Search results for: monte carlo ray tracing
419 Ensemble Sampler For Infinite-Dimensional Inverse Problems
Authors: Jeremie Coullon, Robert J. Webber
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We introduce a Markov chain Monte Carlo (MCMC) sam-pler for infinite-dimensional inverse problems. Our sam-pler is based on the affine invariant ensemble sampler, which uses interacting walkers to adapt to the covariance structure of the target distribution. We extend this ensem-ble sampler for the first time to infinite-dimensional func-tion spaces, yielding a highly efficient gradient-free MCMC algorithm. Because our ensemble sampler does not require gradients or posterior covariance estimates, it is simple to implement and broadly applicable. In many Bayes-ian inverse problems, Markov chain Monte Carlo (MCMC) meth-ods are needed to approximate distributions on infinite-dimensional function spaces, for example, in groundwater flow, medical imaging, and traffic flow. Yet designing efficient MCMC methods for function spaces has proved challenging. Recent gradi-ent-based MCMC methods preconditioned MCMC methods, and SMC methods have improved the computational efficiency of functional random walk. However, these samplers require gradi-ents or posterior covariance estimates that may be challenging to obtain. Calculating gradients is difficult or impossible in many high-dimensional inverse problems involving a numerical integra-tor with a black-box code base. Additionally, accurately estimating posterior covariances can require a lengthy pilot run or adaptation period. These concerns raise the question: is there a functional sampler that outperforms functional random walk without requir-ing gradients or posterior covariance estimates? To address this question, we consider a gradient-free sampler that avoids explicit covariance estimation yet adapts naturally to the covariance struc-ture of the sampled distribution. This sampler works by consider-ing an ensemble of walkers and interpolating and extrapolating between walkers to make a proposal. This is called the affine in-variant ensemble sampler (AIES), which is easy to tune, easy to parallelize, and efficient at sampling spaces of moderate dimen-sionality (less than 20). The main contribution of this work is to propose a functional ensemble sampler (FES) that combines func-tional random walk and AIES. To apply this sampler, we first cal-culate the Karhunen–Loeve (KL) expansion for the Bayesian prior distribution, assumed to be Gaussian and trace-class. Then, we use AIES to sample the posterior distribution on the low-wavenumber KL components and use the functional random walk to sample the posterior distribution on the high-wavenumber KL components. Alternating between AIES and functional random walk updates, we obtain our functional ensemble sampler that is efficient and easy to use without requiring detailed knowledge of the target dis-tribution. In past work, several authors have proposed splitting the Bayesian posterior into low-wavenumber and high-wavenumber components and then applying enhanced sampling to the low-wavenumber components. Yet compared to these other samplers, FES is unique in its simplicity and broad applicability. FES does not require any derivatives, and the need for derivative-free sam-plers has previously been emphasized. FES also eliminates the requirement for posterior covariance estimates. Lastly, FES is more efficient than other gradient-free samplers in our tests. In two nu-merical examples, we apply FES to challenging inverse problems that involve estimating a functional parameter and one or more scalar parameters. We compare the performance of functional random walk, FES, and an alternative derivative-free sampler that explicitly estimates the posterior covariance matrix. We conclude that FES is the fastest available gradient-free sampler for these challenging and multimodal test problems.Keywords: Bayesian inverse problems, Markov chain Monte Carlo, infinite-dimensional inverse problems, dimensionality reduction
Procedia PDF Downloads 154418 Approximate Confidence Interval for Effect Size Base on Bootstrap Resampling Method
Authors: S. Phanyaem
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This paper presents the confidence intervals for the effect size base on bootstrap resampling method. The meta-analytic confidence interval for effect size is proposed that are easy to compute. A Monte Carlo simulation study was conducted to compare the performance of the proposed confidence intervals with the existing confidence intervals. The best confidence interval method will have a coverage probability close to 0.95. Simulation results have shown that our proposed confidence intervals perform well in terms of coverage probability and expected length.Keywords: effect size, confidence interval, bootstrap method, resampling
Procedia PDF Downloads 596417 Terraria AI: YOLO Interface for Decision-Making Algorithms
Authors: Emmanuel Barrantes Chaves, Ernesto Rivera Alvarado
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This paper presents a method to enable agents for the Terraria game to evaluate algorithms commonly used in general video game artificial intelligence competitions. The usage of the ‘You Only Look Once’ model in the first layer of the process obtains information from the screen, translating this information into a video game description language known as “Video Game Description Language”; the agents take that as input to make decisions. For this, the state-of-the-art algorithms were tested and compared; Monte Carlo Tree Search and Rolling Horizon Evolutionary; in this case, Rolling Horizon Evolutionary shows a better performance. This approach’s main advantage is that a VGDL beforehand is unnecessary. It will be built on the fly and opens the road for using more games as a framework for AI.Keywords: AI, MCTS, RHEA, Terraria, VGDL, YOLOv5
Procedia PDF Downloads 96416 Comparison of Titanium and Aluminum Functions as Spoilers for Dose Uniformity Achievement in Abutting Oblique Electron Fields: A Monte Carlo Simulation Study
Authors: Faranak Felfeliyan, Parvaneh Shokrani, Maryam Atarod
