Search results for: Monte Carlo method
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 18514

Search results for: Monte Carlo method

18364 Optimal Load Control Strategy in the Presence of Stochastically Dependent Renewable Energy Sources

Authors: Mahmoud M. Othman, Almoataz Y. Abdelaziz, Yasser G. Hegazy

Abstract:

This paper presents a load control strategy based on modification of the Big Bang Big Crunch optimization method. The proposed strategy aims to determine the optimal load to be controlled and the corresponding time of control in order to minimize the energy purchased from substation. The presented strategy helps the distribution network operator to rely on the renewable energy sources in supplying the system demand. The renewable energy sources used in the presented study are modeled using the diagonal band Copula method and sequential Monte Carlo method in order to accurately consider the multivariate stochastic dependence between wind power, photovoltaic power and the system demand. The proposed algorithms are implemented in MATLAB environment and tested on the IEEE 37-node feeder. Several case studies are done and the subsequent discussions show the effectiveness of the proposed algorithm.

Keywords: big bang big crunch, distributed generation, load control, optimization, planning

Procedia PDF Downloads 308
18363 Parameter Estimation for the Mixture of Generalized Gamma Model

Authors: Wikanda Phaphan

Abstract:

Mixture generalized gamma distribution is a combination of two distributions: generalized gamma distribution and length biased generalized gamma distribution. These two distributions were presented by Suksaengrakcharoen and Bodhisuwan in 2014. The findings showed that probability density function (pdf) had fairly complexities, so it made problems in estimating parameters. The problem occurred in parameter estimation was that we were unable to calculate estimators in the form of critical expression. Thus, we will use numerical estimation to find the estimators. In this study, we presented a new method of the parameter estimation by using the expectation – maximization algorithm (EM), the conjugate gradient method, and the quasi-Newton method. The data was generated by acceptance-rejection method which is used for estimating α, β, λ and p. λ is the scale parameter, p is the weight parameter, α and β are the shape parameters. We will use Monte Carlo technique to find the estimator's performance. Determining the size of sample equals 10, 30, 100; the simulations were repeated 20 times in each case. We evaluated the effectiveness of the estimators which was introduced by considering values of the mean squared errors and the bias. The findings revealed that the EM-algorithm had proximity to the actual values determined. Also, the maximum likelihood estimators via the conjugate gradient and the quasi-Newton method are less precision than the maximum likelihood estimators via the EM-algorithm.

Keywords: conjugate gradient method, quasi-Newton method, EM-algorithm, generalized gamma distribution, length biased generalized gamma distribution, maximum likelihood method

Procedia PDF Downloads 185
18362 Statistical Description of Counterpoise Effective Length Based on Regressive Formulas

Authors: Petar Sarajcev, Josip Vasilj, Damir Jakus

Abstract:

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

Procedia PDF Downloads 380
18361 Polynomial Chaos Expansion Combined with Exponential Spline for Singularly Perturbed Boundary Value Problems with Random Parameter

Authors: W. K. Zahra, M. A. El-Beltagy, R. R. Elkhadrawy

Abstract:

So many practical problems in science and technology developed over the past decays. For instance, the mathematical boundary layer theory or the approximation of solution for different problems described by differential equations. When such problems consider large or small parameters, they become increasingly complex and therefore require the use of asymptotic methods. In this work, we consider the singularly perturbed boundary value problems which contain very small parameters. Moreover, we will consider these perturbation parameters as random variables. We propose a numerical method to solve this kind of problems. The proposed method is based on an exponential spline, Shishkin mesh discretization, and polynomial chaos expansion. The polynomial chaos expansion is used to handle the randomness exist in the perturbation parameter. Furthermore, the Monte Carlo Simulations (MCS) are used to validate the solution and the accuracy of the proposed method. Numerical results are provided to show the applicability and efficiency of the proposed method, which maintains a very remarkable high accuracy and it is ε-uniform convergence of almost second order.

