Search results for: probabilistic methods

Authors: Ali Abdul Kadhim, Fue Lien

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Solid particle distribution on an impingement surface has been simulated utilizing a graphical processing unit (GPU). In-house computational fluid dynamics (CFD) code has been developed to investigate a 3D turbulent impinging jet using the lattice Boltzmann method (LBM) in conjunction with large eddy simulation (LES) and the multiple relaxation time (MRT) models. This paper proposed an improvement in the LBM-cellular automata (LBM-CA) probabilistic method. In the current model, the fluid flow utilizes the D3Q19 lattice, while the particle model employs the D3Q27 lattice. The particle numbers are defined at the same regular LBM nodes, and transport of particles from one node to its neighboring nodes are determined in accordance with the particle bulk density and velocity by considering all the external forces. The previous models distribute particles at each time step without considering the local velocity and the number of particles at each node. The present model overcomes the deficiencies of the previous LBM-CA models and, therefore, can better capture the dynamic interaction between particles and the surrounding turbulent flow field. Despite the increasing popularity of LBM-MRT-CA model in simulating complex multiphase fluid flows, this approach is still expensive in term of memory size and computational time required to perform 3D simulations. To improve the throughput of each simulation, a single GeForce GTX TITAN X GPU is used in the present work. The CUDA parallel programming platform and the CuRAND library are utilized to form an efficient LBM-CA algorithm. The methodology was first validated against a benchmark test case involving particle deposition on a square cylinder confined in a duct. The flow was unsteady and laminar at Re=200 (Re is the Reynolds number), and simulations were conducted for different Stokes numbers. The present LBM solutions agree well with other results available in the open literature. The GPU code was then used to simulate the particle transport and deposition in a turbulent impinging jet at Re=10,000. The simulations were conducted for L/D=2,4 and 6, where L is the nozzle-to-surface distance and D is the jet diameter. The effect of changing the Stokes number on the particle deposition profile was studied at different L/D ratios. For comparative studies, another in-house serial CPU code was also developed, coupling LBM with the classical Lagrangian particle dispersion model. Agreement between results obtained with LBM-CA and LBM-Lagrangian models and the experimental data is generally good. The present GPU approach achieves a speedup ratio of about 350 against the serial code running on a single CPU.

Keywords: CUDA, GPU parallel programming, LES, lattice Boltzmann method, MRT, multi-phase flow, probabilistic model

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Authors: Wanhyun Cho, Soonja Kang, Sanggoon Kim, Soonyoung Park

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We present probabilistic multinomial Dirichlet classification model for multidimensional data and Gaussian process priors. Here, we have considered an efficient computational method that can be used to obtain the approximate posteriors for latent variables and parameters needed to define the multiclass Gaussian process classification model. We first investigated the process of inducing a posterior distribution for various parameters and latent function by using the variational Bayesian approximations and important sampling method, and next we derived a predictive distribution of latent function needed to classify new samples. The proposed model is applied to classify the synthetic multivariate dataset in order to verify the performance of our model. Experiment result shows that our model is more accurate than the other approximation methods.

Keywords: multinomial dirichlet classification model, Gaussian process priors, variational Bayesian approximation, importance sampling, approximate posterior distribution, marginal likelihood evidence

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Authors: Sameer Jung Karki, Gokhan Saygili

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The allowable bearing capacity of foundation systems is determined by applying a factor of safety to the ultimate bearing capacity. Conventional ultimate bearing capacity calculations routines are based on deterministic input parameters where the nonuniformity and inhomogeneity of soil and site properties are not accounted for. Hence, the laws of mathematics like probability calculus and statistical analysis cannot be directly applied to foundation engineering. It’s assumed that the Factor of Safety, typically as high as 3.0, incorporates the uncertainty of the input parameters. This factor of safety is estimated based on subjective judgement rather than objective facts. It is an ambiguous term. Hence, a probabilistic analysis of the bearing capacity of an isolated footing on a clayey soil is carried out by using the Monte Carlo Simulation method. This simulated model was compared with the traditional discrete model. It was found out that the bearing capacity of soil was found higher for the simulated model compared with the discrete model. This was verified by doing the sensitivity analysis. As the number of simulations was increased, there was a significant % increase of the bearing capacity compared with discrete bearing capacity. The bearing capacity values obtained by simulation was found to follow a normal distribution. While using the traditional value of Factor of safety 3, the allowable bearing capacity had lower probability (0.03717) of occurring in the field compared to a higher probability (0.15866), while using the simulation derived factor of safety of 1.5. This means the traditional factor of safety is giving us bearing capacity that is less likely occurring/available in the field. This shows the subjective nature of factor of safety, and hence probability method is suggested to address the variability of the input parameters in bearing capacity equations.

