### Working paper

## Acceptance rate is a thermodynamic function in local Monte Carlo algorithms

The Binder cumulant at the phase transition of Ising models on square lattices with ferromagnetic couplings between nearest neighbors and with competing antiferromagnetic couplings between next-nearest neighbors, along only one diagonal, is determined using Monte Carlo techniques. In the phase diagram a disorder line occurs separating regions with monotonically decaying and with oscillatory spin-spin correlations. Findings on the variation of the critical cumulant with the ratio of the two interaction strengths are compared to related recent results based on renormalization-group calculations.

We present a comparative study of several algorithms for an in-plane random walk with a variable step. The goal is to check the efficiency of the algorithm in case where the random walk terminates at some boundary. We recently found that a finite step of the random walk produces a bias in the hitting probability and this bias vanishes in the limit of an infinitesimal step. Therefore, it is important to know how a change in the step size of the random walk influences the performance of simulations. We propose an algorithm with the most effective procedure for the step-length-change protocol.

Population annealing is a promising recent approach for Monte Carlo simulations in statistical physics, in particular for the simulation of systems with complex free-energy landscapes. It is a hybrid method, combining importance sampling through Markov chains with elements of sequential Monte Carlo in the form of population control. While it appears to provide algorithmic capabilities for the simulation of such systems that are roughly comparable to those of more established approaches such as parallel tempering, it is intrinsically much more suitable for massively parallel computing. Here, we tap into this structural advantage and present a highly optimized implementation of the population annealing algorithm on GPUs that promises speed-ups of several orders of magnitude as compared to a serial implementation on CPUs. While the sample code is for simulations of the 2D ferromagnetic Ising model, it should be easily adapted for simulations of other spin models, including disordered systems. Our code includes implementations of some advanced algorithmic features that have only recently been suggested, namely the automatic adaptation of temperature steps and a multi-histogram analysis of the data at different temperatures.

Population annealing is a novel Monte Carlo algorithm designed for simulations of systems of statistical mechanics with rugged free-energy landscapes. We discuss a realization of the algorithm for the use on a hybrid computing architecture combining CPUs and GPGPUs. The particular advantage of this approach is that it is fully scalable up to many thousands of threads. We report on applications of the developed realization to several interesting problems, in particular the Ising and Potts models, and review applications of population annealing to further systems.

Risk Management approach is an essential part of the project. Large industries and particular companies incorporate RM Culture. Statistics shows, that companies with Project Management (PM) Structure reduce cost ineffectiveness up to 20%. In oil and gas industry PM Risk Analysis (PRMA) has been widely used for the last years. Various models and procedures have been developed to manage projects of different scale. Nonetheless, Offshore Projects (OP) complexity, high uncertainty of technical, financial, market and government factors, as well as different sea conditions, still makes sense to improve general PRMA models according to the oil and gas OP features. Traditional RM tools and techniques are not appropriate to cope with complex projects in the Arctic. Companies will have to modify risk assessment process or look for new methods. The paper suggests OPRMM, where the attempt to implement PM tools and techniques together with mathematical modeling and expert assessment is made and institutional factors are included. Practically, it is founded on the comparison between offshore field development in the Barents Sea and the Kara Sea. The reason for research is debates around future Arctic oil and gas projects and their commercial potential. Several large projects with participation of major international companies in the Barents Sea and the prospectivity of the Kara Sea Projects in conditions of technology difficulties are under discussion and have not reached the investment project phase yet. OPRMM starts with identifying the key factors, which could affect offshore field development. Inside the investment regime modified real option value (ROV) model for OP is developed: stop option and scale transformation option. Basing on the binominal trees and Monte Carlo Simulation it is possible to see the perspectives of the OP at an early stage in the conditions of high uncertainty. Incorporating the ROV model into investment regime allows operator to choose the territory to explore. The research shows, that offshore projects in the Arctic offshore is not only under the pressure of internal corporative factors, but also under influence of external institutional factors. New tools and approaches will be required in Arctic projects where no one wants to be looking in the wrong place.

