Search results for: Monte Carlo simulated

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: Rubens P. Costa, Marcelo A. Leigui de Oliveira

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The comprehension of features on the energy spectra, the chemical compositions, and the origins of Ultra-High Energy Cosmic Rays (UHECRs) - mainly atomic nuclei with energies above ~1.0 EeV (exa-electron volts) - are intrinsically linked to the problem of determining the magnitude of their deflections in cosmic magnetic fields on cosmological scales. In addition, as they propagate from the source to the observer, modifications are expected in their original energy spectra, anisotropy, and the chemical compositions due to interactions with low energy photons and matter. This means that any consistent interpretation of the nature and origin of UHECRs has to include the detailed knowledge of their propagation in a three-dimensional environment, taking into account the magnetic deflections and energy losses. The parameter space range for the magnetic fields in the universe is very large because the field strength and especially their orientation have big uncertainties. Particularly, the strength and morphology of the Extragalactic Magnetic Fields (EGMFs) remain largely unknown, because of the intrinsic difficulty of observing them. Monte Carlo simulations of charged particles traveling through a simulated magnetized universe is the straightforward way to study the influence of extragalactic magnetic fields on UHECRs propagation. However, this brings two major difficulties: an accurate numerical modeling of charged particles diffusion in magnetic fields, and an accurate numerical modeling of the magnetized Universe. Since magnetic fields do not cause energy losses, it is important to impose that the particle tracking method conserve the particle’s total energy and that the energy changes are results of the interactions with background photons only. Hence, special attention should be paid to computational effects. Additionally, because of the number of particles necessary to obtain a relevant statistical sample, the particle tracking method must be computationally efficient. In this work, we present an analysis of the propagation of ultra-high energy charged particles in the intergalactic medium. The EGMFs are considered to be coherent within cells of 1 Mpc (mega parsec) diameter, wherein they have uniform intensities of 1 nG (nano Gauss). Moreover, each cell has its field orientation randomly chosen, and a border region is defined such that at distances beyond 95% of the cell radius from the cell center smooth transitions have been applied in order to avoid discontinuities. The smooth transitions are simulated by weighting the magnetic field orientation by the particle's distance to the two nearby cells. The energy losses have been treated in the continuous approximation parameterizing the mean energy loss per unit path length by the energy loss length. We have shown, for a particle with the typical energy of interest the integration method performance in the relative error of Larmor radius, without energy losses and the relative error of energy. Additionally, we plotted the distance amplification from rectilinear propagation as a function of the traveled distance, particle's magnetic rigidity, without energy losses, and particle's energy, with energy losses, to study the influence of particle's species on these calculations. The results clearly show when it is necessary to use a full three-dimensional simulation.

Keywords: cosmic rays propagation, extragalactic magnetic fields, magnetic deflections, ultra-high energy

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Authors: Moheb R. Girgis, Tarek M. Mahmoud, Bahgat A. Abdullatif, Ahmed M. Rabie

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Mesh clients, mesh routers and gateways are components of Wireless Mesh Network (WMN). In WMN, gateways connect to Internet using wireline links and supply Internet access services for users. We usually need multiple gateways, which takes time and costs a lot of money set up, due to the limited wireless channel bit rate. WMN is a highly developed technology that offers to end users a wireless broadband access. It offers a high degree of flexibility contrasted to conventional networks; however, this attribute comes at the expense of a more complex construction. Therefore, a challenge is the planning and optimization of WMNs. In this paper, we concentrate on this challenge using a genetic algorithm and simulated annealing. The genetic algorithm and simulated annealing enable searching for a low-cost WMN configuration with constraints and determine the number of used gateways. Experimental results proved that the performance of the genetic algorithm and simulated annealing in minimizing WMN network costs while satisfying quality of service. The proposed models are presented to significantly outperform the existing solutions.

