Search results for: Monte Carlo Markov Chain
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 2324

Search results for: Monte Carlo Markov Chain

2174 Energy Deposited by Secondary Electrons Generated by Swift Proton Beams through Polymethylmethacrylate

Authors: Maurizio Dapor, Isabel Abril, Pablo de Vera, Rafael Garcia-Molina

Abstract:

The ionization yield of ion tracks in polymers and bio-molecular systems reaches a maximum, known as the Bragg peak, close to the end of the ion trajectories. Along the path of the ions through the materials, many electrons are generated, which produce a cascade of further ionizations and, consequently, a shower of secondary electrons. Among these, very low energy secondary electrons can produce damage in the biomolecules by dissociative electron attachment. This work deals with the calculation of the energy distribution of electrons produced by protons in a sample of polymethylmethacrylate (PMMA), a material that is used as a phantom for living tissues in hadron therapy. PMMA is also of relevance for microelectronics in CMOS technologies and as a photoresist mask in electron beam lithography. We present a Monte Carlo code that, starting from a realistic description of the energy distribution of the electrons ejected by protons moving through PMMA, simulates the entire cascade of generated secondary electrons. By following in detail the motion of all these electrons, we find the radial distribution of the energy that they deposit in PMMA for several initial proton energies characteristic of the Bragg peak.

Keywords: Monte Carlo method, secondary electrons, energetic ions, ion-beam cancer therapy, ionization cross section, polymethylmethacrylate, proton beams, secondary electrons, radial energy distribution

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2173 Resistance and Sub-Resistances of RC Beams Subjected to Multiple Failure Modes

Authors: F. Sangiorgio, J. Silfwerbrand, G. Mancini

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Geometric and mechanical properties all influence the resistance of RC structures and may, in certain combination of property values, increase the risk of a brittle failure of the whole system. This paper presents a statistical and probabilistic investigation on the resistance of RC beams designed according to Eurocodes 2 and 8, and subjected to multiple failure modes, under both the natural variation of material properties and the uncertainty associated with cross-section and transverse reinforcement geometry. A full probabilistic model based on JCSS Probabilistic Model Code is derived. Different beams are studied through material nonlinear analysis via Monte Carlo simulations. The resistance model is consistent with Eurocode 2. Both a multivariate statistical evaluation and the data clustering analysis of outcomes are then performed. Results show that the ultimate load behaviour of RC beams subjected to flexural and shear failure modes seems to be mainly influenced by the combination of the mechanical properties of both longitudinal reinforcement and stirrups, and the tensile strength of concrete, of which the latter appears to affect the overall response of the system in a nonlinear way. The model uncertainty of the resistance model used in the analysis plays undoubtedly an important role in interpreting results.

Keywords: modelling, Monte Carlo simulations, probabilistic models, data clustering, reinforced concrete members, structural design

Procedia PDF Downloads 446
2172 A Mathematical Model for Reliability Redundancy Optimization Problem of K-Out-Of-N: G System

Authors: Gak-Gyu Kim, Won Il Jung

Abstract:

According to a remarkable development of science and technology, function and role of the system of engineering fields has recently been diversified. The system has become increasingly more complex and precise, and thus, system designers intended to maximize reliability concentrate more effort at the design stage. This study deals with the reliability redundancy optimization problem (RROP) for k-out-of-n: G system configuration with cold standby and warm standby components. This paper further intends to present the optimal mathematical model through which the following three elements of (i) multiple components choices, (ii) redundant components quantity and (iii) the choice of redundancy strategies may be combined in order to maximize the reliability of the system. Therefore, we focus on the following three issues. First, we consider RROP that there exists warm standby state as well as cold standby state of the component. Second, as eliminating an approximation approach of the previous RROP studies, we construct a precise model for system reliability. Third, given transition time when the state of components changes, we present not simply a workable solution but the advanced method. For the wide applicability of RROPs, moreover, we use absorbing continuous time Markov chain and matrix analytic methods in the suggested mathematical model.

Keywords: RROP, matrix analytic methods, k-out-of-n: G system, MTTF, absorbing continuous time Markov Chain

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2171 Stability Bound of Ruin Probability in a Reduced Two-Dimensional Risk Model

Authors: Zina Benouaret, Djamil Aissani

Abstract:

In this work, we introduce the qualitative and quantitative concept of the strong stability method in the risk process modeling two lines of business of the same insurance company or an insurance and re-insurance companies that divide between them both claims and premiums with a certain proportion. The approach proposed is based on the identification of the ruin probability associate to the model considered, with a stationary distribution of a Markov random process called a reversed process. Our objective, after clarifying the condition and the perturbation domain of parameters, is to obtain the stability inequality of the ruin probability which is applied to estimate the approximation error of a model with disturbance parameters by the considered model. In the stability bound obtained, all constants are explicitly written.