A model for organizing cargo transportation between two node stations connected by a railway line which contains a certain number of intermediate stations is considered. The movement of cargo is in one direction. Such a situation may occur, for example, if one of the node stations is located in a region which produce raw material for manufacturing industry located in another region, and there is another node station. The organization of freight traﬃc is performed by means of a number of technologies. These technologies determine the rules for taking on cargo at the initial node station, the rules of interaction between neighboring stations, as well as the rule of distribution of cargo to the ﬁnal node stations. The process of cargo transportation is followed by the set rule of control. For such a model, one must determine possible modes of cargo transportation and describe their properties. This model is described by a ﬁnite-dimensional system of diﬀerential equations with nonlocal linear restrictions. The class of the solution satisfying nonlocal linear restrictions is extremely narrow. It results in the need for the “correct” extension of solutions of a system of diﬀerential equations to a class of quasi-solutions having the distinctive feature of gaps in a countable number of points. It was possible numerically using the Runge–Kutta method of the fourth order to build these quasi-solutions and determine their rate of growth. Let us note that in the technical plan the main complexity consisted in obtaining quasi-solutions satisfying the nonlocal linear restrictions. Furthermore, we investigated the dependence of quasi-solutions and, in particular, sizes of gaps (jumps) of solutions on a number of parameters of the model characterizing a rule of control, technologies for transportation of cargo and intensity of giving of cargo on a node station.

Event logs collected by modern information and technical systems usually contain enough data for automated process models discovery. A variety of algorithms was developed for process models discovery, conformance checking, log to model alignment, comparison of process models, etc., nevertheless a quick analysis of ad-hoc selected parts of a journal still have not get a full-fledged implementation. This paper describes an ROLAP-based method of multidimensional event logs storage for process mining. The result of the analysis of the journal is visualized as directed graph representing the union of all possible event sequences, ranked by their occurrence probability. Our implementation allows the analyst to discover process models for sublogs defined by ad-hoc selection of criteria and value of occurrence probability

The Handbook of CO₂ in Power Systems' objective is to include the state-of-the-art developments that occurred in power systems taking CO₂ emission into account. The book includes power systems operation modeling with CO₂ emissions considerations, CO₂ market mechanism modeling, CO₂ regulation policy modeling, carbon price forecasting, and carbon capture modeling. For each of the subjects, at least one article authored by a world specialist on the specific domain is included.

By using superconducting quantum interference device (SQUID) magnetometry, we investigated anisotropic high-field (H less than or similar to 7T) low-temperature (10 K) magnetization response of inhomogeneous nanoisland FeNi films grown by rf sputtering deposition on Sitall (TiO2) glass substrates. In the grown FeNi films, the FeNi layer nominal thickness varied from 0.6 to 2.5 nm, across the percolation transition at the d(c) similar or equal to 1.8 nm. We discovered that, beyond conventional spin-magnetism of Fe21Ni79 permalloy, the extracted out-of-plane magnetization response of the nanoisland FeNi films is not saturated in the range of investigated magnetic fields and exhibits paramagnetic-like behavior. We found that the anomalous out-of-plane magnetization response exhibits an escalating slope with increase in the nominal film thickness from 0.6 to 1.1 nm, however, it decreases with further increase in the film thickness, and then practically vanishes on approaching the FeNi film percolation threshold. At the same time, the in-plane response demonstrates saturation behavior above 1.5-2T, competing with anomalously large diamagnetic-like response, which becomes pronounced at high magnetic fields. It is possible that the supported-metal interaction leads to the creation of a thin charge-transfer (CT) layer and a Schottky barrier at the FeNi film/Sitall (TiO2) interface. Then, in the system with nanoscale circular domains, the observed anomalous paramagnetic-like magnetization response can be associated with a large orbital moment of the localized electrons. In addition, the inhomogeneous nanoisland FeNi films can possess spontaneous ordering of toroidal moments, which can be either of orbital or spin origin. The system with toroidal inhomogeneity can lead to anomalously strong diamagnetic-like response. The observed magnetization response is determined by the interplay between the paramagnetic-and diamagnetic-like contributions.