Search results for: Particle Markov chain Monte Carlo (PMCMC)

Authors: Sajjad Asefi, Hossein Afrakhte

Abstract:

This paper presents the evaluation of reliability indices of an electrical distribution system using Monte Carlo simulation technique accounting Time To Switch (TTS) for each section. In this paper, the distribution system has been assumed by accounting random repair time omission. For simplicity, we have assumed the reliability analysis to be based on exponential law. Each segment has a specified rate of failure (λ) and repair time (r) which will give us the mean up time and mean down time of each section in distribution system. After calculating the modified mean up time (MUT) in years, mean down time (MDT) in hours and unavailability (U) in h/year, TTS have been added to the time which the system is not available, i.e. MDT. In this paper, we have assumed the TTS to be a random variable with Log-Normal distribution.

Keywords: distribution system, Monte Carlo simulation, reliability, repair time, time to switch (TTS)

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Authors: Jeremie Coullon, Robert J. Webber

Abstract:

We introduce a Markov chain Monte Carlo (MCMC) sam-pler for infinite-dimensional inverse problems. Our sam-pler is based on the affine invariant ensemble sampler, which uses interacting walkers to adapt to the covariance structure of the target distribution. We extend this ensem-ble sampler for the first time to infinite-dimensional func-tion spaces, yielding a highly efficient gradient-free MCMC algorithm. Because our ensemble sampler does not require gradients or posterior covariance estimates, it is simple to implement and broadly applicable. In many Bayes-ian inverse problems, Markov chain Monte Carlo (MCMC) meth-ods are needed to approximate distributions on infinite-dimensional function spaces, for example, in groundwater flow, medical imaging, and traffic flow. Yet designing efficient MCMC methods for function spaces has proved challenging. Recent gradi-ent-based MCMC methods preconditioned MCMC methods, and SMC methods have improved the computational efficiency of functional random walk. However, these samplers require gradi-ents or posterior covariance estimates that may be challenging to obtain. Calculating gradients is difficult or impossible in many high-dimensional inverse problems involving a numerical integra-tor with a black-box code base. Additionally, accurately estimating posterior covariances can require a lengthy pilot run or adaptation period. These concerns raise the question: is there a functional sampler that outperforms functional random walk without requir-ing gradients or posterior covariance estimates? To address this question, we consider a gradient-free sampler that avoids explicit covariance estimation yet adapts naturally to the covariance struc-ture of the sampled distribution. This sampler works by consider-ing an ensemble of walkers and interpolating and extrapolating between walkers to make a proposal. This is called the affine in-variant ensemble sampler (AIES), which is easy to tune, easy to parallelize, and efficient at sampling spaces of moderate dimen-sionality (less than 20). The main contribution of this work is to propose a functional ensemble sampler (FES) that combines func-tional random walk and AIES. To apply this sampler, we first cal-culate the Karhunen–Loeve (KL) expansion for the Bayesian prior distribution, assumed to be Gaussian and trace-class. Then, we use AIES to sample the posterior distribution on the low-wavenumber KL components and use the functional random walk to sample the posterior distribution on the high-wavenumber KL components. Alternating between AIES and functional random walk updates, we obtain our functional ensemble sampler that is efficient and easy to use without requiring detailed knowledge of the target dis-tribution. In past work, several authors have proposed splitting the Bayesian posterior into low-wavenumber and high-wavenumber components and then applying enhanced sampling to the low-wavenumber components. Yet compared to these other samplers, FES is unique in its simplicity and broad applicability. FES does not require any derivatives, and the need for derivative-free sam-plers has previously been emphasized. FES also eliminates the requirement for posterior covariance estimates. Lastly, FES is more efficient than other gradient-free samplers in our tests. In two nu-merical examples, we apply FES to challenging inverse problems that involve estimating a functional parameter and one or more scalar parameters. We compare the performance of functional random walk, FES, and an alternative derivative-free sampler that explicitly estimates the posterior covariance matrix. We conclude that FES is the fastest available gradient-free sampler for these challenging and multimodal test problems.

