

Onken, Arno; Obermayer, Klaus

2009-01-01

In order to evaluate the importance of higher-order correlations in neural spike count codes, flexible statistical models of dependent multivariate spike counts are required. Copula families, parametric multivariate distributions that represent dependencies, can be applied to construct such models. We introduce the Frank mixture family as a new copula family that has separate parameters for all pairwise and higher-order correlations. In contrast to the Farlie-Gumbel-Morgenstern copula family that shares this property, the Frank mixture copula can model strong correlations. We apply spike count models based on the Frank mixture copula to data generated by a network of leaky integrate-and-fire neurons and compare the goodness of fit to distributions based on the Farlie-Gumbel-Morgenstern family. Finally, we evaluate the importance of using proper single neuron spike count distributions on the Shannon information. We find notable deviations in the entropy that increase with decreasing firing rates. Moreover, we find that the Frank mixture family increases the log likelihood of the fit significantly compared to the Farlie-Gumbel-Morgenstern family. This shows that the Frank mixture copula is a useful tool to assess the importance of higher-order correlations in spike count codes.

A nonlinear isobologram model with Box-Cox transformation to both sides for chemical mixtures.

Science.gov (United States)

Chen, D G; Pounds, J G

1998-12-01

The linear logistical isobologram is a commonly used and powerful graphical and statistical tool for analyzing the combined effects of simple chemical mixtures. In this paper a nonlinear isobologram model is proposed to analyze the joint action of chemical mixtures for quantitative dose-response relationships. This nonlinear isobologram model incorporates two additional new parameters, Ymin and Ymax, to facilitate analysis of response data that are not constrained between 0 and 1, where parameters Ymin and Ymax represent the minimal and the maximal observed toxic response. This nonlinear isobologram model for binary mixtures can be expressed as [formula: see text] In addition, a Box-Cox transformation to both sides is introduced to improve the goodness of fit and to provide a more robust model for achieving homogeneity and normality of the residuals. Finally, a confidence band is proposed for selected isobols, e.g., the median effective dose, to facilitate graphical and statistical analysis of the isobologram. The versatility of this approach is demonstrated using published data describing the toxicity of the binary mixtures of citrinin and ochratoxin as well as a new experimental data from our laboratory for mixtures of mercury and cadmium.

Copula Based Factorization in Bayesian Multivariate Infinite Mixture Models

OpenAIRE

Martin Burda; Artem Prokhorov

2012-01-01

Bayesian nonparametric models based on infinite mixtures of density kernels have been recently gaining in popularity due to their flexibility and feasibility of implementation even in complicated modeling scenarios. In economics, they have been particularly useful in estimating nonparametric distributions of latent variables. However, these models have been rarely applied in more than one dimension. Indeed, the multivariate case suffers from the curse of dimensionality, with a rapidly increas...

Automatic categorization of web pages and user clustering with mixtures of hidden Markov models

NARCIS (Netherlands)

Ypma, A.; Heskes, T.M.; Zaiane, O.R.; Srivastav, J.

2003-01-01

We propose mixtures of hidden Markov models for modelling clickstreams of web surfers. Hence, the page categorization is learned from the data without the need for a (possibly cumbersome) manual categorization. We provide an EM algorithm for training a mixture of HMMs and show that additional static

Option Pricing with Asymmetric Heteroskedastic Normal Mixture Models

DEFF Research Database (Denmark)

Rombouts, Jeroen V. K; Stentoft, Lars

2015-01-01

We propose an asymmetric GARCH in mean mixture model and provide a feasible method for option pricing within this general framework by deriving the appropriate risk neutral dynamics. We forecast the out-of-sample prices of a large sample of options on the S&P 500 index from January 2006 to December...

Finite mixture models for the computation of isotope ratios in mixed isotopic samples

Science.gov (United States)

Koffler, Daniel; Laaha, Gregor; Leisch, Friedrich; Kappel, Stefanie; Prohaska, Thomas

2013-04-01

Finite mixture models have been used for more than 100 years, but have seen a real boost in popularity over the last two decades due to the tremendous increase in available computing power. The areas of application of mixture models range from biology and medicine to physics, economics and marketing. These models can be applied to data where observations originate from various groups and where group affiliations are not known, as is the case for multiple isotope ratios present in mixed isotopic samples. Recently, the potential of finite mixture models for the computation of 235U/238U isotope ratios from transient signals measured in individual (sub-)µm-sized particles by laser ablation - multi-collector - inductively coupled plasma mass spectrometry (LA-MC-ICPMS) was demonstrated by Kappel et al. [1]. The particles, which were deposited on the same substrate, were certified with respect to their isotopic compositions. Here, we focus on the statistical model and its application to isotope data in ecogeochemistry. Commonly applied evaluation approaches for mixed isotopic samples are time-consuming and are dependent on the judgement of the analyst. Thus, isotopic compositions may be overlooked due to the presence of more dominant constituents. Evaluation using finite mixture models can be accomplished unsupervised and automatically. The models try to fit several linear models (regression lines) to subgroups of data taking the respective slope as estimation for the isotope ratio. The finite mixture models are parameterised by: • The number of different ratios. • Number of points belonging to each ratio-group. • The ratios (i.e. slopes) of each group. Fitting of the parameters is done by maximising the log-likelihood function using an iterative expectation-maximisation (EM) algorithm. In each iteration step, groups of size smaller than a control parameter are dropped; thereby the number of different ratios is determined. The analyst only influences some control

Option Pricing with Asymmetric Heteroskedastic Normal Mixture Models

DEFF Research Database (Denmark)

Rombouts, Jeroen V.K.; Stentoft, Lars

This paper uses asymmetric heteroskedastic normal mixture models to fit return data and to price options. The models can be estimated straightforwardly by maximum likelihood, have high statistical fit when used on S&P 500 index return data, and allow for substantial negative skewness and time...... varying higher order moments of the risk neutral distribution. When forecasting out-of-sample a large set of index options between 1996 and 2009, substantial improvements are found compared to several benchmark models in terms of dollar losses and the ability to explain the smirk in implied volatilities...

Effect of excluded volume interactions on the interfacial properties of colloid-polymer mixtures

NARCIS (Netherlands)

Fortini, A.; Bolhuis, P.G.; Dijkstra, M.

2008-01-01

We report a numerical study of equilibrium phase diagrams and interfacial properties of bulk and confined colloid-polymer mixtures using grand canonical Monte Carlo simulations. Colloidal particles are treated as hard spheres, while the polymer chains are described as soft repulsive spheres. The

MONTE CARLO SIMULATION MODEL OF ENERGETIC PROTON TRANSPORT THROUGH SELF-GENERATED ALFVEN WAVES

Energy Technology Data Exchange (ETDEWEB)

Afanasiev, A.; Vainio, R., E-mail: alexandr.afanasiev@helsinki.fi [Department of Physics, University of Helsinki (Finland)

2013-08-15

A new Monte Carlo simulation model for the transport of energetic protons through self-generated Alfven waves is presented. The key point of the model is that, unlike the previous ones, it employs the full form (i.e., includes the dependence on the pitch-angle cosine) of the resonance condition governing the scattering of particles off Alfven waves-the process that approximates the wave-particle interactions in the framework of quasilinear theory. This allows us to model the wave-particle interactions in weak turbulence more adequately, in particular, to implement anisotropic particle scattering instead of isotropic scattering, which the previous Monte Carlo models were based on. The developed model is applied to study the transport of flare-accelerated protons in an open magnetic flux tube. Simulation results for the transport of monoenergetic protons through the spectrum of Alfven waves reveal that the anisotropic scattering leads to spatially more distributed wave growth than isotropic scattering. This result can have important implications for diffusive shock acceleration, e.g., affect the scattering mean free path of the accelerated particles in and the size of the foreshock region.

Maximum likelihood estimation of semiparametric mixture component models for competing risks data.

Science.gov (United States)

Choi, Sangbum; Huang, Xuelin

2014-09-01

In the analysis of competing risks data, the cumulative incidence function is a useful quantity to characterize the crude risk of failure from a specific event type. In this article, we consider an efficient semiparametric analysis of mixture component models on cumulative incidence functions. Under the proposed mixture model, latency survival regressions given the event type are performed through a class of semiparametric models that encompasses the proportional hazards model and the proportional odds model, allowing for time-dependent covariates. The marginal proportions of the occurrences of cause-specific events are assessed by a multinomial logistic model. Our mixture modeling approach is advantageous in that it makes a joint estimation of model parameters associated with all competing risks under consideration, satisfying the constraint that the cumulative probability of failing from any cause adds up to one given any covariates. We develop a novel maximum likelihood scheme based on semiparametric regression analysis that facilitates efficient and reliable estimation. Statistical inferences can be conveniently made from the inverse of the observed information matrix. We establish the consistency and asymptotic normality of the proposed estimators. We validate small sample properties with simulations and demonstrate the methodology with a data set from a study of follicular lymphoma. © 2014, The International Biometric Society.

Modeling adsorption of binary and ternary mixtures on microporous media

DEFF Research Database (Denmark)

Monsalvo, Matias Alfonso; Shapiro, Alexander

2007-01-01

it possible using the same equation of state to describe the thermodynamic properties of the segregated and the bulk phases. For comparison, we also used the ideal adsorbed solution theory (IAST) to describe adsorption equilibria. The main advantage of these two models is their capabilities to predict......The goal of this work is to analyze the adsorption of binary and ternary mixtures on the basis of the multicomponent potential theory of adsorption (MPTA). In the MPTA, the adsorbate is considered as a segregated mixture in the external potential field emitted by the solid adsorbent. This makes...... multicomponent adsorption equilibria on the basis of single-component adsorption data. We compare the MPTA and IAST models to a large set of experimental data, obtaining reasonable good agreement with experimental data and high degree of predictability. Some limitations of both models are also discussed....

Analysis of real-time mixture cytotoxicity data following repeated exposure using BK/TD models

International Nuclear Information System (INIS)

Teng, S.; Tebby, C.; Barcellini-Couget, S.; De Sousa, G.; Brochot, C.; Rahmani, R.; Pery, A.R.R.

2016-01-01

Cosmetic products generally consist of multiple ingredients. Thus, cosmetic risk assessment has to deal with mixture toxicity on a long-term scale which means it has to be assessed in the context of repeated exposure. Given that animal testing has been banned for cosmetics risk assessment, in vitro assays allowing long-term repeated exposure and adapted for in vitro – in vivo extrapolation need to be developed. However, most in vitro tests only assess short-term effects and consider static endpoints which hinder extrapolation to realistic human exposure scenarios where concentration in target organs is varies over time. Thanks to impedance metrics, real-time cell viability monitoring for repeated exposure has become possible. We recently constructed biokinetic/toxicodynamic models (BK/TD) to analyze such data (Teng et al., 2015) for three hepatotoxic cosmetic ingredients: coumarin, isoeugenol and benzophenone-2. In the present study, we aim to apply these models to analyze the dynamics of mixture impedance data using the concepts of concentration addition and independent action. Metabolic interactions between the mixture components were investigated, characterized and implemented in the models, as they impacted the actual cellular exposure. Indeed, cellular metabolism following mixture exposure induced a quick disappearance of the compounds from the exposure system. We showed that isoeugenol substantially decreased the metabolism of benzophenone-2, reducing the disappearance of this compound and enhancing its in vitro toxicity. Apart from this metabolic interaction, no mixtures showed any interaction, and all binary mixtures were successfully modeled by at least one model based on exposure to the individual compounds. - Highlights: • We could predict cell response over repeated exposure to mixtures of cosmetics. • Compounds acted independently on the cells. • Metabolic interactions impacted exposure concentrations to the compounds.

Analysis of real-time mixture cytotoxicity data following repeated exposure using BK/TD models

Energy Technology Data Exchange (ETDEWEB)

Teng, S.; Tebby, C. [Models for Toxicology and Ecotoxicology Unit, INERIS, Parc Technologique Alata, BP 2, 60550 Verneuil-en-Halatte (France); Barcellini-Couget, S. [ODESIA Neosciences, Sophia Antipolis, 400 route des chappes, 06903 Sophia Antipolis (France); De Sousa, G. [INRA, ToxAlim, 400 route des Chappes, BP, 167 06903 Sophia Antipolis, Cedex (France); Brochot, C. [Models for Toxicology and Ecotoxicology Unit, INERIS, Parc Technologique Alata, BP 2, 60550 Verneuil-en-Halatte (France); Rahmani, R. [INRA, ToxAlim, 400 route des Chappes, BP, 167 06903 Sophia Antipolis, Cedex (France); Pery, A.R.R., E-mail: alexandre.pery@agroparistech.fr [AgroParisTech, UMR 1402 INRA-AgroParisTech Ecosys, 78850 Thiverval Grignon (France); INRA, UMR 1402 INRA-AgroParisTech Ecosys, 78850 Thiverval Grignon (France)

2016-08-15

Cosmetic products generally consist of multiple ingredients. Thus, cosmetic risk assessment has to deal with mixture toxicity on a long-term scale which means it has to be assessed in the context of repeated exposure. Given that animal testing has been banned for cosmetics risk assessment, in vitro assays allowing long-term repeated exposure and adapted for in vitro – in vivo extrapolation need to be developed. However, most in vitro tests only assess short-term effects and consider static endpoints which hinder extrapolation to realistic human exposure scenarios where concentration in target organs is varies over time. Thanks to impedance metrics, real-time cell viability monitoring for repeated exposure has become possible. We recently constructed biokinetic/toxicodynamic models (BK/TD) to analyze such data (Teng et al., 2015) for three hepatotoxic cosmetic ingredients: coumarin, isoeugenol and benzophenone-2. In the present study, we aim to apply these models to analyze the dynamics of mixture impedance data using the concepts of concentration addition and independent action. Metabolic interactions between the mixture components were investigated, characterized and implemented in the models, as they impacted the actual cellular exposure. Indeed, cellular metabolism following mixture exposure induced a quick disappearance of the compounds from the exposure system. We showed that isoeugenol substantially decreased the metabolism of benzophenone-2, reducing the disappearance of this compound and enhancing its in vitro toxicity. Apart from this metabolic interaction, no mixtures showed any interaction, and all binary mixtures were successfully modeled by at least one model based on exposure to the individual compounds. - Highlights: • We could predict cell response over repeated exposure to mixtures of cosmetics. • Compounds acted independently on the cells. • Metabolic interactions impacted exposure concentrations to the compounds.

Uncertainties in models of tropospheric ozone based on Monte Carlo analysis: Tropospheric ozone burdens, atmospheric lifetimes and surface distributions

Science.gov (United States)

Derwent, Richard G.; Parrish, David D.; Galbally, Ian E.; Stevenson, David S.; Doherty, Ruth M.; Naik, Vaishali; Young, Paul J.

2018-05-01

Recognising that global tropospheric ozone models have many uncertain input parameters, an attempt has been made to employ Monte Carlo sampling to quantify the uncertainties in model output that arise from global tropospheric ozone precursor emissions and from ozone production and destruction in a global Lagrangian chemistry-transport model. Ninety eight quasi-randomly Monte Carlo sampled model runs were completed and the uncertainties were quantified in tropospheric burdens and lifetimes of ozone, carbon monoxide and methane, together with the surface distribution and seasonal cycle in ozone. The results have shown a satisfactory degree of convergence and provide a first estimate of the likely uncertainties in tropospheric ozone model outputs. There are likely to be diminishing returns in carrying out many more Monte Carlo runs in order to refine further these outputs. Uncertainties due to model formulation were separately addressed using the results from 14 Atmospheric Chemistry Coupled Climate Model Intercomparison Project (ACCMIP) chemistry-climate models. The 95% confidence ranges surrounding the ACCMIP model burdens and lifetimes for ozone, carbon monoxide and methane were somewhat smaller than for the Monte Carlo estimates. This reflected the situation where the ACCMIP models used harmonised emissions data and differed only in their meteorological data and model formulations whereas a conscious effort was made to describe the uncertainties in the ozone precursor emissions and in the kinetic and photochemical data in the Monte Carlo runs. Attention was focussed on the model predictions of the ozone seasonal cycles at three marine boundary layer stations: Mace Head, Ireland, Trinidad Head, California and Cape Grim, Tasmania. Despite comprehensively addressing the uncertainties due to global emissions and ozone sources and sinks, none of the Monte Carlo runs were able to generate seasonal cycles that matched the observations at all three MBL stations. Although

Analysis of real-time mixture cytotoxicity data following repeated exposure using BK/TD models.

Science.gov (United States)

Teng, S; Tebby, C; Barcellini-Couget, S; De Sousa, G; Brochot, C; Rahmani, R; Pery, A R R

2016-08-15

Cosmetic products generally consist of multiple ingredients. Thus, cosmetic risk assessment has to deal with mixture toxicity on a long-term scale which means it has to be assessed in the context of repeated exposure. Given that animal testing has been banned for cosmetics risk assessment, in vitro assays allowing long-term repeated exposure and adapted for in vitro - in vivo extrapolation need to be developed. However, most in vitro tests only assess short-term effects and consider static endpoints which hinder extrapolation to realistic human exposure scenarios where concentration in target organs is varies over time. Thanks to impedance metrics, real-time cell viability monitoring for repeated exposure has become possible. We recently constructed biokinetic/toxicodynamic models (BK/TD) to analyze such data (Teng et al., 2015) for three hepatotoxic cosmetic ingredients: coumarin, isoeugenol and benzophenone-2. In the present study, we aim to apply these models to analyze the dynamics of mixture impedance data using the concepts of concentration addition and independent action. Metabolic interactions between the mixture components were investigated, characterized and implemented in the models, as they impacted the actual cellular exposure. Indeed, cellular metabolism following mixture exposure induced a quick disappearance of the compounds from the exposure system. We showed that isoeugenol substantially decreased the metabolism of benzophenone-2, reducing the disappearance of this compound and enhancing its in vitro toxicity. Apart from this metabolic interaction, no mixtures showed any interaction, and all binary mixtures were successfully modeled by at least one model based on exposure to the individual compounds. Copyright © 2016 Elsevier Inc. All rights reserved.

