Search results for: grand canonical Monte Carlo
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 623

Search results for: grand canonical Monte Carlo

353 Theoretical Modelling of Molecular Mechanisms in Stimuli-Responsive Polymers

Authors: Catherine Vasnetsov, Victor Vasnetsov

Abstract:

Context: Thermo-responsive polymers are materials that undergo significant changes in their physical properties in response to temperature changes. These polymers have gained significant attention in research due to their potential applications in various industries and medicine. However, the molecular mechanisms underlying their behavior are not well understood, particularly in relation to cosolvency, which is crucial for practical applications. Research Aim: This study aimed to theoretically investigate the phenomenon of cosolvency in long-chain polymers using the Flory-Huggins statistical-mechanical framework. The main objective was to understand the interactions between the polymer, solvent, and cosolvent under different conditions. Methodology: The research employed a combination of Monte Carlo computer simulations and advanced machine-learning methods. The Flory-Huggins mean field theory was used as the basis for the simulations. Spinodal graphs and ternary plots were utilized to develop an initial computer model for predicting polymer behavior. Molecular dynamic simulations were conducted to mimic real-life polymer systems. Machine learning techniques were incorporated to enhance the accuracy and reliability of the simulations. Findings: The simulations revealed that the addition of very low or very high volumes of cosolvent molecules resulted in smaller radii of gyration for the polymer, indicating poor miscibility. However, intermediate volume fractions of cosolvent led to higher radii of gyration, suggesting improved miscibility. These findings provide a possible microscopic explanation for the cosolvency phenomenon in polymer systems. Theoretical Importance: This research contributes to a better understanding of the behavior of thermo-responsive polymers and the role of cosolvency. The findings provide insights into the molecular mechanisms underlying cosolvency and offer specific predictions for future experimental investigations. The study also presents a more rigorous analysis of the Flory-Huggins free energy theory in the context of polymer systems. Data Collection and Analysis Procedures: The data for this study was collected through Monte Carlo computer simulations and molecular dynamic simulations. The interactions between the polymer, solvent, and cosolvent were analyzed using the Flory-Huggins mean field theory. Machine learning techniques were employed to enhance the accuracy of the simulations. The collected data was then analyzed to determine the impact of cosolvent volume fractions on the radii of gyration of the polymer. Question Addressed: The research addressed the question of how cosolvency affects the behavior of long-chain polymers. Specifically, the study aimed to investigate the interactions between the polymer, solvent, and cosolvent under different volume fractions and understand the resulting changes in the radii of gyration. Conclusion: In conclusion, this study utilized theoretical modeling and computer simulations to investigate the phenomenon of cosolvency in long-chain polymers. The findings suggest that moderate cosolvent volume fractions can lead to improved miscibility, as indicated by higher radii of gyration. These insights contribute to a better understanding of the molecular mechanisms underlying cosolvency in polymer systems and provide predictions for future experimental studies. The research also enhances the theoretical analysis of the Flory-Huggins free energy theory.

Keywords: molecular modelling, flory-huggins, cosolvency, stimuli-responsive polymers

Procedia PDF Downloads 46
352 Simulation Study of Multiple-Thick Gas Electron Multiplier-Based Microdosimeters for Fast Neutron Measurements

Authors: Amir Moslehi, Gholamreza Raisali

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Microdosimetric detectors based on multiple-thick gas electron multiplier (multiple-THGEM) configurations are being used in various fields of radiation protection and dosimetry. In the present work, microdosimetric response of these detectors to fast neutrons has been investigated by Monte Carlo method. Three similar microdosimeters made of A-150 and rexolite as the wall materials are designed; the first based on single-THGEM, the second based on double-THGEM and the third is based on triple-THGEM. Sensitive volume of the three microdosimeters is a right cylinder of 5 mm height and diameter which is filled with the propane-based tissue-equivalent (TE) gas. The TE gas with 0.11 atm pressure at the room temperature simulates 1 µm of tissue. Lineal energy distributions for several neutron energies from 10 keV to 14 MeV including 241Am-Be neutrons are calculated by the Geant4 simulation toolkit. Also, mean quality factor and dose-equivalent value for any neutron energy has been determined by these distributions. Obtained data derived from the three microdosimeters are in agreement. Therefore, we conclude that the multiple-THGEM structures present similar microdosimetric responses to fast neutrons.