Keywords: Bayesian inverse problems, Markov chain Monte Carlo, infinite-dimensional inverse problems, dimensionality reduction

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Authors: Hamidreza Jabal Ameli, Anahita Movahedi

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Purpose: In radionuclide therapy, radioactive atoms are coupled to monoclonal antibodies (mAbs) for treating cancer tumor while limiting radiation to healthy tissues. We know that tumoral and normal tissues are not equally sensitive to radiation. In fact, biological effects such as cellular repair processes or the presence of less radiosensitive cells such as hypoxic cells should be taken account. For this reason, in this paper, we want to calculate biological effect dose (BED) inside tumoral area and healthy cells around tumors. Methods: In this study, deposited doses of a radionuclide, gold-198, inside cells lattice and surrounding healthy tissues were calculated with Monte Carlo method. The elemental compositions and density of malignant and healthy tissues were obtained from ICRU Report 44. For reaching to real condition of oxygen effects, the necrosis and hypoxia area inside tumors has been assessed. Results: With regard to linear-quadratic expression which was defined in Monte Carlo, results showed that a large amount of BED is deposited in the well-oxygenated part of the hypoxia area compared to necrosis area. Moreover, there is a significant difference between the curves of absorbed dose with BED and without BED.

Keywords: biological dose, monte carlo, hypoxia, radionuclide therapy

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Authors: Md Abdullah Al Mashud, M. Tariquzzaman, M. Jahangir Alam, Tapan Kumar Godder, M. Mahbubur Rahman

Abstract:

This paper presents a Monte Carlo (MC) method-based dose distributions on lung tumor for 6 MV photon beam to improve the dosimetric accuracy for cancer treatment. The polystyrene which is tissue equivalent material to the lung tumor density is used in this research. In the empirical calculations, TRS-398 formalism of IAEA has been used, and the setup was made according to the ICRU recommendations. The research outcomes were compared with the state-of-the-art experimental results. From the experimental results, it is observed that the proposed based approach provides more accurate results and improves the accuracy than the existing approaches. The average %variation between measured and TPS simulated values was obtained 1.337±0.531, which shows a substantial improvement comparing with the state-of-the-art technology.

Keywords: lung tumour, Monte Carlo, polystyrene, Elekta synergy, Monaco planning system

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Authors: Sai Sudarshan, Harsh Vyas, Riddhiman Sherlekar

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The oil and gas industry has been unwilling to adopt stochastic definition of reserves. Nevertheless, Monte Carlo simulation methods have gained acceptance by engineers, geoscientists and other professionals who want to evaluate prospects or otherwise analyze problems that involve uncertainty. One of the common applications of Monte Carlo simulation is the estimation of recoverable hydrocarbon from a reservoir.Monte Carlo Simulation makes use of random samples of parameters or inputs to explore the behavior of a complex system or process. It finds application whenever one needs to make an estimate, forecast or decision where there is significant uncertainty. First, the project focuses on performing Monte-Carlo Simulation on a given data set using U. S Department of Energy’s MonteCarlo Software, which is a freeware e&p tool. Further, an algorithm for simulation has been developed for MATLAB and program performs simulation by prompting user for input distributions and parameters associated with each distribution (i.e. mean, st.dev, min., max., most likely, etc.). It also prompts user for desired probability for which reserves are to be calculated. The algorithm so developed and tested in MATLAB further finds implementation in Python where existing libraries on statistics and graph plotting have been imported to generate better outcome. With PyQt designer, codes for a simple graphical user interface have also been written. The graph so plotted is then validated with already available results from U.S DOE MonteCarlo Software.

Keywords: simulation, probability, confidence interval, sensitivity analysis

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Authors: Cherief Houria, Fouka Mourad

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In this work, the simulation of the radiation attenuation is carried out in a photon detector consisting of different common shielding material using a Monte Carlo program called PTM. The aim of the study is to investigate the effect of atomic weight and the thickness of shielding materials on the gamma radiation attenuation ability. The linear attenuation coefficients of Aluminum (Al), Iron (Fe), and lead (Pb) elements were evaluated at photons energy of 661:7KeV that are considered to be emitted from a standard radioactive point source Cs 137. The experimental measurements have been performed for three materials to obtain these linear attenuation coefficients, using a Gamma NaI(Tl) scintillation detector. Our results have been compared with the simulation results of the linear attenuation coefficient using the XCOM database and Geant4 codes and reveal that they are well agreed with both simulation data.