Monte Carlo modeling of the Fastscan whole body counter response

International Nuclear Information System (INIS)

Graham, H.R.; Waller, E.J.

2015-01-01

Monte Carlo N-Particle (MCNP) was used to make a model of the Fastscan for the purpose of calibration. Two models were made one for the Pickering Nuclear Site, and one for the Darlington Nuclear Site. Once these models were benchmarked and found to be in good agreement, simulations were run to study the effect different sized phantoms had on the detected response, and the shielding effect of torso fat was not negligible. Simulations into the nature of a source being positioned externally on the anterior or posterior of a person were also conducted to determine a ratio that could be used to determine if a source is externally or internally placed. (author)

On The Value at Risk Using Bayesian Mixture Laplace Autoregressive Approach for Modelling the Islamic Stock Risk Investment

Science.gov (United States)

Miftahurrohmah, Brina; Iriawan, Nur; Fithriasari, Kartika

2017-06-01

Stocks are known as the financial instruments traded in the capital market which have a high level of risk. Their risks are indicated by their uncertainty of their return which have to be accepted by investors in the future. The higher the risk to be faced, the higher the return would be gained. Therefore, the measurements need to be made against the risk. Value at Risk (VaR) as the most popular risk measurement method, is frequently ignore when the pattern of return is not uni-modal Normal. The calculation of the risks using VaR method with the Normal Mixture Autoregressive (MNAR) approach has been considered. This paper proposes VaR method couple with the Mixture Laplace Autoregressive (MLAR) that would be implemented for analysing the first three biggest capitalization Islamic stock return in JII, namely PT. Astra International Tbk (ASII), PT. Telekomunikasi Indonesia Tbk (TLMK), and PT. Unilever Indonesia Tbk (UNVR). Parameter estimation is performed by employing Bayesian Markov Chain Monte Carlo (MCMC) approaches.

Effects of Test Conditions on APA Rutting and Prediction Modeling for Asphalt Mixtures

Directory of Open Access Journals (Sweden)

Hui Wang

2017-01-01

Full Text Available APA rutting tests were conducted for six kinds of asphalt mixtures under air-dry and immersing conditions. The influences of test conditions, including load, temperature, air voids, and moisture, on APA rutting depth were analyzed by using grey correlation method, and the APA rutting depth prediction model was established. Results show that the modified asphalt mixtures have bigger rutting depth ratios of air-dry to immersing conditions, indicating that the modified asphalt mixtures have better antirutting properties and water stability than the matrix asphalt mixtures. The grey correlation degrees of temperature, load, air void, and immersing conditions on APA rutting depth decrease successively, which means that temperature is the most significant influencing factor. The proposed indoor APA rutting prediction model has good prediction accuracy, and the correlation coefficient between the predicted and the measured rutting depths is 96.3%.

Novel extrapolation method in the Monte Carlo shell model

International Nuclear Information System (INIS)

Shimizu, Noritaka; Abe, Takashi; Utsuno, Yutaka; Mizusaki, Takahiro; Otsuka, Takaharu; Honma, Michio

2010-01-01

We propose an extrapolation method utilizing energy variance in the Monte Carlo shell model to estimate the energy eigenvalue and observables accurately. We derive a formula for the energy variance with deformed Slater determinants, which enables us to calculate the energy variance efficiently. The feasibility of the method is demonstrated for the full pf-shell calculation of 56 Ni, and the applicability of the method to a system beyond the current limit of exact diagonalization is shown for the pf+g 9/2 -shell calculation of 64 Ge.

Microbial comparative pan-genomics using binomial mixture models

Directory of Open Access Journals (Sweden)

Ussery David W

2009-08-01

Full Text Available Abstract Background The size of the core- and pan-genome of bacterial species is a topic of increasing interest due to the growing number of sequenced prokaryote genomes, many from the same species. Attempts to estimate these quantities have been made, using regression methods or mixture models. We extend the latter approach by using statistical ideas developed for capture-recapture problems in ecology and epidemiology. Results We estimate core- and pan-genome sizes for 16 different bacterial species. The results reveal a complex dependency structure for most species, manifested as heterogeneous detection probabilities. Estimated pan-genome sizes range from small (around 2600 gene families in Buchnera aphidicola to large (around 43000 gene families in Escherichia coli. Results for Echerichia coli show that as more data become available, a larger diversity is estimated, indicating an extensive pool of rarely occurring genes in the population. Conclusion Analyzing pan-genomics data with binomial mixture models is a way to handle dependencies between genomes, which we find is always present. A bottleneck in the estimation procedure is the annotation of rarely occurring genes.

Monte Carlo and Quasi-Monte Carlo Sampling

CERN Document Server

Lemieux, Christiane

2009-01-01

Presents essential tools for using quasi-Monte Carlo sampling in practice. This book focuses on issues related to Monte Carlo methods - uniform and non-uniform random number generation, variance reduction techniques. It covers several aspects of quasi-Monte Carlo methods.

Equivalence of truncated count mixture distributions and mixtures of truncated count distributions.

Science.gov (United States)

Böhning, Dankmar; Kuhnert, Ronny

2006-12-01

This article is about modeling count data with zero truncation. A parametric count density family is considered. The truncated mixture of densities from this family is different from the mixture of truncated densities from the same family. Whereas the former model is more natural to formulate and to interpret, the latter model is theoretically easier to treat. It is shown that for any mixing distribution leading to a truncated mixture, a (usually different) mixing distribution can be found so that the associated mixture of truncated densities equals the truncated mixture, and vice versa. This implies that the likelihood surfaces for both situations agree, and in this sense both models are equivalent. Zero-truncated count data models are used frequently in the capture-recapture setting to estimate population size, and it can be shown that the two Horvitz-Thompson estimators, associated with the two models, agree. In particular, it is possible to achieve strong results for mixtures of truncated Poisson densities, including reliable, global construction of the unique NPMLE (nonparametric maximum likelihood estimator) of the mixing distribution, implying a unique estimator for the population size. The benefit of these results lies in the fact that it is valid to work with the mixture of truncated count densities, which is less appealing for the practitioner but theoretically easier. Mixtures of truncated count densities form a convex linear model, for which a developed theory exists, including global maximum likelihood theory as well as algorithmic approaches. Once the problem has been solved in this class, it might readily be transformed back to the original problem by means of an explicitly given mapping. Applications of these ideas are given, particularly in the case of the truncated Poisson family.

A Monte Carlo error simulation applied to calibration-free X-ray diffraction phase analysis

International Nuclear Information System (INIS)

Braun, G.E.

1986-01-01

Quantitative phase analysis of a system of n phases can be effected without the need for calibration standards provided at least n different mixtures of these phases are available. A series of linear equations relating diffracted X-ray intensities, weight fractions and quantitation factors coupled with mass balance relationships can be solved for the unknown weight fractions and factors. Uncertainties associated with the measured X-ray intensities, owing to counting of random X-ray quanta, are used to estimate the errors in the calculated parameters utilizing a Monte Carlo simulation. The Monte Carlo approach can be generalized and applied to any quantitative X-ray diffraction phase analysis method. Two examples utilizing mixtures of CaCO 3 , Fe 2 O 3 and CaF 2 with an α-SiO 2 (quartz) internal standard illustrate the quantitative method and corresponding error analysis. One example is well conditioned; the other is poorly conditioned and, therefore, very sensitive to errors in the measured intensities. (orig.)

Systematic vacuum study of the ITER model cryopump by test particle Monte Carlo simulation

Energy Technology Data Exchange (ETDEWEB)

Luo, Xueli; Haas, Horst; Day, Christian [Institute for Technical Physics, Karlsruhe Institute of Technology, P.O. Box 3640, 76021 Karlsruhe (Germany)

2011-07-01

The primary pumping systems on the ITER torus are based on eight tailor-made cryogenic pumps because not any standard commercial vacuum pump can meet the ITER working criteria. This kind of cryopump can provide high pumping speed, especially for light gases, by the cryosorption on activated charcoal at 4.5 K. In this paper we will present the systematic Monte Carlo simulation results of the model pump in a reduced scale by ProVac3D, a new Test Particle Monte Carlo simulation program developed by KIT. The simulation model has included the most important mechanical structures such as sixteen cryogenic panels working at 4.5 K, the 80 K radiation shield envelope with baffles, the pump housing, inlet valve and the TIMO (Test facility for the ITER Model Pump) test facility. Three typical gas species, i.e., deuterium, protium and helium are simulated. The pumping characteristics have been obtained. The result is in good agreement with the experiment data up to the gas throughput of 1000 sccm, which marks the limit for free molecular flow. This means that ProVac3D is a useful tool in the design of the prototype cryopump of ITER. Meanwhile, the capture factors at different critical positions are calculated. They can be used as the important input parameters for a follow-up Direct Simulation Monte Carlo (DSMC) simulation for higher gas throughput.

Concentration addition, independent action and generalized concentration addition models for mixture effect prediction of sex hormone synthesis in vitro.

Directory of Open Access Journals (Sweden)

Niels Hadrup

Full Text Available Humans are concomitantly exposed to numerous chemicals. An infinite number of combinations and doses thereof can be imagined. For toxicological risk assessment the mathematical prediction of mixture effects, using knowledge on single chemicals, is therefore desirable. We investigated pros and cons of the concentration addition (CA, independent action (IA and generalized concentration addition (GCA models. First we measured effects of single chemicals and mixtures thereof on steroid synthesis in H295R cells. Then single chemical data were applied to the models; predictions of mixture effects were calculated and compared to the experimental mixture data. Mixture 1 contained environmental chemicals adjusted in ratio according to human exposure levels. Mixture 2 was a potency adjusted mixture containing five pesticides. Prediction of testosterone effects coincided with the experimental Mixture 1 data. In contrast, antagonism was observed for effects of Mixture 2 on this hormone. The mixtures contained chemicals exerting only limited maximal effects. This hampered prediction by the CA and IA models, whereas the GCA model could be used to predict a full dose response curve. Regarding effects on progesterone and estradiol, some chemicals were having stimulatory effects whereas others had inhibitory effects. The three models were not applicable in this situation and no predictions could be performed. Finally, the expected contributions of single chemicals to the mixture effects were calculated. Prochloraz was the predominant but not sole driver of the mixtures, suggesting that one chemical alone was not responsible for the mixture effects. In conclusion, the GCA model seemed to be superior to the CA and IA models for the prediction of testosterone effects. A situation with chemicals exerting opposing effects, for which the models could not be applied, was identified. In addition, the data indicate that in non-potency adjusted mixtures the effects cannot

XDGMM: eXtreme Deconvolution Gaussian Mixture Modeling

Science.gov (United States)

Holoien, Thomas W.-S.; Marshall, Philip J.; Wechsler, Risa H.

2017-08-01

XDGMM uses Gaussian mixtures to do density estimation of noisy, heterogenous, and incomplete data using extreme deconvolution (XD) algorithms which is compatible with the scikit-learn machine learning methods. It implements both the astroML and Bovy et al. (2011) algorithms, and extends the BaseEstimator class from scikit-learn so that cross-validation methods work. It allows the user to produce a conditioned model if values of some parameters are known.

Excess Properties of Aqueous Mixtures of Methanol: Simple Models Versus Experiment

Czech Academy of Sciences Publication Activity Database

Vlček, Lukáš; Nezbeda, Ivo

roč. 131-132, - (2007), s. 158-162 ISSN 0167-7322. [International Conference on Solution Chemistry /29./. Portorož, 21.08.2005-25.08.2005] R&D Projects: GA AV ČR(CZ) IAA4072303; GA AV ČR(CZ) 1ET400720409 Institutional research plan: CEZ:AV0Z40720504 Keywords : aqueous mixtures * primitive models * water-alcohol mixtures Subject RIV: CF - Physical ; Theoretical Chemistry Impact factor: 0.982, year: 2007

Modelling of scintillator based flat-panel detectors with Monte-Carlo simulations

International Nuclear Information System (INIS)

Reims, N; Sukowski, F; Uhlmann, N

2011-01-01

Scintillator based flat panel detectors are state of the art in the field of industrial X-ray imaging applications. Choosing the proper system and setup parameters for the vast range of different applications can be a time consuming task, especially when developing new detector systems. Since the system behaviour cannot always be foreseen easily, Monte-Carlo (MC) simulations are keys to gain further knowledge of system components and their behaviour for different imaging conditions. In this work we used two Monte-Carlo based models to examine an indirect converting flat panel detector, specifically the Hamamatsu C9312SK. We focused on the signal generation in the scintillation layer and its influence on the spatial resolution of the whole system. The models differ significantly in their level of complexity. The first model gives a global description of the detector based on different parameters characterizing the spatial resolution. With relatively small effort a simulation model can be developed which equates the real detector regarding signal transfer. The second model allows a more detailed insight of the system. It is based on the well established cascade theory, i.e. describing the detector as a cascade of elemental gain and scattering stages, which represent the built in components and their signal transfer behaviour. In comparison to the first model the influence of single components especially the important light spread behaviour in the scintillator can be analysed in a more differentiated way. Although the implementation of the second model is more time consuming both models have in common that a relatively small amount of system manufacturer parameters are needed. The results of both models were in good agreement with the measured parameters of the real system.

Fission yield calculation using toy model based on Monte Carlo simulation

International Nuclear Information System (INIS)

Jubaidah; Kurniadi, Rizal

2015-01-01

Toy model is a new approximation in predicting fission yield distribution. Toy model assumes nucleus as an elastic toy consist of marbles. The number of marbles represents the number of nucleons, A. This toy nucleus is able to imitate the real nucleus properties. In this research, the toy nucleons are only influenced by central force. A heavy toy nucleus induced by a toy nucleon will be split into two fragments. These two fission fragments are called fission yield. In this research, energy entanglement is neglected. Fission process in toy model is illustrated by two Gaussian curves intersecting each other. There are five Gaussian parameters used in this research. They are scission point of the two curves (R c ), mean of left curve (μ L ) and mean of right curve (μ R ), deviation of left curve (σ L ) and deviation of right curve (σ R ). The fission yields distribution is analyses based on Monte Carlo simulation. The result shows that variation in σ or µ can significanly move the average frequency of asymmetry fission yields. This also varies the range of fission yields distribution probability. In addition, variation in iteration coefficient only change the frequency of fission yields. Monte Carlo simulation for fission yield calculation using toy model successfully indicates the same tendency with experiment results, where average of light fission yield is in the range of 90

Fission yield calculation using toy model based on Monte Carlo simulation

Energy Technology Data Exchange (ETDEWEB)

Jubaidah, E-mail: jubaidah@student.itb.ac.id [Nuclear Physics and Biophysics Division, Department of Physics, Bandung Institute of Technology. Jl. Ganesa No. 10 Bandung – West Java, Indonesia 40132 (Indonesia); Physics Department, Faculty of Mathematics and Natural Science – State University of Medan. Jl. Willem Iskandar Pasar V Medan Estate – North Sumatera, Indonesia 20221 (Indonesia); Kurniadi, Rizal, E-mail: rijalk@fi.itb.ac.id [Nuclear Physics and Biophysics Division, Department of Physics, Bandung Institute of Technology. Jl. Ganesa No. 10 Bandung – West Java, Indonesia 40132 (Indonesia)

2015-09-30

Toy model is a new approximation in predicting fission yield distribution. Toy model assumes nucleus as an elastic toy consist of marbles. The number of marbles represents the number of nucleons, A. This toy nucleus is able to imitate the real nucleus properties. In this research, the toy nucleons are only influenced by central force. A heavy toy nucleus induced by a toy nucleon will be split into two fragments. These two fission fragments are called fission yield. In this research, energy entanglement is neglected. Fission process in toy model is illustrated by two Gaussian curves intersecting each other. There are five Gaussian parameters used in this research. They are scission point of the two curves (R{sub c}), mean of left curve (μ{sub L}) and mean of right curve (μ{sub R}), deviation of left curve (σ{sub L}) and deviation of right curve (σ{sub R}). The fission yields distribution is analyses based on Monte Carlo simulation. The result shows that variation in σ or µ can significanly move the average frequency of asymmetry fission yields. This also varies the range of fission yields distribution probability. In addition, variation in iteration coefficient only change the frequency of fission yields. Monte Carlo simulation for fission yield calculation using toy model successfully indicates the same tendency with experiment results, where average of light fission yield is in the range of 90

Automatic mesh adaptivity for hybrid Monte Carlo/deterministic neutronics modeling of difficult shielding problems

International Nuclear Information System (INIS)

Ibrahim, Ahmad M.; Wilson, Paul P.H.; Sawan, Mohamed E.; Mosher, Scott W.; Peplow, Douglas E.; Wagner, John C.; Evans, Thomas M.; Grove, Robert E.

