Search results for: Monte Carlo LASSO

Authors: R. J. Chang

Abstract:

A cyclostationary Gaussian linearization method is formulated for investigating the time average response of nonlinear system under sinusoidal signal and white noise excitation. The quantitative measure of cyclostationary mean, variance, spectrum of mean amplitude, and mean power spectral density of noise is analyzed. The qualitative response behavior of stochastic jump and bifurcation are investigated. The validity of the present approach in predicting the quantitative and qualitative statistical responses is supported by utilizing Monte Carlo simulations. The present analysis without imposing restrictive analytical conditions can be directly derived by solving non-linear algebraic equations. The analytical solution gives reliable quantitative and qualitative prediction of mean and noise response for the Duffing system subjected to both sinusoidal signal and white noise excitation.

Keywords: cyclostationary, duffing system, Gaussian linearization, sinusoidal, white noise

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Authors: Pablo Enrique Sartor Del Giudice

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Penalty shootouts often decide the outcome of important soccer matches. Although usually referred to as ”lotteries”, there is evidence that some national teams and clubs consistently perform better than others. The outcomes are therefore not explained just by mere luck, and therefore there are ways to improve the average performance of players, naturally at the expense of some sort of effort. In this article we study the payoff of player performance improvements in terms of the performance of the team as a whole. To do so we develop an analytical model with static individual performances, as well as Monte Carlo models that take into account the known influence of partial score and round number on individual performances. We find that within a range of usual values, the team performance improves above 70% faster than individual performances do. Using these models, we also estimate that the new ABBA penalty shootout ordering under test reduces almost all the known bias in favor of the first-shooting team under the current ABAB system.

Keywords: football, penalty shootouts, Montecarlo simulation, ABBA

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Authors: Panudet Saengseedam, Nanthachai Kantanantha

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

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

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Authors: Josip Vasilj, Petar Sarajcev, Damir Jakus

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One of the major difficulties introduced with wind power penetration is the inherent uncertainty in production originating from uncertain wind conditions. This uncertainty impacts many different aspects of power system operation, especially the balancing power requirements. For this reason, in power system development planing, it is necessary to evaluate the potential uncertainty in future wind power generation. For this purpose, simulation models are required, reproducing the performance of wind power forecasts. This paper presents a wind power forecast error simulation models which are based on the stochastic process simulation. Proposed models capture the most important statistical parameters recognized in wind power forecast error time series. Furthermore, two distinct models are presented based on data availability. First model uses wind speed measurements on potential or existing wind power plant locations, while the seconds model uses statistical distribution of wind speeds.

Keywords: wind power, uncertainty, stochastic process, Monte Carlo simulation

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Authors: (Ted) Edward Holmberg, Mahdi Abdelguerfi, Elias Ioup

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This research details a coverage measure for evaluating the effectiveness of observer node placements in a spatial bipartite network. This coverage measure can be used to optimize the configuration of stationary or mobile spatially oriented observer nodes, or a hybrid of the two, over time in order to fully utilize their capabilities. To demonstrate the practical application of this approach, we construct a SpatioTemporal Bipartite Network (STBN) using real-time crime center (RTCC) camera nodes and NOPD calls for service (CFS) event nodes from New Orleans, La (NOLA). We use the coverage measure to identify optimal placements for moving mobile RTCC camera vans to improve coverage of vulnerable areas based on temporal patterns.

Keywords: coverage measure, mobile node dynamics, Monte Carlo simulation, observer nodes, observable nodes, spatiotemporal bipartite knowledge graph, temporal spatial analysis

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Authors: Saba Rahimi, Ozan Oktay, Javier Alvarez-Valle, Sujeeth Bharadwaj

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Successful application of deep learning in medical image analysis necessitates unprecedented amounts of labeled training data. Unlike conventional 2D applications, radiological images can be three-dimensional (e.g., CT, MRI), consisting of many instances within each image. The problem is exacerbated when expert annotations are required for effective pixel-wise labeling, which incurs exorbitant labeling effort and cost. Active learning is an established research domain that aims to reduce labeling workload by prioritizing a subset of informative unlabeled examples to annotate. Our contribution is a cost-effective approach for U-Net 3D models that uses Monte Carlo sampling to analyze pixel-wise uncertainty. Experiments on the AAPM 2017 lung CT segmentation challenge dataset show that our proposed framework can achieve promising segmentation results by using only 42% of the training data.

