Search results for: Monte Carlo Method

Authors: Sayed Amir Hamzeh Mirkheshti

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Offshore wind energy as a strategic renewable energy, has been growing rapidly due to availability, abundance and clean nature of it. On the other hand, budget of this project is incredibly higher in comparison with other renewable energies and it takes more duration. Accordingly, precise estimation of time and cost is needed in order to promote awareness in the developers and society and to convince them to develop this kind of energy despite its difficulties. Occurrence risks during on project would cause its duration and cost constantly changed. Therefore, to develop offshore wind power, it is critical to consider all potential risks which impacted project and to simulate their impact. Hence, knowing about these risks could be useful for the selection of most influencing strategies such as avoidance, transition, and act in order to decrease their probability and impact. This paper presents an evaluation of the feasibility of 500 MV offshore wind project in the Persian Gulf and compares its situation with uncertainty resources and risk. The purpose of this study is to evaluate time and cost of offshore wind project under risk circumstances and uncertain resources by using Monte Carlo simulation. We analyzed each risk and activity along with their distribution function and their effect on the project.

Keywords: wind energy project, uncertain resources, risks, Monte Carlo simulation

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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

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Authors: J. C. Riaño-Rojas, J. D. Alzate-Cardona, E. Restrepo-Parra

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In this work, a study of generic magnetic nanoparticles varying the metric space is presented. As the metric space is changed, the nanoparticle form and the inner product are also varied, since the energetic scale is not conserved. This study is carried out using Monte Carlo simulations combined with the Wolff embedding and Metropolis algorithms. The Metropolis algorithm is used at high temperature regions to reach the equilibrium quickly. The Wolff embedding algorithm is used at low and critical temperature regions in order to reduce the critical slowing down phenomenon. The ions number is kept constant for the different forms and the critical temperatures using finite size scaling are found. We observed that critical temperatures don't exhibit significant changes when the metric space was varied. Additionally, the effective dimension according the metric space was determined. A study of static behavior for reaching the static critical exponents was developed. The objective of this work is to observe the behavior of the thermodynamic quantities as energy, magnetization, specific heat, susceptibility and Binder's cumulants at the critical region, in order to demonstrate if the magnetic nanoparticles describe their magnetic interactions in the Euclidean space or if there is any correspondence in other metric spaces.

Keywords: nanoparticles, metric, Monte Carlo, critical behaviour

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Authors: Farouk Metiri, Halim Zeghdoudi, Mohamed Riad Remita

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Credibility theory is an experience rating technique in actuarial science which can be seen as one of quantitative tools that allows the insurers to perform experience rating, that is, to adjust future premiums based on past experiences. It is used usually in automobile insurance, worker's compensation premium, and IBNR (incurred but not reported claims to the insurer) where credibility theory can be used to estimate the claim size amount. In this study, we focused on a popular tool in credibility theory which is the Bayesian premium estimator, considering Lindley distribution as a claim distribution. We derive this estimator under entropy loss which is asymmetric and squared error loss which is a symmetric loss function with informative and non-informative priors. In a purely Bayesian setting, the prior distribution represents the insurer’s prior belief about the insured’s risk level after collection of the insured’s data at the end of the period. However, the explicit form of the Bayesian premium in the case when the prior is not a member of the exponential family could be quite difficult to obtain as it involves a number of integrations which are not analytically solvable. The paper finds a solution to this problem by deriving this estimator using numerical approximation (Lindley approximation) which is one of the suitable approximation methods for solving such problems, it approaches the ratio of the integrals as a whole and produces a single numerical result. Simulation study using Monte Carlo method is then performed to evaluate this estimator and mean squared error technique is made to compare the Bayesian premium estimator under the above loss functions.

