Search results for: Sequential Monte Carlo

Authors: Mohamed Rahal, Djaouida Guetta

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In this paper, the one-dimensional unconstrained global optimization problem of continuous functions satifying a Hölder condition is considered. We extend the algorithm of sequential covering SCA for Lipschitz functions to a large class of Hölder functions. The convergence of the method is studied and the algorithm can be applied to systems of nonlinear equations. Finally, some numerical examples are presented and illustrate the efficiency of the present approach.

Keywords: global optimization, Hölder functions, sequential covering method, systems of nonlinear equations

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Authors: Jung–Min Yang

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Solvability of the model matching problem for input/output switched asynchronous sequential machines is discussed in this paper. The control objective is to determine the existence condition and design algorithm for a corrective controller that can match the stable-state behavior of the closed-loop system to that of a reference model. Switching operations and correction procedures are incorporated using output feedback so that the controlled switched machine can show the desired input/output behavior. A matrix expression is presented to address reachability of switched asynchronous sequential machines with output equivalence with respect to a model. The presented reachability condition for the controller design is validated in a simple example.

Keywords: asynchronous sequential machines, corrective control, model matching, input/output control

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Authors: Pabitra Sahu, M. Manohari, S. Priyadharshini, R. Santhanam, S. Chandrasekaran, B. Venkatraman

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Radiation workers of reprocessing plants have a potential for internal exposure due to actinides and fission products. Radionuclides like Americium, lead, Polonium and Europium are bone seekers and get accumulated in the skeletal part. As the major skeletal content is in the skull (13%) and knee (22%), measurements of old intake have to be carried out in the skull and knee. At the Indira Gandhi Centre for Atomic Research, a twin HPGe-based actinide monitor is used for the measurement of actinides present in bone. Efficiency estimation, which is one of the prerequisites for the quantification of radionuclides, requires anthropomorphic phantoms. Such phantoms are very limited. Hence, in this study, efficiency curves for a Twin HPGe-based actinide monitoring system are established theoretically using the FLUKA Monte Carlo method and ICRP adult male voxel phantom. In the case of skull measurement, the detector is placed over the forehead, and for knee measurement, one detector is placed over each knee. The efficiency values of radionuclides present in the knee and skull vary from 3.72E-04 to 4.19E-04 CPS/photon and 5.22E-04 to 7.07E-04 CPS/photon, respectively, for the energy range 17 to 3000keV. The efficiency curves for the measurement are established, and it is found that initially, the efficiency value increases up to 100 keV and then starts decreasing. It is found that the skull efficiency values are 4% to 63% higher than that of the knee, depending on the energy for all the energies except 17.74 keV. The reason is the closeness of the detector to the skull compared to the knee. But for 17.74 keV the efficiency of the knee is more than the skull due to the higher attenuation caused in the skull bones because of its greater thickness. The Minimum Detectable Activity (MDA) for 241Am present in the skull and knee is 9 Bq. 239Pu has a MDA of 950 Bq and 1270 Bq for knee and skull, respectively, for a counting time of 1800 sec. This paper discusses the simulation method and the results obtained in the study.

Keywords: FLUKA Monte Carlo Method, ICRP adult male voxel phantom, knee, Skull.

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Authors: Utkarsh A. Mishra, Ankit Bansal

