Water resource management and flood forecasting are crucial societal and financial stakes requiring reliable predictions of flow parameters (depth, velocity), the accuracy of which is often limited by uncertainties in hydrodynamic numerical models. In this study, we assess the effect of two uncertainty sources, namely breach characteristics induced by overtopping and the roughness coefficient, on water elevations and inundation extent. A two-dimensional (2D) hydraulic solver was applied in a Monte Carlo integration framework to a reach of the Loire river (France) including about 300 physical parameters. Inundation hazard maps for different flood scenarios allowed highlighting the impact of the breach development chronology. A special attention was paid to proposing a relevant sensitivity analysis to exam the factors influencing the depth and extent of flooding. The spatial analysis of vulnerability area induced by a levee breach width exhibits that, with increasing the flood discharge, the rise of the parameter influence is accompanied by a more localized spatial effect. This argues for a local analysis to allow a clear understanding of the flood hazard. The physical interpretation, highlighted by a global sensitivity analysis, showed precisely the dependence of the flood simulation on the main factors studied, i.e. the roughness coefficients and the characteristics of the breaches.

Systematic traders employ algorithmic strategies to manage their investments. As a result of the deterministic nature of such strategies, it is possible to determine their exact responses to any conceivable set of market conditions. Consequently, sensitivity analysis can be conducted to systematically uncover undesirable strategy behavior and enhance strategy robustness by adding controls to reduce exposure during periods of poor performance / unfavorable market conditions or increase exposure during periods of strong performance / favorable market conditions. In this study, we formulate both a simple systematic trend-following strategy (i.e., trading model) to simulate investment decisions, and a market model to simulate the evolution of instrument prices. We then map the relationship between market model parameters under various conditions and strategy performance. We focus, in particular, on identifying the performance impact of changes in both serial dependence in price variability and changes in the trend. The long-range serial dependence of the true range worsens performance of the simple classic trend-following strategy. During periods of strong performance, the dispersion of trading outcomes increases significantly as long-range serial dependence increases.

Sword-duels are interesting, from a game-theoretical perspective, as they correspond to sudden-death interactions between players (i.e., defeat means removal from the game), and where victory/defeat depend on not just skill, but also luck. Analyzing probabilities of victory streaks, given a certain level of self and others' skill, is thus relevant for any application domain that can be modeled in the same way. This paper takes inspiration from Miyamoto Musashi, famously undefeated for 61 duels, and implements a Markov-chain Monte-Carlo simulation approach to evaluate this scenario. Results suggest that a 61 victory streak can be probabilistically observed when skill level is roughly 6.5 times that of the average duelist, and with 95\% confidence when skill level is roughly 1000 times that of the average duelist. More generally, this paper provides a method for determining chances of victory streaks in game-theoretical sudden-death encounters, when both "skill" and "luck" contribute to the outcome of the encounter. Specific scenarios can be modeled by modifying the utilized Markov chain and adjusting sampled distributions as required.

Mobile robots need an environmental perception ability in order to interact with the surrounding environment. In this paper we present the G-SLAM method, where the map is consisted of a cloud of scattered points in the continuous space and each point is accompanied by an obstacle existence probability. On the other hand the robot's pose (and trajectory) is estimated by an particle filters while the cloud of points is estimated by an adaptive recursive algorithm which is presented. Main feature of the presented method is the adaptive repositioning of the scattered points and their convergence around obstacles. In addition to our previous publications, In this paper a mathematical derivation of the method is presented and real case scenarios are discussed, presented and compared with other methods.

The practice of spatial econometrics revolves around a weighting matrix, which is often supplied by the user on previous knowledge. This is the so called $\mathbf{W}$ issue. Probably, the aprioristic approach is not the best solution although, nowadays, there few alternatives for the user. Our contribution focuses on the problem of selecting a $\mathbf{W}$ matrix from among a finite set of matrices, all of them considerer appropriate for the case. We develop a new and simple method based on the Entropy corresponding to the distribution of probability estimated for the data. Other alternatives, which are common in current applied work, are also reviewed. The paper includes a large Monte Carlo to calibrate the effectiveness of our approach compared to the others. A well-known case study is also included.

Flexible implementations of Monte Carlo Tree Search (MCTS), combined with domain specific knowledge and hybridization with other search algorithms, can be a very powerful for the solution of problems in complex planning. We introduce mctreesearch4j, a standard MCTS implementation written as a standard JVM library following key design principles of object oriented programming. We define key class abstractions allowing the MCTS library to flexibly adapt to any well defined Markov Decision Process or turn-based adversarial game. Furthermore, our library is designed to be modular and extensible, utilizing class inheritance and generic typing to standardize custom algorithm definitions. We demon- strate that the design of the MCTS implementation provides ease of adaptation for unique heuristics and customization across varying Markov Decision Process (MDP) domains. In addition, the implementation is reasonably performant and accurate for standard MDP’s. In addition, via the implementation of mctreesearch4j, the nuances of different types of MCTS algorithms are discussed.

This research evaluates the inhibitory effect of L-amino acids (AAs) with different side chain lengths on Fe surface implementing Monte Carlo (MC) simulation. A quantitative and qualitative description of the adsorption behavior of AAs on the iron surface has been carried out. Calculations have shown that the absolute values of the adsorption energy of L-amino acids increase with side chain prolongation; they are also determined by the presence of heteroatoms. AAs from nonpolar and basic groups have the best adsorption ability to the iron surface, which indicates their highest inhibitory efficiency according to the results of MC simulation.

Muography is an expanding technique for the investigation of the internal structure of targets of interest in geophysics. The flux of high penetrating muons produced by primary cosmic rays is attenuated by traversing kilometer size objects like X-ray flux is attenuated through the human body. This gives the possibility to study the internal structure of volcanoes or underground cavities, e.g., starting from the measure of the muon flux transmission through the target. Many groups of researchers working with this technique have to face with high background level that afflicts the reconstruction of muon tracks near the horizontal direction. An important source of background is the scattering of particles near the detector that produces a wrong reconstruction of the incoming direction. An innovative technique based on Cherenkov radiation was investigated by means of Monte Carlo simulations developed in Geant4 toolkit and MATLAB. The results reported in this paper show that the presented technique is able to correctly distinguish the incoming direction of particles with an efficiency higher than 98%. This new kind of detector could represent an alternative for high resolution charged particle tracking also for other applications.

Evaluating new, promising organic molecules to make next-generation organic optoelectronic devices necessitates the evaluation of charge carrier transport performance through the semi-conducting medium. In this work, we utilize quantum chemical calculations (QCC) and kinetic Monte Carlo (KMC) simulations to predict the zero-field hole mobilities of ~100 morphologies of the benchmark polymer poly(3-hexylthiophene), with varying simulation volume, structural order, and chain-length polydispersity. Morphologies with monodisperse chains were generated previously using an optimized molecular dynamics force-field and represent a spectrum of nanostructured order. We discover that a combined consideration of backbone clustering and system-wide disorder arising from side-chain conformations are correlated with hole mobility. Furthermore, we show that strongly interconnected thiophene backbones are required for efficient charge transport. This definitively shows the role "tie-chains" play in enabling mobile charges in P3HT. By marrying QCC and KMC over multiple length- and time-scales, we demonstrate that it is now possible to routinely probe the relationship between molecular nanostructure and device performance.

The present work is concerned with the study of the generalized Langevin equation and its link to the physical theories of statistical mechanics and scale relativity. It is demonstrated that the form of the coefficients of Langevin equation depend critically on the assumption of continuity of the reconstructed trajectory. This in turn demands for the fluctuations of the diffusion term to be discontinuous in time. This paper further investigates the connection between the scale-relativistic and stochastic mechanics approaches, respectively, with the study of the Burgers equation, which in this case appears as a stochastic geodesic equation. By further demanding time reversibility of the drift the Langevin equation can also describe equivalent quantum-mechanical systems in a path-wise manner. The resulting statistical description obeys the Fokker-Plank equation of the probability density of the differential system, which can be readily estimated from Monte Carlo simulations of the random paths. Based on the Fokker-Plank formalism a new derivation of the transient probability densities is presented. Finally, stochastic simulations are compared to the theoretical results.

We develop an interactive likelihood (ILH) for sequential Monte-Carlo (SMC) methods for image-based multiple target tracking applications. The purpose of the ILH is to improve tracking accuracy by reducing the need for data association. In addition, we integrate a recently developed deep neural network for pedestrian detection along with the ILH with a multi-Bernoulli filter. We evaluate the performance of the multi-Bernoulli filter with the ILH and the pedestrian detector in a number of publicly available datasets (2003 PETS INMOVE, AFL, and TUD-Stadtmitte) using standard, well-known multi-target tracking metrics (OSPA and CLEAR MOT). In all datasets, the ILH term increases the tracking accuracy of the multi-Bernoulli filter.