Keywords: bayesian estimator, credibility theory, entropy loss, monte carlo simulation

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Authors: ZhenlinJu, Christopher P. Vellano, RehanAkbani, Yiling Lu, Gordon B. Mills

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The epithelial–mesenchymal transition (EMT) is a process by which epithelial cells acquire mesenchymal characteristics, such as profound disruption of cell-cell junctions, loss of apical-basolateral polarity, and extensive reorganization of the actin cytoskeleton to induce cell motility and invasion. A hallmark of EMT is its capacity to promote metastasis, which is due in part to activation of several transcription factors and subsequent downregulation of E-cadherin. Unfortunately, current approaches have yet to uncover robust protein marker sets that can classify tumors as possessing strong EMT signatures. In this study, we utilize reverse phase protein array (RPPA) data and consensus clustering methods to successfully classify a subset of cervical squamous cell carcinoma and endocervical adenocarcinoma (CESC) tumors into an EMT protein signaling group (EMT group). The overall survival (OS) of patients in the EMT group is significantly worse than those in the other Hormone and PI3K/AKT signaling groups. In addition to a shrinkage and selection method for linear regression (LASSO), we applied training/test set and Monte Carlo resampling approaches to identify a set of protein markers that predicts the EMT status of CESC tumors. We fit a logistic model to these protein markers and developed a classifier, which was fixed in the training set and validated in the testing set. The classifier robustly predicted the EMT status of the testing set with an area under the curve (AUC) of 0.975 by Receiver Operating Characteristic (ROC) analysis. This method not only identifies a core set of proteins underlying an EMT signature in cervical cancer patients, but also provides a tool to examine protein predictors that drive molecular subtypes in other diseases.

Keywords: consensus clustering, TCGA CESC, Silhouette, Monte Carlo LASSO

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Authors: Chung Danbi, Linton Oliver, Whang Yoon-Jae

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Supermodularity, or complementarity, is a popular concept in economics which can characterize many objective functions such as utility, social welfare, and production functions. Further, supermodular dominance captures a preference for greater interdependence among inputs of those functions, and it can be applied to examine which input set would produce higher expected utility, social welfare, or production. Therefore, we propose and justify a consistent testing for a useful implication of supermodular dominance. We also conduct Monte Carlo simulations to explore the finite sample performance of our test, with critical values obtained from the recentered bootstrap method, with and without the selective recentering, and the subsampling method. Under various parameter settings, we confirmed that our test has reasonably good size and power performance. Finally, we apply our test to compare the geographic and distant knowledge spillover in terms of their effects on social welfare using the National Bureau of Economic Research (NBER) patent data. We expect localized citing to supermodularly dominate distant citing if the geographic knowledge spillover engenders greater social welfare than distant knowledge spillover. Taking subgroups based on firm and patent characteristics, we found that there is industry-wise and patent subclass-wise difference in the pattern of supermodular dominance between localized and distant citing. We also compare the results from analyzing different time periods to see if the development of Internet and communication technology has changed the pattern of the dominance. In addition, to appropriately deal with the sparse nature of the data, we apply high-dimensional methods to efficiently select relevant data.

Keywords: supermodularity, supermodular dominance, stochastic dominance, Monte Carlo simulation, bootstrap, subsampling

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Authors: Abdisalam Hassan Muse, Samuel Mwalili, Oscar Ngesa

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A generalized log-logistic distribution with variable shapes of the hazard rate was introduced and studied, extending the log-logistic distribution by adding an extra parameter to the classical distribution, leading to greater flexibility in analysing and modeling various data types. The proposed distribution has a large number of well-known lifetime special sub-models such as; Weibull, log-logistic, exponential, and Burr XII distributions. Its basic mathematical and statistical properties were derived. The method of maximum likelihood was adopted for estimating the unknown parameters of the proposed distribution, and a Monte Carlo simulation study is carried out to assess the behavior of the estimators. The importance of this distribution is that its tendency to model both monotone (increasing and decreasing) and non-monotone (unimodal and bathtub shape) or reversed “bathtub” shape hazard rate functions which are quite common in survival and reliability data analysis. Furthermore, the flexibility and usefulness of the proposed distribution are illustrated in a real-life data set and compared to its sub-models; Weibull, log-logistic, and BurrXII distributions and other parametric survival distributions with 3-parmaeters; like the exponentiated Weibull distribution, the 3-parameter lognormal distribution, the 3- parameter gamma distribution, the 3-parameter Weibull distribution, and the 3-parameter log-logistic (also known as shifted log-logistic) distribution. The proposed distribution provided a better fit than all of the competitive distributions based on the goodness-of-fit tests, the log-likelihood, and information criterion values. Finally, Bayesian analysis and performance of Gibbs sampling for the data set are also carried out.