Keywords: wireless mesh networks, genetic algorithms, simulated annealing, topology design

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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: 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

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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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Authors: Amir Moslehi, Gholamreza Raisali

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Microdosimetric detectors based on multiple-thick gas electron multiplier (multiple-THGEM) configurations are being used in various fields of radiation protection and dosimetry. In the present work, microdosimetric response of these detectors to fast neutrons has been investigated by Monte Carlo method. Three similar microdosimeters made of A-150 and rexolite as the wall materials are designed; the first based on single-THGEM, the second based on double-THGEM and the third is based on triple-THGEM. Sensitive volume of the three microdosimeters is a right cylinder of 5 mm height and diameter which is filled with the propane-based tissue-equivalent (TE) gas. The TE gas with 0.11 atm pressure at the room temperature simulates 1 µm of tissue. Lineal energy distributions for several neutron energies from 10 keV to 14 MeV including 241Am-Be neutrons are calculated by the Geant4 simulation toolkit. Also, mean quality factor and dose-equivalent value for any neutron energy has been determined by these distributions. Obtained data derived from the three microdosimeters are in agreement. Therefore, we conclude that the multiple-THGEM structures present similar microdosimetric responses to fast neutrons.

Keywords: fast neutrons, geant4, multiple-thick gas electron multiplier, microdosimeter

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Authors: Imen Dhaou

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This study examines conditional Value at Risk by applying the GJR-EVT-Copula model, and finds the optimal portfolio for eight Dow Jones Islamic-conventional pairs. Our methodology consists of modeling the data by a bivariate GJR-GARCH model in which we extract the filtered residuals and then apply the Peak over threshold model (POT) to fit the residual tails in order to model marginal distributions. After that, we use pair-copula to find the optimal portfolio risk dependence structure. Finally, with Monte Carlo simulations, we estimate the Value at Risk (VaR) and the conditional Value at Risk (CVaR). The empirical results show the VaR and CVaR values for an equally weighted portfolio of Dow Jones Islamic-conventional pairs. In sum, we found that the optimal investment focuses on Islamic-conventional US Market index pairs because of high investment proportion; however, all other index pairs have low investment proportion. These results deliver some real repercussions for portfolio managers and policymakers concerning to optimal asset allocations, portfolio risk management and the diversification advantages of these markets.

Keywords: CVaR, Dow Jones Islamic index, GJR-GARCH-EVT-pair copula, portfolio optimization

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Authors: Alexander de Tomás, Miquel Sierra, Stefan Pfenninger, Francesco Lombardi, Ines Campos, Cristina Madrid

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Environmental parameters are key in the definition of sustainable energy systems yet excluded from most energy system optimization models. Still, decision-making may be misleading without considering them. Environmental analyses of the energy transition are a key part of industrial ecology but often are performed without any input from the users of the information. This work assesses the systemic impacts of energy transition pathways in Portugal. Using the Calliope energy modeling framework, 250+ optimized energy system pathways are generated. A Delphi study helps to identify the relevant criteria for the stakeholders as regards the environmental assessment, which is performed with ENBIOS, a python package that integrates life cycle assessment (LCA) with a metabolic analysis based on complex relations. Furthermore, this study focuses on how the uncertainty propagates through the model’s consortium. With the aim of doing so, a soft link between the Calliope/ENBIOS cascade and Brightway’s data capabilities is built to perform Monte Carlo simulations. These findings highlight the relevance of including uncertainty analysis as a range of values rather than informing energy transition results with a single value.

Keywords: energy transition, energy modeling, uncertainty, sustainability

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Authors: Rajesh Singh, Kailash Kale

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In this paper, the Binomial process type occurrence of software failures is considered and failure intensity has been characterized by one parameter Rayleigh class Software Reliability Growth Model (SRGM). The proposed SRGM is mathematical function of parameters namely; total number of failures i.e. η-0 and scale parameter i.e. η-1. It is assumed that very little or no information is available about both these parameters and then considering non-informative priors for both these parameters, the Bayes estimators for the parameters η-0 and η-1 have been obtained under square error loss function. The proposed Bayes estimators are compared with their corresponding maximum likelihood estimators on the basis of risk efficiencies obtained by Monte Carlo simulation technique. It is concluded that both the proposed Bayes estimators of total number of failures and scale parameter perform well for proper choice of execution time.

