Search results for: Monte Carlo Simulation
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 5041

Search results for: Monte Carlo Simulation

4861 On Estimating the Low Income Proportion with Several Auxiliary Variables

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

Abstract:

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

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

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4860 Seismic Fragility for Sliding Failure of Weir Structure Considering the Process of Concrete Aging

Authors: HoYoung Son, Ki Young Kim, Woo Young Jung

Abstract:

This study investigated the change of weir structure performances when durability of concrete, which is the main material of weir structure, decreased due to their aging by mean of seismic fragility analysis. In the analysis, it was assumed that the elastic modulus of concrete was reduced by 10% in order to account for their aged deterioration. Additionally, the analysis of seismic fragility was based on Monte Carlo Simulation method combined with a 2D nonlinear finite element in ABAQUS platform with the consideration of deterioration of concrete. Finally, the comparison of seismic fragility of model pre- and post-deterioration was made to study the performance of weir. Results show that the probability of failure in moderate damage for deteriorated model was found to be larger than pre-deterioration model when peak ground acceleration (PGA) passed 0.4 g.

Keywords: weir, FEM, concrete, fragility, aging

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4859 On Confidence Intervals for the Difference between Inverse of Normal Means with Known Coefficients of Variation

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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4858 Efficient Wind Fragility Analysis of Concrete Chimney under Stochastic Extreme Wind Incorporating Temperature Effects

Authors: Soumya Bhattacharjya, Avinandan Sahoo, Gaurav Datta

Abstract:

Wind fragility analysis of chimney is often carried out disregarding temperature effect. However, the combined effect of wind and temperature is the most critical limit state for chimney design. Hence, in the present paper, an efficient fragility analysis for concrete chimney is explored under combined wind and temperature effect. Wind time histories are generated by Davenports Power Spectral Density Function and using Weighed Amplitude Wave Superposition Technique. Fragility analysis is often carried out in full Monte Carlo Simulation framework, which requires extensive computational time. Thus, in the present paper, an efficient adaptive metamodelling technique is adopted to judiciously approximate limit state function, which will be subsequently used in the simulation framework. This will save substantial computational time and make the approach computationally efficient. Uncertainty in wind speed, wind load related parameters, and resistance-related parameters is considered. The results by the full simulation approach, conventional metamodelling approach and proposed adaptive metamodelling approach will be compared. Effect of disregarding temperature in wind fragility analysis will be highlighted.

Keywords: adaptive metamodelling technique, concrete chimney, fragility analysis, stochastic extreme wind load, temperature effect

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4857 On the Cluster of the Families of Hybrid Polynomial Kernels in Kernel Density Estimation

Authors: Benson Ade Eniola Afere

Abstract:

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

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

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4856 Bio-Hub Ecosystems: Investment Risk Analysis Using Monte Carlo Techno-Economic Analysis

Authors: Kimberly Samaha

Abstract:

In order to attract new types of investors into the emerging Bio-Economy, new methodologies to analyze investment risk are needed. The Bio-Hub Ecosystem model was developed to address a critical area of concern within the global energy market regarding the use of biomass as a feedstock for power plants. This study looked at repurposing existing biomass-energy plants into Circular Zero-Waste Bio-Hub Ecosystems. A Bio-Hub model that first targets a ‘whole-tree’ approach and then looks at the circular economics of co-hosting diverse industries (wood processing, aquaculture, agriculture) in the vicinity of the Biomass Power Plants facilities. This study modeled the economics and risk strategies of cradle-to-cradle linkages to incorporate the value-chain effects on capital/operational expenditures and investment risk reductions using a proprietary techno-economic model that incorporates investment risk scenarios utilizing the Monte Carlo methodology. The study calculated the sequential increases in profitability for each additional co-host on an operating forestry-based biomass energy plant in West Enfield, Maine. Phase I starts with the base-line of forestry biomass to electricity only and was built up in stages to include co-hosts of a greenhouse and a land-based shrimp farm. Phase I incorporates CO2 and heat waste streams from the operating power plant in an analysis of lowering and stabilizing the operating costs of the agriculture and aquaculture co-hosts. Phase II analysis incorporated a jet-fuel biorefinery and its secondary slip-stream of biochar which would be developed into two additional bio-products: 1) A soil amendment compost for agriculture and 2) A biochar effluent filter for the aquaculture. The second part of the study applied the Monte Carlo risk methodology to illustrate how co-location derisks investment in an integrated Bio-Hub versus individual investments in stand-alone projects of energy, agriculture or aquaculture. The analyzed scenarios compared reductions in both Capital and Operating Expenditures, which stabilizes profits and reduces the investment risk associated with projects in energy, agriculture, and aquaculture. The major findings of this techno-economic modeling using the Monte Carlo technique resulted in the masterplan for the first Bio-Hub to be built in West Enfield, Maine. In 2018, the site was designated as an economic opportunity zone as part of a Federal Program, which allows for Capital Gains tax benefits for investments on the site. Bioenergy facilities are currently at a critical juncture where they have an opportunity to be repurposed into efficient, profitable and socially responsible investments, or be idled and scrapped. The Bio-hub Ecosystems techno-economic analysis model is a critical model to expedite new standards for investments in circular zero-waste projects. Profitable projects will expedite adoption and advance the critical transition from the current ‘take-make-dispose’ paradigm inherent in the energy, forestry and food industries to a more sustainable Bio-Economy paradigm that supports local and rural communities.

