Search results for: Particle Markov chain Monte Carlo (PMCMC)
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 3869

Search results for: Particle Markov chain Monte Carlo (PMCMC)

3869 Bayesian Parameter Inference for Continuous Time Markov Chains with Intractable Likelihood

Authors: Randa Alharbi, Vladislav Vyshemirsky

Abstract:

Systems biology is an important field in science which focuses on studying behaviour of biological systems. Modelling is required to produce detailed description of the elements of a biological system, their function, and their interactions. A well-designed model requires selecting a suitable mechanism which can capture the main features of the system, define the essential components of the system and represent an appropriate law that can define the interactions between its components. Complex biological systems exhibit stochastic behaviour. Thus, using probabilistic models are suitable to describe and analyse biological systems. Continuous-Time Markov Chain (CTMC) is one of the probabilistic models that describe the system as a set of discrete states with continuous time transitions between them. The system is then characterised by a set of probability distributions that describe the transition from one state to another at a given time. The evolution of these probabilities through time can be obtained by chemical master equation which is analytically intractable but it can be simulated. Uncertain parameters of such a model can be inferred using methods of Bayesian inference. Yet, inference in such a complex system is challenging as it requires the evaluation of the likelihood which is intractable in most cases. There are different statistical methods that allow simulating from the model despite intractability of the likelihood. Approximate Bayesian computation is a common approach for tackling inference which relies on simulation of the model to approximate the intractable likelihood. Particle Markov chain Monte Carlo (PMCMC) is another approach which is based on using sequential Monte Carlo to estimate intractable likelihood. However, both methods are computationally expensive. In this paper we discuss the efficiency and possible practical issues for each method, taking into account the computational time for these methods. We demonstrate likelihood-free inference by performing analysing a model of the Repressilator using both methods. Detailed investigation is performed to quantify the difference between these methods in terms of efficiency and computational cost.

Keywords: Approximate Bayesian computation(ABC), Continuous-Time Markov Chains, Sequential Monte Carlo, Particle Markov chain Monte Carlo (PMCMC)

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3868 Bayesian Using Markov Chain Monte Carlo and Lindley's Approximation Based on Type-I Censored Data

Authors: Al Omari Moahmmed Ahmed

Abstract:

These papers describe the Bayesian Estimator using Markov Chain Monte Carlo and Lindley’s approximation and the maximum likelihood estimation of the Weibull distribution with Type-I censored data. The maximum likelihood method can’t estimate the shape parameter in closed forms, although it can be solved by numerical methods. Moreover, the Bayesian estimates of the parameters, the survival and hazard functions cannot be solved analytically. Hence Markov Chain Monte Carlo method and Lindley’s approximation are used, where the full conditional distribution for the parameters of Weibull distribution are obtained via Gibbs sampling and Metropolis-Hastings algorithm (HM) followed by estimate the survival and hazard functions. The methods are compared to Maximum Likelihood counterparts and the comparisons are made with respect to the Mean Square Error (MSE) and absolute bias to determine the better method in scale and shape parameters, the survival and hazard functions.

Keywords: weibull distribution, bayesian method, markov chain mote carlo, survival and hazard functions

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3867 An Estimating Parameter of the Mean in Normal Distribution by Maximum Likelihood, Bayes, and Markov Chain Monte Carlo Methods

Authors: Autcha Araveeporn

Abstract:

This paper is to compare the parameter estimation of the mean in normal distribution by Maximum Likelihood (ML), Bayes, and Markov Chain Monte Carlo (MCMC) methods. The ML estimator is estimated by the average of data, the Bayes method is considered from the prior distribution to estimate Bayes estimator, and MCMC estimator is approximated by Gibbs sampling from posterior distribution. These methods are also to estimate a parameter then the hypothesis testing is used to check a robustness of the estimators. Data are simulated from normal distribution with the true parameter of mean 2, and variance 4, 9, and 16 when the sample sizes is set as 10, 20, 30, and 50. From the results, it can be seen that the estimation of MLE, and MCMC are perceivably different from the true parameter when the sample size is 10 and 20 with variance 16. Furthermore, the Bayes estimator is estimated from the prior distribution when mean is 1, and variance is 12 which showed the significant difference in mean with variance 9 at the sample size 10 and 20.