Keywords: singular perturbation problem, polynomial chaos expansion, Shishkin mesh, two small parameters, exponential spline

Procedia PDF Downloads 121
18360 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

Procedia PDF Downloads 72
18359 Forecasting Models for Steel Demand Uncertainty Using Bayesian Methods

Authors: Watcharin Sangma, Onsiri Chanmuang, Pitsanu Tongkhow

Abstract:

A forecasting model for steel demand uncertainty in Thailand is proposed. It consists of trend, autocorrelation, and outliers in a hierarchical Bayesian frame work. The proposed model uses a cumulative Weibull distribution function, latent first-order autocorrelation, and binary selection, to account for trend, time-varying autocorrelation, and outliers, respectively. The Gibbs sampling Markov Chain Monte Carlo (MCMC) is used for parameter estimation. The proposed model is applied to steel demand index data in Thailand. The root mean square error (RMSE), mean absolute percentage error (MAPE), and mean absolute error (MAE) criteria are used for model comparison. The study reveals that the proposed model is more appropriate than the exponential smoothing method.

Keywords: forecasting model, steel demand uncertainty, hierarchical Bayesian framework, exponential smoothing method

Procedia PDF Downloads 312
18358 Considerations for Effectively Using Probability of Failure as a Means of Slope Design Appraisal for Homogeneous and Heterogeneous Rock Masses

Authors: Neil Bar, Andrew Heweston

Abstract:

Probability of failure (PF) often appears alongside factor of safety (FS) in design acceptance criteria for rock slope, underground excavation and open pit mine designs. However, the design acceptance criteria generally provide no guidance relating to how PF should be calculated for homogeneous and heterogeneous rock masses, or what qualifies a ‘reasonable’ PF assessment for a given slope design. Observational and kinematic methods were widely used in the 1990s until advances in computing permitted the routine use of numerical modelling. In the 2000s and early 2010s, PF in numerical models was generally calculated using the point estimate method. More recently, some limit equilibrium analysis software offer statistical parameter inputs along with Monte-Carlo or Latin-Hypercube sampling methods to automatically calculate PF. Factors including rock type and density, weathering and alteration, intact rock strength, rock mass quality and shear strength, the location and orientation of geologic structure, shear strength of geologic structure and groundwater pore pressure influence the stability of rock slopes. Significant engineering and geological judgment, interpretation and data interpolation is usually applied in determining these factors and amalgamating them into a geotechnical model which can then be analysed. Most factors are estimated ‘approximately’ or with allowances for some variability rather than ‘exactly’. When it comes to numerical modelling, some of these factors are then treated deterministically (i.e. as exact values), while others have probabilistic inputs based on the user’s discretion and understanding of the problem being analysed. This paper discusses the importance of understanding the key aspects of slope design for homogeneous and heterogeneous rock masses and how they can be translated into reasonable PF assessments where the data permits. A case study from a large open pit gold mine in a complex geological setting in Western Australia is presented to illustrate how PF can be calculated using different methods and obtain markedly different results. Ultimately sound engineering judgement and logic is often required to decipher the true meaning and significance (if any) of some PF results.

Keywords: probability of failure, point estimate method, Monte-Carlo simulations, sensitivity analysis, slope stability

Procedia PDF Downloads 178
18357 Spatial Time Series Models for Rice and Cassava Yields Based on Bayesian Linear Mixed Models

Authors: Panudet Saengseedam, Nanthachai Kantanantha

Abstract:

This paper proposes a linear mixed model (LMM) with spatial effects to forecast rice and cassava yields in Thailand at the same time. A multivariate conditional autoregressive (MCAR) model is assumed to present the spatial effects. A Bayesian method is used for parameter estimation via Gibbs sampling Markov Chain Monte Carlo (MCMC). The model is applied to the rice and cassava yields monthly data which have been extracted from the Office of Agricultural Economics, Ministry of Agriculture and Cooperatives of Thailand. The results show that the proposed model has better performance in most provinces in both fitting part and validation part compared to the simple exponential smoothing and conditional auto regressive models (CAR) from our previous study.