Keywords: Markov chain, risk models, ruin probabilities, strong stability analysis

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2170 Radiation Protection Study for the Assessment of Mixed Fields Ionizing Radiation

Authors: Avram Irina, Coiciu Eugenia-Mihaela, Popovici Mara-Georgiana, Mitu Iani Octavian

Abstract:

ELI-NP stands as a cutting-edge facility globally, hosting unique radiological setups. It conducts experiments leveraging high-power lasers capable of producing extremely brief 10 PW pulses on two fronts. Moreover, it houses an exceptional gamma beam system with distinctive spectral characteristics. The facility hosts various experiments across designated experimental areas, encompassing ultra-short high-power laser tests, high-intensity gamma beam trials, and combined experiments utilizing both setups. The facility hosts a dosimetry laboratory, which recently obtained accreditation, where the radiation safety group employs a host of different types of detectors for monitoring the personnel, environment, and public exposure to ionizing radiation generated in experiments performed. ELI-NP's design was shaped by radiological protection assessments conducted through Monte Carlo simulations. The poster exemplifies an assessment conducted using the FLUKA code in an experimental area where a high-power laser system is implemented, and the future diagnostic system for variable energy gamma beams will soon be operational.

Keywords: radiation protection, Monte Carlo simulation, FLUKA, dosimetry

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2169 Failure Probability Assessment of Concrete Spherical Domes Subjected to Ventilation Controlled Fires Using BIM Tools

Authors: A. T. Kassem

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Fires areconsidered a common hazardous action that any building may face. Most buildings’ structural elements are designed, taking into consideration precautions for fire safety, using deterministic design approaches. Public and highly important buildings are commonly designed considering standard fire rating and, in many cases, contain large compartments with central domes. Real fire scenarios are not commonly brought into action in structural design of buildings because of complexities in both scenarios and analysis tools. This paper presents a modern approach towards analysis of spherical domes in real fire condition via implementation of building information modelling, and adopting a probabilistic approach. BIMhas been implemented to bridge the gap between various software packages enabling them to function interactively to model both real fire and corresponding structural response. Ventilation controlled fires scenarios have been modeled using both “Revit” and “Pyrosim”. Monte Carlo simulation has been adopted to engage the probabilistic analysis approach in dealing with various parameters. Conclusions regarding failure probability and fire endurance, in addition to the effects of various parameters, have been extracted.

Keywords: concrete, spherical domes, ventilation controlled fires, BIM, monte carlo simulation, pyrosim, revit

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2168 Effect of Birks Constant and Defocusing Parameter on Triple-to-Double Coincidence Ratio Parameter in Monte Carlo Simulation-GEANT4

Authors: Farmesk Abubaker, Francesco Tortorici, Marco Capogni, Concetta Sutera, Vincenzo Bellini

Abstract:

This project concerns with the detection efficiency of the portable triple-to-double coincidence ratio (TDCR) at the National Institute of Metrology of Ionizing Radiation (INMRI-ENEA) which allows direct activity measurement and radionuclide standardization for pure-beta emitter or pure electron capture radionuclides. The dependency of the simulated detection efficiency of the TDCR, by using Monte Carlo simulation Geant4 code, on the Birks factor (kB) and defocusing parameter has been examined especially for low energy beta-emitter radionuclides such as 3H and 14C, for which this dependency is relevant. The results achieved in this analysis can be used for selecting the best kB factor and the defocusing parameter for computing theoretical TDCR parameter value. The theoretical results were compared with the available ones, measured by the ENEA TDCR portable detector, for some pure-beta emitter radionuclides. This analysis allowed to improve the knowledge of the characteristics of the ENEA TDCR detector that can be used as a traveling instrument for in-situ measurements with particular benefits in many applications in the field of nuclear medicine and in the nuclear energy industry.

Keywords: Birks constant, defocusing parameter, GEANT4 code, TDCR parameter

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2167 Comparison of Monte Carlo Simulations and Experimental Results for the Measurement of Complex DNA Damage Induced by Ionizing Radiations of Different Quality

Authors: Ifigeneia V. Mavragani, Zacharenia Nikitaki, George Kalantzis, George Iliakis, Alexandros G. Georgakilas

Abstract:

Complex DNA damage consisting of a combination of DNA lesions, such as Double Strand Breaks (DSBs) and non-DSB base lesions occurring in a small volume is considered as one of the most important biological endpoints regarding ionizing radiation (IR) exposure. Strong theoretical (Monte Carlo simulations) and experimental evidence suggests an increment of the complexity of DNA damage and therefore repair resistance with increasing linear energy transfer (LET). Experimental detection of complex (clustered) DNA damage is often associated with technical deficiencies limiting its measurement, especially in cellular or tissue systems. Our groups have recently made significant improvements towards the identification of key parameters relating to the efficient detection of complex DSBs and non-DSBs in human cellular systems exposed to IR of varying quality (γ-, X-rays 0.3-1 keV/μm, α-particles 116 keV/μm and 36Ar ions 270 keV/μm). The induction and processing of DSB and non-DSB-oxidative clusters were measured using adaptations of immunofluorescence (γH2AX or 53PB1 foci staining as DSB probes and human repair enzymes OGG1 or APE1 as probes for oxidized purines and abasic sites respectively). In the current study, Relative Biological Effectiveness (RBE) values for DSB and non-DSB induction have been measured in different human normal (FEP18-11-T1) and cancerous cell lines (MCF7, HepG2, A549, MO59K/J). The experimental results are compared to simulation data obtained using a validated microdosimetric fast Monte Carlo DNA Damage Simulation code (MCDS). Moreover, this simulation approach is implemented in two realistic clinical cases, i.e. prostate cancer treatment using X-rays generated by a linear accelerator and a pediatric osteosarcoma case using a 200.6 MeV proton pencil beam. RBE values for complex DNA damage induction are calculated for the tumor areas. These results reveal a disparity between theory and experiment and underline the necessity for implementing highly precise and more efficient experimental and simulation approaches.