2015-01-01

The CADIS and FW-CADIS hybrid Monte Carlo/deterministic techniques dramatically increase the efficiency of neutronics modeling, but their use in the accurate design analysis of very large and geometrically complex nuclear systems has been limited by the large number of processors and memory requirements for their preliminary deterministic calculations and final Monte Carlo calculation. Three mesh adaptivity algorithms were developed to reduce the memory requirements of CADIS and FW-CADIS without sacrificing their efficiency improvement. First, a macromaterial approach enhances the fidelity of the deterministic models without changing the mesh. Second, a deterministic mesh refinement algorithm generates meshes that capture as much geometric detail as possible without exceeding a specified maximum number of mesh elements. Finally, a weight window coarsening algorithm decouples the weight window mesh and energy bins from the mesh and energy group structure of the deterministic calculations in order to remove the memory constraint of the weight window map from the deterministic mesh resolution. The three algorithms were used to enhance an FW-CADIS calculation of the prompt dose rate throughout the ITER experimental facility. Using these algorithms resulted in a 23.3% increase in the number of mesh tally elements in which the dose rates were calculated in a 10-day Monte Carlo calculation and, additionally, increased the efficiency of the Monte Carlo simulation by a factor of at least 3.4. The three algorithms enabled this difficult calculation to be accurately solved using an FW-CADIS simulation on a regular computer cluster, eliminating the need for a world-class super computer

Converting boundary representation solid models to half-space representation models for Monte Carlo analysis

International Nuclear Information System (INIS)

Davis, J. E.; Eddy, M. J.; Sutton, T. M.; Altomari, T. J.

2007-01-01

Solid modeling computer software systems provide for the design of three-dimensional solid models used in the design and analysis of physical components. The current state-of-the-art in solid modeling representation uses a boundary representation format in which geometry and topology are used to form three-dimensional boundaries of the solid. The geometry representation used in these systems is cubic B-spline curves and surfaces - a network of cubic B-spline functions in three-dimensional Cartesian coordinate space. Many Monte Carlo codes, however, use a geometry representation in which geometry units are specified by intersections and unions of half-spaces. This paper describes an algorithm for converting from a boundary representation to a half-space representation. (authors)

Assesment of advanced step models for steady state Monte Carlo burnup calculations in application to prismatic HTGR

Directory of Open Access Journals (Sweden)

Kępisty Grzegorz

2015-09-01

Full Text Available In this paper, we compare the methodology of different time-step models in the context of Monte Carlo burnup calculations for nuclear reactors. We discuss the differences between staircase step model, slope model, bridge scheme and stochastic implicit Euler method proposed in literature. We focus on the spatial stability of depletion procedure and put additional emphasis on the problem of normalization of neutron source strength. Considered methodology has been implemented in our continuous energy Monte Carlo burnup code (MCB5. The burnup simulations have been performed using the simplified high temperature gas-cooled reactor (HTGR system with and without modeling of control rod withdrawal. Useful conclusions have been formulated on the basis of results.

Continuous energy Monte Carlo calculations for randomly distributed spherical fuels based on statistical geometry model

Energy Technology Data Exchange (ETDEWEB)

Murata, Isao [Osaka Univ., Suita (Japan); Mori, Takamasa; Nakagawa, Masayuki; Itakura, Hirofumi

1996-03-01

The method to calculate neutronics parameters of a core composed of randomly distributed spherical fuels has been developed based on a statistical geometry model with a continuous energy Monte Carlo method. This method was implemented in a general purpose Monte Carlo code MCNP, and a new code MCNP-CFP had been developed. This paper describes the model and method how to use it and the validation results. In the Monte Carlo calculation, the location of a spherical fuel is sampled probabilistically along the particle flight path from the spatial probability distribution of spherical fuels, called nearest neighbor distribution (NND). This sampling method was validated through the following two comparisons: (1) Calculations of inventory of coated fuel particles (CFPs) in a fuel compact by both track length estimator and direct evaluation method, and (2) Criticality calculations for ordered packed geometries. This method was also confined by applying to an analysis of the critical assembly experiment at VHTRC. The method established in the present study is quite unique so as to a probabilistic model of the geometry with a great number of spherical fuels distributed randomly. Realizing the speed-up by vector or parallel computations in future, it is expected to be widely used in calculation of a nuclear reactor core, especially HTGR cores. (author).

Concentration addition and independent action model: Which is better in predicting the toxicity for metal mixtures on zebrafish larvae.

Science.gov (United States)

Gao, Yongfei; Feng, Jianfeng; Kang, Lili; Xu, Xin; Zhu, Lin

2018-01-01

The joint toxicity of chemical mixtures has emerged as a popular topic, particularly on the additive and potential synergistic actions of environmental mixtures. We investigated the 24h toxicity of Cu-Zn, Cu-Cd, and Cu-Pb and 96h toxicity of Cd-Pb binary mixtures on the survival of zebrafish larvae. Joint toxicity was predicted and compared using the concentration addition (CA) and independent action (IA) models with different assumptions in the toxic action mode in toxicodynamic processes through single and binary metal mixture tests. Results showed that the CA and IA models presented varying predictive abilities for different metal combinations. For the Cu-Cd and Cd-Pb mixtures, the CA model simulated the observed survival rates better than the IA model. By contrast, the IA model simulated the observed survival rates better than the CA model for the Cu-Zn and Cu-Pb mixtures. These findings revealed that the toxic action mode may depend on the combinations and concentrations of tested metal mixtures. Statistical analysis of the antagonistic or synergistic interactions indicated that synergistic interactions were observed for the Cu-Cd and Cu-Pb mixtures, non-interactions were observed for the Cd-Pb mixtures, and slight antagonistic interactions for the Cu-Zn mixtures. These results illustrated that the CA and IA models are consistent in specifying the interaction patterns of binary metal mixtures. Copyright © 2017 Elsevier B.V. All rights reserved.

Composition inversion in mixtures of binary colloids and polymer

Science.gov (United States)

Zhang, Isla; Pinchaipat, Rattachai; Wilding, Nigel B.; Faers, Malcolm A.; Bartlett, Paul; Evans, Robert; Royall, C. Patrick

2018-05-01

Understanding the phase behaviour of mixtures continues to pose challenges, even for systems that might be considered "simple." Here, we consider a very simple mixture of two colloidal and one non-adsorbing polymer species, which can be simplified even further to a size-asymmetrical binary mixture, in which the effective colloid-colloid interactions depend on the polymer concentration. We show that this basic system exhibits surprisingly rich phase behaviour. In particular, we enquire whether such a system features only a liquid-vapor phase separation (as in one-component colloid-polymer mixtures) or whether, additionally, liquid-liquid demixing of two colloidal phases can occur. Particle-resolved experiments show demixing-like behaviour, but when combined with bespoke Monte Carlo simulations, this proves illusory, and we reveal that only a single liquid-vapor transition occurs. Progressive migration of the small particles to the liquid phase as the polymer concentration increases gives rise to composition inversion—a maximum in the large particle concentration in the liquid phase. Close to criticality, the density fluctuations are found to be dominated by the larger colloids.

A general mixture model for mapping quantitative trait loci by using molecular markers

NARCIS (Netherlands)

Jansen, R.C.

1992-01-01

In a segregating population a quantitative trait may be considered to follow a mixture of (normal) distributions, the mixing proportions being based on Mendelian segregation rules. A general and flexible mixture model is proposed for mapping quantitative trait loci (QTLs) by using molecular markers.

Monte Carlo based diffusion coefficients for LMFBR analysis

International Nuclear Information System (INIS)

Van Rooijen, Willem F.G.; Takeda, Toshikazu; Hazama, Taira

2010-01-01

A method based on Monte Carlo calculations is developed to estimate the diffusion coefficient of unit cells. The method uses a geometrical model similar to that used in lattice theory, but does not use the assumption of a separable fundamental mode used in lattice theory. The method uses standard Monte Carlo flux and current tallies, and the continuous energy Monte Carlo code MVP was used without modifications. Four models are presented to derive the diffusion coefficient from tally results of flux and partial currents. In this paper the method is applied to the calculation of a plate cell of the fast-spectrum critical facility ZEBRA. Conventional calculations of the diffusion coefficient diverge in the presence of planar voids in the lattice, but our Monte Carlo method can treat this situation without any problem. The Monte Carlo method was used to investigate the influence of geometrical modeling as well as the directional dependence of the diffusion coefficient. The method can be used to estimate the diffusion coefficient of complicated unit cells, the limitation being the capabilities of the Monte Carlo code. The method will be used in the future to confirm results for the diffusion coefficient obtained of the Monte Carlo code. The method will be used in the future to confirm results for the diffusion coefficient obtained with deterministic codes. (author)

Mixture Of Probabilistic Factor Analyzers For Market Risk Measurement: Empirical Evidence From The Tunisian Foreign Exchange Market

Directory of Open Access Journals (Sweden)

Mohamed Nidhal Mosbahi

2017-05-01

Full Text Available In this paper, we propose a new approach for Basel-Compliant Value-at-Risk (VaR estimation in financial portfolio risk management, which combines Gaussian Mixture Models with probabilistic factor analysis models. This new mixed specification provides an alternative, compact, model to handle co-movements, heterogeneity and intra-frame correlations in financial data. This results in a model which concurrently performs clustering and dimensionality reduction, and can be considered as a reduced dimension mixture of probabilistic factor analyzers. For maximum likelihood estimation we have used an iterative approach based on the Alternating Expectation Conditional Maximization (AECM algorithm. Using a set of historical data in a rolling time window, from the Tunisian foreign exchange market, the model structure as well as its parameters are determined and estimated. Then, the fitted model combined with a modified Monte-Carlo simulation algorithm was used to predict the VaR. Through a Backtesting analysis, we found that this new specification exhibits a good fit to the data compared to other competing approaches, improves the accuracy of VaR prediction, possesses more flexibility, and can avoid serious violations when a financial crisis occurs.

Genetic Analysis of Somatic Cell Score in Danish Holsteins Using a Liability-Normal Mixture Model

DEFF Research Database (Denmark)

Madsen, P; Shariati, M M; Ødegård, J

2008-01-01

Mixture models are appealing for identifying hidden structures affecting somatic cell score (SCS) data, such as unrecorded cases of subclinical mastitis. Thus, liability-normal mixture (LNM) models were used for genetic analysis of SCS data, with the aim of predicting breeding values for such cas...

Latent Transition Analysis with a Mixture Item Response Theory Measurement Model

Science.gov (United States)

Cho, Sun-Joo; Cohen, Allan S.; Kim, Seock-Ho; Bottge, Brian

2010-01-01

A latent transition analysis (LTA) model was described with a mixture Rasch model (MRM) as the measurement model. Unlike the LTA, which was developed with a latent class measurement model, the LTA-MRM permits within-class variability on the latent variable, making it more useful for measuring treatment effects within latent classes. A simulation…

Modelling of associating mixtures for applications in the oil & gas and chemical industries

DEFF Research Database (Denmark)

Kontogeorgis, Georgios; Folas, Georgios; Muro Sunè, Nuria

2007-01-01

Thermodynamic properties and phase equilibria of associating mixtures cannot often be satisfactorily modelled using conventional models such as cubic equations of state. CPA (cubic-plus-association) is an equation of state (EoS), which combines the SRK EoS with the association term of SAFT. For non......-alcohol (glycol)-alkanes and certain acid and amine-containing mixtures. Recent results include glycol-aromatic hydrocarbons including multiphase, multicomponent equilibria and gas hydrate calculations in combination with the van der Waals-Platteeuw model. This article will outline some new applications...... thermodynamic models especially those combining cubic EoS with local composition activity coefficient models are included. (C) 2007 Elsevier B.V. All rights reserved....

Mixture

Directory of Open Access Journals (Sweden)

Silva-Aguilar Martín

2011-01-01

Full Text Available Metals are ubiquitous pollutants present as mixtures. In particular, mixture of arsenic-cadmium-lead is among the leading toxic agents detected in the environment. These metals have carcinogenic and cell-transforming potential. In this study, we used a two step cell transformation model, to determine the role of oxidative stress in transformation induced by a mixture of arsenic-cadmium-lead. Oxidative damage and antioxidant response were determined. Metal mixture treatment induces the increase of damage markers and the antioxidant response. Loss of cell viability and increased transforming potential were observed during the promotion phase. This finding correlated significantly with generation of reactive oxygen species. Cotreatment with N-acetyl-cysteine induces effect on the transforming capacity; while a diminution was found in initiation, in promotion phase a total block of the transforming capacity was observed. Our results suggest that oxidative stress generated by metal mixture plays an important role only in promotion phase promoting transforming capacity.

GPU based Monte Carlo for PET image reconstruction: detector modeling

International Nuclear Information System (INIS)

Légrády; Cserkaszky, Á; Lantos, J.; Patay, G.; Bükki, T.

2011-01-01

Monte Carlo (MC) calculations and Graphical Processing Units (GPUs) are almost like the dedicated hardware designed for the specific task given the similarities between visible light transport and neutral particle trajectories. A GPU based MC gamma transport code has been developed for Positron Emission Tomography iterative image reconstruction calculating the projection from unknowns to data at each iteration step taking into account the full physics of the system. This paper describes the simplified scintillation detector modeling and its effect on convergence. (author)

Testing Lorentz Invariance Emergence in the Ising Model using Monte Carlo simulations

CERN Document Server

Dias Astros, Maria Isabel

2017-01-01

In the context of the Lorentz invariance as an emergent phenomenon at low energy scales to study quantum gravity a system composed by two 3D interacting Ising models (one with an anisotropy in one direction) was proposed. Two Monte Carlo simulations were run: one for the 2D Ising model and one for the target model. In both cases the observables (energy, magnetization, heat capacity and magnetic susceptibility) were computed for different lattice sizes and a Binder cumulant introduced in order to estimate the critical temperature of the systems. Moreover, the correlation function was calculated for the 2D Ising model.

The ATLAS Fast Monte Carlo Production Chain Project

CERN Document Server

Jansky, Roland Wolfgang; The ATLAS collaboration

2015-01-01

During the last years ATLAS has successfully deployed a new integrated simulation framework (ISF) which allows a flexible mixture of full and fast detector simulation techniques within the processing of one event. The thereby achieved possible speed-up in detector simulation of up to a factor 100 makes subsequent digitization and reconstruction the dominant contributions to the Monte Carlo (MC) production CPU cost. The slowest components of both digitization and reconstruction are inside the Inner Detector due to the complex signal modeling needed in the emulation of the detector readout and in reconstruction due to the combinatorial nature of the problem to solve, respectively. Alternative fast approaches have been developed for these components: for the silicon based detectors a simpler geometrical clustering approach has been deployed replacing the charge drift emulation in the standard digitization modules, which achieves a very high accuracy in describing the standard output. For the Inner Detector track...

MONTE CARLO ANALYSES OF THE YALINA THERMAL FACILITY WITH SERPENT STEREOLITHOGRAPHY GEOMETRY MODEL

Energy Technology Data Exchange (ETDEWEB)

Talamo, A.; Gohar, Y.

2015-01-01

This paper analyzes the YALINA Thermal subcritical assembly of Belarus using two different Monte Carlo transport programs, SERPENT and MCNP. The MCNP model is based on combinatorial geometry and universes hierarchy, while the SERPENT model is based on Stereolithography geometry. The latter consists of unstructured triangulated surfaces defined by the normal and vertices. This geometry format is used by 3D printers and it has been created by: the CUBIT software, MATLAB scripts, and C coding. All the Monte Carlo simulations have been performed using the ENDF/B-VII.0 nuclear data library. Both MCNP and SERPENT share the same geometry specifications, which describe the facility details without using any material homogenization. Three different configurations have been studied with different number of fuel rods. The three fuel configurations use 216, 245, or 280 fuel rods, respectively. The numerical simulations show that the agreement between SERPENT and MCNP results is within few tens of pcms.

Pycnonuclear reaction rates for binary ionic mixtures

Science.gov (United States)

Ichimaru, S.; Ogata, S.; Van Horn, H. M.

1992-01-01

Through a combination of compositional scaling arguments and examinations of Monte Carlo simulation results for the interparticle separations in binary-ionic mixture (BIM) solids, we have derived parameterized expressions for the BIM pycnonuclear rates as generalizations of those in one-component solids obtained previously by Salpeter and Van Horn and by Ogata et al. We have thereby discovered a catalyzing effect of the heavier elements, which enhances the rates of reactions among the lighter elements when the charge ratio exceeds a critical value of approximately 2.3.

Topological excitations and Monte-Carlo simulation of the Abelian-Higgs model

International Nuclear Information System (INIS)

Ranft, J.

1981-01-01

The phase structure and topological excitations, in particular the magnetic monopole current density, are investigated in a Monte-Carlo simulation of the lattice version of the four-dimensional Abelian-Higgs model. The monopole current density is found to be large in the confinement phase and rapidly decreasing in the Coulomb and Higgs phases. This result supports the view that confinement is neglected with the condensation of monopole-antimonopole pairs

Computer simulation of stochastic processes through model-sampling (Monte Carlo) techniques.

Science.gov (United States)

Sheppard, C W.

1969-03-01

A simple Monte Carlo simulation program is outlined which can be used for the investigation of random-walk problems, for example in diffusion, or the movement of tracers in the blood circulation. The results given by the simulation are compared with those predicted by well-established theory, and it is shown how the model can be expanded to deal with drift, and with reflexion from or adsorption at a boundary.

Vectorized Monte Carlo

International Nuclear Information System (INIS)

Brown, F.B.