Keywords: Bayesian method, linear mixed model, multivariate conditional autoregressive model, spatial time series

Procedia PDF Downloads 365
18356 The Impact of Dispatching with Rolling Horizon Control in Sizing Thermal Storage for Solar Tower Plant Participating in Wholesale Spot Electricity Market

Authors: Navid Mohammadzadeh, Huy Truong-Ba, Michael Cholette

Abstract:

The solar tower (ST) plant is a promising technology to exploit large-scale solar irradiation. With thermal energy storage, ST plant has the potential to shift generation to high electricity price periods. However, the size of storage limits the dispatchability of the plant, particularly when it should compete with uncertainty in forecasts of solar irradiation and electricity prices. The purpose of this study is to explore the size of storage when Rolling Horizon Control (RHC) is employed for dispatch scheduling. To this end, RHC is benchmarked against perfect knowledge (PK) forecast and two day-ahead dispatching policies. With optimisation of dispatch planning using PK policy, the optimal achievable profit for a specific size of the storage is determined. A sensitivity analysis using Monte-Carlo simulation is conducted, and the size of storage for RHC and day-ahead policies is determined with the objective of reaching the profit obtained from the PK policy. A case study is conducted for a hypothetical ST plant with thermal storage located in South Australia and intends to dispatch under two market scenarios: 1) fixed price and 2) wholesale spot price. The impact of each individual source of uncertainty on storage size is examined for January and August. The exploration of results shows that dispatching with RH controller reaches optimal achievable profit with ~15% smaller storage compared to that in day-ahead policies. The results of this study may be applied to the CSP plant design procedure.

Keywords: solar tower plant, spot market, thermal storage system, optimized dispatch planning, sensitivity analysis, Monte Carlo simulation

Procedia PDF Downloads 82
18355 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 82
18354 Terraria AI: YOLO Interface for Decision-Making Algorithms

Authors: Emmanuel Barrantes Chaves, Ernesto Rivera Alvarado

Abstract:

This paper presents a method to enable agents for the Terraria game to evaluate algorithms commonly used in general video game artificial intelligence competitions. The usage of the ‘You Only Look Once’ model in the first layer of the process obtains information from the screen, translating this information into a video game description language known as “Video Game Description Language”; the agents take that as input to make decisions. For this, the state-of-the-art algorithms were tested and compared; Monte Carlo Tree Search and Rolling Horizon Evolutionary; in this case, Rolling Horizon Evolutionary shows a better performance. This approach’s main advantage is that a VGDL beforehand is unnecessary. It will be built on the fly and opens the road for using more games as a framework for AI.

Keywords: AI, MCTS, RHEA, Terraria, VGDL, YOLOv5

Procedia PDF Downloads 46
18353 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 259
18352 Optimal Design of Tuned Inerter Damper-Based System for the Control of Wind-Induced Vibration in Tall Buildings through Cultural Algorithm

Authors: Luis Lara-Valencia, Mateo Ramirez-Acevedo, Daniel Caicedo, Jose Brito, Yosef Farbiarz

Abstract:

Controlling wind-induced vibrations as well as aerodynamic forces, is an essential part of the structural design of tall buildings in order to guarantee the serviceability limit state of the structure. This paper presents a numerical investigation on the optimal design parameters of a Tuned Inerter Damper (TID) based system for the control of wind-induced vibration in tall buildings. The control system is based on the conventional TID, with the main difference that its location is changed from the ground level to the last two story-levels of the structural system. The TID tuning procedure is based on an evolutionary cultural algorithm in which the optimum design variables defined as the frequency and damping ratios were searched according to the optimization criteria of minimizing the root mean square (RMS) response of displacements at the nth story of the structure. A Monte Carlo simulation was used to represent the dynamic action of the wind in the time domain in which a time-series derived from the Davenport spectrum using eleven harmonic functions with randomly chosen phase angles was reproduced. The above-mentioned methodology was applied on a case-study derived from a 37-story prestressed concrete building with 144 m height, in which the wind action overcomes the seismic action. The results showed that the optimally tuned TID is effective to reduce the RMS response of displacements up to 25%, which demonstrates the feasibility of the system for the control of wind-induced vibrations in tall buildings.