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Introduction Using electron beam is widespread in radiotherapy. The main criteria in radiation therapy is to irradiate the tumor volume with maximum prescribed dose and minimum dose to vital organs around it. Using abutting fields is common in radiotherapy. The main problem in using abutting fields is dose inhomogeneity in the junction region. Electron beam divergence and lateral scattering may lead to hot and cold spots in the junction region. One solution for this problem is using of a spoiler to broaden the penumbra and uniform dose in the junction region. The goal of this research was to compare titanium and aluminum effects as a spoiler for dose uniformity achievement in the junction region of oblique electron fields with Monte Carlo simulation. Dose uniformity in the junction region depends on density, scattering power, thickness of the spoiler and the angle between two fields. Materials and Methods In this study, Monte Carlo model of Siemens Primus linear accelerator was simulated for a 5 MeV nominal energy electron beam using manufacture provided specifications. BEAMnrc and EGSnrc user code were used to simulate the treatment head in electron mode (simulation of beam model). The resulting phase space file was used as a source for dose calculations for 10×10 cm2 field size at SSD=100 cm in a 30×30×45 cm3 water phantom using DOSXYZnrc user code (dose calculations). An automatic MP3-M water phantom tank, MEPHYSTO mc2 software platform and a Semi-Flex Chamber-31010 with sensitive volume of 0.125 cm3 (PTW, Freiburg, Germany) were used for dose distribution measurements. Moreover, the electron field size was 10×10 cm2 and SSD=100 cm. Validation of developed beam model was done by comparing the measured and calculated depth and lateral dose distributions (verification of electron beam model). Simulation of spoilers (using SLAB component module) placed at the end of the electron applicator, was done using previously validated phase space file for a 5 MeV nominal energy and 10×10 cm2 field size (simulation of spoiler). An in-house routine was developed in order to calculate the combined isodose curves resulting from the two simulated abutting fields (calculation of dose distribution in abutting electron fields). Results Verification of the developed 5.9 MeV electron beam model was done by comparing the calculated and measured dose distributions. The maximum percentage difference between calculated and measured PDD was 1%, except for the build-up region in which the difference was 2%. The difference between calculated and measured profile was 2% at the edges of the field and less than 1% in other regions. The effect of PMMA, aluminum, titanium and chromium in dose uniformity achievement in abutting normal electron fields with equivalent thicknesses to 5mm PMMA was evaluated. Comparing R90 and uniformity index of different materials, aluminum was chosen as the optimum spoiler. Titanium has the maximum surface dose. Thus, aluminum and titanium had been chosen to use for dose uniformity achievement in oblique electron fields. Using the optimum beam spoiler, junction dose decreased from 160% to 110% for 15 degrees, from 180% to 120% for 30 degrees, from 160% to 120% for 45 degrees and from 180% to 100% for 60 degrees oblique abutting fields. Using Titanium spoiler, junction dose decreased from 160% to 120% for 15 degrees, 180% to 120% for 30 degrees, 160% to 120% for 45 degrees and 180% to 110% for 60 degrees. In addition, penumbra width for 15 degrees, without spoiler in the surface was 10 mm and was increased to 15.5 mm with titanium spoiler. For 30 degrees, from 9 mm to 15 mm, for 45 degrees from 4 mm to 6 mm and for 60 degrees, from 5 mm to 8 mm. Conclusion Using spoilers, penumbra width at the surface increased, size and depth of hot spots was decreased and dose homogeneity improved at the junction of abutting electron fields. Dose at the junction region of abutting oblique fields was improved significantly by using spoiler. Maximum dose at the junction region for 15⁰, 30⁰, 45⁰ and 60⁰ was decreased about 40%, 60%, 40% and 70% respectively for Titanium and about 50%, 60%, 40% and 80% for Aluminum. Considering significantly decrease in maximum dose using titanium spoiler, unfortunately, dose distribution in the junction region was not decreased less than 110%.Keywords: abutting fields, electron beam, radiation therapy, spoilers
Procedia PDF Downloads 176415 Comparison of Wind Fragility for Window System in the Simplified 10 and 15-Story Building Considering Exposure Category
Authors: Viriyavudh Sim, WooYoung Jung
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Window system in high rise building is occasionally subjected to an excessive wind intensity, particularly during typhoon. The failure of window system did not affect overall safety of structural performance; however, it could endanger the safety of the residents. In this paper, comparison of fragility curves for window system of two residential buildings was studied. The probability of failure for individual window was determined with Monte Carlo Simulation method. Then, lognormal cumulative distribution function was used to represent the fragility. The results showed that windows located on the edge of leeward wall were more susceptible to wind load and the probability of failure for each window panel increased at higher floors.Keywords: wind fragility, window system, high rise building, wind disaster
Procedia PDF Downloads 314414 Reliability Analysis of Partial Safety Factor Design Method for Slopes in Granular Soils
Authors: K. E. Daryani, H. Mohamad
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Uncertainties in the geo-structure analysis and design have a significant impact on the safety of slopes. Traditionally, uncertainties in the geotechnical design are addressed by incorporating a conservative factor of safety in the analytical model. In this paper, a risk-based approach is adopted to assess the influence of the geotechnical variable uncertainties on the stability of infinite slopes in cohesionless soils using the “partial factor of safety on shear strength” approach as stated in Eurocode 7. Analyses conducted using Monte Carlo simulation show that the same partial factor can have very different levels of risk depending on the degree of uncertainty of the mean values of the soil friction angle and void ratio.Keywords: Safety, Probability of Failure, Reliability, Infinite Slopes, Sand.