Keywords: image segmentation, active learning, convolutional neural network, 3D U-Net

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Authors: A. Boursali, A. Guen-Bouazza

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We present a simulation of a HEMT (high electron mobility transistor) structure with and without a field plate. We extract the device characteristics through the analysis of DC, AC and high frequency regimes, as shown in this paper. This work demonstrates the optimal device with a gate length of 15 nm, InAlN/GaN heterostructure and field plate structure, making it superior to modern HEMTs when compared with otherwise equivalent devices. This improves the ability to bear the burden of the current density passes in the channel. We have demonstrated an excellent current density, as high as 2.05 A/m, a peak extrinsic transconductance of 0.59S/m at VDS=2 V, and cutting frequency cutoffs of 638 GHz in the first HEMT and 463 GHz for Field plate HEMT., maximum frequency of 1.7 THz, maximum efficiency of 73%, maximum breakdown voltage of 400 V, leakage current density IFuite=1 x 10-26 A, DIBL=33.52 mV/V and an ON/OFF current density ratio higher than 1 x 1010. These values were determined through the simulation by deriving genetic and Monte Carlo algorithms that optimize the design and the future of this technology.

Keywords: HEMT, silvaco, field plate, genetic algorithm, quantum

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Authors: Z. Kourdi, B. Bouazza, M. Khaouani, A. Guen-Bouazza, Z. Djennati, A. Boursali

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We present a simulation of a HEMT (high electron mobility transistor) structure with and without a field plate. We extract the device characteristics through the analysis of DC, AC and high frequency regimes, as shown in this paper. This work demonstrates the optimal device with a gate length of 15 nm, InAlN/GaN heterostructure and field plate structure, making it superior to modern HEMTs when compared with otherwise equivalent devices. This improves the ability to bear the burden of the current density passes in the channel. We have demonstrated an excellent current density, as high as 2.05 A/mm, a peak extrinsic transconductance of 590 mS/mm at VDS=2 V, and cutting frequency cutoffs of 638 GHz in the first HEMT and 463 GHz for Field plate HEMT., maximum frequency of 1.7 THz, maximum efficiency of 73%, maximum breakdown voltage of 400 V, DIBL=33.52 mV/V and an ON/OFF current density ratio higher than 1 x 1010. These values were determined through the simulation by deriving genetic and Monte Carlo algorithms that optimize the design and the future of this technology.

Keywords: HEMT, Silvaco, field plate, genetic algorithm, quantum

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Authors: Daniela Tapusi, Adrian Andronic, Naomi Tufan, Ruxandra Erbașu, Ioana Teodorescu

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The proposed theme of this article falls within the policy of reducing carbon emissions imposed by the ‘Green New Deal’ by replacing structural elements made of energy-intensive materials with ecological materials. In this sense, wood has many qualities (high strength/mass and stiffness/mass ratio, low specific gravity, recovery/recycling) that make it competitive with classic building materials. The topological optimization of the linear glulam elements, resulting from different types of analysis (Finite Element Method, simple regression on metamodels), tests on models or by Monte-Carlo simulation, leads to a material reduction of more than 10%. This article proposes a method of obtaining topologically optimized shapes for different types of glued laminated timber beams. The results obtained will constitute the database for AI training.

Keywords: timber, glued laminated timber, artificial-intelligence, environment, carbon emissions

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Authors: Ghobad Gorji, Hasan Golabi

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The goal of this paper is to describe the design of an ultra-wideband (UWB) system that is optimized for the low-rate wireless personal area network application. To this aim, we propose a system based on direct chaotic communication (DCC) technology. Based on this system, a 2-GHz wide chaotic signal is directly generated into the lower band of the UWB spectrum, i.e., 3.1–5.1 GHz. For this system, two simple modulation schemes, namely chaotic on-off keying (COOK) and differential chaos shift keying (DCSK), were studied before, and their performance was evaluated. We propose a modulation scheme, namely Double DCSK, to improve the performance of UWB DCC. Different characteristics of these systems, with Monte Carlo simulations based on the Additive White Gaussian Noise (AWGN) and the IEEE 802.15.4a standard channel models, are compared.