1981-01-01

Examination of the global algorithms and local kernels of conventional general-purpose Monte Carlo codes shows that multigroup Monte Carlo methods have sufficient structure to permit efficient vectorization. A structured multigroup Monte Carlo algorithm for vector computers is developed in which many particle events are treated at once on a cell-by-cell basis. Vectorization of kernels for tracking and variance reduction is described, and a new method for discrete sampling is developed to facilitate the vectorization of collision analysis. To demonstrate the potential of the new method, a vectorized Monte Carlo code for multigroup radiation transport analysis was developed. This code incorporates many features of conventional general-purpose production codes, including general geometry, splitting and Russian roulette, survival biasing, variance estimation via batching, a number of cutoffs, and generalized tallies of collision, tracklength, and surface crossing estimators with response functions. Predictions of vectorized performance characteristics for the CYBER-205 were made using emulated coding and a dynamic model of vector instruction timing. Computation rates were examined for a variety of test problems to determine sensitivities to batch size and vector lengths. Significant speedups are predicted for even a few hundred particles per batch, and asymptotic speedups by about 40 over equivalent Amdahl 470V/8 scalar codes arepredicted for a few thousand particles per batch. The principal conclusion is that vectorization of a general-purpose multigroup Monte Carlo code is well worth the significant effort required for stylized coding and major algorithmic changes

Data Requirements and Modeling for Gas Hydrate-Related Mixtures and a Comparison of Two Association Models

DEFF Research Database (Denmark)

Liang, Xiaodong; Aloupis, Georgios; Kontogeorgis, Georgios M.

2017-01-01

the performance of the CPA and sPC-SAFT EOS for modeling the fluid-phase equilibria of gas hydrate-related systems and will try to explore how the models can help in suggesting experimental measurements. These systems contain water, hydrocarbon (alkane or aromatic), and either methanol or monoethylene glycol...... parameter sets have been chosen for the sPC-SAFT EOS for a fair comparison. The comparisons are made for pure fluid properties, vapor liquid-equilibria, and liquid liquid equilibria of binary and ternary mixtures as well as vapor liquid liquid equilibria of quaternary mixtures. The results show, from...

The structure of molten CuCl: Reverse Monte Carlo modeling with high-energy X-ray diffraction data and molecular dynamics of a polarizable ion model

Energy Technology Data Exchange (ETDEWEB)

Alcaraz, Olga; Trullàs, Joaquim, E-mail: quim.trullas@upc.edu [Departament de Física i Enginyeria Nuclear, Universitat Politècnica de Catalunya, Campus Nord UPC B4-B5, 08034 Barcelona (Spain); Tahara, Shuta [Department of Physics and Earth Sciences, Faculty of Science, University of the Ryukyus, Okinawa 903-0213 (Japan); Kawakita, Yukinobu [J-PARC Center, Japan Atomic Energy Agency (JAEA), Ibaraki 319-1195 (Japan); Takeda, Shin’ichi [Department of Physics, Faculty of Sciences, Kyushu University, Fukuoka 819-0395 (Japan)

2016-09-07

The results of the structural properties of molten copper chloride are reported from high-energy X-ray diffraction measurements, reverse Monte Carlo modeling method, and molecular dynamics simulations using a polarizable ion model. The simulated X-ray structure factor reproduces all trends observed experimentally, in particular the shoulder at around 1 Å{sup −1} related to intermediate range ordering, as well as the partial copper-copper correlations from the reverse Monte Carlo modeling, which cannot be reproduced by using a simple rigid ion model. It is shown that the shoulder comes from intermediate range copper-copper correlations caused by the polarized chlorides.

The structure of molten CuCl: Reverse Monte Carlo modeling with high-energy X-ray diffraction data and molecular dynamics of a polarizable ion model

International Nuclear Information System (INIS)

Alcaraz, Olga; Trullàs, Joaquim; Tahara, Shuta; Kawakita, Yukinobu; Takeda, Shin’ichi

2016-01-01

The results of the structural properties of molten copper chloride are reported from high-energy X-ray diffraction measurements, reverse Monte Carlo modeling method, and molecular dynamics simulations using a polarizable ion model. The simulated X-ray structure factor reproduces all trends observed experimentally, in particular the shoulder at around 1 Å −1 related to intermediate range ordering, as well as the partial copper-copper correlations from the reverse Monte Carlo modeling, which cannot be reproduced by using a simple rigid ion model. It is shown that the shoulder comes from intermediate range copper-copper correlations caused by the polarized chlorides.

Efficient Kernel-Based Ensemble Gaussian Mixture Filtering

KAUST Repository

Liu, Bo

2015-11-11

We consider the Bayesian filtering problem for data assimilation following the kernel-based ensemble Gaussian-mixture filtering (EnGMF) approach introduced by Anderson and Anderson (1999). In this approach, the posterior distribution of the system state is propagated with the model using the ensemble Monte Carlo method, providing a forecast ensemble that is then used to construct a prior Gaussian-mixture (GM) based on the kernel density estimator. This results in two update steps: a Kalman filter (KF)-like update of the ensemble members and a particle filter (PF)-like update of the weights, followed by a resampling step to start a new forecast cycle. After formulating EnGMF for any observational operator, we analyze the influence of the bandwidth parameter of the kernel function on the covariance of the posterior distribution. We then focus on two aspects: i) the efficient implementation of EnGMF with (relatively) small ensembles, where we propose a new deterministic resampling strategy preserving the first two moments of the posterior GM to limit the sampling error; and ii) the analysis of the effect of the bandwidth parameter on contributions of KF and PF updates and on the weights variance. Numerical results using the Lorenz-96 model are presented to assess the behavior of EnGMF with deterministic resampling, study its sensitivity to different parameters and settings, and evaluate its performance against ensemble KFs. The proposed EnGMF approach with deterministic resampling suggests improved estimates in all tested scenarios, and is shown to require less localization and to be less sensitive to the choice of filtering parameters.

Flory-Huggins parameter χ, from binary mixtures of Lennard-Jones particles to block copolymer melts

International Nuclear Information System (INIS)

Chremos, Alexandros; Nikoubashman, Arash; Panagiotopoulos, Athanassios Z.

2014-01-01

In this contribution, we develop a coarse-graining methodology for mapping specific block copolymer systems to bead-spring particle-based models. We map the constituent Kuhn segments to Lennard-Jones particles, and establish a semi-empirical correlation between the experimentally determined Flory-Huggins parameter χ and the interaction of the model potential. For these purposes, we have performed an extensive set of isobaric–isothermal Monte Carlo simulations of binary mixtures of Lennard-Jones particles with the same size but with asymmetric energetic parameters. The phase behavior of these monomeric mixtures is then extended to chains with finite sizes through theoretical considerations. Such a top-down coarse-graining approach is important from a computational point of view, since many characteristic features of block copolymer systems are on time and length scales which are still inaccessible through fully atomistic simulations. We demonstrate the applicability of our method for generating parameters by reproducing the morphology diagram of a specific diblock copolymer, namely, poly(styrene-b-methyl methacrylate), which has been extensively studied in experiments

Flory-Huggins parameter χ, from binary mixtures of Lennard-Jones particles to block copolymer melts

Energy Technology Data Exchange (ETDEWEB)

Chremos, Alexandros, E-mail: achremos@imperial.ac.uk [Department of Chemical Engineering, Centre for Process Systems Engineering, Imperial College London, South Kensington Campus, London SW7 2AZ (United Kingdom); Nikoubashman, Arash, E-mail: arashn@princeton.edu; Panagiotopoulos, Athanassios Z. [Department of Chemical and Biological Engineering, Princeton University, Princeton, New Jersey 08544 (United States)

2014-02-07

In this contribution, we develop a coarse-graining methodology for mapping specific block copolymer systems to bead-spring particle-based models. We map the constituent Kuhn segments to Lennard-Jones particles, and establish a semi-empirical correlation between the experimentally determined Flory-Huggins parameter χ and the interaction of the model potential. For these purposes, we have performed an extensive set of isobaric–isothermal Monte Carlo simulations of binary mixtures of Lennard-Jones particles with the same size but with asymmetric energetic parameters. The phase behavior of these monomeric mixtures is then extended to chains with finite sizes through theoretical considerations. Such a top-down coarse-graining approach is important from a computational point of view, since many characteristic features of block copolymer systems are on time and length scales which are still inaccessible through fully atomistic simulations. We demonstrate the applicability of our method for generating parameters by reproducing the morphology diagram of a specific diblock copolymer, namely, poly(styrene-b-methyl methacrylate), which has been extensively studied in experiments.

Modeling the surface tension of complex, reactive organic-inorganic mixtures

Science.gov (United States)

Schwier, A. N.; Viglione, G. A.; Li, Z.; McNeill, V. Faye

2013-11-01

Atmospheric aerosols can contain thousands of organic compounds which impact aerosol surface tension, affecting aerosol properties such as heterogeneous reactivity, ice nucleation, and cloud droplet formation. We present new experimental data for the surface tension of complex, reactive organic-inorganic aqueous mixtures mimicking tropospheric aerosols. Each solution contained 2-6 organic compounds, including methylglyoxal, glyoxal, formaldehyde, acetaldehyde, oxalic acid, succinic acid, leucine, alanine, glycine, and serine, with and without ammonium sulfate. We test two semi-empirical surface tension models and find that most reactive, complex, aqueous organic mixtures which do not contain salt are well described by a weighted Szyszkowski-Langmuir (S-L) model which was first presented by Henning et al. (2005). Two approaches for modeling the effects of salt were tested: (1) the Tuckermann approach (an extension of the Henning model with an additional explicit salt term), and (2) a new implicit method proposed here which employs experimental surface tension data obtained for each organic species in the presence of salt used with the Henning model. We recommend the use of method (2) for surface tension modeling of aerosol systems because the Henning model (using data obtained from organic-inorganic systems) and Tuckermann approach provide similar modeling results and goodness-of-fit (χ2) values, yet the Henning model is a simpler and more physical approach to modeling the effects of salt, requiring less empirically determined parameters.

Shell model Monte Carlo investigation of rare earth nuclei

International Nuclear Information System (INIS)

White, J. A.; Koonin, S. E.; Dean, D. J.

2000-01-01

We utilize the shell model Monte Carlo method to study the structure of rare earth nuclei. This work demonstrates the first systematic full oscillator shell with intruder calculations in such heavy nuclei. Exact solutions of a pairing plus quadrupole Hamiltonian are compared with the static path approximation in several dysprosium isotopes from A=152 to 162, including the odd mass A=153. Some comparisons are also made with Hartree-Fock-Bogoliubov results from Baranger and Kumar. Basic properties of these nuclei at various temperatures and spin are explored. These include energy, deformation, moments of inertia, pairing channel strengths, band crossing, and evolution of shell model occupation numbers. Exact level densities are also calculated and, in the case of 162 Dy, compared with experimental data. (c) 2000 The American Physical Society

Comparison of nonstationary generalized logistic models based on Monte Carlo simulation

Directory of Open Access Journals (Sweden)

S. Kim

2015-06-01

Full Text Available Recently, the evidences of climate change have been observed in hydrologic data such as rainfall and flow data. The time-dependent characteristics of statistics in hydrologic data are widely defined as nonstationarity. Therefore, various nonstationary GEV and generalized Pareto models have been suggested for frequency analysis of nonstationary annual maximum and POT (peak-over-threshold data, respectively. However, the alternative models are required for nonstatinoary frequency analysis because of analyzing the complex characteristics of nonstationary data based on climate change. This study proposed the nonstationary generalized logistic model including time-dependent parameters. The parameters of proposed model are estimated using the method of maximum likelihood based on the Newton-Raphson method. In addition, the proposed model is compared by Monte Carlo simulation to investigate the characteristics of models and applicability.

Uncertainty Analysis Based on Sparse Grid Collocation and Quasi-Monte Carlo Sampling with Application in Groundwater Modeling

Science.gov (United States)

Zhang, G.; Lu, D.; Ye, M.; Gunzburger, M.

2011-12-01

Markov Chain Monte Carlo (MCMC) methods have been widely used in many fields of uncertainty analysis to estimate the posterior distributions of parameters and credible intervals of predictions in the Bayesian framework. However, in practice, MCMC may be computationally unaffordable due to slow convergence and the excessive number of forward model executions required, especially when the forward model is expensive to compute. Both disadvantages arise from the curse of dimensionality, i.e., the posterior distribution is usually a multivariate function of parameters. Recently, sparse grid method has been demonstrated to be an effective technique for coping with high-dimensional interpolation or integration problems. Thus, in order to accelerate the forward model and avoid the slow convergence of MCMC, we propose a new method for uncertainty analysis based on sparse grid interpolation and quasi-Monte Carlo sampling. First, we construct a polynomial approximation of the forward model in the parameter space by using the sparse grid interpolation. This approximation then defines an accurate surrogate posterior distribution that can be evaluated repeatedly at minimal computational cost. Second, instead of using MCMC, a quasi-Monte Carlo method is applied to draw samples in the parameter space. Then, the desired probability density function of each prediction is approximated by accumulating the posterior density values of all the samples according to the prediction values. Our method has the following advantages: (1) the polynomial approximation of the forward model on the sparse grid provides a very efficient evaluation of the surrogate posterior distribution; (2) the quasi-Monte Carlo method retains the same accuracy in approximating the PDF of predictions but avoids all disadvantages of MCMC. The proposed method is applied to a controlled numerical experiment of groundwater flow modeling. The results show that our method attains the same accuracy much more efficiently

Environmental dose rate heterogeneity of beta radiation and its implications for luminescence dating: Monte Carlo modelling and experimental validation

DEFF Research Database (Denmark)

Nathan, R.P.; Thomas, P.J.; Jain, M.

2003-01-01

and identify the likely size of these effects on D-e distributions. The study employs the MCNP 4C Monte Carlo electron/photon transport model, supported by an experimental validation of the code in several case studies. We find good agreement between the experimental measurements and the Monte Carlo...

Combinatorial bounds on the α-divergence of univariate mixture models

KAUST Repository

Nielsen, Frank; Sun, Ke

2017-01-01

We derive lower- and upper-bounds of α-divergence between univariate mixture models with components in the exponential family. Three pairs of bounds are presented in order with increasing quality and increasing computational cost. They are verified

General mixture item response models with different item response structures: Exposition with an application to Likert scales.

Science.gov (United States)

Tijmstra, Jesper; Bolsinova, Maria; Jeon, Minjeong

2018-01-10

This article proposes a general mixture item response theory (IRT) framework that allows for classes of persons to differ with respect to the type of processes underlying the item responses. Through the use of mixture models, nonnested IRT models with different structures can be estimated for different classes, and class membership can be estimated for each person in the sample. If researchers are able to provide competing measurement models, this mixture IRT framework may help them deal with some violations of measurement invariance. To illustrate this approach, we consider a two-class mixture model, where a person's responses to Likert-scale items containing a neutral middle category are either modeled using a generalized partial credit model, or through an IRTree model. In the first model, the middle category ("neither agree nor disagree") is taken to be qualitatively similar to the other categories, and is taken to provide information about the person's endorsement. In the second model, the middle category is taken to be qualitatively different and to reflect a nonresponse choice, which is modeled using an additional latent variable that captures a person's willingness to respond. The mixture model is studied using simulation studies and is applied to an empirical example.

A nonparametric mixture model for cure rate estimation.

Science.gov (United States)

Peng, Y; Dear, K B

2000-03-01

Nonparametric methods have attracted less attention than their parametric counterparts for cure rate analysis. In this paper, we study a general nonparametric mixture model. The proportional hazards assumption is employed in modeling the effect of covariates on the failure time of patients who are not cured. The EM algorithm, the marginal likelihood approach, and multiple imputations are employed to estimate parameters of interest in the model. This model extends models and improves estimation methods proposed by other researchers. It also extends Cox's proportional hazards regression model by allowing a proportion of event-free patients and investigating covariate effects on that proportion. The model and its estimation method are investigated by simulations. An application to breast cancer data, including comparisons with previous analyses using a parametric model and an existing nonparametric model by other researchers, confirms the conclusions from the parametric model but not those from the existing nonparametric model.

Finite mixture models for sub-pixel coastal land cover classification

CSIR Research Space (South Africa)

Ritchie, Michaela C

2017-05-01

Full Text Available Models for Sub- pixel Coastal Land Cover Classification M. Ritchie Dr. M. Lück-Vogel Dr. P. Debba Dr. V. Goodall ISRSE - 37 Tshwane, South Africa 10 May 2017 2Study Area Africa South Africa FALSE BAY 3Strand Gordon’s Bay Study Area WorldView-2 Image.../Urban 1 10 10 Herbaceous Vegetation 1 5 5 Shadow 1 8 8 Sparse Vegetation 1 3 3 Water 1 10 10 Woody Vegetation 1 5 5 11 Maximum Likelihood Classification (MLC) 12 Gaussian Mixture Discriminant Analysis (GMDA) 13 A B C t-distribution Mixture Discriminant...

The Physical Models and Statistical Procedures Used in the RACER Monte Carlo Code

International Nuclear Information System (INIS)

Sutton, T.M.; Brown, F.B.; Bischoff, F.G.; MacMillan, D.B.; Ellis, C.L.; Ward, J.T.; Ballinger, C.T.; Kelly, D.J.; Schindler, L.