Keywords: fast neutrons, geant4, multiple-thick gas electron multiplier, microdosimeter

Procedia PDF Downloads 325
351 Dynamic Correlations and Portfolio Optimization between Islamic and Conventional Equity Indexes: A Vine Copula-Based Approach

Authors: Imen Dhaou

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This study examines conditional Value at Risk by applying the GJR-EVT-Copula model, and finds the optimal portfolio for eight Dow Jones Islamic-conventional pairs. Our methodology consists of modeling the data by a bivariate GJR-GARCH model in which we extract the filtered residuals and then apply the Peak over threshold model (POT) to fit the residual tails in order to model marginal distributions. After that, we use pair-copula to find the optimal portfolio risk dependence structure. Finally, with Monte Carlo simulations, we estimate the Value at Risk (VaR) and the conditional Value at Risk (CVaR). The empirical results show the VaR and CVaR values for an equally weighted portfolio of Dow Jones Islamic-conventional pairs. In sum, we found that the optimal investment focuses on Islamic-conventional US Market index pairs because of high investment proportion; however, all other index pairs have low investment proportion. These results deliver some real repercussions for portfolio managers and policymakers concerning to optimal asset allocations, portfolio risk management and the diversification advantages of these markets.

Keywords: CVaR, Dow Jones Islamic index, GJR-GARCH-EVT-pair copula, portfolio optimization

Procedia PDF Downloads 223
350 The Role of Uncertainty in the Integration of Environmental Parameters in Energy System Modeling

Authors: Alexander de Tomás, Miquel Sierra, Stefan Pfenninger, Francesco Lombardi, Ines Campos, Cristina Madrid

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Environmental parameters are key in the definition of sustainable energy systems yet excluded from most energy system optimization models. Still, decision-making may be misleading without considering them. Environmental analyses of the energy transition are a key part of industrial ecology but often are performed without any input from the users of the information. This work assesses the systemic impacts of energy transition pathways in Portugal. Using the Calliope energy modeling framework, 250+ optimized energy system pathways are generated. A Delphi study helps to identify the relevant criteria for the stakeholders as regards the environmental assessment, which is performed with ENBIOS, a python package that integrates life cycle assessment (LCA) with a metabolic analysis based on complex relations. Furthermore, this study focuses on how the uncertainty propagates through the model’s consortium. With the aim of doing so, a soft link between the Calliope/ENBIOS cascade and Brightway’s data capabilities is built to perform Monte Carlo simulations. These findings highlight the relevance of including uncertainty analysis as a range of values rather than informing energy transition results with a single value.

Keywords: energy transition, energy modeling, uncertainty, sustainability

Procedia PDF Downloads 53
349 Bayes Estimation of Parameters of Binomial Type Rayleigh Class Software Reliability Growth Model using Non-informative Priors

Authors: Rajesh Singh, Kailash Kale

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

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

Procedia PDF Downloads 363
348 Food and Parasitic on Balls of Grand Corbeau Corvus corax tingitanus Irby, 1874 (Aves - Corvidae) in the Garbage Dump of Oum El Bouaghi (Guelif Road)

Authors: Faiza Marniche, Amel Milla, Salah Eddine Doumandji, Samiha Belmania, Ahlem Fadheli

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Within the public discharge of Oum El Bouaghi region through the analysis of balls of rejection that have been picked up during the year 2008 and 2009. The diet of Grand Corbeau Corvus corax tingitanus is studied in relation to food availability represented by prey-insects with a parasitic study, on the balls of the latter. Food stokes are taken to the public discharge of Oum El Bouaghi during all three seasons, autumn (2008), winter (2009) and spring (2009). We note that insects are dominant in the course of three seasons, fall (91.62%), winter (58.95%) and spring (77.78%). The analysis of 42 balls of rejection collected at the level of this station have revealed that insects dominate the diet of Raven over the three seasons whose family the best represented is those of the Formicidae in autumn (43.5%) and spring (24.2%) however in winter is that of family Carabidae with a percentage of 9.1%. Parasitic analysis on the 30 balls of this species has revealed the existence of three endoparasites, Isospora Sp. (Protozoa-Coccidae), Eimeria Sp. (Protozoa-Coccidae) and Nematoda Sp. IND. (Metazoa - Nemathelmintes).

