Transitional Markov chain Monte Carlo simulation

Such stochastic modelling was advanced by Klein and Virk Q) as a probabilistic, model compound-based prediction of lignin pyrolysis. Lignin structure was not considered explicitly. Their approach was extended by Petrocelli (4) to include Kraft lignins and catalysis. Squire and coworkers ( ) introduced the Monte Carlo computational technique as a means of following and predicting coal pyrolysis routes. Recently, McDermott ( used model compound reaction pathways and kinetics to determine Markov Chain states and transition probabilities, respectively, in a rigorous, kinetics-oriented Monte Carlo simulation of the reactions of a linear polymer. Herein we extend the Monte Carlo... 

The state-transition model can be analyzed using a number of approaches as a Markov chains, using semi-Markov processes or using Monte Carlo simulation (Fishman 1996). The applicability of each method depends on the assumptions that can be made regarding faults occurrence and a repair time. In case of the Markov approach, it is necessary to assume that both the faults and renewals occur with constant intensities (i.e. exponential distribution). Also the large number of states makes Markov or semi-Markov method more difficult to use. Presented in the previous section reliability model includes random values with exponential, truncated normal and discrete distributions as well as some periodic relations (staff working time), so it is hard to be solved by analytical methods. 

The Monte Carlo method is easily carried out in any convenient ensemble since it simply requires the construction of a suitable Markov chain for the importance sampling. The simulations in the original paper by Metropolis et al. [1] were carried out in the canonical ensemble corresponding to a fixed number of molecules, volume and temperature, N, V, T). By contrast, molecular dynamics is naturally carried out in the microcanonical ensemble, fixed (N, V, E), since the energy is conserved by Newton s equations of motion. This implies that the temperature of an MD simulation is not known a priori but is obtained as an output of the calculation. This feature makes it difficult to locate phase transitions and, perhaps, gave the first motivation to generalize MD to other ensembles. 

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