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At high temperature, radiative heat transfer is the dominant mode of heat transfer. It is governed by various phenomena such as photon emission, absorption, and scattering. The solution of the governing integrodifferential equation of radiative transfer is a complex process, more when the effect of participating medium and wavelength properties are taken into consideration. Although a generic formulation of such radiative transport problem can be modeled for a wide variety of problems with non-gray, non-diffusive surfaces, there is always a trade-off between simplicity and accuracy of the problem. Recently, solutions of complicated mathematical problems with statistical methods based on randomization of naturally occurring phenomena have gained significant importance. Photon bundles with discrete energy can be replicated with random numbers describing the emission, absorption, and scattering processes. Photon Monte Carlo (PMC) is a simple, yet powerful technique, to solve radiative transfer problems in complicated geometries with arbitrary participating medium. The method, on the one hand, increases the accuracy of estimation, and on the other hand, increases the computational cost. The participating media -generally a gas, such as CO₂, CO, and H₂O- present complex emission and absorption spectra. To model the emission/absorption accurately with random numbers requires a weighted sampling as different sections of the spectrum carries different importance. Importance sampling (IS) was implemented to sample random photon of arbitrary wavelength, and the sampled data provided unbiased training of MC estimators for better results. A better replacement to uniform random numbers is using deterministic, quasi-random sequences. Halton, Sobol, and Faure Low-Discrepancy Sequences are used in this study. They possess better space-filling performance than the uniform random number generator and gives rise to a low variance, stable Quasi-Monte Carlo (QMC) estimators with faster convergence. An optimal supervised learning scheme was further considered to reduce the computation costs of the PMC simulation. A one-dimensional plane-parallel slab problem with participating media was formulated. The history of some randomly sampled photon bundles is recorded to train an Artificial Neural Network (ANN), back-propagation model. The flux was calculated using the standard quasi PMC and was considered to be the training target. Results obtained with the proposed model for the one-dimensional problem are compared with the exact analytical and PMC model with the Line by Line (LBL) spectral model. The approximate variance obtained was around 3.14%. Results were analyzed with respect to time and the total flux in both cases. A significant reduction in variance as well a faster rate of convergence was observed in the case of the QMC method over the standard PMC method. However, the results obtained with the ANN method resulted in greater variance (around 25-28%) as compared to the other cases. There is a great scope of machine learning models to help in further reduction of computation cost once trained successfully. Multiple ways of selecting the input data as well as various architectures will be tried such that the concerned environment can be fully addressed to the ANN model. Better results can be achieved in this unexplored domain.

Keywords: radiative heat transfer, Monte Carlo Method, pseudo-random numbers, low discrepancy sequences, artificial neural networks

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Authors: Omran M. Kenshel, Alan J. O'Connor

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Estimating the service life of Reinforced Concrete (RC) bridge structures located in corrosive marine environments of a great importance to their owners/engineers. Traditionally, bridge owners/engineers relied more on subjective engineering judgment, e.g. visual inspection, in their estimation approach. However, because financial resources are often limited, rational calculation methods of estimation are needed to aid in making reliable and more accurate predictions for the service life of RC structures. This is in order to direct funds to bridges found to be the most critical. Criticality of the structure can be considered either form the Structural Capacity (i.e. Ultimate Limit State) or from Serviceability viewpoint whichever is adopted. This paper considers the service life of the structure only from the Structural Capacity viewpoint. Considering the great variability associated with the parameters involved in the estimation process, the probabilistic approach is most suited. The probabilistic modelling adopted here used Monte Carlo simulation technique to estimate the Reliability (i.e. Probability of Failure) of the structure under consideration. In this paper the authors used their own experimental data for the Correlation Length (CL) for the most important deterioration parameters. The CL is a parameter of the Correlation Function (CF) by which the spatial fluctuation of a certain deterioration parameter is described. The CL data used here were produced by analyzing 45 chloride profiles obtained from a 30 years old RC bridge located in a marine environment. The service life of the structure were predicted in terms of the load carrying capacity of an RC bridge beam girder. The analysis showed that the influence of SV is only evident if the reliability of the structure is governed by the Flexure failure rather than by the Shear failure.

Keywords: Chloride-induced corrosion, Monte-Carlo simulation, reinforced concrete, spatial variability

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Authors: A. Sohouli, A. Suleman

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This study focuses on reliability analysis of variable stiffness composite laminate structures to investigate the potential structural improvement compared to conventional (straight fibers) composite laminate structures. A computational framework was developed which it consists of a deterministic design step and reliability analysis. The optimization part is Discrete Material Optimization (DMO) and the reliability of the structure is computed by Monte Carlo Simulation (MCS) after using Stochastic Response Surface Method (SRSM). The design driver in deterministic optimization is the maximum stiffness, while optimization method concerns certain manufacturing constraints to attain industrial relevance. These manufacturing constraints are the change of orientation between adjacent patches cannot be too large and the maximum number of successive plies of a particular fiber orientation should not be too high. Variable stiffness composites may be manufactured by Automated Fiber Machines (AFP) which provides consistent quality with good production rates. However, laps and gaps are the most important challenges to steer fibers that effect on the performance of the structures. In this study, the optimal curved fiber paths at each layer of composites are designed in the first step by DMO, and then the reliability analysis is applied to investigate the sensitivity of the structure with different standard deviations compared to the straight fiber angle composites. The random variables are material properties and loads on the structures. The results show that the variable stiffness composite laminate structures are much more reliable, even for high standard deviation of material properties, than the conventional composite laminate structures. The reason is that the variable stiffness composite laminates allow tailoring stiffness and provide the possibility of adjusting stress and strain distribution favorably in the structures.