Keywords: bearing capacity, factor of safety, isolated footing, montecarlo simulation

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Authors: Habtamu Tkubet Ebuy

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Purpose Conventional dynamic energy simulation tools go beyond the static dimension of simplified methods by providing better and more accurate prediction of building performance. However, their ability to forecast actual performance is undermined by a low representation of human interactions. The purpose of this study is to examine the potential benefits of incorporating information on occupant diversity into occupant behavior models used to simulate building performance. The co-simulation of the stochastic behavior of the occupants substantially increases the accuracy of the simulation. Design/methodology/approach In this article, probabilistic models of the "opening and closing" behavior of the window of inhabitants have been developed in a separate multi-agent platform, SimOcc, and implemented in the building simulation, TRNSYS, in such a way that the behavior of the window with the interconnectivity can be reflected in the simulation analysis of the building. Findings The results of the study prove that the application of complex behaviors is important to research in predicting actual building performance. The results aid in the identification of the gap between reality and existing simulation methods. We hope this study and its results will serve as a guide for researchers interested in investigating occupant behavior in the future. Research limitations/implications Further case studies involving multi-user behavior for complex commercial buildings need to more understand the impact of the occupant behavior on building performance. Originality/value This study is considered as a good opportunity to achieve the national strategy by showing a suitable tool to help stakeholders in the design phase of new or retrofitted buildings to improve the performance of office buildings.

Keywords: occupant behavior, co-simulation, energy consumption, thermal comfort

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Authors: Hengki Eko Putra, Dennish Ari Putro, Tri Wahyu Hadi, Edi Riawan, Junnaedhi Dewa Gede, Aditia Rojali, Fariza Dian Prasetyo, Yudhistira Satya Pribadi, Dita Fatria Andarini, Mila Khaerunisa, Raditya Hanung Prakoswa

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Catastrophe risk management can only be done if we are able to calculate the exposed risks. Jakarta is an important city economically, socially, and politically and in the same time exposed to severe floods. On the other hand, flood risk calculation is still very limited in the area. This study has calculated the risk of flooding for Jakarta using 2-Dimensional Model ANUGA. 2-Dimensional model ANUGA and 1-Dimensional Model HEC-RAS are used to calculate the risk of flooding from 13 major rivers in Jakarta. ANUGA can simulate physical and dynamical processes between the streamflow against river geometry and land cover to produce a 1-meter resolution inundation map. The value of streamflow as an input for the model obtained from hydrological analysis on rainfall data using hydrologic model HEC-HMS. The probabilistic streamflow derived from probabilistic rainfall using statistical distribution Log-Pearson III, Normal and Gumbel, through compatibility test using Chi Square and Smirnov-Kolmogorov. Flood event on 2007 is used as a comparison to evaluate the accuracy of model output. Property damage estimations were calculated based on flood depth for 1, 5, 10, 25, 50, and 100 years return period against housing value data from the BPS-Statistics Indonesia, Centre for Research and Development of Housing and Settlements, Ministry of Public Work Indonesia. The vulnerability factor was derived from flood insurance claim. Jakarta's flood loss estimation for the return period of 1, 5, 10, 25, 50, and 100 years, respectively are Rp 1.30 t; Rp 16.18 t; Rp 16.85 t; Rp 21.21 t; Rp 24.32 t; and Rp 24.67 t of the total value of building Rp 434.43 t.

Keywords: 2D hydrodynamic model, ANUGA, flood, flood modeling

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Authors: Mustapha Kamel Mihoubi, Essadik Kerkar, Abdelhamid Hebbouche

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According to the randomness of most of the factors affecting the stability of a gravity dam, probability theory is generally used to TESTING the risk of failure and there is a confusing logical transition from the state of stability failed state, so the stability failure process is considered as a probable event. The control of risk of product failures is of capital importance for the control from a cross analysis of the gravity of the consequences and effects of the probability of occurrence of identified major accidents and can incur a significant risk to the concrete dam structures. Probabilistic risk analysis models are used to provide a better understanding the reliability and structural failure of the works, including when calculating stability of large structures to a major risk in the event of an accident or breakdown. This work is interested in the study of the probability of failure of concrete dams through the application of the reliability analysis methods including the methods used in engineering. It is in our case of the use of level II methods via the study limit state. Hence, the probability of product failures is estimated by analytical methods of the type FORM (First Order Reliability Method), SORM (Second Order Reliability Method). By way of comparison, a second level III method was used which generates a full analysis of the problem and involving an integration of the probability density function of, random variables are extended to the field of security by using of the method of Mont-Carlo simulations. Taking into account the change in stress following load combinations: normal, exceptional and extreme the acting on the dam, calculation results obtained have provided acceptable failure probability values which largely corroborate the theory, in fact, the probability of failure tends to increase with increasing load intensities thus causing a significant decrease in strength, especially in the presence of combinations of unique and extreme loads. Shear forces then induce a shift threatens the reliability of the structure by intolerable values of the probability of product failures. Especially, in case THE increase of uplift in a hypothetical default of the drainage system.