Procedia PDF Downloads 574413 Modeling of Anode Catalyst against CO in Fuel Cell Using Material Informatics
Authors: M. Khorshed Alam, H. Takaba
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The catalytic properties of metal usually change by intermixturing with another metal in polymer electrolyte fuel cells. Pt-Ru alloy is one of the much-talked used alloy to enhance the CO oxidation. In this work, we have investigated the CO coverage on the Pt2Ru3 nanoparticle with different atomic conformation of Pt and Ru using a combination of material informatics with computational chemistry. Density functional theory (DFT) calculations used to describe the adsorption strength of CO and H with different conformation of Pt Ru ratio in the Pt2Ru3 slab surface. Then through the Monte Carlo (MC) simulations we examined the segregation behaviour of Pt as a function of surface atom ratio, subsurface atom ratio, particle size of the Pt2Ru3 nanoparticle. We have constructed a regression equation so as to reproduce the results of DFT only from the structural descriptors. Descriptors were selected for the regression equation; xa-b indicates the number of bonds between targeted atom a and neighboring atom b in the same layer (a,b = Pt or Ru). Terms of xa-H2 and xa-CO represent the number of atoms a binding H2 and CO molecules, respectively. xa-S is the number of atom a on the surface. xa-b- is the number of bonds between atom a and neighboring atom b located outside the layer. The surface segregation in the alloying nanoparticles is influenced by their component elements, composition, crystal lattice, shape, size, nature of the adsorbents and its pressure, temperature etc. Simulations were performed on different size (2.0 nm, 3.0 nm) of nanoparticle that were mixing of Pt and Ru atoms in different conformation considering of temperature range 333K. In addition to the Pt2Ru3 alloy we also considered pure Pt and Ru nanoparticle to make comparison of surface coverage by adsorbates (H2, CO). Hence, we assumed the pure and Pt-Ru alloy nanoparticles have an fcc crystal structures as well as a cubo-octahedron shape, which is bounded by (111) and (100) facets. Simulations were performed up to 50 million MC steps. From the results of MC, in the presence of gases (H2, CO), the surfaces are occupied by the gas molecules. In the equilibrium structure the coverage of H and CO as a function of the nature of surface atoms. In the initial structure, the Pt/Ru ratios on the surfaces for different cluster sizes were in range of 0.50 - 0.95. MC simulation was employed when the partial pressure of H2 (PH2) and CO (PCO) were 70 kPa and 100-500 ppm, respectively. The Pt/Ru ratios decrease as the increase in the CO concentration, without little exception only for small nanoparticle. The adsorption strength of CO on the Ru site is higher than the Pt site that would be one of the reason for decreasing the Pt/Ru ratio on the surface. Therefore, our study identifies that controlling the nanoparticle size, composition, conformation of alloying atoms, concentration and chemical potential of adsorbates have impact on the steadiness of nanoparticle alloys which ultimately and also overall catalytic performance during the operations.Keywords: anode catalysts, fuel cells, material informatics, Monte Carlo
Procedia PDF Downloads 192412 Generalized Mean-Field Theory of Phase Unwrapping via Multiple Interferograms
Authors: Yohei Saika
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On the basis of Bayesian inference using the maximizer of the posterior marginal estimate, we carry out phase unwrapping using multiple interferograms via generalized mean-field theory. Numerical calculations for a typical wave-front in remote sensing using the synthetic aperture radar interferometry, phase diagram in hyper-parameter space clarifies that the present method succeeds in phase unwrapping perfectly under the constraint of surface- consistency condition, if the interferograms are not corrupted by any noises. Also, we find that prior is useful for extending a phase in which phase unwrapping under the constraint of the surface-consistency condition. These results are quantitatively confirmed by the Monte Carlo simulation.Keywords: Bayesian inference, generalized mean-field theory, phase unwrapping, multiple interferograms, statistical mechanics
Procedia PDF Downloads 479411 Determine of Design Variables and Target Reliability Indexes of Underground Structure
Authors: Yo-Seph Byun, Gyu-Phil Lee, Young-Bin Park, Gye-Chun Cho, Seong-Won Lee
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In Korea, a study on Limit State Design (LSD) for underground structures is being conducted in order to perform more effective design. In this study, as a result of MCS (Monte-Carlo Simulation) technique, failure probabilities of the structure during normal and earthquake are estimated in reliability analysis. Target reliability indexes are determined depending on load combinations for underground structure, and then, design variables such as load and material factors in LSD are decided. As a result, through the research in order to determine more reliable design variables, a specification of LSD for underground structures is able to be developed.Keywords: design variable, limit state design, target reliability index, underground structure
Procedia PDF Downloads 284410 Molecular Simulation of NO, NH3 Adsorption in MFI and H-ZSM5
Authors: Z. Jamalzadeh, A. Niaei, H. Erfannia, S. G. Hosseini, A. S. Razmgir
