Simple Monte Carlo Simulation Research Articles

Paleoseismology of the Northern Kongur Shan Extensional System, NE Pamir: Implications for Potential Irregular Earthquake Recurrence

AbstractThe intricate and changing stress conditions within complex fault networks pose challenges in understanding earthquake recurrence and seismic hazards. The Kongur Shan Extensional System (KSES) in the northeastern Pamir, characterized by complex fault geometries and potentially variable surface loads in its surroundings, offers an ideal research area. Here we investigate three paleoseismic sites in the northern KSES, including lacustrine seismites in the Muji Basin, secondary fault scarps of the northern Kongur Shan Fault (KSF), and an exposure of the eastern Muji Fault. The seismites, as a regional record, indicate two Mw 6–7.3 paleoearthquakes occurring 720–680 and 1030–940 cal yr BP, with an interval of 230–330 years. The other two on‐fault sites reveal paleoearthquakes with compatible magnitudes but much longer average time intervals (ATI). Secondary fault scarps of the northern KSF indicate four Mw 6.9–7.2 paleoearthquakes since 4.8 ± 0.8 ka, with an ATI of 1,000–1,870 years. The fault exposure of the eastern Muji Fault indicates two Mw 6.8–7.3 paleoearthquakes since 2.7 ± 0.3 ka, with an ATI of 1,200–3,000 years. Using its previously constrained long‐term slip rate of ∼6.3 mm/yr and a simple Monte Carlo simulation of earthquake cycles, the observed ATI of the eastern Muji Fault suggests a “clustered” earthquake recurrence behavior. Such potential irregular earthquake recurrence is likely due to the low maturity and fault interaction in the northern KSES, and climate‐related changes in surface loads of paleolakes and glaciers.

Observations of GRB 221009A by the MAVEN-SEP Instrument at Mars

We report on the detection of the Brightest Of All Time (the BOAT) gamma-ray burst (GRB) 221009A by the MAVEN Solar Energetic Particle (SEP) silicon (Si) detectors. The SEP instrument on board the MAVEN spacecraft at Mars is designed to measure charged particle fluxes and energies. In this work, we show that the SEP Si detectors have detected populations of secondary charged particles and low-energy primary photons from the GRB. Our analysis relies on a series of simplified Geant4 Monte Carlo simulations. We show that electromagnetic and hadronic interactions between the GRB photons and the spacecraft’s passive material and Si detectors produced the detected secondary particles.

Reparameterizing Litter Decomposition Using a Simplified Monte Carlo Method Improves Litter Decay Simulated by a Microbial Model and Alters Bioenergy Soil Carbon Estimates

AbstractLitter decomposition determines soil organic matter (SOM) formation and plant‐available nutrient cycles. Therefore, accurate model representation of litter decomposition is critical to improving soil carbon (C) projections of bioenergy feedstocks. Soil C models that simulate microbial physiology (i.e., microbial models) are new to bioenergy agriculture, and their parameterization is often based on small datasets or manual calibration to reach benchmarks. Here, we reparameterized litter decomposition in a microbial soil C model (CORPSE ‐ Carbon, Organisms, Rhizosphere, and Protection in the Soil Environment) using the continental‐scale Long‐term Inter‐site Decomposition Experiment Team (LIDET) dataset which documents decomposition across a range of litter qualities over a decade. We conducted a simplified Monte Carlo simulation that constrained parameter values to reduce computational costs. The LIDET‐derived parameters improved modeled C and nitrogen (N) remaining, decomposition rates, and litter mean residence times as compared to Baseline parameters. We applied the LIDET litter decomposition parameters to a microbial bioenergy model (Fixation and Uptake of Nitrogen – Bioenergy Carbon, Rhizosphere, Organisms, and Protection) to examine soil C estimates generated by Baseline and LIDET parameters. LIDET parameters increased estimated soil C in bioenergy feedstocks, with even greater increases under elevated plant inputs (i.e., by increasing residue, N fertilization). This was due to the integrated effects of plant litter quantity, quality, and agricultural practices (tillage, fertilization). Collectively, we developed a simple framework for using large‐scale datasets to inform the parameterization of microbial models that impacts projections of soil C for bioenergy feedstocks.

