Search results for: FLUKA Monte Carlo Method

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: Agnieszka Dudzik

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The problem of correlation between random variables in the structural reliability analysis has been extensively discussed in literature on the subject. The cases taken under consideration were usually related to correlation between random variables from one side of ultimate limit state: correlation between particular loads applied on structure or correlation between resistance of particular members of a structure as a system. It has been proved that positive correlation between these random variables reduces the reliability of structure and increases the probability of failure. In the paper, the problem of correlation between random variables from both side of the limit state equation will be taken under consideration. The simplest case where these random variables are of the normal distributions will be concerned. The case when a degree of that correlation is described by the covariance or the coefficient of correlation will be used. Special attention will be paid on questions: how much that correlation changes the reliability level and can it be ignored. In reliability analysis will be used well-known methods for assessment of the failure probability: based on the Hasofer-Lind reliability index and Monte Carlo method adapted to the problem of correlation. The main purpose of this work will be a presentation how correlation of random variables influence on reliability index of steel bar structures. Structural design parameters will be defined as deterministic values and random variables. The latter will be correlated. The criterion of structural failure will be expressed by limit functions related to the ultimate and serviceability limit state. In the description of random variables will be used only for the normal distribution. Sensitivity of reliability index to the random variables will be defined. If the reliability index sensitivity due to the random variable X will be low when compared with other variables, it can be stated that the impact of this variable on failure probability is small. Therefore, in successive computations, it can be treated as a deterministic parameter. Sensitivity analysis leads to simplify the description of the mathematical model, determine the new limit functions and values of the Hasofer-Lind reliability index. In the examples, the NUMPRESS software will be used in the reliability analysis.

Keywords: correlation of random variables, reliability index, sensitivity of reliability index, steel structure

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

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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

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Authors: Venkat S. Somayajula

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Ground surface temperature history prediction model plays a vital role in determining standards for international nuclear waste management. International standards for borehole based nuclear waste disposal require paleoclimate cycle predictions on scale of a million forward years for the place of waste disposal. This research focuses on developing a paleoclimate cycle prediction model using Bayesian long-short term memory (LSTM) neural architecture operated on accumulated borehole temperature history data. Bayesian models have been previously used for paleoclimate cycle prediction based on Monte-Carlo weight method, but due to limitations pertaining model coupling with certain other prediction networks, Bayesian models in past couldn’t accommodate prediction cycle’s over 1000 years. LSTM has provided frontier to couple developed models with other prediction networks with ease. Paleoclimate cycle developed using this process will be trained on existing borehole data and then will be coupled to surface temperature history prediction networks which give endpoints for backpropagation of LSTM network and optimize the cycle of prediction for larger prediction time scales. Trained LSTM will be tested on past data for validation and then propagated for forward prediction of temperatures at borehole locations. This research will be beneficial for study pertaining to nuclear waste management, anthropological cycle predictions and geophysical features

Keywords: Bayesian long-short term memory neural network, borehole temperature, ground surface temperature history, paleoclimate cycle

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

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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

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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: Ali Akbar, Seungho Shin, Sukkee Um

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The composition of catalyst layers (CLs) plays an important role in the overall performance and cost of the proton exchange membrane fuel cells (PEMFCs). Low platinum loading, high utilization, and more durable catalyst still remain as critical challenges for PEMFCs. In this study, a three-dimensional material network model is developed to visualize the nanostructure of carbon supported platinum Pt/C and Pt/VACNT catalysts in pursuance of maximizing the catalyst utilization. The quadruple-phase randomly generated CLs domain is formulated using quasi-random stochastic Monte Carlo-based method. This unique statistical approach of four-phase (i.e., pore, ionomer, carbon, and platinum) model is closely mimic of manufacturing process of CLs. Various CLs compositions are simulated to elucidate the effect of electrons, ions, and mass transport paths on the catalyst utilization factor. Based on simulation results, the effect of key factors such as porosity, ionomer contents and Pt weight percentage in Pt/C catalyst have been investigated at the represented elementary volume (REV) scale. The results show that the relationship between ionomer content and Pt utilization is in good agreement with existing experimental calculations. Furthermore, this model is implemented on the state-of-the-art Pt/VACNT CLs. The simulation results on Pt/VACNT based CLs show exceptionally high catalyst utilization as compared to Pt/C with different composition ratios. More importantly, this study reveals that the maximum catalyst utilization depends on the distance spacing between the carbon nanotubes for Pt/VACNT. The current simulation results are expected to be utilized in the optimization of nano-structural construction and composition of Pt/C and Pt/VACNT CLs.