Keywords: Bayes method, Markov chain Monte Carlo method, maximum likelihood method, normal distribution

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3866 Extended Kalman Filter and Markov Chain Monte Carlo Method for Uncertainty Estimation: Application to X-Ray Fluorescence Machine Calibration and Metal Testing

Authors: S. Bouhouche, R. Drai, J. Bast

Abstract:

This paper is concerned with a method for uncertainty evaluation of steel sample content using X-Ray Fluorescence method. The considered method of analysis is a comparative technique based on the X-Ray Fluorescence; the calibration step assumes the adequate chemical composition of metallic analyzed sample. It is proposed in this work a new combined approach using the Kalman Filter and Markov Chain Monte Carlo (MCMC) for uncertainty estimation of steel content analysis. The Kalman filter algorithm is extended to the model identification of the chemical analysis process using the main factors affecting the analysis results; in this case, the estimated states are reduced to the model parameters. The MCMC is a stochastic method that computes the statistical properties of the considered states such as the probability distribution function (PDF) according to the initial state and the target distribution using Monte Carlo simulation algorithm. Conventional approach is based on the linear correlation, the uncertainty budget is established for steel Mn(wt%), Cr(wt%), Ni(wt%) and Mo(wt%) content respectively. A comparative study between the conventional procedure and the proposed method is given. This kind of approaches is applied for constructing an accurate computing procedure of uncertainty measurement.

Keywords: Kalman filter, Markov chain Monte Carlo, x-ray fluorescence calibration and testing, steel content measurement, uncertainty measurement

Procedia PDF Downloads 248
3865 Modeling of System Availability and Bayesian Analysis of Bivariate Distribution

Authors: Muhammad Farooq, Ahtasham Gul

Abstract:

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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3864 New Estimation in Autoregressive Models with Exponential White Noise by Using Reversible Jump MCMC Algorithm

Authors: Suparman Suparman

Abstract:

A white noise in autoregressive (AR) model is often assumed to be normally distributed. In application, the white noise usually do not follows a normal distribution. This paper aims to estimate a parameter of AR model that has a exponential white noise. A Bayesian method is adopted. A prior distribution of the parameter of AR model is selected and then this prior distribution is combined with a likelihood function of data to get a posterior distribution. Based on this posterior distribution, a Bayesian estimator for the parameter of AR model is estimated. Because the order of AR model is considered a parameter, this Bayesian estimator cannot be explicitly calculated. To resolve this problem, a method of reversible jump Markov Chain Monte Carlo (MCMC) is adopted. A result is a estimation of the parameter AR model can be simultaneously calculated.

Keywords: autoregressive (AR) model, exponential white Noise, bayesian, reversible jump Markov Chain Monte Carlo (MCMC)

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3863 Optimal Maintenance and Improvement Policies in Water Distribution System: Markov Decision Process Approach

Authors: Jong Woo Kim, Go Bong Choi, Sang Hwan Son, Dae Shik Kim, Jung Chul Suh, Jong Min Lee

Abstract:

The Markov Decision Process (MDP) based methodology is implemented in order to establish the optimal schedule which minimizes the cost. Formulation of MDP problem is presented using the information about the current state of pipe, improvement cost, failure cost and pipe deterioration model. The objective function and detailed algorithm of dynamic programming (DP) are modified due to the difficulty of implementing the conventional DP approaches. The optimal schedule derived from suggested model is compared to several policies via Monte Carlo simulation. Validity of the solution and improvement in computational time are proved.

