Statistical error in simulations of Poisson processes: Example of diffusion in solids

نویسندگان

  • Johan O. Nilsson
  • Mikael Leetmaa
  • Olga Yu. Vekilova
  • Sergei I. Simak
  • Natalia V. Skorodumova
چکیده

Johan O. Nilsson,1,* Mikael Leetmaa,2 Olga Yu. Vekilova,1 Sergei I. Simak,3 and Natalia V. Skorodumova1,2 1Department of Materials Science and Engineering, KTH Royal Institute of Technology, Brinellvägen 23, 100 44 Stockholm, Sweden 2Department of Physics and Astronomy, Uppsala University, Box 516, 751 20 Uppsala, Sweden 3Department of Physics, Chemistry and Biology (IFM), Linköping University, 581 83, Linköping, Sweden (Received 15 April 2016; revised manuscript received 1 July 2016; published 31 August 2016)

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

A Statistical Study of two Diffusion Processes on Torus and Their Applications

Diffusion Processes such as Brownian motions and Ornstein-Uhlenbeck processes are the classes of stochastic processes that have been investigated by researchers in various disciplines including biological sciences. It is usually assumed that the outcomes of these processes are laid on the Euclidean spaces. However, some data in physical, chemical and biological phenomena indicate that they cann...

متن کامل

Poisson-Lindley INAR(1) Processes: Some Estimation and Forecasting Methods

This paper focuses on different methods of estimation and forecasting in first-order integer-valued autoregressive processes with Poisson-Lindley (PLINAR(1)) marginal distribution. For this purpose, the parameters of the model are estimated using Whittle, maximum empirical likelihood and sieve bootstrap methods. Moreover, Bayesian and sieve bootstrap forecasting methods are proposed and predict...

متن کامل

Numerical solution and simulation of random differential equations with Wiener and compound Poisson Processes

Ordinary differential equations(ODEs) with stochastic processes in their vector field, have lots of applications in science and engineering. The main purpose of this article is to investigate the numerical methods for ODEs with Wiener and Compound Poisson processes in more than one dimension. Ordinary differential equations with Ito diffusion which is a solution of an Ito stochastic differentia...

متن کامل

Exact Statistical Inference for Some Parametric Nonhomogeneous Poisson Processes

Nonhomogeneous Poisson processes (NHPPs) are often used to model recurrent events, and there is thus a need to check model fit for such models. We study the problem of obtaining exact goodness-of-fit tests for certain parametric NHPPs, using a method based on Monte Carlo simulation conditional on sufficient statistics. A closely related way of obtaining exact confidence intervals in parametri...

متن کامل

Molecular dynamics studies of straight-chain alkanes diffusion in SiO2 ceramic versus Bosanquet formula

Molecular Dynamics (MD) simulations were applied to calculate self-diffusion coefficients (Di ) and heats of adsorption for ethane, propane and n-butane. The simulations were done in temperature range of 300-525 K for various concentrations inside the pores of silicalite type zeolite. The calculated values of self-diffusion coefficients and heats of adsorption resulted from the current wo...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

عنوان ژورنال:

دوره   شماره 

صفحات  -

تاریخ انتشار 2016