Keywords: material optimization, Monte Carlo simulation, reliability analysis, response surface method, variable stiffness composite structures

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Authors: ZhenlinJu, Christopher P. Vellano, RehanAkbani, Yiling Lu, Gordon B. Mills

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The epithelial–mesenchymal transition (EMT) is a process by which epithelial cells acquire mesenchymal characteristics, such as profound disruption of cell-cell junctions, loss of apical-basolateral polarity, and extensive reorganization of the actin cytoskeleton to induce cell motility and invasion. A hallmark of EMT is its capacity to promote metastasis, which is due in part to activation of several transcription factors and subsequent downregulation of E-cadherin. Unfortunately, current approaches have yet to uncover robust protein marker sets that can classify tumors as possessing strong EMT signatures. In this study, we utilize reverse phase protein array (RPPA) data and consensus clustering methods to successfully classify a subset of cervical squamous cell carcinoma and endocervical adenocarcinoma (CESC) tumors into an EMT protein signaling group (EMT group). The overall survival (OS) of patients in the EMT group is significantly worse than those in the other Hormone and PI3K/AKT signaling groups. In addition to a shrinkage and selection method for linear regression (LASSO), we applied training/test set and Monte Carlo resampling approaches to identify a set of protein markers that predicts the EMT status of CESC tumors. We fit a logistic model to these protein markers and developed a classifier, which was fixed in the training set and validated in the testing set. The classifier robustly predicted the EMT status of the testing set with an area under the curve (AUC) of 0.975 by Receiver Operating Characteristic (ROC) analysis. This method not only identifies a core set of proteins underlying an EMT signature in cervical cancer patients, but also provides a tool to examine protein predictors that drive molecular subtypes in other diseases.

Keywords: consensus clustering, TCGA CESC, Silhouette, Monte Carlo LASSO

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Authors: Chung Danbi, Linton Oliver, Whang Yoon-Jae

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Supermodularity, or complementarity, is a popular concept in economics which can characterize many objective functions such as utility, social welfare, and production functions. Further, supermodular dominance captures a preference for greater interdependence among inputs of those functions, and it can be applied to examine which input set would produce higher expected utility, social welfare, or production. Therefore, we propose and justify a consistent testing for a useful implication of supermodular dominance. We also conduct Monte Carlo simulations to explore the finite sample performance of our test, with critical values obtained from the recentered bootstrap method, with and without the selective recentering, and the subsampling method. Under various parameter settings, we confirmed that our test has reasonably good size and power performance. Finally, we apply our test to compare the geographic and distant knowledge spillover in terms of their effects on social welfare using the National Bureau of Economic Research (NBER) patent data. We expect localized citing to supermodularly dominate distant citing if the geographic knowledge spillover engenders greater social welfare than distant knowledge spillover. Taking subgroups based on firm and patent characteristics, we found that there is industry-wise and patent subclass-wise difference in the pattern of supermodular dominance between localized and distant citing. We also compare the results from analyzing different time periods to see if the development of Internet and communication technology has changed the pattern of the dominance. In addition, to appropriately deal with the sparse nature of the data, we apply high-dimensional methods to efficiently select relevant data.

Keywords: supermodularity, supermodular dominance, stochastic dominance, Monte Carlo simulation, bootstrap, subsampling

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Authors: Safa Adi

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This paper will consider the problem of sequential mining patterns embedded in a database by handling the time constraints as defined in the GSP algorithm (level wise algorithms). We will compare two previous approaches GTC and PSP, that resumes the general principles of GSP. Furthermore this paper will discuss PG-hybrid algorithm, that using PSP and GTC. The results show that PSP and GTC are more efficient than GSP. On the other hand, the GTC algorithm performs better than PSP. The PG-hybrid algorithm use PSP algorithm for the two first passes on the database, and GTC approach for the following scans. Experiments show that the hybrid approach is very efficient for short, frequent sequences.