Keywords: evolutionary cultural algorithm, Monte Carlo simulation, tuned inerter damper, wind-induced vibrations

Procedia PDF Downloads 101
18351 Comparison of Wind Fragility for Window System in the Simplified 10 and 15-Story Building Considering Exposure Category

Authors: Viriyavudh Sim, WooYoung Jung

Abstract:

Window system in high rise building is occasionally subjected to an excessive wind intensity, particularly during typhoon. The failure of window system did not affect overall safety of structural performance; however, it could endanger the safety of the residents. In this paper, comparison of fragility curves for window system of two residential buildings was studied. The probability of failure for individual window was determined with Monte Carlo Simulation method. Then, lognormal cumulative distribution function was used to represent the fragility. The results showed that windows located on the edge of leeward wall were more susceptible to wind load and the probability of failure for each window panel increased at higher floors.

Keywords: wind fragility, window system, high rise building, wind disaster

Procedia PDF Downloads 278
18350 Reliability Analysis of Partial Safety Factor Design Method for Slopes in Granular Soils

Authors: K. E. Daryani, H. Mohamad

Abstract:

Uncertainties in the geo-structure analysis and design have a significant impact on the safety of slopes. Traditionally, uncertainties in the geotechnical design are addressed by incorporating a conservative factor of safety in the analytical model. In this paper, a risk-based approach is adopted to assess the influence of the geotechnical variable uncertainties on the stability of infinite slopes in cohesionless soils using the “partial factor of safety on shear strength” approach as stated in Eurocode 7. Analyses conducted using Monte Carlo simulation show that the same partial factor can have very different levels of risk depending on the degree of uncertainty of the mean values of the soil friction angle and void ratio.

Keywords: Safety, Probability of Failure, Reliability, Infinite Slopes, Sand.

Procedia PDF Downloads 537
18349 Generalized Mean-Field Theory of Phase Unwrapping via Multiple Interferograms

Authors: Yohei Saika

Abstract:

On the basis of Bayesian inference using the maximizer of the posterior marginal estimate, we carry out phase unwrapping using multiple interferograms via generalized mean-field theory. Numerical calculations for a typical wave-front in remote sensing using the synthetic aperture radar interferometry, phase diagram in hyper-parameter space clarifies that the present method succeeds in phase unwrapping perfectly under the constraint of surface- consistency condition, if the interferograms are not corrupted by any noises. Also, we find that prior is useful for extending a phase in which phase unwrapping under the constraint of the surface-consistency condition. These results are quantitatively confirmed by the Monte Carlo simulation.

Keywords: Bayesian inference, generalized mean-field theory, phase unwrapping, multiple interferograms, statistical mechanics

Procedia PDF Downloads 443
18348 Automatic Censoring in K-Distribution for Multiple Targets Situations

Authors: Naime Boudemagh, Zoheir Hammoudi

Abstract:

The parameters estimation of the K-distribution is an essential part in radar detection. In fact, presence of interfering targets in reference cells causes a decrease in detection performances. In such situation, the estimate of the shape and the scale parameters are far from the actual values. In the order to avoid interfering targets, we propose an Automatic Censoring (AC) algorithm of radar interfering targets in K-distribution. The censoring technique used in this work offers a good discrimination between homogeneous and non-homogeneous environments. The homogeneous population is then used to estimate the unknown parameters by the classical Method of Moment (MOM). The AC algorithm does not need any prior information about the clutter parameters nor does it require both the number and the position of interfering targets. The accuracy of the estimation parameters obtained by this algorithm are validated and compared to various actual values of the shape parameter, using Monte Carlo simulations, this latter show that the probability of censing in multiple target situations are in good agreement.

