Search results for: Monte Carlo simulation method
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 21929

Search results for: Monte Carlo simulation method

21689 Computer Simulation of Hydrogen Superfluidity through Binary Mixing

Authors: Sea Hoon Lim

Abstract:

A superfluid is a fluid of bosons that flows without resistance. In order to be a superfluid, a substance’s particles must behave like bosons, yet remain mobile enough to be considered a superfluid. Bosons are low-temperature particles that can be in all energy states at the same time. If bosons were to be cooled down, then the particles will all try to be on the lowest energy state, which is called the Bose Einstein condensation. The temperature when bosons start to matter is when the temperature has reached its critical temperature. For example, when Helium reaches its critical temperature of 2.17K, the liquid density drops and becomes a superfluid with zero viscosity. However, most materials will solidify -and thus not remain fluids- at temperatures well above the temperature at which they would otherwise become a superfluid. Only a few substances currently known to man are capable of at once remaining a fluid and manifesting boson statistics. The most well-known of these is helium and its isotopes. Because hydrogen is lighter than helium, and thus expected to manifest Bose statistics at higher temperatures than helium, one might expect hydrogen to also be a superfluid. As of today, however, no one has yet been able to produce a bulk, hydrogen superfluid. The reason why hydrogen did not form a superfluid in the past is its intermolecular interactions. As a result, hydrogen molecules are much more likely to crystallize than their helium counterparts. The key to creating a hydrogen superfluid is therefore finding a way to reduce the effect of the interactions among hydrogen molecules, postponing the solidification to lower temperature. In this work, we attempt via computer simulation to produce bulk superfluid hydrogen through binary mixing. Binary mixture is a technique of mixing two pure substances in order to avoid crystallization and enhance super fluidity. Our mixture here is KALJ H2. We then sample the partition function using this Path Integral Monte Carlo (PIMC), which is well-suited for the equilibrium properties of low-temperature bosons and captures not only the statistics but also the dynamics of Hydrogen. Via this sampling, we will then produce a time evolution of the substance and see if it exhibits superfluid properties.

Keywords: superfluidity, hydrogen, binary mixture, physics

Procedia PDF Downloads 293
21688 Probabilistic Life Cycle Assessment of the Nano Membrane Toilet

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

Abstract:

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

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

Procedia PDF Downloads 204
21687 Simulation of Colombian Exchange Rate to Cover the Exchange Risk Using Financial Options Like Hedge Strategy

Authors: Natalia M. Acevedo, Luis M. Jimenez, Erick Lambis

Abstract:

Imperfections in the capital market are used to argue the relevance of the corporate risk management function. With corporate hedge, the value of the company is increased by reducing the volatility of the expected cash flow and making it possible to face a lower bankruptcy costs and financial difficulties, without sacrificing tax advantages for debt financing. With the propose to avoid exchange rate troubles over cash flows of Colombian exporting firms, this dissertation uses financial options, over exchange rate between Peso and Dollar, for realizing a financial hedge. In this study, a strategy of hedge is designed for an exporting company in Colombia with the objective of preventing fluctuations because, if the exchange rate down, the number of Colombian pesos that obtains the company by exports, is less than agreed. The exchange rate of Colombia is measured by the TRM (Representative Market Rate), representing the number of Colombian pesos for an American dollar. First, the TMR is modelled through the Geometric Brownian Motion, with this, the project price is simulated using Montecarlo simulations and finding the mean of TRM for three, six and twelve months. For financial hedging, currency options were used. The 6-month projection was covered with financial options on European-type currency with a strike price of $ 2,780.47 for each month; this value corresponds to the last value of the historical TRM. In the compensation of the options in each month, the price paid for the premium, calculated with the Black-Scholes method for currency options, was considered. Finally, with the modeling of prices and the Monte Carlo simulation, the effect of the exchange hedging with options on the exporting company was determined, this by means of the unit price estimate to which the dollars in the scenario without coverage were changed and scenario with coverage. After using the scenarios: is determinate that the TRM will have a bull trend and the exporting firm will be affected positively because they will get more pesos for each dollar. The results show that the financial options manage to reduce the exchange risk. The expected value with coverage is approximate to the expected value without coverage, but the 5% percentile with coverage is greater than without coverage. The foregoing indicates that in the worst scenarios the exporting companies will obtain better prices for the sale of the currencies if they cover.