Dermal water content is an important biophysical parameter in preserving skin integrity and preventing skin damage. Traditional electrical-based and open-chamber evaporimeters have several well-known limitations. In particular, such devices are costly, sizeable, and only provide arbitrary outputs. They also do not permit continuous and non-invasive monitoring of dermal water content, which can be beneficial for various consumer, clinical and cosmetic purposes. We report here on the design and development of a digital multi-wavelength optical sensor that performs continuous and non-invasive measurement of dermal water content. In-silico investigation on porcine skin was carried out using the Monte Carlo modelling strategy to evaluate the feasibility and characterise the sensor. Subsequently, an in-vitro experiment was carried out to evaluate the performance of the sensor and benchmark its accuracy against a high-end, broad band spectrophotometer. Reference measurements were made against gravimetric analysis. The results demonstrate that the developed sensor can deliver accurate, continuous, and non-invasive measurement of skin hydration through measurement of dermal water content. Remarkably, the novel design of the sensor exceeded the performance of the high-end spectrophotometer due to the important denoising effects of temporal averaging. The authors believe, in addition to wellbeing and skin health monitoring, the designed sensor can particularly facilitate disease management in patients presenting diabetes mellitus, hypothyroidism, malnutrition, and atopic dermatitis.

The residential sector in the United States is in need of comprehensive policy-making reforms that concurrently address housing affordability and environmental sustainability. This study investigates the feasibility of state-wide zero-energy affordable housing by analyzing historical data on climate, energy use, and solar system costs in the Commonwealth of Virginia. The hypothesis examined is that the net present cost of implementation of rooftop residential solar systems to achieve zero-energy Low-Income Housing Tax Credit (LIHTC) buildings is lower than the discounted present cost of energy of otherwise identical conventional buildings that run without renewable energy generation systems. The authors propose a generalizable framework for analyzing the feasibility of achieving region- or state-wide zero-energy LIHTC developments. To validate the framework, the authors employ a longitudinal sample of monthly energy use data from 2013-2016 obtained from 310 residential units of 15 LIHTC developments across the state. Based on statistical regression analysis, energy simulation, and simulation-based risk analysis, the authors find that the net present value of zero-energy LIHTC investments can be positive with a low risk. The investment value varies often depending on the zero-energy building definition, weather characteristics, retail price of electricity, and incentive rate. This study can help housing policymakers and industry professionals analyze and benchmark the feasibility of innovative zero-energy housing policies and projects.

The reliability analysis allows to estimate the system's probability of detecting and identifying outlier. Failure to identify an outlier can jeopardise the reliability level of a system. Due to its importance, outliers must be appropriately treated to ensure the normal operation of a system. The system models are usually developed from certain constraints. Constraints play a central role in model precision and validity. In this work, we present a detailed optical investigation of the effects of the hard and soft constraints on the reliability of a measurement system model. Hard constraints represent a case in which there exist known functional relations between the unknown model parameters, whereas the soft constraints are employed for the case where such functional relations can slightly be violated depending on their uncertainty. The results highlighted that the success rate of identifying an outlier for the case of hard constraints is larger than soft constraints. This suggested that hard constraints should be used in the stage of pre-processing data for the purpose of identifying and removing possible outlying measurements. After identifying and removing possible outliers, one should set up the soft constraints to propagate the uncertainties of the constraints during the data processing. This recommendation is valid for outlier detection and identification purpose.

In this paper we evaluate the effects of hard and soft constraints on the Iterative Data Snooping (IDS), an iterative outlier elimination procedure. Here, the measurements of a levelling geodetic network were classified according to the local redundancy and maximum absolute correlation between the outlier test statistics, referred to as clusters. We highlight that the larger the relaxation of the constraints, the higher the sensitivity indicators MDB (Minimal Detectable Bias) and MIB (Minimal Identifiable Bias) for both the clustering of measurements and the clustering of constraints. There are circumstances that increase the family-wise error rate (FWE) of the test statistics, increase the performance of the IDS. Under a scenario of soft constraints, one should set out at least three soft constraints in order to identify an outlier in the constraints. In general, hard constraints should be used in the stage of pre-processing data for the purpose of identifying and removing possible outlying measurements. In that process, one should opt to set out the redundant hard constraints. After identifying and removing possible outliers, the soft constraints should be employed to propagate their uncertainties to the model parameters during the process of least-squares estimation.

Nowadays, the uses of laser and optics in the medical areas are extremely vivid, especially low-level laser therapy. The light with the wavelength of 633 nm to 1200 nm could penetrate and propagate deep in biological tissue. To develop the low-level laser therapy device, optimizing light delivery is critical to accurately stimulate the biological effects inside the biological tissue. Nevertheless, each form of the tissues at each zone on the body had various refractive optic, absorption, scattering, and anisotropy coefficients. This paper describes the simulation results of low-level laser propagation from skin surface at the lower spine, the knee, the femur and the prostate gland with four wavelengths (633 nm, 780 nm, 850 nm, and 940 nm) by the Monte Carlo method. These simulation results are the base for developing the low-level laser therapy device, that could be used in clinical for treating the fracture, knee osteoarthritis, spinal degeneration, and benign prostatic hypertrophy.

Ability of quantitative structure – property / activity relationships (QSPRs/QSARs) to serve for epistemological processes in natural sciences is discussed. Some weirdness of QSPR/QSAR state-of-art are listed. There are some contradictions in the research results in this area. Sometimes, these should be classified as paradoxes or weirdness. These points often are ignored. Here these are listed and briefly commented. In addition, hypothesises on the future evolution of the QSPR/QSAR theory and practice are suggested.

Land Surface Temperature (LST) is a basic parameter in energy exchange between the land and atmosphere and is frequently used in many sciences such as climatology, hydrology, agriculture, ecology, etc. LST time series data have usually deficient, missing and unacceptable data caused by the presence of clouds in images, presence of dust in atmosphere and sensor failure. In this study, Singular Spectrum Analysis (SSA) algorithm was used to resolve the problem of missing and outlier data caused by cloud cover. The region studied in the present research included an image frame of MODIS with horizontal number 22 and vertical number 05 (h22v05). This image involved a large part of Iran and Turkmenistan and Caspian Sea. In this study, MODIS LST sensor (MOD11A1) was used during 2015 with 1×1 Km spatial resolution and day/night LST data (daily temporal resolution). The results of the data quality showed that cloud cover caused 36.37% of missing data in the studied time series with 730 day/night LST images. Further, the results of SSA algorithm in reconstruction of LST images indicated the Root Mean Square Error (RMSE) of 2.95 K between the original and reconstructed data in LST time series in the study region. In general, the findings showed that SSA algorithm using spatio-temporal interpolation in LST time series can be effectively used to resolve the problem of missing data caused by cloud cover.

3D facial surface imaging is a useful tool in dentistry and in terms of diagnostics and treatment planning. Between-groups PCA (bgPCA) is a method that has been used to analyse shapes in biological morphometrics, although various “pathologies” of bgPCA have recently been proposed. Monte Carlo (MC) simulated datasets were created here in order to explore “pathologies” of multilevel PCA (mPCA), where mPCA with two levels is equivalent to bgPCA. The first set of MC experiments involved 300 uncorrelated normally distributed variables, whereas the second set of MC experiments used correlated multivariate MC data describing 3D facial shape. We confirmed previous results of other researchers that indicated that bgPCA (and so also mPCA) can give a false impression of strong differences in component scores between groups when there is none in reality. These spurious differences in component scores via mPCA reduced strongly as the sample sizes per group were increased. Eigenvalues via mPCA were also found to be strongly effected by imbalances in sample sizes per group, although this problem was removed by using weighted forms of covariance matrices suggested by the maximum likelihood solution of the two-level model. However, this did not solve problems of spurious differences between groups in these simulations, which was driven by very small sample sizes in one group here. As a “rule of thumb” only, all of our experiments indicate that reasonable results are obtained when sample sizes per group in all groups are at least equal to the number of variables. Interestingly, the sum of all eigenvalues over both levels via mPCA scaled approximately linearly with the inverse of the sample size per group in all experiments. Finally, between-group variation was added explicitly to the MC data generation model in two experiments considered here. Results for the sum of all eigenvalues via mPCA predicted the asymptotic amount for the total amount of variance correctly in this case, whereas standard “single-level” PCA underestimated this quantity.

This study evaluates eight-year ownership costs for battery electric vehicles (BEV) versus non-plugin hybrid vehicles using forecasting to estimate future electricity and conventional gasoline prices and incorporating these in a multiple design of experiments simulation. Results suggest that while electric vehicles are statistically dominant in terms of variable costs over an 8-year life-span, high-performance hybrid non-plugins achieve variable fuel costs nearly as good as low-performing electric vehicles (those attaining only 3 miles per kilowatt hour) and that these hybrid acquisition costs are (on average) lower yet the vehicles retain higher residual values. In general, the six smallest ownership costs are split evenly between hybrid and electric vehicles; however, inflation for conventional regular gasoline is estimated to outstrip inflation per kilowatt hour. Thus, non-plugin hybrid cars are likely to require considerably more advanced engineering to keep pace.