Keywords: dam, failure, limit state, monte-carlo, reliability, probability, sliding, Taylor

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Authors: Azlinda Saadon

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This paper provides detail review on river bank erosion studies with respect to their processes, methods of measurements and factors governing river bank erosion. Bank erosion processes are commonly associated with river changes initiation and development, through width adjustment and planform evolution. It consists of two main types of erosion processes; basal erosion due to fluvial hydraulic force and bank failure under the influence of gravity. Most studies had only focused on one factor rather than integrating both factors. Evidences of previous works have shown integration between both processes of fluvial hydraulic force and bank failure. Bank failure is often treated as probabilistic phenomenon without having physical characteristics and the geotechnical aspects of the bank. This review summarizes the findings of previous investigators with respect to measurement techniques and prediction rates of river bank erosion through field investigation, physical model and numerical model approaches. Factors governing river bank erosion considering physical characteristics of fluvial erosion are defined.

Keywords: river bank erosion, bank erosion, dimensional analysis, geotechnical aspects

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Authors: Yifan Fan, Xudong Luo, Pingping Lin

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An essential task in the field of artificial intelligence is to allow computers to interact with people through natural language. Therefore, researches such as virtual assistants and dialogue systems have received widespread attention from industry and academia. The response generation plays a crucial role in dialogue systems, so to push forward the research on this topic, this paper surveys various methods for response generation. We sort out these methods into three categories. First one includes finite state machine methods, framework methods, and instance methods. The second contains full-text indexing methods, ontology methods, vast knowledge base method, and some other methods. The third covers retrieval methods and generative methods. We also discuss some hybrid methods based knowledge and deep learning. We compare their disadvantages and advantages and point out in which ways these studies can be improved further. Our discussion covers some studies published in leading conferences such as IJCAI and AAAI in recent years.

Keywords: deep learning, generative, knowledge, response generation, retrieval

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Authors: Mehran Naghizaderokni, Asscar Janalizadechobbasty

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There are more probabilistic and deterministic liquefaction evaluation procedures in order to judge whether liquefaction will occur or not. A review of this approach reveals that there is a need for a comprehensive procedure that accounts for different sources of uncertainty in liquefaction evaluation. In fact, for the same set of input parameters, different methods provide different factors of safety and/or probabilities of liquefaction. To account for the different uncertainties, including both the model and measurement uncertainties, reliability analysis is necessary. This paper has obtained information from Standard Penetration Test (SPT) and some empirical approaches such as: Seed et al, Highway bridge of Japan approach to soil liquefaction, The Overseas Coastal Area Development Institute of Japan (OCDI) and reliability method to studying potential of liquefaction in soil of Babol city in the north of Iran are compared. Evaluation potential of liquefaction in soil of Babol city is an important issue since the soil of some area contains sand, seismic area, increasing level of underground waters and consequently saturation of soil; therefore, one of the most important goals of this paper is to gain suitable recognition of liquefaction potential and find the most appropriate procedure of evaluation liquefaction potential to decrease related damages.

Keywords: reliability analysis, liquefaction, Babol, civil, construction and geological engineering

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Authors: M. Zare, S. Biau, M. Corq, Y. Roquelaure

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A wide variety of observational methods have been developed to evaluate the ergonomic workloads in manufacturing. However, the precision and accuracy of these methods remain a subject of debate. The aims of this study were to develop biomechanical methods to evaluate ergonomic workloads and to compare them with observational methods. Two observational methods, i.e. SCANIA Ergonomic Standard (SES) and Rapid Upper Limb Assessment (RULA), were used to assess ergonomic workloads at two simulated workstations. They included four tasks such as tightening & loosening, attachment of tubes and strapping as well as other actions. Sensors were also used to measure biomechanical data (Inclinometers, Accelerometers, and Goniometers). Our findings showed that in assessment of some risk factors both RULA & SES were in agreement with the results of biomechanical methods. However, there was disagreement on neck and wrist postures. In conclusion, the biomechanical approach was more precise than observational methods, but some risk factors evaluated with observational methods were not measurable with the biomechanical techniques developed.