Segregation and Collisions in Galactic Nuclei: Rates of Destructive Events Near a Supermassive Black Hole

The centers of galaxies host a supermassive black hole (SMBH) surrounded by a dense stellar cluster. The cluster is expected to develop mass segregation, in which gravitational scatterings among the stars cause heavier objects to sink closer to the central black hole, while lighter objects will tend to be overconcentrated in the outer regions. This work focuses on the implications of mass segregation on the different channels for violent destruction of stars in the cluster: tidal disruptions, gravitational-wave-driven inspirals and high-velocity destructive collisions between stars. All such events occur close to the central black hole, where the heavier objects congregate. The analysis is based on a simplified Monte Carlo simulation, which evolves a two-mass population in a cluster surrounding a Milky Way–like SMBH. The simulation is based on the single-mass scheme used by Sari & Fragione and Balberg & Yassur, which has been extended to allow for the dynamical friction effects typical of unequal-mass populations. The effects of mass segregation on the rates of the different destruction channels are analyzed self-consistently in the overall evolution of the cluster. Also considered are stars which are injected into the cluster after being disrupted from a binary system by the SMBH. Such stars are captured in the inner regions of the cluster, and so their orbital evolution, as well as their destruction rate, are therefore influenced by heavy objects that might be abundant in the vicinity of the SMBH.

Multilevel Monte Carlo methods for the Grad-Shafranov free boundary problem

The equilibrium configuration of a plasma in an axially symmetric reactor is described mathematically by a free boundary problem associated with the celebrated Grad-Shafranov equation. The presence of uncertainty in the model parameters introduces the need to quantify the variability in the predictions. This is often done by computing a large number of model solutions on a computational grid for an ensemble of parameter values and then obtaining estimates for the statistical properties of solutions. In this study, we explore the savings that can be obtained using multilevel Monte Carlo methods, which reduce costs by performing the bulk of the computations on a sequence of spatial grids that are coarser than the one that would typically be used for a simple Monte Carlo simulation. We examine this approach using both a set of uniformly refined grids and a set of adaptively refined grids guided by a discrete error estimator. Numerical experiments show that multilevel methods dramatically reduce the cost of simulation, with cost reductions typically on the order of 60 or more and possibly as large as 200. Adaptive griding results in more accurate computation of geometric quantities such as x-points associated with the model.

Dimensions of Large‐Sized Network Polymers Formed in Miniemulsion Polymerization

AbstractThe mean‐square radius of gyration of network polymers can be correlated with the graph diameter, and the fraction d of segments located in the diameter chain is used to investigate the dimensions of large‐sized network polymers whose cycle rank is over 103. A simplified Monte Carlo simulation model for the miniemulsion vinyl/divinyl copolymerization is used for the generation of large‐sized network polymers, assuming the classical chemical kinetics are valid. Both conventional free‐radical polymerization and living polymerization are considered, and the heterogeneity of network architecture is controlled by changing the reactivity ratio of double bond in divinyl monomer with respect to that in vinyl monomer. The network maturity index (NMI) which is the cycle rank per primary chain is used to represent the degree of development of the network architecture. As the NMI increases to be well‐developed, the calibrated d, defined by dc = d/fd where fd is a calibration constant that shows the degree of network heterogeneity, starts to follow the master curve. This characteristic behavior applies regardless of the polymerization mechanism and the heterogeneity of the formed network architecture. Detailed characteristics of the master curve and prospects for application to gel molecules are also discussed.

A simple Monte Carlo simulation method for geotechnical reliability-based design

ABSTRACT This paper proposes a simple reliability-based design approach from a quantile value perspective. The proposed approach allows the design variable to be efficiently determined without implementing repetitive “trial and error” procedures for a given target reliability index. Only a single run of Monte Carlo simulation is needed to calculate the threshold values of the design variable after the design variable function (DVF) is derived from the limit state function. The threshold values are then sorted in ascending order, and a quantile value is chosen as the desired design variable such that MCS samples with threshold values larger, or smaller than this value are undesired samples. Three illustrative examples are presented following the development of the proposed method and its implementation procedure. Results are validated by calculating the failure probabilities of desired designs using direct MCS, and they are also favorably comparable with those reported in literature. This method can play a complementary role to existing RBD methods due to its advantages of simplicity, efficiency, and robustness.

