Detecting non-sinusoidal periodicities in observational data using multiharmonic periodograms

We address the problem of assessing the statistical significance of candidate periodicities found using the so-called 'multiharmonic' periodogram, which is being used for detection of non-sinusoidal signals and is based on the least-squares fitting of truncated Fourier series. The recent author's investigation made for the Lomb–Scargle periodogram is extended to the more general multiharmonic periodogram. As a result, closed and efficient analytic approximations to the false alarm probability, associated with multiharmonic periodogram peaks, are obtained. The resulting analytic approximations are tested under various conditions using Monte Carlo simulations. The simulations showed a nice precision and robustness of these approximations.     

Fast and reliable Markov chain Monte Carlo technique for cosmological parameter estimation

Markov chain Monte Carlo (MCMC) techniques are now widely used for cosmological parameter estimation. Chains are generated to sample the posterior probability distribution obtained following the Bayesian approach. An important issue is how to optimize the efficiency of such sampling and how to diagnose whether a finite-length chain has adequately sampled the underlying posterior probability distribution. We show how the power spectrum of a single such finite chain may be used as a convergence diagnostic by means of a fitting function, and discuss strategies for optimizing the distribution for the proposed steps. The methods developed are applied to current cosmic microwave background and large-scale structure data interpreted using both a pure adiabatic cosmological model and a mixed adiabatic/isocurvature cosmological model including possible correlations between modes. For the latter application, because of the increased dimensionality and the presence of degeneracies, the need for tuning MCMC methods for maximum efficiency becomes particularly acute.     

The Effect of Method of Constructing the Mass Distribution on Single Stellar Populations

We use two methods of constructing the initial mass distribution, the traditional way and Monte Carlo simulation, to obtain integrated U - B, B - V, V-R and V-I colours and absorption-line indices denned by the Lick Observatory image dissector scanner (referred to as Lick/IDS), for instantaneous burst solarmetallicity single stellar populations with ages in the range 1-15 Gyr. We find that the evolutionary curves of all colours obtained by the traditional method are smoother than those by Monte Carlo simulation, that the U - B and B - V colours obtained by the two methods agree with one another, while the V - R and V - I colours by the traditional method are bluer than those by Monte Carlo simulation. A comparison of the Lick/IDS absorption-line indices shows that the variations in all the indices by the traditional method are smoother than that for the Monte Carlo simulation, and that all the indices except for TiO1 and TiO2 are consistent with those for the Monte Carlo simulation.     

Long-term evolution of Oort Cloud comets: methods and comparisons

Two long-term simulation methods for cometary orbits, a Monte Carlo method and a direct integration method, are compared with each other. The comparison is done in seven inclination and perihelion distance intervals, and shows differences in dynamical lifetime and capture probabilities for the following main reasons. We use a finite energy step approximation in the Monte Carlo method and the method considers only close approaches with the planets. The differences can be taken into account statistically and it is possible to calculate the correction factors for the capture probability and dynamical lifetime in the Monte Carlo method. Both corrections depend on the inclination and on the value of the minimum energy step. The capture probabilities of the short-period comets originating in the Oort Cloud are calculated by the corrected Monte Carlo method and compared with published results.     

Dynamic evolution of nearby galaxy clusters

A study of the evolution of 377 rich ACO clusters with redshift z < 0.2 is presented. The data concerning galaxies in the investigated clusters were obtained using FOCAS packages applied to Digital Sky Survey I. The 377 galaxy clusters constitute a statistically uniform sample to which visual galaxy/star reclassifications were applied. Cluster shape within 2.0 h^–1 Mpc from the adopted cluster centre (the mean and the median of all galaxy coordinates, the position of the brightest and of the third brightest galaxy in the cluster) was determined through its ellipticity calculated using two methods: the covariance ellipse method (hereafter CEM) and the method based on Minkowski functionals (hereafter MFM). We investigated ellipticity dependence on the radius of circular annuli, in which ellipticity was calculated. This was realized by varying the radius from 0.5 to 2 Mpc in steps of 0.25 Mpc. By performing Monte Carlo simulations, we generated clusters to which the two ellipticity methods were applied. We found that the covariance ellipse method works better than the method based on Minkowski functionals. We also found that ellipticity distributions are different for different methods used. Using the ellipticity‐redshift relation, we investigated the possibility of cluster evolution in the low‐redshift Universe. The correlation of cluster ellipticities with redshifts is undoubtly an indicator of structural evolution. Using the t‐Student statistics, we found a statistically significant correlation between ellipticity and redshift at the significance level of α = 0.95. In one of the two shape determination methods we found that ellipticity grew with redshift, while the other method gave opposite results. Monte Carlo simulations showed that only ellipticities calculated at the distance of 1.5 Mpc from cluster centre in the Minkowski functional method are robust enough to be taken into account, but for that radius we did not find any relation between e and z. Since CEM pointed towards the existence of the e (z) relation, we conclude that such an effect is real though rather weak. A detailed study of the e (z) relation showed that the observed relation is nonlinear, and the number of elongated structures grows rapidly for z > 0.14 (© 2011 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)     