Keywords: UWB, DCC, IEEE 802.15.4a, COOK, DCSK

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Authors: Yufei Peng, Zhen Qin, Jianbe Li, Jidong Long

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The thermal cathode is widely used in accelerators, FELs and kinds of vacuum electronics. However, emission nonuniformity exists due to surface profile, material distribution, temperature variation, crystal orientation, etc., which will cause intrinsic emittance growth, brightness decline, envelope size augment, device performance deterioration or even failure. To understand how emittance is manipulated by emission nonuniformity, an intrinsic emittance model consisting of contributions from macro and micro surface nonuniformity is developed analytically based on general thermal emission model at temperature limited regime according to a real 3mm cathode. The model shows relative emittance increased about 50% due to temperature variation, and less than 5% from several kinds of micro surface nonuniformity which is much smaller than other research. Otherwise, we also calculated emittance growth combining with Monte Carlo method and PIC simulation, experiments of emission uniformity and emittance measurement are going to be carried out separately.

Keywords: thermal cathode, electron emission fluctuation, intrinsic emittance, surface nonuniformity, cathode lifetime

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Authors: Jianan Sun, Ziwen Ye

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Multidimensional computerized adaptive testing (MCAT) is a popular research topic in psychometrics. It is important for practitioners to clearly know the item-trait patterns of administered items when a test like MCAT is operated. Item-trait pattern recognition refers to detecting which latent traits in a psychological test are measured by each of the specified items. If the item-trait patterns of the replenished items in MCAT item pool are well detected, the interpretability of the items can be improved, which can further promote the abilities of the examinees who attending the MCAT to be accurately estimated. This research explores to solve the item-trait pattern recognition problem of the replenished items in MCAT item pool from the perspective of statistical variable selection. The popular multidimensional item response theory model, multidimensional two-parameter logistic model, is assumed to fit the response data of MCAT. The proposed method uses the least absolute shrinkage and selection operator (LASSO) to detect item-trait patterns of replenished items based on the essential information of item responses and ability estimates of examinees collected from a designed MCAT procedure. Several advantages of the proposed method are outlined. First, the proposed method does not strictly depend on the relative order between the replenished items and the selected operational items, so it allows the replenished items to be mixed into the operational items in reasonable order such as considering content constraints or other test requirements. Second, the LASSO used in this research improves the interpretability of the multidimensional replenished items in MCAT. Third, the proposed method can exert the advantage of shrinkage method idea for variable selection, so it can help to check item quality and key dimension features of replenished items and saves more costs of time and labors in response data collection than traditional factor analysis method. Moreover, the proposed method makes sure the dimensions of replenished items are recognized to be consistent with the dimensions of operational items in MCAT item pool. Simulation studies are conducted to investigate the performance of the proposed method under different conditions for varying dimensionality of item pool, latent trait correlation, item discrimination, test lengths and item selection criteria in MCAT. Results show that the proposed method can accurately detect the item-trait patterns of the replenished items in the two-dimensional and the three-dimensional item pool. Selecting enough operational items from the item pool consisting of high discriminating items by Bayesian A-optimality in MCAT can improve the recognition accuracy of item-trait patterns of replenished items for the proposed method. The pattern recognition accuracy for the conditions with correlated traits is better than those with independent traits especially for the item pool consisting of comparatively low discriminating items. To sum up, the proposed data-driven method based on the LASSO can accurately and efficiently detect the item-trait patterns of replenished items in MCAT.

Keywords: item-trait pattern recognition, least absolute shrinkage and selection operator, multidimensional computerized adaptive testing, variable selection

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Authors: Otman Jai, Otman Elhajjaji, Jaouad Tajmouati

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Several neutronic calculation codes must be used to solve the equation for different levels of discretization which all necessitate a specific modelisation. This chain of such models, known as a calculation scheme, leads to the knowledge of the neutron flux in a reactor from its own geometry, its isotopic compositions and a cross-section library. Being small in size, the 'Slowpoke-2' reactor is difficult to model due to the importance of the leaking neutrons. In the paper, the simulation model is presented (geometry, cross section library, assumption, etc.), and the results obtained by DRAGON4/DONJON4 codes were compared to the calculations performed with Monte Carlo code MCNP using detailed geometrical model of the reactor and the experimental data. Criticality calculations have been performed to verify and validate the model. Since created model properly describes the reactor core, it can be used for calculations of reactor core parameters and for optimization of research reactor application.