Keywords: catalyst layer, platinum utilization, proton exchange membrane fuel cell, stochastic modeling

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Authors: Ali Atashbar Orang, Carlo Massimo Casciola

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A novel numerical approach for the steady incompressible turbulent flows is presented in this paper. The artificial compressibility method (ACM) is applied to the Reynolds Averaged Navier-Stokes (RANS) equations. A new Characteristic-Based Turbulent (CBT) scheme is developed for the convective fluxes. The well-known Spalart–Allmaras turbulence model is employed to check the effectiveness of this new scheme. Comparing the proposed scheme with previous studies, it is found that the present CBT scheme demonstrates accurate results, high stability and faster convergence. In addition, the local time stepping and implicit residual smoothing are applied as the convergence acceleration techniques. The turbulent flows past a backward facing step, circular cylinder, and NACA0012 hydrofoil are studied as benchmarks. Results compare favorably with those of other available schemes.

Keywords: incompressible turbulent flow, method of characteristics, finite volume, Spalart–Allmaras turbulence model

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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: 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: Hossein Bazmara, Kaamran Raahemifar, Mostafa Sefidgar, Madjid Soltani

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Angiogenesis is formation of new blood vessels from existing vessels. Due to flow of blood in vessels, during angiogenesis, blood flow plays an important role in regulating the angiogenesis process. Multiple mathematical models of angiogenesis have been proposed to simulate the formation of the complicated network of capillaries around a tumor. In this work, a multi-scale model of angiogenesis is developed to show the effect of blood flow on capillaries and network formation. This model spans multiple temporal and spatial scales, i.e. intracellular (molecular), cellular, and extracellular (tissue) scales. In intracellular or molecular scale, the signaling cascade of endothelial cells is obtained. Two main stages in development of a vessel are considered. In the first stage, single sprouts are extended toward the tumor. In this stage, the main regulator of endothelial cells behavior is the signals from extracellular matrix. After anastomosis and formation of closed loops, blood flow starts in the capillaries. In this stage, blood flow induced signals regulate endothelial cells behaviors. In cellular scale, growth and migration of endothelial cells is modeled with a discrete lattice Monte Carlo method called cellular Pott's model (CPM). In extracellular (tissue) scale, diffusion of tumor angiogenic factors in the extracellular matrix, formation of closed loops (anastomosis), and shear stress induced by blood flow is considered. The model is able to simulate the formation of a closed loop and its extension. The results are validated against experimental data. The results show that, without blood flow, the capillaries are not able to maintain their integrity.

Keywords: angiogenesis, endothelial cells, multi-scale model, cellular Pott's model, signaling cascade

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Authors: Omer Burak Iskender, Keck Voon Ling, Vincent Dubanchet, Luca Simonini

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This paper presents Guidance and Control (G&C) strategy to approach and synchronize with potentially rotating targets. The proposed strategy generates and tracks a safe trajectory for space servicing missions, including tasks like approaching, inspecting, and capturing. The main objective of this paper is to validate the G&C laws using a Hardware-In-the-Loop (HIL) setup with realistic rendezvous and docking equipment. Throughout this work, the assumption of full relative state feedback is relaxed by onboard sensors that bring realistic errors and delays and, while the proposed closed loop approach demonstrates the robustness to the above mentioned challenge. Moreover, G&C blocks are unified via the Model Predictive Control (MPC) paradigm, and the coupling between translational motion and rotational motion is addressed via dual quaternion based kinematic description. In this work, G&C is formulated as a convex optimization problem where constraints such as thruster limits and the output constraints are explicitly handled. Furthermore, the Monte-Carlo method is used to evaluate the robustness of the proposed method to the initial condition errors, the uncertainty of the target's motion and attitude, and actuator errors. A capture scenario is tested with the robotic test bench that has onboard sensors which estimate the position and orientation of a drifting satellite through camera imagery. Finally, the approach is compared with currently used robust H-infinity controllers and guidance profile provided by the industrial partner. The HIL experiments demonstrate that the proposed strategy is a potential candidate for future space servicing missions because 1) the algorithm is real-time implementable as convex programming offers deterministic convergence properties and guarantee finite time solution, 2) critical physical and output constraints are respected, 3) robustness to sensor errors and uncertainties in the system is proven, 4) couples translational motion with rotational motion.