Keywords: binomial process, non-informative prior, maximum likelihood estimator (MLE), rayleigh class, software reliability growth model (SRGM)

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Authors: Ernesto Linan, Linda Cruz, Lucero Becerra

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In this paper, a new hybridized algorithm based on Chemical Reaction Optimization and Simulated Annealing is proposed to solve the alignment sequence Problem. The Chemical Reaction Optimization is a population-based meta-heuristic algorithm based on the principles of a chemical reaction. Simulated Annealing is applied to solve a large number of combinatorial optimization problems of general-purpose. In this paper, we propose hybridization between Chemical Reaction Optimization algorithm and Simulated Annealing in order to solve the Sequence Alignment Problem. An initial population of molecules is defined at beginning of the proposed algorithm, where each molecule represents a sequence alignment problem. In order to simulate inter-molecule collisions, the process of Chemical Reaction is placed inside the Metropolis Cycle at certain values of temperature. Inside this cycle, change of molecules is done due to collisions; some molecules are accepted by applying Boltzmann probability. The results with the hybrid scheme are better than the results obtained separately.

Keywords: chemical reaction optimization, sequence alignment problem, simulated annealing algorithm, metaheuristics

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Authors: Ashwani Kumar Aggarwal

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NIR Light is non-ionizing and can pass easily through living tissues such as breast without any harmful effects. Therefore, use of NIR light for imaging the biological tissue and to quantify its optical properties is a good choice over other invasive methods. Optical tomography involves two steps. One is the forward problem and the other is the reconstruction problem. The forward problem consists of finding the measurements of transmitted light through the tissue from source to detector, given the spatial distribution of absorption and scattering properties. The second step is the reconstruction problem. In X-ray tomography, there is standard method for reconstruction called filtered back projection method or the algebraic reconstruction methods. But this method cannot be applied as such, in optical tomography due to highly scattering nature of biological tissue. A hybrid algorithm for reconstruction has been implemented in this work which takes into account the highly scattered path taken by photons while back projecting the forward data obtained during Monte Carlo simulation. The reconstructed image suffers from blurring due to point spread function. This blurred reconstructed image has been enhanced using a digital filter which is optimal in mean square sense.

Keywords: least-squares optimization, filtering, tomography, laser interaction, light scattering

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Authors: P. Meethum, C. Suvanjumrat

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Many aluminum motorcycle parts produced by a high pressure die casting. Some parts such as fuel caps were a thin and complex shape. This part risked for porosities and blisters on surface if it only depended on an experience of mold makers for mold design. This research attempted to use CAST-DESIGNER software simulated the high pressure die casting process with the same process parameters of a motorcycle fuel cap production. The simulated results were compared with fuel cap products and expressed the same porosity and blister locations on cap surface. An average of absolute difference of simulated results was obtained 0.094 mm when compared the simulated porosity and blister defect sizes on the fuel cap surfaces with the experimental micro photography. This comparison confirmed an accuracy of software and will use the setting parameters to improve fuel cap molds in the further work.

Keywords: aluminum, die casting, fuel cap, motorcycle

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Authors: I. Zahraoui, J. Terhzaz, A. Errkik, El. H. Abdelmounim, A. Tajmouati, L. Abdellaoui, N. Ababssi, M. Latrach

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This paper presents a novel design of a microstrip fractal antenna based on the use of Sierpinski triangle shape, it’s designed and simulated by using FR4 substrate in the operating frequency bands (GPS, WiMAX), the design is a fractal antenna with a modified ground structure. The proposed antenna is simulated and validated by using CST Microwave Studio Software, the simulated results presents good performances in term of radiation pattern and matching input impedance.

Keywords: dual-band antenna, fractal antenna, GPS band, modified ground structure, sierpinski triangle, WiMAX band

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Authors: Juan F. Muñoz-Rosas, Rosa M. García-Fernández, Encarnación Álvarez-Verdejo, Pablo J. Moya-Fernández

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Poverty measurement is a very important topic in many studies in social sciences. One of the most important indicators when measuring poverty is the low income proportion. This indicator gives the proportion of people of a population classified as poor. This indicator is generally unknown, and for this reason, it is estimated by using survey data, which are obtained by official surveys carried out by many statistical agencies such as Eurostat. The main feature of the mentioned survey data is the fact that they contain several variables. The variable used to estimate the low income proportion is called as the variable of interest. The survey data may contain several additional variables, also named as the auxiliary variables, related to the variable of interest, and if this is the situation, they could be used to improve the estimation of the low income proportion. In this paper, we use Monte Carlo simulation studies to analyze numerically the performance of estimators based on several auxiliary variables. In this simulation study, we considered real data sets obtained from the 2011 European Union Survey on Income and Living Condition. Results derived from this study indicate that the estimators based on auxiliary variables are more accurate than the naive estimator.