Keywords: hazard rate function, log-logistic distribution, maximum likelihood estimation, generalized log-logistic distribution, survival data, Monte Carlo simulation

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Authors: Lokesh Varshney, R. K. Saket

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This paper presents reliability indices evaluation of the rotor core magnetization of the induction motor operated as a self-excited induction generator by using probability distribution approach and Monte Carlo simulation. Parallel capacitors with calculated minimum capacitive value across the terminals of the induction motor operating as a SEIG with unregulated shaft speed have been connected during the experimental study. A three phase, 4 poles, 50Hz, 5.5 hp, 12.3A, 230V induction motor coupled with DC Shunt Motor was tested in the electrical machine laboratory with variable reactive loads. Based on this experimental study, it is possible to choose a reliable induction machine operating as a SEIG for unregulated renewable energy application in remote area or where grid is not available. Failure density function, cumulative failure distribution function, survivor function, hazard model, probability of success and probability of failure for reliability evaluation of the three phase induction motor operating as a SEIG have been presented graphically in this paper.

Keywords: residual magnetism, magnetization curve, induction motor, self excited induction generator, probability distribution, Monte Carlo simulation

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Authors: I. Badhrees

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This paper is an attempt to describe some of the results that had been found through a journey of study in the field of particle physics. This study consists of two parts, one about the measurement of the cross section of the decay of the Z particle in two electrons, and the other deals with the measurement of the cross section of the multi-photon absorption process using a beam of laser in the Liquid Argon Time Projection Chamber. The first part of the paper concerns the results based on the analysis of a data sample containing 8120 ee candidates to reconstruct the mass of the Z particle for each event where each event has an ee pair with PT(e) > 20GeV, and η(e) < 2.5. Monte Carlo templates of the reconstructed Z particle were produced as a function of the Z mass scale. The distribution of the reconstructed Z mass in the data was compared to the Monte Carlo templates, where the total cross section is calculated to be equal to 1432 pb. The second part concerns the Liquid Argon Time Projection Chamber, LAr TPC, the results of the interaction of the UV Laser, Nd-YAG with λ= 266mm, with LAr and through the study of the multi-photon ionization process as a part of the R&D at Bern University. The main result of this study was the cross section of the process of the multi-photon ionization process of the LAr, σe = 1.24±0.10stat±0.30sys.10 -56cm4.

Keywords: ATLAS, CERN, KACST, LArTPC, particle physics

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Authors: Tengfei He, Mengjie Zhang, Baosheng Jin

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In this study, the low-cost halloysite (Hal) was utilized for the first time to enhance the solid-phase enrichment and stability of heavy metals (HMs) during solid waste pyrolysis through experimental and theoretical methods, and compared with kaolinite (Kao). Experimental results demonstrated that Hal was superior to Kao in improving the solid-phase enrichment of HMs. Adding Hal reduced the proportion of HMs in the unstable fraction (F1+F2), consequently lowering the environmental risk of biochar and the extractable state of HMs. Through Grand canonical Monte Carlo and Density Functional Theory (DFT) simulations, the adsorption amounts and adsorption mechanisms of Cd/Pb compound on Hal/Kao surfaces were analyzed. The adsorption amounts of HMs by Hal were significantly higher than Kao and decreased with increasing temperature, and the difference in adsorption performance caused by structural bending was negligible. The DFT results indicated that Cd/Pb monomers were stabilized by establishing covalent bonds with OH or reactive O atoms on the Al-(0 0 1) surface, whereas the covalent bonds with ionic bonding properties formed between Cl atoms and unsaturated Al atoms played a crucial role in stabilizing HM chlorides. This study highlights the potential of Hal in stabilizing HMs during pyrolysis without requiring any modifications.

