Search results for: Monte Carlo methods

Authors: Luca Indovina, Carmela Coppola, Carlo Altucci, Riccardo Barberi, Rocco Romano

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In this paper a real court case, held in Italy at the Court of Nola, in which a correct physical description, conducted with both a Monte Carlo and biophysical analysis, would have been sufficient to arrive at conclusions confirmed by documentary evidence, is considered. This will be an example of how forensic physics can be useful in confirming documentary evidence in order to reach hardly questionable conclusions. This was a libel trial in which the defendant, Mr. DS (Defendant for Slander), had falsely accused one of his neighbors, Mr. OP (Offended Person), of having caused him some damages. The damages would have been caused by an external plaster piece that would have detached from the neighbor’s property and would have hit Mr DS while he was in his garden, much more than a meter far away from the facade of the building from which the plaster piece would have detached. In the trial, Mr. DS claimed to have suffered a scratch on his forehead, but he never showed the plaster that had hit him, nor was able to tell from where the plaster would have arrived. Furthermore, Mr. DS presented a medical certificate with a diagnosis of contusion of the cerebral cortex. On the contrary, the images of Mr. OP’s security cameras do not show any movement in the garden of Mr. DS in a long interval of time (about 2 hours) around the time of the alleged accident, nor do they show any people entering or coming out from the house of Mr. DS in the same interval of time. Biophysical analysis shows that both the diagnosis of the medical certificate and the wound declared by the defendant, already in conflict with each other, are not compatible with the fall of external plaster pieces too small to be found. The wind was at a level 1 of the Beaufort scale, that is, unable to raise even dust (level 4 of the Beaufort scale). Therefore, the motion of the plaster pieces can be described as a projectile motion, whereas collisions with the building cornice can be treated using Newtons law of coefficients of restitution. Numerous numerical Monte Carlo simulations show that the pieces of plaster would not have been able to reach even the garden of Mr. DS, let alone a distance over 1.30 meters. Results agree with the documentary evidence (images of Mr. OP’s security cameras) that Mr. DS could not have been hit by plaster pieces coming from Mr. OP’s property.

Keywords: biophysics analysis, Monte Carlo simulations, Newton’s law of restitution, projectile motion

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Authors: Z. Jannoo, B. W. Yap, N. Auchoybur, M. A. Lazim

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The two common approaches to Structural Equation Modeling (SEM) are the Covariance-Based SEM (CB-SEM) and Partial Least Squares SEM (PLS-SEM). There is much debate on the performance of CB-SEM and PLS-SEM for small sample size and when distributions are non-normal. This study evaluates the performance of CB-SEM and PLS-SEM under normality and non-normality conditions via a simulation. Monte Carlo Simulation in R programming language was employed to generate data based on the theoretical model with one endogenous and four exogenous variables. Each latent variable has three indicators. For normal distributions, CB-SEM estimates were found to be inaccurate for small sample size while PLS-SEM could produce the path estimates. Meanwhile, for a larger sample size, CB-SEM estimates have lower variability compared to PLS-SEM. Under non-normality, CB-SEM path estimates were inaccurate for small sample size. However, CB-SEM estimates are more accurate than those of PLS-SEM for sample size of 50 and above. The PLS-SEM estimates are not accurate unless sample size is very large.

Keywords: CB-SEM, Monte Carlo simulation, normality conditions, non-normality, PLS-SEM

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Authors: Georgios Charizanos, Haydar Demirhan, Duygu Icen

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

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

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Authors: Jessica A. Soto-Bear, Virginia González-Vélez, Norma Castañeda-Villa, Amparo Gil

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Glutamate release of the cochlear inner hair cell (IHC) ribbon synapse is a fundamental step in transferring sound information in the auditory pathway. Otoferlin is the calcium sensor in the IHC and its activity has been related to many auditory disorders. In order to simulate secretion dynamics occurring in the IHC in a few milliseconds timescale and with high spatial resolution, we proposed an active-zone model solved with Monte Carlo algorithms. We included models for calcium buffered diffusion, calcium-binding schemes for vesicle fusion, and L-type voltage-gated calcium channels. Our results indicate that calcium influx and calcium binding is managing IHC secretion as a function of voltage depolarization, which in turn mean that IHC response depends on sound intensity.