Keywords: transport equation, Dragon4, Donjon4, neutron flux, effective multiplication factor

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Authors: Naime Boudemagh, Zoheir Hammoudi

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The parameters estimation of the K-distribution is an essential part in radar detection. In fact, presence of interfering targets in reference cells causes a decrease in detection performances. In such situation, the estimate of the shape and the scale parameters are far from the actual values. In the order to avoid interfering targets, we propose an Automatic Censoring (AC) algorithm of radar interfering targets in K-distribution. The censoring technique used in this work offers a good discrimination between homogeneous and non-homogeneous environments. The homogeneous population is then used to estimate the unknown parameters by the classical Method of Moment (MOM). The AC algorithm does not need any prior information about the clutter parameters nor does it require both the number and the position of interfering targets. The accuracy of the estimation parameters obtained by this algorithm are validated and compared to various actual values of the shape parameter, using Monte Carlo simulations, this latter show that the probability of censing in multiple target situations are in good agreement.

Keywords: parameters estimation, method of moments, automatic censoring, K distribution

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Authors: Mahmoud M. Othman, Almoataz Y. Abdelaziz, Yasser G. Hegazy

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This paper presents a load control strategy based on modification of the Big Bang Big Crunch optimization method. The proposed strategy aims to determine the optimal load to be controlled and the corresponding time of control in order to minimize the energy purchased from substation. The presented strategy helps the distribution network operator to rely on the renewable energy sources in supplying the system demand. The renewable energy sources used in the presented study are modeled using the diagonal band Copula method and sequential Monte Carlo method in order to accurately consider the multivariate stochastic dependence between wind power, photovoltaic power and the system demand. The proposed algorithms are implemented in MATLAB environment and tested on the IEEE 37-node feeder. Several case studies are done and the subsequent discussions show the effectiveness of the proposed algorithm.

Keywords: big bang big crunch, distributed generation, load control, optimization, planning

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Authors: Gubhinder Kundhi, Paul Rilstone

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Refined procedures for higher-order asymptotic theory for non-linear models are developed. These include a new method for deriving stochastic expansions of arbitrary order, new methods for evaluating the moments of polynomials of sample averages, a new method for deriving the approximate moments of the stochastic expansions; an application of these techniques to gather improved inferences with the weak instruments problem is considered. 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. In our application, 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: edgeworth expansions, higher order asymptotics, saddlepoint expansions, weak instruments

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Authors: Ahmadur Rahman, Showkat Ahmad Lone, Ariful Islam

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In this article, we have estimated the parameters for the failure times of units based on the sampling technique adaptive type-I progressive hybrid censoring under the step-stress partially accelerated life tests for competing risk. The failure times of the units are assumed to follow an exponential distribution. Maximum likelihood estimation technique is used to estimate the unknown parameters of the distribution and tampered coefficient. Confidence interval also obtained for the parameters. A simulation study is performed by using Monte Carlo Simulation method to check the authenticity of the model and its assumptions.

Keywords: adaptive type-I hybrid progressive censoring, competing risks, exponential distribution, simulation, step-stress partially accelerated life tests

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Authors: Petar Sarajcev, Josip Vasilj, Damir Jakus

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This paper presents a novel statistical description of the counterpoise effective length due to lightning surges, where the (impulse) effective length had been obtained by means of regressive formulas applied to the transient simulation results. The effective length is described in terms of a statistical distribution function, from which median, mean, variance, and other parameters of interest could be readily obtained. The influence of lightning current amplitude, lightning front duration, and soil resistivity on the effective length has been accounted for, assuming statistical nature of these parameters. A method for determining the optimal counterpoise length, in terms of the statistical impulse effective length, is also presented. It is based on estimating the number of dangerous events associated with lightning strikes. Proposed statistical description and the associated method provide valuable information which could aid the design engineer in optimising physical lengths of counterpoises in different grounding arrangements and soil resistivity situations.

