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Carathéodory approximate solutions for a class of stochastic differential equations involving the local time at point zero with one-sided Lipschitz continuous drift coefficients 一类具有单侧Lipschitz连续漂移系数的局部时间为0点的随机微分方程的carathacimodory近似解
IF 0.9 Q3 STATISTICS & PROBABILITY Pub Date : 2022-02-15 DOI: 10.1515/mcma-2022-2107
Kamal Hiderah
Abstract In this paper, we study the Carathéodory approximate solution for a class of stochastic differential equations involving the local time at point zero. Based on the Carathéodory approximation procedure, we prove that stochastic differential equations involving the local time at point zero have a unique solution, and we show that the Carathéodory approximate solution converges to the solution of stochastic differential equations involving the local time at point zero with one-sided Lipschitz drift coefficient.
摘要本文研究了一类涉及零点局部时间的随机微分方程的Carathéodory近似解。基于Carathéodory近似过程,我们证明了包含零点局部时间的随机微分方程具有唯一解,并证明了Carathé奥多ry近似解收敛于包含零点局部时随机微分方程的具有单侧Lipschitz漂移系数的解。
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引用次数: 1
A study of highly efficient stochastic sequences for multidimensional sensitivity analysis 用于多维灵敏度分析的高效随机序列研究
IF 0.9 Q3 STATISTICS & PROBABILITY Pub Date : 2022-02-15 DOI: 10.1515/mcma-2022-2101
I. Dimov, V. Todorov, K. Sabelfeld
Abstract In this paper, we present and study highly efficient stochastic methods, including optimal super convergent methods for multidimensional sensitivity analysis of large-scale ecological models and digital twins. The computational efficiency (in terms of relative error and computational time) of the stochastic algorithms for multidimensional numerical integration has been studied to analyze the sensitivity of the digital ecosystem, namely the UNI-DEM model, which is particularly appropriate for connecting and orchestrating the many autonomous systems, infrastructures, platforms and data that constitute the bedrock of predicting and analyzing the consequences of possible climate changes. We deploy the digital twin paradigm in our consideration to study the output to variation of input emissions of the anthropogenic pollutants and to evaluate the rates of several chemical reactions.
摘要在本文中,我们提出并研究了高效的随机方法,包括用于大型生态模型多维灵敏度分析的最优超收敛方法和数字孪生方法。研究了多维数值积分随机算法的计算效率(在相对误差和计算时间方面),以分析数字生态系统的敏感性,即UNI-DEM模型,该模型特别适合连接和协调许多自治系统、基础设施,平台和数据构成了预测和分析可能的气候变化后果的基础。我们在考虑中使用了数字孪生范式来研究人为污染物的输出与输入排放的变化,并评估几种化学反应的速率。
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引用次数: 10
Estimation of steady-state quantities of an HMM with some rarely generated emissions 具有少量排放的HMM稳态量的估计
IF 0.9 Q3 STATISTICS & PROBABILITY Pub Date : 2022-02-15 DOI: 10.1515/mcma-2022-2103
Az-eddine Zakrad, A. Nasroallah
Abstract We propose to apply the importance sampling and the antithetic variates statistical techniques to estimate steady-state quantities of an Hidden Markov chain (HMM) of which certain emissions are rarely generated. Compared to standard Monte Carlo simulation, the use of these techniques, allow a significant reduction in simulation time. Numerical Monte Carlo examples are studied to show the usefulness and efficiency of the proposed approach.
摘要我们建议应用重要性抽样和对偶变量统计技术来估计隐马尔可夫链(HMM)的稳态量,其中很少产生某些排放。与标准蒙特卡罗模拟相比,使用这些技术可以显著缩短模拟时间。数值蒙特卡罗算例表明了该方法的有效性和有效性。
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引用次数: 0
Monte Carlo and Quasi-Monte Carlo Methods - MCQMC 2020, Oxford, United Kingdom, August 10-14 蒙特卡罗和准蒙特卡罗方法- MCQMC 2020,牛津,英国,8月10-14日
IF 0.9 Q3 STATISTICS & PROBABILITY Pub Date : 2022-01-01 DOI: 10.1007/978-3-030-98319-2
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引用次数: 0
A stochastic model, simulation, and application to aggregation of cadmium sulfide nanocrystals upon evaporation of the Langmuir–Blodgett matrix Langmuir-Blodgett矩阵蒸发时硫化镉纳米晶体聚集的随机模型、模拟和应用
IF 0.9 Q3 STATISTICS & PROBABILITY Pub Date : 2021-11-06 DOI: 10.1515/mcma-2021-2100
K. Svit, K. Zhuravlev, S. Kireev, K. Sabelfeld
Abstract A stochastic model of nanocrystals clusters formation is developed and applied to simulate an aggregation of cadmium sulfide nanocrystals upon evaporation of the Langmuir–Blodgett matrix. Simulations are compared with our experimental results. The stochastic model suggested governs mobilities both of individual nanocrystals and its clusters (arrays). We give a comprehensive analysis of the patterns simulated by the model, and study an influence of the surrounding medium (solvent) on the aggregation processes. In our model, monomers have a finite probability of separation from the cluster which depends on the temperature and binding energy between nanocrystals, and can also be redistributed in the composition of the cluster, leading to its compaction. The simulation results obtained in this work are compared with the experimental data on the aggregation of CdS nanocrystals upon evaporation of the Langmuir–Blodgett matrix. This system is a typical example from real life and is noteworthy in that the morphology of nanocrystals after evaporation of the matrix cannot be described exactly by a model based only on the motion of individual nanocrystals or by a cluster-cluster aggregation model.
