Search results for "Monte Carlo methods"

showing 10 items of 26 documents

Effect of Stiffness on the Micellization Behavior of Model H4T4 Surfactant Chains

2006

The micellization behavior of a series of model surfactants, all with four head and tail groups (H4T4) but with different degrees of chain stiffness, was studied using grand canonical Monte Carlo simulations on a cubic lattice. The critical micelle concentration, micellar size, and thermodynamics of micellization were examined. In all cases investigated, the critical micelle concentration was found to increase with increasing temperature as observed for nonionic surfactants in apolar or slightly polar solvents. At a fixed reduced temperature and increasing chain stiffness, in agreement with previous observations, it was found that the critical micelle concentration decreased and the average…

Aggregation numberChemistryCrystal lattices Hydrophobicity Micelles Molecular structure Monte Carlo methods SolventsThermodynamics of micellizationMonte Carlo methodtechnology industry and agricultureThermodynamicsSurfaces and InterfacesCondensed Matter PhysicsMicelleSurface-Active AgentsReduced propertiesPulmonary surfactantCritical micelle concentrationElectrochemistryThermodynamicsOrganic chemistryPolarGeneral Materials ScienceMonte Carlo MethodMicellesSpectroscopySettore CHIM/02 - Chimica FisicaLangmuir
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Ca impurity in small mixed He-4-He-3 clusters

2009

The structure of small mixed helium clusters doped with one calcium atom has been determined within the diffusion Monte Carlo framework. The results show that the calcium atom sits at the He-4-He-3 interface. This is in agreement with previous studies, both experimental and theoretical, performed for large clusters. A comparison between the results obtained for the largest cluster we have considered for each isotope shows a clear tendency of the Ca atom to reside in a deep dimple at the surface of the cluster for He-4 clusters, and to become fully solvated for He-3 clusters. We have calculated the absorption spectrum of Ca around the 4s4p <- 4s(2) transition and have found that it is bluesh…

Atomic clustersFísicaCalciumMonte Carlo methodsPhysics::Atomic Physicsheliumimpurity absorption spectraquantum fluidsimpurities
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The spectra of mixed $^3$He-$^4$He droplets

2005

The diffusion Monte Carlo technique is used to calculate and analyze the excitation spectrum of $^3$He atoms bound to a cluster of $^4$He atoms, by using a previously determined optimum filling of single-fermion orbits with well defined orbital angular momentum $L$, spin $S$ and parity quantum numbers. The study concentrates on the energies and shapes of the three kinds of states for which the fermionic part of the wave function is a single Slater determinant: maximum $L$ or maximum $S$ states within a given orbit, and fully polarized clusters. The picture that emerges is that of systems with strong shell effects whose binding and excitation energies are essentially determined over configur…

Chemical Physics (physics.chem-ph)Excitation spectrumdiffusion[PHYS.PHYS.PHYS-ATM-PH]Physics [physics]/Physics [physics]/Atomic and Molecular Clusters [physics.atm-clus]wave functionsFOS: Physical sciencesMonte Carlo methodsbinding energyMonte Carlo technique ; Excitation spectrum ;Monte Carlo techniqueliquid theoryliquid helium 3-4 mixturesPhysics - Chemical Physics[PHYS.PHYS.PHYS-CHEM-PH]Physics [physics]/Physics [physics]/Chemical Physics [physics.chem-ph]Physics - Atomic and Molecular ClustersAtomic and Molecular Clusters (physics.atm-clus)67.60.-g 66.10.Cb 61.20.Jadrops
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Uncertainty evaluation in power measurements with commercial data acquisition boards

2011

The paper deals with the metrological characterization of a digital wattmeter developed by using a personal computer, a shunt, two commercial data acquisition boards and commercial software. The uncertainty of the active power measurements is assessed individually characterizing the voltage channel, the current channel and the phase displacement measurement between the two channels. In particular, the uncertainty on the voltage and current rms measurements is evaluated by using an already proposed approach based on the Monte Carlo method and on the usage of five parameters, while the uncertainty on the phase angle is experimentally estimated. In order to validate the proposed approach for t…

Data acquisition boardTwo channelData acquisitionMonte Carlo methodsUncertainty evaluationCommercial softwareNational standardPC-basedPersonal computerspower measurements data acquisition wattmeters uncertainty evaluation PC-based instrumentsActive-power measurementsUncertainty analysisSettore ING-INF/07 - Misure Elettriche E ElettronicheMetrological characterizationPhase anglesWattmeters
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Magic numbers, excitation levels, and other properties of small neutral math clusters (N < 50)