Keywords: database, GTC algorithm, PSP algorithm, sequential patterns, time constraints

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Authors: M. R. Akbari , H. Yousefnia, E. Mirrezaei

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Range uncertainties of protons are currently a topic of interest in proton therapy. Two of the parameters that are often used to specify proton range are water equivalent thickness (WET) and water equivalent ratio (WER). Since WER values for a specific material is nearly constant at different proton energies, it is a more useful parameter to compare. In this study, WER values were calculated for different proton energies in polymethyl methacrylate (PMMA), polystyrene (PS) and aluminum (Al) using FLUKA and TRIM codes. The results were compared with analytical, experimental and simulated SEICS code data obtained from the literature. In FLUKA simulation, a cylindrical phantom, 1000 mm in height and 300 mm in diameter, filled with the studied materials was simulated. A typical mono-energetic proton pencil beam in a wide range of incident energies usually applied in proton therapy (50 MeV to 225 MeV) impinges normally on the phantom. In order to obtain the WER values for the considered materials, cylindrical detectors, 1 mm in height and 20 mm in diameter, were also simulated along the beam trajectory in the phantom. In TRIM calculations, type of projectile, energy and angle of incidence, type of target material and thickness should be defined. The mode of 'detailed calculation with full damage cascades' was selected for proton transport in the target material. The biggest difference in WER values between the codes was 3.19%, 1.9% and 0.67% for Al, PMMA and PS, respectively. In Al and PMMA, the biggest difference between each code and experimental data was 1.08%, 1.26%, 2.55%, 0.94%, 0.77% and 0.95% for SEICS, FLUKA and SRIM, respectively. FLUKA and SEICS had the greatest agreement (≤0.77% difference in PMMA and ≤1.08% difference in Al, respectively) with the available experimental data in this study. It is concluded that, FLUKA and TRIM codes have capability for Bragg curves simulation and WER values calculation in the studied materials. They can also predict Bragg peak location and range of proton beams with acceptable accuracy.

Keywords: water equivalent ratio, dosimetric materials, proton therapy, Monte Carlo simulations

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Authors: Seong Woo Kwak, Jung-Min Yang

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A strategy of fault diagnosis and tolerance for asynchronous sequential machines is discussed in this paper. With no synchronizing clock, it is difficult to diagnose an occurrence of permanent or stuck-in faults in the operation of asynchronous machines. In this paper, we present a fault detector comprised of a timer and a set of static functions to determine the occurrence of faults. In order to realize immediate fault tolerance, corrective control theory is applied to designing a dynamic feedback controller. Existence conditions for an appropriate controller and its construction algorithm are presented in terms of reachability of the machine and the feature of fault occurrences.

Keywords: asynchronous sequential machines, corrective control, fault diagnosis and tolerance, fault detector

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Authors: Andrey V. Timofeev, Dmitry V. Egorov

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The practical efficient approach is suggested for estimation of the seismoacoustic sources energy in C-OTDR monitoring systems. This approach represents the sequential plan for confidence estimation both the seismoacoustic sources energy, as well the absorption coefficient of the soil. The sequential plan delivers the non-asymptotic guaranteed accuracy of obtained estimates in the form of non-asymptotic confidence regions with prescribed sizes. These confidence regions are valid for a finite sample size when the distributions of the observations are unknown. Thus, suggested estimates are non-asymptotic and nonparametric, and also these estimates guarantee the prescribed estimation accuracy in the form of the prior prescribed size of confidence regions, and prescribed confidence coefficient value.

