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  • Articles: DFG German National Licenses  (17)
  • 2000-2004  (17)
  • 1925-1929
  • 1920-1924
  • 2001  (3)
  • 2000  (14)
  • Monte Carlo
  • PACS. 32.80.Pj Optical cooling of atoms; trapping – 42.50.Vk Mechanical effects of light on atoms, molecules, electrons, and ions
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  • Articles: DFG German National Licenses  (17)
Material
Years
  • 2000-2004  (17)
  • 1925-1929
  • 1920-1924
Year
  • 2001  (3)
  • 2000  (14)
  • 2003  (1)
Keywords
  • 1
    Electronic Resource
    Electronic Resource
    Springer
    The European physical journal 14 (2001), S. 373-376 
    ISSN: 1434-6079
    Keywords: PACS. 32.80.Pj Optical cooling of atoms; trapping – 42.50.Vk Mechanical effects of light on atoms, molecules, electrons, and ions
    Source: Springer Online Journal Archives 1860-2000
    Topics: Physics
    Notes: Abstract: We report a new method to generate an optical dipole potential with a null intensity region surrounded in all directions by light walls. This is achieved with a simple scheme based on a conical lens. Applications to optical trapping of neutral atoms are discussed.
    Type of Medium: Electronic Resource
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  • 2
    Electronic Resource
    Electronic Resource
    Springer
    The European physical journal 15 (2001), S. 245-249 
    ISSN: 1434-6079
    Keywords: PACS. 32.80.Pj Optical cooling of atoms; trapping – 42.50.Vk Mechanical effects of light on atoms, molecules, electrons, and ions
    Source: Springer Online Journal Archives 1860-2000
    Topics: Physics
    Notes: Abstract: We have developed and characterized a new method to produce a continuous beam of cold atoms from a standard vapour-cell magneto-optical trap (MOT). The experimental apparatus is very simple. Using a single laser beam it is possible to hollow out in the source MOT a direction of unbalanced radiation pressure along which cold atoms can be accelerated out of the trap. The transverse cooling process that takes place during the extraction reduces the beam divergence. The atomic beam is used to load a magneto-optical trap operating in an ultra-high vacuum environment. At a vapour pressure of 10-8mbar in the loading cell, we have produced a continuous flux of 7×107atoms/s at the recapture cell with a mean velocity of 14 m/s. A comparison of this method with a pulsed transfer scheme is presented.
    Type of Medium: Electronic Resource
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  • 3
    Electronic Resource
    Electronic Resource
    Springer
    International journal of computer vision 44 (2001), S. 111-135 
    ISSN: 1573-1405
    Keywords: vision ; object location ; Monte Carlo ; filter-bank ; statistical independence
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science
    Notes: Abstract A Bayesian approach to intensity-based object localisation is presented that employs a learned probabilistic model of image filter-bank output, applied via Monte Carlo methods, to escape the inefficiency of exhaustive search. An adequate probabilistic account of image data requires intensities both in the foreground (i.e. over the object), and in the background, to be modelled. Some previous approaches to object localisation by Monte Carlo methods have used models which, we claim, do not fully address the issue of the statistical independence of image intensities. It is addressed here by applying to each image a bank of filters whose outputs are approximately statistically independent. Distributions of the responses of individual filters, over foreground and background, are learned from training data. These distributions are then used to define a joint distribution for the output of the filter bank, conditioned on object configuration, and this serves as an observation likelihood for use in probabilistic inference about localisation. The effectiveness of probabilistic object localisation in image clutter, using Bayesian Localisation, is illustrated. Because it is a Monte Carlo method, it produces not simply a single estimate of object configuration, but an entire sample from the posterior distribution for the configuration. This makes sequential inference of configuration possible. Two examples are illustrated here: coarse to fine scale inference, and propagation of configuration estimates over time, in image sequences.
