Monte Carlo Hamiltonian: Linear Potentials

We further study the validity of the Monte Carlo Hamiltonian method. The advantage of the method,in comparison with the standard Monte Carlo Lagrangian approach, is its capability to study the excited states. Weconsider two quantum mechanical models: a symmetric one V(x) = |x|/2; and an asymmetric one V(x) = ∞, forx ＜ 0 and V(x) = x, for x ≥ 0. The results for the spectrum, wave functions and thermodynamical observables are inagreement with the analytical or Runge-Kutta calculations.     

Nonlinear Time Series Analysis Since 1990:Some Personal Reflections

Abstract I reflect upon the development of nonlinear time series analysis since 1990 by focusing on five majorareas of development. These areas include the interface between nonlinear time series analysis and chaos,thenonparametric/semiparametric approach,nonlinear state space modelling,financial time series and nonlinearmodelling of panels of time series.     

Simultaneous Measurement of Particle Size and Particle Velocity by the Spatial Filtering Technique

The objective of this study was to compare the measuring results of a fiber‐optical probe based on a modified spatial filtering technique with given size distributions of different test powders and also with particle velocity values of laser Doppler measurements. Fiber‐optical spatial filtering velocimetry was modified by fiber‐optical spot scanning in order to determine simultaneously the size and the velocity of particles. The fiber‐optical probe system can be used as an in‐line measuring device for sizing of particles in different technical applications. Spherical test particles were narrow‐sized glass beads in the range 30–100 μm and irregularly shaped test particles were limestone particles in the range 10–600 μm. Particles were dispersed by a brush disperser and the measurements were carried out at a fixed position in a free particle‐laden air stream. Owing to the measurement of chord lengths and to the influence of diffraction and divergent angle, the probe results show differences from the given test particle sizes. Owing to the particle‐probe collisions, the mean velocity determined by the probe is smaller than the laser Doppler mean velocity.     

Flow in a waterfall with large Froude number

An approximate method is developed to solve the full nonlinear equations governing two-dimensional irrotational flow in a free waterfall, falling under the influence of gravity, at high Froude number based on conditions far upstream. Schwarz—Christoffel transformation is used to map the region, in the complex potential-plane, onto the upper half-plane. The Hilbert transformation as well as the perturbation technique, for large Froude number, are used as a basis for the approximate solution of the problem. A complete solution, up to second-order approximation, for the downstream free-surfaces profiles, for different Froude number, is discussed and illustrated. The obtained approximate solutions are compared with those of other authors. Favourable agreement with other results suggests that this method is effective in dealing with flow problems strongly influenced by gravity and high Froude number. The results obtained by this method are sufficiently accurate for practical purposes.     

用区域分解算法结合蒙特卡罗法求坦克温度场和红外辐射出射度

本文将区域分解算法和蒙特卡罗法相结合，求坦克温度场和红外辐射出射度．采用蒙特卡罗法计算辐射传递系数，可以考虑界面的复杂辐射特性，如：镜反射、各向异性发射、各向异性反射等；可直接考虑界面的复杂几何特性，如:相互遮挡、太阳入射方向上的投影面积等．引入辐射传递系数，分离了计算的难点，使得在时间域（计算步骤）上能把整个问题分解为若干个子问题并行处理、在空间域（计算区域）上将坦克分解为若干个子区域，缩小计算规模，并可使用多个处理器并行计算；同时减轻了蒙特卡罗法编程的难度，缩短了计算时间．     

Optimized analysis of the critical behavior in polymer mixtures from Monte Carlo simulations

A complete outline is given for how to determine the critical properties of polymer mixtures with extrapolation methods similar to the Ferrenberg-Swendsen techniques recently devised for spin systems. By measuring not only averages but the whole distribution of the quantities of interest, it is possible to extrapolate the data obtained in only a few simulations nearT _c over the entire critical region, thereby saving at least 90% of the computer time normally needed to locate susceptibility peaks or cumulant intersections and still getting more precise results. A complete picture of the critical properties of polymer mixtures in the thermodynamic limit is then obtained with finite-size scaling functions. Since the amount of information extracted from a simulation in this way is drastically increased as compared to conventional methods, the investigation of mixtures with long chains or built-in asymmetries is now possible. As an example, the critical points, exponents, and amplitudes of dense, symmetric polymer mixtures with chain lengths ranging fromN=16 up toN=256 are determined within the framework of the 3D bond fluctuation model using grand canonical simulation techniques. As an example for an asymmetry, the generalization of the method to asymmetric monomer potentials is briefly discussed.     

Comparison of Two Reformulation-Linearization Technique Based Linear Programming Relaxations for Polynomial Programming Problems

In this paper, we compare two strategies for constructing linear programmingrelaxations for polynomial programming problems using aReformulation-Linearization Technique (RLT). RLT involves an automaticreformulation of the problem via the addition of certain nonlinear impliedconstraints that are generated by using the products of the simple boundingrestrictions (among other products), and a subsequent linearization based onvariable redefinitions. We prove that applying RLT directly to the originalpolynomial program produces a bound that dominates in the sense of being atleast as tight as the value obtained when RLT is applied to the jointcollection of all equivalent quadratic problems that could be constructed byrecursively defining additional variables as suggested by Shor.     

Pure adaptive search in global optimization

Pure adaptive seach iteratively constructs a sequence of interior points uniformly distributed within the corresponding sequence of nested improving regions of the feasible space. That is, at any iteration, the next point in the sequence is uniformly distributed over the region of feasible space containing all points that are strictly superior in value to the previous points in the sequence. The complexity of this algorithm is measured by the expected number of iterations required to achieve a given accuracy of solution. We show that for global mathematical programs satisfying the Lipschitz condition, its complexity increases at mostlinearly in the dimension of the problem.This work was supported in part by NATO grant 0119/89.     

硼中子俘获治疗的蒙特卡罗方法模拟

用通用蒙特卡罗程序MCNP模拟了粒子在人脑中的输运过程. 吸收剂量率主要来自以下四个反应:¹⁰B(n,α)⁷Li,¹⁴N(n,p)¹⁴C,¹H(n,γ)²D,快中子弹性散射反应.对肿瘤区的贡献主要来自硼中子吸收反应.结果表明,超热中子比热中子适合于深肿瘤的治疗,而热中子对浅肿瘤的治疗有优越性,比如皮肤癌.同确定论方法的结果相比,蒙特卡罗方法不失为一种模拟中子俘获治疗的好工具.