Keywords: ergonomic, observational method, biomechanical methods, workload

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Authors: Haj Najafi Leila, Tehranizadeh Mohsen

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Dependencies between diverse factors involved in probabilistic seismic loss evaluation are recognized to be an imperative issue in acquiring accurate loss estimates. Dependencies among component damage costs could be taken into account considering two partial distinct states of independent or perfectly-dependent for component damage states; however, in our best knowledge, there is no available procedure to take account of loss dependencies in story level. This paper attempts to present a method called "modal cost superposition method" for decoupling story damage costs subjected to earthquake ground motions dealt with closed form differential equations between damage cost and engineering demand parameters which should be solved in complex system considering all stories' cost equations by the means of the introduced "substituted matrixes of mass and stiffness". Costs are treated as probabilistic variables with definite statistic factors of median and standard deviation amounts and a presumed probability distribution. To supplement the proposed procedure and also to display straightforwardness of its application, one benchmark study has been conducted. Acceptable compatibility has been proven for the estimated damage costs evaluated by the new proposed modal and also frequently used stochastic approaches for entire building; however, in story level, insufficiency of employing modification factor for incorporating occurrence probability dependencies between stories has been revealed due to discrepant amounts of dependency between damage costs of different stories. Also, more dependency contribution in occurrence probability of loss could be concluded regarding more compatibility of loss results in higher stories than the lower ones, whereas reduction in incorporation portion of cost modes provides acceptable level of accuracy and gets away from time consuming calculations including some limited number of cost modes in high mode situation.

Keywords: dependency, story-cost, cost modes, engineering demand parameter

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Authors: B. Sellami, M. Belloufi

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Conjugate gradient methods are an important class of methods for unconstrained optimization, especially for large-scale problems. Recently, they have been much studied. In this paper, we propose a new two-parameter family of conjugate gradient methods for unconstrained optimization. The two-parameter family of methods not only includes the already existing three practical nonlinear conjugate gradient methods, but also has other family of conjugate gradient methods as subfamily. The two-parameter family of methods with the Wolfe line search is shown to ensure the descent property of each search direction. Some general convergence results are also established for the two-parameter family of methods. The numerical results show that this method is efficient for the given test problems. In addition, the methods related to this family are uniformly discussed.

Keywords: unconstrained optimization, conjugate gradient method, line search, global convergence

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Authors: Constanza A. Barriga, Rafael Bernardi, Amokrane Berdja, Christian D. Guzman

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Most image restoration methods in astronomy rely upon probabilistic tools that infer the best solution for a deconvolution problem. They achieve good performances when the point spread function (PSF) is spatially invariable in the image plane. However, this latter condition is not always satisfied with real optical systems. PSF angular variations cannot be evaluated directly from the observations, neither be corrected at a pixel resolution. We have developed a method for the restoration of images affected by static and anisotropic aberrations using deep neural networks that can be directly applied to sky images. The network is trained using simulated sky images corresponding to the T-80 telescope optical system, an 80 cm survey imager at Cerro Tololo (Chile), which are synthesized using a Zernike polynomial representation of the optical system. Once trained, the network can be used directly on sky images, outputting a corrected version of the image, which has a constant and known PSF across its field-of-view. The method was tested with the T-80 telescope, achieving better results than with PSF deconvolution techniques. We present the method and results on this telescope.

Keywords: aberrations, deep neural networks, image restoration, variable point spread function, wide field images

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Authors: Martha E. Aguiar-Barrera, Humberto Gutierrez-Pulido, Veronica Vargas-Alejo

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Identifying and modeling random phenomena is a fundamental cognitive process to understand and transform reality. Recognizing situations governed by chance and giving them a scientific interpretation, without being carried away by beliefs or intuitions, is a basic training for citizens. Hence the importance of generating teaching-learning processes, supported using technology, paying attention to model creation rather than only executing mathematical calculations. In order to develop the student's knowledge about basic probability distributions and decision making; in this work a model eliciting activity (MEA) is reported. The intention was applying the Model and Modeling Perspective to design an activity related to civil engineering that would be understandable for students, while involving them in its solution. Furthermore, the activity should imply a decision-making challenge based on sample data, and the use of the computer should be considered. The activity was designed considering the six design principles for MEA proposed by Lesh and collaborators. These are model construction, reality, self-evaluation, model documentation, shareable and reusable, and prototype. The application and refinement of the activity was carried out during three school cycles in the Probability and Statistics class for Civil Engineering students at the University of Guadalajara. The analysis of the way in which the students sought to solve the activity was made using audio and video recordings, as well as with the individual and team reports of the students. The information obtained was categorized according to the activity phase (individual or team) and the category of analysis (sample, linearity, probability, distributions, mechanization, and decision-making). With the results obtained through the MEA, four obstacles have been identified to understand and apply the binomial distribution: the first one was the resistance of the student to move from the linear to the probabilistic model; the second one, the difficulty of visualizing (infering) the behavior of the population through the sample data; the third one, viewing the sample as an isolated event and not as part of a random process that must be viewed in the context of a probability distribution; and the fourth one, the difficulty of decision-making with the support of probabilistic calculations. These obstacles have also been identified in literature on the teaching of probability and statistics. Recognizing these concepts as obstacles to understanding probability distributions, and that these do not change after an intervention, allows for the modification of these interventions and the MEA. In such a way, the students may identify themselves the erroneous solutions when they carrying out the MEA. The MEA also showed to be democratic since several students who had little participation and low grades in the first units, improved their participation. Regarding the use of the computer, the RStudio software was useful in several tasks, for example in such as plotting the probability distributions and to exploring different sample sizes. In conclusion, with the models created to solve the MEA, the Civil Engineering students improved their probabilistic knowledge and understanding of fundamental concepts such as sample, population, and probability distribution.