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Due to developing the industries, the emission of pollutants such as NOx, SOx, and CO2 are rapidly increased. Generally, NOx is attributed to the mono nitrogen oxides of NO and NO2 that is one of the most important atmospheric contaminants. Hence, controlling the emission of nitrogen oxides is urgent environmentally. Selective Catalytic Reduction of NOx is one of the most common techniques for NOx removal in which Zeolites have wide application due to their high performance. In zeolitic processes, the catalytic reaction occurs mostly in the pores. Therefore, investigation the adsorption phenomena of the molecules in order to gain an insight and understand the catalytic cycle is of important. Hence, in current study, molecular simulations is applied for studying the adsorption phenomena in nanocatalysts applied for SCR of NOx process. The effect of cation addition to the support in the catalysts’ behavior through adsorption step was explored by Mont Carlo (MC). Simulation time of 1 Ns accompanying 1 fs time step, COMPASS27 Force Field and the cut off radios of 12.5 Ȧ was applied for performed runs. It was observed that the adsorption capacity increases in the presence of cations. The sorption isotherms demonstrated the behavior of type I isotherm categories and sorption capacity diminished with increase in temperature whereas an increase was observed at high pressures. Besides, NO sorption showed higher sorption capacity than NH3 in H–ZSM5. In this respect, the Energy distributions signified that the molecules could adsorb in just one sorption site at the catalyst and the sorption energy of NO was stronger than the NH3 in H-ZSM5. Furthermore, the isosteric heat of sorption data showed nearly same values for the molecules; however, it indicated stronger interactions of NO molecules with H-ZSM5 Zeolite compared to the isosteric heat of NH3 which was low in value.Keywords: Monte Carlo simulation, adsorption, NOx, ZSM5
Procedia PDF Downloads 378409 Wind Fragility of Window Glass in 10-Story Apartment with Two Different Window Models
Authors: Viriyavudh Sim, WooYoung Jung
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Damage due to high wind is not limited to load resistance components such as beam and column. The majority of damage is due to breach in the building envelope such as broken roof, window, and door. In this paper, wind fragility of window glass in residential apartment was determined to compare the difference between two window configuration models. Monte Carlo Simulation method had been used to derive damage data and analytical fragilities were constructed. Fragility of window system showed that window located in leeward wall had higher probability of failure, especially those close to the edge of structure. Between the two window models, Model 2 had higher probability of failure, this was due to the number of panel in this configuration.Keywords: wind fragility, glass window, high rise building, wind disaster
Procedia PDF Downloads 257408 Analytical Approximations of the Differential Elastic Scattering Cross-Sections for Slow Electrons and Positrons Transport in Solids: A Comparative Study
Authors: A. Bentabet, A. Aydin, N. Fenineche
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In this work, we try to determine the best analytical approximation of differential cross sections, used generally in Monte Carlo simulation, to study the electron/positron slowing down in solid targets in the energy range up to 10 keV. Actually, our comparative study was carried out on the angular distribution of the scattering angle, the elastic total and the first transport cross sections which are the essential quantities used generally in the electron/positron transport study by using both stochastic and deterministic methods. Indeed, the obtained results using the relativistic partial wave expansion method and the backscattering coefficient experimental data are used as criteria to evaluate the used model.Keywords: differential cross-section, backscattering coefficient, Rutherford cross-section, Vicanek and Urbassek theory
Procedia PDF Downloads 563407 Detection of Change Points in Earthquakes Data: A Bayesian Approach
Authors: F. A. Al-Awadhi, D. Al-Hulail
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In this study, we applied the Bayesian hierarchical model to detect single and multiple change points for daily earthquake body wave magnitude. The change point analysis is used in both backward (off-line) and forward (on-line) statistical research. In this study, it is used with the backward approach. Different types of change parameters are considered (mean, variance or both). The posterior model and the conditional distributions for single and multiple change points are derived and implemented using BUGS software. The model is applicable for any set of data. The sensitivity of the model is tested using different prior and likelihood functions. Using Mb data, we concluded that during January 2002 and December 2003, three changes occurred in the mean magnitude of Mb in Kuwait and its vicinity.Keywords: multiple change points, Markov Chain Monte Carlo, earthquake magnitude, hierarchical Bayesian mode
Procedia PDF Downloads 456406 Probabilistic Analysis of Fiber-Reinforced Infinite Slopes
Authors: Assile Abou Diab, Shadi Najjar
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Fiber-reinforcement is an effective soil improvement technique for applications involving the prevention of shallow failures on the slope face and the repair of existing slope failures. A typical application is the stabilization of cohesionless infinite slopes. The objective of this paper is to present a probabilistic, reliability-based methodology (based on Monte Carlo simulations) for the design of a practical fiber-reinforced cohesionless infinite slope, taking into consideration the impact of various sources of uncertainty. Recommendations are made regarding the required factors of safety that need to be used to achieve a given target reliability level. These factors of safety could differ from the traditional deterministic factor of safety.Keywords: factor of safety, fiber reinforcement, infinite slope, reliability-based design, uncertainty