Monte Carlo Filtering (MCF) is one of the methods of Experimental Statistical Energy Analysis (E-SEA), which allows the correction of a negative LF (Loss Factor). In this article, a modification of the MCF method, called DESA (Diagonal Extension of the Search Area), is proposed. The technique applies a non-uniform extension of the search area when generating a population of normalized energy matrices. The degree of expansion of the search area is controlled by the Diagonal Penalty Factor (DPF). The authors demonstrated the method's effectiveness on a system that could not be identified in several frequency bands by the classical MCF method. After applying DESA, it was possible to fill in the problematic bands that were missing CLF and DLF values. The paper also proposes a way to minimize the errors introduced by using overly high DPF values.

The rational fabrication of low-dimensional materials with a well-defined topology and functions is an incredibly important aspect of nanotechnology. In particular, the on-surface synthesis (OSS) methods based on the bottom-up approach enable facile construction of sophisticated molecular architectures unattainable by traditional methods of wet chemistry. Among such supramolecular constructs especially interesting are surface-supported metal-organic networks (SMONs), composed of low-coordinated metal atoms and π-aromatic bridging linkers differing in size, shape and functionalization scheme. In this work, the lattice Monte Carlo (MC) simulation technique was used to extract the chemical information encoded in a family of Y-shaped positional isomers coadsorbed with trivalent metal atoms on a flat metallic surface with (111) geometry. For this purpose the investigated tritopic molecules/metal atoms were carefully mapped on a triangular lattice as interconnected/isolated segments with appropriatelly embedded anisotropic interactions. Depending on the intramolecular distribution of active centers (functional groups) within the simulated molecular bricks, we observed the metal-directed self-assembly of two-dimensional (2D) openwork patterns, aperiodic mosaics and metal-organic ladders. The obtained theoretical findings could be especially relevant for the scanning tunneling microscopy (STM) experimentalists interested in a surface-assisted construction of complex nanomaterials stabilized by directional coordination bonds.

Accurate treatment planning in radiotherapy essentially decreases secondary damage to healthy tissue surrounding the tumor. Due to plans to use a direct, highly collimated, narrow beam with high intensity to treat small area tumors, researchers have studied microbeam radiation therapy extensively. Using a synchrotron beam as the radiation source may help to limit secondary damage, but treatment planning using computerized simulations and dosimetry is still necessary to achieve optimal results. For this purpose, PDA-gel dosimeters were developed and their sensitivity around a 150 keV induced synchrotron X-ray radiation beam was examined via Monte Carlo simulations using the EGS5 code system. The microbeam development is now at the animal study stage. In this study, we simulate the irradiation of a rat's brain. The simulation results obtained spectra for two types of PDA-gel dosimeters that were compared with the spectrum obtained in a modelized brain tumor of a rat. Additionally, percentage depth dose curves were calculated for the brain tissue and the two gels. Correction equations for the dosimeters were obtained from the dose-difference plots. For further references, these equations can be used to calculate the actual dose in a brain tumor in a rat. The Monte Carlo simulations demonstrate that PDA-gel dosimeters can be used as a reference technique in planning treatment using synchrotron irradiations and in other medical treatment planning methods.

We report the results of the characterization of local Monte Carlo (MC) dynamics of an equilibrium bond fluctuation model polymer matrix (BFM), in time interval typical for MC simulations of non-linear optical phenomena in host-guest systems. The study contributes to the physical picture of the dynamical aspects of quasi-binary mosaic states characterized previously in the static regime. The polymer dynamics was studied at three temperatures (below, above and close to the glass transition), using time-dependent generalization of the static parameters which characterize local free volume and local mobility of the matrix. Those parameters play the central role in the kinetic MC model of host-guest systems. The analysis was done in terms of the probability distributions of instantaneous and time-averaged local parameters. The main result is the characterization of time scales characteristic of various local structural processes. Slowing down effects close to the glass transition are clearly marked. The approach yields an elegant geometric criterion for the glass transition temperature. A simplified quantitative physical picture of the dynamics of guest molecules dispersed in BFM matrix at low temperatures offers a starting point for stochastic modeling of host-guest systems.

With data for SARS-CoV-2 and with many countries entering the second wave of contagion required the improvement of the forecasting model, structuring its model to forecast the peak of the first and second contagion wave in Brazil. The Model Estimation for SARS-CoV-2 Peak Contagion (MESPC) was structured, capable of estimating the peak of contagion for SARS-CoV-2 in the first and second waves, as the main objective of this work. Using the MESPC model, it was possible to estimate, with a certain reliability degree, the peak of contagion for the first and second waves in Brazil, with one day difference from the real to the forecast. It is possible to use MESPC to forecast the peak of contagion for several regions, provided that the necessary structure and calibration are respected.

The tobacco epidemic is one of the leading public health threats the world has ever faced and public health policy that seeks to limit the problem may not only have to target the price of tobacco but also the initiation stage in a smoker’s life – the adolescent stage. This research contributes to the health economics literature by using a Bayesian hierarchical logistic model, estimated using Hamiltonian Monte Carlo (HMC) methods to empirically identify what drives the intentions to quit smoking among adolescent smokers in Zambia. Results suggest that among the junior secondary school-going adolescent smokers in Zambia, about 63% have plans to quit smoking. We find socio-demographic characteristics and several tobacco-smoking-related factors as the main drivers of adolescent smokers’ plans to quit smoking. Most importantly, we provide insights that could be useful to help adolescent smokers realize their quitting plans.

In this paper the authors present a method which facilitates computationally efficient parameter estimation of dynamical systems from a continuously growing set of measurement data. It is shown that the proposed method, which utilises Sequential Monte Carlo samplers, is guaranteed to be fully parallelisable (in contrast to Markov chain Monte Carlo methods) and can be applied to a wide variety of scenarios within structural dynamics. Its ability to allow convergence of one's parameter estimates, as more data is analysed, sets it apart from other sequential methods (such as the particle filter).

Dynamic hedging has been adopted by many insurance companies to mitigate the financial risks associated with variable annuity guarantees. In order to simulate the performance of dynamic hedging for variable annuity products, insurance companies rely on nested stochastic projections, which is highly computationally intensive and often prohibitive for large variable annuity portfolios. Metamodeling techniques have recently been proposed to address the computational issues. However, it is difficult for researchers to obtain real datasets from insurance companies to test metamodeling techniques and publish the results in academic journals. In this paper, we create synthetic datasets that can be used for the purpose of addressing the computational issues associated with the nested stochastic valuation of large variable annuity portfolios. The runtime used to create these synthetic datasets would be about 3 years if a single CPU were used. These datasets are readily available to researchers and practitioners so that they can focus on testing metamodeling techniques.

During the recent decades, global warming by greenhouse gas evolution has attracted worldwide attention and evermore strict regulations thereon have become institutionalized as international policies. In the process, more environment-friendly power generation technologies have been developed utilizing fossil fuels with a view to timely commercialization. As one of such “clean coal” technology, Integrated Gasification Fuel Cell system is a promising power generation means and COS hydrolysis reactor is installed downstream of coal syngas to remove acidic gas constituents such as H2S and COS. The most significant design parameters affecting performance of the COS hydrolysis reactor were selected to be GHSV, (catalytic) reaction temperature, and length ratio and numerical modeling was performed considering heat and fluid flow transfer as well as chemical reaction kinetics. Effect of the selected design parameters on the variation of conversion rate and reactant gas mixture concentration were comprehensively investigated to predict performance of COS hydrolysis reactor. Stochastic modeling of reactor performance was finally performed using Monte Carlo simulation and linear regression fitting.

Markov chain Monte Carlo sampling propagators, including numerical integrators for stochastic dynamics, are central to the calculation of thermodynamic quantities and determination of structure for molecular systems. Efficiency is paramount, and to a great extent, this is determined by the integrated autocorrelation time (IAcT). This quantity varies depending on the observable that is being estimated. It is suggested that it is the maximum of the IAcT over all observables that is the relevant metric. Reviewed here is a method for estimating this quantity. For reversible propagators (which are those that satisfy detailed balance), the maximum IAcT is determined by the spectral gap in the forward transfer operator, but for irreversible propagators, the maximum IAcT can be far less than or greater than what might be inferred from the spectral gap. This is consistent with recent theoretical results (not to mention past practical experience) suggesting that irreversible propagators generally perform better if not much better than reversible ones. Typical irreversible propagators involve a parameter controlling the mix of ballistic and diffusive movement. To gain insight into the effect of the damping parameter for Langevin dynamics, its optimal value is obtained here for a multidimensional quadratic potential energy function.

