Search results for: Monte Carlo algorithm

Authors: Encarnación Álvarez, Rosa M. García-Fernández, Juan F. Muñoz

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Estimation of a proportion has many applications in economics and social studies. A common application is the estimation of the low income proportion, which gives the proportion of people classified as poor into a population. In this paper, we present this poverty indicator and propose to use the logistic regression estimator for the problem of estimating the low income proportion. Various sampling designs are presented. Assuming a real data set obtained from the European Survey on Income and Living Conditions, Monte Carlo simulation studies are carried out to analyze the empirical performance of the logistic regression estimator under the various sampling designs considered in this paper. Results derived from Monte Carlo simulation studies indicate that the logistic regression estimator can be more accurate than the customary estimator under the various sampling designs considered in this paper. The stratified sampling design can also provide more accurate results.

Keywords: poverty line, risk of poverty, auxiliary variable, ratio method

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Authors: Jan-Tore H. Horn, Jørgen Juncher Jensen

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Uncertainties related to fatigue damage estimation of non-linear systems are highly dependent on the tail behaviour and extreme values of the stress range distribution. By using a combination of the First Order Reliability Method (FORM) and Monte Carlo simulations (MCS), the accuracy of the fatigue estimations may be improved for the same computational efforts. The method is applied to a bottom-fixed, monopile-supported large offshore wind turbine, which is a non-linear and dynamically sensitive system. Different curve fitting techniques to the fatigue damage distribution have been used depending on the sea-state dependent response characteristics, and the effect of a bi-linear S-N curve is discussed. Finally, analyses are performed on several environmental conditions to investigate the long-term applicability of this multistep method. Wave loads are calculated using state-of-the-art theory, while wind loads are applied with a simplified model based on rotor thrust coefficients.

Keywords: fatigue damage, FORM, monopile, Monte Carlo, simulation, wind turbine

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Authors: Sahar Heidary, Ramin Ghasemi Shayan

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The overall goal Monte Carlo N-atom radioactivity transference PC program (MCNP4C) was done for the regeneration of x-ray groups in diagnostic radiology and mammography. The electrons were transported till they slow down and stopover in the target. Both bremsstrahlung and characteristic x-ray creation were measured in this study. In this issue, the x-ray spectra forecast by several computational models recycled in the diagnostic radiology and mammography energy kind have been calculated by appraisal with dignified spectra and their outcome on the scheming of absorbed dose and effective dose (ED) told to the adult ORNL hermaphroditic phantom quantified. This comprises practical models (TASMIP and MASMIP), semi-practical models (X-rayb&m, X-raytbc, XCOMP, IPEM, Tucker et al., and Blough et al.), and Monte Carlo modeling (EGS4, ITS3.0, and MCNP4C). Images got consuming synchrotron radiation (SR) and both screen-film and the CR system were related with images of the similar trials attained with digital mammography equipment. In sight of the worthy feature of the effects gained, the CR system was used in two mammographic inspections with SR. For separately mammography unit, the capability acquiesced bilateral mediolateral oblique (MLO) and craniocaudal(CC) mammograms attained in a woman with fatty breasts and a woman with dense breasts. Referees planned the common groups and definite absences that managed to a choice to miscarry the part that formed the scientific imaginings.

Keywords: mammography, monte carlo, effective dose, radiology

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Authors: A. Chateauneuf, M. Mostoufi, D. Vyncke

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Monte Carlo (MC) simulation is a technique that provides approximate solutions to a broad range of mathematical problems. A drawback of the method is its high computational cost, especially in a high-dimensional setting, such as estimating the Tail Value-at-Risk for large portfolios or pricing basket options and Asian options. For these types of problems, one can construct an upper bound in the convex order by replacing the copula by the comonotonic copula. This comonotonic upper bound can be computed very quickly, but it gives only a rough approximation. In this paper we introduce the Comonotonic Monte Carlo (CoMC) simulation, by using the comonotonic approximation as a control variate. The CoMC is of broad applicability and numerical results show a remarkable speed improvement. We illustrate the method for estimating Tail Value-at-Risk and pricing basket options and Asian options when the logreturns follow a Black-Scholes model or a variance gamma model.