Procedia PDF Downloads 365405 Heat Transfer Performance for Turbulent Flow through a Tube Using Baffles
Authors: Amina Benabderrahmane, Abdelylah Benazza, Samir Laouedj
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Three dimensional numerical investigation of heat transfer enhancement inside a non-uniformly heated parabolic trough solar collector fitted with baffles under turbulent flow was studied in the current paper. Molten salt is used as heat transfer fluid and simulations are carried out in ANSYS computational fluid dynamics (CFD). The present data was validating by the empirical correlations available in the literatures and good agreement was obtained. The Nusselt number and friction factor values for using baffles are considerably higher than that for smooth pipe. The emplacement and the distance between two consecutive baffles have an effect non-negligible on heat transfer characteristics; the results demonstrate that the temperature gradient reduces with the inclusion of inserts.Keywords: Baffles, heat transfer enhancement, molten salt, Monte Carlo ray trace technique, numerical investigation
Procedia PDF Downloads 300404 Seismic Fragility for Sliding Failure of Weir Structure Considering the Process of Concrete Aging
Authors: HoYoung Son, Ki Young Kim, Woo Young Jung
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This study investigated the change of weir structure performances when durability of concrete, which is the main material of weir structure, decreased due to their aging by mean of seismic fragility analysis. In the analysis, it was assumed that the elastic modulus of concrete was reduced by 10% in order to account for their aged deterioration. Additionally, the analysis of seismic fragility was based on Monte Carlo Simulation method combined with a 2D nonlinear finite element in ABAQUS platform with the consideration of deterioration of concrete. Finally, the comparison of seismic fragility of model pre- and post-deterioration was made to study the performance of weir. Results show that the probability of failure in moderate damage for deteriorated model was found to be larger than pre-deterioration model when peak ground acceleration (PGA) passed 0.4 g.Keywords: weir, FEM, concrete, fragility, aging
Procedia PDF Downloads 425403 A Novel Model for Saturation Velocity Region of Graphene Nanoribbon Transistor
Authors: Mohsen Khaledian, Razali Ismail, Mehdi Saeidmanesh, Mahdiar Hosseinghadiry
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A semi-analytical model for impact ionization coefficient of graphene nanoribbon (GNR) is presented. The model is derived by calculating probability of electrons reaching ionization threshold energy Et and the distance traveled by electron gaining Et. In addition, ionization threshold energy is semi-analytically modeled for GNR. We justify our assumptions using analytic modeling and comparison with simulation results. Gaussian simulator together with analytical modeling is used in order to calculate ionization threshold energy and Kinetic Monte Carlo is employed to calculate ionization coefficient and verify the analytical results. Finally, the profile of ionization is presented using the proposed models and simulation and the results are compared with that of silicon.Keywords: nanostructures, electronic transport, semiconductor modeling, systems engineering
Procedia PDF Downloads 474402 An Adaptive CFAR Algorithm Based on Automatic Censoring in Heterogeneous Environments
Authors: Naime Boudemagh
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In this work, we aim to improve the detection performances of radar systems. To this end, we propose and analyze a novel censoring technique of undesirable samples, of priori unknown positions, that may be present in the environment under investigation. Therefore, we consider heterogeneous backgrounds characterized by the presence of some irregularities such that clutter edge transitions and/or interfering targets. The proposed detector, termed automatic censoring constant false alarm (AC-CFAR), operates exclusively in a Gaussian background. It is built to allow the segmentation of the environment to regions and switch automatically to the appropriate detector; namely, the cell averaging CFAR (CA-CFAR), the censored mean level CFAR (CMLD-CFAR) or the order statistic CFAR (OS-CFAR). Monte Carlo simulations show that the AC-CFAR detector performs like the CA-CFAR in a homogeneous background. Moreover, the proposed processor exhibits considerable robustness in a heterogeneous background.Keywords: CFAR, automatic censoring, heterogeneous environments, radar systems
Procedia PDF Downloads 602401 On Confidence Intervals for the Difference between Inverse of Normal Means with Known Coefficients of Variation
Authors: Arunee Wongkhao, Suparat Niwitpong, Sa-aat Niwitpong
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In this paper, we propose two new confidence intervals for the difference between the inverse of normal means with known coefficients of variation. One of these two confidence intervals for this problem is constructed based on the generalized confidence interval and the other confidence interval is constructed based on the closed form method of variance estimation. We examine the performance of these confidence intervals in terms of coverage probabilities and expected lengths via Monte Carlo simulation.Keywords: coverage probability, expected length, inverse of normal mean, coefficient of variation, generalized confidence interval, closed form method of variance estimation