Keywords: dual quaternion, model predictive control, real-time experimental test, rendezvous and docking, spacecraft autonomy, space servicing

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

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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

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Authors: M. Bahari Mehrabani, Hua-Peng Chen

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Management and maintenance of coastal defence structures during the expected life cycle have become a real challenge for decision makers and engineers. Accurate evaluation of the current condition and future performance of flood defence structures is essential for effective practical maintenance strategies on the basis of available field inspection data. Moreover, as coastal defence structures age, it becomes more challenging to implement maintenance and management plans to avoid structural failure. Therefore, condition inspection data are essential for assessing damage and forecasting deterioration of ageing flood defence structures in order to keep the structures in an acceptable condition. The inspection data for flood defence structures are often collected using discrete visual condition rating schemes. In order to evaluate future condition of the structure, a probabilistic deterioration model needs to be utilised. However, existing deterioration models may not provide a reliable prediction of performance deterioration for a long period due to uncertainties. To tackle the limitation, a time-dependent condition-based model associated with a transition probability needs to be developed on the basis of condition grade scheme for flood defences. This paper presents a probabilistic method for predicting future performance deterioration of coastal flood defence structures based on condition grading inspection data and deterioration curves estimated by expert judgement. In condition-based deterioration modelling, the main task is to estimate transition probability matrices. The deterioration process of the structure related to the transition states is modelled according to Markov chain process, and a reliability-based approach is used to estimate the probability of structural failure. Visual inspection data according to the United Kingdom Condition Assessment Manual are used to obtain the initial condition grade curve of the coastal flood defences. The initial curves then modified in order to develop transition probabilities through non-linear regression based optimisation algorithms. The Monte Carlo simulations are then used to evaluate the future performance of the structure on the basis of the estimated transition probabilities. Finally, a case study is given to demonstrate the applicability of the proposed method under no-maintenance and medium-maintenance scenarios. Results show that the proposed method can provide an effective predictive model for various situations in terms of available condition grading data. The proposed model also provides useful information on time-dependent probability of failure in coastal flood defences.

Keywords: condition grading, flood defense, performance assessment, stochastic deterioration modelling

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Authors: Victoria Siriaki Jorry, I. S. Mbalawata, Hayong Shin

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The main objective in a change detection problem is to develop algorithms for efficient detection of gradual and/or abrupt changes in the parameter distribution of a process or time series data. In this paper, we present a modified cumulative (MCUSUM) algorithm to detect the start and end of a time-varying linear drift in mean value of a time series data based on likelihood ratio test procedure. The design, implementation and performance of the proposed algorithm for a linear drift detection is evaluated and compared to the existing CUSUM algorithm using different performance measures. An approach to accurately approximate the threshold of the MCUSUM is also provided. Performance of the MCUSUM for gradual change-point detection is compared to that of standard cumulative sum (CUSUM) control chart designed for abrupt shift detection using Monte Carlo Simulations. In terms of the expected time for detection, the MCUSUM procedure is found to have a better performance than a standard CUSUM chart for detection of the gradual change in mean. The algorithm is then applied and tested to a randomly generated time series data with a gradual linear trend in mean to demonstrate its usefulness.

Keywords: average run length, CUSUM control chart, gradual change detection, likelihood ratio test

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Authors: Weirong Wang, Shenghong Huang, Xisheng Luo, Zhenyu Li