Keywords: linear model, models and modeling, probability, randomness, sample

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Authors: Naser Safdarian, Nader Jafarnia Dabanloo

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In this paper we used four features i.e. Q-wave integral, QRS complex integral, T-wave integral and total integral as extracted feature from normal and patient ECG signals to detection and localization of myocardial infarction (MI) in left ventricle of heart. In our research we focused on detection and localization of MI in standard ECG. We use the Q-wave integral and T-wave integral because this feature is important impression in detection of MI. We used some pattern recognition method such as Artificial Neural Network (ANN) to detect and localize the MI. Because these methods have good accuracy for classification of normal and abnormal signals. We used one type of Radial Basis Function (RBF) that called Probabilistic Neural Network (PNN) because of its nonlinearity property, and used other classifier such as k-Nearest Neighbors (KNN), Multilayer Perceptron (MLP) and Naive Bayes Classification. We used PhysioNet database as our training and test data. We reached over 80% for accuracy in test data for localization and over 95% for detection of MI. Main advantages of our method are simplicity and its good accuracy. Also we can improve accuracy of classification by adding more features in this method. A simple method based on using only four features which extracted from standard ECG is presented which has good accuracy in MI localization.

Keywords: ECG signal processing, myocardial infarction, features extraction, pattern recognition

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Authors: S. Benchelha, H. C. Aoudjehane, M. Hakdaoui, R. El Hamdouni, H. Mansouri, T. Benchelha, M. Layelmam, M. Alaoui

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The logistic regression (LR) and multivariate adaptive regression spline (MarSpline) are applied and verified for analysis of landslide susceptibility map in Oudka, Morocco, using geographical information system. From spatial database containing data such as landslide mapping, topography, soil, hydrology and lithology, the eight factors related to landslides such as elevation, slope, aspect, distance to streams, distance to road, distance to faults, lithology map and Normalized Difference Vegetation Index (NDVI) were calculated or extracted. Using these factors, landslide susceptibility indexes were calculated by the two mentioned methods. Before the calculation, this database was divided into two parts, the first for the formation of the model and the second for the validation. The results of the landslide susceptibility analysis were verified using success and prediction rates to evaluate the quality of these probabilistic models. The result of this verification was that the MarSpline model is the best model with a success rate (AUC = 0.963) and a prediction rate (AUC = 0.951) higher than the LR model (success rate AUC = 0.918, rate prediction AUC = 0.901).

Keywords: landslide susceptibility mapping, regression logistic, multivariate adaptive regression spline, Oudka, Taounate

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Authors: Emna Benmohamed, Hela Ltifi, Mounir Ben Ayed

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Bayesian Network (BN) is one of the most efficient classification methods. It is widely used in several fields (i.e., medical diagnostics, risk analysis, bioinformatics research). The BN is defined as a probabilistic graphical model that represents a formalism for reasoning under uncertainty. This classification method has a high-performance rate in the extraction of new knowledge from data. The construction of this model consists of two phases for structure learning and parameter learning. For solving this problem, the K2 algorithm is one of the representative data-driven algorithms, which is based on score and search approach. In addition, the integration of the expert's knowledge in the structure learning process allows the obtainment of the highest accuracy. In this paper, we propose a hybrid approach combining the improvement of the K2 algorithm called K2 algorithm for Parents and Children search (K2PC) and the expert-driven method for learning the structure of BN. The evaluation of the experimental results, using the well-known benchmarks, proves that our K2PC algorithm has better performance in terms of correct structure detection. The real application of our model shows its efficiency in the analysis of the phosphate laundry effluents' impact on the watershed in the Gafsa area (southwestern Tunisia).