Monte Carlo simulations of star clusters – II. Tidally limited, multimass systems with stellar evolution

A revision of Stodółkiewicz's Monte Carlo code is used to simulate evolution of large star clusters. The new method treats each superstar as a single star and follows the evolution and motion of all individual stellar objects. A survey of the evolution of N -body systems influenced by the tidal field of a parent galaxy and by stellar evolution is presented. The process of energy generation is realized by means of appropriately modified versions of Spitzer's and Mikkola's formulae for the interaction cross-section between binaries and field stars and binaries themselves. The results presented are in good agreement with theoretical expectations and the results of other methods (Fokker–Planck, Monte Carlo and N -body). The initial rapid mass loss, resulting from stellar evolution of the most massive stars, causes expansion of the whole cluster and eventually leads to the disruption of less bound systems ( W ₀=3). Models with larger W ₀ survive this phase of evolution and then undergo core collapse and subsequent post-collapse expansion, like isolated models. The expansion phase is eventually reversed when tidal limitation becomes important. The results presented are the first major step in the direction of simulating evolution of real globular clusters by means of the Monte Carlo method.     

Monte Carlo simulations of star clusters – IV. Calibration of the Monte Carlo code and comparison with observations for the open cluster M67

We outline the steps needed in order to incorporate the evolution of single and binary stars into a particular Monte Carlo code for the dynamical evolution of a star cluster. We calibrate the results against N -body simulations, and present models for the evolution of the old open cluster M67 (which has been studied thoroughly in the literature with N -body techniques). The calibration is done by choosing appropriate free code parameters. We describe, in particular, the evolution of the binary, white dwarf and blue straggler populations, though not all channels for blue straggler formation are represented yet in our simulations. Calibrated Monte Carlo runs show good agreement with results of N -body simulations not only for global cluster parameters, but also for, for example, binary fraction, luminosity function and surface brightness. Comparison of Monte Carlo simulations with observational data for M67 shows that it is possible to get reasonably good agreement between them. Unfortunately, because of the large statistical fluctuations of the numerical data and uncertainties in the observational data the inferred conclusions about the cluster initial conditions are not firm.     

Monte Carlo simulations of star clusters — I. First Results

A revision of Stodoíkiewicz's Monte Carlo code is used to simulate evolution of star clusters. The new method treats each superstar as a single star and follows the evolution and motion of all individual stellar objects. The first calculations for isolated, equal-mass N -body systems with three-body energy generation according to Spitzer's formulae show good agreement with direct N -body calculations for N  = 2000, 4096 and 10 000 particles. The density, velocity, mass distributions, energy generation, number of binaries, etc., follow the N -body results. Only the number of escapers is slightly too high compared with N -body results, and there is no level-off anisotropy for advanced post-collapse evolution of Monte Carlo models as is seen in N -body simulations for N  ≤ 2000. For simulations with N  > 10 000 gravothermal oscillations are clearly visible. The calculations of N   2000, 4096, 10 000, 32 000 and 100 000 models take about 2, 6, 20, 130 and 2500 h, respectively. The Monte Carlo code is at least 10⁵ times faster than the N -body one for N  = 32 768 with special-purpose hardware. Thus it becomes possible to run several different models to improve statistical quality of the data and run individual models with N as large as 100 000. The Monte Carlo scheme can be regarded as a method which lies in the middle between direct N -body and Fokker–Planck models and combines most advantages of both methods.     

The analysis of irregularly observed stochastic astronomical time-series – I. Basics of linear stochastic differential equations

The theory of low-order linear stochastic differential equations is reviewed. Solutions to these equations give the continuous time analogues of discrete time autoregressive time-series. Explicit forms for the power spectra and covariance functions of first- and second-order forms are given. A conceptually simple method is described for fitting continuous time autoregressive models to data. Formulae giving the standard errors of the parameter estimates are derived. Simulated data are used to verify the performance of the methods. Irregularly spaced observations of the two hydrogen-deficient stars FQ Aqr and NO Ser are analysed. In the case of FQ Aqr the best-fitting model is of second order, and describes a quasi-periodicity of about 20 d with an e-folding time of 3.7 d. The NO Ser data are best fitted by a first-order model with an e-folding time of 7.2 d.     