Keywords: heavy metals, halloysite, density functional theory, grand canonical Monte Carlo

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Authors: Z. Jamalzadeh, A. Niaei, H. Erfannia

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Due to developing industries, the emission of pollutants such as NOx, SOx, and CO2 are rapidly increased. Generally, NOx is attributed to the mono nitrogen oxides of NO and NO2 that is one of the most important atmospheric contaminants. Hence, controlling the emission of nitrogen oxides is environmentally urgent. Selective catalytic reduction of NOx is one of the most common techniques for NOx removal in which zeolites have wide application due to their high performance. In zeolitic processes, the catalytic reaction occurs mostly in the pores. Therefore, investigation of the adsorption phenomena of the molecules in order to gain an insight and understand the catalytic cycle is of important. Hence, in current study, benefiting from molecular simulations, the adsorption phenomena in the nanocatalysts of SCR of NOx process was investigated in order to get a good insight of the catalysts’ behavior. The effect of cation addition to the support in the catalysts’ behavior through adsorption step was explored by Mont Carlo (MC) using Materials Studio Package. Simulation time of 1 Ns accompanying 1 fs time step, COMPASS27 Force Field and the cut off radios of 12.5 Ȧ was applied for performed runs. It was observed that the adsorption capacity increases in the presence of cations. The sorption isotherms demonstrated the behavior of type I isotherm categories and sorption capacity diminished with increase in temperature whereas an increase was observed at high pressures. Besides, NO sorption showed higher sorption capacity than NH3 in H–ZSM5. In this respect, the energy distributions signified that the molecules could adsorb in just one sorption site at the catalyst and the sorption energy of NO was stronger than the NH3 in H-ZSM5. Furthermore, the isosteric heat of sorption data showed nearly same values for the molecules; however, it indicated stronger interactions of NO molecules with H-ZSM5 zeolite compared to the isosteric heat of NH3 which was low in value.

Keywords: Monte Carlo simulation, adsorption, NOx, ZSM5

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Authors: Tesfaye Mengistu

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This thesis aims to investigate the effectiveness of Reinforcement Learning (RL) for Autonomous Energy Management solutions. The study explores the potential of Model Free RL approaches, such as Monte Carlo RL and Q-learning, to improve energy management by autonomously adjusting energy management strategies to maximize efficiency. The research investigates the implementation of RL algorithms for optimizing energy consumption in a single-agent environment. The focus is on developing a framework for the implementation of RL algorithms, highlighting the importance of RL for enabling autonomous systems to adapt quickly to changing conditions and make decisions based on previous experiences. Moreover, the paper proposes RL as a novel energy management solution to address nations' CO2 emission goals. Reinforcement learning algorithms are well-suited to solving problems with sequential decision-making patterns and can provide accurate and immediate outputs to ease the planning and decision-making process. This research provides insights into the challenges and opportunities of using RL for energy management solutions and recommends further studies to explore its full potential. In conclusion, this study provides valuable insights into how RL can be used to improve the efficiency of energy management systems and supports the use of RL as a promising approach for developing autonomous energy management solutions in residential buildings.

Keywords: artificial intelligence, reinforcement learning, monte carlo, energy management, CO2 emission

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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

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

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

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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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Authors: Nitaya Buntao

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This paper considers the problems of interval estimation for rainfall mean of the lognormal distribution and the delta-lognormal distribution in Northeastern Thailand. We present here the modified generalized pivotal approach (MGPA) compared to the modified method of variance estimates recovery (MMOVER). The performance of each method is examined in term of coverage probabilities and average lengths by Monte Carlo simulation. An extensive simulation study indicates that the MMOVER performs better than the MGPA approach in terms of the coverage probability; it results in highly accurate coverage probability.