Procedia PDF Downloads 309400 Umbrella Reinforcement Learning – A Tool for Hard Problems
Authors: Egor E. Nuzhin, Nikolay V. Brilliantov
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We propose an approach for addressing Reinforcement Learning (RL) problems. It combines the ideas of umbrella sampling, borrowed from Monte Carlo technique of computational physics and chemistry, with optimal control methods, and is realized on the base of neural networks. This results in a powerful algorithm, designed to solve hard RL problems – the problems, with long-time delayed reward, state-traps sticking and a lack of terminal states. It outperforms the prominent algorithms, such as PPO, RND, iLQR and VI, which are among the most efficient for the hard problems. The new algorithm deals with a continuous ensemble of agents and expected return, that includes the ensemble entropy. This results in a quick and efficient search of the optimal policy in terms of ”exploration-exploitation trade-off” in the state-action space.Keywords: umbrella sampling, reinforcement learning, policy gradient, dynamic programming
Procedia PDF Downloads 21399 Modelling High-Frequency Crude Oil Dynamics Using Affine and Non-Affine Jump-Diffusion Models
Authors: Katja Ignatieva, Patrick Wong
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We investigated the dynamics of high frequency energy prices, including crude oil and electricity prices. The returns of underlying quantities are modelled using various parametric models such as stochastic framework with jumps and stochastic volatility (SVCJ) as well as non-parametric alternatives, which are purely data driven and do not require specification of the drift or the diffusion coefficient function. Using different statistical criteria, we investigate the performance of considered parametric and nonparametric models in their ability to forecast price series and volatilities. Our models incorporate possible seasonalities in the underlying dynamics and utilise advanced estimation techniques for the dynamics of energy prices.Keywords: stochastic volatility, affine jump-diffusion models, high frequency data, model specification, markov chain monte carlo
Procedia PDF Downloads 104398 Stochastic Approach for Technical-Economic Viability Analysis of Electricity Generation Projects with Natural Gas Pressure Reduction Turbines
Authors: Roberto M. G. Velásquez, Jonas R. Gazoli, Nelson Ponce Jr, Valério L. Borges, Alessandro Sete, Fernanda M. C. Tomé, Julian D. Hunt, Heitor C. Lira, Cristiano L. de Souza, Fabio T. Bindemann, Wilmar Wounnsoscky
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Nowadays, society is working toward reducing energy losses and greenhouse gas emissions, as well as seeking clean energy sources, as a result of the constant increase in energy demand and emissions. Energy loss occurs in the gas pressure reduction stations at the delivery points in natural gas distribution systems (city gates). Installing pressure reduction turbines (PRT) parallel to the static reduction valves at the city gates enhances the energy efficiency of the system by recovering the enthalpy of the pressurized natural gas, obtaining in the pressure-lowering process shaft work and generating electrical power. Currently, the Brazilian natural gas transportation network has 9,409 km in extension, while the system has 16 national and 3 international natural gas processing plants, including more than 143 delivery points to final consumers. Thus, the potential of installing PRT in Brazil is 66 MW of power, which could yearly avoid the emission of 235,800 tons of CO2 and generate 333 GWh/year of electricity. On the other hand, an economic viability analysis of these energy efficiency projects is commonly carried out based on estimates of the project's cash flow obtained from several variables forecast. Usually, the cash flow analysis is performed using representative values of these variables, obtaining a deterministic set of financial indicators associated with the project. However, in most cases, these variables cannot be predicted with sufficient accuracy, resulting in the need to consider, to a greater or lesser degree, the risk associated with the calculated financial return. This paper presents an approach applied to the technical-economic viability analysis of PRTs projects that explicitly considers the uncertainties associated with the input parameters for the financial model, such as gas pressure at the delivery point, amount of energy generated by TRP, the future price of energy, among others, using sensitivity analysis techniques, scenario analysis, and Monte Carlo methods. In the latter case, estimates of several financial risk indicators, as well as their empirical probability distributions, can be obtained. This is a methodology for the financial risk analysis of PRT projects. The results of this paper allow a more accurate assessment of the potential PRT project's financial feasibility in Brazil. This methodology will be tested at the Cuiabá thermoelectric plant, located in the state of Mato Grosso, Brazil, and can be applied to study the potential in other countries.Keywords: pressure reduction turbine, natural gas pressure drop station, energy efficiency, electricity generation, monte carlo methods
Procedia PDF Downloads 113397 Parallel Random Number Generation for the Modern Supercomputer Architectures
Authors: Roman Snytsar