Keywords: inner hair cells, Monte Carlo algorithm, Otoferlin, secretion

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Authors: Mohammad Rahim Rahnama

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The study employs Monte Carlo method for simulation of rented housing in Mashhad second largest city in Iran. A total number of 334 rental residential units in Mashhad, including both apartments and houses (villa), were randomly selected from advertisements placed in Khorasan Newspapers during the months of July and August of 2015. In order to simulate the monthly rent price, the rent index was calculated through combining the mortgage and the rent price. In the next step, the relation between the variables of the floor area and that of the number of bedrooms for each unit, in both apartments and houses(villa), was calculated through multivariate regression using SPSS and was coded in XML. The initial model was called using simulation button in SPSS and was simulated using triangular and binominal algorithms. The findings revealed that the average simulated rental index was 548.5$ per month. Calculating the sensitivity of rental index to a number of bedrooms we found that firstly, 97% of units have three bedrooms, and secondly as the number of bedrooms increases from one to three, for the rent price of less than 200$, the percentage of units having one bedroom decreases from 10% to 0. Contrariwise, for units with the rent price of more than 571.4$, the percentage of bedrooms increases from 37% to 48%. In the light of these findings, it becomes clear that planning to build rental residential units, overseeing the rent prices, and granting subsidies to rental residential units, for apartments with two bedrooms, present a felicitous policy for regulating residential units in Mashhad.

Keywords: Mashhad, Monte Carlo, simulation, rent price, residential unit

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Authors: Nureni O. Adeboye, Dawud A. Agunbiade

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This research attempts to investigate the effects of heteroscedasticity and periodicity in a Panel Data Regression Model (PDRM) by extending previous works on balanced panel data estimation within the context of fitting PDRM for Banks audit fee. The estimation of such model was achieved through the derivation of Joint Lagrange Multiplier (LM) test for homoscedasticity and zero-serial correlation, a conditional LM test for zero serial correlation given heteroscedasticity of varying degrees as well as conditional LM test for homoscedasticity given first order positive serial correlation via a two-way error component model. Monte Carlo simulations were carried out for 81 different variations, of which its design assumed a uniform distribution under a linear heteroscedasticity function. Each of the variation was iterated 1000 times and the assessment of the three estimators considered are based on Variance, Absolute bias (ABIAS), Mean square error (MSE) and the Root Mean Square (RMSE) of parameters estimates. Eighteen different models at different specified conditions were fitted, and the best-fitted model is that of within estimator when heteroscedasticity is severe at either zero or positive serial correlation value. LM test results showed that the tests have good size and power as all the three tests are significant at 5% for the specified linear form of heteroscedasticity function which established the facts that Banks operations are severely heteroscedastic in nature with little or no periodicity effects.

Keywords: audit fee lagrange multiplier test, heteroscedasticity, lagrange multiplier test, Monte-Carlo scheme, periodicity

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Authors: S. Zhang, L. Zhang, X. Chen

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Due to the large uncertainty on the mechanical properties of FRP (fibre reinforced plastic), the reliability evaluation of FRP structures are currently receiving much attention in industry. However, possible statistical correlation between ply mechanical properties has been so far overlooked, and they are mostly assumed to be independent random variables. In this study, the statistical correlation between ply mechanical properties of uni-directional and plain weave composite is firstly analyzed by a combination of Monte-Carlo simulation and finite element modeling of the FRP unit cell. Large linear correlation coefficients between the in-plane mechanical properties are observed, and the correlation coefficients are heavily dependent on the uncertainty of the fibre volume ratio. It is also observed that the correlation coefficients related to Poisson’s ratio are negative while others are positive. To experimentally achieve the statistical correlation coefficients between in-plane mechanical properties of FRP, all concerned in-plane mechanical properties of the same specimen needs to be known. In-plane shear modulus of FRP is experimentally derived by the approach suggested in the ASTM standard D5379M. Tensile tests are conducted using the same specimens used for the shear test, and due to non-uniform tensile deformation a modification factor is derived by a finite element modeling. Digital image correlation is adopted to characterize the specimen non-uniform deformation. The preliminary experimental results show a good agreement with the numerical analysis on the statistical correlation. Then, failure probability of laminate plates is calculated in cases considering and not considering the statistical correlation, using the Monte-Carlo and Markov Chain Monte-Carlo methods, respectively. The results highlight the importance of accounting for the statistical correlation between ply mechanical properties to achieve accurate failure probability of laminate plates. Furthermore, it is found that for the multi-layer laminate plate, the statistical correlation between the ply elastic properties significantly affects the laminate reliability while the effect of statistical correlation between the ply strength is minimal.