Keywords: bio-economy, investment risk, circular design, economic modelling

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4855 Modelling of Lunar Lander’s Thruster’s Exhaust Plume Impingement in Vacuum

Authors: Mrigank Sahai, R. Sri Raghu

Abstract:

This paper presents the modelling of rocket exhaust plume flow field and exhaust plume impingement in vacuum for the liquid apogee engine and attitude control thrusters of the lunar lander. Analytic formulations for rarefied gas kinetics has been taken as reference for modelling the plume flow field. The plume has been modelled as high speed, collision-less, axi-symmetric gas jet, expanding into vacuum and impinging at a normally set diffusive circular plate. Specular reflections have not been considered for the present study. Different parameters such as number density, temperature, pressure, flow velocity, heat flux etc., have been calculated and have been plotted against and compared to Direct Simulation Monte Carlo results. These analyses have provided important information for the placement of critical optical instruments and design of optimal thermal insulation for the hardware that may come in contact with the thruster exhaust.

Keywords: collision-less gas, lunar lander, plume impingement, rarefied exhaust plume

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4854 Probability-Based Damage Detection of Structures Using Kriging Surrogates and Enhanced Ideal Gas Molecular Movement Algorithm

Authors: M. R. Ghasemi, R. Ghiasi, H. Varaee

Abstract:

Surrogate model has received increasing attention for use in detecting damage of structures based on vibration modal parameters. However, uncertainties existing in the measured vibration data may lead to false or unreliable output result from such model. In this study, an efficient approach based on Monte Carlo simulation is proposed to take into account the effect of uncertainties in developing a surrogate model. The probability of damage existence (PDE) is calculated based on the probability density function of the existence of undamaged and damaged states. The kriging technique allows one to genuinely quantify the surrogate error, therefore it is chosen as metamodeling technique. Enhanced version of ideal gas molecular movement (EIGMM) algorithm is used as main algorithm for model updating. The developed approach is applied to detect simulated damage in numerical models of 72-bar space truss and 120-bar dome truss. The simulation results show the proposed method can perform well in probability-based damage detection of structures with less computational effort compared to direct finite element model.

Keywords: probability-based damage detection (PBDD), Kriging, surrogate modeling, uncertainty quantification, artificial intelligence, enhanced ideal gas molecular movement (EIGMM)

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4853 City-Wide Simulation on the Effects of Optimal Appliance Scheduling in a Time-of-Use Residential Environment

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

Abstract:

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

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

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4852 Tuning of Indirect Exchange Coupling in FePt/Al₂O₃/Fe₃Pt System

Authors: Rajan Goyal, S. Lamba, S. Annapoorni

Abstract:

The indirect exchange coupled system consists of two ferromagnetic layers separated by non-magnetic spacer layer. The type of exchange coupling may be either ferro or anti-ferro depending on the thickness of the spacer layer. In the present work, the strength of exchange coupling in FePt/Al₂O₃/Fe₃Pt has been investigated by varying the thickness of the spacer layer Al₂O₃. The FePt/Al₂O₃/Fe₃Pt trilayer structure is fabricated on Si <100> single crystal substrate using sputtering technique. The thickness of FePt and Fe₃Pt is fixed at 60 nm and 2 nm respectively. The thickness of spacer layer Al₂O₃ was varied from 0 to 16 nm. The normalized hysteresis loops recorded at room temperature both in the in-plane and out of plane configuration reveals that the orientation of easy axis lies along the plane of the film. It is observed that the hysteresis loop for ts=0 nm does not exhibit any knee around H=0 indicating that the hard FePt layer and soft Fe₃Pt layer are strongly exchange coupled. However, the insertion of Al₂O₃ spacer layer of thickness ts = 0.7 nm results in appearance of a minor knee around H=0 suggesting the weakening of exchange coupling between FePt and Fe₃Pt. The disappearance of knee in hysteresis loop with further increase in thickness of the spacer layer up to 8 nm predicts the co-existence of ferromagnetic (FM) and antiferromagnetic (AFM) exchange interaction between FePt and Fe₃Pt. In addition to this, the out of plane hysteresis loop also shows an asymmetry around H=0. The exchange field Hex = (Hc↑-HC↓)/2, where Hc↑ and Hc↓ are the coercivity estimated from lower and upper branch of hysteresis loop, increases from ~ 150 Oe to ~ 700 Oe respectively. This behavior may be attributed to the uncompensated moments in the hard FePt layer and soft Fe₃Pt layer at the interface. A better insight into the variation in indirect exchange coupling has been investigated using recoil curves. It is observed that the almost closed recoil curves are obtained for ts= 0 nm up to a reverse field of ~ 5 kOe. On the other hand, the appearance of appreciable open recoil curves at lower reverse field ~ 4 kOe for ts = 0.7 nm indicates that uncoupled soft phase undergoes irreversible magnetization reversal at lower reverse field suggesting the weakening of exchange coupling. The openness of recoil curves decreases with increase in thickness of the spacer layer up to 8 nm. This behavior may be attributed to the competition between FM and AFM exchange interactions. The FM exchange coupling between FePt and Fe₃Pt due to porous nature of Al₂O₃ decreases much slower than the weak AFM coupling due to interaction between Fe ions of FePt and Fe₃Pt via O ions of Al₂O₃. The hysteresis loop has been simulated using Monte Carlo based on Metropolis algorithm to investigate the variation in strength of exchange coupling in FePt/Al₂O₃/Fe₃Pt trilayer system.

Keywords: indirect exchange coupling, MH loop, Monte Carlo simulation, recoil curve

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4851 Modeling Football Penalty Shootouts: How Improving Individual Performance Affects Team Performance and the Fairness of the ABAB Sequence

Authors: Pablo Enrique Sartor Del Giudice

Abstract:

Penalty shootouts often decide the outcome of important soccer matches. Although usually referred to as ”lotteries”, there is evidence that some national teams and clubs consistently perform better than others. The outcomes are therefore not explained just by mere luck, and therefore there are ways to improve the average performance of players, naturally at the expense of some sort of effort. In this article we study the payoff of player performance improvements in terms of the performance of the team as a whole. To do so we develop an analytical model with static individual performances, as well as Monte Carlo models that take into account the known influence of partial score and round number on individual performances. We find that within a range of usual values, the team performance improves above 70% faster than individual performances do. Using these models, we also estimate that the new ABBA penalty shootout ordering under test reduces almost all the known bias in favor of the first-shooting team under the current ABAB system.

Keywords: football, penalty shootouts, Montecarlo simulation, ABBA

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4850 Maximizing Coverage with Mobile Crime Cameras in a Stochastic Spatiotemporal Bipartite Network

Authors: (Ted) Edward Holmberg, Mahdi Abdelguerfi, Elias Ioup

Abstract:

This research details a coverage measure for evaluating the effectiveness of observer node placements in a spatial bipartite network. This coverage measure can be used to optimize the configuration of stationary or mobile spatially oriented observer nodes, or a hybrid of the two, over time in order to fully utilize their capabilities. To demonstrate the practical application of this approach, we construct a SpatioTemporal Bipartite Network (STBN) using real-time crime center (RTCC) camera nodes and NOPD calls for service (CFS) event nodes from New Orleans, La (NOLA). We use the coverage measure to identify optimal placements for moving mobile RTCC camera vans to improve coverage of vulnerable areas based on temporal patterns.