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Material mixing process and related dynamic issues at extreme compressing conditions have gained more and more concerns in last ten years because of the engineering appealings in inertial confinement fusion (ICF) and hypervelocity aircraft developments. However, there lacks models and methods that can handle fully coupled turbulent material mixing and complex fluid evolution under conditions of high energy density regime up to now. In aspects of macro hydrodynamics, three numerical methods such as direct numerical simulation (DNS), large eddy simulation (LES) and Reynolds-averaged Navier–Stokes equations (RANS) has obtained relative acceptable consensus under the conditions of low energy density regime. However, under the conditions of high energy density regime, they can not be applied directly due to occurrence of dissociation, ionization, dramatic change of equation of state, thermodynamic properties etc., which may make the governing equations invalid in some coupled situations. However, in view of micro/meso scale regime, the methods based on Molecular Dynamics (MD) as well as Monte Carlo (MC) model are proved to be promising and effective ways to investigate such issues. In this study, both classical MD and first-principle based electron force field MD (eFF-MD) methods are applied to investigate Richtmyer-Meshkov Instability of metal Lithium and gas Hydrogen (Li-H2) interface mixing at different shock loading speed ranging from 3 km/s to 30 km/s. It is found that: 1) Classical MD method based on predefined potential functions has some limits in application to extreme conditions, since it cannot simulate the ionization process and its potential functions are not suitable to all conditions, while the eFF-MD method can correctly simulate the ionization process due to its ‘ab initio’ feature; 2) Due to computational cost, the eFF-MD results are also influenced by simulation domain dimensions, boundary conditions and relaxation time choices, etc., in computations. Series of tests have been conducted to determine the optimized parameters. 3) Ionization induced by strong shock compression has important effects on Li-H2 interface evolutions of RMI, indicating a new micromechanism of RMI under conditions of high energy density regime.

Keywords: first-principle, ionization, molecular dynamics, material mixture, Richtmyer-Meshkov instability

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Authors: Shaikah Alsubayae, Gianluigi Casse, Carlos Chavez, Jon Taylor, Alan Taylor, Mohammad Alsulimane

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Ensuring accurate radiotherapy with carbon therapy requires precise monitoring of radiation dose distribution within the patient's body. This monitoring is essential for targeted tumor treatment, minimizing harm to healthy tissues, and improving treatment effectiveness while lowering side effects. In our investigation, we employed a methodological approach to monitor secondary proton doses in carbon therapy using Monte Carlo simulations. Initially, Geant4 simulations were utilized to extract the initial positions of secondary particles formed during interactions between carbon ions and water. These particles included protons, gamma rays, alpha particles, neutrons, and tritons. Subsequently, we studied the relationship between the carbon ion beam and these secondary particles. Interaction Vertex Imaging (IVI) is valuable for monitoring dose distribution in carbon therapy. It provides details about the positions and amounts of secondary particles, particularly protons. The IVI method depends on charged particles produced during ion fragmentation to gather information about the range by reconstructing particle trajectories back to their point of origin, referred to as the vertex. In our simulations regarding carbon ion therapy, we observed a strong correlation between some secondary particles and the range of carbon ions. However, challenges arose due to the target's unique elongated geometry, which hindered the straightforward transmission of forward-generated protons. Consequently, the limited protons that emerged mostly originated from points close to the target entrance. The trajectories of fragments (protons) were approximated as straight lines, and a beam back-projection algorithm, using recorded interaction positions in Si detectors, was developed to reconstruct vertices. The analysis revealed a correlation between the reconstructed and actual positions.

Keywords: radiotherapy, carbon therapy, monitoring of radiation dose, interaction vertex imaging

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Authors: Clarinda V. Nhangumbe, Ercília Sousa

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Weather Derivatives are financial instruments used to cover non-catastrophic weather events and can be expressed in the form of standard or plain vanilla products, structured or exotics products. The underlying asset, in this case, is the weather index, such as temperature, rainfall, humidity, wind, and snowfall. The complexity of the Weather Derivatives structure shows the weakness of the Black Scholes framework. Therefore, under the risk-neutral probability measure, the option price of a weather contract can be given as a unique solution of a two-dimensional partial differential equation (parabolic in one direction and hyperbolic in other directions), with an initial condition and subjected to adequate boundary conditions. To calculate the price of the option, one can use numerical methods such as the Monte Carlo simulations and implicit finite difference schemes conjugated with Semi-Lagrangian methods. This paper is proposed two explicit methods, namely, first-order upwind in the hyperbolic direction combined with Lax-Wendroff in the parabolic direction and first-order upwind in the hyperbolic direction combined with second-order upwind in the parabolic direction. One of the advantages of these methods is the fact that they take into consideration the boundary conditions obtained from the financial interpretation and deal efficiently with the different choices of the convection coefficients.