Keywords: control variate Monte Carlo, comonotonicity, option pricing, scientific computing

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Authors: J. C. Riaño-Rojas, J. D. Alzate-Cardona, E. Restrepo-Parra

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In this work, a study of generic magnetic nanoparticles varying the metric space is presented. As the metric space is changed, the nanoparticle form and the inner product are also varied, since the energetic scale is not conserved. This study is carried out using Monte Carlo simulations combined with the Wolff embedding and Metropolis algorithms. The Metropolis algorithm is used at high temperature regions to reach the equilibrium quickly. The Wolff embedding algorithm is used at low and critical temperature regions in order to reduce the critical slowing down phenomenon. The ions number is kept constant for the different forms and the critical temperatures using finite size scaling are found. We observed that critical temperatures don't exhibit significant changes when the metric space was varied. Additionally, the effective dimension according the metric space was determined. A study of static behavior for reaching the static critical exponents was developed. The objective of this work is to observe the behavior of the thermodynamic quantities as energy, magnetization, specific heat, susceptibility and Binder's cumulants at the critical region, in order to demonstrate if the magnetic nanoparticles describe their magnetic interactions in the Euclidean space or if there is any correspondence in other metric spaces.

Keywords: nanoparticles, metric, Monte Carlo, critical behaviour

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Authors: Kaouther Bergaui, Nafaa Reguigui, Charles Gary

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Characterization and the applications of deuterium-deuterium (DD) neutron generator developed by Adelphie technology and acquired by the National Centre of Nuclear Science and Technology (NCNST) were presented in this work. We study the performance of the neutron generator in terms of neutron yield, production efficiency, and the ionic current as a function of the acceleration voltage at various RF powers. We provide the design and optimization of the PGNAA chamber and thus give insight into the capabilities of the planned PGNAA facility. Additional non-destructive techniques were studied employing the DD neutron generator, such as PGNAA and neutron radiography: The PGNAA is used for determining the concentration of 10B in Si and SiO2 matrices by using a germanium detector HPGe and the results obtained are compared with PGNAA system using a Sodium Iodide detector (NaI (Tl)); Neutron radiography facility was tested and simulated, using a camera device CCD and simulated by the Monte Carlo code; and the explosive detection system (EDS) also simulated using the Monte Carlo code. The study allows us to show that the new models of DD neutron generators are feasible and that superior-quality neutron beams could be produced and used for various applications. The feasibility of Boron neutron capture therapy (BNCT) for cancer treatment using a neutron generator was assessed by optimizing Beam Shaping Assembly (BSA) on a phantom using Monte-Carlo (MCNP6) simulations.

Keywords: neutron generator deuterium-deuterium, Monte Carlo method, radiation, neutron flux, neutron activation analysis, born, neutron radiography, explosive detection, BNCT

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Authors: Abdelkader Hocine, Abdelhakim Maizia

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The exponential growth of reinforced fibers composite materials use has prompted researchers to step up their work on the prediction of their reliability. Owing to differences between the properties of the materials used for the composite, the manufacturing processes, the load combinations and types of environment, the prediction of the reliability of composite materials has become a primary task. Through failure criteria, TSAI-WU and the maximum stress, the reliability of multilayer tubular structures under pressure is the subject of this paper, where the failure probability of is estimated by the method of Monte Carlo.