Keywords: currency hedging, futures, geometric Brownian motion, options

Procedia PDF Downloads 101
21686 Finite Sample Inferences for Weak Instrument Models

Authors: Gubhinder Kundhi, Paul Rilstone

Abstract:

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

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

Procedia PDF Downloads 287
21685 Russian pipeline natural gas export strategy under uncertainty

Authors: Koryukaeva Ksenia, Jinfeng Sun

Abstract:

Europe has been a traditional importer of Russian natural gas for more than 50 years. In 2021, Russian state-owned company Gazprom supplied about a third of all gas consumed in Europe. The Russia-Europe mutual dependence in terms of natural gas supplies has been causing many concerns about the energy security of the two sides for a long period of time. These days the issue has become more urgent than ever considering recent Russian invasion in Ukraine followed by increased large-scale geopolitical conflicts, making the future of Russian natural gas supplies and global gas markets as well highly uncertain. Hence, the main purpose of this study is to get insight into the possible futures of Russian pipeline natural gas exports by a scenario planning method based on Monte-Carlo simulation within LUSS model framework, and propose Russian pipeline natural gas export strategies based on the obtained scenario planning results. The scenario analysis revealed that recent geopolitical disputes disturbed the traditional, longstanding model of Russian pipeline gas exports, and, as a result, the prospects and the pathways for Russian pipeline gas on the world markets will differ significantly from those before 2022. Specifically, our main findings show, that (i) the events of 2022 generated many uncertainties for the long-term future of Russian pipeline gas export perspectives on both western and eastern supply directions, including geopolitical, regulatory, economic, infrastructure and other uncertainties; (ii) according to scenario modelling results, Russian pipeline exports will face many challenges in the future, both on western and eastern directions. A decrease in pipeline gas exports will inevitably affect country’s natural gas production and significantly reduce fossil fuel export revenues, jeopardizing the energy security of the country; (iii) according to proposed strategies, in order to ensure the long-term stable export supplies in the changing environment, Russia may need to adjust its traditional export strategy by performing export flows and product diversification, entering new markets, adapting its contracting mechanism, increasing competitiveness and gaining a reputation of a reliable gas supplier.

Keywords: Russian natural gas, Pipeline natural gas, Uncertainty, Scenario simulation, Export strategy

Procedia PDF Downloads 33
21684 Numerical Simulation and Experimental Study on Cable Damage Detection Using an MFL Technique

Authors: Jooyoung Park, Junkyeong Kim, Aoqi Zhang, Seunghee Park

Abstract:

Non-destructive testing on cable is in great demand due to safety accidents at sites where many equipments using cables are installed. In this paper, the quantitative change of the obtained signal was analyzed using a magnetic flux leakage (MFL) method. A two-dimensional simulation was conducted with a FEM model replicating real elevator cables. The simulation data were compared for three parameters (depth of defect, width of defect and inspection velocity). Then, an experiment on same conditions was carried out to verify the results of the simulation. Signals obtained from both the simulation and the experiment were transformed to characterize the properties of the damage. Throughout the results, a cable damage detection based on an MFL method was confirmed to be feasible. In further study, it is expected that the MFL signals of an entire specimen will be gained and visualized as well.