With the growth of air traffic demand in busy airspace, there is an urgent need for airspace sectorization to increase air traffic throughput and ease the pressure on controllers. The purpose of this paper is to develop a method framework that can perform airspace sectorization automatically, reasonably, which can be used as an advisory tool for controllers as an automatic system, especially for eliminating irregular sector shapes generated by simulated annealing algorithm (SAA) based on region growth method. Two graph cutting method, dynamic Monte Carlo method by changing location of flexible vertices (MC-CLFV) and Monte Carlo method by radius changing (MC-RC) were developed to eliminating irregular sector shapes generated by SAA in post-processing. The experimental results show that the proposed method framework of AS can automatically and reasonably generate sector design schemes that meet the design criteria. Our methodology framework and software can provide assistant design and analysis tools for airspace planners to design airspace, improve the reliability and efficiency of airspace design, and reduce the burden of airspace planners. In addition, this lays the foundation for reconstructing airspace with more intelligent method.

Seismic travel time tomography using surface waves is an effective tool for three-dimensional crustal imaging. Historically, these surface waves are the result of active seismic sources or earthquakes. More recently, however, also surface waves retrieved through the application of seismic interferometry are exploited. Conventionally, two-step inversion algorithms are employed to solve the tomographic inverse problem. That is, a first inversion results in frequency-dependent, two-dimensional maps of phase velocity, which then serve as input for a series of independent, one-dimensional frequency-to-depth inversions. As such, a two-dimensional grid of localized depth-dependent velocity profiles are obtained. Stitching these separate profiles together subsequently yields a three-dimensional velocity model. Relatively recently, a one-step three-dimensional non-linear tomographic algorithm has been proposed. The algorithm is rooted in a Bayesian framework using Markov chains with reversible jumps, and is referred to as transdimensional tomography. Specifically, the three-dimensional velocity field is parameterized by means of a polyhedral Voronoi tessellation. In this study, we investigate the potential of this algorithm for the purpose of recovering the three-dimensional surface-wave-velocity structure from ambient noise recorded on and around the Reykjanes Peninsula, southwest Iceland. To that end, we design a number of synthetic tests that take into account the station configuration of the Reykjanes seismic network. We find that the algorithm is able to recover the 3D velocity structure at various scales in areas where station density is high. In addition, we find that the standard deviation on the recovered velocities is low in those regions. At the same time, the velocity structure is less well recovered in parts of the peninsula sampled by fewer stations. This implies that the algorithm successfully adapts model resolution to the density of rays. Also, it adapts model resolution to the amount of noise on the travel times. Because the algorithm is computationally demanding, we modify the algorithm such that computational costs are reduced while sufficiently preserving non-linearity. We conclude that the algorithm can now be applied adequately to travel times extracted from (time-averaged) station-station cross correlations by the Reykjanes seismic network.

We numerically study surface models defined on hexagonal disks with a free boundary. 2D surface models for planer surfaces have recently attracted interest due to the engineering applications of functional materials such as graphene and its composite with polymers. These 2D composite meta-materials are strongly influenced by external stimuli such as thermal fluctuations if they are sufficiently thin. For this reason, it is very interesting to study the shape stability/instability of thin 2D materials against thermal fluctuations. In this paper, we study three types of surface models including Landau-Ginzburg (LG) and Helfirch-Polyakov models defined on triangulated hexagonal disks using the parallel tempering Monte Carlo simulation technique. We find that the planer surfaces undergo a first-order transition between the smooth and crumpled phases in the LG model and continuous transitions in the other two models. The first-order transition is relatively weaker compared to the transition on spherical surfaces already reported. The continuous nature of the transition is consistent with the reported results, although the transitions are stronger than that of the reported ones.

This work analyzes the severity and risk associated with Automatic Dependent Surveillance-Broadcast (ADS-B) message drop out in Detect and Avoid (DAA) function of Unmanned Aircraft System (UAS). Performance assessment of the Universal Access Transceiver (UAT) ADS-B message implies that in some cases ADS-B fails to update within a specified update interval, which is referred to as drop out in this work. ADS-B is a fundamental surveillance sensor for both class 1 and class 2 DAA systems. Message loss or drop out has been found as one of the common limitations of the ADS-B system. The key feature of this study is incorporating the update rate of real ADS-B data transmitted from the manned aircraft. The data were received from the Grand Forks International Airport, North Dakota. Monte Carlo method has been adopted to resolve encounter scenarios in the presence of drop out. The change in the alert triggered by the UAS DAA in the presence of ADS-B drop out has been investigated. Furthermore, the risk matrices are created to quantify the associated risk with drop out affected alerts. Simulation results depict that both the duration of drop out and DAA look-ahead time affect the alert-triggering function of UAS. With a small look- ahead window and longer duration of drop out, the number of warning alerts increases. Also, alerts are affected more during an overtaking encounter than that of a head-to-head encounter. A system-level analysis is also carried out to recognize the potential reasons behind the ADS-B drop out.

An important aspect of PET imaging in clinical application is the localization and detection of tumors and lesions by administering a predetermined amount of radiotracer. This allows for example, a detailed view of what is going inside the patient body in cellular level. The quality of PET image is strongly dependent on the amount of administrated radiotracer and the patient’s body parameters. As the amount of injection radiotracer increases, the quality of resulting image increases and the lesion detection efficiency increases. The PET examiner society recognizes that any dose of radiotracer is associated with some possible radiation risks. It can harmful to the patient if essential PET imaging session is not made due to fear of radiation risk. In order to ensure the highest quality diagnosis and the smallest radiation risk, the patient should receive the smallest amount of radiotracer that provide image with sufficient quality. Our study is focused on proposing an efficient PET simulation tool that predict the smallest possible amount of administrated radiotracer to provides the appropriate diagnostic information based on significant patient’s body parameters (weight, age) at fixed scanning to improve the clinical diagnostic process in term of tumor detecting and localization. We have built a model of particular PET scanner and model of patient based on real MRI image and digital anthropomorphic phantom of our region of interest (brain). We have performed Monte Carlo simulation for whole PET procedure with special parameter In evaluating stage, a dataset of 60 patient is used and 11 independent dose prediction simulation for each patient are performed. We conclude that our simulator perform a desirable and efficient prediction of injection radiotracer amount that optimizes the current clinical amount up to 28%. In addition, we found that the total injected radiotracer dosage for adult patients are mostly affected when considering patient weight rather than patient age.

In the field of pavement engineering, the determination of the mechanical characteristics is one of the essential process for reliable material design and highway sustainability. Early determination of mechanical characteristics of pavement is highly essential for road and highway construction and maintenance. Tensile strength (TS), compressive strength (CS) and flexural strength (FS) of roller compacted concrete pavement (RCCP) are very crucial characteristics as they are necessitated for many data from mixture proportions as input variables. In this research, the classification-based regression models named Random Forest (RF), M5rule model tree (M5rule), M5prime model tree (M5p) and Chi-square Automatic Interaction Detection (CHAID) are developed for simulation of the mechanical characteristics of RCCP. A comprehensive and reliable dataset comprising 621, 326 and 290 data records for CS, TS and FS experimental cases extracted from several open sources over the literature. The mechanical properties are developed based on influential inputs combination that processed using Principle Component Analysis (PCA). The applied PCA method as feature selection is specified that volumetric/weighted content forms of experimental variables (e.g., coarse aggregate, fine aggregate, supplementary cementitious materials, water and binder) and specimens’ age are the most effective inputs to generate the better performances. Several statistical metrics are measured to evaluate proposed classification-based regression models. RF model revealed an optimistic classification capacity of the CS, TS and FS prediction of the RCCP in comparison with the CHAID, M5rule, and M5p models. The research is extended for the results verification using Monte-carlo model for the uncertainty and sensitivity of variables importance analysis. Overall, the proposed methodology indicated a reliable soft computing model that can be implemented for the material engineering construction and design.

Confidence interval of is an interval corresponding to a specified confidence and including the true value. It can be used to describe the precision of a statistical quantity and quantify its uncertainty. Although the principle of maximum entropy (POME) has been used for a variety of applications in hydrology, the confidence intervals of the POME quantile estimators have not been available. In this study, the calculation formulas of asymptotic variances and confidence intervals of quantiles based on POME for Gamma, Pearson type 3 (P3) and Extreme value type 1 (EV1) distributions were derived. Monte Carlo Simulation experiments were performed to evaluate the performance of derived formulas for finite samples. Using four data sets for annual precipitation at the Weihe River basin in China, the derived formulas were applied for calculating the variances and confidence intervals of precipitation quantiles for different return periods and the results were compared with those of the methods of moments (MOM) and of maximum likelihood (ML) method. It is shown that POME yields the smallest standard errors and the narrowest confidence intervals of quantile estimators among the three methods, and can reduce the uncertainty of quantile estimators

This paper compares the finite sample performance of three non-parametric threshold estimators via Monte Carlo method. Our results show that the finite sample performance of the three estimators is not robust to the relative position of the threshold level along the distribution of threshold variable, especially when a structural change occurs at the tail part of the distribution.