Keywords: composite, design, monte carlo, tubular structure, reliability

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Authors: Vinayak Bassi, Rajpreet Singh

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Over the years, with the emergence of sophisticated computers and algorithms, finance has been quantified using computational prowess. Asset valuation has been one of the key components of quantitative finance. In fact, it has become one of the embryonic steps in determining risk related to a portfolio, the main goal of quantitative finance. This study comprises a drawing comparison between valuation output generated by two stochastic dynamic models, namely Black-Scholes and Dupire’s bi-dimensionality model. Both of these models are formulated for computing the valuation function for a portfolio of European options using Monte Carlo simulation methods. Although Monte Carlo algorithms have a slower convergence rate than calculus-based simulation techniques (like FDM), they work quite effectively over high-dimensional dynamic models. A fidelity gap is analyzed between the static (historical) and stochastic inputs for a sample portfolio of underlying assets. In order to enhance the performance efficiency of the model, the study emphasized the use of variable reduction methods and customizing random number generators to implement parallelization. An attempt has been made to further implement the Dupire’s model on a GPU to achieve higher computational performance. Furthermore, ideas have been discussed around the performance enhancement and bottleneck identification related to the implementation of options-pricing models on GPUs.

Keywords: monte carlo, stochastic models, computational finance, parallel programming, scientific computing

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Authors: H. Oudira, A. Saifi

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The therapeutic utility of certain Auger emitters such as iodine-125 depends on their position within the cell nucleus . Or diagnostically, and to maintain as low as possible cell damage, it is preferable to have radionuclide localized outside the cell or at least the core. One solution to this problem is to consider markers capable of conveying anticancer drugs to the tumor site regardless of their location within the human body. The objective of this study is to simulate the impact of a complex such as bleomycin on single and double strand breaks in the DNA molecule. Indeed, this simulation consists of the following transactions: - Construction of BLM -Fe- DNA complex. - Simulation of the electron’s transport from the metastable state excitation of Fe 57 by the Monte Carlo method. - Treatment of chemical reactions in the considered environment by the diffusion equation. For physical, physico-chemical and finally chemical steps, the geometry of the complex is considered as a sphere of 50 nm centered on the binding site , and the mathematical method used is called step by step based on Monte Carlo codes.

Keywords: concentration, yield, radical species, bleomycin, excitation, DNA

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Authors: Ashwani Kumar

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Use of NIR light for imaging the biological tissue and to quantify its optical properties is a good choice over other invasive methods. Optical tomography involves two steps. One is the forward problem and the other is the reconstruction problem. The forward problem consists of finding the measurements of transmitted light through the tissue from source to detector, given the spatial distribution of absorption and scattering properties. The second step is the reconstruction problem. In X-ray tomography, there is standard method for reconstruction called filtered back projection method or the algebraic reconstruction methods. But this method cannot be applied as such, in optical tomography due to highly scattering nature of biological tissue. A hybrid algorithm for reconstruction has been implemented in this work which takes into account the highly scattered path taken by photons while back projecting the forward data obtained during Monte Carlo simulation. The reconstructed image suffers from blurring due to point spread function.

Keywords: NIR light, tissue, blurring, Monte Carlo simulation

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Authors: Mirvat Shamseddine, Issam Lakkis

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We present an efficient, three-dimensional parallel multi-scale Direct Simulation Monte Carlo (DSMC) algorithm for the simulation of unsteady rarefied gas flows in micro/nanosystems. The algorithm employs a novel spatiotemporal adaptivity scheme. The scheme performs a fully dynamic multi-level grid adaption based on the gradients of flow macro-parameters and an automatic temporal adaptation. The computational domain consists of a hierarchical octree-based Cartesian grid representation of the flow domain and a triangular mesh for the solid object surfaces. The hybrid mesh, combined with the spatiotemporal adaptivity scheme, allows for increased flexibility and efficient data management, rendering the framework suitable for efficient particle-tracing and dynamic grid refinement and coarsening. The parallel algorithm is optimized to run DSMC simulations of strongly unsteady, non-equilibrium flows over multiple cores. The presented method is validated by comparing with benchmark studies and then employed to improve the design of micro-scale hotwire thermal sensors in rarefied gas flows.

