A method for multi-parameter PDF estimation of random variables

The probability distribution function (PDF) of a random variable Z is approximated with c·e^Q(z), where Q(z) is a polynomial function and c is normalizing constant. Based upon the weighted residual method, general linear algebraic equations have been derived for the evaluation of the unknown parameters in the polynomial. Numerical examples are presented and the results show that the PDFs obtained using the proposed method converge to those obtained from Monte Carlo simulation as the number of parameters in the approximate PDF increases.     

Lateral space-charge effects on ballistic electron transport across graded heterojunctions

Hot electron transport across graded compound semiconductor heterojunctions has been explored using a two-dimensional formulation of the self-consistent ensemble Monte Carlo method. The Al_xGa_1-xAs/GaAs heterojunction imbedded into a vertical field effect transistor with two ohmic contacts (source, drain) and two lateral Schottky gates has been used as an example. Lateral space charges modulated by the gates are shown to control ballistic injection of electrons over the heterojunction under steady state conditions. The transient response to a gate pulse is found to be determined by carrier transit from the heavily doped source contact region into the channel. A conceptual one-dimensional section model is used to explain the Monte Carlo results.     

Impact of specification changes on chloride-induced corrosion service life of bridge decks

A model was developed to determine the time to first repair and to subsequently rehabilitate concrete bridge decks exposed to chloride deicer salts. Said model incorporates the statistical nature of factors affecting the corrosion process. The time to first repair and rehabilitate was predicted for 10 bridge decks built in Virginia between 1981 and 1994.The model was validated using historical service life data for 129 bridge decks built in Virginia between 1968 and 1972. The time for rehabilitation predicted for the newer set of bridge decks was approximately 13 years longer than the normalized time for rehabilitation projected for the older bridge decks. The increase in time for rehabilitation for the newer set of bridge decks was attributed to a reduction in the specified maximum water/cement ratio and increase in clear cover depth. The probabilistic model is shown to be an advancement over the deterministic model currently in use.     

蒙特卡洛法速度谱的自动拾取

蒙特卡洛速度谱的自动拾取采用一种非线性优化的快速方法，所得叠加速度的精度可以满足常规地震资料处理中叠加的要求，转换为层速度后可用于叠前深度偏移成象，在给定初始速度模型前提下建立优化目标函数。采用蒙特卡洛非线性优化算法，以最大相似度量准则在考虑实际地质条件前提下给出速度约束条件，对初始速度模型加以扰动，自动寻找速度谱中叠加能量的全局最优解，从而获得合理的速度模型。实际地震资料处理的应用结果表明，自动拾取速度谱比常规的人工速度谱解释工作的效率大幅度提高。在SUN Ultra60机上,仅需1h即可完成2000km的地震资料的速度谱拾取任务，而且所获得的速度模型不受人为因素影响，转换所得的层速度模型用于叠前深度偏移后，获得了满意的成象效果。     

Monte Carlo simulations to determine coating uniformity in a Wurster fluidized bed coating process

This paper presents a coating model to predict the mass coating uniformity in a Wurster fluid bed coater using a Monte Carlo method. The velocity and voidage data obtained using imaging techniques on the same Wurster coater are used as inputs to the model. The semi-circular Wurster fluid bed used in this work was 22.9 cm in diameter. A batch of 3.6 kg tablets was used to conduct coating experiments and the coating weight gain distribution results were compared to predictions from the simulation. The model rigorously considers the sheltering effect of particles as they move in the spray zone. Good agreement was obtained when comparing the results with an analytical model.Spray shape and orientation of discretization were found to play an important role in predicting the coating uniformity. A simple spray experiment in a particle-free bed showed that the direction of spray material, in general, was vertically upward. Simulation results confirmed that an upward cylindrical spray model gives better agreement with experimental results compared to a solid cone spray model. Finally, the model was used to predict the changes in coating uniformity with bed operating conditions such as gas velocity and gap height. A wider coating distribution was found for the case with the lower gas velocity and gap height.     

Characterizing Performance Variation of Product Designs

Quality and reliability design practitioners have utilized Taguchi's methodology of matrix experimentation to generate computer simulation data for characterizing performance variation of product designs. However, the sampling strategy employed renders computer implementation of matrix experimentation cumbersome and statistically invalid. Weaknesses of this approach also include sample size limitation and overestimation of performance variation. An alternative approach that combines Monte Carlo simulation with the strategies of independent sampling across runs and correlated sampling between runs is presented. An application case study shows that the proposed approach constitutes an improvement on the matrix approach with respect to statistical validity and estimation accuracy.     

Tradeoffs in granularity and parallelization for a Monte Carlo shower simulation code

The EGS4 code, developed at Stanford Linear Accelerator Center, simulates electron-photon cascading phenomena. The original code is inherently sequential: processing one particle at a time. This paper reports on a series of experiments in parallelizing different versions of EGS4. Our parallel experiments were run on a 30-processor Sequent Balance B21 and a 6-processor Symmetry S27. We have considered the following approaches for parallel execution of this application code:

1. (1) Original sequential version modified for parallel processing: 1 processor;

2. (2) Version 1 run multiprocessed: 1 to 29 processors;

3. (3) Sequential version modified for large-grain parallel processing: 1 procssor;

4. (4) Version 3 run using the Sequent Microtasking Library: 1 to 29 processors.

For each approach, we discuss the relative advantages and disadvantages in the areas of coding effort, understandability and portability, as well as performance, and outline a new parallelization approach we are currently pursuing based on Large-Grain Data Flow techniques.     

基于杂波跟踪的CFAR检测研究

通过设立专门通道将图像处理技术应用于雷达检测域杂波功率数据处理,对特征杂波进行跟踪,为恒虚警处理提供背景信息.本文介绍了对抗杂波边缘的自适应CFAR检测器设计中的研究工作,设计了基于杂波跟踪的杂波属性CF(clutter feature)-CFAR检测器和结构元素SE(structuring element)-CFAR检测器,对其检测性能进行了分析.并通过蒙特卡罗(Monte Carlo)仿真方法对上述两种检测器的检测性能进行了仿真.     

Fast algorithms for computing the diameter of a finite planar set

Three algorithms for computing the diameter of a finite planar set are proposed. Although all three algorithms have (O(n ²) worst-case running time, an expected-complexity analysis shows that, under reasonable probabilistic assumptions, all three algorithms have linear expected running time. Experimental results indicate that two of these algorithms perform very well for some distributions, and are competitive with an existing method. Finally, we exhibit situations where these exact algorithms out-perform a published approximate algorithm.Research of the first author was supported by grant NSERC A 2422. Research of the second author was supported by grants NSERC A 9293, FCAC EQ-1678 and a Killam Senior Research Fellowship awarded by the Canada Council     

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.