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Pseudo-random numbers are often used in scientific computing such as the Monte Carlo Simulations or the Quantum Inspired Optimization. Requirements for a parallel random number generator running in the modern multi-core vector environment are more stringent than those for sequential random number generators. As well as passing the usual quality tests, the output of the parallel random number generator must be verifiable and reproducible throughout the concurrent execution. We propose a family of vectorized Permuted Congruential Generators. Implementations are available for multiple modern vector modern computer architectures. Besides demonstrating good single core performance, the generators scale easily across many processor cores and multiple distributed nodes. We provide performance and parallel speedup analysis and comparisons between the implementations.Keywords: pseudo-random numbers, quantum optimization, SIMD, parallel computing
Procedia PDF Downloads 120396 Effects of Soil Neutron Irradiation in Soil Carbon Neutron Gamma Analysis
Authors: Aleksandr Kavetskiy, Galina Yakubova, Nikolay Sargsyan, Stephen A. Prior, H. Allen Torbert
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The carbon sequestration question of modern times requires the development of an in-situ method of measuring soil carbon over large landmasses. Traditional chemical analytical methods used to evaluate large land areas require extensive soil sampling prior to processing for laboratory analysis; collectively, this is labor-intensive and time-consuming. An alternative method is to apply nuclear physics analysis, primarily in the form of pulsed fast-thermal neutron-gamma soil carbon analysis. This method is based on measuring the gamma-ray response that appears upon neutron irradiation of soil. Specific gamma lines with energies of 4.438 MeV appearing from neutron irradiation can be attributed to soil carbon nuclei. Based on measuring gamma line intensity, assessments of soil carbon concentration can be made. This method can be done directly in the field using a specially developed pulsed fast-thermal neutron-gamma system (PFTNA system). This system conducts in-situ analysis in a scanning mode coupled with GPS, which provides soil carbon concentration and distribution over large fields. The system has radiation shielding to minimize the dose rate (within radiation safety guidelines) for safe operator usage. Questions concerning the effect of neutron irradiation on soil health will be addressed. Information regarding absorbed neutron and gamma dose received by soil and its distribution with depth will be discussed in this study. This information was generated based on Monte-Carlo simulations (MCNP6.2 code) of neutron and gamma propagation in soil. Received data were used for the analysis of possible induced irradiation effects. The physical, chemical and biological effects of neutron soil irradiation were considered. From a physical aspect, we considered neutron (produced by the PFTNA system) induction of new isotopes and estimated the possibility of increasing the post-irradiation gamma background by comparisons to the natural background. An insignificant increase in gamma background appeared immediately after irradiation but returned to original values after several minutes due to the decay of short-lived new isotopes. From a chemical aspect, possible radiolysis of water (presented in soil) was considered. Based on stimulations of radiolysis of water, we concluded that the gamma dose rate used cannot produce gamma rays of notable rates. Possible effects of neutron irradiation (by the PFTNA system) on soil biota were also assessed experimentally. No notable changes were noted at the taxonomic level, nor was functional soil diversity affected. Our assessment suggested that the use of a PFTNA system with a neutron flux of 1e7 n/s for soil carbon analysis does not notably affect soil properties or soil health.Keywords: carbon sequestration, neutron gamma analysis, radiation effect on soil, Monte-Carlo simulation
Procedia PDF Downloads 143395 Verifying the Performance of the Argon-41 Monitoring System from Fluorine-18 Production for Medical Applications
Authors: Nicole Virgili, Romolo Remetti
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The aim of this work is to characterize, from radiation protection point of view, the emission into the environment of air contaminated by argon-41. In this research work, 41Ar is produced by a TR19PET cyclotron, operated at 19 MeV, installed at 'A. Gemelli' University Hospital, Rome, Italy, for fluorine-18 production. The production rate of 41Ar has been calculated on the basis of the scheduled operation cycles of the cyclotron and by utilising proper production algorithms. Then extensive Monte Carlo calculations, carried out by MCNP code, have allowed to determine the absolute detection efficiency to 41Ar gamma rays of a Geiger Muller detector placed in the terminal part of the chimney. Results showed unsatisfactory detection efficiency values and the need for integrating the detection system with more efficient detectors.Keywords: Cyclotron, Geiger Muller detector, MCNPX, argon-41, emission of radioactive gas, detection efficiency determination
Procedia PDF Downloads 151394 Modelling of Lunar Lander’s Thruster’s Exhaust Plume Impingement in Vacuum
Authors: Mrigank Sahai, R. Sri Raghu
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This paper presents the modelling of rocket exhaust plume flow field and exhaust plume impingement in vacuum for the liquid apogee engine and attitude control thrusters of the lunar lander. Analytic formulations for rarefied gas kinetics has been taken as reference for modelling the plume flow field. The plume has been modelled as high speed, collision-less, axi-symmetric gas jet, expanding into vacuum and impinging at a normally set diffusive circular plate. Specular reflections have not been considered for the present study. Different parameters such as number density, temperature, pressure, flow velocity, heat flux etc., have been calculated and have been plotted against and compared to Direct Simulation Monte Carlo results. These analyses have provided important information for the placement of critical optical instruments and design of optimal thermal insulation for the hardware that may come in contact with the thruster exhaust.Keywords: collision-less gas, lunar lander, plume impingement, rarefied exhaust plume