    Type of Medium: Electronic Resource
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  • 4
    Electronic Resource
    Electronic Resource
    Springer
    Empirical economics 25 (2000), S. 519-539 
    ISSN: 1435-8921
    Keywords: Key words: AIDS model ; invariance ; price indices ; conditional estimation ; Monte Carlo ; JEL classification: D12
    Source: Springer Online Journal Archives 1860-2000
    Topics: Economics
    Notes: Abstract. Two issues are addressed in this paper. First, we explore the issue of price index invariance in the linearized Almost Ideal demand system. We establish that the Stone index, which lacks invariance, and the recently proposed invariant Laspeyres, Paasche and Tornqvist indices all generate biased and inconsistent estimators. Monte Carlo evidence shows that invariance does not necessarily lead to better estimates of price and income elasticities insofar as the Stone and Paasche indices are unambiguously inferior to the Laspeyres and Tornqvist indices, especially if prices are not strongly positively correlated. Second, we examine the merits of the widely used conditional ML estimator of the non-linear Almost Ideal system in which a prior value is chosen for the “subsistence” parameter. We find that the bias and trace mean square error increases induced by conditional estimation are modest. The choice between the linearized and the non-linear models favors the latter although in some cases linear methods are as good as non-linear.
    Type of Medium: Electronic Resource
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  • 5
    Electronic Resource
    Electronic Resource
    Springer
    Statistical inference for stochastic processes 3 (2000), S. 263-276 
    ISSN: 1572-9311
    Keywords: Box-counting method ; commodity price ; financial market ; fractal dimension ; fractional Brownian motion ; Gaussian process ; long-range dependence ; Monte Carlo ; R–S analysis ; self affineness ; self similarity
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract A major application of rescaled adjusted range analysis (R–S analysis) is to the study of price fluctuations in financial markets. There, the value of the Hurst constant, H, in a time series may be interpreted as an indicator of the irregularity of the price of a commodity, currency or similar quantity. Interval estimation and hypothesis testing for H are central to comparative quantitative analysis. In this paper we propose a new bootstrap, or Monte Carlo, approach to such problems. Traditional bootstrap methods in this context are based on fitting a process chosen from a wide but relatively conventional range of discrete time series models, including autoregressions, moving averages, autoregressive moving averages and many more. By way of contrast we suggest simulation using a single type of continuous-time process, with its fractal dimension. We provide theoretical justification for this method, and explore its numerical properties and statistical performance by application to real data on commodity prices and exchange rates.
    Type of Medium: Electronic Resource
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  • 6
    ISSN: 1349-9432
    Keywords: tissue optics ; near infrared light imaging ; near infrared light spectroscopy ; optical properties ; in vivo ; in vitro ; diffusion equation ; Monte Carlo
    Source: Springer Online Journal Archives 1860-2000
    Topics: Physics
    Notes: Abstract The in vivo optical properties of a piglet brain were measured using a time-resolved system at three different wavelengths (759, 794, 824 nm). To separate the contribution of different head layers to the detected signals, the measurements were acquired from the surfaces of skin, skull, dura mater and brain. The source detector distance was chosen to assure a mean penetration depth within each layer. Measurements were analyzed and compared with the results of other in vivo measurements reported in literature.
    Type of Medium: Electronic Resource
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  • 7
    Electronic Resource
    Electronic Resource
    Springer
    Landscape ecology 15 (2000), S. 99-114 
    ISSN: 1572-9761
    Keywords: bird distributions ; Monte Carlo ; nearest neighbor ; point patterns ; randomization ; spatial pattern ; spatial statistics ; test of randomness
    Source: Springer Online Journal Archives 1860-2000
    Topics: Biology
    Notes: Abstract This paper presents a nearest neighbor method for the spatial analysis of data collected from discrete field sampling sites. The method was applied to point counts of birds at permanent survey sites in the Nicolet National Forest of northeastern Wisconsin. The spatial analysis method we developed uses a Monte Carlo randomization approach to test for non-randomness not only of the mean nearest neighbor distance between n points but also the mean second nearest, third nearest,..., to (n−1)th nearest distances to reveal spatial information at multiple scales. Because the bird survey sites are not randomly distributed throughout the forest, the survey sites at which a given species was recorded were compared with random samples drawn from the total survey sites rather than from all possible points within the forest. More refined analyses restricted the randomization by (a) habitat type, in order to separate the effects of non-randomly distributed habitat types on species' distributions; and (b) north-south regions of the forest, in order to account for regional gradients in distribution which were evident for some species. Spatial patterns among the sites at which the birds were detected reveal information about the scale at which the birds are distributed in their environment and provide a more complete picture of multi-scale bird population dynamics.
