Search results for: Monte Carlo simulations

Authors: Jeremie Coullon, Robert J. Webber

Abstract:

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

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Authors: S. Phanyaem

Abstract:

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 596

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

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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

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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

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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.

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Authors: Yohei Saika

Abstract:

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

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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

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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

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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

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Authors: F. A. Al-Awadhi, D. Al-Hulail

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In this study, we applied the Bayesian hierarchical model to detect single and multiple change points for daily earthquake body wave magnitude. The change point analysis is used in both backward (off-line) and forward (on-line) statistical research. In this study, it is used with the backward approach. Different types of change parameters are considered (mean, variance or both). The posterior model and the conditional distributions for single and multiple change points are derived and implemented using BUGS software. The model is applicable for any set of data. The sensitivity of the model is tested using different prior and likelihood functions. Using Mb data, we concluded that during January 2002 and December 2003, three changes occurred in the mean magnitude of Mb in Kuwait and its vicinity.

Keywords: multiple change points, Markov Chain Monte Carlo, earthquake magnitude, hierarchical Bayesian mode

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Authors: 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

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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

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Authors: M. R. Akbari, M. Sadeghi, R. Faghihi, M. A. Mosleh-Shirazi, A. R. Khorrami-Moghadam

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Proton radiotherapy (PRT) is becoming an established treatment modality for cancer. The localized tumors, the same as undifferentiated thyroid tumors are insufficiently handled by conventional radiotherapy, while protons would propose the prospect of increasing the tumor dose without exceeding the tolerance of the surrounding healthy tissues. In spite of relatively high advantages in giving localized radiation dose to the tumor region, in proton therapy, secondary neutron production can have significant contribution on integral dose and lessen advantages of this modality contrast to conventional radiotherapy techniques. Furthermore, neutrons have high quality factor, therefore, even a small physical dose can cause considerable biological effects. Measuring of this neutron dose is a very critical step in prediction of secondary cancer incidence. It has been found that FLUKA Monte Carlo code simulations have been used to evaluate dose due to secondaries in proton therapy. In this study, first, by validating simulated proton beam range in water phantom with CSDA range from NIST for the studied proton energy range (34-54 MeV), a proton therapy in thyroid gland cancer was simulated using FLUKA code. Secondary neutron dose equivalent of some organs and tissues after the target volume caused by 34 and 54 MeV proton interactions were calculated in order to evaluate secondary cancer incidence. A multilayer cylindrical neck phantom considering all the layers of neck tissues and a proton beam impinging normally on the phantom were also simulated. Trachea (accompanied by Larynx) had the greatest dose equivalent (1.24×10-1 and 1.45 pSv per primary 34 and 54 MeV protons, respectively) among the simulated tissues after the target volume in the neck region.

Keywords: FLUKA code, neutron dose equivalent, proton therapy, thyroid gland

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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

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Authors: Wolfram Jahn, Jose Manuel Munita

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While computational fluid dynamics (CFD) simulations of fire scenarios are commonly used in the design of buildings, less attention has been given to the use of CFD simulations as an operational tool for the fire services. The reason of this lack of attention lies mainly in the fact that CFD simulations typically take large periods of time to complete, and their results would thus not be available in time to be of use during an emergency. Firefighters often face uncertain conditions when entering a building to attack a fire. They would greatly benefit from a technology based on predictive fire simulations, able to assist their decision-making process. The principal constraint to faster CFD simulations is the fine grid necessary to solve accurately the physical processes that govern a fire. This paper explores the possibility of overcoming this constraint and using coarse grid CFD simulations for fire scenarios, and proposes a methodology to use the simulation results in a meaningful way that can be used by the fire fighters during an emergency. Data from real scale compartment fire tests were used to compare CFD fire models with different grid arrangements, and empirical correlations were obtained to interpolate data points into the grids. The results show that the strongly predominant effect of the heat release rate of the fire on the fluid dynamics allows for the use of coarse grids with relatively low overall impact of simulation results. Simulations with an acceptable level of accuracy could be run in real time, thus making them useful as a forecasting tool for emergency response purposes.

Keywords: CFD, fire simulations, emergency response, forecast

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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

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Authors: Katja Ignatieva, Patrick Wong

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We investigated the dynamics of high frequency energy prices, including crude oil and electricity prices. The returns of underlying quantities are modelled using various parametric models such as stochastic framework with jumps and stochastic volatility (SVCJ) as well as non-parametric alternatives, which are purely data driven and do not require specification of the drift or the diffusion coefficient function. Using different statistical criteria, we investigate the performance of considered parametric and nonparametric models in their ability to forecast price series and volatilities. Our models incorporate possible seasonalities in the underlying dynamics and utilise advanced estimation techniques for the dynamics of energy prices.