Keywords: DSMC, oct-tree hierarchical grid, ray tracing, spatial-temporal adaptivity scheme, unsteady rarefied gas flows

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Authors: Amin Sahebnasagh, Karim Adinehvand, Bakhtiar Azadbakht

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In this study, we used Monte Carlo code (MCNP4C) that is a general method, for simulation, electron source and electric field, a disc source with 0.05 cm radius in direct of anode are used, radius of disc source show focal spot of x-ray tube that here is 0.05 cm. In this simulation, anode is from tungsten with 18.9 g/cm3 density and angle of anode is 180. we simulated x-ray tube for 140 kv. For increasing of speed data acquisition we use F5 tally. With determination the exact position of F5 tally in program, outputs are acquired. In this spectrum the start point is about 0.02 Mev, the absorption edges are about 0.06 Mev and 0.07 Mev and average energy is about 0.05 Mev.

Keywords: x-spectrum, simulation, Monte Carlo, MCNP4C code

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Authors: Autcha Araveeporn

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This paper is to compare the parameter estimation of the mean in normal distribution by Maximum Likelihood (ML), Bayes, and Markov Chain Monte Carlo (MCMC) methods. The ML estimator is estimated by the average of data, the Bayes method is considered from the prior distribution to estimate Bayes estimator, and MCMC estimator is approximated by Gibbs sampling from posterior distribution. These methods are also to estimate a parameter then the hypothesis testing is used to check a robustness of the estimators. Data are simulated from normal distribution with the true parameter of mean 2, and variance 4, 9, and 16 when the sample sizes is set as 10, 20, 30, and 50. From the results, it can be seen that the estimation of MLE, and MCMC are perceivably different from the true parameter when the sample size is 10 and 20 with variance 16. Furthermore, the Bayes estimator is estimated from the prior distribution when mean is 1, and variance is 12 which showed the significant difference in mean with variance 9 at the sample size 10 and 20.

Keywords: Bayes method, Markov chain Monte Carlo method, maximum likelihood method, normal distribution

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Authors: Ruchika Goyal, Ashwani Kumar, Sandeep Jain

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The experimental data for anticancer potential of curcumin nanoparticles was calculated by means of eclectic data. The optimal descriptors were examined using Monte Carlo method based CORAL SEA software. The statistical quality of the model is following: n = 14, R² = 0.6809, Q² = 0.5943, s = 0.175, MAE = 0.114, F = 26 (sub-training set), n =5, R²= 0.9529, Q² = 0.7982, s = 0.086, MAE = 0.068, F = 61, Av Rm² = 0.7601, ∆R²m = 0.0840, k = 0.9856 and kk = 1.0146 (test set) and n = 5, R² = 0.6075 (validation set). This data can be used to build predictive QSAR models for anticancer activity.

Keywords: anticancer potential, curcumin, model, nanoparticles, optimal descriptors, QSAR

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Authors: Mohammad Alshawaf, Rahmat Poudineh, Nawaf Alhajeri

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The power generated from photovoltaic (PV) modules is non-dispatchable on demand due to the stochastic nature of solar radiation. The random variations in the measured intensity of solar irradiance are due to clouds and, in the case of arid regions, dust storms which decrease the intensity of intensity of solar irradiance. Therefore, modeling PV power output using average, maximum, or minimum solar irradiance values is inefficient to predict power generation reliably. The overall objective of this paper is to predict the power output of PV modules using Monte Carlo approach based the weather and solar conditions measured in Kuwait. Given the 250 Wp PV module used in study, the average daily power output is 1021 Wh/day. The maximum power was generated in April and the minimum power was generated in January 1187 Wh/day and 823 Wh/day respectively. The certainty of the daily predictions varies seasonally and according to the weather conditions. The output predictions were far more certain in the summer months, for example, the 80% certainty range for August is 89 Wh/day, whereas the 80% certainty range for April is 250 Wh/day.