Elucidating pathways of polypropylene chain cleavage and stabilization for multiple loop mechanical recycling

AbstractMechanical recycling is a decisive contribution for a sustainable circular economy of polypropylene (PP) but faces the challenge of processing‐induced and use‐phase accumulated molecular damage, exacerbated by multiple loop recycling. In this contribution, the molecular origin of degradation of PP under up to 30 repetitive reprocessing loops is analyzed together with the influence of stabilization, and processability data linked to changes of the entire molecular weight distribution. By comparison of experiments with simple Monte Carlo simulations, a coupled mechanism of random scission and shear‐induced cleavage can be inferred, while stabilizing additives effectively protect the material from progressing along this combined degradation pathway.

A global view on star formation: The GLOSTAR Galactic plane survey

Context. While over 1000 supernova remnants (SNRs) are estimated to exist in the Milky Way, only less than 400 have been found to date. In the context of this apparent deficiency, more than 150 SNR candidates were recently identified in the D-configuration Very Large Array (VLA-D) continuum images of the 4–8 GHz global view on star formation (GLOSTAR) survey, in the Galactic longitude range −2° < l < 60°. Aims. We attempt to find evidence of nonthermal synchrotron emission from 35 SNR candidates in the region of Galactic longitude range 28° < l < 36°, and also to study the radio continuum emission from the previously confirmed SNRs in this region. Methods. Using the short-spacing corrected GLOSTAR VLA-D+Effelsberg images, we measure the ~6 GHz total and linearly polarized flux densities of the SNR candidates and the SNRs that were previously confirmed. We also attempt to determine the spectral indices by measuring flux densities from complementary Galactic plane surveys and from the temperature-temperature plots of the GLOSTAR-Effelsberg images. Results. We provide evidence of nonthermal emission from four candidates that have spectral indices and polarization consistent with a SNR origin, and, considering their morphology, we are confident that three of these (g28.36+0.21, G28.78-0.44, and G29.38+0.10) are indeed SNRs. However, about 25% of the candidates (8 out of 35) have spectral index measurements that indicate thermal emission, and the rest of them are too faint to have a good constraint on the spectral index yet. Conclusions. Additional observations at longer wavelengths and higher sensitivities will shed more light on the nature of these candidates. A simple Monte Carlo simulation reiterates the view that future studies must persist with the current strategy of searching for SNRs with small angular size to solve the problem of the Milky Way’s missing SNRs.

Extremely low excess noise avalanche photodiode with GaAsSb absorption region and AlGaAsSb avalanche region

An extremely low noise Separate Absorption and Multiplication Avalanche Photodiode (SAM-APD), consisting of a GaAs0.52Sb0.48 absorption region and an Al0.85Ga0.15As0.56Sb0.44 avalanche region, is reported. The device incorporated an appropriate doping profile to suppress tunneling current from the absorption region, achieving a large avalanche gain, ∼130 at room temperature. It exhibits extremely low excess noise factors of 1.52 and 2.48 at the gain of 10 and 20, respectively. At the gain of 20, our measured excess noise factor of 2.48 is more than three times lower than that in the commercial InGaAs/InP SAM-APD. These results are corroborated by a Simple Monte Carlo simulation. Our results demonstrate the potential of low excess noise performance from GaAs0.52Sb0.48/Al0.85Ga0.15As0.56Sb0.44 avalanche photodiodes.