Keywords: inclusion probability, poverty, poverty line, survey sampling

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Authors: Fariba Azizi, Firoozeh Haghighi, Viliam Makis

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In this paper, we propose a method to model the relationship between failure time and degradation for a simple step stress test where underlying degradation path is linear and different causes of failure are possible. It is assumed that the intensity function depends only on the degradation value. No assumptions are made about the distribution of the failure times. A simple step-stress test is used to shorten failure time of products and a tampered failure rate (TFR) model is proposed to describe the effect of the changing stress on the intensities. We assume that some of the products that fail during the test have a cause of failure that is only known to belong to a certain subset of all possible failures. This case is known as masking. In the presence of masking, the maximum likelihood estimates (MLEs) of the model parameters are obtained through an expectation-maximization (EM) algorithm by treating the causes of failure as missing values. The effect of incomplete information on the estimation of parameters is studied through a Monte-Carlo simulation. Finally, a real example is analyzed to illustrate the application of the proposed methods.

Keywords: cause of failure, linear degradation path, reliability function, expectation-maximization algorithm, intensity, masked data

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Authors: Ridoy Das, Myriam Neaimeh, Yue Wang, Ghanim Putrus

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Electric vehicles are a popular transportation medium renowned for potential environmental benefits. However, large and uncontrolled charging volumes can impact distribution networks negatively. Smart charging is widely recognized as an efficient solution to achieve both improved renewable energy integration and grid relief. Nevertheless, different decision-makers may pursue diverse and conflicting objectives. In this context, this paper proposes a multi-objective optimization framework to control electric vehicle charging to achieve both energy cost reduction and peak shaving. A weighted-sum method is developed due to its intuitiveness and efficiency. Monte Carlo simulations are implemented to investigate the impact of uncertain electric vehicle driving patterns and provide decision-makers with a robust outcome in terms of prospective cost and network loading. The results demonstrate that there is a conflict between energy cost efficiency and peak shaving, with the decision-makers needing to make a collaborative decision.

Keywords: electric vehicles, multi-objective optimization, uncertainty, mixed integer linear programming

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Authors: Chau-Kuang Chen, John Hughes, Jr., A. Dexter Samuels

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The prediction models for the United States Medical Licensure Examination (USMLE) Steps 1 and 2 performances were constructed by the Monte Carlo simulation modeling approach via linear regression. The purpose of this study was to build robust simulation models to accurately identify the most important predictors and yield the valid range estimations of the Steps 1 and 2 scores. The application of simulation modeling approach was deemed an effective way in predicting student performances on licensure examinations. Also, sensitivity analysis (a/k/a what-if analysis) in the simulation models was used to predict the magnitudes of Steps 1 and 2 affected by changes in the National Board of Medical Examiners (NBME) Basic Science Subject Board scores. In addition, the study results indicated that the Medical College Admission Test (MCAT) Verbal Reasoning score and Step 1 score were significant predictors of the Step 2 performance. Hence, institutions could screen qualified student applicants for interviews and document the effectiveness of basic science education program based on the simulation results.

Keywords: prediction model, sensitivity analysis, simulation method, USMLE

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Authors: Kernou Nassim

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The current study presents a vulnerability and a reliability-mechanical approach that focuses on evaluating the seismic performance of reinforced concrete structures to determine the probability of failure. In this case, the performance function reflecting the non-linear behavior of the structure is modeled by a response surface to establish an analytical relationship between the random variables (strength of concrete and yield strength of steel) and mechanical responses of the structure (inter-floor displacement) obtained by the pushover results of finite element simulations. The push over-analysis is executed by software SAP2000. The results acquired prove that properly designed frames will perform well under seismic loads. It is a comparative study of the behavior of the existing structure before and after reinforcement using the pushover method. The coupling indirect mechanical reliability by response surface avoids prohibitive calculation times. Finally, the results of the proposed approach are compared with Monte Carlo Simulation. The comparative study shows that the structure is more reliable after the introduction of new shear walls.