Keywords: Monte Carlo, solar energy, variable renewable energy, Kuwait

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Authors: Sidi Mohamed Mesli, Mohamed Habchi, Arslane Boudghene Stambouli, Rafik Benallal

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The BaMnMF7 (M=Fe,V, transition metal fluoride glass, assuming isomorphous replacement) have been structurally studied through the simultaneous simulation of their neutron diffraction patterns by reverse Monte Carlo (RMC) and by the Hybrid Reverse Monte Carlo (HRMC) analysis. This last is applied to remedy the problem of the artificial satellite peaks that appear in the partial pair distribution functions (PDFs) by the RMC simulation. The HRMC simulation is an extension of the RMC algorithm, which introduces an energy penalty term (potential) in acceptance criteria. The idea of this work is to apply the Buckingham potential at the title glass by ignoring the van der Waals terms, in order to make a fit of the partial pair distribution functions and give the most possible realistic features. When displaying the partial PDFs, we suggest that the Buckingham potential is useful to describe average correlations especially in similar interactions.

Keywords: fluoride glasses, RMC simulation, hybrid RMC simulation, Buckingham potential, partial pair distribution functions

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Authors: H. Mousavi, M. Sharifi, H. Pourvaziri

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Redundancy Allocation Problem (RAP) is a well-known mathematical problem for modeling series-parallel systems. It is a combinatorial optimization problem which focuses on determining an optimal assignment of components in a system design. In this paper, to be more practical, we have considered the problem of redundancy allocation of series system with interval valued reliability of components. Therefore, during the search process, the reliabilities of the components are considered as a stochastic variable with a lower and upper bounds. In order to optimize the problem, we proposed a simulated annealing based on cloud theory (CBSAA). Also, the Monte Carlo simulation (MCS) is embedded to the CBSAA to handle the random variable components’ reliability. This novel approach has been investigated by numerical examples and the experimental results have shown that the CBSAA combining MCS is an efficient tool to solve the RAP of systems with interval-valued component reliabilities.

Keywords: redundancy allocation problem, simulated annealing, cloud theory, monte carlo simulation

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Authors: Αlexios Kotsakis, Stefanos Katsavounis, Dimitra Alexiou

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Networks can be utilized to represent project planning problems, using nodes for activities and arcs to indicate precedence relationship between them. For fixed activity duration, a simple algorithm calculates the amount of time required to complete a project, followed by the activities that comprise the critical path. Program Evaluation and Review Technique (PERT) generalizes the above model by incorporating uncertainty, allowing activity durations to be random variables, producing nevertheless a relatively crude solution in planning problems. In this paper, based on the findings of the relevant literature, which strongly suggests that a Beta distribution can be employed to model earthmoving activities, we utilize Monte Carlo simulation, to estimate the project completion time distribution and measure the influence of skewness, an element inherent in activities of modern technical projects. We also extract the activity criticality index, with an ultimate goal to produce more accurate planning estimations.

Keywords: beta distribution, PERT, Monte Carlo simulation, skewness, project completion time distribution

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Authors: Maryam Safrai, Tewfik Mahdi

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This article presents the stochastic modeling of the Richelieu River flood in Quebec, Canada, occurred in the spring of 2011. With the aid of the one-dimensional Watershed Modeling System (WMS (v.10.1) and HEC-RAS (v.4.1) as a flood simulator, the delineation of the probabilistic flooded areas was considered. Based on the Monte Carlo method, WMS (v.10.1) delineated the probabilistic flooded areas with corresponding occurrence percentages. Furthermore, results of this one-dimensional model were compared with the results of two-dimensional model (SRH-2D) for the evaluation of efficiency and precision of each applied model. Based on this comparison, computational process in two-dimensional model is longer and more complicated versus brief one-dimensional one. Although, two-dimensional models are more accurate than one-dimensional method, but according to existing modellers, delineation of probabilistic flooded areas based on Monte Carlo method is achievable via one-dimensional modeler. The applied software in this case study greatly responded to verify the research objectives. As a result, flood risk maps of the Richelieu River with the two applied models (1d, 2d) could elucidate the flood risk factors in hydrological, hydraulic, and managerial terms.