Keywords: gamma photon, Monte Carlo program, radiation attenuation, shielding material, the linear attenuation coefficient

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Authors: Niroshan K. Walgama Wellalage, Tieling Zhang, Richard Dwight

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State-based Markov deterioration models (SMDM) sometimes fail to find accurate transition probability matrix (TPM) values, and hence lead to invalid future condition prediction or incorrect average deterioration rates mainly due to drawbacks of existing nonlinear optimization-based algorithms and/or subjective function types used for regression analysis. Furthermore, a set of separate functions for each condition state with age cannot be directly derived by using Markov model for a given bridge element group, which however is of interest to industrial partners. This paper presents a new approach for generating Homogeneous SMDM model output, namely, the Modified Weibull approach, which consists of a set of appropriate functions to describe the percentage condition prediction of bridge elements in each state. These functions are combined with Bayesian approach and Metropolis Hasting Algorithm (MHA) based Markov Chain Monte Carlo (MCMC) simulation technique for quantifying the uncertainty in model parameter estimates. In this study, factors contributing to rail bridge deterioration were identified. The inspection data for 1,000 Australian railway bridges over 15 years were reviewed and filtered accordingly based on the real operational experience. Network level deterioration model for a typical bridge element group was developed using the proposed Modified Weibull approach. The condition state predictions obtained from this method were validated using statistical hypothesis tests with a test data set. Results show that the proposed model is able to not only predict the conditions in network-level accurately but also capture the model uncertainties with given confidence interval.

Keywords: bridge deterioration modelling, modified weibull approach, MCMC, metropolis-hasting algorithm, bayesian approach, Markov deterioration models

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Authors: Engy A. Mohamed, Y. G. Hegazy

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This paper presents a novel algorithm for modeling photovoltaic based distributed generators for the purpose of optimal planning of distribution networks. The proposed algorithm utilizes sequential Monte Carlo method in order to accurately consider the stochastic nature of photovoltaic based distributed generators. The proposed algorithm is implemented in MATLAB environment and the results obtained are presented and discussed.

Keywords: comulative distribution function, distributed generation, Monte Carlo

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Authors: F. A. Al-Awadhi, D. Al-Hulail

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In this study, we applied the Bayesian hierarchical model to detect single and multiple change points for daily earthquake body wave magnitude. The change point analysis is used in both backward (off-line) and forward (on-line) statistical research. In this study, it is used with the backward approach. Different types of change parameters are considered (mean, variance or both). The posterior model and the conditional distributions for single and multiple change points are derived and implemented using BUGS software. The model is applicable for any set of data. The sensitivity of the model is tested using different prior and likelihood functions. Using Mb data, we concluded that during January 2002 and December 2003, three changes occurred in the mean magnitude of Mb in Kuwait and its vicinity.

Keywords: multiple change points, Markov Chain Monte Carlo, earthquake magnitude, hierarchical Bayesian mode

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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: Kais Manai

Abstract:

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: Katja Ignatieva, Patrick Wong

Abstract:

We investigated the dynamics of high frequency energy prices, including crude oil and electricity prices. The returns of underlying quantities are modelled using various parametric models such as stochastic framework with jumps and stochastic volatility (SVCJ) as well as non-parametric alternatives, which are purely data driven and do not require specification of the drift or the diffusion coefficient function. Using different statistical criteria, we investigate the performance of considered parametric and nonparametric models in their ability to forecast price series and volatilities. Our models incorporate possible seasonalities in the underlying dynamics and utilise advanced estimation techniques for the dynamics of energy prices.

Keywords: stochastic volatility, affine jump-diffusion models, high frequency data, model specification, markov chain monte carlo

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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

Abstract:

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: 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

Abstract:

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: Watcharin Sangma, Onsiri Chanmuang, Pitsanu Tongkhow

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A forecasting model for steel demand uncertainty in Thailand is proposed. It consists of trend, autocorrelation, and outliers in a hierarchical Bayesian frame work. The proposed model uses a cumulative Weibull distribution function, latent first-order autocorrelation, and binary selection, to account for trend, time-varying autocorrelation, and outliers, respectively. The Gibbs sampling Markov Chain Monte Carlo (MCMC) is used for parameter estimation. The proposed model is applied to steel demand index data in Thailand. The root mean square error (RMSE), mean absolute percentage error (MAPE), and mean absolute error (MAE) criteria are used for model comparison. The study reveals that the proposed model is more appropriate than the exponential smoothing method.