Keywords: failure probability, FRP, reliability, statistical correlation

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

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

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

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Authors: Muhammad Farooq, Ahtasham Gul

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To meet the desired standard, it is important to monitor and analyze different engineering processes to get desired output. The bivariate distributions got a lot of attention in recent years to describe the randomness of natural as well as artificial mechanisms. In this article, a bivariate model is constructed using two independent models developed by the nesting approach to study the effect of each component on reliability for better understanding. Further, the Bayes analysis of system availability is studied by considering prior parametric variations in the failure time and repair time distributions. Basic statistical characteristics of marginal distribution, like mean median and quantile function, are discussed. We use inverse Gamma prior to study its frequentist properties by conducting Monte Carlo Markov Chain (MCMC) sampling scheme.

Keywords: reliability, system availability Weibull, inverse Lomax, Monte Carlo Markov Chain, Bayesian

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Authors: Erich Gomes Schaitza, Antônio Francisco Savi, Glaucia Aparecida Prates

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The penetration of renewable energy into the electricity supply in Brazil is high, one of the highest in the World. Centralized hydroelectric generation is the main source of energy, followed by biomass and wind. Surprisingly, mini and micro-generation are negligible, with less than 2,000 connections to the national grid. In 2015, a new regulatory framework was put in place to change this situation. In the agricultural sector, the framework was complemented by the offer of low interest rate loans to in-farm renewable generation. Brazil proposed to more than double its area of planted forests as part of its INDC- Intended Nationally Determined Contributions to the UNFCCC-U.N. Framework Convention on Climate Change (UNFCCC). This is an ambitious target which will be achieved only if forests are attractive to farmers. Therefore, this paper analyses whether planting forests for in-farm energy generation with a with a woodchip gasifier is economically viable for microgeneration under the new framework and at if they could be an economic driver for forest plantation. At first, a static case was analyzed with data from Eucalyptus plantations in five farms. Then, a broader analysis developed with the use of Monte Carlo technique. Planting short rotation forests to generate energy could be a viable alternative and the low interest loans contribute to that. There are some barriers to such systems such as the inexistence of a mature market for small scale equipment and of a reference network of good practices and examples.

Keywords: biomass, distribuited generation, small-scale, Monte Carlo

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Authors: Wararit Panichkitkosolkul

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The unit root tests based on the robust estimator for the first-order autoregressive process are proposed and compared with the unit root tests based on the ordinary least squares (OLS) estimator. The percentiles of the null distributions of the unit root test are also reported. The empirical probabilities of Type I error and powers of the unit root tests are estimated via Monte Carlo simulation. Simulation results show that all unit root tests can control the probability of Type I error for all situations. The empirical power of the unit root tests based on the robust estimator are higher than the unit root tests based on the OLS estimator.