1999-01-01

This report describes the MCV (Monte Carlo - Vectorized)Monte Carlo neutron transport code [Brown, 1982, 1983; Brown and Mendelson, 1984a]. MCV is a module in the RACER system of codes that is used for Monte Carlo reactor physics analysis. The MCV module contains all of the neutron transport and statistical analysis functions of the system, while other modules perform various input-related functions such as geometry description, material assignment, output edit specification, etc. MCV is very closely related to the 05R neutron Monte Carlo code [Irving et al., 1965] developed at Oak Ridge National Laboratory. 05R evolved into the 05RR module of the STEMB system, which was the forerunner of the RACER system. Much of the overall logic and physics treatment of 05RR has been retained and, indeed, the original verification of MCV was achieved through comparison with STEMB results. MCV has been designed to be very computationally efficient [Brown, 1981, Brown and Martin, 1984b; Brown, 1986]. It was originally programmed to make use of vector-computing architectures such as those of the CDC Cyber- 205 and Cray X-MP. MCV was the first full-scale production Monte Carlo code to effectively utilize vector-processing capabilities. Subsequently, MCV was modified to utilize both distributed-memory [Sutton and Brown, 1994] and shared memory parallelism. The code has been compiled and run on platforms ranging from 32-bit UNIX workstations to clusters of 64-bit vector-parallel supercomputers. The computational efficiency of the code allows the analyst to perform calculations using many more neutron histories than is practical with most other Monte Carlo codes, thereby yielding results with smaller statistical uncertainties. MCV also utilizes variance reduction techniques such as survival biasing, splitting, and rouletting to permit additional reduction in uncertainties. While a general-purpose neutron Monte Carlo code, MCV is optimized for reactor physics calculations. It has the

Monte Carlo simulation of diblock copolymer microphases by means of a 'fast' off-lattice model

DEFF Research Database (Denmark)

Besold, Gerhard; Hassager, O.; Mouritsen, Ole G.

1999-01-01

We present a mesoscopic off-lattice model for the simulation of diblock copolymer melts by Monte Carlo techniques. A single copolymer molecule is modeled as a discrete Edwards chain consisting of two blocks with vertices of type A and B, respectively. The volume interaction is formulated in terms...

Heavy-light fermion mixtures at unitarity

Energy Technology Data Exchange (ETDEWEB)

Gezerlis, Alexandros [Los Alamos National Laboratory; Carlson, Joseph [Los Alamos National Laboratory; Gandol, S [UNIV. ILL; Schmidt, E [ITALY

2009-01-01

We investigate fermion pairing in the unitary regime for a mass ratio corresponding to a {sup 6}Li-{sup 40}K mixture using quantum Monte Carlo methods. The ground-state energy and the average light- and heavy-particle excitation spectrum for the unpolarized superfluid state are nearly independent of the mass ratio. In the majority light system, the polarized superfluid is close to the energy of a phase separated mixture of nearly fully polarized normal and unpolarized superfluid. For a majority of heavy particles, we find an energy minimum for a normal state with a ratio of {approx}3:1 heavy to light particles. A slight increase in attraction to k{sub F}a{approx}2.5 yields a ground state energy of nearly zero for this ratio. A cold unpolarized system in a harmonic trap at unitarity should phase separate into three regions, with a shell of unpolarized superfluid in the middle.

Dynamic classification of fetal heart rates by hierarchical Dirichlet process mixture models.

Directory of Open Access Journals (Sweden)

Kezi Yu

Full Text Available In this paper, we propose an application of non-parametric Bayesian (NPB models for classification of fetal heart rate (FHR recordings. More specifically, we propose models that are used to differentiate between FHR recordings that are from fetuses with or without adverse outcomes. In our work, we rely on models based on hierarchical Dirichlet processes (HDP and the Chinese restaurant process with finite capacity (CRFC. Two mixture models were inferred from real recordings, one that represents healthy and another, non-healthy fetuses. The models were then used to classify new recordings and provide the probability of the fetus being healthy. First, we compared the classification performance of the HDP models with that of support vector machines on real data and concluded that the HDP models achieved better performance. Then we demonstrated the use of mixture models based on CRFC for dynamic classification of the performance of (FHR recordings in a real-time setting.

Modeling Replenishment of Ultrathin Liquid Perfluoro polyether Z Films on Solid Surfaces Using Monte Carlo Simulation

International Nuclear Information System (INIS)

Mayeed, M.S.; Kato, T.

2014-01-01

Applying the reptation algorithm to a simplified perfluoro polyether Z off-lattice polymer model an NVT Monte Carlo simulation has been performed. Bulk condition has been simulated first to compare the average radius of gyration with the bulk experimental results. Then the model is tested for its ability to describe dynamics. After this, it is applied to observe the replenishment of nano scale ultrathin liquid films on solid flat carbon surfaces. The replenishment rate for trenches of different widths (8, 12, and 16 nms for several molecular weights) between two films of perfluoro polyether Z from the Monte Carlo simulation is compared to that obtained solving the diffusion equation using the experimental diffusion coefficients of Ma et al. (1999), with room condition in both cases. Replenishment per Monte Carlo cycle seems to be a constant multiple of replenishment per second at least up to 2 nm replenished film thickness of the trenches over the carbon surface. Considerable good agreement has been achieved here between the experimental results and the dynamics of molecules using reptation moves in the ultrathin liquid films on solid surfaces.

A Monte Carlo-based model for simulation of digital chest tomo-synthesis

International Nuclear Information System (INIS)

Ullman, G.; Dance, D. R.; Sandborg, M.; Carlsson, G. A.; Svalkvist, A.; Baath, M.

2010-01-01

The aim of this work was to calculate synthetic digital chest tomo-synthesis projections using a computer simulation model based on the Monte Carlo method. An anthropomorphic chest phantom was scanned in a computed tomography scanner, segmented and included in the computer model to allow for simulation of realistic high-resolution X-ray images. The input parameters to the model were adapted to correspond to the VolumeRAD chest tomo-synthesis system from GE Healthcare. Sixty tomo-synthesis projections were calculated with projection angles ranging from + 15 to -15 deg. The images from primary photons were calculated using an analytical model of the anti-scatter grid and a pre-calculated detector response function. The contributions from scattered photons were calculated using an in-house Monte Carlo-based model employing a number of variance reduction techniques such as the collision density estimator. Tomographic section images were reconstructed by transferring the simulated projections into the VolumeRAD system. The reconstruction was performed for three types of images using: (i) noise-free primary projections, (ii) primary projections including contributions from scattered photons and (iii) projections as in (ii) with added correlated noise. The simulated section images were compared with corresponding section images from projections taken with the real, anthropomorphic phantom from which the digital voxel phantom was originally created. The present article describes a work in progress aiming towards developing a model intended for optimisation of chest tomo-synthesis, allowing for simulation of both existing and future chest tomo-synthesis systems. (authors)

Modelling phase equilibria for acid gas mixtures using the CPA equation of state. Part V: Multicomponent mixtures containing CO₂ and alcohols

DEFF Research Database (Denmark)

Tsivintzelis, Ioannis; Kontogeorgis, Georgios M.

2015-01-01

of CPA for ternary and multicomponent CO2 mixtures containing alcohols (methanol, ethanol or propanol) water and hydrocarbons. This work belongs to a series of studies aiming to arrive in a single "engineering approach" for applying CPA to acid gas mixtures, without introducing significant changes...... to the model. In this direction, CPA results were obtained using various approaches, i.e. different association schemes for pure CO2 (assuming that it is a non-associating compound, or that it is a self-associating fluid with two, three or four association sites) and different possibilities for modelling...... mixtures of CO2 with water and alcohols (only use of one interaction parameter kij or assuming cross-association interactions and obtaining the relevant parameters either via a combining rule or using an experimental value for the cross-association energy). It is concluded that CPA is a powerful model...

Detecting Math Anxiety with a Mixture Partial Credit Model

Science.gov (United States)

Ölmez, Ibrahim Burak; Cohen, Allan S.

2017-01-01

The purpose of this study was to investigate a new methodology for detection of differences in middle grades students' math anxiety. A mixture partial credit model analysis revealed two distinct latent classes based on homogeneities in response patterns within each latent class. Students in Class 1 had less anxiety about apprehension of math…

A general mixture theory. I. Mixtures of spherical molecules

Science.gov (United States)

Hamad, Esam Z.

1996-08-01

We present a new general theory for obtaining mixture properties from the pure species equations of state. The theory addresses the composition and the unlike interactions dependence of mixture equation of state. The density expansion of the mixture equation gives the exact composition dependence of all virial coefficients. The theory introduces multiple-index parameters that can be calculated from binary unlike interaction parameters. In this first part of the work, details are presented for the first and second levels of approximations for spherical molecules. The second order model is simple and very accurate. It predicts the compressibility factor of additive hard spheres within simulation uncertainty (equimolar with size ratio of three). For nonadditive hard spheres, comparison with compressibility factor simulation data over a wide range of density, composition, and nonadditivity parameter, gave an average error of 2%. For mixtures of Lennard-Jones molecules, the model predictions are better than the Weeks-Chandler-Anderson perturbation theory.

A globally accurate theory for a class of binary mixture models

Science.gov (United States)

Dickman, Adriana G.; Stell, G.

The self-consistent Ornstein-Zernike approximation results for the 3D Ising model are used to obtain phase diagrams for binary mixtures described by decorated models, yielding the plait point, binodals, and closed-loop coexistence curves for the models proposed by Widom, Clark, Neece, and Wheeler. The results are in good agreement with series expansions and experiments.

Free energy and phase equilibria for the restricted primitive model of ionic fluids from Monte Carlo simulations

International Nuclear Information System (INIS)

Orkoulas, G.; Panagiotopoulos, A.Z.

1994-01-01

In this work, we investigate the liquid--vapor phase transition of the restricted primitive model of ionic fluids. We show that at the low temperatures where the phase transition occurs, the system cannot be studied by conventional molecular simulation methods because convergence to equilibrium is slow. To accelerate convergence, we propose cluster Monte Carlo moves capable of moving more than one particle at a time. We then address the issue of charged particle transfers in grand canonical and Gibbs ensemble Monte Carlo simulations, for which we propose a biased particle insertion/destruction scheme capable of sampling short interparticle distances. We compute the chemical potential for the restricted primitive model as a function of temperature and density from grand canonical Monte Carlo simulations and the phase envelope from Gibbs Monte Carlo simulations. Our calculated phase coexistence curve is in agreement with recent results of Caillol obtained on the four-dimensional hypersphere and our own earlier Gibbs ensemble simulations with single-ion transfers, with the exception of the critical temperature, which is lower in the current calculations. Our best estimates for the critical parameters are T * c =0.053, ρ * c =0.025. We conclude with possible future applications of the biased techniques developed here for phase equilibrium calculations for ionic fluids

Monte Carlo tools for Beyond the Standard Model Physics , April 14-16

DEFF Research Database (Denmark)

Badger...[], Simon; Christensen, Christian Holm; Dalsgaard, Hans Hjersing

2011-01-01

This workshop aims to gather together theorists and experimentalists interested in developing and using Monte Carlo tools for Beyond the Standard Model Physics in an attempt to be prepared for the analysis of data focusing on the Large Hadron Collider. Since a large number of excellent tools....... To identify promising models (or processes) for which the tools have not yet been constructed and start filling up these gaps. To propose ways to streamline the process of going from models to events, i.e. to make the process more user-friendly so that more people can get involved and perform serious collider...

Monte Carlo modeling of fiber-scintillator flow-cell radiation detector geometry

International Nuclear Information System (INIS)

Rucker, T.L.; Ross, H.H.; Tennessee Univ., Knoxville; Schweitzer, G.K.

1988-01-01

A Monte Carlo computer calculation is described which models the geometric efficiency of a fiber-scintillator flow-cell radiation detector designed to detect radiolabeled compounds in liquid chromatography eluates. By using special mathematical techniques, an efficiency prediction with a precision of 1% is obtained after generating only 1000 random events. Good agreement is seen between predicted and experimental efficiency except for very low energy beta emission where the geometric limitation on efficiency is overcome by pulse height limitations which the model does not consider. The modeling results show that in the test system, the detection efficiency for low energy beta emitters is limited primarily by light generation and collection rather than geometry. (orig.)

Application of the Electronic Nose Technique to Differentiation between Model Mixtures with COPD Markers

Directory of Open Access Journals (Sweden)

Jacek Namieśnik

2013-04-01

Full Text Available The paper presents the potential of an electronic nose technique in the field of fast diagnostics of patients suspected of Chronic Obstructive Pulmonary Disease (COPD. The investigations were performed using a simple electronic nose prototype equipped with a set of six semiconductor sensors manufactured by FIGARO Co. They were aimed at verification of a possibility of differentiation between model reference mixtures with potential COPD markers (N,N-dimethylformamide and N,N-dimethylacetamide. These mixtures contained volatile organic compounds (VOCs such as acetone, isoprene, carbon disulphide, propan-2-ol, formamide, benzene, toluene, acetonitrile, acetic acid, dimethyl ether, dimethyl sulphide, acrolein, furan, propanol and pyridine, recognized as the components of exhaled air. The model reference mixtures were prepared at three concentration levels—10 ppb, 25 ppb, 50 ppb v/v—of each component, except for the COPD markers. Concentration of the COPD markers in the mixtures was from 0 ppb to 100 ppb v/v. Interpretation of the obtained data employed principal component analysis (PCA. The investigations revealed the usefulness of the electronic device only in the case when the concentration of the COPD markers was twice as high as the concentration of the remaining components of the mixture and for a limited number of basic mixture components.

Modeling phase equilibria for acid gas mixtures using the CPA equation of state. Part IV. Applications to mixtures of CO2 with alkanes

DEFF Research Database (Denmark)

Tsivintzelis, Ioannis; Ali, Shahid; Kontogeorgis, Georgios

2015-01-01

The thermodynamic properties of pure gaseous, liquid or supercritical CO2 and CO2 mixtures with hydrocarbons and other compounds such as water, alcohols, and glycols are very important in many processes in the oil and gas industry. Design of such processes requires use of accurate thermodynamic...... models, capable of predicting the complex phase behavior of multicomponent mixtures as well as their volumetric properties. In this direction, over the last several years, the cubic-plus-association (CPA) thermodynamic model has been successfully used for describing volumetric properties and phase...

Modelling the IRSN's radio-photo-luminescent dosimeter using the MCPNX Monte Carlo code

International Nuclear Information System (INIS)

Hocine, N.; Donadille, L.; Huet, Ch.; Itie, Ch.

2010-01-01

The authors report the modelling of the new radio-photo-luminescent (RPL) dosimeter of the IRSN using the MCPNX Monte Carlo code. The Hp(10) and Hp(0, 07) dose equivalents are computed for different irradiation configurations involving photonic beams (gamma and X) defined according to the ISO 4037-1 standard. Results are compared to experimental measurements performed on the RPL dosimeter. The agreement is good and the model is thus validated

Simulation Analysis of Computer-Controlled pressurization for Mixture Ratio Control

Science.gov (United States)

Alexander, Leslie A.; Bishop-Behel, Karen; Benfield, Michael P. J.; Kelley, Anthony; Woodcock, Gordon R.

2005-01-01

A procedural code (C++) simulation was developed to investigate potentials for mixture ratio control of pressure-fed spacecraft rocket propulsion systems by measuring propellant flows, tank liquid quantities, or both, and using feedback from these measurements to adjust propellant tank pressures to set the correct operating mixture ratio for minimum propellant residuals. The pressurization system eliminated mechanical regulators in favor of a computer-controlled, servo- driven throttling valve. We found that a quasi-steady state simulation (pressure and flow transients in the pressurization systems resulting from changes in flow control valve position are ignored) is adequate for this purpose. Monte-Carlo methods are used to obtain simulated statistics on propellant depletion. Mixture ratio control algorithms based on proportional-integral-differential (PID) controller methods were developed. These algorithms actually set target tank pressures; the tank pressures are controlled by another PID controller. Simulation indicates this approach can provide reductions in residual propellants.

Studies on top-quark Monte Carlo modelling for Top2016

CERN Document Server

The ATLAS collaboration

2016-01-01

This note summarises recent studies on Monte Carlo simulation setups of top-quark pair production used by the ATLAS experiment and presents a new method to deal with interference effects for the $Wt$ single-top-quark production which is compared against previous techniques. The main focus for the top-quark pair production is on the improvement of the modelling of the Powheg generator interfaced to the Pythia8 and Herwig7 shower generators. The studies are done using unfolded data at centre-of-mass energies of 7, 8, and 13 TeV.

Monte Carlo based statistical power analysis for mediation models: methods and software.

Science.gov (United States)

Zhang, Zhiyong

2014-12-01

The existing literature on statistical power analysis for mediation models often assumes data normality and is based on a less powerful Sobel test instead of the more powerful bootstrap test. This study proposes to estimate statistical power to detect mediation effects on the basis of the bootstrap method through Monte Carlo simulation. Nonnormal data with excessive skewness and kurtosis are allowed in the proposed method. A free R package called bmem is developed to conduct the power analysis discussed in this study. Four examples, including a simple mediation model, a multiple-mediator model with a latent mediator, a multiple-group mediation model, and a longitudinal mediation model, are provided to illustrate the proposed method.

I-optimal mixture designs

OpenAIRE

GOOS, Peter; JONES, Bradley; SYAFITRI, Utami

2013-01-01

In mixture experiments, the factors under study are proportions of the ingredients of a mixture. The special nature of the factors in a mixture experiment necessitates specific types of regression models, and specific types of experimental designs. Although mixture experiments usually are intended to predict the response(s) for all possible formulations of the mixture and to identify optimal proportions for each of the ingredients, little research has been done concerning their I-optimal desi...

Equilibrium based analytical model for estimation of pressure magnification during deflagration of hydrogen air mixtures

Energy Technology Data Exchange (ETDEWEB)

Karanam, Aditya; Sharma, Pavan K.; Ganju, Sunil; Singh, Ram Kumar [Bhabha Atomic Research Centre (BARC), Mumbai (India). Reactor Safety Div.