    Type of Medium: Electronic Resource
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  • 8
    Electronic Resource
    Electronic Resource
    Springer
    Methodology and computing in applied probability 2 (2000), S. 37-58 
    ISSN: 1387-5841
    Keywords: optimization ; simulation ; Markov chain ; Monte Carlo
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract We have recently developed a global optimization methodology for solving combinatorial problems with either deterministic or stochastic performance functions. This method, the Nested Partitions (NP) method has been shown to generate a Markov chain and with probability one to converge to a global optimum. In this paper, we study the rate of convergence of the method through the use of Markov Chain Monte Carlo (MCMC) methods, and use this to derive stopping rules that can be applied during simulation-based optimization. A numerical example serves to illustrate the feasibility of our approach.
    Type of Medium: Electronic Resource
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  • 9
    Electronic Resource
    Electronic Resource
    Springer
    European biophysics journal 28 (2000), S. 663-673 
    ISSN: 1432-1017
    Keywords: Key words Simulated annealing ; Monte Carlo ; Simulation ; Bilayer potential ; Bacteriorhodopsin
    Source: Springer Online Journal Archives 1860-2000
    Topics: Biology , Physics
    Notes: Abstract Bacteriorhodopsin (BR) is a membrane protein which pumps protons through the plasma membrane. Seven transmembrane BR helical segments are subjected to simulation studies in order to investigate the packing process of transmembrane helices. A Monte Carlo simulated annealing protocol is employed to optimize the helix bundle system. Helix packing is optimized according to a semi-empirical potential mainly composed of six components: a bilayer potential, a crossing angle potential, a helix dipole potential, a helix-helix distance potential, a helix orientation potential and a helix-helix distance restraint potential (a loop potential). Necessary parameters are derived from theoretical studies and statistical analysis of experimentally determined protein structures. The structures from the simulations are compared with the experimentally determined structures in terms of geometry. The structures generated show similar shapes to the experimentally suggested structure even without the helix-helix distance restraint potential. However, the relative locations of individual helices were reproduced only when the helix-helix distance restraint potential was used with restraint conditions. Our results suggest that transmembrane helix bundles resembling those observed experimentally may be generated by simulations using simple potentials.
    Type of Medium: Electronic Resource
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  • 10
    Electronic Resource
    Electronic Resource
    Springer
    Computational economics 15 (2000), S. 223-226 
    ISSN: 1572-9974
    Keywords: Monte Carlo ; asymmetry
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Economics
    Notes: Abstract The power of the recently proposed Escribano–Pfann (1998) model ofasymmetryis examined via Monte Carlo simulation. As found previously for analternative asymmetric model, the power of this model is seen to be low.
    Type of Medium: Electronic Resource
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  • 11
    Electronic Resource
    Electronic Resource
    Springer
    Computational economics 16 (2000), S. 5-45 
    ISSN: 1572-9974
    Keywords: cross-failure ; Durbin–Watson ; Monte Carlo ; noncentrality ; small-sample bias
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Economics
    Notes: Abstract Prior research (Belsley, 1997) has established that the common tests for single orders of serial correlation (e.g., Durbin–Watson, artificial regression) are badly distorted and result in grossly misleading tests in small samples. A corrected t-statistic has been derived that removes these difficulties, but it cannot be applied to joint tests. This research provides the needed generalizations. First it shows, to no surprise, that the same distortions plague the F-statistic typically used for testing joint orders of serial correlation with artificial regressions. And second it derives a corrected F-statistic that provides acceptable tests for arbitrarily stipulated joint orders of serial correlation. The test procedure is detailed and exemplar code provided.