Keywords: incomplete markets, numerical methods, partial differential equations, stochastic process, weather derivatives

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Authors: Sabyasachi Mukhopadhyay, Joseph Ogutu, Hans-Peter Piepho

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We aim to model dynamics of wildlife or pastoral livestock population for understanding of their population change and hence for wildlife conservation and promoting human welfare. The study is motivated by an age-sex structured population counts in different regions of Serengeti-Mara during the period 1989-2003. Developing reliable and realistic models for population dynamics of large herbivore population can be a very complex and challenging exercise. However, the Bayesian statistical domain offers some flexible computational methods that enable the development and efficient implementation of complex population dynamics models. In this work, we have used a novel Bayesian state-space model to analyse the dynamics of topi and hartebeest populations in the Serengeti-Mara Ecosystem of East Africa. The state-space model involves survival probabilities of the animals which further depend on various factors like monthly rainfall, size of habitat, etc. that cause recent declines in numbers of the herbivore populations and potentially threaten their future population viability in the ecosystem. Our study shows that seasonal rainfall is the most important factors shaping the population size of animals and indicates the age-class which most severely affected by any change in weather conditions.

Keywords: bayesian state-space model, Markov Chain Monte Carlo, population dynamics, conservation

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Authors: Carlos Gordon, Patricio Encalada, Henry Lema, Diego Leon, Dennis Chicaiza

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The following work presents a proposal of autonomous navigation of mobile robots implemented in an omnidirectional robot Kuka Youbot. We have been able to perform the integration of robotic operative system (ROS) and machine learning algorithms. ROS mainly provides two distributions; ROS hydro and ROS Kinect. ROS hydro allows managing the nodes of odometry, kinematics, and path planning with statistical and probabilistic, global and local algorithms based on Adaptive Monte Carlo Localization (AMCL) and Dijkstra. Meanwhile, ROS Kinect is responsible for the detection block of dynamic objects which can be in the points of the planned trajectory obstructing the path of Kuka Youbot. The detection is managed by artificial vision module under a trained neural network based on the single shot multibox detector system (SSD), where the main dynamic objects for detection are human beings and domestic animals among other objects. When the objects are detected, the system modifies the trajectory or wait for the decision of the dynamic obstacle. Finally, the obstacles are skipped from the planned trajectory, and the Kuka Youbot can reach its goal thanks to the machine learning algorithms.

Keywords: autonomous navigation, machine learning, path planning, robotic operative system, open source computer vision library

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Authors: Barbora Chmelova, Radek Sachl

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Gangliosides are amphipathic membrane lipids. Due to the composition of bulky oligosaccharide chains containing one or more sialic acids linked to the hydrophobic ceramide base, gangliosides are classified among glycosphingolipids. This unique structure induces a high self-aggregating tendency of gangliosides and, therefore, the formation of nanoscopic clusters called nanodomains. Gangliosides are preferentially present in an extracellular membrane leaflet of all human tissues and thus have an impact on a huge number of biological processes, such as intercellular communication, cell signalling, membrane trafficking, and regulation of receptor activity. Defects in their metabolism, impairment of proper ganglioside function, or changes in their organization lead to serious health conditions such as Alzheimer´s and Parkinson´s diseases, autoimmune diseases, tumour growth, etc. This work mainly focuses on ganglioside organization into nanodomains and their dynamics within the plasma membrane. Current research investigates static ganglioside nanodomains characterization; nevertheless, the information about their diffusion is missing. In our study, fluorescence correlation spectroscopy is implemented together with stimulated emission depletion (STED-FCS), which combines the diffraction-unlimited spatial resolution with high temporal resolution. By comparison of the experiments performed on model vesicles containing 4 % of either GM1, GM2, or GM3 and Monte Carlo simulations of diffusion on the plasma membrane, the description of ganglioside clustering, diffusion of nanodomains, and even diffusion of ganglioside molecules inside investigated nanodomains are described.