Probabilistic Analysis of Slope against Uncertain Soil Parameters

The purpose of this article was to investigate the influence of uncertain soil parameters on slope stability problems using the probability method. The most important soil instability is probably the inherent spatial variability of soil properties and its influence on slope safety factors. The probability method is recognized for its validity both in practice and academic research. This method of geotechnical risk management involves uncertain parameters. In this study, randomly selected uncertain parameters were combined with traditional analysis using Bishop’s simple methodology and Monte Carlo simulation. The minimum safety factor and critical slip surface of the slope stability were analyzed by Bishop’s simple method. The influence of uncertain soil parameters was analyzed by the back analysis method with Monte Carlo simulation. The calculation was controlled by a critical slip surface, and the safety factor was equal to 1. The results of the analysis show the minimum safety factor and the significant slippery surface of slope stability with the original soil strength parameters. The new soil strength parameters were recommended by Monte Carlo simulation that was used for improving the soil strength parameters in construction. In addition, probability analysis can identify an insufficient understanding of groundwater level distribution and that the assumption of a uniform distribution increases the probability of failure. Governments can use the results of water level analysis in flood warnings and flood management projects to reduce risks to life and property.

Development and Evaluation of a Thimble-Like Head Bolus Shield for Hemi-Body Electron Beam Irradiation Technique

Background: The hemi-body electron beam irradiation (HBIe<sup>–</sup>) technique has been proposed for the treatment of mycosis fungoides. It spares healthy skin using an electron shield. However, shielding electrons is complicated owing to electron scattering effects. In this study, we developed a thimble-like head bolus shield that surrounds the patient’s entire head to prevent irradiation of the head during HBIe<sup>–</sup>.Materials and Methods: The feasibility of a thimble-like head bolus shield was evaluated using a simplified Geant4 Monte Carlo (MC) simulation. Subsequently, the head bolus was manufactured using a three-dimensional (3D) printed mold and Ecoflex 00-30 silicone. The fabricated head bolus was experimentally validated by measuring the dose to the Rando phantom using a metal-oxide-semiconductor field-effect transistor (MOSFET) detector with clinical configuration of HBIe<sup>–</sup>.Results and Discussion: The thimble-like head bolus reduced the electron fluence by 2% compared with that without a shield in the MC simulations. In addition, an improvement in fluence degradation outside the head shield was observed. In the experimental validation using the inhouse- developed bolus shield, this head bolus reduced the electron dose to approximately 2.5% of the prescribed dose.Conclusion: A thimble-like head bolus shield for the HBIe<sup>–</sup> technique was developed and validated in this study. This bolus effectively spares healthy skin without underdosage in the region of the target skin in HBIe<sup>–</sup>.

Some Generalized Results on Grey Number Operations Based on Liu-Lin Axioms of Greyness Degree and Information Content

In this manuscript, with grounding in Liu–Lin axioms of greyness degree and information content, we provide new results that relate to these concepts in consideration of a number of mathematical operations over a sequence of grey numbers. In particular, we derive greyness degree results of summation, conic combination, and convex combination of a sequence, as well as inverse of a number and normalization of a number over a sequence. Then, we turn our attention to prove information content results for the union and intersection of a sequence. We illustrate our results by using a simple Monte Carlo simulation in the multi-attribute decision-making context, and by using an interesting dice-rolling experiment. Through our analysis, we also provide some new definitions, such as for conic combination, convex combination, normalization, and union and intersection operations. The novelty of the derived results in this study is that they can help researchers and practitioners of grey systems in tracking probable intensifications and reductions in the greyness degree in successive application steps of their working methods. Moreover, researchers are provided with two results to calculate information content for the union and intersection of grey numbers in an uncomplicated manner.

A simulation model of heterochromatin formation at submolecular detail

SummaryHeterochromatin is a physical state of the chromatin fiber that maintains gene repression during cell development. Although evidence exists on molecular mechanisms involved in heterochromatin formation, a detailed structural mechanism of heterochromatin formation needs a better understanding. We made use of a simple Monte Carlo simulation model with explicit representation of key molecular events to observe molecular self-organization leading to heterochromatin formation. Our simulations provide a structural interpretation of several important traits of the heterochromatinization process. In particular, this study provides a depiction of how small amounts of HP1 are able to induce a highly condensed chromatin state through HP1 dimerization and bridging of sequence-remote nucleosomes. It also elucidates structural roots of a yet poorly understood phenomenon of a nondeterministic nature of heterochromatin formation and subsequent gene repression. Experimental chromatin in vivo assay provides an unbiased estimate of time scale of repressive response to a heterochromatin-triggering event.