The properties of rubber are strongly influenced by the distribution of filler within the polymer matrix. Here we introduce a Monte Carlo-based morphology generator. The basic elements of our model are cubic cells, which, in the current version, can be either silica filler particles or rubber volume elements in adjustable proportion. The model allows the assignment of surface free energies to the particles according to whether a surface represents, for instance, 'naked' silica or silanised silica. The amount of silanisation is variable. We use a nearest-neighbour site-exchange Monte Carlo algorithm to generate filler morphologies, mimicking flocculation. Transmission electron micrographs (TEM) as well as small angle scattering (SAS) intensities can be calculated along the Monte Carlo trajectory. In this work we demonstrate the application of our morphology generator in terms of selected examples. We illustrate its potential as a tool for screening studies, relating interface tensions between the components to filler network structure as characterized by TEM and SAS.

The presented results of simulations take into account the optical parameters of the selected sea region (from literature data on the southern Baltic Sea) and two optically extreme types of crude oil (from historical data) which exist in the form of a highly diluted oil-in-water emulsion (10 ppm). The spectral index was analyzed based on the results of modelling the radiance reflectance distribution for almost an entire hemisphere of the sky (zenith angle from 0 to 80o). The spectral index was selected and is universal for all optically different types of oil (wavelengths 650 and 412 nm). The possibility of detecting pollution in the conditions of the wavy sea surface (as a result of wind of up to 10 m/s) was studied. It has been also shown that if the viewing direction is close to a direction perpendicular to the sea surface, observations aimed at determining the spectral index are less effective than observation under the zenith angle of incidence of sunlight for all azimuths excluding the direction of sunlight specular reflection.

Sleep deficiency impacts the quality of life and may have serious health consequences in the long run. Questionnaire-based subjective assessment of sleep deficiency has many limitations. On the other hand, objective assessment of sleep deficiency is challenging. In this study, we propose a polysomnography-based mathematical model for computing baseline sleep deficiency severity score and then investigated the estimation of sleep deficiency severity using features available only from wearable sensor data including heart rate variability and single-channel electroen-cephalography for a dataset of 500 subjects. We used Monte-Carlo Feature Selection (MCFS) and inter-dependency discovery for selecting the best features and removing multi-collinearity. For developing the Regression model we investigated both the frequentist and the Bayesian ap-proaches. An Artificial Neural Network achieved the best performance of RMSE = 5.47 and an R-squared value of 0.67 for sleep deficiency severity estimation. The developed method is com-parable to conventional methods of Functional Outcome of Sleep Questionnaire and Epworth Sleepiness Scale for assessing the impact of sleep apnea on sleep deficiency. Moreover, the results pave the way for reliable and interpretable sleep deficiency severity estimation using a wearable device in Smart Health.

We review and assess the classic SIR and SEIR epidemiological models regarding possible applications to the COVID-19 pandemic. In spite of numerous more complicated models, we show how the qualitative features of the solution to the SIR and SEIR models continue to provide valuable public health insights in some scenarios. Using estimated COVID-19 data as of this date, the SEIR model shows that if it were possible to reduce R₀ from 2.5 to 1.25 through social distancing and other measures, the maximum fraction of the population that would become infected at any particular time would drop from 17% to 4%, provided that all of the model assumptions are satisfied. Finally, we compare the classic SIR model with a recent stochastic model with favorable results. Since this comparison underscores the importance of underlying connectivity assumptions, we conclude with Monte-Carlo simulations with specific connectivity that reproduce the classical SIR model with standard incidence.

We estimated the daily intakes of chlorpyrifos and cypermethrin via ingestion of indoor dust and outdoor soils using the Stochastic Human Exposure and Dose Simulation Model on a probabilistic approach for Taiwan’s homes. Variable information for the daily intake estimation, such as concentration, ingestion rate, body weight, was adopted from previous studies. Monte Carlo simulation was performed with 1,000,000 iterations to simulate a single daily intake, which was shown in terms of percentage of the Acceptable Daily Intake (ADI) of either insecticide. The daily intakes were minimal with a 99% probability; at 99.9th percentile, however, the total intakes leaped to 13.1% and 20.0% of the respective ADIs of chlorpyrifos and cypermethrin. The sensitivity analysis indicated that concentration was the most determinant variable. Compared to the data of daily intakes via dietary ingestion of vegetables derived from a previous study, the estimated intakes by this study were considerable at the highest percentile, which referred to insecticide residues few days after insecticide application. Consequently, the non-dietary ingestion exposure to either insecticide was negligible in most cases; nevertheless, for those with indoor insecticide applications, the daily intakes for young children could be of concern. Frequently home cleaning is recommended to reduce the exposure.

Bayesian analysis for masked data under competing risk frameworks is studied for the purpose of assessing the impact of covariates on the hazard functions when the failure time is exactly observed for some subjects but only known to lie in an interval of time for the remaining subjects. Such data, known as partly interval-censored data, usually result from periodic inspection. Dirichlet and Gamma processes are assumed as priors for masking probabilities and baseline hazards. The Markov Chain Monte Carlo (MCMC) technique is employed for the implementation of the Bayesian approach. The effectiveness of the proposed model is tested through numerical studies, including simulated and real data sets.

We study in this work a dilute granular gas immersed in a thermal bath made of smaller particles with nonnegligible masses as compared with the granular ones. The kinetic theory for this system is developed and described by an Enskog--Fokker--Planck equation for the one-particle velocity distribution function. Granular particles are assumed to have inelastic and hard interactions, losing energy in collisions as accounted by a constant coefficient of normal restitution. The interaction with the thermal bath is based on a nonlinear drag force plus a white-noise stochastic force. To get explicit results of the temperature aging and steady states, Maxwellian and first Sonine approximations are developed. The latter takes into account the coupling of the excess kurtosis with the temperature. Theoretical predictions are compared with direct simulation Monte Carlo and event-driven molecular dynamics simulations. While good results for the granular temperature are obtained from the Maxwellian approximation, a much better agreement, especially as inelasticity and drag nonlinearity increase, is found when using the first Sonine approximation. The latter approximation is, additionally, crucial to account for memory effects like Mpemba and Kovacs-like ones.

The new millennium has witnessed a pervasive shift of trend from AC to DC in residential sector. The shift of trend is predominantly due to independent residential solar PV systems at rooftops and escalating electronic loads with better energy saving potential integrated with diminishing prices as well as commercial availability of DC based appliances. DC has ousted AC in generation, transmission, and utilization sectors with the advent of DC based generating systems (e-g solar PV), high voltage DC (HVDC) transmission and the utilization of DC based loads respectively. However, the war of currents (AC vs DC) is still ON as regards to distribution sector. Efficiency is the parameter that once wiped DC out of the power systems scenario as compared to AC-at the time of Tesla and Edison. Therefore, the same parameter is utilized to determine which is better for distribution sector under current conditions; AC or DC? A comprehensive sensitivity analysis considering real load profile is missing in the present body of knowledge. In order to fill that gap, this paper is an attempt to include comprehensive sensitivity analysis of DC distribution system and its simulation-based comparison with AC counterpart considering real load profile. The paper uses Monte Carlo technique and probabilistic approach to add diversity in residential loads consumption and in turn to obtain instantaneous load profile. The paper also presents a futuristic perspective of power electronic converter (PEC) efficiency variation on the efficiency comparison of both AC and DC distribution systems. Since the present body of knowledge generally compares AC and DC distribution based upon assumptions and limited scenarios which results in conflicting outcomes; in contrast, the discoveries of the current examination are useful to reduce the confusions and conflictions regarding which is better at distribution scale; AC or DC?

An iterative outlier elimination procedure based on hypothesis testing, commonly known as Iterative Data Snooping (IDS) among geodesists, is often used for the quality control of the modern measurement systems in geodesy and surveying. The test statistic associated with IDS is the extreme normalised least-squares residual. It is well-known in the literature that critical values (quantile values) of such a test statistic cannot be derived from well-known test distributions, but must be computed numerically by means of Monte Carlo. This paper provides the first results about Monte Carlo-based critical value inserted to different scenarios of correlation between the outlier statistics. From the Monte Carlo evaluation, we compute the probabilities of correct identification, missed detection, wrong exclusion, overidentifications and statistical overlap associated with IDS in the presence of a single outlier. Based on such probability levels we obtain the Minimal Detectable Bias (MDB) and Minimal Identifiable Bias (MIB) for the case where IDS is in play. MDB and MIB are sensitivity indicators for outlier detection and identification, respectively. The results show that there are circumstances that the larger the Type I decision error (smaller critical value), the higher the rates of outlier detection, but the lower the rates of outlier identification. For that case, the larger the Type I Error, the larger the ratio between MIB and MDB. We also highlight that an outlier becomes identifiable when the contribution of the measures to the wrong exclusion rate decline simultaneously. In that case, we verify that the effect of the correlation between the outlier statistics on the wrong exclusion rates becomes insignificant from a certain outlier magnitude, which increases the probability of identification.