Keywords: stochastic volatility, affine jump-diffusion models, high frequency data, model specification, markov chain monte carlo

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Authors: Nikolaos Papadimas, Joanna Bennett, Amir Sakhaei, Timothy Dodwell

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Composite modeling of consolidation processes is playing an important role in the process and part design by indicating the formation of possible unwanted prior to expensive experimental iterative trial and development programs. Composite materials in their uncured state display complex constitutive behavior, which has received much academic interest, and this with different models proposed. Errors from modeling and statistical which arise from this fitting will propagate through any simulation in which the material model is used. A general hyperelastic polynomial representation was proposed, which can be readily implemented in various nonlinear finite element packages. In our case, FEniCS was chosen. The coefficients are assumed uncertain, and therefore the distribution of parameters learned using Markov Chain Monte Carlo (MCMC) methods. In engineering, the approach often followed is to select a single set of model parameters, which on average, best fits a set of experiments. There are good statistical reasons why this is not a rigorous approach to take. To overcome these challenges, A hierarchical Bayesian framework was proposed in which population distribution of model parameters is inferred from an ensemble of experiments tests. The resulting sampled distribution of hyperparameters is approximated using Maximum Entropy methods so that the distribution of samples can be readily sampled when embedded within a stochastic finite element simulation. The methodology is validated and demonstrated on a set of consolidation experiments of AS4/8852 with various stacking sequences. The resulting distributions are then applied to stochastic finite element simulations of the consolidation of curved parts, leading to a distribution of possible model outputs. With this, the paper, as far as the authors are aware, represents the first stochastic finite element implementation in composite process modelling.

Keywords: data-driven , material consolidation, stochastic finite elements, surrogate models

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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

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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

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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

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Authors: Watcharin Sangma, Onsiri Chanmuang, Pitsanu Tongkhow

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A forecasting model for steel demand uncertainty in Thailand is proposed. It consists of trend, autocorrelation, and outliers in a hierarchical Bayesian frame work. The proposed model uses a cumulative Weibull distribution function, latent first-order autocorrelation, and binary selection, to account for trend, time-varying autocorrelation, and outliers, respectively. The Gibbs sampling Markov Chain Monte Carlo (MCMC) is used for parameter estimation. The proposed model is applied to steel demand index data in Thailand. The root mean square error (RMSE), mean absolute percentage error (MAPE), and mean absolute error (MAE) criteria are used for model comparison. The study reveals that the proposed model is more appropriate than the exponential smoothing method.

Keywords: forecasting model, steel demand uncertainty, hierarchical Bayesian framework, exponential smoothing method

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Authors: 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

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Authors: S. Sangaroon, W. Ratanatongchai, S. Khaweerat, R. Picha, J. Channuie

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The prompt gamma-ray neutron activation analysis system (PGNAA) has been constructed and installed at a 6 inch diameter neutron beam port of the Thai Research Reactor-1/ Modification 1 (TRR-1/M1) since 1989. It was designed for the reactor operating power at 1.2 MW. The purpose of the system is for an elemental and isotopic analytical. In 2016, the PGNAA facility will be developed to reduce the leakage and background of neutrons and gamma radiation at the sample and detector position. In this work, the designed condition of these facilities is carried out based on the Monte Carlo method using MCNP5 computer code. The conditions with different modification materials, thicknesses and structure of the PGNAA facility, including gamma collimator and radiation shields of the detector, are simulated, and then the optimal structure parameters with a significantly improved performance of the facility are obtained.

Keywords: MCNP simulation, PGNAA, Thai research reactor (TRR-1/M1), radiation shielding

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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: Pawel Flaszynski, Piotr Doerffer, Jan Holnicki-Szulc, Grzegorz Mikulowski

Abstract:

Results of numerical simulations for transonic flow in a piezoelectric valve are presented. The valve is the main part of an adaptive pneumatic shock absorber. Flow structure in the valve domain and the influence of the flow non-uniformity in the valve on a mass flow rate is investigated. Numerical simulation results are compared with experimental data.

Keywords: pneumatic valve, transonic flow, numerical simulations, piezoelectric valve

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