Keywords: Markov decision processes, dynamic programming, Monte Carlo simulation, periodic replacement, Weibull distribution

Procedia PDF Downloads 384
3862 2D Monte Carlo Simulation of Grain Growth under Transient Conditions

Authors: K. R. Phaneesh, Anirudh Bhat, G. Mukherjee, K. T. Kashyap

Abstract:

Extensive Monte Carlo Potts model simulations were performed on 2D square lattice to investigate the effects of simulated higher temperatures effects on grain growth kinetics. A range of simulation temperatures (KTs) were applied on a matrix of size 10002 with Q-state 64, dispersed with a wide range of second phase particles, ranging from 0.001 to 0.1, and then run to 100,000 Monte Carlo steps. The average grain size, the largest grain size and the grain growth exponent were evaluated for all particle fractions and simulated temperatures. After evaluating several growth parameters, the critical temperature for a square lattice, with eight nearest neighbors, was found to be KTs = 0.4.

Keywords: average grain size, critical temperature, grain growth exponent, Monte Carlo steps

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3861 Statistical Data Analysis of Migration Impact on the Spread of HIV Epidemic Model Using Markov Monte Carlo Method

Authors: Ofosuhene O. Apenteng, Noor Azina Ismail

Abstract:

Over the last several years, concern has developed over how to minimize the spread of HIV/AIDS epidemic in many countries. AIDS epidemic has tremendously stimulated the development of mathematical models of infectious diseases. The transmission dynamics of HIV infection that eventually developed AIDS has taken a pivotal role of much on building mathematical models. From the initial HIV and AIDS models introduced in the 80s, various improvements have been taken into account as how to model HIV/AIDS frameworks. In this paper, we present the impact of migration on the spread of HIV/AIDS. Epidemic model is considered by a system of nonlinear differential equations to supplement the statistical method approach. The model is calibrated using HIV incidence data from Malaysia between 1986 and 2011. Bayesian inference based on Markov Chain Monte Carlo is used to validate the model by fitting it to the data and to estimate the unknown parameters for the model. The results suggest that the migrants stay for a long time contributes to the spread of HIV. The model also indicates that susceptible individual becomes infected and moved to HIV compartment at a rate that is more significant than the removal rate from HIV compartment to AIDS compartment. The disease-free steady state is unstable since the basic reproduction number is 1.627309. This is a big concern and not a good indicator from the public heath point of view since the aim is to stabilize the epidemic at the disease equilibrium.

Keywords: epidemic model, HIV, MCMC, parameter estimation

Procedia PDF Downloads 558
3860 Monte Carlo Pathwise Sensitivities for Barrier Options with Application to Coco-Bond Calibration

Authors: Thomas Gerstner, Bastian von Harrach, Daniel Roth

Abstract:

The Monte Carlo pathwise sensitivities approach is well established for smooth payoff functions. In this work, we present a new Monte Carlo algorithm that is able to calculate the pathwise sensitivities for discontinuous payoff functions. Our main tool is the one-step survival idea of Glasserman and Staum. Although this technique yields to new terms per observation, while differentiating, the algorithm is still efficient. As an application, we use the results for a two-dimensional calibration of a Coco-Bond, which we model with different types of discretely monitored barrier options.

Keywords: Monte Carlo, discretely monitored barrier options, pathwise sensitivities, Coco-Bond

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3859 Dynamical Characteristics of Interaction between Water Droplet and Aerosol Particle in Dedusting Technology

Authors: Ding Jue, Li Jiahua, Lei Zhidi, Weng Peifen, Li Xiaowei

Abstract:

With the rapid development of national modern industry, people begin to pay attention to environmental pollution and harm caused by industrial dust. Based on above, a numerical study on the dedusting technology of industrial environment was conducted. The dynamic models of multicomponent particles collision and coagulation, breakage and deposition are developed, and the interaction of water droplet and aerosol particle in 2-Dimension flow field was researched by Eulerian-Lagrangian method and Multi-Monte Carlo method. The effects of the droplet scale, movement speed of droplet and the flow field structure on scavenging efficiency were analyzed. The results show that under the certain condition, 30μm of droplet has the best scavenging efficiency. At the initial speed 1m/s of droplets, droplets and aerosol particles have more time to interact, so it has a better scavenging efficiency for the particle.