摘要建立了纳米晶体团簇形成的随机模型,并应用该模型模拟了硫化镉纳米晶体在Langmuir-Blodgett矩阵蒸发时的聚集过程。仿真结果与实验结果进行了比较。所提出的随机模型控制着单个纳米晶体及其簇(阵列)的迁移性。我们对模型模拟的模式进行了综合分析,并研究了周围介质(溶剂)对聚合过程的影响。在我们的模型中,单体从团簇中分离的概率是有限的,这取决于纳米晶体之间的温度和结合能,并且单体也可以在团簇的组成中重新分布,导致团簇的压实。本文的模拟结果与Langmuir-Blodgett矩阵蒸发后CdS纳米晶体聚集的实验数据进行了比较。该系统是现实生活中的一个典型例子,值得注意的是,基体蒸发后纳米晶体的形态不能用仅基于单个纳米晶体运动的模型或簇-簇聚集模型来精确描述。
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引用次数: 0
Random walk on spheres algorithm for solving steady-state and transient diffusion-recombination problems 求解稳态和瞬态扩散复合问题的球上随机游走算法
IF 0.9 Q3 STATISTICS & PROBABILITY Pub Date : 2021-11-04 DOI: 10.1515/mcma-2021-2099
I. Shalimova, K. Sabelfeld
Abstract We further develop in this study the Random Walk on Spheres (RWS) stochastic algorithm for solving systems of coupled diffusion-recombination equations first suggested in our recent article [K. Sabelfeld, First passage Monte Carlo algorithms for solving coupled systems of diffusion–reaction equations, Appl. Math. Lett. 88 2019, 141–148]. The random walk on spheres process mimics the isotropic diffusion of two types of particles which may recombine to each other. Our motivation comes from the transport problems of free and bound exciton recombination. The algorithm is based on tracking the trajectories of the diffusing particles exactly in accordance with the probabilistic distributions derived from the explicit representation of the relevant Green functions for balls and spheres. Therefore, the method is mesh free both in space and time. In this paper we implement the RWS algorithm for solving the diffusion-recombination problems both in a steady-state and transient settings. Simulations are compared against the exact solutions. We show also how the RWS algorithm can be applied to calculate exciton flux to the boundary which provides the electron beam-induced current, the concentration of the survived excitons, and the cathodoluminescence intensity which are all integral characteristics of the solution to diffusion-recombination problem.
摘要在本文中,我们进一步发展了我们在最近的文章[K.]中提出的求解耦合扩散-重组方程系统的随机漫步球(RWS)随机算法。《扩散-反应方程耦合系统的蒙特卡罗算法》,中国科学院学报。数学。科学通报,2019,(1):1 - 4。球体上的随机游走过程模拟了两种粒子的各向同性扩散,这两种粒子可以相互重组。我们的动机来自于自由和束缚激子复合的输运问题。该算法基于精确跟踪扩散粒子的轨迹,该轨迹完全符合由球和球的相关格林函数的显式表示导出的概率分布。因此,该方法在空间和时间上都是无网格的。本文实现了求解稳态和瞬态扩散复合问题的RWS算法。将模拟结果与精确解进行了比较。我们还展示了如何应用RWS算法来计算提供电子束感应电流的边界激子通量,幸存激子的浓度和阴极发光强度,这些都是扩散-重组问题解的积分特征。
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引用次数: 1
A diffusion Monte Carlo method for charge density on a conducting surface at non-constant potentials 非恒定电位下导电表面电荷密度的扩散蒙特卡罗方法
IF 0.9 Q3 STATISTICS & PROBABILITY Pub Date : 2021-10-28 DOI: 10.1515/mcma-2021-2098
U. Yu, Hoseung Jang, Chi‐Ok Hwang
Abstract We develop a last-passage Monte Carlo algorithm on a conducting surface at non-constant potentials. In the previous researches, last-passage Monte Carlo algorithms on conducting surfaces with a constant potential have been developed for charge density at a specific point or on a finite region and a hybrid BIE-WOS algorithm for charge density on a conducting surface at non-constant potentials. In the hybrid BIE-WOS algorithm, they used a deterministic method for the contribution from the lower non-constant potential surface. In this paper, we modify the hybrid BIE-WOS algorithm to a last-passage Monte Carlo algorithm on a conducting surface at non-constant potentials, where we can avoid the singularities on the non-constant potential surface very naturally. We demonstrate the last-passage Monte Carlo algorithm for charge densities on a circular disk and the four rectangle plates with a simple voltage distribution, and update the corner singularities on the unit square plate and cube.