Keywords: gangliosides, nanodomains, STED-FCS, flourescence microscopy, membrane diffusion

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Authors: Rudolph Carl Barrientos, Juwaln Diego Descallar, Rainer James Palmiano

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Household Appliance Scheduling Systems (HASS) coupled with a Time-of-Use (TOU) pricing scheme, a form of Demand Side Management (DSM), is not widely utilized in the Philippines’ residential electricity sector. This paper’s goal is to encourage distribution utilities (DUs) to adopt HASS and TOU by analyzing the effect of household schedulers on the electricity price and load profile in a residential environment. To establish this, a city based on an implemented survey is generated using Monte Carlo Analysis (MCA). Then, a Binary Particle Swarm Optimization (BPSO) algorithm-based HASS is developed considering user satisfaction, electricity budget, appliance prioritization, energy storage systems, solar power, and electric vehicles. The simulations were assessed under varying levels of user compliance. Results showed that the average electricity cost, peak demand, and peak-to-average ratio (PAR) of the city load profile were all reduced. Therefore, the deployment of the HASS and TOU pricing scheme is beneficial for both stakeholders.

Keywords: appliance scheduling, DSM, TOU, BPSO, city-wide simulation, electric vehicle, appliance prioritization, energy storage system, solar power

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Authors: Xinyuan Y. Song, Kai Kang

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Joint models for analyzing longitudinal and survival data are widely used to investigate the relationship between a failure time process and time-variant predictors. A common assumption in conventional joint models in the survival analysis literature is that all predictors are observable. However, this assumption may not always be supported because unobservable traits, namely, latent variables, which are indirectly observable and should be measured through multiple observed variables, are commonly encountered in the medical, behavioral, and financial research settings. In this study, a joint modeling approach to deal with this feature is proposed. The proposed model comprises three parts. The first part is a dynamic factor analysis model for characterizing latent variables through multiple observed indicators over time. The second part is a random coefficient trajectory model for describing the individual trajectories of latent variables. The third part is a proportional hazard model for examining the effects of time-invariant predictors and the longitudinal trajectories of time-variant latent risk factors on hazards of interest. A Bayesian approach coupled with a Markov chain Monte Carlo algorithm to perform statistical inference. An application of the proposed joint model to a study on the Alzheimer's disease neuroimaging Initiative is presented.

Keywords: Bayesian analysis, joint model, longitudinal data, time-to-event data

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Authors: Shaikah Alsubayae, Gianluigi Casse, Carlos Chavez, Jon Taylor, Alan Taylor, Mohammad Alsulimane

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Achieving precise radiotherapy through carbon therapy necessitates the accurate monitoring of radiation dose distribution within the patient's body. This process is pivotal for targeted tumor treatment, minimizing harm to healthy tissues, and enhancing overall treatment effectiveness while reducing the risk of side effects. In our investigation, we adopted a methodological approach to monitor secondary proton doses in carbon therapy using Monte Carlo (MC) simulations. Initially, Geant4 simulations were employed to extract the initial positions of secondary particles generated during interactions between carbon ions and water, including protons, gamma rays, alpha particles, neutrons, and tritons. Subsequently, we explored the relationship between the carbon ion beam and these secondary particles. Interaction vertex imaging (IVI) proves valuable for monitoring dose distribution during carbon therapy, providing information about secondary particle locations and abundances, particularly protons. The IVI method relies on charged particles produced during ion fragmentation to gather range information by reconstructing particle trajectories back to their point of origin, known as the vertex. In the context of carbon ion therapy, our simulation results indicated a strong correlation between some secondary particles and the range of carbon ions. However, challenges arose due to the unique elongated geometry of the target, hindering the straightforward transmission of forward-generated protons. Consequently, the limited protons that did emerge predominantly originated from points close to the target entrance. Fragment (protons) trajectories were approximated as straight lines, and a beam back-projection algorithm, utilizing interaction positions recorded in Si detectors, was developed to reconstruct vertices. The analysis revealed a correlation between the reconstructed and actual positions.

Keywords: radiotherapy, carbon therapy, monitor secondary proton doses, interaction vertex imaging

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Authors: Omar Bouhassoun, Cristian Garrido, César Hueso

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The radiation shielding design is an optimization problem with multiple -constrained- objective functions (radiation dose, weight, price, etc.) that depend on several parameters (material, thickness, position, etc.). The classical approach for shielding design consists of a brute force trial-and-error process subject to previous designer experience. Therefore, the result is an empirical solution but not optimal, which can degrade the overall performance of the shielding. In order to automate the shielding design procedure, the IDOM Shielding Optimization Tool (ISOT) has been developed. This software combines optimization algorithms with the capabilities to read/write input files, run calculations, as well as parse output files for different radiation transport codes. In the first stage, the software was established to adjust the input files for two well-known Monte Carlo codes (MCNP and Serpent) and optimize the result (weight, volume, price, dose rate) using multi-objective genetic algorithms. Nevertheless, its modular implementation easily allows the inclusion of more radiation transport codes and optimization algorithms. The work related to the development of ISOT and its verification on a simple 3D multi-layer shielding problem using both MCNP and Serpent will be presented. ISOT looks very promising for achieving an optimal solution to complex shielding problems.