2006

The ground-state energies and the radial and pair distribution functions of neutral math clusters are systematically calculated by the diffusion Monte Carlo method in steps of one math atom from 3 to 50 atoms. In addition the chemical potential and the low-lying excitation levels of each cluster are determined with high precision. These calculations reveal that the “magic numbers” observed in experimental math cluster size distributions, measured for free jet gas expansions by nondestructive matter-wave diffraction, are not caused by enhanced stabilities. Instead they are explained in terms of an enhanced growth due to sharp peaks in the equilibrium concentrations in the early part of the e…

DiffusionHelium neutral atoms ; Atomic clusters ; Ground states ; Excited states ; Chemical potential ; Diffusion ; Monte Carlo methods ; Molecular configurationsHelium neutral atomsAtomic clustersExcited statesMonte Carlo methods:FÍSICA::Química física [UNESCO]Chemical potentialMolecular configurationsGround statesUNESCO::FÍSICA::Química física
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Model Based Monte Carlo Pricing of Energy and Temperature Quanto Options

2010

Weather derivatives have become very popular tools in weather risk management in recent years. One of the elements supporting their diffusion has been the increase in volatility observed on many energy markets. Among the several available contracts, Quanto options are now becoming very popular for a simple reason: they take into account the strong correlation between energy consumption and certain weather conditions, so enabling price and weather risk to be controlled at the same time. These products are more efficient and, in many cases, significantly cheaper than simpler plain vanilla options. Unfortunately, the specific features of energy and weather time series do not enable the use of …

Economics and EconometricsComputer scienceMonte Carlo methodTemperature levelBivariate analysisEnergy priceDynamic modelMicroeconomicsEconomicsEconometricsweather derivatives Quanto options pricing derivative pricing model simulation and forecast.Time seriesQuanto options; Temperature level; Energy price; Dynamic modelMonte Carlo methods for option pricingjel:C53Quanto optionsjel:C51Energy consumptionVariance (accounting)jel:C32Quantojel:G13weather derivatives; Quanto options pricing; derivative pricing; model simulation; forecastjel:L94jel:G17General Energyjel:Q54Binomial options pricing modelVolatility (finance)Futures contract
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Adaptive independent sticky MCMC algorithms

2018

In this work, we introduce a novel class of adaptive Monte Carlo methods, called adaptive independent sticky MCMC algorithms, for efficient sampling from a generic target probability density function (pdf). The new class of algorithms employs adaptive non-parametric proposal densities which become closer and closer to the target as the number of iterations increases. The proposal pdf is built using interpolation procedures based on a set of support points which is constructed iteratively based on previously drawn samples. The algorithm's efficiency is ensured by a test that controls the evolution of the set of support points. This extra stage controls the computational cost and the converge…

FOS: Computer and information sciencesMathematical optimizationAdaptive Markov chain Monte Carlo (MCMC)Monte Carlo methodBayesian inferenceHASettore SECS-P/05 - Econometrialcsh:TK7800-8360Machine Learning (stat.ML)02 engineering and technologyBayesian inference01 natural sciencesStatistics - Computationlcsh:Telecommunication010104 statistics & probabilitysymbols.namesakeAdaptive Markov chain Monte Carlo (MCMC); Adaptive rejection Metropolis sampling (ARMS); Bayesian inference; Gibbs sampling; Hit and run algorithm; Metropolis-within-Gibbs; Monte Carlo methods; Signal Processing; Hardware and Architecture; Electrical and Electronic EngineeringGibbs samplingStatistics - Machine Learninglcsh:TK5101-67200202 electrical engineering electronic engineering information engineeringComputational statisticsMetropolis-within-GibbsHit and run algorithm0101 mathematicsElectrical and Electronic EngineeringGaussian processComputation (stat.CO)MathematicsSignal processinglcsh:Electronics020206 networking & telecommunicationsMarkov chain Monte CarloMonte Carlo methodsHardware and ArchitectureSignal ProcessingSettore SECS-S/03 - Statistica EconomicasymbolsSettore SECS-S/01 - StatisticaStatistical signal processingGibbs samplingAdaptive rejection Metropolis sampling (ARMS)EURASIP Journal on Advances in Signal Processing
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A generic TG-186 shielded applicator for commissioning model-based dose calculation algorithms for high-dose-rate Ir-192 brachytherapy