2016-12-15

During postulated accident sequences in nuclear reactors, hydrogen may get released from the core and form a flammable mixture in the surrounding containment structure. Ignition of such mixtures and the subsequent pressure rise are an imminent threat for safe and sustainable operation of nuclear reactors. Methods for evaluating post ignition characteristics are important for determining the design safety margins in such scenarios. This study presents two thermo-chemical models for determining the post ignition state. The first model is based on internal energy balance while the second model uses the concept of element potentials to minimize the free energy of the system with internal energy imposed as a constraint. Predictions from both the models have been compared against published data over a wide range of mixture compositions. Important differences in the regions close to flammability limits and for stoichiometric mixtures have been identified and explained. The equilibrium model has been validated for varied temperatures and pressures representative of initial conditions that may be present in the containment during accidents. Special emphasis has been given to the understanding of the role of dissociation and its effect on equilibrium pressure, temperature and species concentrations.

Equilibrium based analytical model for estimation of pressure magnification during deflagration of hydrogen air mixtures

International Nuclear Information System (INIS)

Karanam, Aditya; Sharma, Pavan K.; Ganju, Sunil; Singh, Ram Kumar

2016-01-01

During postulated accident sequences in nuclear reactors, hydrogen may get released from the core and form a flammable mixture in the surrounding containment structure. Ignition of such mixtures and the subsequent pressure rise are an imminent threat for safe and sustainable operation of nuclear reactors. Methods for evaluating post ignition characteristics are important for determining the design safety margins in such scenarios. This study presents two thermo-chemical models for determining the post ignition state. The first model is based on internal energy balance while the second model uses the concept of element potentials to minimize the free energy of the system with internal energy imposed as a constraint. Predictions from both the models have been compared against published data over a wide range of mixture compositions. Important differences in the regions close to flammability limits and for stoichiometric mixtures have been identified and explained. The equilibrium model has been validated for varied temperatures and pressures representative of initial conditions that may be present in the containment during accidents. Special emphasis has been given to the understanding of the role of dissociation and its effect on equilibrium pressure, temperature and species concentrations.

Thermodynamic parameters for mixtures of quartz under shock wave loading in views of the equilibrium model

International Nuclear Information System (INIS)

Maevskii, K. K.; Kinelovskii, S. A.

2015-01-01

The numerical results of modeling of shock wave loading of mixtures with the SiO 2 component are presented. The TEC (thermodynamic equilibrium component) model is employed to describe the behavior of solid and porous multicomponent mixtures and alloys under shock wave loading. State equations of a Mie–Grüneisen type are used to describe the behavior of condensed phases, taking into account the temperature dependence of the Grüneisen coefficient, gas in pores is one of the components of the environment. The model is based on the assumption that all components of the mixture under shock-wave loading are in thermodynamic equilibrium. The calculation results are compared with the experimental data derived by various authors. The behavior of the mixture containing components with a phase transition under high dynamic loads is described

Adapting cultural mixture modeling for continuous measures of knowledge and memory fluency.

Science.gov (United States)

Tan, Yin-Yin Sarah; Mueller, Shane T

2016-09-01

Previous research (e.g., cultural consensus theory (Romney, Weller, & Batchelder, American Anthropologist, 88, 313-338, 1986); cultural mixture modeling (Mueller & Veinott, 2008)) has used overt response patterns (i.e., responses to questionnaires and surveys) to identify whether a group shares a single coherent attitude or belief set. Yet many domains in social science have focused on implicit attitudes that are not apparent in overt responses but still may be detected via response time patterns. We propose a method for modeling response times as a mixture of Gaussians, adapting the strong-consensus model of cultural mixture modeling to model this implicit measure of knowledge strength. We report the results of two behavioral experiments and one simulation experiment that establish the usefulness of the approach, as well as some of the boundary conditions under which distinct groups of shared agreement might be recovered, even when the group identity is not known. The results reveal that the ability to recover and identify shared-belief groups depends on (1) the level of noise in the measurement, (2) the differential signals for strong versus weak attitudes, and (3) the similarity between group attitudes. Consequently, the method shows promise for identifying latent groups among a population whose overt attitudes do not differ, but whose implicit or covert attitudes or knowledge may differ.

Effective dielectric mixture model for characterization of diesel contaminated soil

International Nuclear Information System (INIS)

Al-Mattarneh, H.M.A.

2007-01-01

Human exposure to contaminated soil by diesel isomers can have serious health consequences like neurological diseases or cancer. The potential of dielectric measuring techniques for electromagnetic characterization of contaminated soils was investigated in this paper. The purpose of the research was to develop an empirical dielectric mixture model for soil hydrocarbon contamination application. The paper described the basic theory and elaborated in dielectric mixture theory. The analytical and empirical models were explained in simple algebraic formulas. The experimental study was then described with reference to materials, properties and experimental results. The results of the analytical models were also mathematically explained. The proposed semi-empirical model was also presented. According to the result of the electromagnetic properties of dry soil contaminated with diesel, the diesel presence had no significant effect on the electromagnetic properties of dry soil. It was concluded that diesel had no contribution to the soil electrical conductivity, which confirmed the nonconductive character of diesel. The results of diesel-contaminated soil at saturation condition indicated that both dielectric constant and loss factors of soil were decreased with increasing diesel content. 15 refs., 2 tabs., 9 figs

3D PIC-MCC simulations of discharge inception around a sharp anode in nitrogen/oxygen mixtures

Science.gov (United States)

Teunissen, Jannis; Ebert, Ute

2016-08-01

We investigate how photoionization, electron avalanches and space charge affect the inception of nanosecond pulsed discharges. Simulations are performed with a 3D PIC-MCC (particle-in-cell, Monte Carlo collision) model with adaptive mesh refinement for the field solver. This model, whose source code is available online, is described in the first part of the paper. Then we present simulation results in a needle-to-plane geometry, using different nitrogen/oxygen mixtures at atmospheric pressure. In these mixtures non-local photoionization is important for the discharge growth. The typical length scale for this process depends on the oxygen concentration. With 0.2% oxygen the discharges grow quite irregularly, due to the limited supply of free electrons around them. With 2% or more oxygen the development is much smoother. An almost spherical ionized region can form around the electrode tip, which increases in size with the electrode voltage. Eventually this inception cloud destabilizes into streamer channels. In our simulations, discharge velocities are almost independent of the oxygen concentration. We discuss the physical mechanisms behind these phenomena and compare our simulations with experimental observations.

Statistical implications in Monte Carlo depletions - 051

International Nuclear Information System (INIS)

Zhiwen, Xu; Rhodes, J.; Smith, K.

2010-01-01

As a result of steady advances of computer power, continuous-energy Monte Carlo depletion analysis is attracting considerable attention for reactor burnup calculations. The typical Monte Carlo analysis is set up as a combination of a Monte Carlo neutron transport solver and a fuel burnup solver. Note that the burnup solver is a deterministic module. The statistical errors in Monte Carlo solutions are introduced into nuclide number densities and propagated along fuel burnup. This paper is towards the understanding of the statistical implications in Monte Carlo depletions, including both statistical bias and statistical variations in depleted fuel number densities. The deterministic Studsvik lattice physics code, CASMO-5, is modified to model the Monte Carlo depletion. The statistical bias in depleted number densities is found to be negligible compared to its statistical variations, which, in turn, demonstrates the correctness of the Monte Carlo depletion method. Meanwhile, the statistical variation in number densities generally increases with burnup. Several possible ways of reducing the statistical errors are discussed: 1) to increase the number of individual Monte Carlo histories; 2) to increase the number of time steps; 3) to run additional independent Monte Carlo depletion cases. Finally, a new Monte Carlo depletion methodology, called the batch depletion method, is proposed, which consists of performing a set of independent Monte Carlo depletions and is thus capable of estimating the overall statistical errors including both the local statistical error and the propagated statistical error. (authors)

Extrapolation method in the Monte Carlo Shell Model and its applications

International Nuclear Information System (INIS)

Shimizu, Noritaka; Abe, Takashi; Utsuno, Yutaka; Mizusaki, Takahiro; Otsuka, Takaharu; Honma, Michio

2011-01-01

We demonstrate how the energy-variance extrapolation method works using the sequence of the approximated wave functions obtained by the Monte Carlo Shell Model (MCSM), taking 56 Ni with pf-shell as an example. The extrapolation method is shown to work well even in the case that the MCSM shows slow convergence, such as 72 Ge with f5pg9-shell. The structure of 72 Se is also studied including the discussion of the shape-coexistence phenomenon.

A monte carlo simulation model for the steady-state plasma in the scrape-off layer

International Nuclear Information System (INIS)

Wang, W.X.; Okamoto, M.; Nakajima, N.; Murakami, S.; Ohyabu, N.

1995-12-01

A new Monte Carlo simulation model for the scrape-off layer (SOL) plasma is proposed to investigate a feasibility of so-called 'high temperature divertor operation'. In the model, Coulomb collision effect is accurately described by a nonlinear Monte Carlo collision operator; a conductive heat flux into the SOL is effectively modelled via randomly exchanging the source particles and SOL particles; secondary electrons are included. The steady state of the SOL plasma, which satisfies particle and energy balances and the neutrality constraint, is determined in terms of total particle and heat fluxes across the separatrix, the edge plasma temperature, the secondary electron emission rate, and the SOL size. The model gives gross features of the SOL such as plasma temperatures and densities, the total sheath potential drop, and the sheath energy transmission factor. The simulations are performed for collisional SOL plasma to confirm the validity of the proposed model. It is found that the potential drop and the electron energy transmission factor are in close agreement with theoretical predictions. The present model can provide primarily useful information for collisionless SOL plasma which is difficult to be understood analytically. (author)

Using finite mixture models in thermal-hydraulics system code uncertainty analysis

Energy Technology Data Exchange (ETDEWEB)

Carlos, S., E-mail: scarlos@iqn.upv.es [Department d’Enginyeria Química i Nuclear, Universitat Politècnica de València, Camí de Vera s.n, 46022 València (Spain); Sánchez, A. [Department d’Estadística Aplicada i Qualitat, Universitat Politècnica de València, Camí de Vera s.n, 46022 València (Spain); Ginestar, D. [Department de Matemàtica Aplicada, Universitat Politècnica de València, Camí de Vera s.n, 46022 València (Spain); Martorell, S. [Department d’Enginyeria Química i Nuclear, Universitat Politècnica de València, Camí de Vera s.n, 46022 València (Spain)

2013-09-15

Highlights: • Best estimate codes simulation needs uncertainty quantification. • The output variables can present multimodal probability distributions. • The analysis of multimodal distribution is performed using finite mixture models. • Two methods to reconstruct output variable probability distribution are used. -- Abstract: Nuclear Power Plant safety analysis is mainly based on the use of best estimate (BE) codes that predict the plant behavior under normal or accidental conditions. As the BE codes introduce uncertainties due to uncertainty in input parameters and modeling, it is necessary to perform uncertainty assessment (UA), and eventually sensitivity analysis (SA), of the results obtained. These analyses are part of the appropriate treatment of uncertainties imposed by current regulation based on the adoption of the best estimate plus uncertainty (BEPU) approach. The most popular approach for uncertainty assessment, based on Wilks’ method, obtains a tolerance/confidence interval, but it does not completely characterize the output variable behavior, which is required for an extended UA and SA. However, the development of standard UA and SA impose high computational cost due to the large number of simulations needed. In order to obtain more information about the output variable and, at the same time, to keep computational cost as low as possible, there has been a recent shift toward developing metamodels (model of model), or surrogate models, that approximate or emulate complex computer codes. In this way, there exist different techniques to reconstruct the probability distribution using the information provided by a sample of values as, for example, the finite mixture models. In this paper, the Expectation Maximization and the k-means algorithms are used to obtain a finite mixture model that reconstructs the output variable probability distribution from data obtained with RELAP-5 simulations. Both methodologies have been applied to a separated

The MC21 Monte Carlo Transport Code

International Nuclear Information System (INIS)

Sutton TM; Donovan TJ; Trumbull TH; Dobreff PS; Caro E; Griesheimer DP; Tyburski LJ; Carpenter DC; Joo H

2007-01-01

MC21 is a new Monte Carlo neutron and photon transport code currently under joint development at the Knolls Atomic Power Laboratory and the Bettis Atomic Power Laboratory. MC21 is the Monte Carlo transport kernel of the broader Common Monte Carlo Design Tool (CMCDT), which is also currently under development. The vision for CMCDT is to provide an automated, computer-aided modeling and post-processing environment integrated with a Monte Carlo solver that is optimized for reactor analysis. CMCDT represents a strategy to push the Monte Carlo method beyond its traditional role as a benchmarking tool or ''tool of last resort'' and into a dominant design role. This paper describes various aspects of the code, including the neutron physics and nuclear data treatments, the geometry representation, and the tally and depletion capabilities

New approach in modeling Cr(VI) sorption onto biomass from metal binary mixtures solutions

Energy Technology Data Exchange (ETDEWEB)

Liu, Chang [College of Environmental Science and Engineering, Anhui Normal University, South Jiuhua Road, 189, 241002 Wuhu (China); Chemical Engineering Department, Escola Politècnica Superior, Universitat de Girona, Ma Aurèlia Capmany, 61, 17071 Girona (Spain); Fiol, Núria [Chemical Engineering Department, Escola Politècnica Superior, Universitat de Girona, Ma Aurèlia Capmany, 61, 17071 Girona (Spain); Villaescusa, Isabel, E-mail: Isabel.Villaescusa@udg.edu [Chemical Engineering Department, Escola Politècnica Superior, Universitat de Girona, Ma Aurèlia Capmany, 61, 17071 Girona (Spain); Poch, Jordi [Applied Mathematics Department, Escola Politècnica Superior, Universitat de Girona, Ma Aurèlia Capmany, 61, 17071 Girona (Spain)

2016-01-15

In the last decades Cr(VI) sorption equilibrium and kinetic studies have been carried out using several types of biomasses. However there are few researchers that consider all the simultaneous processes that take place during Cr(VI) sorption (i.e., sorption/reduction of Cr(VI) and simultaneous formation and binding of reduced Cr(III)) when formulating a model that describes the overall sorption process. On the other hand Cr(VI) scarcely exists alone in wastewaters, it is usually found in mixtures with divalent metals. Therefore, the simultaneous removal of Cr(VI) and divalent metals in binary mixtures and the interactive mechanism governing Cr(VI) elimination have gained more and more attention. In the present work, kinetics of Cr(VI) sorption onto exhausted coffee from Cr(VI)–Cu(II) binary mixtures has been studied in a stirred batch reactor. A model including Cr(VI) sorption and reduction, Cr(III) sorption and the effect of the presence of Cu(II) in these processes has been developed and validated. This study constitutes an important advance in modeling Cr(VI) sorption kinetics especially when chromium sorption is in part based on the sorbent capacity of reducing hexavalent chromium and a metal cation is present in the binary mixture. - Highlights: • A kinetic model including Cr(VI) reduction, Cr(VI) and Cr(III) sorption/desorption • Synergistic effect of Cu(II) on Cr(VI) elimination included in the model • Model validation by checking it against independent sets of data.

New approach in modeling Cr(VI) sorption onto biomass from metal binary mixtures solutions

International Nuclear Information System (INIS)

Liu, Chang; Fiol, Núria; Villaescusa, Isabel; Poch, Jordi

2016-01-01

In the last decades Cr(VI) sorption equilibrium and kinetic studies have been carried out using several types of biomasses. However there are few researchers that consider all the simultaneous processes that take place during Cr(VI) sorption (i.e., sorption/reduction of Cr(VI) and simultaneous formation and binding of reduced Cr(III)) when formulating a model that describes the overall sorption process. On the other hand Cr(VI) scarcely exists alone in wastewaters, it is usually found in mixtures with divalent metals. Therefore, the simultaneous removal of Cr(VI) and divalent metals in binary mixtures and the interactive mechanism governing Cr(VI) elimination have gained more and more attention. In the present work, kinetics of Cr(VI) sorption onto exhausted coffee from Cr(VI)–Cu(II) binary mixtures has been studied in a stirred batch reactor. A model including Cr(VI) sorption and reduction, Cr(III) sorption and the effect of the presence of Cu(II) in these processes has been developed and validated. This study constitutes an important advance in modeling Cr(VI) sorption kinetics especially when chromium sorption is in part based on the sorbent capacity of reducing hexavalent chromium and a metal cation is present in the binary mixture. - Highlights: • A kinetic model including Cr(VI) reduction, Cr(VI) and Cr(III) sorption/desorption • Synergistic effect of Cu(II) on Cr(VI) elimination included in the model • Model validation by checking it against independent sets of data

A BGK model for reactive mixtures of polyatomic gases with continuous internal energy

Science.gov (United States)

Bisi, M.; Monaco, R.; Soares, A. J.

2018-03-01

In this paper we derive a BGK relaxation model for a mixture of polyatomic gases with a continuous structure of internal energies. The emphasis of the paper is on the case of a quaternary mixture undergoing a reversible chemical reaction of bimolecular type. For such a mixture we prove an H -theorem and characterize the equilibrium solutions with the related mass action law of chemical kinetics. Further, a Chapman-Enskog asymptotic analysis is performed in view of computing the first-order non-equilibrium corrections to the distribution functions and investigating the transport properties of the reactive mixture. The chemical reaction rate is explicitly derived at the first order and the balance equations for the constituent number densities are derived at the Euler level.

