Two methods for sensitivity analysis of coagulation processes in population balances by a Monte Carlo method

We consider two stochastic simulation algorithms for the calculation of parametric derivatives of solutions of a population balance equation, namely, forward and adjoint sensitivity methods. The dispersed system is approximated by an N-particle stochastic weighted ensemble. The infinitesimal deviations of the solution are accounted for through infinitesimal deviation of the statistical weights that are recalculated at each coagulation. In the forward method these deviations of the statistical weights immediately give parametric derivatives of the solution. In the second method the deviations of the statistical weights are used to calculate a finite-mode approximation of the linearized version of the population balance equation. The linearized equation allows for the calculation of the eigenmodes and eigenvalues of the process, while the parametric derivatives of the solution are given by a Lagrange formalism.     

Simulation-based sequential analysis of Markov switching stochastic volatility models

We propose a simulation-based algorithm for inference in stochastic volatility models with possible regime switching in which the regime state is governed by a first-order Markov process. Using auxiliary particle filters we developed a strategy to sequentially learn about states and parameters of the model. The methodology is tested against a synthetic time series and validated with a real financial time series: the IBOVESPA stock index (São Paulo Stock Exchange).     

基于EDA虚拟实验室仿真精确度优化算法的研究

描述了一种减少仿真时所需计算次数的新技术,使得产品的优化可通过参数的变化来实现,并介绍一种改进SA的算法对获得的结果进行优化。     

Assumptions and Consequences of Treating Providers in Therapy Studies as Fixed Versus Random Effects: Reply to Crits-Christoph, Tu, and Gallop (2003) and Serlin, Wampold, and Levin (2003).

In their comments on the authors' article (see record 2003-10163-009), R. C. Serlin, B. E. Wampold, and J. R. Levin (see record 2003-10163-011) and P. Crits-Christoph, X. Tu, and R. Gallop (see record 2003-10163-010) took issue with the authors' suggestion to evaluate therapy studies with nested providers with a fixed model approach. In this rejoinder, the authors' comment on Serlin et al's critique by showing that their arguments do not apply, are based on misconceptions about the purpose and nature of statistical inference, or are based on flawed reasoning. The authors also comment on Crits-Christoph et al's critique by showing that the proposed approach is very similar to, but less inclusive than, their own suggestion. (PsycINFO Database Record (c) 2010 APA, all rights reserved)     

Surface adsorption of comb polymers by Monte Carlo simulations

This paper reports off-lattice Monte Carlo simulations of highly-branched comb homopolymers weakly adsorbed on a flat, featureless surface showing only covolume and dispersion interactions with the adsorbate. A minimal coarse-grained model, described by hard spheres connected by harmonic springs, was employed. The interaction energy of the adsorbed combs and linear chains is first discussed as a function of the molecular mass and of the number of beads in contact with the surface. The molecular size is then investigated as a function of backbone length and branching density at a fixed arm size. The apparent swelling exponents of the adsorbed combs are larger than those of the corresponding linear chains, and much larger than that of the free molecules. This result indicates a surface-induced stiffening of the comb backbone, further studied through the persistence length l_pers. It is found that l_pers increases upon adsorption over the free-molecule value, more so the larger is the branching density. Finally, the thickness of the adsorbed layer, the surface-induced molecular anisotropy and the molecular aspect ratio are investigated as a function of branching density and molecular mass.     

三探测器密度测井数据处理方法研究

数据处理方法研究是三探测器岩性密度测井研究的一个重要方面。在Monte Carlo模拟的基础上，提出了2种三探测器岩性密度测井求取地层光电吸收指数Pe和进行泥饼校正求取地层密度ρb的方法；就三探测器岩性密度测井仪DTLD—2的围岩补偿功能进行了研究。结果显示了用计算机模拟方法研究核测井问题可以节省建造实体物理模型的费用和人力，具有广泛的应用前景。     

Parametric and nonparametric Bayesian model specification: A case study involving models for count data

In this paper we present the results of a simulation study to explore the ability of Bayesian parametric and nonparametric models to provide an adequate fit to count data of the type that would routinely be analyzed parametrically either through fixed-effects or random-effects Poisson models. The context of the study is a randomized controlled trial with two groups (treatment and control). Our nonparametric approach uses several modeling formulations based on Dirichlet process priors. We find that the nonparametric models are able to flexibly adapt to the data, to offer rich posterior inference, and to provide, in a variety of settings, more accurate predictive inference than parametric models.     

Modelling diffusion-controlled kinetics in equilibrium and driven alloys

Summary We introduce a very simple model for thermally activated atomic migration on a lattice, and several techniques to handle it. For thermodynamical systems, the model can be used for simulating decomposition paths taking into account relevant metallurgical features. Close to equilibrium, the simplest mean-field approximation of the model can be linearized with respect to the departure from equilibrium; one then gets a microscopic interpretation of classical phenomenological coefficients, such as mobility, interfacial transfer coefficient, rate constants for the coupled relaxation of concentration and order fields. Further away from the equilibrium, the nonlinearities can be taken into account in a consistent way. For driven alloys, i.e. alloys submitted to external forcing, forced atomic migration is added to the model and new features emerge: the model is supported by several experimental results some of which confirmed its predictions a posteriori.     

复合功能陶瓷中的晶界渗流模型

在复合陶瓷材料中提出了晶界控制的渗液模，考虑晶界效应对渗流阀值的影响，采用ＭｏｎｔｅＣａｒｌｏ模拟，计算得到三维ＦＣＣ晶格点阵的渗流阀值约为４．５％。该结果与实验数据符合得很好。     

中和室脉冲进气的蒙特卡罗模拟及实验验证

对于中和室内的脉冲气体，用蒙特卡罗方法模拟了气体压力沿轴向的分布。并用模拟进气系统和气压瞬时测量系统，对模拟结果进行了验证。得到与模拟结果较为一致的曲线，从而为注入器真空系统的设计提供了可靠的依据。并通过实验结果，给出了气体靶厚的建立时间约为６０ｍｓ。