Keywords: coverage measure, mobile node dynamics, Monte Carlo simulation, observer nodes, observable nodes, spatiotemporal bipartite knowledge graph, temporal spatial analysis

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4849 Modeling of Anode Catalyst against CO in Fuel Cell Using Material Informatics

Authors: M. Khorshed Alam, H. Takaba

Abstract:

The catalytic properties of metal usually change by intermixturing with another metal in polymer electrolyte fuel cells. Pt-Ru alloy is one of the much-talked used alloy to enhance the CO oxidation. In this work, we have investigated the CO coverage on the Pt2Ru3 nanoparticle with different atomic conformation of Pt and Ru using a combination of material informatics with computational chemistry. Density functional theory (DFT) calculations used to describe the adsorption strength of CO and H with different conformation of Pt Ru ratio in the Pt2Ru3 slab surface. Then through the Monte Carlo (MC) simulations we examined the segregation behaviour of Pt as a function of surface atom ratio, subsurface atom ratio, particle size of the Pt2Ru3 nanoparticle. We have constructed a regression equation so as to reproduce the results of DFT only from the structural descriptors. Descriptors were selected for the regression equation; xa-b indicates the number of bonds between targeted atom a and neighboring atom b in the same layer (a,b = Pt or Ru). Terms of xa-H2 and xa-CO represent the number of atoms a binding H2 and CO molecules, respectively. xa-S is the number of atom a on the surface. xa-b- is the number of bonds between atom a and neighboring atom b located outside the layer. The surface segregation in the alloying nanoparticles is influenced by their component elements, composition, crystal lattice, shape, size, nature of the adsorbents and its pressure, temperature etc. Simulations were performed on different size (2.0 nm, 3.0 nm) of nanoparticle that were mixing of Pt and Ru atoms in different conformation considering of temperature range 333K. In addition to the Pt2Ru3 alloy we also considered pure Pt and Ru nanoparticle to make comparison of surface coverage by adsorbates (H2, CO). Hence, we assumed the pure and Pt-Ru alloy nanoparticles have an fcc crystal structures as well as a cubo-octahedron shape, which is bounded by (111) and (100) facets. Simulations were performed up to 50 million MC steps. From the results of MC, in the presence of gases (H2, CO), the surfaces are occupied by the gas molecules. In the equilibrium structure the coverage of H and CO as a function of the nature of surface atoms. In the initial structure, the Pt/Ru ratios on the surfaces for different cluster sizes were in range of 0.50 - 0.95. MC simulation was employed when the partial pressure of H2 (PH2) and CO (PCO) were 70 kPa and 100-500 ppm, respectively. The Pt/Ru ratios decrease as the increase in the CO concentration, without little exception only for small nanoparticle. The adsorption strength of CO on the Ru site is higher than the Pt site that would be one of the reason for decreasing the Pt/Ru ratio on the surface. Therefore, our study identifies that controlling the nanoparticle size, composition, conformation of alloying atoms, concentration and chemical potential of adsorbates have impact on the steadiness of nanoparticle alloys which ultimately and also overall catalytic performance during the operations.

Keywords: anode catalysts, fuel cells, material informatics, Monte Carlo

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4848 Research of Intrinsic Emittance of Thermal Cathode with Emission Nonuniformity

Authors: Yufei Peng, Zhen Qin, Jianbe Li, Jidong Long

Abstract:

The thermal cathode is widely used in accelerators, FELs and kinds of vacuum electronics. However, emission nonuniformity exists due to surface profile, material distribution, temperature variation, crystal orientation, etc., which will cause intrinsic emittance growth, brightness decline, envelope size augment, device performance deterioration or even failure. To understand how emittance is manipulated by emission nonuniformity, an intrinsic emittance model consisting of contributions from macro and micro surface nonuniformity is developed analytically based on general thermal emission model at temperature limited regime according to a real 3mm cathode. The model shows relative emittance increased about 50% due to temperature variation, and less than 5% from several kinds of micro surface nonuniformity which is much smaller than other research. Otherwise, we also calculated emittance growth combining with Monte Carlo method and PIC simulation, experiments of emission uniformity and emittance measurement are going to be carried out separately.