Keywords: complex DNA damage, DNA damage simulation, protons, radiotherapy

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2166 End to End Supply Chain Visibility – A Dynamic Capability View

Authors: Mohammad Reza Nafar

Abstract:

In order to get a better understanding of supply chain visibility for creating strategic value, this paper uses a dynamic capability lens to reveal the nature of supply chain visibility. This paper identifies the importance of supply chain visibility in driving supply chain reconfigurability and consequently improving supply chain strategic performance. Empirical evidence shows that visibility has a direct impact on supply chain strategic performance. It also supports that visibility is important for enhancing supply chain reconfigurability, thus creating strategic value in supply chains. Supply chain visibility, therefore, enables firms to reconfigure their supply chain resources for a better competitive advantage. From the perspective of practitioners, the results display several insights into how managers should create strategic value from supply chain visibility. Prominently, managers or decision-makers need to take advantage of supply chain visibility in order to use and recombine resources in a value creation manner.

Keywords: supply chain visibility, strategic performance, competitive advantage, resource mobilization, information system

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2165 Analyzing Risk and Expected Return of Lenders in the Shared Mortgage Program of Korea

Authors: Keunock Lew, Seungryul Ma

Abstract:

The paper analyzes risk and expected return of lenders who provide mortgage loans to households in the shared mortgage program of Korea. In 2013, the Korean government introduced the mortgage program to help low income householders to convert their renting into purchasing houses. The financial source for the mortgage program is the Urban Housing Fund set up by the Korean government. Through the program, low income households can borrow money from lenders to buy a house at a very low interest rate (e.g. 1 % per year) for a long time. The motivation of adopting this mortgage program by the Korean government is that the cost of renting houses has been rapidly increased especially in large urban areas during the past decade, which became financial difficulties to low income households who do not have their own houses. As the analysis methodology, the paper uses a spread sheet model for projecting cash flows of the mortgage product over the period of loan contract. It also employs Monte Carlo simulation method to analyze the risk and expected yield of the lenders with assumption that the future housing price and market rate of interest follow a stochastic process. The study results will give valuable implications to the Korean government and lenders who want to stabilize the mortgage program and innovate the related loan products.

Keywords: expected return, Monte Carlo simulation, risk, shared mortgage program

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2164 A Fourier Method for Risk Quantification and Allocation of Credit Portfolios

Authors: Xiaoyu Shen, Fang Fang, Chujun Qiu

Abstract:

Herewith we present a Fourier method for credit risk quantification and allocation in the factor-copula model framework. The key insight is that, compared to directly computing the cumulative distribution function of the portfolio loss via Monte Carlo simulation, it is, in fact, more efficient to calculate the transformation of the distribution function in the Fourier domain instead and inverting back to the real domain can be done in just one step and semi-analytically, thanks to the popular COS method (with some adjustments). We also show that the Euler risk allocation problem can be solved in the same way since it can be transformed into the problem of evaluating a conditional cumulative distribution function. Once the conditional or unconditional cumulative distribution function is known, one can easily calculate various risk metrics. The proposed method not only fills the niche in literature, to the best of our knowledge, of accurate numerical methods for risk allocation but may also serve as a much faster alternative to the Monte Carlo simulation method for risk quantification in general. It can cope with various factor-copula model choices, which we demonstrate via examples of a two-factor Gaussian copula and a two-factor Gaussian-t hybrid copula. The fast error convergence is proved mathematically and then verified by numerical experiments, in which Value-at-Risk, Expected Shortfall, and conditional Expected Shortfall are taken as examples of commonly used risk metrics. The calculation speed and accuracy are tested to be significantly superior to the MC simulation for real-sized portfolios. The computational complexity is, by design, primarily driven by the number of factors instead of the number of obligors, as in the case of Monte Carlo simulation. The limitation of this method lies in the "curse of dimension" that is intrinsic to multi-dimensional numerical integration, which, however, can be relaxed with the help of dimension reduction techniques and/or parallel computing, as we will demonstrate in a separate paper. The potential application of this method has a wide range: from credit derivatives pricing to economic capital calculation of the banking book, default risk charge and incremental risk charge computation of the trading book, and even to other risk types than credit risk.