Keywords: finite element method, surface response, reliability, reliability mechanical coupling, vulnerability

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Authors: Benson Ade Eniola Afere

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Over the years, kernel density estimation has been extensively studied within the context of nonparametric density estimation. The fundamental components of kernel density estimation are the kernel function and the bandwidth. While the mathematical exploration of the kernel component has been relatively limited, its selection and development remain crucial. The Mean Integrated Squared Error (MISE), serving as a measure of discrepancy, provides a robust framework for assessing the effectiveness of any kernel function. A kernel function with a lower MISE is generally considered to perform better than one with a higher MISE. Hence, the primary aim of this article is to create kernels that exhibit significantly reduced MISE when compared to existing classical kernels. Consequently, this article introduces a cluster of hybrid polynomial kernel families. The construction of these proposed kernel functions is carried out heuristically by combining two kernels from the classical polynomial kernel family using probability axioms. We delve into the analysis of error propagation within these kernels. To assess their performance, simulation experiments, and real-life datasets are employed. The obtained results demonstrate that the proposed hybrid kernels surpass their classical kernel counterparts in terms of performance.

Keywords: classical polynomial kernels, cluster of families, global error, hybrid Kernels, Kernel density estimation, Monte Carlo simulation

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Authors: A. GuhaRay, C. V. S. P. Kiranmayi, S. Rudraraju

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The present study considers the effect of variation of different geotechnical random variables in the design of stone column-foundation systems for assessing the bearing capacity and consolidation settlement of highly compressible soil. The soil and stone column properties, spacing, diameter and arrangement of stone columns are considered as the random variables. Probability of failure (P_f) is computed for a target degree of consolidation and a target safe load by Monte Carlo Simulation (MCS). The study shows that the variation in coefficient of radial consolidation (c_r) and cohesion of soil (c_s) are two most important factors influencing Pf. If the coefficient of variation (COV) of c_r exceeds 20%, P_f exceeds 0.001, which is unsafe following the guidelines of US Army Corps of Engineers. The bearing capacity also exceeds its safe value for COV of c_s > 30%. It is also observed that as the spacing between the stone column increases, the probability of reaching a target degree of consolidation decreases. Accordingly, design guidelines, considering both consolidation and bearing capacity of improved ground, are proposed for different spacing and diameter of stone columns and geotechnical random variables.

Keywords: bearing capacity, consolidation, geotechnical random variables, probability of failure, stone columns

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Authors: Hadi Ardiny, Amir Mohammad Beigzadeh

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Through the utilization of a combination of various sensors and data fusion methods, the detection of potential nuclear threats can be significantly enhanced by extracting more information from different data. In this research, an experimental and modeling approach was employed to track a radioactive source by combining a surveillance camera and a radiation detector (NaI). To run this experiment, three mobile robots were utilized, with one of them equipped with a radioactive source. An algorithm was developed in identifying the contaminated robot through correlation between camera images and camera data. The computer vision method extracts the movements of all robots in the XY plane coordinate system, and the detector system records the gamma-ray count. The position of the robots and the corresponding count of the moving source were modeled using the MCNPX simulation code while considering the experimental geometry. The results demonstrated a high level of accuracy in finding and locating the target in both the simulation model and experimental measurement. The modeling techniques prove to be valuable in designing different scenarios and intelligent systems before initiating any experiments.

Keywords: nuclear threats, radiation detector, MCNPX simulation, modeling techniques, intelligent systems

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Authors: Jefferson Hernandez, Juan Padilla

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Estimation of price elasticity of demand is a valuable tool for the task of price settling. Given its relevance, it is an active field for microeconomic and statistical research. Price elasticity in the industry of oil and gas, in particular for fuels sold in gas stations, has shown to be a challenging topic given the market and state restrictions, and underlying correlations structures between the types of fuels sold by the same gas station. This paper explores the Lotka-Volterra model for the problem for price elasticity estimation in the context of fuels; in addition, it is introduced multivariate random effects with the purpose of dealing with errors, e.g., measurement or missing data errors. In order to model the underlying correlation structures, the Inverse-Wishart, Hierarchical Half-t and LKJ distributions are studied. Here, the Bayesian paradigm through Markov Chain Monte Carlo (MCMC) algorithms for model estimation is considered. Simulation studies covering a wide range of situations were performed in order to evaluate parameter recovery for the proposed models and algorithms. Results revealed that the proposed algorithms recovered quite well all model parameters. Also, a real data set analysis was performed in order to illustrate the proposed approach.

