Search results for " Monte Carlo simulation"
showing 10 items of 30 documents
Electron dynamical response in InP semiconductors driven by fluctuating electric fields
2015
Abstract The complexity of electron dynamics in low-doped n-type InP crystals operating under fluctuating electric fields is deeply explored and discussed. In this study, we employ a multi-particle Monte Carlo approach to simulate the non-linear transport of electrons inside the semiconductor bulk. All possible scattering events of hot electrons in the medium, the main details of the band structure, as well as the heating effects, are taken into account. The results presented in this study derive from numerical simulations of the electron dynamical response to the application of a sub-Thz electric field, fluctuating for the superimposition of an external source of Gaussian correlated noise.…
Copy Number Variants and microRNAs in Autism Spectrum Disorders: a whole-genome analysis
2014
In recent years, there has been an increased interest by the scientific community on Autism Spectrum Disorders (ASDs), neurodevelopmental disorders of childhood with an incidence of about 1/160 children [1]. Different studies have indicated a strong genetic basis for autism susceptibility, also supported by the presence of autistic features in several monogenic disorders (e.g.,Fragile X syndrome, Tuberous sclerosis). Since 2007 Copy Number Variants (CNVs) were recognized as important genetic factors in ASD [2]. Studies performed so far have highlighted the pathogenic role of CNVs in terms of dosage change for protein-coding genes and few works have suggested the potential involvement of miR…
Global sensitivity analysis for micropollutant modeling by means of an urban integrated approach
2015
The paper presents the sensitivity analysis of an integrated urban water quality system by means of the global sensitivity analysis (GSA). Specifically, an home-made integrated model developed in previous studies has been modified in order to include the micropollutant assessment (namely, sulfamethoxazole - SMX). The model is able to estimate also the interactions between the three components of the system: sewer system (SS), wastewater treatment plant (WWTP) and the receiving water body (RWB). The analysis has been applied to an experimental catchment nearby Palermo (Italy): the Nocella catchment. Five scenarios each characterized by different combinations of sub-systems (i.e., SS, WWTP an…
Weighted-Average Least Squares (WALS): Confidence and Prediction Intervals
2022
We extend the results of De Luca et al. (2021) to inference for linear regression models based on weighted-average least squares (WALS), a frequentist model averaging approach with a Bayesian flavor. We concentrate on inference about a single focus parameter, interpreted as the causal effect of a policy or intervention, in the presence of a potentially large number of auxiliary parameters representing the nuisance component of the model. In our Monte Carlo simulations we compare the performance of WALS with that of several competing estimators, including the unrestricted least-squares estimator (with all auxiliary regressors) and the restricted least-squares estimator (with no auxiliary reg…
A Stochastic Approach to Quantum Statistics Distributions: Theoretical Derivation and Monte Carlo Modelling
2009
Abstract. We present a method aimed at a stochastic derivation of the equilibrium distribution of a classical/quantum ideal gas in the framework of the canonical ensemble. The time evolution of these ideal systems is modelled as a series of transitions from one system microstate to another one and thermal equilibrium is reached via a random walk in the single-particle state space. We look at this dynamic process as a Markov chain satisfying the condition of detailed balance and propose a variant of the Monte Carlo Metropolis algorithm able to take into account indistinguishability of identical quantum particles. Simulations performed on different two-dimensional (2D) systems are revealed to…
Stochastic dynamics of leukemic cells under an intermittent targeted therapy
2009
The evolutionary dynamics of cancerous cell populations in a model of Chronic Myeloid Leukemia (CML) is investigated in the presence of an intermittent targeted therapy. Cancer development and progression is modeled by simulating the stochastic evolution of initially healthy cells which can experience genetic mutations and modify their reproductive behavior, becoming leukemic clones. Front line therapy for the treatment of patients affected by CML is based on the administration of tyrosine kinase inhibitors, namely imatinib (Gleevec) or, more recently, dasatinib or nilotinib. Despite the fact that they represent the first example of a successful molecular targeted therapy, the development o…
Stochastic analysis of motorcycle dynamics
2011
Off-road and racing motorcycles require a particular setup of the suspensions to improve the comfort and the safety of the rider, maintaining a continuous contact between the road and the motorcycle (by means of the tires). Further, because of the ground roughness, in the case of offroad motorcycle, suspensions usually experience extreme and erratic excursions (suspension stroke) in performing their function. In this regard, the adoption of nonlinear devices can, perhaps, limit both the acceleration experienced by the sprung mass and the excursions of the suspensions. This leads to the consideration of asymmetric nonlinearly-behaving suspensions. This option, however, induces the difficulty…
HOT-ELECTRON NOISE FEATURES IN SILICON CRYSTALS OPERATING UNDER PERIODIC SIGNALS
2014
We study the intrinsic noise in n-type Si crystals operating under high-frequency periodic electric fields. To simulate the dy- namics of electrons in the bulk, by taking into account the main details of band structure, scattering processes, as well as heating effects, a Monte Carlo approach is used. The noise properties are investigated by computing the velocity fluctuations correlation function, its spectral density, and the total noise power for different values of the amplitude and frequency of the driving field. We show that the noise features are significantly affected by the electric field amplitude and frequency and discuss their peculiari- ties in comparison with those exhibited in…
Geometric Brownian Motion (GBM) of Stock Indexes and Financial Market Uncertainty in the Context of Non-Crisis and Financial Crisis Scenarios
2022
The present article proposes a methodology for modeling the evolution of stock market indexes for 2020 using geometric Brownian motion (GBM), but in which drift and diffusion are determined considering two states of economic conjunctures (states of the economy), i.e., non-crisis and financial crisis. Based on this approach, we have found that the GBM proved to be a suitable model for making forecasts of stock market index values, as it describes quite well their future evolution. However, the model proposed by us, modified geometric Brownian motion (mGBM), brings some contributions that better describe the future evolution of stock indexes. Evidence in this regard was provided by analyzing …
SNP and SML estimation of univariate and bivariate binary–choice models
2008
We discuss the semi-nonparametric approach of Gallant and Nychka (1987, Econometrica 55: 363–390), the semiparametric maximum likelihood approach of Klein and Spady (1993, Econometrica 61: 387–421), and a set of new Stata commands for semiparametric estimation of three binary-choice models. The first is a univariate model, while the second and the third are bivariate models without and with sample selection, respectively. The proposed estimators are root-n consistent and asymptotically normal for the model parameters of interest under weak assumptions on the distribution of the underlying error terms. Our Monte Carlo simulations suggest that the efficiency losses of the semi-nonparametric a…