Keywords: Bayesian network, classification, expert knowledge, structure learning, surface water analysis

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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: Ahlem Mougaida, Hedi Bel Hadj Salah

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Several methods are suggested to improve the numerical integration in Galerkin weak form for Meshless methods. In fact, integrating without taking into account the characteristics of the shape functions reproduced by Meshless methods (rational functions, with compact support etc.), causes a large integration error that influences the PDE’s approximate solution. Comparisons between different methods of numerical integration for rational functions are discussed and compared. The algorithms are implemented in Matlab. Finally, numerical results were presented to prove the efficiency of our algorithms in improving results.

Keywords: adaptive methods, meshless, numerical integration, rational quadrature

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Authors: Orhun Aydin, Mark V. Janikas, Rodrigo Alves, Renato Assuncao

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In this paper, a tree-based perturbation methodology for regionalization inference is presented. Regionalization is a constrained optimization problem that aims to create groups with similar attributes while satisfying spatial contiguity constraints. Similar to any constrained optimization problem, the spatial constraint may hinder convergence to some global minima, resulting in spatially contiguous members of a group with dissimilar attributes. This paper presents a general methodology for rigorously perturbing spatial constraints through the use of random spanning trees. The general framework presented can be used to quantify the effect of the spatial constraints in the overall regionalization result. We compare several types of stochastic spanning trees used in inference problems such as fuzzy regionalization and determining the number of regions. Performance of stochastic spanning trees is juxtaposed against the traditional permutation-based hypothesis testing frequently used in spatial statistics. Inference results for fuzzy regionalization and determining the number of regions is presented on the Local Area Personal Incomes for Texas Counties provided by the Bureau of Economic Analysis.

Keywords: regionalization, constrained clustering, probabilistic inference, fuzzy clustering

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Authors: A. Satty, H. Mwambi

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Much clinical trials data-based research are characterized by the unavoidable problem of dropout as a result of missing or erroneous values. This paper aims to review some of the various techniques to address the dropout problems in longitudinal clinical trials. The fundamental concepts of the patterns and mechanisms of dropout are discussed. This study presents five general techniques for handling dropout: (1) Deletion methods; (2) Imputation-based methods; (3) Data augmentation methods; (4) Likelihood-based methods; and (5) MNAR-based methods. Under each technique, several methods that are commonly used to deal with dropout are presented, including a review of the existing literature in which we examine the effectiveness of these methods in the analysis of incomplete data. Two application examples are presented to study the potential strengths or weaknesses of some of the methods under certain dropout mechanisms as well as to assess the sensitivity of the modelling assumptions.

Keywords: incomplete longitudinal clinical trials, missing at random (MAR), imputation, weighting methods, sensitivity analysis

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Authors: Malo Pocheau-Lesteven, Olivier Le Maître

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Engineering and optimisation of complex systems is often achieved through multi-disciplinary analysis of the system, where each subsystem is modeled and interacts with other subsystems to model the complete system. The coherence of the output of the different sub-systems is achieved through the use of compatibility constraints, which enforce the coupling between the different subsystems. Due to the complexity of some sub-systems and the computational cost of evaluating their respective models, it is often necessary to build surrogate models of these subsystems to allow repeated evaluation these subsystems at a relatively low computational cost. In this paper, gaussian processes are used, as their probabilistic nature is leveraged to evaluate the likelihood of satisfying the compatibility constraints. This paper presents infilling strategies to build accurate surrogate models of the subsystems in areas where they are likely to meet the compatibility constraint. It is shown that these infilling strategies can reduce the computational cost of building surrogate models for a given level of accuracy. An application of these methods to velocity prediction programs used in offshore racing naval architecture further demonstrates these method's applicability in a real engineering context. Also, some examples of the application of uncertainty quantification to field of naval architecture are presented.

Keywords: infilling strategy, gaussian process, multi disciplinary analysis, velocity prediction program

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Authors: Agatha Padma Laksitaningtyas, Sumiyati Gunawan

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Mataram Irrigation Canal has 31,2 km length, is the main irrigation canal in Special Region Province of Yogyakarta, connecting Progo River on the west side and Opak River on the east side. It has an important role as the main water carrier distribution for various purposes such as agriculture, fishery, and plantation which should be free from sediment material. Bed Load Sediment is the basic sediment that will make the sediment process on the irrigation canal. Sediment process is a simultaneous event that can make deposition sediment at the base of irrigation canal and can make the height of elevation water change, it will affect the availability of water to be used for irrigation functions. To predict the amount of drowning sediments in the irrigation canal using two methods: Meyer-Peter and Muller’s Method which is an energy approach method and Einstein Method which is a probabilistic approach. Speed measurement using floating method and using current meters. The channel geometry is measured directly in the field. The basic sediment of the channel is taken in the field by taking three samples from three different points. The result of the research shows that by using the formula Meyer -Peter Muller get the result of 60,75799 kg/s, whereas with Einsten’s Method get result of 13,06461 kg/s. the results may serve as a reference for dredging the sediments on the channel so as not to disrupt the flow of water in irrigation canal.