Keywords: water droplet, aerosol particle, collision and coagulation, multi-monte carlo method

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3858 Simulation of the Large Hadrons Collisions Using Monte Carlo Tools

Authors: E. Al Daoud

Abstract:

In many cases, theoretical treatments are available for models for which there is no perfect physical realization. In this situation, the only possible test for an approximate theoretical solution is to compare with data generated from a computer simulation. In this paper, Monte Carlo tools are used to study and compare the elementary particles models. All the experiments are implemented using 10000 events, and the simulated energy is 13 TeV. The mean and the curves of several variables are calculated for each model using MadAnalysis 5. Anomalies in the results can be seen in the muons masses of the minimal supersymmetric standard model and the two Higgs doublet model.

Keywords: Feynman rules, hadrons, Lagrangian, Monte Carlo, simulation

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3857 Monte Carlo Simulations of LSO/YSO for Dose Evaluation in Photon Beam Radiotherapy

Authors: H. Donya

Abstract:

Monte Carlo (MC) techniques play a fundamental role in radiotherapy. A two non-water-equivalent of different media were used to evaluate the dose in water. For such purpose, Lu2SiO5 (LSO) and Y2SiO5 (YSO) orthosilicates scintillators are chosen for MC simulation using Penelope code. To get higher efficiency in dose calculation, variance reduction techniques are discussed. Overall results of this investigation ensured that the LSO/YSO bi-media a good combination to tackle over-response issue in dynamic photon radiotherapy.

Keywords: Lu2SiO5 (LSO) and Y2SiO5 (YSO) orthosilicates, Monte Carlo, correlated sampling, radiotherapy

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3856 Purity Monitor Studies in Medium Liquid Argon TPC

Authors: I. Badhrees

Abstract:

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

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

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3855 Comparative Study of Dose Calculation Accuracy in Bone Marrow Using Monte Carlo Method

Authors: Marzieh Jafarzadeh, Fatemeh Rezaee

Abstract:

Introduction: The effect of ionizing radiation on human health can be effective for genomic integrity and cell viability. It also increases the risk of cancer and malignancy. Therefore, X-ray behavior and absorption dose calculation are considered. One of the applicable tools for calculating and evaluating the absorption dose in human tissues is Monte Carlo simulation. Monte Carlo offers a straightforward way to simulate and integrate, and because it is simple and straightforward, Monte Carlo is easy to use. The Monte Carlo BEAMnrc code is one of the most common diagnostic X-ray simulation codes used in this study. Method: In one of the understudy hospitals, a certain number of CT scan images of patients who had previously been imaged were extracted from the hospital database. BEAMnrc software was used for simulation. The simulation of the head of the device with the energy of 0.09 MeV with 500 million particles was performed, and the output data obtained from the simulation was applied for phantom construction using CT CREATE software. The percentage of depth dose (PDD) was calculated using STATE DOSE was then compared with international standard values. Results and Discussion: The ratio of surface dose to depth dose (D/Ds) in the measured energy was estimated to be about 4% to 8% for bone and 3% to 7% for bone marrow. Conclusion: MC simulation is an efficient and accurate method for simulating bone marrow and calculating the absorbed dose.

Keywords: Monte Carlo, absorption dose, BEAMnrc, bone marrow

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3854 Robust Optimisation Model and Simulation-Particle Swarm Optimisation Approach for Vehicle Routing Problem with Stochastic Demands

Authors: Mohanad Al-Behadili, Djamila Ouelhadj

Abstract:

In this paper, a specific type of vehicle routing problem under stochastic demand (SVRP) is considered. This problem is of great importance because it models for many of the real world vehicle routing applications. This paper used a robust optimisation model to solve the problem along with the novel Simulation-Particle Swarm Optimisation (Sim-PSO) approach. The proposed Sim-PSO approach is based on the hybridization of the Monte Carlo simulation technique with the PSO algorithm. A comparative study between the proposed model and the Sim-PSO approach against other solution methods in the literature has been given in this paper. This comparison including the Analysis of Variance (ANOVA) to show the ability of the model and solution method in solving the complicated SVRP. The experimental results show that the proposed model and Sim-PSO approach has a significant impact on the obtained solution by providing better quality solutions comparing with well-known algorithms in the literature.