Keywords: magnetic flux leakage (mfl), cable damage detection, non-destructive testing, numerical simulation

Procedia PDF Downloads 356
21683 Design, Construction and Performance Evaluation of a HPGe Detector Shield

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

Abstract:

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

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

Procedia PDF Downloads 426
21682 Reliability Based Performance Evaluation of Stone Column Improved Soft Ground

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

Abstract:

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 (Pf) 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 (cr) and cohesion of soil (cs) are two most important factors influencing Pf. If the coefficient of variation (COV) of cr exceeds 20%, Pf 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 cs > 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

Procedia PDF Downloads 334
21681 Far-Field Acoustic Prediction of a Supersonic Expanding Jet Using Large Eddy Simulation

Authors: Jesus Ruano, Asensi Oliva

Abstract:

The hydrodynamic field generated by a jet expansion is computed via three dimensional compressible Large Eddy Simulation (LES). Finite Volume Method (FVM) will be the discretization used during this simulation as well as hybrid schemes based on Kinetic Energy Preserving (KEP) schemes and up-winding Godunov based schemes with instabilities detectors. Velocity and pressure fields will be stored at different surfaces near the jet, but far enough to enclose all the fluctuations, in order to use them as input for the acoustic solver. The acoustic field is obtained in the far-field region at several locations by means of a hybrid method based on Ffowcs-Williams and Hawkings (FWH) equation. This equation will be formulated in the spectral domain, via Fourier Transform of the acoustic sources, which are modeled from the results of the initial simulation. The obtained results will allow the study of the broadband noise generated as well as sound directivities.

Keywords: far-field noise, Ffowcs-Williams and Hawkings, finite volume method, large eddy simulation, jet noise

Procedia PDF Downloads 276
21680 Investigating the Effects of Data Transformations on a Bi-Dimensional Chi-Square Test

Authors: Alexandru George Vaduva, Adriana Vlad, Bogdan Badea

Abstract:

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

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

Procedia PDF Downloads 61
21679 A Bayesian Multivariate Microeconometric Model for Estimation of Price Elasticity of Demand

Authors: Jefferson Hernandez, Juan Padilla

Abstract:

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

Procedia PDF Downloads 130
21678 Residual Life Estimation of K-out-of-N Cold Standby System

Authors: Qian Zhao, Shi-Qi Liu, Bo Guo, Zhi-Jun Cheng, Xiao-Yue Wu

Abstract:

Cold standby redundancy is considered to be an effective mechanism for improving system reliability and is widely used in industrial engineering. However, because of the complexity of the reliability structure, there is little literature studying on the residual life of cold standby system consisting of complex components. In this paper, a simulation method is presented to predict the residual life of k-out-of-n cold standby system. In practical cases, failure information of a system is either unknown, partly unknown or completely known. Our proposed method is designed to deal with the three scenarios, respectively. Differences between the procedures are analyzed. Finally, numerical examples are used to validate the proposed simulation method.

Keywords: cold standby system, k-out-of-n, residual life, simulation sampling

Procedia PDF Downloads 373
21677 Seismic Fragility of Base-Isolated Multi-Story Piping System in Critical Facilities

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 127
21676 A Case Study on the Numerical-Probability Approach for Deep Excavation Analysis

Authors: Komeil Valipourian

Abstract:

Urban advances and the growing need for developing infrastructures has increased the importance of deep excavations. In this study, after the introducing probability analysis as an important issue, an attempt has been made to apply it for the deep excavation project of Bangkok’s Metro as a case study. For this, the numerical probability model has been developed based on the Finite Difference Method and Monte Carlo sampling approach. The results indicate that disregarding the issue of probability in this project will result in an inappropriate design of the retaining structure. Therefore, probabilistic redesign of the support is proposed and carried out as one of the applications of probability analysis. A 50% reduction in the flexural strength of the structure increases the failure probability just by 8% in the allowable range and helps improve economic conditions, while maintaining mechanical efficiency. With regard to the lack of efficient design in most deep excavations, by considering geometrical and geotechnical variability, an attempt was made to develop an optimum practical design standard for deep excavations based on failure probability. On this basis, a practical relationship is presented for estimating the maximum allowable horizontal displacement, which can help improve design conditions without developing the probability analysis.

