New Algorithm For Simulation Research Articles

A new algorithm for simulation of the functional symmetric and asymmetric cascades

Design of cascade based on operational functions of a single machine is an important goal in the isotope separation theory. By recognizing the behavior of gas in a centrifuge machine, a cascade with desirable properties and parameters can be designed. In the classical theory of multistage separation installation, it has been shown that in an ideal cascade (no mixing) the total number of separation elements flow is minimal, and accordingly, the maximum separation work unit (SWU) of the cascade occurs. In the practical form, the cut and separation factors may assume to be dependent on the feed flow. Using specific functional parameters, the algorithm, design the functional cascades (DFUNCAS), can design the functional symmetric and asymmetric cascades. DFUNCAS can design a cascade with stated waste and product concentration. Furthermore, the program can design symmetric and asymmetric cascades. In this work, four test cases were considered and the results show that the DFUNCAS can design any kind of cascade accurately.

Data driven confidence intervals for diffusion process using double smoothing empirical likelihood

In this paper, we propose an innovative estimation method for the volatility function in diffusion process and construct the empirical likelihood confidence interval for it. Compared with double smoothing local constant estimator, double smoothing local linear estimator proposed in this paper is an inventive estimation method. Moreover, we find that the empirical likelihood confidence interval constructed with the approximate estimating equation is much better than the one based on the estimating equation, since the latter undermines the predictability of the estimator. Accordingly, new algorithm for simulation is proposed. Through Monte Carlo simulation and empirical analysis, both these approaches are superior to traditional asymptotic normality confidence interval in terms of coverage rate, etc.

New algorithm for simulation of proteoglycan loss and collagen degeneration in the knee joint: Data from the osteoarthritis initiative.

Osteoarthritis is a harmful joint disease but prediction of disease progression is problematic. Currently, there is only one modeling framework which can be applied to predict the progression of knee osteoarthritis but it only considers degenerative changes in the collagen fibril network. Here, we have developed the framework further by considering all of the major tissue changes (proteoglycan content, fluid flow, and collagen fibril network) occurring in osteoarthritis. While excessive levels of tissue stresses controlled degeneration of the collagen fibril network, excessive levels of tissue strains controlled the decrease in proteoglycan content and the increase in permeability. We created four knee joint models with increasing degrees of complexity based on the depth-wise composition. Models were tested for normal and abnormal, physiologically relevant, loading conditions in the knee. Finally, the predicted depth-wise compositional changes from each model were compared against experimentally observed compositional changes in vitro. The model incorporating the typical depth-wise composition of cartilage produced the best match with experimental observations. Consistent with earlier in vitro experiments, this model simulated the greatest proteoglycan depletion in the superficial and middle zones, while the collagen fibril degeneration was located mostly in the superficial zone. The presented algorithm can be used for predicting simultaneous collagen degeneration and proteoglycan loss during the development of knee osteoarthritis. © 2017 Orthopaedic Research Society. Published by Wiley Periodicals, Inc. J Orthop Res 36:1673-1683, 2018.

Sequential Monte Carlo methods for filtering of unobservable components of multidimensional diffusion Markov processes

AbstractThe problem of filtering of unobservable components x(t) of a multidimensional continuous diffusion Markov process zt=xt,yt, given the observations of the (multidimensional) process y(t) taken at discrete consecutive times with small time steps, is analytically investigated. On the base of that investigation the new algorithms for simulation of unobservable components, x(t), and the new algorithms of nonlinear filtering with the use of sequential Monte Carlo methods, or particle filters, are developed and suggested. The analytical investigation of observed quadratic variations is also developed. The new closed-form analytical formulae are obtained, which characterize dispersions of deviations of the observed quadratic variations and the accuracy of some estimates for x(t). As an illustrative example, estimation of volatility (for the problems of financial mathematics) is considered. The obtained new algorithms extend the range of applications of sequential Monte Carlo methods, or particle filters,...

New algorithm for simulation of 3D classical spin glasses under the influence of external electromagnetic fields

We study statistical properties of 3D classical spin-glass under the influence of external fields. It is proved that in the framework of the nearest-neighboring model 3D spin-glass problem at performing of Birkhoff’s ergodic hypothesis regarding to orientations of spins in the 3D space can be reduced to the problem of disordered 1D spatial spin-chains (SSC) ensemble where each spin-chain interacts with a random environment. The 1D SSC is defined as a periodic 1D lattice, where spins in nodes are randomly oriented in 3D space, in addition they all interact with each other randomly. For minimization of the Hamiltonian in an arbitrary node of the 1D lattice lattice, we obtained recurrent equations and corresponding Sylvester criterion, which allow to find energy local minimum. On the bases of these equations the high-performance parallel algorithm is developed which allows to calculate all statistical parameters of 3D spin glass, including distribution of a constant of spin-spin interaction, from the first principles of the classical mechanics.

Improved Unlike-Particle Collision Operator for delta-f Drift-Kinetic Particle Simulations

AbstractPlasmas in modern tokamak experiments contain a significant fraction of impurity ion species in addition to main deuterium background. A new unlike-particle collision operator for δf particle simulation has been developed to study the nonlocal effects of impurities due to finite ion orbits on neoclassical transport in toroidal plasmas. A new algorithm for simulation of cross-collisions between different ion species includes test-particle and conserving field-particle operators. An improved field-particle operator is designed to exactly enforce conservation of number, momentum and energy.

Unlike-particle collision operator for gyrokinetic particle simulations

Plasmas in modern tokamak experiments contain a significant fraction of impurity ion species in addition to main deuterium background. A new unlike-particle collision operator for δf particle simulation has been developed to self-consistently study the non-local effects of impurities on neoclassical transport in toroidal plasmas. A new algorithm for simulation of cross-collisions between different ion species includes test-particle and conserving field-particle operators. The field-particle operator is designed to enforce conservation of number, momentum and energy. It was shown that the new operator correctly simulates the thermal equilibration of different plasma components. It was verified that the ambipolar radial electric field reaches steady state when the total radial guiding center particle current vanishes.