Keywords: bed load, sediment, irrigation, Mataram canal

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Authors: Carlos Oliveira

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This paper is a criticism of the traditional model of teaching and presents alternative teaching methods, different from the traditional lecture. These methods are accompanied by reports of experience of their application in a class. It was concluded that in the lecture, the student has a low learning rate and that other methods should be used to make the most engaging learning environment for the student, contributing (or facilitating) his learning process. However, the teacher should not use a single method, but rather a range of different methods to ensure the learning experience does not become repetitive and fatiguing for the student.

Keywords: educational practices, experience report, IT in education, teaching methods

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Authors: Saima Ali, Pathamanathan Rajeev, Imteaz A. Monzur

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In this paper, a brief review of the corrosion mechanism in buried pipe and modes of failure is provided together with the available corrosion models. Moreover, the sensitivity analysis is performed to understand the influence of corrosion model parameters on the remaining life estimation. Further, the probabilistic analysis is performed to propagate the uncertainty in the corrosion model on the estimation of the renaming life of the pipe. Finally, the comparison among the corrosion models on the basis of the remaining life estimation will be provided to improve the renewal plan.

Keywords: corrosion, pit depth, sensitivity analysis, exposure period

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Authors: José de Jesús Rivero Oliva, Jesús Salomón Llanes, Manuel Perdomo Ojeda, Antonio Torres Valle

Abstract:

Combinatorial explosion is a common problem to both predominant methods for solving fault trees: Minimal Cut Set (MCS) approach and Binary Decision Diagram (BDD). High memory consumption impedes the complete solution of very complex fault trees. Only approximated non-conservative solutions are possible in these cases using truncation or other simplification techniques. The paper proposes a method (CSolv+) for solving complex fault trees, without any possibility of combinatorial explosion. Each individual MCS is immediately discarded after its contribution to the basic events importance measures and the Top gate Upper Bound Probability (TUBP) has been accounted. An estimation of the Top gate Exact Probability (TEP) is also provided. Therefore, running in a computer cluster, CSolv+ will guarantee the complete solution of complex fault trees. It was successfully applied to 40 fault trees from the Aralia fault trees database, performing the evaluation of the top gate probability, the 1000 Significant MCSs (SMCS), and the Fussell-Vesely, RRW and RAW importance measures for all basic events. The high complexity fault tree nus9601 was solved with truncation probabilities from 10-²¹ to 10-²⁷ just to limit the execution time. The solution corresponding to 10-²⁷ evaluated 3.530.592.796 MCSs in 3 hours and 15 minutes.

Keywords: system reliability analysis, probabilistic risk assessment, fault tree analysis, basic events importance measures

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Authors: Neil Bar, Andrew Heweston

Abstract:

Probability of failure (PF) often appears alongside factor of safety (FS) in design acceptance criteria for rock slope, underground excavation and open pit mine designs. However, the design acceptance criteria generally provide no guidance relating to how PF should be calculated for homogeneous and heterogeneous rock masses, or what qualifies a ‘reasonable’ PF assessment for a given slope design. Observational and kinematic methods were widely used in the 1990s until advances in computing permitted the routine use of numerical modelling. In the 2000s and early 2010s, PF in numerical models was generally calculated using the point estimate method. More recently, some limit equilibrium analysis software offer statistical parameter inputs along with Monte-Carlo or Latin-Hypercube sampling methods to automatically calculate PF. Factors including rock type and density, weathering and alteration, intact rock strength, rock mass quality and shear strength, the location and orientation of geologic structure, shear strength of geologic structure and groundwater pore pressure influence the stability of rock slopes. Significant engineering and geological judgment, interpretation and data interpolation is usually applied in determining these factors and amalgamating them into a geotechnical model which can then be analysed. Most factors are estimated ‘approximately’ or with allowances for some variability rather than ‘exactly’. When it comes to numerical modelling, some of these factors are then treated deterministically (i.e. as exact values), while others have probabilistic inputs based on the user’s discretion and understanding of the problem being analysed. This paper discusses the importance of understanding the key aspects of slope design for homogeneous and heterogeneous rock masses and how they can be translated into reasonable PF assessments where the data permits. A case study from a large open pit gold mine in a complex geological setting in Western Australia is presented to illustrate how PF can be calculated using different methods and obtain markedly different results. Ultimately sound engineering judgement and logic is often required to decipher the true meaning and significance (if any) of some PF results.