Keywords: parameters estimation, method of moments, automatic censoring, K distribution

Procedia PDF Downloads 338
18347 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 269
18346 Wind Fragility of Window Glass in 10-Story Apartment with Two Different Window Models

Authors: Viriyavudh Sim, WooYoung Jung

Abstract:

Damage due to high wind is not limited to load resistance components such as beam and column. The majority of damage is due to breach in the building envelope such as broken roof, window, and door. In this paper, wind fragility of window glass in residential apartment was determined to compare the difference between two window configuration models. Monte Carlo Simulation method had been used to derive damage data and analytical fragilities were constructed. Fragility of window system showed that window located in leeward wall had higher probability of failure, especially those close to the edge of structure. Between the two window models, Model 2 had higher probability of failure, this was due to the number of panel in this configuration.

Keywords: wind fragility, glass window, high rise building, wind disaster

Procedia PDF Downloads 224
18345 Refined Procedures for Second Order Asymptotic Theory

Authors: Gubhinder Kundhi, Paul Rilstone

Abstract:

Refined procedures for higher-order asymptotic theory for non-linear models are developed. These include a new method for deriving stochastic expansions of arbitrary order, new methods for evaluating the moments of polynomials of sample averages, a new method for deriving the approximate moments of the stochastic expansions; an application of these techniques to gather improved inferences with the weak instruments problem is considered. It is well established that Instrumental Variable (IV) estimators in the presence of weak instruments can be poorly behaved, in particular, be quite biased in finite samples. In our application, finite sample approximations to the distributions of these estimators are obtained using Edgeworth and Saddlepoint expansions. Departures from normality of the distributions of these estimators are analyzed using higher order analytical corrections in these expansions. In a Monte-Carlo experiment, the performance of these expansions is compared to the first order approximation and other methods commonly used in finite samples such as the bootstrap.

Keywords: edgeworth expansions, higher order asymptotics, saddlepoint expansions, weak instruments

Procedia PDF Downloads 242
18344 Role of Spatial Variability in the Service Life Prediction of Reinforced Concrete Bridges Affected by Corrosion

Authors: Omran M. Kenshel, Alan J. O'Connor

Abstract:

Estimating the service life of Reinforced Concrete (RC) bridge structures located in corrosive marine environments of a great importance to their owners/engineers. Traditionally, bridge owners/engineers relied more on subjective engineering judgment, e.g. visual inspection, in their estimation approach. However, because financial resources are often limited, rational calculation methods of estimation are needed to aid in making reliable and more accurate predictions for the service life of RC structures. This is in order to direct funds to bridges found to be the most critical. Criticality of the structure can be considered either form the Structural Capacity (i.e. Ultimate Limit State) or from Serviceability viewpoint whichever is adopted. This paper considers the service life of the structure only from the Structural Capacity viewpoint. Considering the great variability associated with the parameters involved in the estimation process, the probabilistic approach is most suited. The probabilistic modelling adopted here used Monte Carlo simulation technique to estimate the Reliability (i.e. Probability of Failure) of the structure under consideration. In this paper the authors used their own experimental data for the Correlation Length (CL) for the most important deterioration parameters. The CL is a parameter of the Correlation Function (CF) by which the spatial fluctuation of a certain deterioration parameter is described. The CL data used here were produced by analyzing 45 chloride profiles obtained from a 30 years old RC bridge located in a marine environment. The service life of the structure were predicted in terms of the load carrying capacity of an RC bridge beam girder. The analysis showed that the influence of SV is only evident if the reliability of the structure is governed by the Flexure failure rather than by the Shear failure.