Keywords: credit portfolio, risk allocation, factor copula model, the COS method, Fourier method

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2163 Comparison between Deterministic and Probabilistic Stability Analysis, Featuring Consequent Risk Assessment

Authors: Isabela Moreira Queiroz

Abstract:

Slope stability analyses are largely carried out by deterministic methods and evaluated through a single security factor. Although it is known that the geotechnical parameters can present great dispersal, such analyses are considered fixed and known. The probabilistic methods, in turn, incorporate the variability of input key parameters (random variables), resulting in a range of values of safety factors, thus enabling the determination of the probability of failure, which is an essential parameter in the calculation of the risk (probability multiplied by the consequence of the event). Among the probabilistic methods, there are three frequently used methods in geotechnical society: FOSM (First-Order, Second-Moment), Rosenblueth (Point Estimates) and Monte Carlo. This paper presents a comparison between the results from deterministic and probabilistic analyses (FOSM method, Monte Carlo and Rosenblueth) applied to a hypothetical slope. The end was held to evaluate the behavior of the slope and consequent risk analysis, which is used to calculate the risk and analyze their mitigation and control solutions. It can be observed that the results obtained by the three probabilistic methods were quite close. It should be noticed that the calculation of the risk makes it possible to list the priority to the implementation of mitigation measures. Therefore, it is recommended to do a good assessment of the geological-geotechnical model incorporating the uncertainty in viability, design, construction, operation and closure by means of risk management. 

Keywords: probabilistic methods, risk assessment, risk management, slope stability

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2162 Fuel Inventory/ Depletion Analysis for a Thorium-Uranium Dioxide (Th-U) O2 Pin Cell Benchmark Using Monte Carlo and Deterministic Codes with New Version VIII.0 of the Evaluated Nuclear Data File (ENDF/B) Nuclear Data Library

Authors: Jamal Al-Zain, O. El Hajjaji, T. El Bardouni

Abstract:

A (Th-U) O2 fuel pin benchmark made up of 25 w/o U and 75 w/o Th was used. In order to analyze the depletion and inventory of the fuel for the pressurized water reactor pin-cell model. The new version VIII.0 of the ENDF/B nuclear data library was used to create a data set in ACE format at various temperatures and process the data using the MAKXSF6.2 and NJOY2016 programs to process the data at the various temperatures in order to conduct this study and analyze cross-section data. The infinite multiplication factor, the concentrations and activities of the main fission products, the actinide radionuclides accumulated in the pin cell, and the total radioactivity were all estimated and compared in this study using the Monte Carlo N-Particle 6 (MCNP6.2) and DRAGON5 programs. Additionally, the behavior of the Pressurized Water Reactor (PWR) thorium pin cell that is dependent on burn-up (BU) was validated and compared with the reference data obtained using the Massachusetts Institute of Technology (MIT-MOCUP), Idaho National Engineering and Environmental Laboratory (INEEL-MOCUP), and CASMO-4 codes. The results of this study indicate that all of the codes examined have good agreements.

Keywords: PWR thorium pin cell, ENDF/B-VIII.0, MAKXSF6.2, NJOY2016, MCNP6.2, DRAGON5, fuel burn-up.

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2161 A Monte Carlo Fuzzy Logistic Regression Framework against Imbalance and Separation

Authors: Georgios Charizanos, Haydar Demirhan, Duygu Icen

Abstract:

Two of the most impactful issues in classical logistic regression are class imbalance and complete separation. These can result in model predictions heavily leaning towards the imbalanced class on the binary response variable or over-fitting issues. Fuzzy methodology offers key solutions for handling these problems. However, most studies propose the transformation of the binary responses into a continuous format limited within [0,1]. This is called the possibilistic approach within fuzzy logistic regression. Following this approach is more aligned with straightforward regression since a logit-link function is not utilized, and fuzzy probabilities are not generated. In contrast, we propose a method of fuzzifying binary response variables that allows for the use of the logit-link function; hence, a probabilistic fuzzy logistic regression model with the Monte Carlo method. The fuzzy probabilities are then classified by selecting a fuzzy threshold. Different combinations of fuzzy and crisp input, output, and coefficients are explored, aiming to understand which of these perform better under different conditions of imbalance and separation. We conduct numerical experiments using both synthetic and real datasets to demonstrate the performance of the fuzzy logistic regression framework against seven crisp machine learning methods. The proposed framework shows better performance irrespective of the degree of imbalance and presence of separation in the data, while the considered machine learning methods are significantly impacted.

Keywords: fuzzy logistic regression, fuzzy, logistic, machine learning

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2160 Julia-Based Computational Tool for Composite System Reliability Assessment

Authors: Josif Figueroa, Kush Bubbar, Greg Young-Morris

Abstract:

The reliability evaluation of composite generation and bulk transmission systems is crucial for ensuring a reliable supply of electrical energy to significant system load points. However, evaluating adequacy indices using probabilistic methods like sequential Monte Carlo Simulation can be computationally expensive. Despite this, it is necessary when time-varying and interdependent resources, such as renewables and energy storage systems, are involved. Recent advances in solving power network optimization problems and parallel computing have improved runtime performance while maintaining solution accuracy. This work introduces CompositeSystems, an open-source Composite System Reliability Evaluation tool developed in Julia™, to address the current deficiencies of commercial and non-commercial tools. This work introduces its design, validation, and effectiveness, which includes analyzing two different formulations of the Optimal Power Flow problem. The simulations demonstrate excellent agreement with existing published studies while improving replicability and reproducibility. Overall, the proposed tool can provide valuable insights into the performance of transmission systems, making it an important addition to the existing toolbox for power system planning.