The Lateral Trigger Probability function for the Ultra-High Energy Cosmic Ray showers detected by the Pierre Auger Observatory

In this paper we introduce the concept of Lateral Trigger Probability (LTP) function, i.e., the probability for an Extensive Air Shower (EAS) to trigger an individual detector of a ground based array as a function of distance to the shower axis, taking into account energy, mass and direction of the primary cosmic ray. We apply this concept to the surface array of the Pierre Auger Observatory consisting of a 1.5 km spaced grid of about 1600 water Cherenkov stations. Using Monte Carlo simulations of ultra-high energy showers the LTP functions are derived for energies in the range between 10¹⁷ and 10¹⁹ eV and zenith angles up to 65°. A parametrization combining a step function with an exponential is found to reproduce them very well in the considered range of energies and zenith angles. The LTP functions can also be obtained from data using events simultaneously observed by the fluorescence and the surface detector of the Pierre Auger Observatory (hybrid events). We validate the Monte Carlo results showing how LTP functions from data are in good agreement with simulations.     

Asteroid orbits using phase-space volumes of variation

We present a statistical orbit computation technique for asteroids with transitional observational data, that is, a moderate number of data points spanning a moderate observational time interval. With the help of local least-squares solutions in the phase space of the orbital elements, we map the volume of variation as a function of one or more of the elements. We sample the resulting volume using a Monte Carlo technique and, with proper weights for the sample orbital elements, characterize the six-dimensional orbital-element probability density function. The volume-of-variation (VOV) technique complements the statistical ranging technique for asteroids with exiguous observational data (short time intervals and/or small numbers of observations) and the least-squares technique for extensive observational data. We show that, asymptotically, results using the new technique agree closely with those from ranging and least squares. We apply the technique to the near-Earth object 2004 HA₃₉, the main-belt object 2004 QR and the transneptunian object 2002 CX₂₂₄ recently observed at the Nordic Optical Telescope on La Palma, illustrating the potential of the technique in ephemeris prediction. The VOV technique helps us assess the phase transition in orbital-element probability densities, that is, the non-linear collapse of wide orbital-element distributions to narrow localized ones. For the three objects above, the transition takes place for observational time intervals of the order of 10 h, 5 d and 10 months, respectively, emphasizing the significance of the orbital-arc fraction covered by the observations.     

On the periodicity hypothesis of the ages of large impact craters

An analysis is made of the periodicity hypothesis of the ages of large craters, based on the compilation by Grieve with the addition of recently identified craters. A method earlier proposed by Broadbent is used to derive a period, and the significance of the derived period is tested by a Monte Carlo experiment. In accordance with the result of Stothers, the ages of large craters  ( D >30 km)  are shown to exhibit a period close to 37.5 Myr. Monte Carlo experiments show, however, that the derived period is far from being statistically significant. A subset of crater data earlier adopted by Napier for the purpose of similar investigation is also tested, and it is shown that they also exhibit a similar period at an almost identical level of confidence. A brief discussion is made of the relation between the derived period and that associated with faunal mass extinctions.     

Multidimensional modelling of X-ray spectra for AGN accretion disc outflows

We use a multidimensional Monte Carlo code to compute X-ray spectra for a variety of active galactic nucleus (AGN) disc–wind outflow geometries. We focus on the formation of blueshifted absorption features in the Fe K band and show that line features similar to those which have been reported in observations are often produced for lines of sight through disc–wind geometries. We also discuss the formation of other spectral features in highly ionized outflows. In particular, we show that, for sufficiently high wind densities, moderately strong Fe K emission lines can form and that electron scattering in the flow may cause these lines to develop extended red wings. We illustrate the potential relevance of such models to the interpretation of real X-ray data by comparison with observations of a well-known AGN, Mrk 766.     

The statistical properties of Λ cold dark matter halo formation

We present a comparison of the statistical properties of dark matter halo merger trees extracted from the Millennium Simulation with Extended Press–Schechter (EPS) formalism and the related galform Monte Carlo method for generating ensembles of merger trees. The volume, mass resolution and output frequency make the Millennium Simulation a unique resource for the study of the hierarchical growth of structure. We construct the merger trees of present-day friends-of-friends groups and calculate a variety of statistics that quantify the masses of their progenitors as a function of redshift, accretion rates, and the redshift distribution of their most recent major merger. We also look in the forward direction and quantify the present-day mass distribution of haloes into which high-redshift progenitors of a specific mass become incorporated. We find that the EPS formalism and its Monte Carlo extension capture the qualitative behaviour of all these statistics, but as redshift increases they systematically underestimate the masses of the most massive progenitors. This shortcoming is worst for the Monte Carlo algorithm. We present a fitting function to a scaled version of the progenitor mass distribution and show how it can be used to make more accurate predictions of both progenitor and final halo mass distributions.     