Keywords: autoregressive, ordinary least squares, type i error, power of the test, Monte Carlo simulation

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Authors: Hatem Mrad, Mohamed Bouazara, Fouad Erchiqui

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Fatigue, is considered as one of the main cause of mechanical properties degradation of mechanical parts. Probability and reliability methods are appropriate for fatigue analysis using uncertainties that exist in fatigue material or process parameters. Current work deals with the study of the effect of the number and counting Rainflow cycle on fatigue lifetime (cumulative damage) of an upper arm of the vehicle suspension system. The major part of the fatigue damage induced in suspension arm is caused by two main classes of parameters. The first is related to the materials properties and the second is the road excitation or the applied force of the passenger’s number. Therefore, Young's modulus and road excitation are selected as input parameters to conduct repetitive simulations by Monte Carlo (MC) algorithm. Latin hypercube sampling method is used to generate these parameters. Response surface method is established according to fatigue lifetime of each combination of input parameters according to strain-life method. A PYTHON script was developed to automatize finite element simulations of the upper arm according to a design of experiments.

Keywords: fatigue, monte carlo, rainflow cycle, response surface, suspension system

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Authors: N. Massoum, A. Guen. Bouazza, B. Bouazza, A. El Ouchdi

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The progress of industry integrated circuits in recent years has been pushed by continuous miniaturization of transistors. With the reduction of dimensions of components at 0.1 micron and below, new physical effects come into play as the standard simulators of two dimensions (2D) do not consider. In fact the third dimension comes into play because the transverse and longitudinal dimensions of the components are of the same order of magnitude. To describe the operation of such components with greater fidelity, we must refine simulation tools and adapted to take into account these phenomena. After an analytical study of the static characteristics of the component, according to the different operating modes, a numerical simulation is performed of field-effect transistor with submicron gate MESFET GaInP. The influence of the dimensions of the gate length is studied. The results are used to determine the optimal geometric and physical parameters of the component for their specific applications and uses.

Keywords: Monte Carlo simulation, transient electron transport, MESFET device, GaInP

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Authors: Athmane Bakhta, Sebastien Leclaire, David Vidal, Francois Bertrand, Mohamed Cheriet

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This work presents a new three-dimensional variational model proposed for the simulation of ink seepage into paper sheets at the fiber level. The model, inspired by the Hising model, takes into account a finite volume of ink and describes the system state through gravity, cohesion, and adhesion force interactions. At the mesoscopic scale, the paper substrate is modeled using a discretized fiber structure generated using a numerical deposition procedure. A modified Monte Carlo method is introduced for the simulation of the ink dynamics. Besides, a multiphase lattice Boltzmann method is suggested to fine-tune the mesoscopic variational model parameters, and it is shown that the ink seepage behaviors predicted by the proposed model can resemble those predicted by a method relying on first principles.

Keywords: fibrous media, lattice Boltzmann, modelling and simulation, Monte Carlo, variational model

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Authors: E. Krishna

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An Extended form of exponential distribution using Marshall and Olkin method is introduced.The location scale family of these distributions is considered. For location scale free family, exact expressions for single and product moments of upper record statistics are derived. The mean, variance and covariance of record values are computed for various values of the shape parameter. Using these the BLUE's of location and scale parameters are derived.The variances and covariance of estimates are obtained.Through Monte Carlo simulation the condence intervals for location and scale parameters are constructed.The Best liner unbiased Predictor (BLUP) of future records are also discussed.

Keywords: BLUE, BLUP, condence interval, Marshall-Olkin distribution, Monte Carlo simulation, prediction of future records, record statistics

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Authors: Adem Acır

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In this study, time dependent neutronic analysis of incineration of minor actinides of a Laser Fusion Inertial Confinement Fusion Fission Energy (LIFE) engine was performed. The calculations were carried out by using MCNP codes with ENDF/B.VI neutron data library. In the neutronic calculations, TRISO particles fueled with minor actinides with natural lithium coolant were performed. The natural lithium cooled LIFE engine used 10 % TRISO fuel minor actinides composition. Tritium breeding ratios (TBR) and energy multiplication factor (M) burnup values were computed as 1.46 and 3.75, respectively. The reactor operation time was calculated as ~ 21 years. The burnup values were obtained as ~1060 GWD/MT, respectively. As a result, the very higher burnup were achieved of LIFE engine.