Keywords: stochastic vehicle routing problem, robust optimisation model, Monte Carlo simulation, particle swarm optimisation

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3853 Statistical Study and Simulation of 140 Kv X– Ray Tube by Monte Carlo

Authors: Mehdi Homayouni, Karim Adinehvand, Bakhtiar Azadbakht

Abstract:

In this study, we used Monte Carlo code (MCNP4C) that is a general method, for simulation, electron source and electric field, a disc source with 0.05 cm radius in direct of anode are used, radius of disc source show focal spot of X-ray tube that here is 0.05 cm. In this simulation, the anode is from tungsten with 18.9 g/cm3 density and angle of the anode is 18°. We simulated X-ray tube for 140 kv. For increasing of speed data acquisition, we use F5 tally. With determination the exact position of F5 tally in the program, outputs are acquired. In this spectrum the start point is about 0.02 Mev, the absorption edges are about 0.06 Mev and 0.07 Mev, and average energy is about 0.05 Mev.

Keywords: X-spectrum, simulation, Monte Carlo, tube

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3852 The Contribution of Edgeworth, Bootstrap and Monte Carlo Methods in Financial Data

Authors: Edlira Donefski, Tina Donefski, Lorenc Ekonomi

Abstract:

Edgeworth Approximation, Bootstrap, and Monte Carlo Simulations have considerable impacts on achieving certain results related to different problems taken into study. In our paper, we have treated a financial case related to the effect that has the components of a cash-flow of one of the most successful businesses in the world, as the financial activity, operational activity, and investment activity to the cash and cash equivalents at the end of the three-months period. To have a better view of this case, we have created a vector autoregression model, and after that, we have generated the impulse responses in the terms of asymptotic analysis (Edgeworth Approximation), Monte Carlo Simulations, and residual bootstrap based on the standard errors of every series created. The generated results consisted of the common tendencies for the three methods applied that consequently verified the advantage of the three methods in the optimization of the model that contains many variants.

Keywords: autoregression, bootstrap, edgeworth expansion, Monte Carlo method

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3851 Simulation of a Pressure Driven Based Subsonic Steady Gaseous Flow inside a Micro Channel Using Direct Simulation Monte-Carlo Method

Authors: Asghar Ebrahimi, Elyas Lakzian

Abstract:

For the analysis of flow inside micro geometries, classical CFD methods can not accurately predict the behavior of flow. Alternatively, the gas flow through micro geometries can be investigated precisely using the direct simulation Monte Carlo (DSMC) method. In the present paper, a pressure boundary condition is utilized to simulate a gaseous flow inside a micro channel using the DSMC method. Accuracy of simulation is guaranteed by choosing proper cell dimension and number of particle per cell analysis. Also, results of simulation are compared with the results of reliable references. Good agreement with results certifies the correctness of new boundary condition implemented on the micro channel.

Keywords: pressure boundary condition, DSMC, micro channel, cell dimension, particle per cell

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3850 Monte Carlo Methods and Statistical Inference of Multitype Branching Processes

Authors: Ana Staneva, Vessela Stoimenova

Abstract:

A parametric estimation of the MBP with Power Series offspring distribution family is considered in this paper. The MLE for the parameters is obtained in the case when the observable data are incomplete and consist only with the generation sizes of the family tree of MBP. The parameter estimation is calculated by using the Monte Carlo EM algorithm. The estimation for the posterior distribution and for the offspring distribution parameters are calculated by using the Bayesian approach and the Gibbs sampler. The article proposes various examples with bivariate branching processes together with computational results, simulation and an implementation using R.