Keywords: rainfall mean, interval estimation, lognormal distribution, delta-lognormal distribution

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Authors: Mehdi Jalalpour, Mazdak Tootkaboni

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We present a computationally efficient method for reliability-based topology optimization under material properties uncertainty, which is assumed to be lognormally distributed and correlated within the domain. Computational efficiency is achieved through estimating the response statistics with stochastic perturbation of second order, using these statistics to fit an appropriate distribution that follows the empirical distribution of the response, and employing an efficient gradient-based optimizer. The proposed algorithm is utilized for design of new structures and the changes in the optimized topology is discussed for various levels of target reliability and correlation strength. Predictions were verified thorough comparison with results obtained using Monte Carlo simulation.

Keywords: material uncertainty, stochastic perturbation, structural reliability, topology optimization

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

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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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Authors: Ozan Yavuz Baytemir, Ender Cigeroglu, Gokhan Osman Ozgen

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Vibration is an important issue in the design of various components of aerospace, marine and vehicular applications. In order not to lose the components’ function and operational performance, vibration isolation design involving the optimum isolator properties selection and isolator positioning processes appear to be a critical study. Knowing the growing need for the vibration isolation system design, this paper aims to present two types of software capable of implementing modal analysis, response analysis for both random and harmonic types of excitations, static deflection analysis, Monte Carlo simulations in addition to study of parameter and location optimization for different types of isolation problem scenarios. Investigating the literature, there is no such study developing a software-based tool that is capable of implementing all those analysis, simulation and optimization studies in one platform simultaneously. In this paper, the theoretical system model is generated for a 6-DOF rigid body. The vibration isolation system of any mechanical structure is able to be optimized using hybrid method involving both global search and gradient-based methods. Defining the optimization design variables, different types of optimization scenarios are listed in detail. Being aware of the need for a user friendly vibration isolation problem solver, two types of graphical user interfaces (GUIs) are prepared and verified using a commercial finite element analysis program, Ansys Workbench 14.0. Using the analysis and optimization capabilities of those GUIs, a real application used in an air-platform is also presented as a case study at the end of the paper.

Keywords: hybrid optimization, Monte Carlo simulation, multi-degree-of-freedom system, parameter optimization, location optimization, passive vibration isolation analysis

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

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

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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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Authors: Emilio A. Berny-Brandt, Sonia E. Ruiz

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Steel tubular towers serving as support structures for large wind turbines are subject to several hundred million stress cycles arising from the turbulent nature of the wind. This causes high-cycle fatigue which can govern tower design. The practice of maintaining the support structure after wind turbines reach its typical 20-year design life have become common, but without quantifying the changes in the reliability on the tower. There are several studies on this topic, but most of them are based on the S-N curve approach using the Miner’s rule damage summation method, the de-facto standard in the wind industry. However, the qualitative nature of Miner’s method makes desirable the use of fracture mechanics to measure the effects of fatigue in the capacity curve of the structure, which is important in order to evaluate the integrity and reliability of these towers. Temporal and spatially varying wind speed time histories are simulated based on power spectral density and coherence functions. Simulations are then applied to a SAP2000 finite element model and step-by-step analysis is used to obtain the stress time histories for a range of representative wind speeds expected during service conditions of the wind turbine. Rainflow method is then used to obtain cycle and stress range information of each of these time histories and a statistical analysis is performed to obtain the distribution parameters of each variable. Monte Carlo simulation is used here to evaluate crack growth over time in the tower base using the Paris-Erdogan equation. A nonlinear static pushover analysis to assess the capacity curve of the structure after a number of years is performed. The capacity curves are then used to evaluate the changes in reliability of a steel tower located in Oaxaca, Mexico, where wind energy facilities are expected to grow in the near future. Results show that fatigue on the tower base can have significant effects on the structural capacity of the wind turbine, especially after the 20-year design life when the crack growth curve starts behaving exponentially.