Keywords: Monte Carlo, minor actinides, nuclear waste, LIFE engine

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Authors: Jiemiao Chen, Shuoxun Xu

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The main goal of our research is to apply the Vine copula measuring dependency between price, temperature, and precipitation indices to calculate a fair crop insurance premium. This research is focused on Worth, Iowa, United States, over the period from 2000 to 2020, where the farmers are dependent on precipitation and average temperature during the growth period of corn. Our proposed insurance considers both the natural risk and the price risk in agricultural production. We first estimate the distributions of crops using parametric methods based on Goodness of Fit tests, and then Vine Copula is applied to model dependence between yield price, crop yield, and weather indices. Once the vine structure and its parameters are determined based on AIC/BIC criteria and forecasting price and yield are obtained from the ARIMA model, we calculate this crop insurance premium using the simulation data generated from the vine copula by the Monte Carlo Simulation method. It is shown that, compared with traditional crop insurance, our proposed insurance is more fair and thus less costly for the farmers and government.

Keywords: vine copula, weather index, crop insurance premium, insurance risk management, Monte Carlo simulation

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Authors: Li-hsing Shih, Wei-Jen Hsu

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Recently, the sale of electrical vehicles (EVs) has increased dramatically due to maturing technology development and decreasing cost. Governments of many countries have made regulations and policies in favor of EVs due to their long-term commitment to net zero carbon emissions. However, due to uncertain factors such as the future price of EVs, forecasting the future market share of EVs is a challenging subject for both the auto industry and local government. This study tries to forecast the market share of EVs using conjoint models and Monte Carlo simulation. The research is conducted in three phases. (1) A conjoint model is established to represent the customer preference structure on purchasing vehicles while five product attributes of both EV and internal combustion engine vehicles (ICEV) are selected. A questionnaire survey is conducted to collect responses from Taiwanese consumers and estimate the part-worth utility functions of all respondents. The resulting part-worth utility functions can be used to estimate the market share, assuming each respondent will purchase the product with the highest total utility. For example, attribute values of an ICEV and a competing EV are given respectively, two total utilities of the two vehicles of a respondent are calculated and then knowing his/her choice. Once the choices of all respondents are known, an estimate of market share can be obtained. (2) Among the attributes, future price is the key attribute that dominates consumers’ choice. This study adopts the assumption of a learning curve to predict the future price of EVs. Based on the learning curve method and past price data of EVs, a regression model is established and the probability distribution function of the price of EVs in 2030 is obtained. (3) Since the future price is a random variable from the results of phase 2, a Monte Carlo simulation is then conducted to simulate the choices of all respondents by using their part-worth utility functions. For instance, using one thousand generated future prices of an EV together with other forecasted attribute values of the EV and an ICEV, one thousand market shares can be obtained with a Monte Carlo simulation. The resulting probability distribution of the market share of EVs provides more information than a fixed number forecast, reflecting the uncertain nature of the future development of EVs. The research results can help the auto industry and local government make more appropriate decisions and future action plans.

Keywords: conjoint model, electrical vehicle, learning curve, Monte Carlo simulation

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Authors: Mojtaba Aghamiri Esfahani, Mohammad Karkon, Seyed Majid Hosseini Nezhad, Reza Hosseini-Ara

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In this study, the effect of uncertainty in elastic modulus of a plate on free vibration response is investigated. For this purpose, the elastic modulus of the plate is modeled as stochastic variable with normal distribution. Moreover, the distance autocorrelation function is used for stochastic field. Then, by applying the finite element method and Monte Carlo simulation, stochastic finite element relations are extracted. Finally, with a numerical test, the effect of uncertainty in the elastic modulus on free vibration response of a plate is studied. The results show that the effect of uncertainty in elastic modulus of the plate cannot play an important role on the free vibration response.

Keywords: stochastic finite elements, plate bending, free vibration, Monte Carlo, Neumann expansion method.