Keywords: counterpoise, grounding conductor, effective length, lightning, Monte Carlo method, statistical distribution

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Authors: A. E. Dumitriu

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The LHCb experiment is situated at one of the four points around CERN’s Large Hadron Collider, being a single-arm forward spectrometer covering 10 mrad to 300 (250) mrad in the bending (non-bending) plane, designed primarily to study particles containing b and c quarks. Each one of LHCb’s sub-detectors specializes in measuring a different characteristic of the particles produced by colliding protons, its significant detection characteristics including a high precision tracking system and 2 ring-imaging Cherenkov detectors for particle identification. The major two topics that I am currently concerned in are: the RIVET project (Robust Independent Validation of Experiment and Theory) which is an efficient and portable tool kit of C++ class library useful for validation and tuning of Monte Carlo (MC) event generator models by providing a large collection of standard experimental analyses useful for High Energy Physics MC generator development, validation, tuning and regression testing and V0 analysis for 2013 LHCb NoBias type data (trigger on bunch + bunch crossing) at √s=2.76 TeV.

Keywords: LHCb physics, RIVET plug-in, RIVET, CERN

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Authors: Patarawan Sangnawakij, Sa-Aat Niwitpong

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In this paper, we proposed two new confidence intervals for the difference of coefficients of variation, CIw and CIs, in two independent gamma distributions. These proposed confidence intervals using the close form method of variance estimation which was presented by Donner and Zou (2010) based on concept of Wald and Score confidence interval, respectively. Monte Carlo simulation study is used to evaluate the performance, coverage probability and expected length, of these confidence intervals. The results indicate that values of coverage probabilities of the new confidence interval based on Wald and Score are satisfied the nominal coverage and close to nominal level 0.95 in various situations, particularly, the former proposed confidence interval is better when sample sizes are small. Moreover, the expected lengths of the proposed confidence intervals are nearly difference when sample sizes are moderate to large. Therefore, in this study, the confidence interval for the difference of coefficients of variation which based on Wald is preferable than the other one confidence interval.

Keywords: confidence interval, score’s interval, wald’s interval, coefficient of variation, gamma distribution, simulation study

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Authors: Z. Sakka, I. Assakkaf, T. Al-Yaqoub, J. Parol

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A reliability-based methodology for the analysis assessment and evaluation of reinforced concrete structural elements of concrete structures is presented herein. The results of the reliability analysis and assessment for structural elements are verified by the results obtained from the deterministic methods. The analysis outcomes of reliability-based analysis are compared against the safety limits of the required reliability index β according to international standards and codes. The methodology is based on probabilistic analysis using reliability concepts and statistics of the main random variables that are relevant to the subject matter, and for which they are to be used in the performance-function equation(s) related to the structural elements under study. These methodology techniques can result in reliability index β, which is commonly known as the reliability index or reliability measure value that can be utilized to assess and evaluate the safety, human risk, and functionality of the structural component. Also, these methods can result in revised partial safety factor values for certain target reliability indices that can be used for the purpose of redesigning the reinforced concrete elements of the building and in which they could assist in considering some other remedial actions to improve the safety and functionality of the member.

Keywords: structural reliability, concrete structures, FORM, Monte Carlo simulation

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Authors: Emilia Olivos, R. Arroyave, A. Vargas-Calderon, J. E. Dominguez-Herrera

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More efficient cooling systems are needed to reduce building energy consumption and environmental impact. At present researchers focus mainly on environmentally-friendly magnetic materials and the potential application in cooling devices. The magnetic materials presented in this project belong to a group known as Heusler alloys. These compounds are characterized by a strong coupling between their structure and magnetic properties. Usually, a change in one of them can alter the other, which implies changes in other electronic or structural properties, such as, shape magnetic memory response or the magnetocaloric effect. Those properties and its dependence with external fields make these materials interesting, both from a fundamental point of view, as well as on their different possible applications. In this work, first principles and Monte Carlo simulations have been used to calculate exchange couplings and magnetic properties as a function of an applied magnetic field on Heusler alloys. As a result, we found a large dependence of the magnetic susceptibility, entropy and heat capacity, indicating that the magnetic field can be used in experiments to trigger particular magnetic properties in materials, which are necessary to develop solid-state refrigeration devices.