Keywords: numerical probability modeling, deep excavation, allowable maximum displacement, finite difference method (FDM)

Procedia PDF Downloads 100
21675 Performance Improvement of Long-Reach Optical Access Systems Using Hybrid Optical Amplifiers

Authors: Shreyas Srinivas Rangan, Jurgis Porins

Abstract:

The internet traffic has increased exponentially due to the high demand for data rates by the users, and the constantly increasing metro networks and access networks are focused on improving the maximum transmit distance of the long-reach optical networks. One of the common methods to improve the maximum transmit distance of the long-reach optical networks at the component level is to use broadband optical amplifiers. The Erbium Doped Fiber Amplifier (EDFA) provides high amplification with low noise figure but due to the characteristics of EDFA, its operation is limited to C-band and L-band. In contrast, the Raman amplifier exhibits a wide amplification spectrum, and negative noise figure values can be achieved. To obtain such results, high powered pumping sources are required. Operating Raman amplifiers with such high-powered optical sources may cause fire hazards and it may damage the optical system. In this paper, we implement a hybrid optical amplifier configuration. EDFA and Raman amplifiers are used in this hybrid setup to combine the advantages of both EDFA and Raman amplifiers to improve the reach of the system. Using this setup, we analyze the maximum transmit distance of the network by obtaining a correlation diagram between the length of the single-mode fiber (SMF) and the Bit Error Rate (BER). This hybrid amplifier configuration is implemented in a Wavelength Division Multiplexing (WDM) system with a BER of 10⁻⁹ by using NRZ modulation format, and the gain uniformity noise ratio (signal-to-noise ratio (SNR)), the efficiency of the pumping source, and the optical signal gain efficiency of the amplifier are studied experimentally in a mathematical modelling environment. Numerical simulations were implemented in RSoft OptSim simulation software based on the nonlinear Schrödinger equation using the Split-Step method, the Fourier transform, and the Monte Carlo method for estimating BER.

Keywords: Raman amplifier, erbium doped fibre amplifier, bit error rate, hybrid optical amplifiers

Procedia PDF Downloads 35
21674 Reliability Assessment and Failure Detection in a Complex Human-Machine System Using Agent-Based and Human Decision-Making Modeling

Authors: Sanjal Gavande, Thomas Mazzuchi, Shahram Sarkani

Abstract:

In a complex aerospace operational environment, identifying failures in a procedure involving multiple human-machine interactions are difficult. These failures could lead to accidents causing loss of hardware or human life. The likelihood of failure further increases if operational procedures are tested for a novel system with multiple human-machine interfaces and with no prior performance data. The existing approach in the literature of reviewing complex operational tasks in a flowchart or tabular form doesn’t provide any insight into potential system failures due to human decision-making ability. To address these challenges, this research explores an agent-based simulation approach for reliability assessment and fault detection in complex human-machine systems while utilizing a human decision-making model. The simulation will predict the emergent behavior of the system due to the interaction between humans and their decision-making capability with the varying states of the machine and vice-versa. Overall system reliability will be evaluated based on a defined set of success-criteria conditions and the number of recorded failures over an assigned limit of Monte Carlo runs. The study also aims at identifying high-likelihood failure locations for the system. The research concludes that system reliability and failures can be effectively calculated when individual human and machine agent states are clearly defined. This research is limited to the operations phase of a system lifecycle process in an aerospace environment only. Further exploration of the proposed agent-based and human decision-making model will be required to allow for a greater understanding of this topic for application outside of the operations domain.

