stochastic simulations monday, 9/9/2002 monte carlo simulations are generally concerned with large...

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Stochastic Simulations Monday, 9/9/2002 Monte Carlo simulations are generally concerned with large series of computer experiments using uncorrelated random numbers. Explore order out of •Random sampling •Fractoemission •Diffusion •Polymer •Growth model

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Page 1: Stochastic Simulations Monday, 9/9/2002 Monte Carlo simulations are generally concerned with large series of computer experiments using uncorrelated random

Stochastic Simulations

Monday, 9/9/2002

Monte Carlo simulations are generally concerned with large series of computer experiments using uncorrelated random numbers.

Explore order out of randomness

•Random sampling•Fractoemission•Diffusion•Polymer•Growth model

Page 2: Stochastic Simulations Monday, 9/9/2002 Monte Carlo simulations are generally concerned with large series of computer experiments using uncorrelated random

Hit-or-Miss Random Sampling

π ⋅12

22 =nhitnall

π =4nhitnall

Page 3: Stochastic Simulations Monday, 9/9/2002 Monte Carlo simulations are generally concerned with large series of computer experiments using uncorrelated random

Buffon’s Needle

Page 4: Stochastic Simulations Monday, 9/9/2002 Monte Carlo simulations are generally concerned with large series of computer experiments using uncorrelated random

Fracto-emission

Page 5: Stochastic Simulations Monday, 9/9/2002 Monte Carlo simulations are generally concerned with large series of computer experiments using uncorrelated random

Fracto-emission Measuring System

Page 6: Stochastic Simulations Monday, 9/9/2002 Monte Carlo simulations are generally concerned with large series of computer experiments using uncorrelated random

Zigzag Crack Profile Model

Fracto-emission particles bounce at the irregular surfaces.

Page 7: Stochastic Simulations Monday, 9/9/2002 Monte Carlo simulations are generally concerned with large series of computer experiments using uncorrelated random

Longtime Decay of theFracto-emission Intensity

Page 8: Stochastic Simulations Monday, 9/9/2002 Monte Carlo simulations are generally concerned with large series of computer experiments using uncorrelated random

Random Walk

Haphazrad paths on a lattice

A drop of ink through water.

Page 9: Stochastic Simulations Monday, 9/9/2002 Monte Carlo simulations are generally concerned with large series of computer experiments using uncorrelated random

One Dimensional Random Walk

http://polymer.bu.edu/java/java/1drw/1drwapplet.html

Wandering ant

Try and extract an equation from the plot relating the mean squared distance to the step number.

Page 10: Stochastic Simulations Monday, 9/9/2002 Monte Carlo simulations are generally concerned with large series of computer experiments using uncorrelated random

Question

How do the answers change is the probability is p (!= 1/2) to move right and 1-p to move left (a forward- or reverse-biased motion)?

Page 11: Stochastic Simulations Monday, 9/9/2002 Monte Carlo simulations are generally concerned with large series of computer experiments using uncorrelated random

Diffusion

Screen shots of the trajectory of 500 random walkers, started together at the center.

Page 12: Stochastic Simulations Monday, 9/9/2002 Monte Carlo simulations are generally concerned with large series of computer experiments using uncorrelated random

Extension of Random WalkThis model is a two-dimensional extension of a random walk. Displayed is the territory covered by 500 random walkers. As the number of walkers increases the resulting interface becomes more smooth.

Page 13: Stochastic Simulations Monday, 9/9/2002 Monte Carlo simulations are generally concerned with large series of computer experiments using uncorrelated random

Different kinds of random walks on a square lattice

Random Walk (RW): the walker may cross the walk in an infinite number of times with no cost.

Self-Avoiding Walk (SAW): the walker dies when attempting to intersect a portion of the already completed walk.

Growing Self-Avoiding Walk (GSAW): the process proceeds at first as for SAWs, but a walker senses a ‘trap’ and chooses instead between the remaining

‘safe’ directions so that it can cancontinue to grow.

Page 14: Stochastic Simulations Monday, 9/9/2002 Monte Carlo simulations are generally concerned with large series of computer experiments using uncorrelated random

Polymer Model

Bond lengths of polymers tend to be rather fixed as do bond angles. Thus, as a more computationally friendly model we may construct a polymer which is made up of bonds which connect nearest neighbor sites (monomers) on a lattice.

Schematic model for polyethylene

Page 15: Stochastic Simulations Monday, 9/9/2002 Monte Carlo simulations are generally concerned with large series of computer experiments using uncorrelated random

Polymers as Long

Molecular Chains

Page 16: Stochastic Simulations Monday, 9/9/2002 Monte Carlo simulations are generally concerned with large series of computer experiments using uncorrelated random

Self-Avoiding Random Walk

Mean square distance of gyration of a linear polymer molecule consists of N monomer unites has the leading asymptotic behavior

Rg2 =AN2ν

Page 17: Stochastic Simulations Monday, 9/9/2002 Monte Carlo simulations are generally concerned with large series of computer experiments using uncorrelated random

Diffusion Limited Aggregation (DLA)

A seed is placed at the center of the box. A point is chosen at random in the box, excluding a zone around the cluster. A particle then random walks from this point until it either sticks to the cluster or is lost from the box.

Page 18: Stochastic Simulations Monday, 9/9/2002 Monte Carlo simulations are generally concerned with large series of computer experiments using uncorrelated random

DLA Growth Model

http://apricot.polyu.edu.hk/~lam/dla/dla.html

Page 19: Stochastic Simulations Monday, 9/9/2002 Monte Carlo simulations are generally concerned with large series of computer experiments using uncorrelated random

Thermodynamic Force DrivenSelf Assembly

How to grow desired fine nanoscale structures by pre-patterning some coarse structures.

Page 20: Stochastic Simulations Monday, 9/9/2002 Monte Carlo simulations are generally concerned with large series of computer experiments using uncorrelated random

Monte Carlo vs.Kinetic Monte Carlo

pMC =exp−E1 −E2

kBT

⎝ ⎜ ⎞

⎠ ⎟

pkMC =exp−E1 −E2

kBT

⎝ ⎜ ⎞

⎠ ⎟ exp−

EA

kBT

⎝ ⎜ ⎞

⎠ ⎟