Keywords: Bayesian, branching processes, EM algorithm, Gibbs sampler, Monte Carlo methods, statistical estimation

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3849 Markov-Chain-Based Optimal Filtering and Smoothing

Authors: Garry A. Einicke, Langford B. White

Abstract:

This paper describes an optimum filter and smoother for recovering a Markov process message from noisy measurements. The developments follow from an equivalence between a state space model and a hidden Markov chain. The ensuing filter and smoother employ transition probability matrices and approximate probability distribution vectors. The properties of the optimum solutions are retained, namely, the estimates are unbiased and minimize the variance of the output estimation error, provided that the assumed parameter set are correct. Methods for estimating unknown parameters from noisy measurements are discussed. Signal recovery examples are described in which performance benefits are demonstrated at an increased calculation cost.

Keywords: optimal filtering, smoothing, Markov chains

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3848 Statistical Correlation between Ply Mechanical Properties of Composite and Its Effect on Structure Reliability

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

Abstract:

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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3847 Study of Transport in Electronic Devices with Stochastic Monte Carlo Method: Modeling and Simulation along with Submicron Gate (Lg=0.5um)

Authors: N. Massoum, B. Bouazza

Abstract:

In this paper, we have developed a numerical simulation model to describe the electrical properties of GaInP MESFET with submicron gate (Lg = 0.5 µm). This model takes into account the three-dimensional (3D) distribution of the load in the short channel and the law effect of mobility as a function of electric field. Simulation software based on a stochastic method such as Monte Carlo has been established. The results are discussed and compared with those of the experiment. The result suggests experimentally that, in a very small gate length in our devices (smaller than 40 nm), short-channel tunneling explains the degradation of transistor performance, which was previously enhanced by velocity overshoot.

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

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3846 Kinetic Monte Carlo Simulation of ZnSe Homoepitaxial Growth and Characterization

Authors: Hamid Khachab, Yamani Abdelkafi, Mouna Barhmi

Abstract:

The epitaxial growth has great important in the fabricate of the new semi-conductors devices and upgrading many factors, such as the quality of crystallization and efficiency with their deferent types and the most effective epitaxial technique is the molecular beam epitaxial. The MBE growth modeling allows to confirm the experiments results out by atomic beam and to analyze the microscopic phenomena. In of our work, we determined the growth processes specially the ZnSe epitaxial technique by Kinetic Monte Carlo method and we also give observations that are made in real time at the growth temperature using reflection high energy electron diffraction (RHEED) and photoemission current.

Keywords: molecular beam epitaxy, II-VI, morpholy, photoemission, RHEED, simulation, kinetic Monte Carlo, ZnSe

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3845 Estimating X-Ray Spectra for Digital Mammography by Using the Expectation Maximization Algorithm: A Monte Carlo Simulation Study

Authors: Chieh-Chun Chang, Cheng-Ting Shih, Yan-Lin Liu, Shu-Jun Chang, Jay Wu

Abstract:

With the widespread use of digital mammography (DM), radiation dose evaluation of breasts has become important. X-ray spectra are one of the key factors that influence the absorbed dose of glandular tissue. In this study, we estimated the X-ray spectrum of DM using the expectation maximization (EM) algorithm with the transmission measurement data. The interpolating polynomial model proposed by Boone was applied to generate the initial guess of the DM spectrum with the target/filter combination of Mo/Mo and the tube voltage of 26 kVp. The Monte Carlo N-particle code (MCNP5) was used to tally the transmission data through aluminum sheets of 0.2 to 3 mm. The X-ray spectrum was reconstructed by using the EM algorithm iteratively. The influence of the initial guess for EM reconstruction was evaluated. The percentage error of the average energy between the reference spectrum inputted for Monte Carlo simulation and the spectrum estimated by the EM algorithm was -0.14%. The normalized root mean square error (NRMSE) and the normalized root max square error (NRMaSE) between both spectra were 0.6% and 2.3%, respectively. We conclude that the EM algorithm with transmission measurement data is a convenient and useful tool for estimating x-ray spectra for DM in clinical practice.