Keywords: flood modeling, HEC-RAS, model comparison, Monte Carlo simulation, probabilistic flooded area, SRH-2D, WMS

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Authors: Parimalah Velo, Ahmad Zakaria

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Introduction: Monte Carlo simulations of preclinical imaging systems allow opportunity to enable new research that could range from designing hardware up to discovery of new imaging application. The simulation system which could accurately model an imaging modality provides a platform for imaging developments that might be inconvenient in physical experiment systems due to the expense, unnecessary radiation exposures and technological difficulties. The aim of present study is to validate the Monte Carlo simulation of thyroid phantom imaging using Geant4-GATE for Siemen’s e-cam single head gamma camera. Upon the validation of the gamma camera simulation model by comparing physical characteristic such as energy resolution, spatial resolution, sensitivity, and dead time, the GATE simulation of thyroid phantom imaging is carried out. Methods: A thyroid phantom is defined geometrically which comprises of 2 lobes with 80mm in diameter, 1 hot spot, and 3 cold spots. This geometry accurately resembling the actual dimensions of thyroid phantom. A planar image of 500k counts with 128x128 matrix size was acquired using simulation model and in actual experimental setup. Upon image acquisition, quantitative image analysis was performed by investigating the total number of counts in image, the contrast of the image, radioactivity distributions on image and the dimension of hot spot. Algorithm for each quantification is described in detail. The difference in estimated and actual values for both simulation and experimental setup is analyzed for radioactivity distribution and dimension of hot spot. Results: The results show that the difference between contrast level of simulation image and experimental image is within 2%. The difference in the total count between simulation and actual study is 0.4%. The results of activity estimation show that the relative difference between estimated and actual activity for experimental and simulation is 4.62% and 3.03% respectively. The deviation in estimated diameter of hot spot for both simulation and experimental study are similar which is 0.5 pixel. In conclusion, the comparisons show good agreement between the simulation and experimental data.

Keywords: gamma camera, Geant4 application of tomographic emission (GATE), Monte Carlo, thyroid imaging

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Authors: Suparman Suparman

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A white noise in autoregressive (AR) model is often assumed to be normally distributed. In application, the white noise usually do not follows a normal distribution. This paper aims to estimate a parameter of AR model that has a exponential white noise. A Bayesian method is adopted. A prior distribution of the parameter of AR model is selected and then this prior distribution is combined with a likelihood function of data to get a posterior distribution. Based on this posterior distribution, a Bayesian estimator for the parameter of AR model is estimated. Because the order of AR model is considered a parameter, this Bayesian estimator cannot be explicitly calculated. To resolve this problem, a method of reversible jump Markov Chain Monte Carlo (MCMC) is adopted. A result is a estimation of the parameter AR model can be simultaneously calculated.

Keywords: autoregressive (AR) model, exponential white Noise, bayesian, reversible jump Markov Chain Monte Carlo (MCMC)

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Authors: Mohanad Al-Behadili, Djamila Ouelhadj

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In this paper, a specific type of vehicle routing problem under stochastic demand (SVRP) is considered. This problem is of great importance because it models for many of the real world vehicle routing applications. This paper used a robust optimisation model to solve the problem along with the novel Simulation-Particle Swarm Optimisation (Sim-PSO) approach. The proposed Sim-PSO approach is based on the hybridization of the Monte Carlo simulation technique with the PSO algorithm. A comparative study between the proposed model and the Sim-PSO approach against other solution methods in the literature has been given in this paper. This comparison including the Analysis of Variance (ANOVA) to show the ability of the model and solution method in solving the complicated SVRP. The experimental results show that the proposed model and Sim-PSO approach has a significant impact on the obtained solution by providing better quality solutions comparing with well-known algorithms in the literature.

Keywords: stochastic vehicle routing problem, robust optimisation model, Monte Carlo simulation, particle swarm optimisation

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Authors: Kun Li, Yuzheng Liu, Xiuqi Fan

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High-security standard and high efficiency of screening seem to be contradictory to each other in the airport security check process. Improving the efficiency as far as possible while maintaining the same security standard is significantly meaningful. This paper utilizes the knowledge of Operation Research and Stochastic Process to establish mathematical models to explore this problem. We analyze the current process of airport security check and use the M/G/1 and M/G/k models in queuing theory to describe the process. Then we find the least efficient part is the pre-check lane, the bottleneck of the queuing system. To improve passenger throughput and reduce the variance of passengers’ waiting time, we adjust our models and use Monte Carlo method, then put forward three modifications: adjust the ratio of Pre-Check lane to regular lane flexibly, determine the optimal number of security check screening lines based on cost analysis and adjust the distribution of arrival and service time based on Monte Carlo simulation results. We also analyze the impact of cultural differences as the sensitivity analysis. Finally, we give the recommendations for the current process of airport security check process.