    Type of Medium: Electronic Resource
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  • 12
    Electronic Resource
    Electronic Resource
    Springer
    Transport in porous media 38 (2000), S. 273-290 
    ISSN: 1573-1634
    Keywords: uncertainty propagation ; randomness of hydraulic properties ; unsaturated flow model ; Monte Carlo ; heterogeneous soils ; stochastic process
    Source: Springer Online Journal Archives 1860-2000
    Topics: Geosciences , Technology
    Notes: Abstract This study analyzes the wetting front migration in layered unsaturated soils which have uncertain hydraulic properties. A Monte Carlo scheme was used to propagate the uncertainty of hydraulic parameters. RANUF, a computer program, was developed to solve the one-dimensional, pressure-based form of Richards' equation and to implement the Monte Carlo scheme. Uncertainty propagation was investigated for two-layered soils of various alternating fine over coarse or coarse over fine layer configurations and of various nonrandomized and/or randomized layer arrangements. The effects of changing initial and boundary conditions were also investigated. Randomness was introduced via the saturated hydraulic conductivity, K s, which was assumed to be distributed lognormally with a coefficient of variation of about 10 percent. It was found that in layered soils the mean profiles (i.e., water content and pressure head) remained essentially unchanged regardless of which layer (or layers) was (or were) randomized; however, the variance profiles were affected. Also, higher uniform initial water content tended to inhibit uncertainty, but higher supply rates did not show any characteristic trend for uncertainty behavior.
    Type of Medium: Electronic Resource
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  • 13
    ISSN: 1573-8868
    Keywords: biased sampling ; semivariogram ; fractured media ; multiple fracture sets ; Monte Carlo
    Source: Springer Online Journal Archives 1860-2000
    Topics: Geosciences , Mathematics
    Notes: Abstract Monte Carlo simulation was used to examine the error (statistical bias) introduced in estimating a sample semivariogram through application of oriented sampling patterns to variables which are correlated with fracture orientation. Sample semivariograms of the directional components of the water velocity were used to illustrate that oriented sampling schemes can provide biased data sets which result in error in the estimation of the semivariogram, particularly in the estimation of the sill (or variance). Three sampling patterns were used to analyze directional semivariograms of the components of the fluid velocity: sampling along lines parallel to the mean regional hydraulic gradient, sampling among lines perpendicular to the mean regional hydraulic gradient, and sampling along fracture segments. The first two sampling patterns were shown to introduce substantial error in the sills of the velocity variograms. It is argued that this error is due to the combination of unequal sampling of fractures with different orientations (i.e., sampling bias) and the systematic variation in the magnitude of the velocity components with orientation of the fracture. As a consequence, it is suggested that correction factors developed to correct fracture frequency statistics need to be extended to improve estimation of spatial moments of variables which are correlated with fracture orientation.
    Type of Medium: Electronic Resource
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  • 14
    Electronic Resource
    Electronic Resource
    Springer
    Colloid & polymer science 278 (2000), S. 280-284 
    ISSN: 1435-1536
    Keywords: Key words Surface diffusion ; Metal ; Polymer ; Microstructure ; Monte Carlo
    Source: Springer Online Journal Archives 1860-2000
    Topics: Chemistry and Pharmacology , Mechanical Engineering, Materials Science, Production Engineering, Mining and Metallurgy, Traffic Engineering, Precision Mechanics
    Notes: Abstract  The surface diffusion of physical-vapour-deposited metal atoms on thermoplastic polymer substrates was investigated. In accordance with the hypothesis of the “classical” atomistic diffusion model, diffusion coefficients are derived from a Monte Carlo simulation. Because the “classical” atomistic diffusion model neglects the desorption of the metal atoms, the absolute diffusion data obtained in our investigations should only be considered as rough estimates. It is more the intention of our work to present relative values in order to correlate the metal surface diffusion on polymer substrates with their physical states (morphologies and surface dynamics). As expected, the diffusivity of metal atoms is strongly influenced by the chemical affinity (“reactivity”) between the metal atoms and the polymer substrate. Furthermore, the diffusivity strongly depends on the physical state of the polymer substrate. On polymer surfaces above the glass-transition temperature the surface diffusivity of metal atoms is 1 order of magnitude higher than the diffusivity below the glass-transition temperature.