Keywords: open-source software, composite system reliability, optimization methods, Monte Carlo methods, optimal power flow

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2159 Water Diffusivity in Amorphous Epoxy Resins: An Autonomous Basin Climbing-Based Simulation Method

Authors: Betim Bahtiri, B. Arash, R. Rolfes

Abstract:

Epoxy-based materials are frequently exposed to high-humidity environments in many engineering applications. As a result, their material properties would be degraded by water absorption. A full characterization of the material properties under hygrothermal conditions requires time- and cost-consuming experimental tests. To gain insights into the physics of diffusion mechanisms, atomistic simulations have been shown to be effective tools. Concerning the diffusion of water in polymers, spatial trajectories of water molecules are obtained from molecular dynamics (MD) simulations allowing the interpretation of diffusion pathways at the nanoscale in a polymer network. Conventional MD simulations of water diffusion in amorphous polymers lead to discrepancies at low temperatures due to the short timescales of the simulations. In the proposed model, this issue is solved by using a combined scheme of autonomous basin climbing (ABC) with kinetic Monte Carlo and reactive MD simulations to investigate the diffusivity of water molecules in epoxy resins across a wide range of temperatures. It is shown that the proposed simulation framework estimates kinetic properties of water diffusion in epoxy resins that are consistent with experimental observations and provide a predictive tool for investigating the diffusion of small molecules in other amorphous polymers.

Keywords: epoxy resins, water diffusion, autonomous basin climbing, kinetic Monte Carlo, reactive molecular dynamics

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2158 Unsteady Three-Dimensional Adaptive Spatial-Temporal Multi-Scale Direct Simulation Monte Carlo Solver to Simulate Rarefied Gas Flows in Micro/Nano Devices

Authors: Mirvat Shamseddine, Issam Lakkis

Abstract:

We present an efficient, three-dimensional parallel multi-scale Direct Simulation Monte Carlo (DSMC) algorithm for the simulation of unsteady rarefied gas flows in micro/nanosystems. The algorithm employs a novel spatiotemporal adaptivity scheme. The scheme performs a fully dynamic multi-level grid adaption based on the gradients of flow macro-parameters and an automatic temporal adaptation. The computational domain consists of a hierarchical octree-based Cartesian grid representation of the flow domain and a triangular mesh for the solid object surfaces. The hybrid mesh, combined with the spatiotemporal adaptivity scheme, allows for increased flexibility and efficient data management, rendering the framework suitable for efficient particle-tracing and dynamic grid refinement and coarsening. The parallel algorithm is optimized to run DSMC simulations of strongly unsteady, non-equilibrium flows over multiple cores. The presented method is validated by comparing with benchmark studies and then employed to improve the design of micro-scale hotwire thermal sensors in rarefied gas flows.

Keywords: DSMC, oct-tree hierarchical grid, ray tracing, spatial-temporal adaptivity scheme, unsteady rarefied gas flows

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2157 A Condition-Based Maintenance Policy for Multi-Unit Systems Subject to Deterioration

Authors: Nooshin Salari, Viliam Makis

Abstract:

In this paper, we propose a condition-based maintenance policy for multi-unit systems considering the existence of economic dependency among units. We consider a system composed of N identical units, where each unit deteriorates independently. Deterioration process of each unit is modeled as a three-state continuous time homogeneous Markov chain with two working states and a failure state. The average production rate of units varies in different working states and demand rate of the system is constant. Units are inspected at equidistant time epochs, and decision regarding performing maintenance is determined by the number of units in the failure state. If the total number of units in the failure state exceeds a critical level, maintenance is initiated, where units in failed state are replaced correctively and deteriorated state units are maintained preventively. Our objective is to determine the optimal number of failed units to initiate maintenance minimizing the long run expected average cost per unit time. The problem is formulated and solved in the semi-Markov decision process (SMDP) framework. A numerical example is developed to demonstrate the proposed policy and the comparison with the corrective maintenance policy is presented.