Keywords: thermal cathode, electron emission fluctuation, intrinsic emittance, surface nonuniformity, cathode lifetime

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4847 Validation of Codes Dragon4 and Donjon4 by Calculating Keff of a Slowpoke-2 Reactor

Authors: Otman Jai, Otman Elhajjaji, Jaouad Tajmouati

Abstract:

Several neutronic calculation codes must be used to solve the equation for different levels of discretization which all necessitate a specific modelisation. This chain of such models, known as a calculation scheme, leads to the knowledge of the neutron flux in a reactor from its own geometry, its isotopic compositions and a cross-section library. Being small in size, the 'Slowpoke-2' reactor is difficult to model due to the importance of the leaking neutrons. In the paper, the simulation model is presented (geometry, cross section library, assumption, etc.), and the results obtained by DRAGON4/DONJON4 codes were compared to the calculations performed with Monte Carlo code MCNP using detailed geometrical model of the reactor and the experimental data. Criticality calculations have been performed to verify and validate the model. Since created model properly describes the reactor core, it can be used for calculations of reactor core parameters and for optimization of research reactor application.

Keywords: transport equation, Dragon4, Donjon4, neutron flux, effective multiplication factor

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4846 Development of a Robust Protein Classifier to Predict EMT Status of Cervical Squamous Cell Carcinoma and Endocervical Adenocarcinoma (CESC) Tumors

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

Abstract:

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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4845 Optimized Real Ground Motion Scaling for Vulnerability Assessment of Building Considering the Spectral Uncertainty and Shape

Authors: Chen Bo, Wen Zengping

Abstract:

Based on the results of previous studies, we focus on the research of real ground motion selection and scaling method for structural performance-based seismic evaluation using nonlinear dynamic analysis. The input of earthquake ground motion should be determined appropriately to make them compatible with the site-specific hazard level considered. Thus, an optimized selection and scaling method are established including the use of not only Monte Carlo simulation method to create the stochastic simulation spectrum considering the multivariate lognormal distribution of target spectrum, but also a spectral shape parameter. Its applications in structural fragility analysis are demonstrated through case studies. Compared to the previous scheme with no consideration of the uncertainty of target spectrum, the method shown here can make sure that the selected records are in good agreement with the median value, standard deviation and spectral correction of the target spectrum, and greatly reveal the uncertainty feature of site-specific hazard level. Meanwhile, it can help improve computational efficiency and matching accuracy. Given the important infection of target spectrum’s uncertainty on structural seismic fragility analysis, this work can provide the reasonable and reliable basis for structural seismic evaluation under scenario earthquake environment.

Keywords: ground motion selection, scaling method, seismic fragility analysis, spectral shape

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4844 Statistical Description of Counterpoise Effective Length Based on Regressive Formulas

Authors: Petar Sarajcev, Josip Vasilj, Damir Jakus

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This paper presents a novel statistical description of the counterpoise effective length due to lightning surges, where the (impulse) effective length had been obtained by means of regressive formulas applied to the transient simulation results. The effective length is described in terms of a statistical distribution function, from which median, mean, variance, and other parameters of interest could be readily obtained. The influence of lightning current amplitude, lightning front duration, and soil resistivity on the effective length has been accounted for, assuming statistical nature of these parameters. A method for determining the optimal counterpoise length, in terms of the statistical impulse effective length, is also presented. It is based on estimating the number of dangerous events associated with lightning strikes. Proposed statistical description and the associated method provide valuable information which could aid the design engineer in optimising physical lengths of counterpoises in different grounding arrangements and soil resistivity situations.