Keywords: forecasting model, steel demand uncertainty, hierarchical Bayesian framework, exponential smoothing method

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Authors: W. Benstaali, A. Belasri

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In this work we study a planar lamp filled with neon-xenon gas. We use a one-dimensional particle in a cell with Monte Carlo simulation (PIC-MCC) to investigate the effect xenon concentration on the energy deposited on excitation, ionization and ions. A Xe-Ne discharge is studied for a gas pressure of 400 torr. The results show an efficient Xe20-Ne mixture with an applied voltage of 1.2KV; the xenon excitation energy represents 65% form total energy dissipated in the discharge. We have also studied electrical properties and the energy balance a discharge for Xe50-Ne which needs a voltage of 2kv; the xenon energy is than more important.

Keywords: dielectric barrier discharge, efficiency, excitation, lamps

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Authors: H. Oudira, A. Saifi

Abstract:

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: Amina Boukelkoul, Rahil Boukelkoul, Leila Maachia

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The cumulative vapors emitted from the service stations may represent a hazard to the environment and the population. Besides fuel spill and their penetration into deep soil layers are the main contributors to soil and ground-water contamination in the vicinity of the petrol stations. The amount of the effluents from the service stations depends on strategy of maintenance and the policy adopted by the management to reduce the pollution. One key of the proposed approach is the idea of managing the effluents from the service stations which can be captured via use of a finite state Markov chain. Such a model can be embedded within a probabilistic operation and maintenance simulation reflecting the action to be done. In this paper, an approach of estimating a probabilistic percentage of the amount of emitted pollutants is presented. The finite state Markov model is used for decision problems with number of determined periods (life cycle) to predict the amount according to various options of operation.

Keywords: environment, markov modeling, pollution, service station

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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: Panudet Saengseedam, Nanthachai Kantanantha

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This paper proposes a linear mixed model (LMM) with spatial effects to forecast rice and cassava yields in Thailand at the same time. A multivariate conditional autoregressive (MCAR) model is assumed to present the spatial effects. A Bayesian method is used for parameter estimation via Gibbs sampling Markov Chain Monte Carlo (MCMC). The model is applied to the rice and cassava yields monthly data which have been extracted from the Office of Agricultural Economics, Ministry of Agriculture and Cooperatives of Thailand. The results show that the proposed model has better performance in most provinces in both fitting part and validation part compared to the simple exponential smoothing and conditional auto regressive models (CAR) from our previous study.

Keywords: Bayesian method, linear mixed model, multivariate conditional autoregressive model, spatial time series

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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: Irina A. Gudkova, Yousra Demigha

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Scientific research is moving more and more towards the study of complex systems in several areas of economics, biology physics, and computer science. In this paper, we will work on complex systems in communication networks, Wireless Sensor Networks (WSN) that are considered as stochastic systems composed of interacting entities. The current advancements of the sensing in computing and communication systems is an investment ground for research in several tracks. A detailed presentation was made for the WSN, their use, modeling, different problems that can occur in their application and some solutions. The main goal of this work reintroduces the idea of mean field method since it is a powerful technique to solve this type of models especially systems that evolve according to a Continuous Time Markov Chain (CTMC). Modeling of a CTMC has been focused; we obtained a large system of interacting Continuous Time Markov Chain with population entities. The main idea was to work on one entity and replace the others with an average or effective interaction. In this context to make the solution easier, we consider a wireless sensor network as a multi-body problem and we reduce it to one body problem. The method was applied to a system of WSN modeled as a Markovian queue showing the results of the used technique.

Keywords: Continuous-Time Markov Chain, Hidden Markov Chain, mean field method, Wireless sensor networks

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Authors: Maryam Safrai, Tewfik Mahdi

Abstract:

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: Boukelkoul Lahcen

Abstract:

The cumulative costs for O&M may represent as much as 65%-90% of the turbine's investment cost. Nowadays the cost effectiveness concept becomes a decision-making and technology evaluation metric. The cost of energy metric accounts for the effect replacement cost and unscheduled maintenance cost parameters. One key of the proposed approach is the idea of maintaining the WTs which can be captured via use of a finite state Markov chain. Such a model can be embedded within a probabilistic operation and maintenance simulation reflecting the action to be done. In this paper, an approach of estimating the cost of O&M is presented. The finite state Markov model is used for decision problems with number of determined periods (life cycle) to predict the cost according to various options of maintenance.

Keywords: cost, finite state, Markov model, operation and maintenance

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Authors: Kun Li, Yuzheng Liu, Xiuqi Fan

Abstract:

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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