Keywords: reliability, maintenance optimization, semi-Markov decision process, production

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2156 Analyzing of Speed Disparity in Mixed Vehicle Technologies on Horizontal Curves

Authors: Tahmina Sultana, Yasser Hassan

Abstract:

Vehicle technologies rapidly evolving due to their multifaceted advantages. Adapted different vehicle technologies like connectivity and automation on the same roads with conventional vehicles controlled by human drivers may increase speed disparity in mixed vehicle technologies. Identifying relationships between speed distribution measures of different vehicles and road geometry can be an indicator of speed disparity in mixed technologies. Previous studies proved that speed disparity measures and traffic accidents are inextricably related. Horizontal curves from three geographic areas were selected based on relevant criteria, and speed data were collected at the midpoint of the preceding tangent and starting, ending, and middle point of the curve. Multiple linear mixed effect models (LME) were developed using the instantaneous speed measures representing the speed of vehicles at different points of horizontal curves to recognize relationships between speed variance (standard deviation) and road geometry. A simulation-based framework (Monte Carlo) was introduced to check the speed disparity on horizontal curves in mixed vehicle technologies when consideration is given to the interactions among connected vehicles (CVs), autonomous vehicles (AVs), and non-connected vehicles (NCVs) on horizontal curves. The Monte Carlo method was used in the simulation to randomly sample values for the various parameters from their respective distributions. Theresults show that NCVs had higher speed variation than CVs and AVs. In addition, AVs and CVs contributed to reduce speed disparity in the mixed vehicle technologies in any penetration rates.

Keywords: autonomous vehicles, connected vehicles, non-connected vehicles, speed variance

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2155 Advanced Numerical and Analytical Methods for Assessing Concrete Sewers and Their Remaining Service Life

Authors: Amir Alani, Mojtaba Mahmoodian, Anna Romanova, Asaad Faramarzi

Abstract:

Pipelines are extensively used engineering structures which convey fluid from one place to another. Most of the time, pipelines are placed underground and are encumbered by soil weight and traffic loads. Corrosion of pipe material is the most common form of pipeline deterioration and should be considered in both the strength and serviceability analysis of pipes. The study in this research focuses on concrete pipes in sewage systems (concrete sewers). This research firstly investigates how to involve the effect of corrosion as a time dependent process of deterioration in the structural and failure analysis of this type of pipe. Then three probabilistic time dependent reliability analysis methods including the first passage probability theory, the gamma distributed degradation model and the Monte Carlo simulation technique are discussed and developed. Sensitivity analysis indexes which can be used to identify the most important parameters that affect pipe failure are also discussed. The reliability analysis methods developed in this paper contribute as rational tools for decision makers with regard to the strengthening and rehabilitation of existing pipelines. The results can be used to obtain a cost-effective strategy for the management of the sewer system.

Keywords: reliability analysis, service life prediction, Monte Carlo simulation method, first passage probability theory, gamma distributed degradation model

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2154 Hidden Markov Model for the Simulation Study of Neural States and Intentionality

Authors: R. B. Mishra

Abstract:

Hidden Markov Model (HMM) has been used in prediction and determination of states that generate different neural activations as well as mental working conditions. This paper addresses two applications of HMM; one to determine the optimal sequence of states for two neural states: Active (AC) and Inactive (IA) for the three emission (observations) which are for No Working (NW), Waiting (WT) and Working (W) conditions of human beings. Another is for the determination of optimal sequence of intentionality i.e. Believe (B), Desire (D), and Intention (I) as the states and three observational sequences: NW, WT and W. The computational results are encouraging and useful.

Keywords: hiden markov model, believe desire intention, neural activation, simulation

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2153 Evaluation of the Performance of Solar Stills as an Alternative for Brine Treatment Applying the Monte Carlo Ray Tracing Method

Authors: B. E. Tarazona-Romero, J. G. Ascanio-Villabona, O. Lengerke-Perez, A. D. Rincon-Quintero, C. L. Sandoval-Rodriguez

Abstract:

Desalination offers solutions for the shortage of water in the world, however, the process of eliminating salts generates a by-product known as brine, generally eliminated in the environment through techniques that mitigate its impact. Brine treatment techniques are vital to developing an environmentally sustainable desalination process. Consequently, this document evaluates three different geometric configurations of solar stills as an alternative for brine treatment to be integrated into a low-scale desalination process. The geometric scenarios to be studied were selected because they have characteristics that adapt to the concept of appropriate technology; low cost, intensive labor and material resources for local manufacturing, modularity, and simplicity in construction. Additionally, the conceptual design of the collectors was carried out, and the ray tracing methodology was applied through the open access software SolTrace and Tonatiuh. The simulation process used 600.00 rays and modified two input parameters; direct normal radiation (DNI) and reflectance. In summary, for the scenarios evaluated, the ladder-type distiller presented higher efficiency values compared to the pyramid-type and single-slope collectors. Finally, the efficiency of the collectors studied was directly related to their geometry, that is, large geometries allow them to receive a greater number of solar rays in various paths, affecting the efficiency of the device.