We study in this paper the time evolution of stock markets using a statistical physics approach. We consider an ensemble of agents who sell or buy a good according to several factors acting on them: the majority of the neighbors, the market ambiance, the variation of the price and some specific measure applied at a given time. Each agent is represented by a spin having a number of discrete states q or continuous states, describing the tendency of the agent for buying or selling. The market ambiance is represented by a parameter T which plays the role of the temperature in physics: low T corresponds to a calm market, high T to a turbulent one. We show that there is a critical value of T, say T_c, where strong fluctuations between individual states lead to a disordered situation in which there is no majority: the numbers of sellers and buyers are equal, namely the market clearing. The specific measure, by the government or by economic organisms, is parameterized by $H$ applied on the market at the time t₁ and removed at the time t₂. We have used Monte Carlo simulations to study the time evolution of the price as functions of those parameters. In particular we show that the price strongly fluctuates near T_c and there exists a critical value H_c above which the boosting effect remains after H is removed. Our model replicates the stylized facts in finance (time-independent price variation), volatility clustering (time-dependent dynamics) and persistent effect of a temporary shock. The second party of the paper deals with the price variation using a time-dependent mean-field theory. By supposing that the sellers and the buyers belong to two distinct communities with their characteristics different in both intra-group and inter-group interactions, we find the price oscillation with time. Results are shown and discussed.

Fluctuations of protein three-dimensional structures and large-scale conformational transitions are crucial for the biological function of proteins and their complexes. Experimental studies of such phenomena remain very challenging and therefore molecular modeling can be a good alternative or a valuable supporting tool for the investigation of large molecular systems and long-time events. In this mini-review, we present two alternative approaches to the coarse-grained (CG) modeling of dynamic properties of protein systems. We discuss two CG representations of polypeptide chains used for Monte Carlo dynamics simulations of protein local dynamics and conformational transitions and, on other hand, highly simplified structure-based Elastic Network Models of protein flexibility. In contrast to classical Molecular Dynamics the modeling strategies discussed here allow quite accurate modeling of much larger systems and longer time dynamic phenomena. We briefly describe the main features of these models and outline some of their applications, including modeling of near-native structure fluctuations, sampling of large regions of the protein conformational space, or possible support for the structure prediction of large proteins and their complexes.

Estimates of extreme water level return periods in river systems are crucial for hydraulic engineering design and planning. Recorded historical water level data of Taiwan’s rivers are not long enough for traditional frequency analyses when predicting extreme water levels for different return periods. In this study, the integration of a one-dimensional flash flood routing hydrodynamic model with the Monte Carlo simulation was developed to predict extreme water levels in the Danshuei River system of northern Taiwan. The numerical model was calibrated and verified with observed water levels using four typhoon events. The results indicated a reasonable agreement between the model simulation and observation data. Seven parameters, including the astronomical tide and surge height at the mouth of the Danshuei River and the river discharge at five gauge stations, were adopted to calculate the joint probability and generate stochastic scenarios via the Monte Carlo simulation. The validated hydrodynamic model driven by the stochastic scenarios was then used to simulate extreme water levels for further frequency analysis. The design water level was estimated using different probability distributions in the frequency analysis at five stations. The design high-water levels for a 200-year return period at Guandu Bridge, Taipei Bridge, Hsin-Hai Bridge, Da-Zhi Bridge, and Chung-Cheng Bridge were 2.90 m, 5.13 m, 6.38 m, 6.05 m, and 9.94 m, respectively. The estimated design water levels plus the freeboard are proposed and recommended for further engineering design and planning.

Social recommendation is almost as the integration of the business platform and social platform, and gradually become a top in recommendation system. Social recommendation algorithm solves the problem of cold start and data sparseness for traditional commodity, while the internal structure of the relationship graph in social relations has not been fully excavated. This paper proposes two models of Micro Relation Transfer Model and Macro Relation Transfer Model of social relations, and applies the social relations transfer models into the social recommendation system. A relationship graph is built from the relationship between customers on the Internet. Micro Relation Transfer Model establishes the transfer activation function by calculating the relationship between the two customers using the similarity of interests set. Micro Relation Transfer Model spreads the relationship of friends by calculating the proportion of common neighbors held by the customer's social relations. In order to effectively control the transmission range and effect of social relations graph, we introduce pruning algorithm based on Monte Carlo Decision Tree convergence algorithm. The experimental results show that SRRTC algorithm enhances the success rate and stability significantly.

Shale gas and coalbed methane are energy sources that partly or even mainly consist of methane stored in an adsorbed state in the pores of the organic-rich rock and coal seams. In this study, the graphene nanoslit model is employed to model the nanometer slit pores in shale and coal. The Grand Canonical Monte Carlo (GCMC) and Molecular Dynamics (MD) modelling methods are used to investigate the mechanisms of adsorption and displacement of methane in the slit pore. It was found that the CVFF forcefield resulted in the largest adsorption amount, while the PCFF forcefield resulted in the least. The COMPASS and COMPASS II force fields led to similar results. As the width of the slit pore increases, the adsorption amount of gas molecules increases, and the number density profile of adsorbed methane molecules alters from a single adsorption layer to multi-adsorption layers. The minimum slit pore width at which methane molecules can penetrate the slit pore was found to be 0.7 nm. Moreover, it is demonstrated that by lowering the temperature, the adsorption rate of the methane increases since the adsorption is an exothermic process. Enhancing methane recovery was investigated by the injection of gases such as CO2 and N2 to displace the adsorbed methane. The comparison of adsorption isotherms of gas molecules provided the following order in terms of the amount of adsorption: CO2>CH4>N2.

X-ray fluorescence is largely employed in the measurement of the thickness of coatings. Despite of its diffusion, the task is not straightforward because of the complex physics involved that results in high dependence on matrix effects. Thickness quantification is in practice accomplished using the Fundamental Parameters approach, adjusted with empirical measurements of standards with known composition and thickness. This approach has two major drawbacks: i) there are no standards for any possible coating and coating architecture and ii) even relying on standards, the quantification of unknown samples requires the precise knowledge of the matrix nature (e.g., in case of multilayer coatings the thickness and the composition of each underlayer). In this work, we describe a semiquantitative approach to coatings thickness measurement based on the construction of calibration curves through simulated XRF spectra built with Monte Carlo simulations. Simulations have been performed with the freeware software XMI-MSIM. We have assessed the accuracy of the methods by comparing the results with those obtained by i) XRF thickness determination with standards and ii) FIB-SEM cross-sectioning. Then we evaluated which parameters are critical in this kind of indirect thickness measurements.

The total enthalpies of the 16 different spin configurations that can be realized in the unit cell of the archetype spin crossover complex [Fe(phen)₂(NCS)₂] (phen=1,2-phenanthroline) were calculated applying periodic density functional theory combined with the Hubbard model and the Grimme-D2 dispersion correction (DFT+U/D2). The obtained enthalpy differences between the individual spin configurations were used to determine spin couplings of an Ising-like model and subsequent Monte Carlo simulations for this model allowed to estimate the phenomenological interaction parameter Г of the Slichter-Drickamer model, which is commonly used to describe the cooperativity of the spin transition. The calculational procedure described here, which led to an estimate of about 3 kJ/mol⁻¹ for Г, in good agreement with experiment, may be used to predict from first principles how modifications of spin crossover complexes can change the character of the spin transition from gradual to abrupt and vice versa.

In this work we study the recently developed parametrized partition function formulation and show how we can infer the thermodynamic properties of fermions based on numerical simulation of bosons and distinguishable particles at various temperatures. In particular, we show that in the three dimensional space defined by energy, temperature and the parameter characterizing parametrized partition function, we can map the energies of bosons and distinguishable particles to fermionic energies through constant-energy contours. We apply this idea to both noninteracting and interacting Fermi systems and show it is possible to infer the fermionic energies at all temperatures, thus providing a practical and efficient approach to obtain thermodynamic properties of large fermion systems with numerical simulation. As an example, we present energies for up to 50 noninteracting fermions and up to 20 interacting fermions at all temperatures and show good agreement with the analytical result for noninteracting case.

Electricity distribution network operators face several operational constraints in the provision of safe and reliable power given that investments for network area reinforcement must be commensurate with improvements in network reliability. This paper provides an integrated approach for assessing the impact of different operational constraints on distribution network reliability by incorporating component lifetime models, time-varying component failure rates as well as the monetary cost of customer interruptions in an all-inclusive probabilistic methodology that applies a time-sequential Monte Carlo simulation. A test distribution network based on the Roy Billinton test system is modelled to investigate the system performance when overloading limits are exceeded as well as when preventive maintenance is performed. Standard reliability indices measuring the frequency and duration of interruptions, and the energy not supplied are complemented with a novel monetary reliability index. The comprehensive assessment includes not only average indices but also their probability distributions to adequately describe the risk of customer interruptions. Results demonstrate the effectiveness of this holistic approach as the impacts of operational decisions are assessed from both reliability and monetary perspectives. This informs network planning decisions through optimum investments and consideration of customer outage costs.