Keywords: Chloride-induced corrosion, Monte-Carlo simulation, reinforced concrete, spatial variability

Procedia PDF Downloads 433
18343 Application Reliability Method for the Analysis of the Stability Limit States of Large Concrete Dams

Authors: Mustapha Kamel Mihoubi, Essadik Kerkar, Abdelhamid Hebbouche

Abstract:

According to the randomness of most of the factors affecting the stability of a gravity dam, probability theory is generally used to TESTING the risk of failure and there is a confusing logical transition from the state of stability failed state, so the stability failure process is considered as a probable event. The control of risk of product failures is of capital importance for the control from a cross analysis of the gravity of the consequences and effects of the probability of occurrence of identified major accidents and can incur a significant risk to the concrete dam structures. Probabilistic risk analysis models are used to provide a better understanding the reliability and structural failure of the works, including when calculating stability of large structures to a major risk in the event of an accident or breakdown. This work is interested in the study of the probability of failure of concrete dams through the application of the reliability analysis methods including the methods used in engineering. It is in our case of the use of level II methods via the study limit state. Hence, the probability of product failures is estimated by analytical methods of the type FORM (First Order Reliability Method), SORM (Second Order Reliability Method). By way of comparison, a second level III method was used which generates a full analysis of the problem and involving an integration of the probability density function of, random variables are extended to the field of security by using of the method of Mont-Carlo simulations. Taking into account the change in stress following load combinations: normal, exceptional and extreme the acting on the dam, calculation results obtained have provided acceptable failure probability values which largely corroborate the theory, in fact, the probability of failure tends to increase with increasing load intensities thus causing a significant decrease in strength, especially in the presence of combinations of unique and extreme loads. Shear forces then induce a shift threatens the reliability of the structure by intolerable values of the probability of product failures. Especially, in case THE increase of uplift in a hypothetical default of the drainage system.

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

Procedia PDF Downloads 285
18342 Analytical Approximations of the Differential Elastic Scattering Cross-Sections for Slow Electrons and Positrons Transport in Solids: A Comparative Study

Authors: A. Bentabet, A. Aydin, N. Fenineche

Abstract:

In this work, we try to determine the best analytical approximation of differential cross sections, used generally in Monte Carlo simulation, to study the electron/positron slowing down in solid targets in the energy range up to 10 keV. Actually, our comparative study was carried out on the angular distribution of the scattering angle, the elastic total and the first transport cross sections which are the essential quantities used generally in the electron/positron transport study by using both stochastic and deterministic methods. Indeed, the obtained results using the relativistic partial wave expansion method and the backscattering coefficient experimental data are used as criteria to evaluate the used model.

Keywords: differential cross-section, backscattering coefficient, Rutherford cross-section, Vicanek and Urbassek theory

Procedia PDF Downloads 527
18341 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

Procedia PDF Downloads 397
18340 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

Procedia PDF Downloads 255
18339 Measurement and Analysis of Radiation Doses to Radiosensitive Organs from CT Examination of the Cervical Spine Using Radiochromic Films and Monte Carlo Simulation Based Software

Authors: Khaled Soliman, Abdullah Alrushoud, Abdulrahman Alkhalifah, Raed Albathi, Salman Altymiat

Abstract:

Radiation dose received by patients undergoing Computed Tomography (CT) examination of the cervical spine was evaluated using Gafchromic XR-QA2 films and CT-EXPO software (ver. 2.3), in order to document our clinical dose values and to compare our results with other benchmarks reported in the current literature. Radiochromic films were recently used as practical dosimetry tool that provides dose profile information not available using the standard ionisation chamber routinely used in CT dosimetry. We have developed an in-house program to use the films in order to calculate the Entrance Dose Length Product (EDLP) in (mGy.cm) and to relate the EDLP to various organ doses calculated using the CT-EXPO software. We also calculated conversion factor in (mSv/mGy.cm) relating the EDLP to the effective dose (ED) from the examination using CT-EXPO software. Variability among different types of CT scanners and dose modulation methods are reported from at least three major CT brands available at our medical institution. Our work describes the dosimetry method and results are reported. The method can be used as in-vivo dosimetry method. But this work only reports results obtained from adult female anthropomorphic Phantom studies.