Keywords: ferromagnetic materials, magnetocaloric effect, materials design, solid state refrigeration

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Authors: M. Seguini, D. Nedjar

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In this paper, the nonlinear analysis of Timoshenko beam undergoing moderate large deflections and resting on nonlinear two-parameter random foundation is presented, taking into account the effects of shear deformation, beam’s properties variation and the spatial variability of soil characteristics. The finite element probabilistic analysis has been performed by using Timoshenko beam theory with the Von Kàrmàn nonlinear strain-displacement relationships combined to Vanmarcke theory and Monte Carlo simulations, which is implemented in a Matlab program. Numerical examples of the newly developed model is conducted to confirm the efficiency and accuracy of this later and the importance of accounting for the foundation second parameter (Winkler-Pasternak). Thus, the results obtained from the developed model are presented and compared with those available in the literature to examine how the consideration of the shear and spatial variability of soil’s characteristics affects the response of the system.

Keywords: nonlinear analysis, soil-structure interaction, large deflection, Timoshenko beam, Euler-Bernoulli beam, Winkler foundation, Pasternak foundation, spatial variability

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Authors: Betty Johanna Garzon Rozo, Jonathan Crook, Fernando Moreira

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Operational risk losses are heavy tailed and are likely to be asymmetric and extremely dependent among business lines/event types. We propose a new methodology to assess, in a multivariate way, the asymmetry and extreme dependence between severity distributions, and to calculate the capital for Operational Risk. This methodology simultaneously uses (i) several parametric distributions and an alternative mix distribution (the Lognormal for the body of losses and the Generalized Pareto Distribution for the tail) via extreme value theory using SAS®, (ii) the multivariate skew t-copula applied for the first time for operational losses and (iii) Bayesian theory to estimate new n-dimensional skew t-copula models via Markov chain Monte Carlo (MCMC) simulation. This paper analyses a newly operational loss data set, SAS Global Operational Risk Data [SAS OpRisk], to model operational risk at international financial institutions. All the severity models are constructed in SAS® 9.2. We implement the procedure PROC SEVERITY and PROC NLMIXED. This paper focuses in describing this implementation.

Keywords: operational risk, loss distribution approach, extreme value theory, copulas

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Authors: Zhengkun Guo, Yanbin Li, Wenqing Wang, Bo Zou

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The statically fused converted position and doppler measurements Kalman filter (SF-CMKF) with additive debiased measurement conversion has been previously presented to combine the resulting states of converted position measurements Kalman filter (CPMKF) and converted doppler measurement Kalman filter (CDMKF) to yield the final state estimates under minimum mean squared error (MMSE) criterion. However, the exact compensation for the bias in the polar-to-cartesian and spherical-to-cartesian conversion are multiplicative and depend on the statistics of the cosine of the angle measurement errors. As a result, the consistency and performance of the SF-CMKF may be suboptimal in large-angle error situations. In this paper, the multiplicative unbiased position and Doppler measurement conversion for 2D (polar-to-cartesian) tracking are derived, and the SF-CMKF is improved to use those conversions. Monte Carlo simulations are presented to demonstrate the statistical consistency of the multiplicative unbiased conversion and the superior performance of the modified SF-CMKF (SF-UCMKF).

Keywords: measurement conversion, Doppler, Kalman filter, estimation, tracking

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Authors: Mustapha Kamel Mihoubi, Essadik Kerkar, Abdelhamid Hebbouche

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

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

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Authors: Oleg Vlasovets, Fabian Schaipp, Christian L. Mueller

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we conduct a network analysis and predict the sex of 1000 participants based on ”connectome” - pairwise Pearson’s correlation across 436 brain parcels. We solve the non-smooth convex optimization problem, known under the name of Graphical Lasso, where the solution includes a low-rank component. With this solution and machine learning model for a sex prediction, we explain the brain parcels-sex connectivity patterns.

Keywords: network analysis, neuroscience, machine learning, optimization

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Authors: W. K. Zahra, M. A. El-Beltagy, R. R. Elkhadrawy

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So many practical problems in science and technology developed over the past decays. For instance, the mathematical boundary layer theory or the approximation of solution for different problems described by differential equations. When such problems consider large or small parameters, they become increasingly complex and therefore require the use of asymptotic methods. In this work, we consider the singularly perturbed boundary value problems which contain very small parameters. Moreover, we will consider these perturbation parameters as random variables. We propose a numerical method to solve this kind of problems. The proposed method is based on an exponential spline, Shishkin mesh discretization, and polynomial chaos expansion. The polynomial chaos expansion is used to handle the randomness exist in the perturbation parameter. Furthermore, the Monte Carlo Simulations (MCS) are used to validate the solution and the accuracy of the proposed method. Numerical results are provided to show the applicability and efficiency of the proposed method, which maintains a very remarkable high accuracy and it is ε-uniform convergence of almost second order.