Keywords: crack growth, fatigue, Monte Carlo simulation, structural reliability, wind turbines

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Authors: A. Mohammadi, M. Moghimi, S. Mohammadi

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Engineers need computational methods which could provide solutions less sensitive to the environmental effects, so the techniques should be used which take the uncertainty to account to control and minimize the risk associated with design and operation. In order to consider uncertainty in engineering problem, the optimization problem should be solved for a suitable range of the each uncertain input variable instead of just one estimated point. Using deterministic optimization problem, a large computational burden is required to consider every possible and probable combination of uncertain input variables. Several methods have been reported in the literature to deal with problems under uncertainty. In this paper, different methods presented and analyzed.

Keywords: uncertainty, Monte Carlo simulated, stochastic programming, scenario method

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Authors: Ms Azam Najafkouchak, David Todem, Dorothy Pathak, Pramod Pathak, Joseph Gardiner

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Propensity score (PS) methods have recently become the standard analysis as a tool for the causal inference in the observational studies where exposure is not randomly assigned, thus, confounding can impact the estimation of treatment effect on the outcome. For the binary outcome, the effect of treatment on the outcome can be estimated by odds ratios, relative risks, and risk differences. However, using the different PS methods may give you a different estimation of the treatment effect on the outcome. Several methods of PS analyses have been used mainly, include matching, inverse probability of weighting, stratification, and covariate adjusted on PS. Due to the dangers of discretizing continuous variables (exposure, covariates), the focus of this paper will be on how the variation in cut-points or boundaries will affect the average treatment effect (ATE) utilizing the stratification of PS method. Therefore, we are trying to avoid choosing arbitrary cut-points, instead, we continuously discretize the PS and accumulate information across all cut-points for inferences. We will use Monte Carlo simulation to evaluate ATE, focusing on two PS methods, stratification and covariate adjusted on PS. We will then show how this can be observed based on the analyses of the data from a case-control study of breast cancer, the Polish Women’s Health Study.

Keywords: average treatment effect, propensity score, stratification, covariate adjusted, monte Calro estimation, breast cancer, case_control study

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Authors: Giovanni Masala, Stefania Marica

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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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Authors: Arunee Wongkhao, Suparat Niwitpong, Sa-aat Niwitpong

Abstract:

In this paper, we propose two new confidence intervals for the difference between the inverse of normal means with known coefficients of variation. One of these two confidence intervals for this problem is constructed based on the generalized confidence interval and the other confidence interval is constructed based on the closed form method of variance estimation. We examine the performance of these confidence intervals in terms of coverage probabilities and expected lengths via Monte Carlo simulation.

Keywords: coverage probability, expected length, inverse of normal mean, coefficient of variation, generalized confidence interval, closed form method of variance estimation

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Authors: 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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Authors: Milos Travar, Jovana Nikolov, Andrej Vranicar, Natasa Todorovic

Abstract:

Over the years, High Purity Germanium (HPGe) detectors proved to be an excellent practical tool and, as such, have established their today's wide use in low background γ-spectrometry. One of the advantages of gamma-ray spectrometry is its easy sample preparation as chemical processing and separation of the studied subject are not required. Thus, with a single measurement, one can simultaneously perform both qualitative and quantitative analysis. One of the most prominent features of HPGe detectors, besides their excellent efficiency, is their superior resolution. This feature virtually allows a researcher to perform a thorough analysis by discriminating photons of similar energies in the studied spectra where otherwise they would superimpose within a single-energy peak and, as such, could potentially scathe analysis and produce wrongly assessed results. Naturally, this feature is of great importance when the identification of radionuclides, as well as their activity concentrations, is being practiced where high precision comes as a necessity. In measurements of this nature, in order to be able to reproduce good and trustworthy results, one has to have initially performed an adequate full-energy peak (FEP) efficiency calibration of the used equipment. However, experimental determination of the response, i.e., efficiency curves for a given detector-sample configuration and its geometry, is not always easy and requires a certain set of reference calibration sources in order to account for and cover broader energy ranges of interest. With the goal of overcoming these difficulties, a lot of researches turned towards the application of different software toolkits that implement the Monte Carlo method (e.g., MCNP, FLUKA, PENELOPE, Geant4, etc.), as it has proven time and time again to be a very powerful tool. In the process of creating a reliable model, one has to have well-established and described specifications of the detector. Unfortunately, the documentation that manufacturers provide alongside the equipment is rarely sufficient enough for this purpose. Furthermore, certain parameters tend to evolve and change over time, especially with older equipment. Deterioration of these parameters consequently decreases the active volume of the crystal and can thus affect the efficiencies by a large margin if they are not properly taken into account. In this study, the optimisation method of two HPGe detectors through the implementation of the Geant4 toolkit developed by CERN is described, with the goal of further improving simulation accuracy in calculations of FEP efficiencies by investigating the influence of certain detector variables (e.g., crystal-to-window distance, dead layer thicknesses, inner crystal’s void dimensions, etc.). Detectors on which the optimisation procedures were carried out were a standard traditional co-axial extended range detector (XtRa HPGe, CANBERRA) and a broad energy range planar detector (BEGe, CANBERRA). Optimised models were verified through comparison with experimentally obtained data from measurements of a set of point-like radioactive sources. Acquired results of both detectors displayed good agreement with experimental data that falls under an average statistical uncertainty of ∼ 4.6% for XtRa and ∼ 1.8% for BEGe detector within the energy range of 59.4−1836.1 [keV] and 59.4−1212.9 [keV], respectively.