Keywords: CT dosimetry, gafchromic films, XR-QA2, CT-Expo software

Procedia PDF Downloads 432
18338 Comparison of Water Equivalent Ratio of Several Dosimetric Materials in Proton Therapy Using Monte Carlo Simulations and Experimental Data

Authors: M. R. Akbari , H. Yousefnia, E. Mirrezaei

Abstract:

Range uncertainties of protons are currently a topic of interest in proton therapy. Two of the parameters that are often used to specify proton range are water equivalent thickness (WET) and water equivalent ratio (WER). Since WER values for a specific material is nearly constant at different proton energies, it is a more useful parameter to compare. In this study, WER values were calculated for different proton energies in polymethyl methacrylate (PMMA), polystyrene (PS) and aluminum (Al) using FLUKA and TRIM codes. The results were compared with analytical, experimental and simulated SEICS code data obtained from the literature. In FLUKA simulation, a cylindrical phantom, 1000 mm in height and 300 mm in diameter, filled with the studied materials was simulated. A typical mono-energetic proton pencil beam in a wide range of incident energies usually applied in proton therapy (50 MeV to 225 MeV) impinges normally on the phantom. In order to obtain the WER values for the considered materials, cylindrical detectors, 1 mm in height and 20 mm in diameter, were also simulated along the beam trajectory in the phantom. In TRIM calculations, type of projectile, energy and angle of incidence, type of target material and thickness should be defined. The mode of 'detailed calculation with full damage cascades' was selected for proton transport in the target material. The biggest difference in WER values between the codes was 3.19%, 1.9% and 0.67% for Al, PMMA and PS, respectively. In Al and PMMA, the biggest difference between each code and experimental data was 1.08%, 1.26%, 2.55%, 0.94%, 0.77% and 0.95% for SEICS, FLUKA and SRIM, respectively. FLUKA and SEICS had the greatest agreement (≤0.77% difference in PMMA and ≤1.08% difference in Al, respectively) with the available experimental data in this study. It is concluded that, FLUKA and TRIM codes have capability for Bragg curves simulation and WER values calculation in the studied materials. They can also predict Bragg peak location and range of proton beams with acceptable accuracy.

Keywords: water equivalent ratio, dosimetric materials, proton therapy, Monte Carlo simulations

Procedia PDF Downloads 282
18337 Measurement and Simulation of Axial Neutron Flux Distribution in Dry Tube of KAMINI Reactor

Authors: Manish Chand, Subhrojit Bagchi, R. Kumar

Abstract:

A new dry tube (DT) has been installed in the tank of KAMINI research reactor, Kalpakkam India. This tube will be used for neutron activation analysis of small to large samples and testing of neutron detectors. DT tube is 375 cm height and 7.5 cm in diameter, located 35 cm away from the core centre. The experimental thermal flux at various axial positions inside the tube has been measured by irradiating the flux monitor (¹⁹⁷Au) at 20kW reactor power. The measured activity of ¹⁹⁸Au and the thermal cross section of ¹⁹⁷Au (n,γ) ¹⁹⁸Au reaction were used for experimental thermal flux measurement. The flux inside the tube varies from 10⁹ to 10¹⁰ and maximum flux was (1.02 ± 0.023) x10¹⁰ n cm⁻²s⁻¹ at 36 cm from the bottom of the tube. The Au and Zr foils without and with cadmium cover of 1-mm thickness were irradiated at the maximum flux position in the DT to find out the irradiation specific input parameters like sub-cadmium to epithermal neutron flux ratio (f) and the epithermal neutron flux shape factor (α). The f value was 143 ± 5, indicates about 99.3% thermal neutron component and α value was -0.2886 ± 0.0125, indicates hard epithermal neutron spectrum due to insufficient moderation. The measured flux profile has been validated using theoretical model of KAMINI reactor through Monte Carlo N-Particle Code (MCNP). In MCNP, the complex geometry of the entire reactor is modelled in 3D, ensuring minimum approximations for all the components. Continuous energy cross-section data from ENDF-B/VII.1 as well as S (α, β) thermal neutron scattering functions are considered. The neutron flux has been estimated at the corresponding axial locations of the DT using mesh tally. The thermal flux obtained from the experiment shows good agreement with the theoretically predicted values by MCNP, it was within ± 10%. It can be concluded that this MCNP model can be utilized for calculating other important parameters like neutron spectra, dose rate, etc. and multi elemental analysis can be carried out by irradiating the sample at maximum flux position using measured f and α parameters by k₀-NAA standardization.