Operational risk, market risk and value of the asset managers

Asset management has been one of the fastest-growing industries in the financial industry for a long time (Bigelli & Manuzzi, 2019). Moreover, after the eruption of the financial turmoil in 2008, financial intermediation has been characterized by a rapid increase in the role of the asset management industry. This paper aims to analyse the determinants of asset manager value and, in particular, it is focused on the value implicit in the assets under management. Starting from the works by Huberman (2005) and Joenväärä and Scherer (2017) the paper proposes a model for determining the enterprise value (EV) of asset managers by assessing the role of the contribution margin and the degree of risk (operational and market risk). As noted by Scherer (2008), following the financial crisis, asset management companies suffered a decline in profits, also due to the exposure of their revenues to the market risk. Although, as it’s known, the asset management firms are not directly subject to the market (and credit) risk, their revenues are exposed to the market risk, not only to the operational risk that had been thought of as the main risk factor (Hull, 2007). Management companies, in fact, operate in a cyclical context closely linked to the performance of the financial markets, which contributes to determining the size and volatility of the assets under management (AuM). Starting from a discounted cash flow (DCF) asset side model, a simple stochastic Monte Carlo simulation is provided in order to capture the relevance of the asset under management return and volatility and, therefore, the volatility of the benchmark return and management style. In this theoretical framework, the key point is that the enterprise value depends on the specific asset class the firm is involved with. Given the asset class, the enterprise value depends on the management style also.

Modeling optical design parameters for fine stimulation in sciatic nerve of optogenetic mice

Optogenetics presents an alternative method for interfacing with the nervous system over the gold-standard of electrical stimulation. While electrical stimulation requires electrodes to be surgically embedded in tissue for in vivo studies, optical stimulation offers a less-invasive approach that may yield more specific, localized stimulation. The advent of optogenetic laboratory animals—whose motor neurons can be activated when illuminated with blue light—enables research into refining optical stimulation of the mammalian nervous system where subsets of nerve fibers within a nerve may be stimulated without embedding any device directly into the nerve itself. However, optical stimulation has a major drawback in that light is readily scattered and absorbed in tissue thereby limiting the depth with which a single emission source can penetrate. We hypothesize that the use of multiple, focused light emissions deployed around the circumference of a nerve can overcome these light-scattering limitations. To understand the physical parameters necessary to produce pinpointed light stimulation within a single nerve, we employed a simplified Monte Carlo simulation to estimate the size of nerves where this technique may be successful, as well as the necessary optical lens design for emitters to be used during future in vivo studies. By modeling multiple focused beams, we find that only fascicles within a nerve diameter less than 1 mm are fully accessible to focused optical stimulation; a minimum of 4 light sources is required to generate a photon intensity at a point in a nerve over the initial contact along its surface. To elicit the same effect in larger nerves, focusing lenses would require a numerical aperture > 1. These simulations inform on the design of instrumentation capable of stimulating disparate motor neurons in mouse sciatic nerve to control hindlimb movement.

Investigation of experimental observables in search of the chiral magnetic effect in heavy-ion collisions in the STAR experiment * *Supported by the US Department of Energy (DE-AC02-98CH10886, DE-FG02-89ER40531, DE-FG02-92ER40713, DE-FG02-88ER40424, DE-SC0012910, DE-SC0013391, DE-SC0020651), and the National Natural Science Foundation of China (12025501, 11905059, 12075085), the Strategic Priority Research Program of Chinese Academy of Science with (XDB34030200), the Fundamental Research Funds

The chiral magnetic effect (CME) is a novel transport phenomenon, arising from the interplay between quantum anomalies and strong magnetic fields in chiral systems. In high-energy nuclear collisions, the CME may survive the expansion of the quark-gluon plasma fireball and be detected in experiments. Over the past two decades, experimental searches for the CME have attracted extensive interest at the Relativistic Heavy Ion Collider (RHIC) and the Large Hadron Collider (LHC). The main goal of this study is to investigate three pertinent experimental approaches: the correlator, the R correlator, and the signed balance functions. We exploit simple Monte Carlo simulations and a realistic event generator (EBE-AVFD) to verify the equivalence of the core components among these methods and to ascertain their sensitivities to the CME signal and the background contributions for the isobar collisions at the RHIC.