Quantum Monte Carlo simulation for S=1 Heisenberg model with uniaxial anisotropy

International Nuclear Information System (INIS)

Tsukamoto, Mitsuaki; Batista, Cristian; Kawashima, Naoki

2007-01-01

We perform quantum Monte Carlo simulations for S=1 Heisenberg model with an uniaxial anisotropy. The system exhibits a phase transition as we vary the anisotropy and a long range order appears at a finite temperature when the exchange interaction J is comparable to the uniaxial anisotropy D. We investigate quantum critical phenomena of this model and obtain the line of the phase transition which approaches a power-law with logarithmic corrections at low temperature. We derive the form of logarithmic corrections analytically and compare it to our simulation results

Bayesian estimation of realized stochastic volatility model by Hybrid Monte Carlo algorithm

International Nuclear Information System (INIS)

Takaishi, Tetsuya

2014-01-01

The hybrid Monte Carlo algorithm (HMCA) is applied for Bayesian parameter estimation of the realized stochastic volatility (RSV) model. Using the 2nd order minimum norm integrator (2MNI) for the molecular dynamics (MD) simulation in the HMCA, we find that the 2MNI is more efficient than the conventional leapfrog integrator. We also find that the autocorrelation time of the volatility variables sampled by the HMCA is very short. Thus it is concluded that the HMCA with the 2MNI is an efficient algorithm for parameter estimations of the RSV model

Using a Monte Carlo model to predict dosimetric properties of small radiotherapy photon fields

International Nuclear Information System (INIS)

Scott, Alison J. D.; Nahum, Alan E.; Fenwick, John D.

2008-01-01

Accurate characterization of small-field dosimetry requires measurements to be made with precisely aligned specialized detectors and is thus time consuming and error prone. This work explores measurement differences between detectors by using a Monte Carlo model matched to large-field data to predict properties of smaller fields. Measurements made with a variety of detectors have been compared with calculated results to assess their validity and explore reasons for differences. Unshielded diodes are expected to produce some of the most useful data, as their small sensitive cross sections give good resolution whilst their energy dependence is shown to vary little with depth in a 15 MV linac beam. Their response is shown to be constant with field size over the range 1-10 cm, with a correction of 3% needed for a field size of 0.5 cm. BEAMnrc has been used to create a 15 MV beam model, matched to dosimetric data for square fields larger than 3 cm, and producing small-field profiles and percentage depth doses (PDDs) that agree well with unshielded diode data for field sizes down to 0.5 cm. For fields sizes of 1.5 cm and above, little detector-to-detector variation exists in measured output factors, however for a 0.5 cm field a relative spread of 18% is seen between output factors measured with different detectors--values measured with the diamond and pinpoint detectors lying below that of the unshielded diode, with the shielded diode value being higher. Relative to the corrected unshielded diode measurement, the Monte Carlo modeled output factor is 4.5% low, a discrepancy that is probably due to the focal spot fluence profile and source occlusion modeling. The large-field Monte Carlo model can, therefore, currently be used to predict small-field profiles and PDDs measured with an unshielded diode. However, determination of output factors for the smallest fields requires a more detailed model of focal spot fluence and source occlusion.

A Bayesian approach to the analysis of quantal bioassay studies using nonparametric mixture models.

Science.gov (United States)

Fronczyk, Kassandra; Kottas, Athanasios

2014-03-01

We develop a Bayesian nonparametric mixture modeling framework for quantal bioassay settings. The approach is built upon modeling dose-dependent response distributions. We adopt a structured nonparametric prior mixture model, which induces a monotonicity restriction for the dose-response curve. Particular emphasis is placed on the key risk assessment goal of calibration for the dose level that corresponds to a specified response. The proposed methodology yields flexible inference for the dose-response relationship as well as for other inferential objectives, as illustrated with two data sets from the literature. © 2013, The International Biometric Society.

Evaluation of Distance Measures Between Gaussian Mixture Models of MFCCs

DEFF Research Database (Denmark)

Jensen, Jesper Højvang; Ellis, Dan P. W.; Christensen, Mads Græsbøll

2007-01-01

In music similarity and in the related task of genre classification, a distance measure between Gaussian mixture models is frequently needed. We present a comparison of the Kullback-Leibler distance, the earth movers distance and the normalized L2 distance for this application. Although...

Parameter Estimation and Model Selection for Mixtures of Truncated Exponentials

DEFF Research Database (Denmark)

Langseth, Helge; Nielsen, Thomas Dyhre; Rumí, Rafael

2010-01-01

Bayesian networks with mixtures of truncated exponentials (MTEs) support efficient inference algorithms and provide a flexible way of modeling hybrid domains (domains containing both discrete and continuous variables). On the other hand, estimating an MTE from data has turned out to be a difficul...

Fitting N-mixture models to count data with unmodeled heterogeneity: Bias, diagnostics, and alternative approaches

Science.gov (United States)

Duarte, Adam; Adams, Michael J.; Peterson, James T.

2018-01-01

Monitoring animal populations is central to wildlife and fisheries management, and the use of N-mixture models toward these efforts has markedly increased in recent years. Nevertheless, relatively little work has evaluated estimator performance when basic assumptions are violated. Moreover, diagnostics to identify when bias in parameter estimates from N-mixture models is likely is largely unexplored. We simulated count data sets using 837 combinations of detection probability, number of sample units, number of survey occasions, and type and extent of heterogeneity in abundance or detectability. We fit Poisson N-mixture models to these data, quantified the bias associated with each combination, and evaluated if the parametric bootstrap goodness-of-fit (GOF) test can be used to indicate bias in parameter estimates. We also explored if assumption violations can be diagnosed prior to fitting N-mixture models. In doing so, we propose a new model diagnostic, which we term the quasi-coefficient of variation (QCV). N-mixture models performed well when assumptions were met and detection probabilities were moderate (i.e., ≥0.3), and the performance of the estimator improved with increasing survey occasions and sample units. However, the magnitude of bias in estimated mean abundance with even slight amounts of unmodeled heterogeneity was substantial. The parametric bootstrap GOF test did not perform well as a diagnostic for bias in parameter estimates when detectability and sample sizes were low. The results indicate the QCV is useful to diagnose potential bias and that potential bias associated with unidirectional trends in abundance or detectability can be diagnosed using Poisson regression. This study represents the most thorough assessment to date of assumption violations and diagnostics when fitting N-mixture models using the most commonly implemented error distribution. Unbiased estimates of population state variables are needed to properly inform management decision

Using Bayesian statistics for modeling PTSD through Latent Growth Mixture Modeling : implementation and discussion

NARCIS (Netherlands)

Depaoli, Sarah; van de Schoot, Rens; van Loey, Nancy; Sijbrandij, Marit

2015-01-01

BACKGROUND: After traumatic events, such as disaster, war trauma, and injuries including burns (which is the focus here), the risk to develop posttraumatic stress disorder (PTSD) is approximately 10% (Breslau & Davis, 1992). Latent Growth Mixture Modeling can be used to classify individuals into

Nonparametric Bayesian Modeling of Complex Networks

DEFF Research Database (Denmark)

Schmidt, Mikkel Nørgaard; Mørup, Morten

2013-01-01

an infinite mixture model as running example, we go through the steps of deriving the model as an infinite limit of a finite parametric model, inferring the model parameters by Markov chain Monte Carlo, and checking the model?s fit and predictive performance. We explain how advanced nonparametric models......Modeling structure in complex networks using Bayesian nonparametrics makes it possible to specify flexible model structures and infer the adequate model complexity from the observed data. This article provides a gentle introduction to nonparametric Bayesian modeling of complex networks: Using...

Polymer Crowding in Confined Polymer-Nanoparticle Mixtures

Science.gov (United States)

Davis, Wyatt J.; Denton, Alan R.

Crowding can influence the conformations and thus functionality of macromolecules in quasi-two-dimensional environments, such as DNA or proteins confined to a cell membrane. We explore such crowding within a model of polymers as penetrable ellipses, whose shapes are governed by the statistics of a 2D random walk. The principal radii of the polymers fluctuate according to probability distributions of the eigenvalues of the gyration tensor. Within this coarse-grained model, we perform Monte Carlo simulations of mixtures of polymers and hard nanodisks, including trial changes in polymer conformation (shape and orientation). Penetration of polymers by nanodisks is incorporated with a free energy cost predicted by polymer field theory. Over ranges of size ratio and nanodisk density, we analyze the influence of crowding on polymer shape by computing eigenvalue distributions, mean radius of gyration, and mean asphericity of the polymer. We compare results with predictions of free-volume theory and with corresponding results in three dimensions. Our approach may help to interpret recent (and motivate future) experimental studies of biopolymers interacting with cell membranes, with relevance for drug delivery and gene therapy. This work was supported by the National Science Foundation under Grant No. DMR-1106331.

Characterization of Mixtures. Part 2: QSPR Models for Prediction of Excess Molar Volume and Liquid Density Using Neural Networks.

Science.gov (United States)

Ajmani, Subhash; Rogers, Stephen C; Barley, Mark H; Burgess, Andrew N; Livingstone, David J

2010-09-17

In our earlier work, we have demonstrated that it is possible to characterize binary mixtures using single component descriptors by applying various mixing rules. We also showed that these methods were successful in building predictive QSPR models to study various mixture properties of interest. Here in, we developed a QSPR model of an excess thermodynamic property of binary mixtures i.e. excess molar volume (V(E) ). In the present study, we use a set of mixture descriptors which we earlier designed to specifically account for intermolecular interactions between the components of a mixture and applied successfully to the prediction of infinite-dilution activity coefficients using neural networks (part 1 of this series). We obtain a significant QSPR model for the prediction of excess molar volume (V(E) ) using consensus neural networks and five mixture descriptors. We find that hydrogen bond and thermodynamic descriptors are the most important in determining excess molar volume (V(E) ), which is in line with the theory of intermolecular forces governing excess mixture properties. The results also suggest that the mixture descriptors utilized herein may be sufficient to model a wide variety of properties of binary and possibly even more complex mixtures. Copyright © 2010 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim.

Learning of state-space models with highly informative observations: A tempered sequential Monte Carlo solution

Science.gov (United States)

Svensson, Andreas; Schön, Thomas B.; Lindsten, Fredrik

2018-05-01

Probabilistic (or Bayesian) modeling and learning offers interesting possibilities for systematic representation of uncertainty using probability theory. However, probabilistic learning often leads to computationally challenging problems. Some problems of this type that were previously intractable can now be solved on standard personal computers thanks to recent advances in Monte Carlo methods. In particular, for learning of unknown parameters in nonlinear state-space models, methods based on the particle filter (a Monte Carlo method) have proven very useful. A notoriously challenging problem, however, still occurs when the observations in the state-space model are highly informative, i.e. when there is very little or no measurement noise present, relative to the amount of process noise. The particle filter will then struggle in estimating one of the basic components for probabilistic learning, namely the likelihood p (data | parameters). To this end we suggest an algorithm which initially assumes that there is substantial amount of artificial measurement noise present. The variance of this noise is sequentially decreased in an adaptive fashion such that we, in the end, recover the original problem or possibly a very close approximation of it. The main component in our algorithm is a sequential Monte Carlo (SMC) sampler, which gives our proposed method a clear resemblance to the SMC2 method. Another natural link is also made to the ideas underlying the approximate Bayesian computation (ABC). We illustrate it with numerical examples, and in particular show promising results for a challenging Wiener-Hammerstein benchmark problem.

Monte Carlo study of radiation-induced demagnetization using the two-dimensional Ising model

International Nuclear Information System (INIS)

Samin, Adib; Cao, Lei

2015-01-01

A simple radiation-damage model based on the Ising model for magnets is proposed to study the effects of radiation on the magnetism of permanent magnets. The model is studied in two dimensions using a Monte Carlo simulation, and it accounts for the radiation through the introduction of a localized heat pulse. The model exhibits qualitative agreement with experimental results, and it clearly elucidates the role that the coercivity and the radiation particle’s energy play in the process. A more quantitative agreement with experiment will entail accounting for the long-range dipole–dipole interactions and the crystalline anisotropy.

Monte Carlo study of radiation-induced demagnetization using the two-dimensional Ising model

Energy Technology Data Exchange (ETDEWEB)

Samin, Adib; Cao, Lei

2015-10-01

A simple radiation-damage model based on the Ising model for magnets is proposed to study the effects of radiation on the magnetism of permanent magnets. The model is studied in two dimensions using a Monte Carlo simulation, and it accounts for the radiation through the introduction of a localized heat pulse. The model exhibits qualitative agreement with experimental results, and it clearly elucidates the role that the coercivity and the radiation particle’s energy play in the process. A more quantitative agreement with experiment will entail accounting for the long-range dipole–dipole interactions and the crystalline anisotropy.

State-to-state models of vibrational relaxation in Direct Simulation Monte Carlo (DSMC)

Science.gov (United States)

Oblapenko, G. P.; Kashkovsky, A. V.; Bondar, Ye A.

2017-02-01

In the present work, the application of state-to-state models of vibrational energy exchanges to the Direct Simulation Monte Carlo (DSMC) is considered. A state-to-state model for VT transitions of vibrational energy in nitrogen and oxygen, based on the application of the inverse Laplace transform to results of quasiclassical trajectory calculations (QCT) of vibrational energy transitions, along with the Forced Harmonic Oscillator (FHO) state-to-state model is implemented in DSMC code and applied to flows around blunt bodies. Comparisons are made with the widely used Larsen-Borgnakke model and the in uence of multi-quantum VT transitions is assessed.

Mean field simulation for Monte Carlo integration

CERN Document Server

Del Moral, Pierre

2013-01-01

In the last three decades, there has been a dramatic increase in the use of interacting particle methods as a powerful tool in real-world applications of Monte Carlo simulation in computational physics, population biology, computer sciences, and statistical machine learning. Ideally suited to parallel and distributed computation, these advanced particle algorithms include nonlinear interacting jump diffusions; quantum, diffusion, and resampled Monte Carlo methods; Feynman-Kac particle models; genetic and evolutionary algorithms; sequential Monte Carlo methods; adaptive and interacting Marko

Combinatorial geometry domain decomposition strategies for Monte Carlo simulations

Energy Technology Data Exchange (ETDEWEB)

Li, G.; Zhang, B.; Deng, L.; Mo, Z.; Liu, Z.; Shangguan, D.; Ma, Y.; Li, S.; Hu, Z. [Institute of Applied Physics and Computational Mathematics, Beijing, 100094 (China)

2013-07-01

Analysis and modeling of nuclear reactors can lead to memory overload for a single core processor when it comes to refined modeling. A method to solve this problem is called 'domain decomposition'. In the current work, domain decomposition algorithms for a combinatorial geometry Monte Carlo transport code are developed on the JCOGIN (J Combinatorial Geometry Monte Carlo transport INfrastructure). Tree-based decomposition and asynchronous communication of particle information between domains are described in the paper. Combination of domain decomposition and domain replication (particle parallelism) is demonstrated and compared with that of MERCURY code. A full-core reactor model is simulated to verify the domain decomposition algorithms using the Monte Carlo particle transport code JMCT (J Monte Carlo Transport Code), which has being developed on the JCOGIN infrastructure. Besides, influences of the domain decomposition algorithms to tally variances are discussed. (authors)

Combinatorial geometry domain decomposition strategies for Monte Carlo simulations

International Nuclear Information System (INIS)

Li, G.; Zhang, B.; Deng, L.; Mo, Z.; Liu, Z.; Shangguan, D.; Ma, Y.; Li, S.; Hu, Z.

2013-01-01

Analysis and modeling of nuclear reactors can lead to memory overload for a single core processor when it comes to refined modeling. A method to solve this problem is called 'domain decomposition'. In the current work, domain decomposition algorithms for a combinatorial geometry Monte Carlo transport code are developed on the JCOGIN (J Combinatorial Geometry Monte Carlo transport INfrastructure). Tree-based decomposition and asynchronous communication of particle information between domains are described in the paper. Combination of domain decomposition and domain replication (particle parallelism) is demonstrated and compared with that of MERCURY code. A full-core reactor model is simulated to verify the domain decomposition algorithms using the Monte Carlo particle transport code JMCT (J Monte Carlo Transport Code), which has being developed on the JCOGIN infrastructure. Besides, influences of the domain decomposition algorithms to tally variances are discussed. (authors)

Crop canopy BRDF simulation and analysis using Monte Carlo method

NARCIS (Netherlands)

Huang, J.; Wu, B.; Tian, Y.; Zeng, Y.

2006-01-01

This author designs the random process between photons and crop canopy. A Monte Carlo model has been developed to simulate the Bi-directional Reflectance Distribution Function (BRDF) of crop canopy. Comparing Monte Carlo model to MCRM model, this paper analyzes the variations of different LAD and

Theory of synergistic effects: Hill-type response surfaces as 'null-interaction' models for mixtures.

Science.gov (United States)

Schindler, Michael

2017-08-02

The classification of effects caused by mixtures of agents as synergistic, antagonistic or additive depends critically on the reference model of 'null interaction'. Two main approaches are currently in use, the Additive Dose (ADM) or concentration addition (CA) and the Multiplicative Survival (MSM) or independent action (IA) models. We compare several response surface models to a newly developed Hill response surface, obtained by solving a logistic partial differential equation (PDE). Assuming that a mixture of chemicals with individual Hill-type dose-response curves can be described by an n-dimensional logistic function, Hill's differential equation for pure agents is replaced by a PDE for mixtures whose solution provides Hill surfaces as 'null-interaction' models and relies neither on Bliss independence or Loewe additivity nor uses Chou's unified general theory. An n-dimensional logistic PDE decribing the Hill-type response of n-component mixtures is solved. Appropriate boundary conditions ensure the correct asymptotic behaviour. Mathematica 11 (Wolfram, Mathematica Version 11.0, 2016) is used for the mathematics and graphics presented in this article. The Hill response surface ansatz can be applied to mixtures of compounds with arbitrary Hill parameters. Restrictions which are required when deriving analytical expressions for response surfaces from other principles, are unnecessary. Many approaches based on Loewe additivity turn out be special cases of the Hill approach whose increased flexibility permits a better description of 'null-effect' responses. Missing sham-compliance of Bliss IA, known as Colby's model in agrochemistry, leads to incompatibility with the Hill surface ansatz. Examples of binary and ternary mixtures illustrate the differences between the approaches. For Hill-slopes close to one and doses below the half-maximum effect doses MSM (Colby, Bliss, Finney, Abbott) predicts synergistic effects where the Hill model indicates 'null

Multi-Step Time Series Forecasting with an Ensemble of Varied Length Mixture Models.