摘要本文提出了一种针对非恒定电势导体表面的最后一遍蒙特卡罗算法。在以往的研究中,针对电势恒定的导电表面上特定点或有限区域上的电荷密度,提出了最后一遍蒙特卡罗算法;针对电势非恒定的导电表面上的电荷密度,提出了BIE-WOS混合算法。在BIE-WOS混合算法中,他们使用了一种确定性方法来计算来自较低非恒定电位面的贡献。在本文中,我们将BIE-WOS混合算法修改为非恒定电位下导电表面上的最后一段蒙特卡罗算法,可以很自然地避免非恒定电位表面上的奇异性。本文对具有简单电压分布的圆盘和四块矩形板上电荷密度的最后一遍蒙特卡罗算法进行了演示,并更新了单位方形板和立方体板上的角奇点。
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引用次数: 2
Global sensitivity analysis of statistical models by double randomization method 双随机化统计模型的全局敏感性分析
IF 0.9 Q3 STATISTICS & PROBABILITY Pub Date : 2021-10-27 DOI: 10.1515/mcma-2021-2096
D. Kolyukhin
Abstract The paper addresses a global sensitivity analysis of complex models. The work presents a generalization of the hierarchical statistical models where uncertain parameters determine the distribution of statistical models. The double randomization method is applied to increase the efficiency of the Monte Carlo estimation of Sobol indices. Numerical computations are provided to study the accuracy and efficiency of the proposed technique. The issue of optimization of the suggested approach is considered.
摘要本文研究了复杂模型的全局敏感性分析。本文提出了一种层次统计模型的推广方法,其中不确定的参数决定了统计模型的分布。为了提高Sobol指标蒙特卡罗估计的效率,采用了双随机化方法。通过数值计算,研究了该方法的精度和效率。考虑了所建议方法的优化问题。
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引用次数: 1
A global random walk on grid algorithm for second order elliptic equations 二阶椭圆方程的网格上全局随机游走算法
IF 0.9 Q3 STATISTICS & PROBABILITY Pub Date : 2021-10-27 DOI: 10.1515/mcma-2021-2097
K. Sabelfeld, D. Smirnov, I. Dimov, V. Todorov
Abstract In this paper we develop stochastic simulation methods for solving large systems of linear equations, and focus on two issues: (1) construction of global random walk algorithms (GRW), in particular, for solving systems of elliptic equations on a grid, and (2) development of local stochastic algorithms based on transforms to balanced transition matrix. The GRW method calculates the solution in any desired family of prescribed points of the gird in contrast to the classical stochastic differential equation based Feynman–Kac formula. The use in local random walk methods of balanced transition matrices considerably decreases the variance of the random estimators and hence decreases the computational cost in comparison with the conventional random walk on grids algorithms.