Procedia PDF Downloads 269393 From Tionghoa to Tjina: Historical Tracing on the Identity Politics in Demonization of Ethnic Chinese in Indonesia
Authors: Michael J. Kristiono
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This paper attempts to investigate the reasons behind the negative sentiments directed towards Chinese Indonesians from International Relations (IR) perspective. By tracing back the treatment of the New Order government towards ethnic Chinese, it was found that such demonization initially happened due to two politically motivated reasons. Firstly, as part of de-Soekarnoization done by the New Order, the Chinese were outcast because Chinese identity does not conform to the 'Indonesian identity', which was in essence, the Javanese identity. Secondly, the condition reflected the change in Indonesian foreign policy which drifted apart from People’s Republic of China (PRC) as the latter was suspected to be involved in September 30 Movement. Then, this paper argues that due to those reasons, coupled by blatant maltreatment from the New Order Government, Chinese Indonesians were constructed as the Others, that is, as non-Indonesians. Such construct has been deeply embedded such that reconciliation attempts done by the Reformation Era government were not sufficient enough to stop ethnic discrimination towards Chinese Indonesians from happening even until the present.Keywords: Chinese Indonesians, ethnic discrimination, identity, New Order
Procedia PDF Downloads 332392 Forecasting Models for Steel Demand Uncertainty Using Bayesian Methods
Authors: Watcharin Sangma, Onsiri Chanmuang, Pitsanu Tongkhow
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A forecasting model for steel demand uncertainty in Thailand is proposed. It consists of trend, autocorrelation, and outliers in a hierarchical Bayesian frame work. The proposed model uses a cumulative Weibull distribution function, latent first-order autocorrelation, and binary selection, to account for trend, time-varying autocorrelation, and outliers, respectively. The Gibbs sampling Markov Chain Monte Carlo (MCMC) is used for parameter estimation. The proposed model is applied to steel demand index data in Thailand. The root mean square error (RMSE), mean absolute percentage error (MAPE), and mean absolute error (MAE) criteria are used for model comparison. The study reveals that the proposed model is more appropriate than the exponential smoothing method.Keywords: forecasting model, steel demand uncertainty, hierarchical Bayesian framework, exponential smoothing method
Procedia PDF Downloads 350391 The Effect of Spatial Variability on Axial Pile Design of Closed Ended Piles in Sand
Authors: Cormac Reale, Luke J. Prendergast, Kenneth Gavin
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While significant improvements have been made in axial pile design methods over recent years, the influence of soils natural variability has not been adequately accounted for within them. Soil variability is a crucial parameter to consider as it can account for large variations in pile capacity across the same site. This paper seeks to address this knowledge deficit, by demonstrating how soil spatial variability can be accommodated into existing cone penetration test (CPT) based pile design methods, in the form of layered non-homogeneous random fields. These random fields model the scope of a given property’s variance and define how it varies spatially. A Monte Carlo analysis of the pile will be performed taking into account parameter uncertainty and spatial variability, described using the measured scales of fluctuation. The results will be discussed in light of Eurocode 7 and the effect of spatial averaging on design capacities will be analysed.Keywords: pile axial design, reliability, spatial variability, CPT
Procedia PDF Downloads 246390 Design Optimisation of Compound Parabolic Concentrator (CPC) for Improved Performance
Authors: R. Abd-Rahman, M. M. Isa, H. H. Goh
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A compound parabolic concentrator (CPC) is a well known non-imaging concentrator that will concentrate the solar radiation onto receiver (PV cell). One of disadvantage of CPC is has tall and narrow height compared to its diameter entry aperture area. Therefore, for economic reason, a truncation had been done by removed from the top of the full height CPC. This is also will lead to the decreases of concentration ratio but it will be negligible. In this paper, the flux distribution of untruncated and truncated 2-D hollow compound parabolic trough concentrator (hCPTC) design is presented. The untruncated design has initial height, H=193.4mm with concentration ratio, C_(2-D)=4. This paper presents the optical simulation of compound parabolic trough concentrator using ray-tracing software TracePro. Results showed that, after the truncation, the height of CPC reduced 45% from initial height with the geometrical concentration ratio only decrease 10%. Thus, the cost of reflector and material dielectric usage can be saved especially at manufacturing site.Keywords: compound parabolic trough concentrator, optical modelling, ray-tracing analysis, improved performance
Procedia PDF Downloads 462