Keywords: counterpoise, grounding conductor, effective length, lightning, Monte Carlo method, statistical distribution

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4843 Environmental Radioactivity Analysis by a Sequential Approach

Authors: G. Medkour Ishak-Boushaki, A. Taibi, M. Allab

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Quantitative environmental radioactivity measurements are needed to determine the level of exposure of a population to ionizing radiations and for the assessment of the associated risks. Gamma spectrometry remains a very powerful tool for the analysis of radionuclides present in an environmental sample but the basic problem in such measurements is the low rate of detected events. Using large environmental samples could help to get around this difficulty but, unfortunately, new issues are raised by gamma rays attenuation and self-absorption. Recently, a new method has been suggested, to detect and identify without quantification, in a short time, a gamma ray of a low count source. This method does not require, as usually adopted in gamma spectrometry measurements, a pulse height spectrum acquisition. It is based on a chronological record of each detected photon by simultaneous measurements of its energy ε and its arrival time τ on the detector, the pair parameters [ε,τ] defining an event mode sequence (EMS). The EMS serials are analyzed sequentially by a Bayesian approach to detect the presence of a given radioactive source. The main object of the present work is to test the applicability of this sequential approach in radioactive environmental materials detection. Moreover, for an appropriate health oversight of the public and of the concerned workers, the analysis has been extended to get a reliable quantification of the radionuclides present in environmental samples. For illustration, we consider as an example, the problem of detection and quantification of 238U. Monte Carlo simulated experience is carried out consisting in the detection, by a Ge(Hp) semiconductor junction, of gamma rays of 63 keV emitted by 234Th (progeny of 238U). The generated EMS serials are analyzed by a Bayesian inference. The application of the sequential Bayesian approach, in environmental radioactivity analysis, offers the possibility of reducing the measurements time without requiring large environmental samples and consequently avoids the attached inconvenient. The work is still in progress.

Keywords: Bayesian approach, event mode sequence, gamma spectrometry, Monte Carlo method

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4842 Simulation of the Collimator Plug Design for Prompt-Gamma Activation Analysis in the IEA-R1 Nuclear Reactor

Authors: Carlos G. Santos, Frederico A. Genezini, A. P. Dos Santos, H. Yorivaz, P. T. D. Siqueira

Abstract:

The Prompt-Gamma Activation Analysis (PGAA) is a valuable technique for investigating the elemental composition of various samples. However, the installation of a PGAA system entails specific conditions such as filtering the neutron beam according to the target and providing adequate shielding for both users and detectors. These requirements incur substantial costs, exceeding $100,000, including manpower. Nevertheless, a cost-effective approach involves leveraging an existing neutron beam facility to create a hybrid system integrating PGAA and Neutron Tomography (NT). The IEA-R1 nuclear reactor at IPEN/USP possesses an NT facility with suitable conditions for adapting and implementing a PGAA device. The NT facility offers a thermal flux slightly colder and provides shielding for user protection. The key additional requirement involves designing detector shielding to mitigate high gamma ray background and safeguard the HPGe detector from neutron-induced damage. This study employs Monte Carlo simulations with the MCNP6 code to optimize the collimator plug for PGAA within the IEA-R1 NT facility. Three collimator models are proposed and simulated to assess their effectiveness in shielding gamma and neutron radiation from nucleon fission. The aim is to achieve a focused prompt-gamma signal while shielding ambient gamma radiation. The simulation results indicate that one of the proposed designs is particularly suitable for the PGAA-NT hybrid system.

Keywords: MCNP6.1, neutron, prompt-gamma ray, prompt-gamma activation analysis

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4841 Optimization of Platinum Utilization by Using Stochastic Modeling of Carbon-Supported Platinum Catalyst Layer of Proton Exchange Membrane Fuel Cells

Authors: Ali Akbar, Seungho Shin, Sukkee Um

Abstract:

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

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

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4840 Multi-Point Dieless Forming Product Defect Reduction Using Reliability-Based Robust Process Optimization

Authors: Misganaw Abebe Baye, Ji-Woo Park, Beom-Soo Kang

Abstract:

The product quality of multi-point dieless forming (MDF) is identified to be dependent on the process parameters. Moreover, a certain variation of friction and material properties may have a substantially worse influence on the final product quality. This study proposed on how to compensate the MDF product defects by minimizing the sensitivity of noise parameter variations. This can be attained by reliability-based robust optimization (RRO) technique to obtain the optimal process setting of the controllable parameters. Initially two MDF Finite Element (FE) simulations of AA3003-H14 saddle shape showed a substantial amount of dimpling, wrinkling, and shape error. FE analyses are consequently applied on ABAQUS commercial software to obtain the correlation between the control process setting and noise variation with regard to the product defects. The best prediction models are chosen from the family of metamodels to swap the computational expensive FE simulation. Genetic algorithm (GA) is applied to determine the optimal process settings of the control parameters. Monte Carlo Analysis (MCA) is executed to determine how the noise parameter variation affects the final product quality. Finally, the RRO FE simulation and the experimental result show that the amendment of the control parameters in the final forming process leads to a considerably better-quality product.