2017

PurposeA joint working group was created by the American Association of Physicists in Medicine (AAPM), the European Society for Radiotherapy and Oncology (ESTRO), and the Australasian Brachytherapy Group (ABG) with the charge, among others, to develop a set of well-defined test case plans and perform calculations and comparisons with model-based dose calculation algorithms (MBDCAs). Its main goal is to facilitate a smooth transition from the AAPM Task Group No. 43 (TG-43) dose calculation formalism, widely being used in clinical practice for brachytherapy, to the one proposed by Task Group No. 186 (TG-186) for MBDCAs. To do so, in this work a hypothetical, generic high-dose rate (HDR) Ir-19…

HDR brachytherapymedicine.medical_specialtyComputer sciencemedicine.medical_treatmentBrachytherapyEQUATION SOLVERIr-192computer.software_genreGEC-ESTROImaging phantom030218 nuclear medicine & medical imaginglaw.invention03 medical and health sciences0302 clinical medicineMONTE-CARLOlawVoxelGEOMETRIESShielded cableAAPMmedicineMedical physicsRadiation treatment planningGEANT4business.industryMonte Carlo methodsGeneral MedicineDOSIMETRIC ACCURACYTRANSPORTmodel based dose calculation3. Good healthRadiation therapyTG-186030220 oncology & carcinogenesisAbsorbed doseSIMULATIONshielded applicatorTG-43 FORMALISMNuclear medicinebusinessDose rateAlgorithmcomputer
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Adsorption of CO and N 2 molecules at the surface of solid water. A grand canonical Monte Carlo study

2020

International audience; The adsorption of carbon monoxide and nitrogen molecules at the surface of four forms of solid water is investigated by means of grand canonical Monte Carlo simulations. The trapping ability of crystalline Ih and low-density amorphous ices, along with clathrate hy-drates of structures I and II, are compared at temperatures relevant for astrophysics. It is shown that, when considering a gas phase that contains mixtures of carbon monoxide and nitrogen, the trapping of carbon monoxide is favored with respect to that of nitrogen at the surface of all solids, irrespective of the temperature. The results of the calculations also indicate that some amounts of molecules can …

Materials scienceInterface propertiesClathrate hydrateGeneral Physics and Astronomychemistry.chemical_elementGas phaseTrappingPhysics of gases010402 general chemistryAstrophysics01 natural scienceschemistry.chemical_compoundAmorphous materialsAdsorption0103 physical sciencesCometsMoleculePhysical and Theoretical ChemistryAdsorption isothermCarbon monoxideComputingMilieux_MISCELLANEOUS[PHYS]Physics [physics]010304 chemical physicsMonte Carlo methodsNitrogen0104 chemical sciencesAmorphous solid[CHIM.THEO]Chemical Sciences/Theoretical and/or physical chemistrychemistry13. Climate actionChemical physics[SDU]Sciences of the Universe [physics]Complex solidsSelectivityCarbon monoxide
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Statics and dynamics of colloid-polymer mixtures near their critical point of phase separation: A computer simulation study of a continuous Asakura–O…

2008

We propose a new coarse-grained model for the description of liquid-vapor phase separation of colloid-polymer mixtures. The hard-sphere repulsion between colloids and between colloids and polymers, which is used in the well-known Asakura-Oosawa (AO) model, is replaced by Weeks-Chandler-Anderson potentials. Similarly, a soft potential of height comparable to thermal energy is used for the polymer-polymer interaction, rather than treating polymers as ideal gas particles. It is shown by grand-canonical Monte Carlo simulations that this model leads to a coexistence curve that almost coincides with that of the AO model and the Ising critical behavior of static quantities is reproduced. Then the …

Materials sciencecritical pointsMonte Carlo methodFOS: Physical sciencesGeneral Physics and AstronomyThermodynamicsCondensed Matter - Soft Condensed MatterCritical point (mathematics)Molecular dynamicscolloidspolymer solutionsPhysical and Theoretical Chemistryliquid-vapour transformationsBinodalliquid mixturesLennard-Jones potentialMonte Carlo methodsDisordered Systems and Neural Networks (cond-mat.dis-nn)Statistical mechanicsCondensed Matter - Disordered Systems and Neural Networksself-diffusionIdeal gasliquid theoryCondensed Matter::Soft Condensed Mattermolecular dynamics methodLennard-Jones potentialSoft Condensed Matter (cond-mat.soft)Ising modelstatistical mechanicsphase separationThe Journal of Chemical Physics
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