    Type of Medium: Electronic Resource
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  • 15
    Electronic Resource
    Electronic Resource
    Springer
    Journal of statistical physics 98 (2000), S. 551-588 
    ISSN: 1572-9613
    Keywords: Ising model ; universal amplitude ratios ; conformal field theory ; torus ; finite-size scaling ; corrections to scaling ; Monte Carlo ; Swendsen–Wang algorithm ; cluster algorithm
    Source: Springer Online Journal Archives 1860-2000
    Topics: Physics
    Notes: Abstract Using results from conformal field theory, we compute several universal amplitude ratios for the two-dimensional Ising model at criticality on a symmetric torus. These include the correlation-length ratio x ★=lim L→∞ ξ(L)/L and the first four magnetization moment ratios V 2n =〈 $$M$$ 2n 〉/〈 $$M$$ 2〉 n . As a corollary we get the first four renormalized 2n-point coupling constants for the massless theory on a symmetric torus, G*2n . We confirm these predictions by a high-precision Monte Carlo simulation.
    Type of Medium: Electronic Resource
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  • 16
    Electronic Resource
    Electronic Resource
    Springer
    Pharmaceutical research 17 (2000), S. 252-256 
    ISSN: 1573-904X
    Keywords: Monte Carlo ; computer assisted trial design ; modeling
    Source: Springer Online Journal Archives 1860-2000
    Topics: Chemistry and Pharmacology
    Notes: Abstract Clinical trial simulation is the application of old technologies, e.g., Monte Carlo simulation, to a newproblem, that problem being how to maximize the information content obtained during the drugdevelopment process with an intent to have the greatest chance of “success” in a clinical trial. When the informationcontent of the drug is high, then simulation provides a method to synthesize that information into acoherent package that indicates the sponsor has good control over the pharmacology of the drug. Froma purely financial point of view, what simulation offers pharmaceutical companies is the possibility ofreducing the number of required studies, maximizing the chances for success in a clinical trial, andpossibly shortening development time; all outcomes which will reduce drug development costs. Thepurpose of this paper is to introduce clinical trial simulation to the reader by discussing its potential indrug development, to briefly review the literature, and to make recommendations and caveats regardingits use.
    Type of Medium: Electronic Resource
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  • 17
    Electronic Resource
    Electronic Resource
    Springer
    International journal of computer vision 39 (2000), S. 57-71 
    ISSN: 1573-1405
    Keywords: partitioned sampling ; Monte Carlo ; particle filter ; tracking ; multiple objects
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science
    Notes: Abstract Tracking multiple targets is a challenging problem, especially when the targets are “identical”, in the sense that the same model is used to describe each target. In this case, simply instantiating several independent 1-body trackers is not an adequate solution, because the independent trackers tend to coalesce onto the best-fitting target. This paper presents an observation density for tracking which solves this problem by exhibiting a probabilistic exclusion principle. Exclusion arises naturally from a systematic derivation of the observation density, without relying on heuristics. Another important contribution of the paper is the presentation of partitioned sampling, a new sampling method for multiple object tracking. Partitioned sampling avoids the high computational load associated with fully coupled trackers, while retaining the desirable properties of coupling.
    Type of Medium: Electronic Resource
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