Keywords: dimpling, multi-point dieless forming, reliability-based robust optimization, shape error, variation, wrinkling

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4839 Structural Reliability of Existing Structures: A Case Study

Authors: Z. Sakka, I. Assakkaf, T. Al-Yaqoub, J. Parol

Abstract:

A reliability-based methodology for the analysis assessment and evaluation of reinforced concrete structural elements of concrete structures is presented herein. The results of the reliability analysis and assessment for structural elements are verified by the results obtained from the deterministic methods. The analysis outcomes of reliability-based analysis are compared against the safety limits of the required reliability index β according to international standards and codes. The methodology is based on probabilistic analysis using reliability concepts and statistics of the main random variables that are relevant to the subject matter, and for which they are to be used in the performance-function equation(s) related to the structural elements under study. These methodology techniques can result in reliability index β, which is commonly known as the reliability index or reliability measure value that can be utilized to assess and evaluate the safety, human risk, and functionality of the structural component. Also, these methods can result in revised partial safety factor values for certain target reliability indices that can be used for the purpose of redesigning the reinforced concrete elements of the building and in which they could assist in considering some other remedial actions to improve the safety and functionality of the member.

Keywords: structural reliability, concrete structures, FORM, Monte Carlo simulation

Procedia PDF Downloads 479
4838 Quantum Statistical Machine Learning and Quantum Time Series

Authors: Omar Alzeley, Sergey Utev

Abstract:

Minimizing a constrained multivariate function is the fundamental of Machine learning, and these algorithms are at the core of data mining and data visualization techniques. The decision function that maps input points to output points is based on the result of optimization. This optimization is the central of learning theory. One approach to complex systems where the dynamics of the system is inferred by a statistical analysis of the fluctuations in time of some associated observable is time series analysis. The purpose of this paper is a mathematical transition from the autoregressive model of classical time series to the matrix formalization of quantum theory. Firstly, we have proposed a quantum time series model (QTS). Although Hamiltonian technique becomes an established tool to detect a deterministic chaos, other approaches emerge. The quantum probabilistic technique is used to motivate the construction of our QTS model. The QTS model resembles the quantum dynamic model which was applied to financial data. Secondly, various statistical methods, including machine learning algorithms such as the Kalman filter algorithm, are applied to estimate and analyses the unknown parameters of the model. Finally, simulation techniques such as Markov chain Monte Carlo have been used to support our investigations. The proposed model has been examined by using real and simulated data. We establish the relation between quantum statistical machine and quantum time series via random matrix theory. It is interesting to note that the primary focus of the application of QTS in the field of quantum chaos was to find a model that explain chaotic behaviour. Maybe this model will reveal another insight into quantum chaos.

Keywords: machine learning, simulation techniques, quantum probability, tensor product, time series

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4837 Modelling Operational Risk Using Extreme Value Theory and Skew t-Copulas via Bayesian Inference

Authors: Betty Johanna Garzon Rozo, Jonathan Crook, Fernando Moreira

Abstract:

Operational risk losses are heavy tailed and are likely to be asymmetric and extremely dependent among business lines/event types. We propose a new methodology to assess, in a multivariate way, the asymmetry and extreme dependence between severity distributions, and to calculate the capital for Operational Risk. This methodology simultaneously uses (i) several parametric distributions and an alternative mix distribution (the Lognormal for the body of losses and the Generalized Pareto Distribution for the tail) via extreme value theory using SAS®, (ii) the multivariate skew t-copula applied for the first time for operational losses and (iii) Bayesian theory to estimate new n-dimensional skew t-copula models via Markov chain Monte Carlo (MCMC) simulation. This paper analyses a newly operational loss data set, SAS Global Operational Risk Data [SAS OpRisk], to model operational risk at international financial institutions. All the severity models are constructed in SAS® 9.2. We implement the procedure PROC SEVERITY and PROC NLMIXED. This paper focuses in describing this implementation.