Statistical modeling of lifetime data plays an essential role in a wide range of practical fields, such as health and engineering. There have been a lot of studies done to develop statistical models that can better describe health data than traditional models. For the first time, we pioneer a novel family of continuous probability distributions called the generalized odd beta prime generalized (GOBP-G) family of distributions. The cumulative distribution and probability density functions of the new family are presented. A new generalization of the Weibull distribution called "generalized odd beta prime-Weibull" (GOBPW) is proposed using the pioneered GOBP-G family. The mixture representations of the new distribution are defined and derived. Some formal statistical properties of the GOBPW distribution, such as the moments, moment generating function, incomplete moments, information generating function, entropies, stress-strength function, quantile function, and order statistics, are derived. The estimation of the parameters of the proposed distribution is evaluated using the maximum likelihood estimation approach. Different cancer disease data sets, such as the bladder, head and neck, acute bone, and blood cancers, are used to illustrate the applicability and usefulness of the new model and were compared using several statistical accuracy measures with that of well-established extended Weibull distributions, which are the beta modified Weibull distribution, Kumaraswamy modified Weibull distribution, gamma generalized modified Weibull distribution, gamma log-logistic Weibull distribution, and beta log-logistic Weibull distribution. The results show that the proposed model gives better results than the competitive models. This study could guide the relevant stakeholders in choosing a suitable statistical model for the health data instead of relying on traditional models to enhance decision-making.

The requirements for efficient replacement of fossil fuel, combined with the growing energy crisis, put hydrogen production into focus. Efficient and cost-effective electrocatalysts are needed for H2 production, and novel strategies for their discovery must be developed. Here we utilized Kinetic Monte Carlo (KMC) simulations to demonstrate that hydrogen evolution reaction (HER) can be boosted via hydrogen spillover to the support when the catalyst surface is largely covered by adsorbed hydrogen under operating conditions. Based on the insights from KMC, we synthesized a series of reduced graphene oxide-supported catalysts and compared their activities towards HER in alkaline media with that of corresponding pure metals. For Ag, Au, and Zn, the support effect is negative, but for Pt, Pd, Fe, Co, and Ni, the presence of the support enhances HER activity. The HER volcano, constructed using calculated hydrogen binding energies and measured HER activities, shows a positive shift of the strong binding branch. This work demonstrates the possibilities of metal|support interface engineering for producing effective HER catalysts and provides general guidelines for choosing novel catalyst-support combinations for electrocatalytic hydrogen production.

We outline and test a new methodology for genuine simulation of stochastic processes with any dependence and any marginal distribution. We reproduce time dependence with a generalized, time symmetric or asymmetric, moving-average scheme. This implements linear filtering of non-Gaussian white noise, with the weights of the filter determined by analytical equations in terms of the autocovariance of the process. We approximate the marginal distribution of the process, irrespective of its type, using a number of its cumulants, which in turn determine the cumulants of white noise in a manner that can readily support the generation of random numbers from that approximation, so that it be applicable for stochastic simulation. The simulation method is genuine as it uses the process of interest directly without any transformation (e.g. normalization). We illustrate the method in a number of synthetic and real-world applications with either persistence or antipersistence, and with non-Gaussian marginal distributions that are bounded, thus making the problem more demanding. These include distributions bounded from both sides, such as uniform, and bounded form below, such as exponential and Pareto, possibly having a discontinuity at the origin (intermittence). All examples studied show the satisfactory performance of the method.

The planning and decision-making for a distributed energy supply concept in complex actor structures like in districts calls for the approach to be highly structured. Here, a strategy with strong use of energetic simulations is developed, the core elements are presented and research gaps are identified. The exemplary implementation is shown using the case study of a new district on the former Oldenburg airbase in northwestern Germany. The process is divided into four consecutive phases, which are carried out with different stakeholder participation and use of different simulation tools. Based on a common objective, a superstructure of the applicable technologies is developed. Detailed planning is then carried out with the help of a multi-objective optimal sizing algorithm and Monte Carlo based risk assessment. The process ends with the operating phase, which is to guarantee a further optimal and dynamic mode of operation. The main objective of this publication is present the core elements of the planning processes and decision-making framework based on the case study and to find and identify research gaps that will have to be addressed in the future.

The present work deals with the development of finite element methodology for obtaining the stress distributions in thick cylindrical HK40 stainless steel pipe that carry high temperature fluids. The material properties and loading are assumed to be random variables. Thermal stresses that are generated along radial, axial and tangential directions are computed generally using analytical expressions which are very complex. To circumvent such an issue, the probability theory and mathematical statistics have been applied to many engineering problems which allows to determine the safety both quantitatively and objectively based on the concepts of reliability. Monte Carlo simulation methodology is used to study the probabilistic characteristics of thermal stresses which is used for estimating the probabilistic distributions of stresses against the variations arising due to material properties and load. A 2-D Probabilistic finite element code is developed in MATLAB and the deterministic solution is compared with ABAQUS solutions. The values of stresses that are obtained from the variation of elastic modulus are found to be low as compared to the case where the load alone is varying. The probability of failure of the pipe structure is predicted against the variations in internal pressure and thermal gradient. These finite element framework developments are useful for the life estimation of piping structures in high temperature applications and subsequently quantifying the uncertainties in loading and material properties.

Bayesian nonlinear mixed effects models for data in the form of continuous, repeated measurements from a population, also known as Bayesian hierarchical nonlinear models, are a popular platform for analysis when interest focuses on individual specific characteristics and relevant uncertainty quantification. Due to the limitation of computational power, this framework was relatively dormant until the late 1980s, but in recent years, the statistical research community saw vigorous development of new methodological and computational techniques for these models, the emergence of software, and wide application of the models in numerous industrial and academic fields. This article presents an overview of the formulation, interpretation, and implementation of Bayesian nonlinear mixed effects models and surveys recent advances and applications.

Demographic change is leading to the aging of German society. As long as the baby boom co-horts are still of working age, the working population will also age - and decline as soon as this baby boom generation gradually reaches retirement age. At the same time, there has been a trend towards increasing absenteeism (times of inability to work) in companies since the zero years, with the number of days of absence increasing with age. We present a novel stochastic forecast approach that combines population forecasting with forecasts of labor force participation trends, considering epidemiological aspects. For this, we combine a stochastic Monte Carlo-based cohort-component forecast of the population with projections of labor force participation rates and morbidity rates. This article examines the purely demographic effect on the economic costs associated with such absenteeism due to the inability to work. Under expected future employment patterns and constant morbidity patterns, absenteeism is expected by close to 5 percent by 2050 relative to 2020, associated with increasing economic costs of almost 3 percent. Our results illustrate how strongly the pronounced baby boom/ baby bust phenomenon determines demographic development in Germany in the midterm.

In this review, we trace the evolution of the quantum spin-wave theory treating non-collinear spin configurations. Non-collinear spin configurations are consequences of the frustration created by competing interactions. They include simple chiral magnets due to competing nearest-neighbor (NN) and next-NN interactions and systems with geometry frustration such as the triangular antiferromagnet and the Kagomé lattice. We review here spin-wave results of such systems and also systems with the Dzyaloshinskii-Moriya interaction. Accent is put on these non-collinear ground states which have to be calculated before applying any spin-wave theory to determine the spectrum of the elementary excitations from the ground states. We mostly show results from a self-consistent Green’function theory to calculate the spin-wave spectrum and the layer magnetizations at finite T in two and three dimensions as well as in thin films with surface effects. Some new unpublished results are also included. Analytical details and the validity of the method are shown and discussed.

For the in-house validation of a droplet digital PCR method, a factorial experimental design was implemented. This design serves different purposes. On the one hand, it is an efficient design in relation to the workload involved in achieving a desirable level of reliability of variance estimates. On the other hand, it allows a partitioning of total variance into different components, thus providing information regarding the dominant sources of random variation. The statistical modelling reflects the actual measurement mechanism, establishing relationships between nominal target DNA copies per well, the range of variation of copy numbers per droplet, probability of detection values, and estimated numbers of copies.

A quantitative analysis of X-ray emission from an electron cyclotron resonance (ECR) plasma was performed to probe the spatial properties of electrons having energy for effective ionisation. A series of measurements were taken by INFN-LNS and ATOMKI, capturing spatially and spectrally resolved X-ray maps as well as volumetric emissions from argon plasma. Comparing the former with model generated maps (involving space-resolved phenomenological electron energy distribution function and geometrical efficiency calculated using ray-tracing MC routine) furnished information on structural aspects of the plasma. Similarly, fitting a model composed of bremsstrahlung and fluorescence to the volumetric X-ray spectrum provided valuable insight into the density and temperature of confined and lost electrons. The latter can be fed back to existing electron kinetics models for simulating more relevant energies, consequently improving theoretical X-ray maps and establishing the method as an excellent indirect diagnostic tool for warm electrons, required for both fundamental and applied research in ECR plasmas.