Keywords: agent-based model, complex human-machine system, human decision-making model, system reliability assessment

Procedia PDF Downloads 138
21673 Application of Harris Hawks Optimization Metaheuristic Algorithm and Random Forest Machine Learning Method for Long-Term Production Scheduling Problem under Uncertainty in Open-Pit Mines

Authors: Kamyar Tolouei, Ehsan Moosavi

Abstract:

In open-pit mines, the long-term production scheduling optimization problem (LTPSOP) is a complicated problem that contains constraints, large datasets, and uncertainties. Uncertainty in the output is caused by several geological, economic, or technical factors. Due to its dimensions and NP-hard nature, it is usually difficult to find an ideal solution to the LTPSOP. The optimal schedule generally restricts the ore, metal, and waste tonnages, average grades, and cash flows of each period. Past decades have witnessed important measurements of long-term production scheduling and optimal algorithms since researchers have become highly cognizant of the issue. In fact, it is not possible to consider LTPSOP as a well-solved problem. Traditional production scheduling methods in open-pit mines apply an estimated orebody model to produce optimal schedules. The smoothing result of some geostatistical estimation procedures causes most of the mine schedules and production predictions to be unrealistic and imperfect. With the expansion of simulation procedures, the risks from grade uncertainty in ore reserves can be evaluated and organized through a set of equally probable orebody realizations. In this paper, to synthesize grade uncertainty into the strategic mine schedule, a stochastic integer programming framework is presented to LTPSOP. The objective function of the model is to maximize the net present value and minimize the risk of deviation from the production targets considering grade uncertainty simultaneously while satisfying all technical constraints and operational requirements. Instead of applying one estimated orebody model as input to optimize the production schedule, a set of equally probable orebody realizations are applied to synthesize grade uncertainty in the strategic mine schedule and to produce a more profitable and risk-based production schedule. A mixture of metaheuristic procedures and mathematical methods paves the way to achieve an appropriate solution. This paper introduced a hybrid model between the augmented Lagrangian relaxation (ALR) method and the metaheuristic algorithm, the Harris Hawks optimization (HHO), to solve the LTPSOP under grade uncertainty conditions. In this study, the HHO is experienced to update Lagrange coefficients. Besides, a machine learning method called Random Forest is applied to estimate gold grade in a mineral deposit. The Monte Carlo method is used as the simulation method with 20 realizations. The results specify that the progressive versions have been considerably developed in comparison with the traditional methods. The outcomes were also compared with the ALR-genetic algorithm and ALR-sub-gradient. To indicate the applicability of the model, a case study on an open-pit gold mining operation is implemented. The framework displays the capability to minimize risk and improvement in the expected net present value and financial profitability for LTPSOP. The framework could control geological risk more effectively than the traditional procedure considering grade uncertainty in the hybrid model framework.

Keywords: grade uncertainty, metaheuristic algorithms, open-pit mine, production scheduling optimization

Procedia PDF Downloads 74
21672 Modified Weibull Approach for Bridge Deterioration Modelling

Authors: Niroshan K. Walgama Wellalage, Tieling Zhang, Richard Dwight

Abstract:

State-based Markov deterioration models (SMDM) sometimes fail to find accurate transition probability matrix (TPM) values, and hence lead to invalid future condition prediction or incorrect average deterioration rates mainly due to drawbacks of existing nonlinear optimization-based algorithms and/or subjective function types used for regression analysis. Furthermore, a set of separate functions for each condition state with age cannot be directly derived by using Markov model for a given bridge element group, which however is of interest to industrial partners. This paper presents a new approach for generating Homogeneous SMDM model output, namely, the Modified Weibull approach, which consists of a set of appropriate functions to describe the percentage condition prediction of bridge elements in each state. These functions are combined with Bayesian approach and Metropolis Hasting Algorithm (MHA) based Markov Chain Monte Carlo (MCMC) simulation technique for quantifying the uncertainty in model parameter estimates. In this study, factors contributing to rail bridge deterioration were identified. The inspection data for 1,000 Australian railway bridges over 15 years were reviewed and filtered accordingly based on the real operational experience. Network level deterioration model for a typical bridge element group was developed using the proposed Modified Weibull approach. The condition state predictions obtained from this method were validated using statistical hypothesis tests with a test data set. Results show that the proposed model is able to not only predict the conditions in network-level accurately but also capture the model uncertainties with given confidence interval.