Keywords: nonparametric estimation, sequential confidence estimation, multichannel monitoring systems, C-OTDR-system, non-lineary regression

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Authors: Manish Chand, Subhrojit Bagchi, R. Kumar

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A new dry tube (DT) has been installed in the tank of KAMINI research reactor, Kalpakkam India. This tube will be used for neutron activation analysis of small to large samples and testing of neutron detectors. DT tube is 375 cm height and 7.5 cm in diameter, located 35 cm away from the core centre. The experimental thermal flux at various axial positions inside the tube has been measured by irradiating the flux monitor (¹⁹⁷Au) at 20kW reactor power. The measured activity of ¹⁹⁸Au and the thermal cross section of ¹⁹⁷Au (n,γ) ¹⁹⁸Au reaction were used for experimental thermal flux measurement. The flux inside the tube varies from 10⁹ to 10¹⁰ and maximum flux was (1.02 ± 0.023) x10¹⁰ n cm⁻²s⁻¹ at 36 cm from the bottom of the tube. The Au and Zr foils without and with cadmium cover of 1-mm thickness were irradiated at the maximum flux position in the DT to find out the irradiation specific input parameters like sub-cadmium to epithermal neutron flux ratio (f) and the epithermal neutron flux shape factor (α). The f value was 143 ± 5, indicates about 99.3% thermal neutron component and α value was -0.2886 ± 0.0125, indicates hard epithermal neutron spectrum due to insufficient moderation. The measured flux profile has been validated using theoretical model of KAMINI reactor through Monte Carlo N-Particle Code (MCNP). In MCNP, the complex geometry of the entire reactor is modelled in 3D, ensuring minimum approximations for all the components. Continuous energy cross-section data from ENDF-B/VII.1 as well as S (α, β) thermal neutron scattering functions are considered. The neutron flux has been estimated at the corresponding axial locations of the DT using mesh tally. The thermal flux obtained from the experiment shows good agreement with the theoretically predicted values by MCNP, it was within ± 10%. It can be concluded that this MCNP model can be utilized for calculating other important parameters like neutron spectra, dose rate, etc. and multi elemental analysis can be carried out by irradiating the sample at maximum flux position using measured f and α parameters by k₀-NAA standardization.

Keywords: neutron flux, neutron activation analysis, neutron flux shape factor, MCNP, Monte Carlo N-Particle Code

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Authors: Adrián D. García-Soto, Alejandro Hernández-Martínez, Jesús G. Valdés-Vázquez, Reyna A. Vizguerra-Alvarez

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Reinforced concrete bridges designed by code are intended to achieve target reliability levels adequate for the geographical environment where the code is applicable. Several methods can be used to estimate such reliability levels. Many of them require the establishment of an explicit limit state function (LSF). When such LSF is not available as a close-form expression, the simulation techniques are often employed. The simulation methods are computing intensive and time consuming. Note that if the reliability of real bridges designed by code is of interest, numerical schemes, the finite element method (FEM) or computational mechanics could be required. In these cases, it can be quite difficult (or impossible) to establish a close-form of the LSF, and the simulation techniques may be necessary to compute reliability levels. To overcome the need for a large number of simulations when no explicit LSF is available, the point estimate method (PEM) could be considered as an alternative. It has the advantage that only the probabilistic moments of the random variables are required. However, in the PEM, fitting of the resulting moments of the LSF to a probability density function (PDF) is needed. In the present study, a very simple alternative which allows the assessment of the reliability levels when no explicit LSF is available and without the need of extensive simulations is employed. The alternative includes the use of the PEM, and its applicability is shown by assessing reliability levels of reinforced concrete bridges in Mexico when a numerical scheme is required. Comparisons with results by using the Monte Carlo simulation (MCS) technique are included. To overcome the problem of approximating the probabilistic moments from the PEM to a PDF, a well-known distribution is employed. The approach mixes the PEM and other classic reliability method (first order reliability method, FORM). The results in the present study are in good agreement whit those computed with the MCS. Therefore, the alternative of mixing the reliability methods is a very valuable option to determine reliability levels when no close form of the LSF is available, or if numerical schemes, the FEM or computational mechanics are employed.

Keywords: structural reliability, reinforced concrete bridges, combined approach, point estimate method, monte carlo simulation

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Authors: Jung-Min Yang

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Fault diagnosis of composite asynchronous sequential machines with parallel composition is addressed in this paper. An adversarial input can infiltrate one of two submachines comprising the composite asynchronous machine, causing an unauthorized state transition. The objective is to characterize the condition under which the controller can diagnose any fault occurrence. Two control configurations, state feedback and output feedback, are considered in this paper. In the case of output feedback, the exact estimation of the state is impossible since the current state is inaccessible and the output feedback is given as the form of burst. A simple example is provided to demonstrate the proposed methodology.