Computationally modelling a nuclear reactor startup core for a benchmark against the existing models is highly desirable for an independent assessment informing nuclear engineers and energy policymakers. This work presents a startup core model of the UK’s first Evolutionary Pressurised Water Reactor (EPR) based on Monte Carlo simulations of particle collisions using Serpent 2, a continuous-energy Monte Carlo reactor physics burnup code. Coupling between neutronics and thermal-hydraulic conditions with the fuel depletion is incorporated into the multi-dimensional branches, obtaining the thermal flux and fission rate (power) distributions radially and axially from the three dimensional (3D) single assembly level to a 3D full core. Shannon entropy is employed to characterise the convergence of the fission source distribution, with 3 billion neutron histories tracked by parallel computing. Source biasing is applied for the variance reduction. Benchmarking the proposed Monte Carlo 3D full-core model against the traditional deterministic transport computation suite used by the UK Office for Nuclear Regulation (ONR), a reasonably good agreement within statistics is demonstrated for the safety-related reactivity coefficients, which creates trust in the EPR safety report.

The classical Rotational Isomeric State (RIS) model, originally proposed by Flory, has been used to rationalize a wide range of physicochemical properties of neutral polymers. However, many weak polyelectrolytes of interest are able to regulate their charge depending on the conformational state of the bonds. Recently, it has been shown that the RIS model can be coupled with the Site Binding (SB) model, for which the ionizable sites can adopt two states: protonated or deprotonated. The resulting combined scheme, the SBRIS model, allows to analyse ionization and conformational equilibria on the same foot. In the present work this approach is extended to include pH-dependent electrostatic Long Range (LR) interactions, ubiquitous in weak polyelectrolytes at moderate and low ionic strengths. With this aim the original LR interactions are taken into account by defining effective Short Range (SR) and pH-dependent parameters, such as effective microscopic protonation constants and rotational bond energies. The new parameters are systematically calculated using variational methods. The machinery of statistical mechanics for SR interactions, including the powerful and fast transfer matrix methods, can then be applied. The resulting technique, to which we will refer as Local Effective Interaction Parameters (LEIP) method, is illustrated with a minimal model of a flexible linear polyelectrolyte containing only one type of rotating bonds. LEIP reproduces very well the pH dependence of the degree of protonation and bond probabilities obtained by semi-grand canonical Monte Carlo simulations, where LR interactions are taken explicitly into account. The reduction in the computational time in several orders of magnitude suggests that the LEIP technique could be useful in a range of areas involving linear weak polyelectrolytes, allowing direct fitting of the relevant physical parameters to the experimental quantities.

This work addresses the role of charge regulation (CR) and the associated fluctuations in the conformational and mechanical properties of weak polyelectrolytes. Due to CR, changes in the pH-value modifies the average macromolecular charge and conformational equilibria. A second effect is that, for a given average charge per site, fluctuations can alter the intensity of the interactions by means of correlation between binding sites. We investigate both effects by means of Monte Carlo simulations at constant pH-value, so that the charge is a fluctuating quantity. Once the average charge per site is available, we turn off the fluctuations by assigning the same average charge to every site. A constant charge MC simulation is then performed. We make use of a model which accounts for the main fundamental aspects of a linear flexible polyelectrolyte i.e. proton binding, angle internal rotation, bond stretching and bending. Steric excluded volume and differentiated treatment for short-range and long-range interactions are also included in the model. It can be regarded as a kind of "minimal'' model in the sense that contains a minimum number of parameters but still preserving the atomistic detail. It is shown that, if fluctuations are activated, gauche state bond probabilities increase, and the persistence length decreases, so that the polymer becomes more folded. Macromolecular stretching is also analyzed in presence of CR (the charge depends on the applied force) and without CR (the charge is fixed to the value at zero force). The analysis of the low force scaling behavior concludes that Pincus exponent becomes pH-dependent. Both with and without CR, a transition from 1/2 at high pH-values (phantom chain) to 3/5 to low pH-values (Pincus regime), is observed. Finally, the intermediate force stretching regime is investigated. It is found that CR induces a moderate influence in the force-extension curves and persistence length (which in this force regime becomes force-dependent). It is thus concluded that the effect of CR on the stretching curves is mainly due to changes in the average charge at zero force. It is also found that, for the cases studied, the effect of steric excluded volume is almost irrelevant compared to electrostatic interactions.

Rapid developments in the field of underwater photogrammetry have given scientists1the ability to produce accurate 3-dimensional (3D) models which are now increasingly used in the representation and study of local areas of interest. This paper addresses the lack of systematic analysis of 3D reconstruction and navigation fusion strategies, as well as associated error evaluation of models produced at larger scales in GPS-denied environments using a monocular camera (often in deep-sea scenarios). Based on our prior work on automatic scale estimation of Structure from Motion (SfM)-based 3D models using laser scalers, an automatic scale accuracy framework is presented. The confidence level for each of the scale error estimates is independently assessed through the propagation of the uncertainties associated with image features and laser spot detections using a Monte Carlo simulation. The number of iterations used in the simulation was validated through the analysis of the final estimate behaviour. To facilitate the detection and uncertainty estimation of even greatly attenuated laser beams, an automatic laser spot detection method, mitigating the effects of scene texture, was developed, with the main novelty of estimating the uncertainties based on the recovered characteristic shapes of laser spots with radially decreasing1 intensities. The effects of four different reconstruction strategies resulting from the combinations of Incremental/GlobalSfM, and thea priori/a posterioriuse of navigation data were analyzed using two distinct survey scenarios captured during the SUBSAINTES 2017 cruise (doi: 10.17600/17001000). The study demonstrates that surveys with multiple overlaps of non-sequential images result in a nearly identical solution regardless of the strategy (SfM or navigation fusion), while surveys with weakly connected sequentially acquired images are prone to produce broad-scale deformation (doming effect) when navigation is not included in the optimization. Thus the scenarios with complex survey patterns substantially benefit from using multi-objective BA navigation fusion. In all cases, the errors in the models are inferior to 5%, with errors often being around 1%. The effects of combining data from multiple surveys were also evaluated. The introduction of additional vectors in the optimization of multi-survey problems successfully accounted for offset changes present in the underwater USBL-based navigation data and thus minimize the effect of contradicting navigation priors. Our results also illustrate the importance of collecting a multitude of evaluation data at different locations and moments during the survey.

The local and global order in dense packings of linear, semi-flexible polymers of tangent hard spheres are studied by employing extensive Monte Carlo simulations at increasing volume fractions. Chain stiffness is controlled by a tunable harmonic potential for the bending angle whose intensity dictates the rigidity of the polymer backbone as a function of the bending constant and equilibrium angle. The studied angles range from acute to obtuse ones, reaching the limit of rod-like polymers. We analyze how packing density and chain stiffness affect the ability of chains to self-organize at the local and global levels. The former corresponds to crystallinity as quantified by the Characteristic Crystallographic Element (CCE) norm descriptor, while the latter is computed through the scalar orientational order parameter. In all cases, we identify the critical volume fraction for the phase transition and gauge the established crystal morphologies, developing a complete phase diagram as a function of packing density and equilibrium bending angle. A plethora of structures is obtained, ranging from random hexagonal closed packed morphologies of mixed character and almost perfect face centered cubic (FCC) and hexagonal close-packed (HCP) crystals at the level of monomers, to nematic mesophases, with prolate and oblate mesogens at the level of chains. For rod-like chains, hysteresis is observed between the establishment of long-range nematic order and crystallization, while for right-angle chains both transitions are synchronized. A comparison is also provided against the analogous packings of monomeric and fully flexible chains of hard spheres.

In the present work we revise and extend the Characteristic Crystallographic Element (CCE) norm, an algorithm used to simultaneously detect radial and orientational similarity of computer-generated structures with respect to specific reference crystals and local symmetries. Based on the identification of point group symmetry elements, the CCE descriptor is able to gauge local structure with high precision and finely distinguish between competing morphologies. As test cases we use computer-generated monomeric and polymer systems of spherical particles interacting with the hard-sphere and square-well attractive potentials. We demonstrate that the CCE norm is able to detect and differentiate, between others, among: hexagonal close packed (HCP), face centered cubic (FCC), hexagonal (HEX) and body centered cubic (BCC) crystals as well as non-crystallographic fivefold (FIV) local symmetry in bulk 3-D systems; triangular (TRI), square (SQU) and honeycomb (HON) crystals, as well as pentagonal (PEN) local symmetry in thin films of one-layer thickness (2-D systems). The descriptor is general and can be applied to identify the symmetry elements of any point group for arbitrary atomic or particulate system in two or three dimensions, in the bulk or under confinement.