Keywords: digital mammography, expectation maximization algorithm, X-Ray spectrum, X-Ray

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3844 Discrete State Prediction Algorithm Design with Self Performance Enhancement Capacity

Authors: Smail Tigani, Mohamed Ouzzif

Abstract:

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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3843 Simulation as a Problem-Solving Spotter for System Reliability

Authors: Wheyming Tina Song, Chi-Hao Hong, Peisyuan Lin

Abstract:

An important performance measure for stochastic manufacturing networks is the system reliability, defined as the probability that the production output meets or exceeds a specified demand. The system parameters include the capacity of each workstation and numbers of the conforming parts produced in each workstation. We establish that eighteen archival publications, containing twenty-one examples, provide incorrect values of the system reliability. The author recently published the Song Rule, which provides the correct analytical system-reliability value; it is, however, computationally inefficient for large networks. In this paper, we use Monte Carlo simulation (implemented in C and Flexsim) to provide estimates for the above-mentioned twenty-one examples. The simulation estimates are consistent with the analytical solution for small networks but is computationally efficient for large networks. We argue here for three advantages of Monte Carlo simulation: (1) understanding stochastic systems, (2) validating analytical results, and (3) providing estimates even when analytical and numerical approaches are overly expensive in computation. Monte Carlo simulation could have detected the published analysis errors.

Keywords: Monte Carlo simulation, analytical results, leading digit rule, standard error

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3842 Dynamic Fault Tree Analysis of Dynamic Positioning System through Monte Carlo Approach

Authors: A. S. Cheliyan, S. K. Bhattacharyya

Abstract:

Dynamic Positioning System (DPS) is employed in marine vessels of the offshore oil and gas industry. It is a computer controlled system to automatically maintain a ship’s position and heading by using its own thrusters. Reliability assessment of the same can be analyzed through conventional fault tree. However, the complex behaviour like sequence failure, redundancy management and priority of failing of events cannot be analyzed by the conventional fault trees. The Dynamic Fault Tree (DFT) addresses these shortcomings of conventional Fault Tree by defining additional gates called dynamic gates. Monte Carlo based simulation approach has been adopted for the dynamic gates. This method of realistic modeling of DPS gives meaningful insight into the system reliability and the ability to improve the same.

Keywords: dynamic positioning system, dynamic fault tree, Monte Carlo simulation, reliability assessment

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3841 A Computational Study of the Electron Transport in HgCdTe Bulk Semiconductor

Authors: N. Dahbi, M. Daoudi

Abstract:

This paper deals with the use of computational method based on Monte Carlo simulation in order to investigate the transport phenomena of the electron in HgCdTe narrow band gap semiconductor. Via this method we can evaluate the time dependence of the transport parameters: velocity, energy and mobility of electrons through matter (HgCdTe).

Keywords: Monte Carlo, transport parameters, HgCdTe, computational mechanics

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3840 A Strategy for the Application of Second-Order Monte Carlo Algorithms to Petroleum Exploration and Production Projects

Authors: Obioma Uche

Abstract:

Due to the recent volatility in oil & gas prices as well as increased development of non-conventional resources, it has become even more essential to critically evaluate the profitability of petroleum prospects prior to making any investment decisions. Traditionally, simple Monte Carlo (MC) algorithms have been used to randomly sample probability distributions of economic and geological factors (e.g. price, OPEX, CAPEX, reserves, productive life, etc.) in order to obtain probability distributions for profitability metrics such as Net Present Value (NPV). In recent years, second-order MC algorithms have been shown to offer an advantage over simple MC techniques due to the added consideration of uncertainties associated with the probability distributions of the relevant variables. Here, a strategy for the application of the second-order MC technique to a case study is demonstrated to analyze its effectiveness as a tool for portfolio management.

Keywords: Monte Carlo algorithms, portfolio management, profitability, risk analysis

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