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Authors: Johannes Gantner, Michael Held, Matthias Fischer

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

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

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Authors: Tengfei He, Mengjie Zhang, Baosheng Jin

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

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

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Authors: Viriyavudh Sim, Woo Young Jung

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The failure of roof cladding mostly occurs due to the failing of the connection between claddings and purlins, which is the pull-out of the screw connecting the two parts when the pull-out load, i.e. typhoon, is higher than the resistance of the connection screw. As typhoon disasters in Korea are constantly on the rise, probability risk assessment (PRA) has become a vital tool to evaluate the performance of civil structures. In this study, we attempted to determine the fragility of roof cladding with the screw connection. Experimental study was performed to evaluate the pull-out resistance of screw joints between honeycomb panels and back frames. Subsequently, by means of Monte Carlo Simulation method, probability of failure for these types of roof cladding was determined. The results that the failure of roof cladding was depends on their location on the roof, for example, the edge most panel has the highest probability of failure.

Keywords: Monte Carlo Simulation, roof cladding, screw pull-out strength, wind fragility

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Authors: Reza Reiazi

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Attempts to verify Geant4 hadronic physic to transport antiproton beam using standard physics list have not reach to a reasonable results because of lack of reliable cross section data or non reliable model to predict the final states of annihilated particles. Since most of the antiproton annihilation energy is carried away by recoiling nuclear fragments which are result of pions interactions with surrounding nucleons, it should be investigated if the toolkit verified for pions. Geant4 version 9.4.6.p01 was used. Dose calculation was done using 700 MeV pions hitting a water tank applying standards physic lists. We conclude Geant4 standard physics lists to predict the depth dose of Pion minus beam is not same for all investigated models. Since the nuclear fragments will deposit their energy in a small distance, they are the most important source of dose deposition in the annihilation vertex of antiproton beams.

Keywords: Monte Carlo, Pion, simulation, antiproton beam

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Authors: François Vallée, Jean-François Toubeau, Zacharie De Grève, Jacques Lobry

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When evaluating the capacity of a generation park to cover the load in transmission systems, traditional Loss of Load Expectation (LOLE) and Expected Energy not Served (EENS) indices can be used. If those indices allow computing the annual duration and severity of load non-covering situations, they do not take into account the fact that the load excess is generally shifted from one penury state (hour or quarter of an hour) to the following one. In this paper, a sequential Monte Carlo framework is introduced in order to compute adjusted LOLE and EENS indices. Practically, those adapted indices permit to consider the effect of load excess transfer on the global adequacy of a generation park, providing thus a more accurate evaluation of this quantity.

Keywords: expected energy not served, loss of load expectation, Monte Carlo simulation, reliability, wind generation

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Authors: Seong Do Kim, Woo Young Jung

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Recently, damages due to typhoons and strong wind are on the rise. Considering this issue, we evaluated the performance of soundproofing walls based on the strong wind fragility by means of numerical analysis. Among the components of the soundproof wall, aluminum frame was the most vulnerable member, thus we have considered different section of aluminum frame in the determination of wind fragility. Wind load was randomly generated using Monte Carlo Simulation method. Moreover, limit state was based on the test standard of road construction soundproofing wall. In this study, the strong wind fragility was determined by considering the influence factors of wind exposure category, soundproof wall’s installation position, and shape of aluminum frame section. Results of this study could be used to determine the section shape of the frame that has high resistance to the wind during construction of the soundproofing wall.

Keywords: aluminum frame soundproofing wall, Monte Carlo simulation, numerical simulation, wind fragility

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Authors: Fang Ye, Han Yu, Yibing Li

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Radio interference is one of the major concerns in using the global positioning system (GPS) for civilian and military applications. Interference signals are produced not only through all electronic systems but also illegal jammers. Among different types of interferences, continuous wave (CW) interference has strong adverse impacts on the quality of the received signal. In this paper, we make more detailed analysis for CW interference effects on GPS signal quality. Based on the C/A code spectrum lines, the influence of CW interference on the acquisition performance of GPS receivers is further analysed. This influence is supported by simulation results using GPS software receiver. As the most important user parameter of GPS receivers, the mathematical expression of bit error probability is also derived in the presence of CW interference, and the expression is consistent with the Monte Carlo simulation results. The research on CW interference provides some theoretical gist and new thoughts on monitoring the radio noise environment and improving the anti-jamming ability of GPS receivers.

