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Weinberg (2012) described a constructive algorithm for computing the marginal likelihood, Z, from a Markov chain simulation of the posterior distribution. Its key point is: the choice of an integration subdomain that eliminates subvolumes with poor sampling owing to low tail-values of posterior probability. Conversely, this same idea may be used to choose the subdomain that optimizes the accuracy of Z. Here, we explore using the simulated distribution to define a small region of high posterior probability, followed by a numerical integration of the sample in the selected region using the volume tessellation algorithm described in Weinberg (2012). Even more promising is the resampling of this small region followed by a naive Monte Carlo integration. The new enhanced algorithm is computationally trivial and leads to a dramatic improvement in accuracy. For example, this application of the new algorithm to a four-component mixture with random locations in 16 dimensions yields accurate evaluation of Z with 5% errors. This enables Bayes-factor model selection for real-world problems that have been infeasible with previous methods.

Large-scale simulations of dynamic processes at the atomic level have developed into one of the main areas of work in computational materials science. Until recently, severe computational restrictions, as well as the lack of accurate methods for calculating the energetics, resulted in slower growth in the area than that required by current alloy design programs. The Computational Materials Group at the NASA Lewis Research Center is devoted to the development of powerful, accurate, economical tools to aid in alloy design. These include the BFS (Bozzolo, Ferrante, and Smith) method for alloys (ref. 1) and the development of dedicated software for large-scale simulations based on Monte Carlo- Metropolis numerical techniques, as well as state-of-the-art visualization methods. Our previous effort linking theoretical and computational modeling resulted in the successful prediction of the microstructure of a five-element intermetallic alloy, in excellent agreement with experimental results (refs. 2 and 3). This effort also produced a complete description of the role of alloying additions in intermetallic binary, ternary, and higher order alloys (ref. 4).

This thesis determined the feasibility and efficiency of a Monte Carlo method of simulating the lower confidence limits for the availabilities and reliabilities of maintained systems. The steady-state availabilities of single-unit systems and the time-constrained availabilities and reliabilities of two-unit parallel systems were simulated. First, a baseline of true exponentially-distributed Mean Time Between Failures (MTBFs) and Mean Time To Repairs (MTTRs) were simulated using the chi-square distribution. Then other MTBFs and MTTRs were simulated to represent sampling of other systems. The availabilities and reliabilities were found using these simulated MTBFs and MTTRs. Next, simulated availabilities and reliabilities were ordered, and lower confidence limits were found. These lower confidence limit point estimates were compared against the systems' exact availabilities and reliabilities. Lastly, the success of this Monte Carlo method is determined by how well the simulated lower confidence limit availability and reliability point estimates cover the exact availabilities and reliabilities.

This thesis determined the feasibility and efficiency of a Monte Carlo method of simulating the lower confidence limits for the availabilities and reliabilities of maintained systems. The steady-state availabilities of single-unit systems and the time-constrained availabilities and reliabilities of two-unit parallel systems were simulated. First, a baseline of true exponentially-distributed Mean Time Between Failures (MTBFs) and Mean Time To Repairs (MTTRs) were simulated using the chi-square distribution. Then other MTBFs and MTTRs were simulated to represent sampling of other systems. The availabilities and reliabilities were found using these simulated MTBFs and MTTRs. Next, simulated availabilities and reliabilities were ordered, and lower confidence limits were found. These lower confidence limit point estimates were compared against the systems' exact availabilities and reliabilities. Lastly, the success of this Monte Carlo method is determined by how well the simulated lower confidence limit availability and reliability point estimates cover the exact availabilities and reliabilities.

The radiation field over a broken stratocumulus cloud deck is simulated by the Monte Carlo method. We conducted four experiments to investigate the main factor for the observed shortwave reflectively over the FIRE flight 2 leg 5, in which reflectivity decreases almost linearly from the cloud center to cloud edge while the cloud top height and the brightness temperature remain almost constant through out the clouds. From our results, the geometry effect, however, did not contribute significantly to what has been observed. We found that the variation of the volume extinction coefficient as a function of its relative position in the cloud affects the reflectivity efficiently. Additional check of the brightness temperature of each experiment also confirms this conclusion. The cloud microphysical data showed some interesting features. We found that the cloud droplet spectrum is nearly log-normal distributed when the clouds were solid. However, whether the shift of cloud droplet spectrum toward the larger end is not certain. The decrease of number density from cloud center to cloud edges seems to have more significant effects on the optical properties.

The radiation field over a broken stratocumulus cloud deck is simulated by the Monte Carlo method. We conducted four experiments to investigate the main factor for the observed shortwave reflectively over the FIRE flight 2 leg 5, in which reflectivity decreases almost linearly from the cloud center to cloud edge while the cloud top height and the brightness temperature remain almost constant through out the clouds. From our results, the geometry effect, however, did not contribute significantly to what has been observed. We found that the variation of the volume extinction coefficient as a function of its relative position in the cloud affects the reflectivity efficiently. Additional check of the brightness temperature of each experiment also confirms this conclusion. The cloud microphysical data showed some interesting features. We found that the cloud droplet spectrum is nearly log-normal distributed when the clouds were solid. However, whether the shift of cloud droplet spectrum toward the larger end is not certain. The decrease of number density from cloud center to cloud edges seems to have more significant effects on the optical properties.

The radiation field over a broken stratocumulus cloud deck is simulated by the Monte Carlo method. We conducted four experiments to investigate the main factor for the observed shortwave reflectively over the FIRE flight 2 leg 5, in which reflectivity decreases almost linearly from the cloud center to cloud edge while the cloud top height and the brightness temperature remain almost constant through out the clouds. From our results, the geometry effect, however, did not contribute significantly to what has been observed. We found that the variation of the volume extinction coefficient as a function of its relative position in the cloud affects the reflectivity efficiently. Additional check of the brightness temperature of each experiment also confirms this conclusion. The cloud microphysical data showed some interesting features. We found that the cloud droplet spectrum is nearly log-normal distributed when the clouds were solid. However, whether the shift of cloud droplet spectrum toward the larger end is not certain. The decrease of number density from cloud center to cloud edges seems to have more significant effects on the optical properties.