Keywords: optimization, shielding, nuclear, genetic algorithm

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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

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Authors: Y. Zheng, M. Busi, A. F. Pedersen, M. A. Beltran, C. Gundlach

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X-ray phase contrast imaging has shown to yield a better contrast compared to conventional attenuation X-ray imaging, especially for soft tissues in the medical imaging energy range. This can potentially lead to better diagnosis for patients. However, phase contrast imaging has mainly been performed using highly brilliant Synchrotron radiation, as it requires high coherence X-rays. Many research teams have demonstrated that it is also feasible using a laboratory source, bringing it one step closer to clinical use. Nevertheless, the requirement of fine gratings and high precision stepping motors when using a laboratory source prevents it from being widely used. Recently, a random phase object has been proposed as an analyzer. This method requires a much less robust experimental setup. However, previous studies were done using a particular X-ray source (liquid-metal jet micro-focus source) or high precision motors for stepping. We have been working on a much simpler setup with just small modification of a commercial bench-top micro-CT (computed tomography) scanner, by introducing a piece of sandpaper as the phase analyzer in front of the X-ray source. However, it needs a suitable algorithm for speckle tracking and 3D reconstructions. The precision and sensitivity of speckle tracking algorithm determine the resolution of the system, while the 3D reconstruction algorithm will affect the minimum number of projections required, thus limiting the temporal resolution. As phase contrast imaging methods usually require much longer exposure time than traditional absorption based X-ray imaging technologies, a dynamic phase contrast micro-CT with a high temporal resolution is particularly challenging. Different reconstruction methods, including neural network based techniques, will be evaluated in this project to increase the temporal resolution of the phase contrast micro-CT. A Monte Carlo ray tracing simulation (McXtrace) was used to generate a large dataset to train the neural network, in order to address the issue that neural networks require large amount of training data to get high-quality reconstructions.

Keywords: micro-ct, neural networks, reconstruction, speckle-based x-ray phase contrast

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Authors: Rudolf Hrach, Stanislav Novak, Vera Hrachova

Abstract:

Composite and nanocomposite films represent the class of promising materials and are often objects of the study due to their mechanical, electrical and other properties. The most interesting ones are probably the composite metal/dielectric structures consisting of a metal component embedded in an oxide or polymer matrix. Behaviour of composite films varies with the amount of the metal component inside what is called filling factor. The structures contain individual metal particles or nanoparticles completely insulated by the dielectric matrix for small filling factors and the films have more or less dielectric properties. The conductivity of the films increases with increasing filling factor and finally a transition into metallic state occurs. The behaviour of composite films near a percolation threshold, where the change of charge transport mechanism from a thermally-activated tunnelling between individual metal objects to an ohmic conductivity is observed, is especially important. Physical properties of composite films are given not only by the concentration of metal component but also by the spatial and size distributions of metal objects which are influenced by a technology used. In our contribution, a study of composite structures with the help of methods of computational physics was performed. The study consists of two parts: -Generation of simulated composite and nanocomposite films. The techniques based on hard-sphere or soft-sphere models as well as on atomic modelling are used here. Characterizations of prepared composite structures by image analysis of their sections or projections follow then. However, the analysis of various morphological methods must be performed as the standard algorithms based on the theory of mathematical morphology lose their sensitivity when applied to composite films. -The charge transport in the composites was studied by the kinetic Monte Carlo method as there is a close connection between structural and electric properties of composite and nanocomposite films. It was found that near the percolation threshold the paths of tunnel current forms so-called fuzzy clusters. The main aim of the present study was to establish the correlation between morphological properties of composites/nanocomposites and structures of conducting paths in them in the dependence on the technology of composite films.

Keywords: composite films, computer modelling, image analysis, nanocomposite films

Procedia PDF Downloads 364