Keywords: GPS, CW interference, acquisition performance, bit error probability, Monte Carlo

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Authors: Smail Tigani, Mohamed Ouzzif

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This work presents a discrete quantitative state prediction algorithm with intelligent behavior making it able to self-improve some performance aspects. The specificity of this algorithm is the capacity of self-rectification of the prediction strategy before the final decision. The auto-rectification mechanism is based on two parallel mathematical models. In one hand, the algorithm predicts the next state based on event transition matrix updated after each observation. In the other hand, the algorithm extracts its residues trend with a linear regression representing historical residues data-points in order to rectify the first decision if needs. For a normal distribution, the interactivity between the two models allows the algorithm to self-optimize its performance and then make better prediction. Designed key performance indicator, computed during a Monte Carlo simulation, shows the advantages of the proposed approach compared with traditional one.

Keywords: discrete state, Markov Chains, linear regression, auto-adaptive systems, decision making, Monte Carlo Simulation

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Authors: Balasundaram Prasaant, Ploix Stephane, Delinchant Benoit, Muresan Cristian

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Hardware in Loop (HIL) testing is done to test and validate a particular product especially in building technology. When it comes to building technology, it is more important to test the products for their efficiency. The test rig in the HIL simulator may contribute to some uncertainties on measured efficiency. The uncertainties include physical uncertainties and scenario-based uncertainties. In this paper, a simple uncertainty analysis framework for an HIL setup is shown considering only the physical uncertainties. The entire modeling of the HIL setup is done in Dymola. The uncertain sources are considered based on available knowledge of the components and also on expert knowledge. For the propagation of uncertainty, Monte Carlo Simulation is used since it is the most reliable and easy to use. In this article it is shown how an HIL setup can be modeled and how uncertainty propagation can be performed on it. Such an approach is not common in building energy analysis.

Keywords: energy in buildings, hardware in loop testing, modelica modelling, Monte Carlo simulation, uncertainty propagation

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Authors: L. Q. Yuan, J. Yang, A. Siddiqui

Abstract:

A new regression uncertainty analysis methodology was applied to determine the uncertainties of the critical heat flux (CHF) power correlation for an advanced 43-element bundle design, which was developed by Canadian Nuclear Laboratories (CNL) to achieve improved economics, resource utilization and energy sustainability. The new methodology is considered more appropriate than the traditional methodology in the assessment of the experimental uncertainty associated with regressions. The methodology was first assessed using both the Monte Carlo Method (MCM) and the Taylor Series Method (TSM) for a simple linear regression model, and then extended successfully to a non-linear CHF power regression model (CHF power as a function of inlet temperature, outlet pressure and mass flow rate). The regression uncertainty assessed by MCM agrees well with that by TSM. An equation to evaluate the CHF power regression uncertainty was developed and expressed as a function of independent variables that determine the CHF power.

Keywords: CHF experiment, CHF correlation, regression uncertainty, Monte Carlo Method, Taylor Series Method

Procedia PDF Downloads 388

Authors: Oh Hyeon Jeon, WooYoung Jung

Abstract:

In this study, seepage analysis was performed by the level difference between upstream and downstream of weir structure for safety evaluation of weir structure against flooding. Monte Carlo Simulation method was employed by considering the probability distribution of the adjacent ground parameter, i.e., permeability coefficient of weir structure. Moreover, by using a commercially available finite element program (ABAQUS), modeling of the weir structure is carried out. Based on this model, the characteristic of water seepage during flooding was determined at each water level with consideration of the uncertainty of their corresponding permeability coefficient. Subsequently, fragility function could be constructed based on this response from numerical analysis; this fragility function results could be used to determine the weakness of weir structure subjected to flooding disaster. They can also be used as a reference data that can comprehensively predict the probability of failur,e and the degree of damage of a weir structure.

Keywords: weir structure, seepage, flood disaster fragility, probabilistic risk assessment, Monte-Carlo simulation, permeability coefficient

Procedia PDF Downloads 320