Keywords: asynchronous sequential machines, parallel composition, fault diagnosis, corrective control

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Authors: Jung-Min Yang

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A method of tolerating input faults for input/state asynchronous sequential machines is proposed. A corrective controller is placed in front of the considered asynchronous machine to realize model matching with a reference model. The value of the external input transmitted to the closed-loop system may change by fault. We address the existence condition for the controller that can counteract adverse effects of any input fault while maintaining the objective of model matching. A design procedure for constructing the controller is outlined. The proposed reachability condition for the controller design is validated in an illustrative example.

Keywords: asynchronous sequential machines, corrective control, fault tolerance, input faults, model matching

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Authors: A. Mohammadi, M. Moghimi, S. Mohammadi

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Engineers need computational methods which could provide solutions less sensitive to the environmental effects, so the techniques should be used which take the uncertainty to account to control and minimize the risk associated with design and operation. In order to consider uncertainty in engineering problem, the optimization problem should be solved for a suitable range of the each uncertain input variable instead of just one estimated point. Using deterministic optimization problem, a large computational burden is required to consider every possible and probable combination of uncertain input variables. Several methods have been reported in the literature to deal with problems under uncertainty. In this paper, different methods presented and analyzed.

Keywords: uncertainty, Monte Carlo simulated, stochastic programming, scenario method

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Authors: Meng-Hui Chen, Chen-Yu Kao, Chia-Yu Hsu, Pei-Chann Chang

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The main idea in this paper is using sequential pattern mining to find the information which is helpful for finding high performance solutions. By combining this information, it is defined as blocks. Using the blocks to generate artificial chromosomes (ACs) could improve the structure of solutions. Estimation of Distribution Algorithms (EDAs) is adapted to solve the combinatorial problems. Nevertheless many of these approaches are advantageous for this application, but only some of them are used to enhance the efficiency of application. Generating ACs uses patterns and EDAs could increase the diversity. According to the experimental result, the algorithm which we proposed has a better performance to solve the permutation flow-shop problems.

Keywords: combinatorial problems, sequential pattern mining, estimationof distribution algorithms, artificial chromosomes

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Authors: A. Anastasopoulou, A. Kolios, T. Somorin, A. Sowale, Y. Jiang, B. Fidalgo, A. Parker, L. Williams, M. Collins, E. J. McAdam, S. Tyrrel

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Developing countries are nowadays confronted with great challenges related to domestic sanitation services in view of the imminent water scarcity. Contemporary sanitation technologies established in these countries are likely to pose health risks unless waste management standards are followed properly. This paper provides a solution to sustainable sanitation with the development of an innovative toilet system, called Nano Membrane Toilet (NMT), which has been developed by Cranfield University and sponsored by the Bill & Melinda Gates Foundation. The particular technology converts human faeces into energy through gasification and provides treated wastewater from urine through membrane filtration. In order to evaluate the environmental profile of the NMT system, a deterministic life cycle assessment (LCA) has been conducted in SimaPro software employing the Ecoinvent v3.3 database. The particular study has determined the most contributory factors to the environmental footprint of the NMT system. However, as sensitivity analysis has identified certain critical operating parameters for the robustness of the LCA results, adopting a stochastic approach to the Life Cycle Inventory (LCI) will comprehensively capture the input data uncertainty and enhance the credibility of the LCA outcome. For that purpose, Monte Carlo simulations, in combination with an artificial neural network (ANN) model, have been conducted for the input parameters of raw material, produced electricity, NO_X emissions, amount of ash and transportation of fertilizer. The given analysis has provided the distribution and the confidence intervals of the selected impact categories and, in turn, more credible conclusions are drawn on the respective LCIA (Life Cycle Impact Assessment) profile of NMT system. Last but not least, the specific study will also yield essential insights into the methodological framework that can be adopted in the environmental impact assessment of other complex engineering systems subject to a high level of input data uncertainty.