Science.gov (United States)

Ouyang, Yicun; Yin, Hujun

2018-05-01

Many real-world problems require modeling and forecasting of time series, such as weather temperature, electricity demand, stock prices and foreign exchange (FX) rates. Often, the tasks involve predicting over a long-term period, e.g. several weeks or months. Most existing time series models are inheritably for one-step prediction, that is, predicting one time point ahead. Multi-step or long-term prediction is difficult and challenging due to the lack of information and uncertainty or error accumulation. The main existing approaches, iterative and independent, either use one-step model recursively or treat the multi-step task as an independent model. They generally perform poorly in practical applications. In this paper, as an extension of the self-organizing mixture autoregressive (AR) model, the varied length mixture (VLM) models are proposed to model and forecast time series over multi-steps. The key idea is to preserve the dependencies between the time points within the prediction horizon. Training data are segmented to various lengths corresponding to various forecasting horizons, and the VLM models are trained in a self-organizing fashion on these segments to capture these dependencies in its component AR models of various predicting horizons. The VLM models form a probabilistic mixture of these varied length models. A combination of short and long VLM models and an ensemble of them are proposed to further enhance the prediction performance. The effectiveness of the proposed methods and their marked improvements over the existing methods are demonstrated through a number of experiments on synthetic data, real-world FX rates and weather temperatures.

Particle Markov Chain Monte Carlo Techniques of Unobserved Component Time Series Models Using Ox

DEFF Research Database (Denmark)

Nonejad, Nima

This paper details Particle Markov chain Monte Carlo techniques for analysis of unobserved component time series models using several economic data sets. PMCMC combines the particle filter with the Metropolis-Hastings algorithm. Overall PMCMC provides a very compelling, computationally fast...... and efficient framework for estimation. These advantages are used to for instance estimate stochastic volatility models with leverage effect or with Student-t distributed errors. We also model changing time series characteristics of the US inflation rate by considering a heteroskedastic ARFIMA model where...

Nonparametric e-Mixture Estimation.

Science.gov (United States)

Takano, Ken; Hino, Hideitsu; Akaho, Shotaro; Murata, Noboru

2016-12-01

This study considers the common situation in data analysis when there are few observations of the distribution of interest or the target distribution, while abundant observations are available from auxiliary distributions. In this situation, it is natural to compensate for the lack of data from the target distribution by using data sets from these auxiliary distributions-in other words, approximating the target distribution in a subspace spanned by a set of auxiliary distributions. Mixture modeling is one of the simplest ways to integrate information from the target and auxiliary distributions in order to express the target distribution as accurately as possible. There are two typical mixtures in the context of information geometry: the [Formula: see text]- and [Formula: see text]-mixtures. The [Formula: see text]-mixture is applied in a variety of research fields because of the presence of the well-known expectation-maximazation algorithm for parameter estimation, whereas the [Formula: see text]-mixture is rarely used because of its difficulty of estimation, particularly for nonparametric models. The [Formula: see text]-mixture, however, is a well-tempered distribution that satisfies the principle of maximum entropy. To model a target distribution with scarce observations accurately, this letter proposes a novel framework for a nonparametric modeling of the [Formula: see text]-mixture and a geometrically inspired estimation algorithm. As numerical examples of the proposed framework, a transfer learning setup is considered. The experimental results show that this framework works well for three types of synthetic data sets, as well as an EEG real-world data set.

An odor interaction model of binary odorant mixtures by a partial differential equation method.

Science.gov (United States)

Yan, Luchun; Liu, Jiemin; Wang, Guihua; Wu, Chuandong

2014-07-09

A novel odor interaction model was proposed for binary mixtures of benzene and substituted benzenes by a partial differential equation (PDE) method. Based on the measurement method (tangent-intercept method) of partial molar volume, original parameters of corresponding formulas were reasonably displaced by perceptual measures. By these substitutions, it was possible to relate a mixture's odor intensity to the individual odorant's relative odor activity value (OAV). Several binary mixtures of benzene and substituted benzenes were respectively tested to establish the PDE models. The obtained results showed that the PDE model provided an easily interpretable method relating individual components to their joint odor intensity. Besides, both predictive performance and feasibility of the PDE model were proved well through a series of odor intensity matching tests. If combining the PDE model with portable gas detectors or on-line monitoring systems, olfactory evaluation of odor intensity will be achieved by instruments instead of odor assessors. Many disadvantages (e.g., expense on a fixed number of odor assessors) also will be successfully avoided. Thus, the PDE model is predicted to be helpful to the monitoring and management of odor pollutions.

The First 24 Years of Reverse Monte Carlo Modelling, Budapest, Hungary, 20-22 September 2012

Science.gov (United States)

Keen, David A.; Pusztai, László

2013-11-01

This special issue contains a collection of papers reflecting the content of the fifth workshop on reverse Monte Carlo (RMC) methods, held in a hotel on the banks of the Danube in the Budapest suburbs in the autumn of 2012. Over fifty participants gathered to hear talks and discuss a broad range of science based on the RMC technique in very convivial surroundings. Reverse Monte Carlo modelling is a method for producing three-dimensional disordered structural models in quantitative agreement with experimental data. The method was developed in the late 1980s and has since achieved wide acceptance within the scientific community [1], producing an average of over 90 papers and 1200 citations per year over the last five years. It is particularly suitable for the study of the structures of liquid and amorphous materials, as well as the structural analysis of disordered crystalline systems. The principal experimental data that are modelled are obtained from total x-ray or neutron scattering experiments, using the reciprocal space structure factor and/or the real space pair distribution function (PDF). Additional data might be included from extended x-ray absorption fine structure spectroscopy (EXAFS), Bragg peak intensities or indeed any measured data that can be calculated from a three-dimensional atomistic model. It is this use of total scattering (diffuse and Bragg), rather than just the Bragg peak intensities more commonly used for crystalline structure analysis, which enables RMC modelling to probe the often important deviations from the average crystal structure, to probe the structures of poorly crystalline or nanocrystalline materials, and the local structures of non-crystalline materials where only diffuse scattering is observed. This flexibility across various condensed matter structure-types has made the RMC method very attractive in a wide range of disciplines, as borne out in the contents of this special issue. It is however important to point out that since

Modeling Math Growth Trajectory--An Application of Conventional Growth Curve Model and Growth Mixture Model to ECLS K-5 Data

Science.gov (United States)

Lu, Yi

2016-01-01

To model students' math growth trajectory, three conventional growth curve models and three growth mixture models are applied to the Early Childhood Longitudinal Study Kindergarten-Fifth grade (ECLS K-5) dataset in this study. The results of conventional growth curve model show gender differences on math IRT scores. When holding socio-economic…

Monte Carlo modelling of a-Si EPID response: The effect of spectral variations with field size and position

International Nuclear Information System (INIS)

Parent, Laure; Seco, Joao; Evans, Phil M.; Fielding, Andrew; Dance, David R.

2006-01-01

This study focused on predicting the electronic portal imaging device (EPID) image of intensity modulated radiation treatment (IMRT) fields in the absence of attenuation material in the beam with Monte Carlo methods. As IMRT treatments consist of a series of segments of various sizes that are not always delivered on the central axis, large spectral variations may be observed between the segments. The effect of these spectral variations on the EPID response was studied with fields of various sizes and off-axis positions. A detailed description of the EPID was implemented in a Monte Carlo model. The EPID model was validated by comparing the EPID output factors for field sizes between 1x1 and 26x26 cm 2 at the isocenter. The Monte Carlo simulations agreed with the measurements to within 1.5%. The Monte Carlo model succeeded in predicting the EPID response at the center of the fields of various sizes and offsets to within 1% of the measurements. Large variations (up to 29%) of the EPID response were observed between the various offsets. The EPID response increased with field size and with field offset for most cases. The Monte Carlo model was then used to predict the image of a simple test IMRT field delivered on the beam axis and with an offset. A variation of EPID response up to 28% was found between the on- and off-axis delivery. Finally, two clinical IMRT fields were simulated and compared to the measurements. For all IMRT fields, simulations and measurements agreed within 3%--0.2 cm for 98% of the pixels. The spectral variations were quantified by extracting from the spectra at the center of the fields the total photon yield (Y total ), the photon yield below 1 MeV (Y low ), and the percentage of photons below 1 MeV (P low ). For the studied cases, a correlation was shown between the EPID response variation and Y total , Y low , and P low

Monte Carlo techniques in diagnostic and therapeutic nuclear medicine

International Nuclear Information System (INIS)

Zaidi, H.

2002-01-01

Monte Carlo techniques have become one of the most popular tools in different areas of medical radiation physics following the development and subsequent implementation of powerful computing systems for clinical use. In particular, they have been extensively applied to simulate processes involving random behaviour and to quantify physical parameters that are difficult or even impossible to calculate analytically or to determine by experimental measurements. The use of the Monte Carlo method to simulate radiation transport turned out to be the most accurate means of predicting absorbed dose distributions and other quantities of interest in the radiation treatment of cancer patients using either external or radionuclide radiotherapy. The same trend has occurred for the estimation of the absorbed dose in diagnostic procedures using radionuclides. There is broad consensus in accepting that the earliest Monte Carlo calculations in medical radiation physics were made in the area of nuclear medicine, where the technique was used for dosimetry modelling and computations. Formalism and data based on Monte Carlo calculations, developed by the Medical Internal Radiation Dose (MIRD) committee of the Society of Nuclear Medicine, were published in a series of supplements to the Journal of Nuclear Medicine, the first one being released in 1968. Some of these pamphlets made extensive use of Monte Carlo calculations to derive specific absorbed fractions for electron and photon sources uniformly distributed in organs of mathematical phantoms. Interest in Monte Carlo-based dose calculations with β-emitters has been revived with the application of radiolabelled monoclonal antibodies to radioimmunotherapy. As a consequence of this generalized use, many questions are being raised primarily about the need and potential of Monte Carlo techniques, but also about how accurate it really is, what would it take to apply it clinically and make it available widely to the medical physics

Simplest Validation of the HIJING Monte Carlo Model

CERN Document Server

Uzhinsky, V.V.

2003-01-01

Fulfillment of the energy-momentum conservation law, as well as the charge, baryon and lepton number conservation is checked for the HIJING Monte Carlo program in $pp$-interactions at $\\sqrt{s}=$ 200, 5500, and 14000 GeV. It is shown that the energy is conserved quite well. The transverse momentum is not conserved, the deviation from zero is at the level of 1--2 GeV/c, and it is connected with the hard jet production. The deviation is absent for soft interactions. Charge, baryon and lepton numbers are conserved. Azimuthal symmetry of the Monte Carlo events is studied, too. It is shown that there is a small signature of a "flow". The situation with the symmetry gets worse for nucleus-nucleus interactions.

Distinguishing Continuous and Discrete Approaches to Multilevel Mixture IRT Models: A Model Comparison Perspective

Science.gov (United States)

Zhu, Xiaoshu

2013-01-01

The current study introduced a general modeling framework, multilevel mixture IRT (MMIRT) which detects and describes characteristics of population heterogeneity, while accommodating the hierarchical data structure. In addition to introducing both continuous and discrete approaches to MMIRT, the main focus of the current study was to distinguish…

Monte Carlo impurity transport modeling in the DIII-D transport

International Nuclear Information System (INIS)

Evans, T.E.; Finkenthal, D.F.

1998-04-01

A description of the carbon transport and sputtering physics contained in the Monte Carlo Impurity (MCI) transport code is given. Examples of statistically significant carbon transport pathways are examined using MCI's unique tracking visualizer and a mechanism for enhanced carbon accumulation on the high field side of the divertor chamber is discussed. Comparisons between carbon emissions calculated with MCI and those measured in the DIII-D tokamak are described. Good qualitative agreement is found between 2D carbon emission patterns calculated with MCI and experimentally measured carbon patterns. While uncertainties in the sputtering physics, atomic data, and transport models have made quantitative comparisons with experiments more difficult, recent results using a physics based model for physical and chemical sputtering has yielded simulations with about 50% of the total carbon radiation measured in the divertor. These results and plans for future improvement in the physics models and atomic data are discussed

Analysis on the electron motion in the laser mixture CO/sub 2/-N/sub 2/-He-CO

Energy Technology Data Exchange (ETDEWEB)

Braglia, G L [Parma Univ. (Italy). Ist. di Fisica; Parma Univ. (Italy). Ist. di Matematica); Bruzzese, R [Naples Univ. (Italy). Ist. Elettrotecnico; Caraffini, G L [Parma Univ. (Italy). Ist. di Matematica

1979-06-02

An analysis of the electron motion in the laser mixture CO/sub 2/-N/sub 2/-He-CO (6:34:54:6) is presented. The transport coefficients are given as a function of E/N. Special attention is turned to the operating characteristics of the laser mixture. The results obtained from the Boltzmann equation are tested by the Monte-Carlo technique for E/N=1.5 10/sup -16/ and 5.0 10/sup -16/ (V cm/sup 2/).

Spatially adaptive mixture modeling for analysis of FMRI time series.

Science.gov (United States)

Vincent, Thomas; Risser, Laurent; Ciuciu, Philippe

2010-04-01

Within-subject analysis in fMRI essentially addresses two problems, the detection of brain regions eliciting evoked activity and the estimation of the underlying dynamics. In Makni et aL, 2005 and Makni et aL, 2008, a detection-estimation framework has been proposed to tackle these problems jointly, since they are connected to one another. In the Bayesian formalism, detection is achieved by modeling activating and nonactivating voxels through independent mixture models (IMM) within each region while hemodynamic response estimation is performed at a regional scale in a nonparametric way. Instead of IMMs, in this paper we take advantage of spatial mixture models (SMM) for their nonlinear spatial regularizing properties. The proposed method is unsupervised and spatially adaptive in the sense that the amount of spatial correlation is automatically tuned from the data and this setting automatically varies across brain regions. In addition, the level of regularization is specific to each experimental condition since both the signal-to-noise ratio and the activation pattern may vary across stimulus types in a given brain region. These aspects require the precise estimation of multiple partition functions of underlying Ising fields. This is addressed efficiently using first path sampling for a small subset of fields and then using a recently developed fast extrapolation technique for the large remaining set. Simulation results emphasize that detection relying on supervised SMM outperforms its IMM counterpart and that unsupervised spatial mixture models achieve similar results without any hand-tuning of the correlation parameter. On real datasets, the gain is illustrated in a localizer fMRI experiment: brain activations appear more spatially resolved using SMM in comparison with classical general linear model (GLM)-based approaches, while estimating a specific parcel-based HRF shape. Our approach therefore validates the treatment of unsmoothed fMRI data without fixed GLM

Modeling diffusion coefficients in binary mixtures of polar and non-polar compounds

DEFF Research Database (Denmark)

Medvedev, Oleg; Shapiro, Alexander

2005-01-01

The theory of transport coefficients in liquids, developed previously, is tested on a description of the diffusion coefficients in binary polar/non-polar mixtures, by applying advanced thermodynamic models. Comparison to a large set of experimental data shows good performance of the model. Only f...

Statistical imitation system using relational interest points and Gaussian mixture models

CSIR Research Space (South Africa)

Claassens, J

2009-11-01

Full Text Available The author proposes an imitation system that uses relational interest points (RIPs) and Gaussian mixture models (GMMs) to characterize a behaviour. The system's structure is inspired by the Robot Programming by Demonstration (RDP) paradigm...

Shell-model Monte Carlo simulations of the BCS-BEC crossover in few-fermion systems

DEFF Research Database (Denmark)

Zinner, Nikolaj Thomas; Mølmer, Klaus; Özen, C.

2009-01-01

We study a trapped system of fermions with a zero-range two-body interaction using the shell-model Monte Carlo method, providing ab initio results for the low particle number limit where mean-field theory is not applicable. We present results for the N-body energies as function of interaction...

Iterative optimisation of Monte Carlo detector models using measurements and simulations

Energy Technology Data Exchange (ETDEWEB)

Marzocchi, O., E-mail: olaf@marzocchi.net [European Patent Office, Rijswijk (Netherlands); Leone, D., E-mail: debora.leone@kit.edu [Institute for Nuclear Waste Disposal, Karlsruhe Institute of Technology, Karlsruhe (Germany)

2015-04-11

This work proposes a new technique to optimise the Monte Carlo models of radiation detectors, offering the advantage of a significantly lower user effort and therefore an improved work efficiency compared to the prior techniques. The method consists of four steps, two of which are iterative and suitable for automation using scripting languages. The four steps consist in the acquisition in the laboratory of measurement data to be used as reference; the modification of a previously available detector model; the simulation of a tentative model of the detector to obtain the coefficients of a set of linear equations; the solution of the system of equations and the update of the detector model. Steps three and four can be repeated for more accurate results. This method avoids the “try and fail” approach typical of the prior techniques.

New-generation Monte Carlo shell model for the K computer era