Keywords: neutron flux, neutron activation analysis, neutron flux shape factor, MCNP, Monte Carlo N-Particle Code

Procedia PDF Downloads 122
18336 Nonlinear Vibration of FGM Plates Subjected to Acoustic Load in Thermal Environment Using Finite Element Modal Reduction Method

Authors: Hassan Parandvar, Mehrdad Farid

Abstract:

In this paper, a finite element modeling is presented for large amplitude vibration of functionally graded material (FGM) plates subjected to combined random pressure and thermal load. The material properties of the plates are assumed to vary continuously in the thickness direction by a simple power law distribution in terms of the volume fractions of the constituents. The material properties depend on the temperature whose distribution along the thickness can be expressed explicitly. The von Karman large deflection strain displacement and extended Hamilton's principle are used to obtain the governing system of equations of motion in structural node degrees of freedom (DOF) using finite element method. Three-node triangular Mindlin plate element with shear correction factor is used. The nonlinear equations of motion in structural degrees of freedom are reduced by using modal reduction method. The reduced equations of motion are solved numerically by 4th order Runge-Kutta scheme. In this study, the random pressure is generated using Monte Carlo method. The modeling is verified and the nonlinear dynamic response of FGM plates is studied for various values of volume fraction and sound pressure level under different thermal loads. Snap-through type behavior of FGM plates is studied too.

Keywords: nonlinear vibration, finite element method, functionally graded material (FGM) plates, snap-through, random vibration, thermal effect

Procedia PDF Downloads 225
18335 Probability-Based Damage Detection of Structures Using Model Updating with Enhanced Ideal Gas Molecular Movement Algorithm

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

Abstract:

Model updating method has received increasing attention in damage detection structures based on measured modal parameters. Therefore, a probability-based damage detection (PBDD) procedure based on a model updating procedure is presented in this paper, in which a one-stage model-based damage identification technique based on the dynamic features of a structure is investigated. The presented framework uses a finite element updating method with a Monte Carlo simulation that considers the uncertainty caused by measurement noise. Enhanced ideal gas molecular movement (EIGMM) is used as the main algorithm for model updating. Ideal gas molecular movement (IGMM) is a multiagent algorithm based on the ideal gas molecular movement. Ideal gas molecules disperse rapidly in different directions and cover all the space inside. This is embedded in the high speed of molecules, collisions between them and with the surrounding barriers. In IGMM algorithm to accomplish the optimal solutions, the initial population of gas molecules is randomly generated and the governing equations related to the velocity of gas molecules and collisions between those are utilized. In this paper, an enhanced version of IGMM, which removes unchanged variables after specified iterations, is developed. The proposed method is implemented on two numerical examples in the field of structural damage detection. The results show that the proposed method can perform well and competitive in PBDD of structures.

Keywords: enhanced ideal gas molecular movement (EIGMM), ideal gas molecular movement (IGMM), model updating method, probability-based damage detection (PBDD), uncertainty quantification

Procedia PDF Downloads 237