Keywords: price elasticity, volume, correlation structures, Bayesian models

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Authors: N. Zandi, M. Sitarz, J. Jastrzebski, M. Vagheian, J. Choinski, A. Stolarz, A. Trzcinska

Abstract:

¹³⁵La with the half-life of 19.5 h can be considered as a good candidate for Auger therapy. ¹³⁵La decays almost 100% by electron capture to the stable ¹³⁵Ba. In this study, all important possible reactions leading to ¹³⁵La production are investigated in details, and the corresponding theoretical yield for each reaction using the Monte-Carlo method (MCNPX code) are presented. Among them, the best reaction based on the cost-effectiveness and production yield regarding Poland facilities equipped with medical cyclotron has been selected. ¹³⁵La is produced using 16.5 MeV proton beam of general electric PET trace cyclotron through the ¹³⁵Ba(p,n)¹³⁵La reaction. Moreover, for a consistent facilitating comparison between the theoretical calculations and the experimental measurements, the beam current and also the proton beam energy is measured experimentally. Then, the obtained proton energy is considered as the entrance energy for the theoretical calculations. The production yield finally is measured and compared with the results obtained using the MCNPX code. The results show the experimental measurement and the theoretical calculations are in good agreement.

Keywords: efficient ¹³⁵La production, proton cyclotron energy measurement, MCNPX code, theoretical and experimental production yield

Procedia PDF Downloads 141

Authors: Khaled Soliman, Abdullah Alrushoud, Abdulrahman Alkhalifah, Raed Albathi, Salman Altymiat

Abstract:

Radiation dose received by patients undergoing Computed Tomography (CT) examination of the cervical spine was evaluated using Gafchromic XR-QA2 films and CT-EXPO software (ver. 2.3), in order to document our clinical dose values and to compare our results with other benchmarks reported in the current literature. Radiochromic films were recently used as practical dosimetry tool that provides dose profile information not available using the standard ionisation chamber routinely used in CT dosimetry. We have developed an in-house program to use the films in order to calculate the Entrance Dose Length Product (EDLP) in (mGy.cm) and to relate the EDLP to various organ doses calculated using the CT-EXPO software. We also calculated conversion factor in (mSv/mGy.cm) relating the EDLP to the effective dose (ED) from the examination using CT-EXPO software. Variability among different types of CT scanners and dose modulation methods are reported from at least three major CT brands available at our medical institution. Our work describes the dosimetry method and results are reported. The method can be used as in-vivo dosimetry method. But this work only reports results obtained from adult female anthropomorphic Phantom studies.

Keywords: CT dosimetry, gafchromic films, XR-QA2, CT-Expo software

Procedia PDF Downloads 471

Authors: Bu Seog Ju, Ho Young Son, Yong Hee Ryu

Abstract:

This study is focused on the evaluation of seismic fragility of multi-story piping system installed in critical structures, isolated with triple friction pendulum bearing. The concept of this study is to isolate the critical building structure as well as nonstructural component, especially piping system in order to mitigate the earthquake damage and achieve the reliable seismic design. Then, the building system and multi-story piping system was modeled in OpenSees. In particular, the triple friction pendulum isolator was accounted for the vertical and horizontal coupling behavior in the building system subjected to seismic ground motions. Consequently, in order to generate the seismic fragility of base-isolated multi-story piping system, 21 selected seismic ground motions were carried out, by using Monte Carlo Simulation accounted for the uncertainties in demand. Finally, the system-level fragility curves corresponding to the limit state of the piping system was conducted at each T-joint system, which was commonly failure points in piping systems during and after an earthquake. Additionally, the system-level fragilities were performed to the first floor and second floor level in critical structures.

Keywords: fragility, friction pendulum bearing, nonstructural component, seismic

Procedia PDF Downloads 150