Keywords: sanitation systems, nano-membrane toilet, lca, stochastic uncertainty analysis, Monte Carlo simulations, artificial neural network

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Authors: Mohammed El-Arbi Khalfallah, Mohamed Lakhdar Hadji

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Managing and controlling risk is a topic research in the world of finance. Before a risky situation, the stakeholders need to do comparison according to the positions and actions, and financial institutions must take measures of a particular market risk and credit. In this work, we study a model of risk measure in finance: Value at Risk (VaR), which is a new tool for measuring an entity's exposure risk. We explain the concept of value at risk, your average, tail, and describe the three methods for computing: Parametric method, Historical method, and numerical method of Monte Carlo. Finally, we briefly describe advantages and disadvantages of the three methods for computing value at risk.

Keywords: average value at risk, conditional value at risk, tail value at risk, value at risk

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Authors: Suparat Niwitpong, Sa-aat Niwitpong

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Statistical inference of normal mean with known coefficient of variation has been investigated recently. This phenomenon occurs normally in environment and agriculture experiments when the scientist knows the coefficient of variation of their experiments. In this paper, we constructed new confidence intervals for the normal population mean with known coefficient of variation. We also derived analytic expressions for the coverage probability of each confidence interval. To confirm our theoretical results, Monte Carlo simulation will be used to assess the performance of these intervals based on their coverage probabilities.

Keywords: confidence interval, coverage probability, expected length, known coefficient of variation

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Authors: Chloe E. Edwards, Yasaman Shahtaheri

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Risk management plays a fundamental role in project planning and delivery. The purpose of incorporating risk management into project management practices is to identify and address uncertainties related to key project-related activities. The uncertainties, known as risk events, can relate to project deliverables that are quantifiable and are often measured by impact to project schedule, cost, or environmental impact. Risk management should be incorporated as an iterative practice throughout the planning, execution, and commissioning phases of a project. This paper specifically examines how risk management contributes to effective project planning and delivery through a case study of a transportation project. This case study focused solely on impacts to project schedule regarding three milestones: readiness for delivery, readiness for testing and commissioning, and completion of the facility. The case study followed the ISO 31000: Risk Management – Guidelines. The key factors that are outlined by these guidelines include understanding the scope and context of the project, conducting a risk assessment including identification, analysis, and evaluation, and lastly, risk treatment through mitigation measures. This process requires continuous consultation with subject matter experts and monitoring to iteratively update the risks accordingly. The risk identification process led to a total of fourteen risks related to design, permitting, construction, and commissioning. The analysis involved running 1,000 Monte Carlo simulations through @RISK 8.0 Industrial software to determine potential milestone completion dates based on the project baseline schedule. These dates include the best case, most likely case, and worst case to provide an estimated delay for each milestone. Evaluation of these results provided insight into which risks were the highest contributors to the projected milestone completion dates. Based on the analysis results, the risk management team was able to provide recommendations for mitigation measures to reduce the likelihood of risks occurring. The risk management team also provided recommendations for managing the identified risks and project activities moving forward to meet the most likely or best-case milestone completion dates.

Keywords: construction management, monte carlo simulation, project delivery, risk assessment, transportation engineering

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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: Gubhinder Kundhi, Paul Rilstone

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It is well established that Instrumental Variable (IV) estimators in the presence of weak instruments can be poorly behaved, in particular, be quite biased in finite samples. Finite sample approximations to the distributions of these estimators are obtained using Edgeworth and Saddlepoint expansions. Departures from normality of the distributions of these estimators are analyzed using higher order analytical corrections in these expansions. In a Monte-Carlo experiment, the performance of these expansions is compared to the first order approximation and other methods commonly used in finite samples such as the bootstrap.

Keywords: bootstrap, Instrumental Variable, Edgeworth expansions, Saddlepoint expansions

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Authors: Samson Henry Dogo, Allan Clark, Elena Kulinskaya

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The objective in meta-analysis is to combine results from several independent studies in order to create generalization and provide evidence based for decision making. But recent studies show that the magnitude of effect size estimates reported in many areas of research finding changed with year publication and this can impair the results and conclusions of meta-analysis. A number of sequential methods have been proposed for monitoring the effect size estimates in meta-analysis. However they are based on statistical theory applicable to fixed effect model (FEM). For random-effects model (REM), the analysis incorporates the heterogeneity variance, tau-squared and its estimation create complications. In this paper proposed the use of Gombay and Serbian (2005) truncated CUSUM-type test with asymptotically valid critical values for sequential monitoring of REM. Simulation results show that the test does not control the Type I error well, and is not recommended. Further work required to derive an appropriate test in this important area of application.