Keywords: operational risk, loss distribution approach, extreme value theory, copulas

Procedia PDF Downloads 556
4836 Effects of Soil Neutron Irradiation in Soil Carbon Neutron Gamma Analysis

Authors: Aleksandr Kavetskiy, Galina Yakubova, Nikolay Sargsyan, Stephen A. Prior, H. Allen Torbert

Abstract:

The carbon sequestration question of modern times requires the development of an in-situ method of measuring soil carbon over large landmasses. Traditional chemical analytical methods used to evaluate large land areas require extensive soil sampling prior to processing for laboratory analysis; collectively, this is labor-intensive and time-consuming. An alternative method is to apply nuclear physics analysis, primarily in the form of pulsed fast-thermal neutron-gamma soil carbon analysis. This method is based on measuring the gamma-ray response that appears upon neutron irradiation of soil. Specific gamma lines with energies of 4.438 MeV appearing from neutron irradiation can be attributed to soil carbon nuclei. Based on measuring gamma line intensity, assessments of soil carbon concentration can be made. This method can be done directly in the field using a specially developed pulsed fast-thermal neutron-gamma system (PFTNA system). This system conducts in-situ analysis in a scanning mode coupled with GPS, which provides soil carbon concentration and distribution over large fields. The system has radiation shielding to minimize the dose rate (within radiation safety guidelines) for safe operator usage. Questions concerning the effect of neutron irradiation on soil health will be addressed. Information regarding absorbed neutron and gamma dose received by soil and its distribution with depth will be discussed in this study. This information was generated based on Monte-Carlo simulations (MCNP6.2 code) of neutron and gamma propagation in soil. Received data were used for the analysis of possible induced irradiation effects. The physical, chemical and biological effects of neutron soil irradiation were considered. From a physical aspect, we considered neutron (produced by the PFTNA system) induction of new isotopes and estimated the possibility of increasing the post-irradiation gamma background by comparisons to the natural background. An insignificant increase in gamma background appeared immediately after irradiation but returned to original values after several minutes due to the decay of short-lived new isotopes. From a chemical aspect, possible radiolysis of water (presented in soil) was considered. Based on stimulations of radiolysis of water, we concluded that the gamma dose rate used cannot produce gamma rays of notable rates. Possible effects of neutron irradiation (by the PFTNA system) on soil biota were also assessed experimentally. No notable changes were noted at the taxonomic level, nor was functional soil diversity affected. Our assessment suggested that the use of a PFTNA system with a neutron flux of 1e7 n/s for soil carbon analysis does not notably affect soil properties or soil health.

Keywords: carbon sequestration, neutron gamma analysis, radiation effect on soil, Monte-Carlo simulation

Procedia PDF Downloads 86
4835 Capability Prediction of Machining Processes Based on Uncertainty Analysis

Authors: Hamed Afrasiab, Saeed Khodaygan

Abstract:

Prediction of machining process capability in the design stage plays a key role to reach the precision design and manufacturing of mechanical products. Inaccuracies in machining process lead to errors in position and orientation of machined features on the part, and strongly affect the process capability in the final quality of the product. In this paper, an efficient systematic approach is given to investigate the machining errors to predict the manufacturing errors of the parts and capability prediction of corresponding machining processes. A mathematical formulation of fixture locators modeling is presented to establish the relationship between the part errors and the related sources. Based on this method, the final machining errors of the part can be accurately estimated by relating them to the combined dimensional and geometric tolerances of the workpiece – fixture system. This method is developed for uncertainty analysis based on the Worst Case and statistical approaches. The application of the presented method is illustrated through presenting an example and the computational results are compared with the Monte Carlo simulation results.

Keywords: process capability, machining error, dimensional and geometrical tolerances, uncertainty analysis

Procedia PDF Downloads 267
4834 Bayes Estimation of Parameters of Binomial Type Rayleigh Class Software Reliability Growth Model using Non-informative Priors

Authors: Rajesh Singh, Kailash Kale

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

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

Procedia PDF Downloads 357
4833 Non-Invasive Imaging of Tissue Using Near Infrared Radiations

Authors: Ashwani Kumar Aggarwal

Abstract:

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

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

Procedia PDF Downloads 281
4832 Consideration of Uncertainty in Engineering

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

Procedia PDF Downloads 376