Computing the Light Periods of Blazars with the Periodogram Spectral Analysis Method

The periodogram spectral analysis method applicable to equallyspaced time series is discussed, and the method is tested first with a simulated data series. It is confirmed that this method is effective for noisy series. Then, applying this method to the analysis of the light periods of the quasars 3C 279 and 3C 345 as well as the BL Lac objects OJ 287 and ON 231, we obtain their light periods to be 7.14 yr, 10.00 yr, 11.76 yr and 6.80 yr, respectively. These results obtained by periodogram spectral analysis are consistent with those obtained by the Jurkevich method in the literature. We have analyzed the effects of different window functions, and commented on their correct selection in practical applications.     

Multidimensional simulations of radiative transfer in Type Ia supernovae

A three-dimensional Monte Carlo code for modelling radiation transport in Type Ia supernovae is described. In addition to tracking Monte Carlo quanta to follow the emission, scattering and deposition of radiative energy, a scheme involving volume-based Monte Carlo estimators is used to allow properties of the emergent radiation field to be extracted for specific viewing angles in a multidimensional structure. This eliminates the need to compute spectra or light curves by angular binning of emergent quanta. The code is applied to two test problems to illustrate consequences of multidimensional structure on the modelling of light curves. First, elliptical models are used to quantify how large-scale asphericity can introduce angular dependence to light curves. Secondly, a model which incorporates complex structural inhomogeneity, as predicted by modern explosion models, is used to investigate how such structure may affect light-curve properties.     

An analytical approach to fluctuations in showers

We review the problem of fluctuations in particle shower theory. By using a generalization of Furry equation, we find relations between the n-particle correlation function and the number of particles average or 1-particle correlation function. Such relations show that the average is the only independent dynamical variable. We also develop a numerical code to solve the equation for the correlation functions and compare the results with those from a Monte Carlo simulation which show a perfect agreement between both methods.     

Map making in small field modulated CMB polarization experiments: approximating the maximum likelihood method

Map making presents a significant computational challenge to the next generation of kilopixel cosmic microwave background polarization experiments. Years worth of time ordered data (TOD) from thousands of detectors will need to be compressed into maps of the T , Q and U Stokes parameters. Fundamental to the science goal of these experiments, the observation of B modes, is the ability to control noise and systematics. In this paper, we consider an alternative to the maximum likelihood method, called destriping , where the noise is modelled as a set of discrete offset functions and then subtracted from the time stream. We compare our destriping code (Descart: the DEStriping CARTographer) to a full maximum likelihood mapmaker, applying them to 200 Monte Carlo simulations of TOD from a ground-based, partial-sky polarization modulation experiment. In these simulations, the noise is dominated by either detector or atmospheric  1/ f   noise. Using prior information of the power spectrum of this noise, we produce destriped maps of T , Q and U which are negligibly different from optimal. The method does not filter the signal or bias the E- or B-mode power spectra. Depending on the length of the destriping baseline, the method delivers between five and 22 times improvement in computation time over the maximum likelihood algorithm. We find that, for the specific case of single detector maps, it is essential to destripe the atmospheric  1/ f   in order to detect B modes, even though the Q and U signals are modulated by a half-wave plate spinning at 5 Hz.     

Acceleration time-scale in an ultrarelativistic shock

The acceleration mechanism in ultrarelativistic shocks is investigated using Monte Carlo simulations. We apply a method of discrete small-amplitude particle momentum scattering to reproduce highly anisotropic conditions at the shock and describe the acceleration mechanism carefully. The obtained acceleration time equals 1.0 r _g c if the spectral index reaches the value of 2.2, independent of physical conditions in the shock. Some other parameters of the acceleration process are also provided.     

Multiscale cluster lens mass mapping – I. Strong lensing modelling

We propose a novel technique to refine the modelling of galaxy cluster mass distribution using gravitational lensing. The idea is to combine the strengths of both 'parametric' and 'non-parametric' methods to improve the quality of the fit. We develop a multiscale model that allows sharper contrast in regions of higher density where the number of constraints is generally higher. Our model consists of (i) a multiscale grid of radial basis functions with physically motivated profiles and (ii) a list of galaxy-scale potentials at the location of the cluster member galaxies. This arrangement of potentials of different sizes allows us to reach a high resolution for the model with a minimum number of parameters. We apply our model to the well-studied cluster Abell 1689. We estimate the quality of our mass reconstruction with a Bayesian Monte Carlo Markov Chain sampler. For a selected subset of multiple images, we manage to halve the errors between the positions of predicted and observed images compared to previous studies. This is due to the flexibility of multiscale models at intermediate scale between cluster and galaxy scale. The software developed for this paper is part of the public lenstool package which can be found at http://www.oamp.fr/cosmology/lenstool .