Keywords: meta-analysis, random-effects model, sequential test, temporal changes in effect sizes

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Authors: Yawei Liang

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Threat from cruise missiles is among the most dangerous considerations to a warship in the modern era: anti-ship cruise missiles are fast, accurate, and extremely destructive. In this paper, the goal was to use an object-orientated environment to program a simulation to model a scenario in which a lone frigate is attacked by a wave of missiles fired at given intervals. The parameters of the simulation are modified to examine the relationships between different variables in the situation, and an analysis is performed on various aspects of the defending ship’s equipment. Finally, the results are presented, along with a brief discussion.

Keywords: discrete event simulation, Monte Carlo simulation, naval resource management, weapon-target allocation/assignment

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Authors: M. Sharifi, M. Mirzaii, F. Bolourinovin, H. Yousefnia, M. Akbari, K. Yousefi-Mojir

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A multilayer passive shield composed of low-activity lead (Pb), copper (Cu), tin (Sn) and iron (Fe) was designed and manufactured for a coaxial HPGe detector placed at a surface laboratory for reducing background radiation and radiation dose to the personnel. The performance of the shield was evaluated and efficiency curves of the detector were plotted by using of the various standard sources in different distances. Monte Carlo simulations and a set of TLD chips were used for dose estimation in two distances of 20 and 40 cm. The results show that the shield reduced background spectrum and the personnel dose more than 95%.

Keywords: HPGe shield, background count, personnel dose, efficiency curve

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Authors: Asmat Nawaz, Ali Koray Erdinc, Burak Gultekin, Muhammad Tayyib, Ceylan Zafer, Kaiying Wang, M. Nadeem Akram

Abstract:

In this study, a sequential deposition process is used for the fabrication of PEDOT: PSS based inverted planar perovskite solar cell. A small amount of additive deionized water (DI-H₂O) was added into PbI₂ + Dimethyl formamide (DMF) precursor solution in order to increase the solubility of PbI₂ in DMF, and finally to manipulate the surface morphology of the perovskite films. A morphology transition from needle like structure to hexagonal plates, and then needle-like again has been observed as the DI-H2O was added continuously (0.0 wt% to 3.0wt%). The latter one leads to full surface coverage of the perovskite, which is essential for high performance solar cell.

Keywords: charge carrier diffusion lengths, Methylamonium lead iodide, precursor composition, perovskite solar cell, sequential deposition

Procedia PDF Downloads 434

Authors: Jung-Min Yang

Abstract:

Corrective control enables us to change the stable state behavior of an asynchronous sequential machine without modifying inner logic of the machine. This paper addresses corrective control for asynchronous machines with switching capability. The considered asynchronous machine consists of a set of different submachines and switches to each machine according to a constant switching sequence. The control goal is to design a corrective controller such that the closed-loop system can match the behavior of a reference model. The reachability of the switched asynchronous machine is described by a logic calculation of the reachability of submachines. The design procedure of the proposed corrective controller is outlined, and the applicability of the proposed scheme is validated in an example.

Keywords: switched asynchronous sequential machines, corrective control, state feedback, switching sequences

Procedia PDF Downloads 432

Authors: Alexandru George Vaduva, Adriana Vlad, Bogdan Badea

Abstract:

In this research, we conduct a Monte Carlo analysis on a two-dimensional χ2 test, which is used to determine the minimum distance required for independent sampling in the context of chaotic signals. We investigate the impact of transforming initial data sets from any probability distribution to new signals with a uniform distribution using the Spearman rank correlation on the χ2 test. This transformation removes the randomness of the data pairs, and as a result, the observed distribution of χ2 test values differs from the expected distribution. We propose a solution to this problem and evaluate it using another chaotic signal.

Keywords: chaotic signals, logistic map, Pearson’s test, Chi Square test, bivariate distribution, statistical independence

Procedia PDF Downloads 63