Keywords: queue theory, security check, stochatic process, Monte Carlo simulation

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Authors: Mohammed Habchi, Sidi Mohammed Mesli, Rafik Benallal, Mohammed Kotbi

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On the basis of four partial correlation functions and some geometric constraints obtained from neutron scattering experiments, a Reverse Monte Carlo (RMC) simulation has been performed in the study of the aqueous electrolyte LiCl6H2O at the glassy state. The obtained 3-dimensional model allows computing pair radial and orientational distribution functions in order to explore the structural features of the system. Unrealistic features appeared in some coordination peaks. To remedy to this, we use the Hybrid Reverse Monte Carlo (HRMC), incorporating an additional energy constraint in addition to the usual constraints derived from experiments. The energy of the system is calculated using an Environment Dependence Interaction Potential (EDIP). Ions effects is studied by comparing correlations between water molecules in the solution and in pure water at room temperature Our results show a good agreement between experimental and computed partial distribution functions (PDFs) as well as a significant improvement in orientational distribution curves.

Keywords: LiCl6H2O, glassy state, RMC, HRMC

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Authors: M. A. Lahmer, K. Guergouri

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In this work, Kinetic Monte Carlo (KMC) method was applied to study the thermal stability of hydrogen in ZnO bulk and thin films. Our simulation includes different possible events such as interstitial hydrogen (Hi) jumps, substitutional hydrogen (HO) formation and dissociation, oxygen and zinc vacancies jumps, hydrogen-VZn complexes formation and dissociation, HO-Hi complex formation and hydrogen molecule (H2) formation and dissociation. The obtained results show that the hidden hydrogen formed during thermal annealing or at room temperature is constituted of both hydrogen molecule and substitutional hydrogen. The ratio of this constituants depends on the initial defects concentration as well as the annealing temperature. For annealing temperature below 300°C hidden hydrogen was found to be constituted from both substitutional hydrogen and hydrogen molecule, however, for higher temperature it is composed essentially from HO defects only because H2 was found to be unstable. In the other side, our results show that the remaining hydrogen amount in sample during thermal annealing depend greatly on the oxygen vacancies in the material. H2 molecule was found to be stable for thermal annealing up to 200°C, VZnHn complexes are stable up to 350°C and HO was found to be stable up to 450°C.

Keywords: ZnO, hydrogen, thermal annealing, kinetic Monte Carlo

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Authors: Encarnación Álvarez, Rosa M. García-Fernández, Juan F. Muñoz, Francisco J. Blanco-Encomienda

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The problem of estimating a proportion has important applications in the field of economics, and in general, in many areas such as social sciences. A common application in economics is the estimation of the headcount index. In this paper, we define the general headcount index as a proportion. Furthermore, we introduce a new quantitative method for estimating the headcount index. In particular, we suggest to use the logistic regression estimator for the problem of estimating the headcount index. Assuming a real data set, results derived from Monte Carlo simulation studies indicate that the logistic regression estimator can be more accurate than the traditional estimator of the headcount index.