Poisson Behavior Leads to Bias When Testing for Periodicity in the Paleoseismic Record of Large Earthquakes

Abstract A Poisson process giving rise to earthquakes that occur randomly in time has become a de facto null hypothesis when assessing the periodicity of large (Mw>∼6–7) earthquakes in the paleoseismic record. This implies an exponential distribution of inter-event times (IETs) and therefore an abundance of IETs that are very short relative to the mean value. As such, the Poisson model posits that large ruptures occurring in rapid succession should be relatively common. Below some threshold IET defined by site specific conditions, however, these short IET earthquakes are unlikely to be recorded as distinct events in the paleoseismic record. This article presents the results of simple Monte Carlo simulations that quantify the potential effects of truncation of short IETs on the apparent periodicity of large earthquakes generated by a Poisson process. Results indicate that this truncation effect results in chronologies that appear systematically more periodic than the original sequence of events. The magnitude of this discrepancy depends primarily on the ratio of the minimum preserved and mean IETs in addition to the number of events in the chronology. As such, previous statistical analyses that have assessed for periodicity in the paleoseismic record of large earthquakes likely incorporated a bias in favor of apparent periodicity by employing Poisson behavior as a null hypothesis. This bias can be corrected if the minimum preserved IET can be determined or reasonably assumed for a particular paleoseismic record or site.

Base force and moment based finite element model correlation method

Abstract The accuracy of the finite element model is an important aspect, especially in the aerospace domain, where design margins are barely minimum. Hence, standard test-analysis model correlation methods apply to assess the quality of the analytical model. However, it is observed that these standard correlation techniques are inadequate to assure the model capability to predict the forced response characteristics of complex structures. The base force assurance criterion is found to be a good tool to overcome this inadequacy. During the dynamic test of the structure, the force measurement device can be used to measure the transmitted force to the base. Thus measured base forces, and the moments computed from the measured forces are vector correlated with the analytical force and moments to predict qualitatively the analytical model capability to represent the design critical peak acceleration responses and the global modes. The procedure is demonstrated using a set of experiments conducted on a real spacecraft under the sine excitations in two mutually perpendicular directions. The sensitivity of the base force assurance criterion to the inaccuracies that may be present in the finite element model and/or in the experimental results is evaluated using simplified Monte Carlo simulations.

Tuning the Properties of Surface-Anchored Polymer Networks by Varying the Concentration of a Thermally Activated Cross-Linker, Annealing Time, and Temperature in a One-Pot Reaction

We investigate the properties of surface-anchored polymer networks created via one-pot synthesis using thermally active 6-azidosulfonylhexyltriethoxysilane (6-ASHTES). 6-ASHTES is a bifunctional gelator that undergoes cross-linking and surface-anchoring reactions when annealed above 100 °C. We employ a poly(vinylpyrrolidone) (PVP) with different molecular weights (10–1300 kDa) as a model system to examine the effect of 6-ASHTES concentration, annealing time, and annealing temperature on gel formation. A thin film of PVP/6-ASHTES mixture is deposited on a clean silicon wafer and annealed to form network layers. Spectroscopic ellipsometry measures the film thickness of the cross-linked layers from which the gel fraction and swelling ratio are determined. The gel fraction of PVP in the network can be “dialed in” by varying the annealing time, temperature, and concentration of 6-ASHTES in the PVP/6-ASHTES mixture. We use a simple Monte Carlo simulation model to describe cross-linking as a function of cross-linker concentration, reaction rate, reaction time, and polymer length. The trends obtained from the model simulations are in qualitative agreement with the experimental data.