Keywords: singular perturbation problem, polynomial chaos expansion, Shishkin mesh, two small parameters, exponential spline

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Authors: Hamed Afrasiab, Saeed Khodaygan

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Prediction of machining process capability in the design stage plays a key role to reach the precision design and manufacturing of mechanical products. Inaccuracies in machining process lead to errors in position and orientation of machined features on the part, and strongly affect the process capability in the final quality of the product. In this paper, an efficient systematic approach is given to investigate the machining errors to predict the manufacturing errors of the parts and capability prediction of corresponding machining processes. A mathematical formulation of fixture locators modeling is presented to establish the relationship between the part errors and the related sources. Based on this method, the final machining errors of the part can be accurately estimated by relating them to the combined dimensional and geometric tolerances of the workpiece – fixture system. This method is developed for uncertainty analysis based on the Worst Case and statistical approaches. The application of the presented method is illustrated through presenting an example and the computational results are compared with the Monte Carlo simulation results.

Keywords: process capability, machining error, dimensional and geometrical tolerances, uncertainty analysis

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Authors: Catherine Vasnetsov, Victor Vasnetsov

Abstract:

Context: Thermo-responsive polymers are materials that undergo significant changes in their physical properties in response to temperature changes. These polymers have gained significant attention in research due to their potential applications in various industries and medicine. However, the molecular mechanisms underlying their behavior are not well understood, particularly in relation to cosolvency, which is crucial for practical applications. Research Aim: This study aimed to theoretically investigate the phenomenon of cosolvency in long-chain polymers using the Flory-Huggins statistical-mechanical framework. The main objective was to understand the interactions between the polymer, solvent, and cosolvent under different conditions. Methodology: The research employed a combination of Monte Carlo computer simulations and advanced machine-learning methods. The Flory-Huggins mean field theory was used as the basis for the simulations. Spinodal graphs and ternary plots were utilized to develop an initial computer model for predicting polymer behavior. Molecular dynamic simulations were conducted to mimic real-life polymer systems. Machine learning techniques were incorporated to enhance the accuracy and reliability of the simulations. Findings: The simulations revealed that the addition of very low or very high volumes of cosolvent molecules resulted in smaller radii of gyration for the polymer, indicating poor miscibility. However, intermediate volume fractions of cosolvent led to higher radii of gyration, suggesting improved miscibility. These findings provide a possible microscopic explanation for the cosolvency phenomenon in polymer systems. Theoretical Importance: This research contributes to a better understanding of the behavior of thermo-responsive polymers and the role of cosolvency. The findings provide insights into the molecular mechanisms underlying cosolvency and offer specific predictions for future experimental investigations. The study also presents a more rigorous analysis of the Flory-Huggins free energy theory in the context of polymer systems. Data Collection and Analysis Procedures: The data for this study was collected through Monte Carlo computer simulations and molecular dynamic simulations. The interactions between the polymer, solvent, and cosolvent were analyzed using the Flory-Huggins mean field theory. Machine learning techniques were employed to enhance the accuracy of the simulations. The collected data was then analyzed to determine the impact of cosolvent volume fractions on the radii of gyration of the polymer. Question Addressed: The research addressed the question of how cosolvency affects the behavior of long-chain polymers. Specifically, the study aimed to investigate the interactions between the polymer, solvent, and cosolvent under different volume fractions and understand the resulting changes in the radii of gyration. Conclusion: In conclusion, this study utilized theoretical modeling and computer simulations to investigate the phenomenon of cosolvency in long-chain polymers. The findings suggest that moderate cosolvent volume fractions can lead to improved miscibility, as indicated by higher radii of gyration. These insights contribute to a better understanding of the molecular mechanisms underlying cosolvency in polymer systems and provide predictions for future experimental studies. The research also enhances the theoretical analysis of the Flory-Huggins free energy theory.

Keywords: molecular modelling, flory-huggins, cosolvency, stimuli-responsive polymers

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