Keywords: poverty line, poor, risk of poverty, Monte Carlo simulations, sample

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Authors: M. R. Akbari, H. Yousefnia, A. Ghasemi

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Al2O3:C,Mg fluorescent nuclear track detector (FNTD) and Al2O3:C optically stimulated luminescence detector (OSLD) are becoming two of the applied detectors in ion dosimetry. Therefore, the response of these detectors to hadron beams is highly of interest in radiation therapy (RT) using ion beams. In this study, these detectors' responses to proton and Helium-4 ion beams were compared using Monte Carlo simulations. The calculated data for proton beams were compared with Markus ionization chamber (IC) measurement (in water phantom) from M.D. Anderson proton therapy center. Monte Carlo simulations were performed via the FLUKA code (version 2011.2-17). The detectors were modeled in cylindrical shape at various depths of the water phantom without shading each other for obtaining relative depth dose in the phantom. Mono-energetic parallel ion beams in different incident energies (100 MeV/n to 250 MeV/n) were collided perpendicularly on the phantom surface. For proton beams, the results showed that the simulated detectors have over response relative to IC measurements in water phantom. In all cases, there were good agreements between simulated ion ranges in the water with calculated and experimental results reported by the literature. For proton, maximum peak to entrance dose ratio in the simulated water phantom was 4.3 compared with about 3 obtained from IC measurements. For He-4 ion beams, maximum peak to entrance ratio calculated by both detectors was less than 3.6 in all energies. Generally, it can be said that FLUKA is a good tool to calculate Al2O3:C,Mg FNTD and Al2O3:C OSLD detectors responses to therapeutic proton and He-4 ion beams. It can also calculate proton and He-4 ion ranges with a reasonable accuracy.

Keywords: comparison, FNTD and OSLD detectors response, light ion beams, Monte Carlo simulations

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Authors: Kais Manai

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The main part of this work focuses on the study of pion/muon separation at low energy using a nuclear Emulsion Cloud Chamber (ECC) made of lead and nuclear emulsion films. The work consists of two parts: particle reconstruction algorithm and a Neural Network that assigns to each reconstructed particle the probability to be a muon or a pion. The pion/muon separation algorithm has been optimized by using a detailed Monte Carlo simulation of the ECC and tested on real data. The algorithm allows to achieve a 60% muon identification efficiency with a pion misidentification smaller than 3%.

Keywords: nuclear emulsion, particle identification, tracking, neural network

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Authors: Bruce G. Wilson

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The collection of municipal solid waste at the curbside is a complex operation that is repeated daily under varying circumstances around the world. There have been several attempts to develop Monte Carlo simulation models of the waste collection process dating back almost 50 years. Despite this long history, the use of simulation modeling as a planning or optimization tool for waste collection is still extremely limited in practice. Historically, simulation modeling of waste collection systems has been hampered by the limitations of computer hardware and software and by the availability of representative input data. This paper outlines the development of a Monte Carlo simulation model that overcomes many of the limitations contained in previous models. The model uses a general purpose simulation software program that is easily capable of modeling an entire waste collection network. The model treats the stops on a waste collection route as a queue of work to be processed by a collection vehicle (or server). Input data can be collected from a variety of sources including municipal geographic information systems, global positioning system recorders on collection vehicles, and weigh scales at transfer stations or treatment facilities. The result is a flexible model that is sufficiently robust that it can model the collection activities in a large municipality, while providing the flexibility to adapt to changing conditions on the collection route.

Keywords: modeling, queues, residential waste collection, Monte Carlo simulation

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Authors: Hatem Mrad, Mohamed Bouazara, Fouad Erchiqui

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Fatigue, is considered as one of the main cause of mechanical properties degradation of mechanical parts. Probability and reliability methods are appropriate for fatigue analysis using uncertainties that exist in fatigue material or process parameters. Current work deals with the study of the effect of the number and counting Rainflow cycle on fatigue lifetime (cumulative damage) of an upper arm of the vehicle suspension system. The major part of the fatigue damage induced in suspension arm is caused by two main classes of parameters. The first is related to the materials properties and the second is the road excitation or the applied force of the passenger’s number. Therefore, Young's modulus and road excitation are selected as input parameters to conduct repetitive simulations by Monte Carlo (MC) algorithm. Latin hypercube sampling method is used to generate these parameters. Response surface method is established according to fatigue lifetime of each combination of input parameters according to strain-life method. A PYTHON script was developed to automatize finite element simulations of the upper arm according to a design of experiments.

Keywords: fatigue, monte carlo, rainflow cycle, response surface, suspension system

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