Search results for: markov chain monte carlo

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: Katja Ignatieva, Patrick Wong

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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

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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: 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: 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: 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: 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

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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: Boukelkoul Lahcen

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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

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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: Chieh-Chun Chang, Cheng-Ting Shih, Yan-Lin Liu, Shu-Jun Chang, Jay Wu

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With the widespread use of digital mammography (DM), radiation dose evaluation of breasts has become important. X-ray spectra are one of the key factors that influence the absorbed dose of glandular tissue. In this study, we estimated the X-ray spectrum of DM using the expectation maximization (EM) algorithm with the transmission measurement data. The interpolating polynomial model proposed by Boone was applied to generate the initial guess of the DM spectrum with the target/filter combination of Mo/Mo and the tube voltage of 26 kVp. The Monte Carlo N-particle code (MCNP5) was used to tally the transmission data through aluminum sheets of 0.2 to 3 mm. The X-ray spectrum was reconstructed by using the EM algorithm iteratively. The influence of the initial guess for EM reconstruction was evaluated. The percentage error of the average energy between the reference spectrum inputted for Monte Carlo simulation and the spectrum estimated by the EM algorithm was -0.14%. The normalized root mean square error (NRMSE) and the normalized root max square error (NRMaSE) between both spectra were 0.6% and 2.3%, respectively. We conclude that the EM algorithm with transmission measurement data is a convenient and useful tool for estimating x-ray spectra for DM in clinical practice.

Keywords: digital mammography, expectation maximization algorithm, X-Ray spectrum, X-Ray

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Authors: Sidi Mohamed Mesli, Mohamed Habchi, Mohamed Kotbi, Rafik Benallal, Abdelali Derouiche

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Fluoride glasses with a nominal composition of BaMnMF7 (M = FeV assuming isomorphous replacement) have been structurally modelled through the simultaneous simulation of their neutron diffraction patterns by a reverse Monte Carlo (RMC) model and by a Rietveld for disordered materials (RDM) method. Model is consistent with an expected network of interconnected [MF6] polyhedra. The RMC results are accompanied by artificial satellite peaks. To remedy this problem, we use an extension of the RMC algorithm, which introduces an energy penalty term in acceptance criteria. This method is called the Hybrid Reverse Monte Carlo (HRMC) method. The idea of this paper is to apply the (HRMC) method to the title glasses, in order to make a study of the phenomenon nature of order and disorder by displaying and discussing the partial pair distribution functions (PDFs) g(r). We suggest that this method can be used to describe average correlations between components of fluoride glass or similar system.

Keywords: fluoride glasses, RMC simulation, neutron scattering, hybrid RMC simulation, Lennard-Jones potential, partial pair distribution functions

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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: Mounia El Hafyani, Khalid El Himdi

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Precipitation is one of the key variables in water resource planning. The importance of modeling wet and dry durations is a crucial pointer in engineering hydrology. The objective of this study is to model and analyze the distribution of wet and dry durations. For this purpose, the daily rainfall data from 1967 to 2017 of the Moroccan city of Kenitra’s station are used. Three models are implemented for the distribution of wet and dry durations, namely the first-order Markov chain, the second-order Markov chain, and the truncated negative binomial law. The adherence of the data to the proposed models is evaluated using Chi-square and Kolmogorov-Smirnov tests. The Akaike information criterion is applied to assess the most effective model distribution. We go further and study the law of the number of wet and dry days among k consecutive days. The calculation of this law is done through an algorithm that we have implemented based on conditional laws. We complete our work by comparing the observed moments of the numbers of wet/dry days among k consecutive days to the calculated moment of the three estimated models. The study shows the effectiveness of our approach in modeling wet and dry durations of daily precipitation.

Keywords: Markov chain, rainfall, truncated negative binomial law, wet and dry durations

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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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