Keywords: appropriate technology, brine treatment techniques, desalination, monte carlo ray tracing

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2152 A Critical Review of Assessments of Geological CO2 Storage Resources in Pennsylvania and the Surrounding Region

Authors: Levent Taylan Ozgur Yildirim, Qihao Qian, John Yilin Wang

Abstract:

A critical review of assessments of geological carbon dioxide (CO2) storage resources in Pennsylvania and the surrounding region was completed with a focus on the studies of Midwest Regional Carbon Sequestration Partnership (MRCSP), United States Department of Energy (US-DOE), and United States Geological Survey (USGS). Pennsylvania Geological Survey participated in the MRCSP Phase I research to characterize potential storage formations in Pennsylvania. The MRCSP’s volumetric method estimated ~89 gigatonnes (Gt) of total CO2 storage resources in deep saline formations, depleted oil and gas reservoirs, coals, and shales in Pennsylvania. Meanwhile, the US-DOE calculated storage efficiency factors using log-odds normal distribution and Monte Carlo sampling, revealing contingent storage resources of ~18 Gt to ~20 Gt in deep saline formations, depleted oil and gas reservoirs, and coals in Pennsylvania. Additionally, the USGS employed Beta-PERT distribution and Monte Carlo sampling to determine buoyant and residual storage efficiency factors, resulting in 20 Gt of contingent storage resources across four storage assessment units in Appalachian Basin. However, few studies have explored CO2 storage resources in shales in the region, yielding inconclusive findings. This article provides a critical and most up to date review and analysis of geological CO2 storage resources in Pennsylvania and the region.

Keywords: carbon capture and storage, geological CO2 storage, pennsylvania, appalachian basin

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2151 Electricity Load Modeling: An Application to Italian Market

Authors: Giovanni Masala, Stefania Marica

Abstract:

Forecasting electricity load plays a crucial role regards decision making and planning for economical purposes. Besides, in the light of the recent privatization and deregulation of the power industry, the forecasting of future electricity load turned out to be a very challenging problem. Empirical data about electricity load highlights a clear seasonal behavior (higher load during the winter season), which is partly due to climatic effects. We also emphasize the presence of load periodicity at a weekly basis (electricity load is usually lower on weekends or holidays) and at daily basis (electricity load is clearly influenced by the hour). Finally, a long-term trend may depend on the general economic situation (for example, industrial production affects electricity load). All these features must be captured by the model. The purpose of this paper is then to build an hourly electricity load model. The deterministic component of the model requires non-linear regression and Fourier series while we will investigate the stochastic component through econometrical tools. The calibration of the parameters’ model will be performed by using data coming from the Italian market in a 6 year period (2007- 2012). Then, we will perform a Monte Carlo simulation in order to compare the simulated data respect to the real data (both in-sample and out-of-sample inspection). The reliability of the model will be deduced thanks to standard tests which highlight a good fitting of the simulated values.

Keywords: ARMA-GARCH process, electricity load, fitting tests, Fourier series, Monte Carlo simulation, non-linear regression

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2150 Uncertainty Assessment in Building Energy Performance

Authors: Fally Titikpina, Abderafi Charki, Antoine Caucheteux, David Bigaud

Abstract:

The building sector is one of the largest energy consumer with about 40% of the final energy consumption in the European Union. Ensuring building energy performance is of scientific, technological and sociological matter. To assess a building energy performance, the consumption being predicted or estimated during the design stage is compared with the measured consumption when the building is operational. When valuing this performance, many buildings show significant differences between the calculated and measured consumption. In order to assess the performance accurately and ensure the thermal efficiency of the building, it is necessary to evaluate the uncertainties involved not only in measurement but also those induced by the propagation of dynamic and static input data in the model being used. The evaluation of measurement uncertainty is based on both the knowledge about the measurement process and the input quantities which influence the result of measurement. Measurement uncertainty can be evaluated within the framework of conventional statistics presented in the \textit{Guide to the Expression of Measurement Uncertainty (GUM)} as well as by Bayesian Statistical Theory (BST). Another choice is the use of numerical methods like Monte Carlo Simulation (MCS). In this paper, we proposed to evaluate the uncertainty associated to the use of a simplified model for the estimation of the energy consumption of a given building. A detailed review and discussion of these three approaches (GUM, MCS and BST) is given. Therefore, an office building has been monitored and multiple sensors have been mounted on candidate locations to get required data. The monitored zone is composed of six offices and has an overall surface of 102 $m^2$. Temperature data, electrical and heating consumption, windows opening and occupancy rate are the features for our research work.

Keywords: building energy performance, uncertainty evaluation, GUM, bayesian approach, monte carlo method

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2149 Theoretical Modelling of Molecular Mechanisms in Stimuli-Responsive Polymers

Authors: Catherine Vasnetsov, Victor Vasnetsov

Abstract:

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

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

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2148 Application Reliability Method for Concrete Dams

Authors: Mustapha Kamel Mihoubi, Mohamed Essadik Kerkar

Abstract:

Probabilistic risk analysis models are used to provide a better understanding of the reliability and structural failure of works, including when calculating the stability of large structures to a major risk in the event of an accident or breakdown. This work is interested in the study of the probability of failure of concrete dams through the application of reliability analysis methods including the methods used in engineering. It is in our case, the use of level 2 methods via the study limit state. Hence, the probability of product failures is estimated by analytical methods of the type first order risk method (FORM) and the second order risk method (SORM). By way of comparison, a level three method was used which generates a full analysis of the problem and involves an integration of the probability density function of random variables extended to the field of security using the Monte Carlo simulation method. Taking into account the change in stress following load combinations: normal, exceptional and extreme acting on the dam, calculation of the results obtained have provided acceptable failure probability values which largely corroborate the theory, in fact, the probability of failure tends to increase with increasing load intensities, thus causing a significant decrease in strength, shear forces then induce a shift that threatens the reliability of the structure by intolerable values of the probability of product failures. Especially, in case the increase of uplift in a hypothetical default of the drainage system.