An algorithm for simulation of electrochemical systems with surface–bulk coupling strategies

In Buoni and Petzold (2007) [13] we described a new algorithm for simulation of electrochemical systems on two-dimensional irregular, time-dependent domains. Here we show how to extend the algorithm to three dimensions. We demonstrate our three-dimensional algorithm by simulating copper electrodeposition into a via structure. This problem poses challenges for the coupling of the dilute electrolyte (bulk) model to the surface dynamics model, which involves a complex network of reactions. To handle this coupling, we introduce a new and highly effective semi-implicit method.

Simulation and fitting of high resolution Rutherford backscattering spectra

A computer program for the analysis of high resolution Rutherford backscattering spectra (HR-RBS), which can be recorded with an electrostatic energy analyzer (ESA) and a resolution of about 1keV, has been developed. The use of an ESA results in various differences compared to conventional RBS spectra, motivating the development of a new algorithm for simulation for these spectra. We present a Monte Carlo based diffusion-like fit approach for evaluation of the HR-RBS spectra, which is in particular useful for fitting concentration gradients. Examples for the application of the algorithm are shown to demonstrate its functionality.

A Novel Multipurpose Excel Tool for Equilibrium Speciation Based on Newton‐Raphson Method and on a Hybrid Genetic Algorithm

A new algorithm for simulation of chemical equilibria is developed, based on classical Newton-Raphson method applied to mass balance. This tool, named EST (Equilibrium Speciation Tool), is improved by using a robust Genetic Algorithm. In addition, EST works by using Excel spreadsheets and therefore offers the innovation of a great simplicity and versatility. In fact, it allows the users to simulate, or to obtain from experimental data, desired chemical-physical parameters as well as to interact with other available or freely created Excel tools. The reliability of this utility is here proved by comparison with some published data by other authors, concerning both complicated homogeneous and heterogeneous equilibria. In addiction its flexibility is tested computing thermodynamic parameters by using experimental calorimetric data referred to the complex formation of cobalt(II) with a macrocyclic ligand. A brief review and comparison of the relative robustness and quickness of main numerical methods are also reported.

Self-organized criticality in human epidemiology.

As opposed to most sociological fields, data are available in good quality for human epidemiology, describing the interaction between individuals being susceptible to or infected by a disease. Mathematically, the modelling of such systems is done on the level of stochastic master equations, giving likelihood functions for real live data. We show in a case study of meningococcal disease, that the observed large fluctuations of outbreaks of disease among the human population can be explained by the theory of accidental pathogens, leading the system towards a critical state, characterized by power laws in outbreak distributions. In order to make the extremely difficult parameter estimation close to a critical state with absorbing boundary possible, we investigate new algorithms for simulation of the disease dynamics on the basis of winner takes all strategies, and combine them with previously developed parameter estimation schemes.

A new method for Monte Carlo simulation of theories with Grassmann variables.

A new algorithm for simulation of theories with dynamical fermions is presented. The algorithm is based on obtaining the new configuration U from the old one U by solving the equation M( U )η = ω M( U)η, where M is fermionic operator, η is random Gaussian vector, and ω is random real number close to unity. This algorithm can be used for acceleration of current simulations in theories with fermions.

Transfer of molecular property tensors in cartesian coordinates: A new algorithm for simulation of vibrational spectra

A direct transfer of Cartesian molecular force fields FF and electric property tensors is tested on model systems and compared to transfer in internal coordinates with an aim to improve simulation of vibrational spectra for larger molecules. This Cartesian transformation can be implemented easily and offers greater flexibility in practical computations. It can be also applied for transfer of anharmonic derivatives. The results for model calculations of the force field and vibrational frequencies for N-methylacetamide show that our method removes errors associated with numerical artifacts caused by nonlinearity of the otherwise required Cartesian to internal coordinate transformation. For determination of IR absorption and vibrational circular dichroism intensities, atomic polar and axial tensors were also transferred in the Cartesian representation. For the latter, which are dependent upon the magnetic dipole operator, a distributed origin gauge is used to avoid an origin dependence. Comparison of the results of transferring ab initio FF and intensity parameters from an amide dimer fragment onto a tripeptide with those from a conventionally determined tripeptide FF document some limitations of the transfer method and its possible applications in the vibrational spectroscopy. Finally, application to determination of the FF and spectra for helical heptapeptide are presented and compared to experimental results. Q 1997 by John Wiley & Sons, Inc.

New Methods for Simulation of Fractional Brownian Motion

We present new algorithms for simulation of fractional Brownian motion (fBm) which comprises a set of important random functions widely used in geophysical and physical modeling, fractal image (landscape) simulating, and signal processing. The new algorithms, which are both accurate and efficient, allow us to generate not only a one-dimensional fBm process, but also two- and three-dimensional fBm fields.

A new algorithm for simulation of power electronic systems using piecewise-linear device models

This paper describes a new algorithm for simulation of power electronic systems. Piecewise-linear (PWL) approximation is used to model nonlinear components, including switching devices, nonlinear reactive components, and nonlinear control circuitry. A representation of PWL elements is constructed such that a constant system matrix is obtained, regardless of the states of PWL elements. An efficient method for state determination is proposed, which is capable of resolving difficulties caused by discontinuous characteristics of PWL elements. The resulting simulation algorithm is quite general, requires no prior knowledge of the circuit operation, is void of convergence problems, and yields relatively short simulation times on desktop PC machines. >