摘要在本文中,我们开发了求解大型线性方程组的随机模拟方法,并重点讨论了两个问题:(1)全局随机游动算法(GRW)的构造,特别是求解网格上的椭圆方程组;(2)基于平衡转移矩阵变换的局部随机算法的开发。与基于经典随机微分方程的Feynman–Kac公式相比,GRW方法计算网格任意指定点族中的解。与传统的网格随机行走算法相比,平衡转移矩阵在局部随机行走方法中的使用显著降低了随机估计量的方差,从而降低了计算成本。
{"title":"A global random walk on grid algorithm for second order elliptic equations","authors":"K. Sabelfeld, D. Smirnov, I. Dimov, V. Todorov","doi":"10.1515/mcma-2021-2097","DOIUrl":"https://doi.org/10.1515/mcma-2021-2097","url":null,"abstract":"Abstract In this paper we develop stochastic simulation methods for solving large systems of linear equations, and focus on two issues: (1) construction of global random walk algorithms (GRW), in particular, for solving systems of elliptic equations on a grid, and (2) development of local stochastic algorithms based on transforms to balanced transition matrix. The GRW method calculates the solution in any desired family of prescribed points of the gird in contrast to the classical stochastic differential equation based Feynman–Kac formula. The use in local random walk methods of balanced transition matrices considerably decreases the variance of the random estimators and hence decreases the computational cost in comparison with the conventional random walk on grids algorithms.","PeriodicalId":46576,"journal":{"name":"Monte Carlo Methods and Applications","volume":"27 1","pages":"325 - 339"},"PeriodicalIF":0.9,"publicationDate":"2021-10-27","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"48005991","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 2
3D sputtering simulations of the CZTS, Si and CIGS thin films using Monte-Carlo method 用蒙特卡罗方法模拟CZTS、Si和CIGS薄膜的三维溅射
IF 0.9 Q3 STATISTICS & PROBABILITY Pub Date : 2021-10-21 DOI: 10.1515/mcma-2021-2094
Salah Eddine Chouaib Refas, Abdelkader Bouazza, Y. Belhadji
Abstract The future of the industry development depends greatly on the permanently ensured energy needs and can be achieved only through the use of a variety of sustainable energy sources where the solar energy, which gains its optimal exploitation directly by linking it to the properties of solar cells and in particular to the crystallographic quality of the used semiconductor substrates, is one of them. Many growth processes are used to obtain a high quality of semiconductor formation and deposition, among them the DC sputtering. In this work, based on the Monte-Carlo method, a 3D DC sputtering simulation of the CZTS {mathrm{CZTS}} , Si {mathrm{Si}} and CIGS {mathrm{CIGS}} semiconductors thin film formation is proposed by considering Argon as vacuum chamber bombardment gas. We extrapolate firstly the best sputtering yield possible of the semiconductors CZTS {mathrm{CZTS}} and Silicon represented by their chemical formulas Cu 2 ⁢ ZnSnS 4 {mathrm{Cu}_{2}mathrm{Zn}mathrm{Sn}mathrm{S}_{4}} and Si {mathrm{Si}} , respectively, by the application of different energies and incidence angles. From the obtained results, firstly we deduce that the best sputtering angle is 85 ∘ {85^{circ}} ; in the same time, CZTS {mathrm{CZTS}} is more efficient comparing to the Si {mathrm{Si}} . Secondly, with the application of this angle ( 85 ∘ {85^{circ}} ) in the sputtering process for the CZTS {mathrm{CZTS}} ( Cu 2 ⁢ ZnSnS 4 {mathrm{Cu}_{2}mathrm{Zn}mathrm{Sn}mathrm{S}_{4}} ) and CIGS {mathrm{CIGS}} represented by its chemical formula CuIn x ⁢ Ga ( 1 - x ) ⁢ Se 2 {mathrm{Cu}mathrm{In}_{x}mathrm{Ga}_{(1-x)}mathrm{Se}_{2}} , and the variation of the bombardment energy in order to find the total ejected atoms from each element of these two materials, we deduce that the sulfide ( S 4 {mathrm{S}_{4}} ) and selenide ( Se 2 {mathrm{Se}_{2}} ) elements give the majority of the sputtering yield amount obtained.
摘要行业发展的未来在很大程度上取决于永久确保的能源需求,只有通过使用各种可持续能源才能实现,其中太阳能通过将其与太阳能电池的特性,特别是与所用半导体衬底的晶体质量联系起来,直接获得最佳利用,是其中之一。许多生长工艺被用来获得高质量的半导体形成和沉积,其中包括DC溅射。在这项工作中,基于蒙特卡罗方法,通过考虑氩气作为真空室轰击气体,提出了CZTS、Si和CIGS半导体薄膜形成的3D DC溅射模拟。我们首先推断出半导体CZTS{mathrm{CZTS}}和硅的最佳溅射产率,它们的化学式为Cu2 ZnSnS 4{math rm{Cu}_{2} mathrm{Zn}mathrm{Sn}mathrm{S}_{4} }和Si{mathrm{Si}}分别通过应用不同的能量和入射角。根据所得结果,我们首先推导出最佳溅射角为85°;同时,CZTS{mathrm{CZTS}}与Si{math rm{Si}相比更有效。第二,通过在CZTS{mathrm{CZTS}}(Cu2 ZnSnS 4{math rm{Cu}_{2} mathrm{Zn}mathrm{Sn}mathrm{S}_{4} })和由其化学式CuInxGa(1-x)Se2表示的CIGS{In}_{x} mathrm{Ga}_{(1-x)}mathrm{Se}_{2} },以及轰击能量的变化,以便找到这两种材料中每种元素的总喷射原子,我们推断硫化物(S4{mathrm{S}_{4} })和硒化物(Se 2{mathrm{Se}_{2} })元素给出了所获得的溅射产率的大部分。
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引用次数: 4
期刊
Monte Carlo Methods and Applications
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