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

Procedia PDF Downloads 296
2147 Considering Uncertainties of Input Parameters on Energy, Environmental Impacts and Life Cycle Costing by Monte Carlo Simulation in the Decision Making Process

Authors: Johannes Gantner, Michael Held, Matthias Fischer

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The refurbishment of the building stock in terms of energy supply and efficiency is one of the major challenges of the German turnaround in energy policy. As the building sector accounts for 40% of Germany’s total energy demand, additional insulation is key for energy efficient refurbished buildings. Nevertheless the energetic benefits often the environmental and economic performances of insulation materials are questioned. The methods Life Cycle Assessment (LCA) as well as Life Cycle Costing (LCC) can form the standardized basis for answering this doubts and more and more become important for material producers due efforts such as Product Environmental Footprint (PEF) or Environmental Product Declarations (EPD). Due to increasing use of LCA and LCC information for decision support the robustness and resilience of the results become crucial especially for support of decision and policy makers. LCA and LCC results are based on respective models which depend on technical parameters like efficiencies, material and energy demand, product output, etc.. Nevertheless, the influence of parameter uncertainties on lifecycle results are usually not considered or just studied superficially. Anyhow the effect of parameter uncertainties cannot be neglected. Based on the example of an exterior wall the overall lifecycle results are varying by a magnitude of more than three. As a result simple best case worst case analyses used in practice are not sufficient. These analyses allow for a first rude view on the results but are not taking effects into account such as error propagation. Thereby LCA practitioners cannot provide further guidance for decision makers. Probabilistic analyses enable LCA practitioners to gain deeper understanding of the LCA and LCC results and provide a better decision support. Within this study, the environmental and economic impacts of an exterior wall system over its whole lifecycle are illustrated, and the effect of different uncertainty analysis on the interpretation in terms of resilience and robustness are shown. Hereby the approaches of error propagation and Monte Carlo Simulations are applied and combined with statistical methods in order to allow for a deeper understanding and interpretation. All in all this study emphasis the need for a deeper and more detailed probabilistic evaluation based on statistical methods. Just by this, misleading interpretations can be avoided, and the results can be used for resilient and robust decisions.

Keywords: uncertainty, life cycle assessment, life cycle costing, Monte Carlo simulation

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2146 Analysis of Supply Chain Risk Management Strategies: Case Study of Supply Chain Disruptions

Authors: Marcelo Dias Carvalho, Leticia Ishikawa

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Supply Chain Risk Management refers to a set of strategies used by companies to avoid supply chain disruption caused by damage at production facilities, natural disasters, capacity issues, inventory problems, incorrect forecasts, and delays. Many companies use the techniques of the Toyota Production System, which in a way goes against a better management of supply chain risks. This paper studies key events in some multinationals to analyze the trade-off between the best supply chain risk management techniques and management policies designed to create lean enterprises. The result of a good balance of these actions is the reduction of losses, increased customer trust in the company and better preparedness to face the general risks of a supply chain.

Keywords: just in time, lean manufacturing, supply chain disruptions, supply chain management

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2145 Investigating the Minimum RVE Size to Simulate Poly (Propylene carbonate) Composites Reinforced with Cellulose Nanocrystals as a Bio-Nanocomposite

Authors: Hamed Nazeri, Pierre Mertiny, Yongsheng Ma, Kajsa Duke

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The background of the present study is the use of environment-friendly biopolymer and biocomposite materials. Among the recently introduced biopolymers, poly (propylene carbonate) (PPC) has been gaining attention. This study focuses on the size of representative volume elements (RVE) in order to simulate PPC composites reinforced by cellulose nanocrystals (CNCs) as a bio-nanocomposite. Before manufacturing nanocomposites, numerical modeling should be implemented to explore and predict mechanical properties, which may be accomplished by creating and studying a suitable RVE. In other studies, modeling of composites with rod shaped fillers has been reported assuming that fillers are unidirectionally aligned. But, modeling of non-aligned filler dispersions is considerably more difficult. This study investigates the minimum RVE size to enable subsequent FEA modeling. The matrix and nano-fillers were modeled using the finite element software ABAQUS, assuming randomly dispersed fillers with a filler mass fraction of 1.5%. To simulate filler dispersion, a Monte Carlo technique was employed. The numerical simulation was implemented to find composite elastic moduli. After commencing the simulation with a single filler particle, the number of particles was increased to assess the minimum number of filler particles that satisfies the requirements for an RVE, providing the composite elastic modulus in a reliable fashion.

Keywords: biocomposite, Monte Carlo method, nanocomposite, representative volume element

Procedia PDF Downloads 420