Keywords: HPGe detector, γ spectrometry, efficiency, Geant4 simulation, Monte Carlo method

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Authors: H. M. Alfrihidi, H.A. Albarakaty

Abstract:

Flattening filter-free (FFF) photon beam radiotherapy has increased in the last decade, which is enabled by advancements in treatment planning systems and radiation delivery techniques like multi-leave collimators. FFF beams have higher dose rates, which reduces treatment time. On the other hand, FFF beams have a higher surface dose, which is due to the loss of beam hardening effect caused by the presence of the flatting filter (FF). The possibility of improving FFF beam quality using filters from low-z materials such as steel and aluminium (Al) was investigated using Monte Carlo (MC) simulations. The attenuation coefficient of low-z materials for low-energy photons is higher than that of high-energy photons, which leads to the hardening of the FFF beam and, consequently, a reduction in the surface dose. BEAMnrc user code, based on Electron Gamma Shower (EGSnrc) MC code, is used to simulate the beam of a 6 MV True-Beam linac. A phase-space (phosphor) file provided by Varian Medical Systems was used as a radiation source in the simulation. This phosphor file was scored just above the jaws at 27.88 cm from the target. The linac from the jaw downward was constructed, and radiation passing was simulated and scored at 100 cm from the target. To study the effect of low-z filters, steel and Al filters with a thickness of 1 cm were added below the jaws, and the phosphor file was scored at 100 cm from the target. For comparison, the FF beam was simulated using a similar setup. (BEAM Data Processor (BEAMdp) is used to analyse the energy spectrum in the phosphorus files. Then, the dose distribution resulting from these beams was simulated in a homogeneous water phantom using DOSXYZnrc. The dose profile was evaluated according to the surface dose, the lateral dose distribution, and the percentage depth dose (PDD). The energy spectra of the beams show that the FFF beam is softer than the FF beam. The energy peaks for the FFF and FF beams are 0.525 MeV and 1.52 MeV, respectively. The FFF beam's energy peak becomes 1.1 MeV using a steel filter, while the Al filter does not affect the peak position. Steel and Al's filters reduced the surface dose by 5% and 1.7%, respectively. The dose at a depth of 10 cm (D10) rises by around 2% and 0.5% due to using a steel and Al filter, respectively. On the other hand, steel and Al filters reduce the dose rate of the FFF beam by 34% and 14%, respectively. However, their effect on the dose rate is less than that of the tungsten FF, which reduces the dose rate by about 60%. In conclusion, filters from low-z material decrease the surface dose and increase the D10 dose, allowing for a high-dose delivery to deep tumors with a low skin dose. Although using these filters affects the dose rate, this effect is much lower than the effect of the FF.

Keywords: flattening filter free, monte carlo, radiotherapy, surface dose

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