Tradeoffs in granularity and parallelization for a Monte Carlo shower simulation code

The EGS4 code, developed at Stanford Linear Accelerator Center, simulates electron-photon cascading phenomena. The original code is inherently sequential: processing one particle at a time. This paper reports on a series of experiments in parallelizing different versions of EGS4. Our parallel experiments were run on a 30-processor Sequent Balance B21 and a 6-processor Symmetry S27. We have considered the following approaches for parallel execution of this application code:

1. (1) Original sequential version modified for parallel processing: 1 processor;

2. (2) Version 1 run multiprocessed: 1 to 29 processors;

3. (3) Sequential version modified for large-grain parallel processing: 1 procssor;

4. (4) Version 3 run using the Sequent Microtasking Library: 1 to 29 processors.

For each approach, we discuss the relative advantages and disadvantages in the areas of coding effort, understandability and portability, as well as performance, and outline a new parallelization approach we are currently pursuing based on Large-Grain Data Flow techniques.     

基于杂波跟踪的CFAR检测研究

通过设立专门通道将图像处理技术应用于雷达检测域杂波功率数据处理,对特征杂波进行跟踪,为恒虚警处理提供背景信息.本文介绍了对抗杂波边缘的自适应CFAR检测器设计中的研究工作,设计了基于杂波跟踪的杂波属性CF(clutter feature)-CFAR检测器和结构元素SE(structuring element)-CFAR检测器,对其检测性能进行了分析.并通过蒙特卡罗(Monte Carlo)仿真方法对上述两种检测器的检测性能进行了仿真.     

Fast algorithms for computing the diameter of a finite planar set

Three algorithms for computing the diameter of a finite planar set are proposed. Although all three algorithms have (O(n ²) worst-case running time, an expected-complexity analysis shows that, under reasonable probabilistic assumptions, all three algorithms have linear expected running time. Experimental results indicate that two of these algorithms perform very well for some distributions, and are competitive with an existing method. Finally, we exhibit situations where these exact algorithms out-perform a published approximate algorithm.Research of the first author was supported by grant NSERC A 2422. Research of the second author was supported by grants NSERC A 9293, FCAC EQ-1678 and a Killam Senior Research Fellowship awarded by the Canada Council     

组织光学中的Monte Carlo方法

介绍了Monte Carlo方法产生的背景、基本思想及其在组织光学应用中的重要意义，评述了其在组织光学应用中的研究进展，对其发展趋势作了展望。     

Two methods for sensitivity analysis of coagulation processes in population balances by a Monte Carlo method

We consider two stochastic simulation algorithms for the calculation of parametric derivatives of solutions of a population balance equation, namely, forward and adjoint sensitivity methods. The dispersed system is approximated by an N-particle stochastic weighted ensemble. The infinitesimal deviations of the solution are accounted for through infinitesimal deviation of the statistical weights that are recalculated at each coagulation. In the forward method these deviations of the statistical weights immediately give parametric derivatives of the solution. In the second method the deviations of the statistical weights are used to calculate a finite-mode approximation of the linearized version of the population balance equation. The linearized equation allows for the calculation of the eigenmodes and eigenvalues of the process, while the parametric derivatives of the solution are given by a Lagrange formalism.     

Simulation-based sequential analysis of Markov switching stochastic volatility models

We propose a simulation-based algorithm for inference in stochastic volatility models with possible regime switching in which the regime state is governed by a first-order Markov process. Using auxiliary particle filters we developed a strategy to sequentially learn about states and parameters of the model. The methodology is tested against a synthetic time series and validated with a real financial time series: the IBOVESPA stock index (São Paulo Stock Exchange).     

基于EDA虚拟实验室仿真精确度优化算法的研究

描述了一种减少仿真时所需计算次数的新技术,使得产品的优化可通过参数的变化来实现,并介绍一种改进SA的算法对获得的结果进行优化。     

Assumptions and Consequences of Treating Providers in Therapy Studies as Fixed Versus Random Effects: Reply to Crits-Christoph, Tu, and Gallop (2003) and Serlin, Wampold, and Levin (2003).

In their comments on the authors' article (see record 2003-10163-009), R. C. Serlin, B. E. Wampold, and J. R. Levin (see record 2003-10163-011) and P. Crits-Christoph, X. Tu, and R. Gallop (see record 2003-10163-010) took issue with the authors' suggestion to evaluate therapy studies with nested providers with a fixed model approach. In this rejoinder, the authors' comment on Serlin et al's critique by showing that their arguments do not apply, are based on misconceptions about the purpose and nature of statistical inference, or are based on flawed reasoning. The authors also comment on Crits-Christoph et al's critique by showing that the proposed approach is very similar to, but less inclusive than, their own suggestion. (PsycINFO Database Record (c) 2010 APA, all rights reserved)     

Surface adsorption of comb polymers by Monte Carlo simulations

This paper reports off-lattice Monte Carlo simulations of highly-branched comb homopolymers weakly adsorbed on a flat, featureless surface showing only covolume and dispersion interactions with the adsorbate. A minimal coarse-grained model, described by hard spheres connected by harmonic springs, was employed. The interaction energy of the adsorbed combs and linear chains is first discussed as a function of the molecular mass and of the number of beads in contact with the surface. The molecular size is then investigated as a function of backbone length and branching density at a fixed arm size. The apparent swelling exponents of the adsorbed combs are larger than those of the corresponding linear chains, and much larger than that of the free molecules. This result indicates a surface-induced stiffening of the comb backbone, further studied through the persistence length l_pers. It is found that l_pers increases upon adsorption over the free-molecule value, more so the larger is the branching density. Finally, the thickness of the adsorbed layer, the surface-induced molecular anisotropy and the molecular aspect ratio are investigated as a function of branching density and molecular mass.     

用蒙特卡罗法解有压隧洞出口段水流问题

利用不规则游动网格的蒙特卡罗法对有压隧洞出口段水流进行了数值模拟。根据数值计算与模型试验结果的比较，得出具有凸形曲面边界（包括折面底坡）负压区的存在不仅是边界层分离所致，边壁弯曲使过流产生的离心力也是产生负压的重要原因的结论。计算结果表明：蒙特卡罗法灵活简单、结果稳定，计算结果与实测结果吻合较好。