Keywords: bridge deterioration modelling, modified weibull approach, MCMC, metropolis-hasting algorithm, bayesian approach, Markov deterioration models

Procedia PDF Downloads 694
21671 Effectiveness of Earthing System in Vertical Configurations

Authors: S. Yunus, A. Suratman, N. Mohamad Nor, M. Othman

Abstract:

This paper presents the measurement and simulation results by Finite Element Method (FEM) for earth resistance (RDC) for interconnected vertical ground rod configurations. The soil resistivity was measured using the Wenner four-pin Method, and RDC was measured using the Fall of Potential (FOP) method, as outlined in the standard. Genetic Algorithm (GA) is employed to interpret the soil resistivity to that of a 2-layer soil model. The same soil resistivity data that were obtained by Wenner four-pin method were used in FEM for simulation. This paper compares the results of RDC obtained by FEM simulation with the real measurement at field site. A good agreement was seen for RDC obtained by measurements and FEM. This shows that FEM is a reliable software to be used for design of earthing systems. It is also found that the parallel rod system has a better performance compared to a similar setup using a grid layout.

Keywords: earthing system, earth electrodes, finite element method, genetic algorithm, earth resistances

Procedia PDF Downloads 90
21670 A Hierarchical Bayesian Calibration of Data-Driven Models for Composite Laminate Consolidation

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

Abstract:

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

Procedia PDF Downloads 123
21669 Residual Lifetime Estimation for Weibull Distribution by Fusing Expert Judgements and Censored Data

Authors: Xiang Jia, Zhijun Cheng

Abstract:

The residual lifetime of a product is the operation time between the current time and the time point when the failure happens. The residual lifetime estimation is rather important in reliability analysis. To predict the residual lifetime, it is necessary to assume or verify a particular distribution that the lifetime of the product follows. And the two-parameter Weibull distribution is frequently adopted to describe the lifetime in reliability engineering. Due to the time constraint and cost reduction, a life testing experiment is usually terminated before all the units have failed. Then the censored data is usually collected. In addition, other information could also be obtained for reliability analysis. The expert judgements are considered as it is common that the experts could present some useful information concerning the reliability. Therefore, the residual lifetime is estimated for Weibull distribution by fusing the censored data and expert judgements in this paper. First, the closed-forms concerning the point estimate and confidence interval for the residual lifetime under the Weibull distribution are both presented. Next, the expert judgements are regarded as the prior information and how to determine the prior distribution of Weibull parameters is developed. For completeness, the cases that there is only one, and there are more than two expert judgements are both focused on. Further, the posterior distribution of Weibull parameters is derived. Considering that it is difficult to derive the posterior distribution of residual lifetime, a sample-based method is proposed to generate the posterior samples of Weibull parameters based on the Monte Carlo Markov Chain (MCMC) method. And these samples are used to obtain the Bayes estimation and credible interval for the residual lifetime. Finally, an illustrative example is discussed to show the application. It demonstrates that the proposed method is rather simple, satisfactory, and robust.

Keywords: expert judgements, information fusion, residual lifetime, Weibull distribution

Procedia PDF Downloads 116
21668 Modeling of Bipolar Charge Transport through Nanocomposite Films for Energy Storage

Authors: Meng H. Lean, Wei-Ping L. Chu

Abstract:

The effects of ferroelectric nanofiller size, shape, loading, and polarization, on bipolar charge injection, transport, and recombination through amorphous and semicrystalline polymers are studied. A 3D particle-in-cell model extends the classical electrical double layer representation to treat ferroelectric nanoparticles. Metal-polymer charge injection assumes Schottky emission and Fowler-Nordheim tunneling, migration through field-dependent Poole-Frenkel mobility, and recombination with Monte Carlo selection based on collision probability. A boundary integral equation method is used for solution of the Poisson equation coupled with a second-order predictor-corrector scheme for robust time integration of the equations of motion. The stability criterion of the explicit algorithm conforms to the Courant-Friedrichs-Levy limit. Trajectories for charge that make it through the film are curvilinear paths that meander through the interspaces. Results indicate that charge transport behavior depends on nanoparticle polarization with anti-parallel orientation showing the highest leakage conduction and lowest level of charge trapping in the interaction zone. Simulation prediction of a size range of 80 to 100 nm to minimize attachment and maximize conduction is validated by theory. Attached charge fractions go from 2.2% to 97% as nanofiller size is decreased from 150 nm to 60 nm. Computed conductivity of 0.4 x 1014 S/cm is in agreement with published data for plastics. Charge attachment is increased with spheroids due to the increase in surface area, and especially so for oblate spheroids showing the influence of larger cross-sections. Charge attachment to nanofillers and nanocrystallites increase with vol.% loading or degree of crystallinity, and saturate at about 40 vol.%.

Keywords: nanocomposites, nanofillers, electrical double layer, bipolar charge transport

Procedia PDF Downloads 326
21667 An Analytical Approach of Computational Complexity for the Method of Multifluid Modelling

Authors: A. K. Borah, A. K. Singh

Abstract:

In this paper we deal building blocks of the computer simulation of the multiphase flows. Whole simulation procedure can be viewed as two super procedures; The implementation of VOF method and the solution of Navier Stoke’s Equation. Moreover, a sequential code for a Navier Stoke’s solver has been studied.

Keywords: Bi-conjugate gradient stabilized (Bi-CGSTAB), ILUT function, krylov subspace, multifluid flows preconditioner, simple algorithm

Procedia PDF Downloads 498
21666 156vdc to 110vac Sinusoidal Inverter Simulation and Implementation

Authors: Phinyo Mueangmeesap

Abstract:

This paper describes about pure sinusoidal inverter simulation and implementation from high voltage DC (156 Vdc). This simulation is to study and improve the efficiency of the inverter. By reducing the loss of power from boost converter in current inverter. The simulation is done by using the H-bridge circuit with pulse width modulate (PWM) signal and low-pass filter circuit. To convert the DC into AC. This paper used the PSCad for simulation. The result of simulation can be used to create prototype inverter by converting 156 Vdc to 110Vac. The inverter gives the output signal similar to the output from a simulation.

Keywords: inverter simulation, PWM signal, single-phase inverter, sinusoidal inverter

Procedia PDF Downloads 390
21665 Model of Obstacle Avoidance on Hard Disk Drive Manufacturing with Distance Constraint

Authors: Rawinun Praserttaweelap, Somyot Kiatwanidvilai

Abstract:

Obstacle avoidance is the one key for the robot system in unknown environment. The robots should be able to know their position and safety region. This research starts on the path planning which are SLAM and AMCL in ROS system. In addition, the best parameters of the obstacle avoidance function are required. In situation on Hard Disk Drive Manufacturing, the distance between robots and obstacles are very serious due to the manufacturing constraint. The simulations are accomplished by the SLAM and AMCL with adaptive velocity and safety region calculation.

Keywords: obstacle avoidance, OA, Simultaneous Localization and Mapping, SLAM, Adaptive Monte Carlo Localization, AMCL, KLD sampling, KLD

Procedia PDF Downloads 172
21664 Stochastic Simulation of Random Numbers Using Linear Congruential Method

Authors: Melvin Ballera, Aldrich Olivar, Mary Soriano

Abstract:

Digital computers nowadays must be able to have a utility that is capable of generating random numbers. Usually, computer-generated random numbers are not random given predefined values such as starting point and end points, making the sequence almost predictable. There are many applications of random numbers such business simulation, manufacturing, services domain, entertainment sector and other equally areas making worthwhile to design a unique method and to allow unpredictable random numbers. Applying stochastic simulation using linear congruential algorithm, it shows that as it increases the numbers of the seed and range the number randomly produced or selected by the computer becomes unique. If this implemented in an environment where random numbers are very much needed, the reliability of the random number is guaranteed.

