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4 results

1. Sequential trans-dimensional Monte Carlo for range-dependent geoacoustic inversion.

Author

Dettmer, Jan, Dosso, Stan E., and Holland, Charles W.

Subjects
MONTE Carlo method, ALGORITHMS, SOUND, COMPUTER simulation, MARKOV processes
Abstract

This paper develops a sequential trans-dimensional Monte Carlo algorithm for geoacoustic inversion in a strongly range-dependent environment. The algorithm applies advanced Markov chain Monte Carlo methods in combination with sequential techniques (particle filters) to carry out geoacoustic inversions for consecutive data sets acquired along a track. Changes in model parametrization along the track (e.g., number of sediment layers) are accounted for with trans-dimensional partition modeling, which intrinsically determines the amount of structure supported by the data information content. Challenging issues of rapid environmental change between consecutive data sets and high information content (peaked likelihood) are addressed by bridging distributions implemented using annealed importance sampling. This provides an efficient method to locate high-likelihood regions for new data which are distant and/or disjoint from previous high-likelihood regions. The algorithm is applied to simulated reflection-coefficient data along a track, such as can be collected using a towed array close to the seabed. The simulated environment varies rapidly along the track, with changes in the number of layers, layer thicknesses, and geoacoustic parameters within layers. In addition, the seabed contains a geologic fault, where all layers are offset abruptly, and an erosional channel. Changes in noise level are also considered. [ABSTRACT FROM AUTHOR]

Published
2011
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2. First-order phase transitions in repulsive rigid k-mers on two-dimensional lattices

Author

A.J. Ramirez-Pastor, P. M. Pasinetti, and F. Romá

Subjects
Work (thermodynamics), Phase transition, PHASE TRANSITIONS, Ciencias Físicas, Monte Carlo method, General Physics and Astronomy, Phase Transition, Rod, purl.org/becyt/ford/1 [https], Computer Simulation, Hexagonal lattice, Physical and Theoretical Chemistry, Physics, Condensed matter physics, purl.org/becyt/ford/1.3 [https], MONTE CARLO METHODS, Renormalization group, CRITICAL EXPONENTS, Square lattice, ADSORBED LAYERS, Models, Chemical, Thermodynamics, Monte Carlo Method, Critical exponent, Algorithms, CIENCIAS NATURALES Y EXACTAS, Física de los Materiales Condensados
Abstract

In a previous paper [F. Romá, A. J. Ramirez-Pastor, and J. L. Riccardo, Phys. Rev. B 72, 035444 (2005)], the critical behavior of repulsive rigid rods of length k (k-mers) on a square lattice at half coverage has been studied by using Monte Carlo (MC) simulations. The obtained results indicated that (1) the phase transition occurring in the system is a second-order phase transition for all adsorbate sizes k; and (2) the universality class of the transition changes from 2D Ising-type for monomers (k = 1) to an unknown universality class for k ≥ 2. In the present work, we revisit our previous results together with further numerical evidences, resulting from new extensive MC simulations based on an efficient exchange algorithm and using high-performance computational capabilities. In contrast to our previous conclusions (1) and (2), the new numerical calculations clearly support the occurrence of a first-order phase transition for k ≥ 2. In addition, a similar scenario was found for k-mers adsorbed on the triangular lattice at coverage k/(2k+1). Fil: Pasinetti, Pedro Marcelo. Consejo Nacional de Investigaciones Científicas y Técnicas. Centro Científico Tecnológico Conicet - San Luis. Instituto de Física Aplicada "Dr. Jorge Andrés Zgrablich". Universidad Nacional de San Luis. Facultad de Ciencias Físico Matemáticas y Naturales. Instituto de Física Aplicada "Dr. Jorge Andrés Zgrablich"; Argentina Fil: Romá, Federico José. Consejo Nacional de Investigaciones Científicas y Técnicas. Centro Científico Tecnológico Conicet - San Luis. Instituto de Física Aplicada "Dr. Jorge Andrés Zgrablich". Universidad Nacional de San Luis. Facultad de Ciencias Físico Matemáticas y Naturales. Instituto de Física Aplicada "Dr. Jorge Andrés Zgrablich"; Argentina Fil: Ramirez Pastor, Antonio Jose. Consejo Nacional de Investigaciones Científicas y Técnicas. Centro Científico Tecnológico Conicet - San Luis. Instituto de Física Aplicada "Dr. Jorge Andrés Zgrablich". Universidad Nacional de San Luis. Facultad de Ciencias Físico Matemáticas y Naturales. Instituto de Física Aplicada "Dr. Jorge Andrés Zgrablich"; Argentina

Published
2012

3. Efficient computation of parameter sensitivities of discrete stochastic chemical reaction networks

Author

Muruhan Rathinam, Patrick W. Sheppard, and Mustafa Khammash

Subjects
Stochastic Processes, Models, Genetic, Computer science, Stochastic process, Monte Carlo method, General Physics and Astronomy, Markov process, Estimator, Models, Biological, symbols.namesake, Models, Chemical, Theoretical Methods and Algorithms, Stochastic simulation, symbols, Variance reduction, Computer Simulation, Sensitivity (control systems), Physical and Theoretical Chemistry, Algorithm, Algorithms, Parametric statistics
Abstract

Parametric sensitivity of biochemical networks is an indispensable tool for studying system robustness properties, estimating network parameters, and identifying targets for drug therapy. For discrete stochastic representations of biochemical networks where Monte Carlo methods are commonly used, sensitivity analysis can be particularly challenging, as accurate finite difference computations of sensitivity require a large number of simulations for both nominal and perturbed values of the parameters. In this paper we introduce the common random number (CRN) method in conjunction with Gillespie’s stochastic simulation algorithm, which exploits positive correlations obtained by using CRNs for nominal and perturbed parameters. We also propose a new method called the common reaction path (CRP) method, which uses CRNs together with the random time change representation of discrete state Markov processes due to Kurtz to estimate the sensitivity via a finite difference approximation applied to coupled reaction paths that emerge naturally in this representation. While both methods reduce the variance of the estimator significantly compared to independent random number finite difference implementations, numerical evidence suggests that the CRP method achieves a greater variance reduction. We also provide some theoretical basis for the superior performance of CRP. The improved accuracy of these methods allows for much more efficient sensitivity estimation. In two example systems reported in this work, speedup factors greater than 300 and 10 000 are demonstrated.

Published
2010

4. Monte Carlo calculation of second and third virial coefficients of small-scale comb polymers on lattice

Author

Yoshiyuki Kawazoe, Atsuo Kasuya, Yo Nakamura, Kazuhito Shida, and Kaoru Ohno

Subjects
Models, Molecular, chemistry.chemical_classification, Models, Statistical, Polymers, Monte Carlo method, Molecular Conformation, General Physics and Astronomy, Polymer, Models, Chemical, chemistry, Virial coefficient, Lattice (order), Computer Simulation, Statistical physics, Physical and Theoretical Chemistry, Monte Carlo Method, Algorithms
Abstract

This paper reports the first computational estimation of the comb polymers' third virial coefficients. The number of the chains in the comb polymers range from 5 to 11. An algorithm that counts the contributing terms of the third virial coefficients in an accelerated manner is presented along with its efficiency dependence on the polymers' size. In addition, the second virial coefficients are estimated for the comb polymers and compared to previously reported results.

Published
2007