Keywords: probability of failure, point estimate method, Monte-Carlo simulations, sensitivity analysis, slope stability

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Authors: Rajesh Karki, Safal Bhattarai, Saket Adhikari

Abstract:

Reliable and economic operation of power systems are becoming extremely challenging with large scale integration of renewable energy sources due to the intermittency and uncertainty associated with renewable power generation. It is, therefore, important to make a quantitative risk assessment and explore the potential resources to mitigate such risks. Probabilistic models for different energy storage systems (ESS), such as the flywheel energy storage system (FESS) and the compressed air energy storage (CAES) incorporating specific charge/discharge performance and failure characteristics suitable for probabilistic risk assessment in power system operation and planning are presented in this paper. The proposed methodology used in FESS modelling offers flexibility to accommodate different configurations of plant topology. It is perceived that CAES has a high potential for grid-scale application, and a hybrid approach is proposed, which embeds a Monte-Carlo simulation (MCS) method in an analytical technique to develop a suitable reliability model of the CAES. The proposed ESS models are applied to a test system to investigate the economic and reliability benefits of the energy storage technologies in system operation and planning, as well as to assess their contributions in facilitating wind integration during different operating scenarios. A comparative study considering various storage system topologies are also presented. The impacts of failure rates of the critical components of ESS on the expected state of charge (SOC) and the performance of the different types of ESS during operation are illustrated with selected studies on the test system. The paper also applies the proposed models on the test system to investigate the economic and reliability benefits of the different ESS technologies and to evaluate their contributions in facilitating wind integration during different operating scenarios and system configurations. The conclusions drawn from the study results provide valuable information to help policymakers, system planners, and operators in arriving at effective and efficient policies, investment decisions, and operating strategies for planning and operation of power systems with large penetrations of renewable energy sources.

Keywords: flywheel energy storage, compressed air energy storage, power system reliability, renewable energy, system planning, system operation

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Authors: JooYoung Lee, Rasheed Hussain

Abstract:

Understanding the relationships among communities of users is the key to blueprint the evolution of human society. Majority of people are equipped with GPS devices, such as smart phones and smart cars, which can trace their whereabouts. In this paper, we discover communities of device users based on real locations in a given time frame. We, then, study the associations of discovered communities, referred to as temporal communities, and generate temporal and probabilistic association rules. The rules describe how strong communities are associated. By studying the generated rules, we can automatically extract underlying hierarchies of communities and permanent communities such as work places.

Keywords: association rules, community detection, evolution of communities, spatiotemporal

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Authors: M. Gulam Kibria, Shourav Ahmed, Kais Zaman

Abstract:

In system analysis, the information on the uncertain input variables cause uncertainty in the system responses. Different probabilistic approaches for uncertainty representation and propagation in such cases exist in the literature. Different uncertainty representation approaches result in different outputs. Some of the approaches might result in a better estimation of system response than the other approaches. The NASA Langley Multidisciplinary Uncertainty Quantification Challenge (MUQC) has posed challenges about uncertainty quantification. Subproblem A, the uncertainty characterization subproblem, of the challenge posed is addressed in this study. In this subproblem, the challenge is to gather knowledge about unknown model inputs which have inherent aleatory and epistemic uncertainties in them with responses (output) of the given computational model. We use two different methodologies to approach the problem. In the first methodology we use sampling-based uncertainty propagation with first order error analysis. In the other approach we place emphasis on the use of Percentile-Based Optimization (PBO). The NASA Langley MUQC’s subproblem A is developed in such a way that both aleatory and epistemic uncertainties need to be managed. The challenge problem classifies each uncertain parameter as belonging to one the following three types: (i) An aleatory uncertainty modeled as a random variable. It has a fixed functional form and known coefficients. This uncertainty cannot be reduced. (ii) An epistemic uncertainty modeled as a fixed but poorly known physical quantity that lies within a given interval. This uncertainty is reducible. (iii) A parameter might be aleatory but sufficient data might not be available to adequately model it as a single random variable. For example, the parameters of a normal variable, e.g., the mean and standard deviation, might not be precisely known but could be assumed to lie within some intervals. It results in a distributional p-box having the physical parameter with an aleatory uncertainty, but the parameters prescribing its mathematical model are subjected to epistemic uncertainties. Each of the parameters of the random variable is an unknown element of a known interval. This uncertainty is reducible. From the study, it is observed that due to practical limitations or computational expense, the sampling is not exhaustive in sampling-based methodology. That is why the sampling-based methodology has high probability of underestimating the output bounds. Therefore, an optimization-based strategy to convert uncertainty described by interval data into a probabilistic framework is necessary. This is achieved in this study by using PBO.

Keywords: aleatory uncertainty, epistemic uncertainty, first order error analysis, uncertainty quantification, percentile-based optimization

Procedia PDF Downloads 240