Keywords: stochastic simulation, random numbers, linear congruential algorithm, pseudorandomness

Procedia PDF Downloads 288
21663 Feasibility of Simulating External Vehicle Aerodynamics Using Spalart-Allmaras Turbulence Model with Adjoint Method in OpenFOAM and Fluent

Authors: Arpit Panwar, Arvind Deshpande

Abstract:

The study of external vehicle aerodynamics using Spalart-Allmaras turbulence model with adjoint method was conducted. The accessibility and ease of working with the Fluent module of ANSYS and OpenFOAM were considered. The objective of the study was to understand and analyze the possibility of bringing high-level aerodynamic simulation to the average consumer vehicle. A form-factor of BMW M6 vehicle was designed in Solidworks, which was analyzed in OpenFOAM and Fluent. The turbulence model being a single equation provides much faster convergence rate when clubbed with the adjoint method. Fluent being commercial software still does not allow us to solve Spalart-Allmaras turbulence model using the adjoint method. Hence, the turbulence model was solved using the SIMPLE method in Fluent. OpenFOAM being an open source provide flexibility in simulation but is not user-friendly. It supports solving the defined turbulence model with the adjoint method. The result generated from the simulation gives us acceptable values of drag, when validated with the result of percentage error in drag values for a notch-back vehicle model on an extensive simulation produced at 6th ANSA and μETA conference, Greece. The success of this approach will allow us to bring more aerodynamic vehicle body design to all segments of the automobile and not limiting it to just the high-end sports cars.

Keywords: Spalart-Allmaras turbulence model, OpenFOAM, adjoint method, SIMPLE method, vehicle aerodynamic design

Procedia PDF Downloads 182
21662 Development of 25A-Size Three-Layer Metal Gasket by Using FEM Simulation

Authors: Shigeyuki Haruyama, I Made Gatot Karohika, Akinori Sato, Didik Nurhadiyanto, Ken Kaminishi

Abstract:

Contact width and contact stress are important design parameters for optimizing corrugated metal gasket performance based on elastic and plastic contact stress. In this study, we used a three-layer metal gasket with Al, Cu, Ni as the outer layer, respectively. A finite element method was employed to develop simulation solution. The gasket model was simulated by using two simulation stages which are forming and tightening simulation. The simulation result shows that aluminum with tangent modulus, Ehal = Eal/150 has the highest slope for contact width. The slope of contact width for plastic mode gasket was higher than the elastic mode gasket.

Keywords: contact width, contact stress, layer, metal gasket, corrugated, simulation

Procedia PDF Downloads 500
21661 Solving the Nonlinear Heat Conduction in a Spherical Coordinate with Electrical Simulation

Authors: A. M. Gheitaghy, H. Saffari, G. Q. Zhang

Abstract:

Numerical approach based on the electrical simulation method is proposed to solve a nonlinear transient heat conduction problem with nonlinear boundary for a spherical body. This problem represents a strong nonlinearity in both the governing equation for temperature dependent thermal property and the boundary condition for combined convective and radiative cooling. By analysing the equivalent electrical model using the electrical circuit simulation program HSPICE, transient temperature and heat flux distributions at sphere can be obtained easily and fast. The solutions clearly illustrate the effect of the radiation-conduction parameter Nrc, the Biot number and the linear coefficient of temperature dependent conductivity and heat capacity. On comparing the results with corresponding numerical solutions, the accuracy and efficiency of this computational method are found to be good.

Keywords: convective and radiative boundary, electrical simulation method, nonlinear heat conduction, spherical coordinate

Procedia PDF Downloads 306
21660 Ensemble Sampler For Infinite-Dimensional Inverse Problems

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

Procedia PDF Downloads 129