Keywords: big raven Corvus corax tingitanus, diet, garbage dump, Oum El Bouaghi, parasites

Procedia PDF Downloads 417
347 Non-Invasive Imaging of Tissue Using Near Infrared Radiations

Authors: Ashwani Kumar Aggarwal

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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 283
346 The Applicability of General Catholic Canon Law during the Ongoing Migration Crisis in Hungary

Authors: Lorand Ujhazi

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The vast majority of existing canonical studies about migration are focused on examining the general pastoral and legal regulations of the Catholic Church. The weakness of this approach is that it ignores a number of important factors; like the financial, legal and personal circumstances of a particular church or the canonical position of certain organizations which actually look after the immigrants. This paper is a case study, which analyses the current and historical migration related policies and activities of the Catholic Church in Hungary. To achieve this goal the study uses canon law, historical publications, various instructions and communications issued by church superiors, Hungarian and foreign media reports and the relevant Hungarian legislation. The paper first examines how the Hungarian Catholic Church assisted migrants like Armenians fleeing from the Ottoman Empire, Poles escaping during the Second World War, East German and Romanian citizens in the 1980s and refugees from the former Yugoslavia in the 1990s. These events underline the importance of past historical experience in the development of contemporary pastoral and humanitarian policy of the Catholic Church in Hungary. Then the paper turns to the events of the ongoing crisis by describing the unique challenges faced by churches in transit countries like Hungary. Then the research contrasts these findings with the typical responsibilities of churches in countries which are popular destinations for immigrants. The next part of the case study focuses on the changes to the pre-crisis legal and canonical framework which influenced the actions of hierarchical and charity organizations in Hungary. Afterwards, the paper illustrates the dangers of operating in an unclear legal environment, where some charitable activities of the church like a fundraising campaign may be interpreted as a national security risk by state authorities. Then the paper presents the reactions of Hungarian academics to the current migration crisis and finally it offers some proposals how to improve parts of Canon Law which govern immigration. The conclusion of the paper is that during the formulation of the central refugee policy of the Catholic Church decision makers must take into consideration the peculiar circumstances of its particular churches. This approach may prevent disharmony between the existing central regulations, the policy of the Vatican and the operations of the local church organizations.

Keywords: canon law, Catholic Church, civil law, Hungary, immigration, national security

Procedia PDF Downloads 283
345 On Estimating the Low Income Proportion with Several Auxiliary Variables

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

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

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

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344 A Partially Accelerated Life Test Planning with Competing Risks and Linear Degradation Path under Tampered Failure Rate Model

Authors: Fariba Azizi, Firoozeh Haghighi, Viliam Makis

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In this paper, we propose a method to model the relationship between failure time and degradation for a simple step stress test where underlying degradation path is linear and different causes of failure are possible. It is assumed that the intensity function depends only on the degradation value. No assumptions are made about the distribution of the failure times. A simple step-stress test is used to shorten failure time of products and a tampered failure rate (TFR) model is proposed to describe the effect of the changing stress on the intensities. We assume that some of the products that fail during the test have a cause of failure that is only known to belong to a certain subset of all possible failures. This case is known as masking. In the presence of masking, the maximum likelihood estimates (MLEs) of the model parameters are obtained through an expectation-maximization (EM) algorithm by treating the causes of failure as missing values. The effect of incomplete information on the estimation of parameters is studied through a Monte-Carlo simulation. Finally, a real example is analyzed to illustrate the application of the proposed methods.

Keywords: cause of failure, linear degradation path, reliability function, expectation-maximization algorithm, intensity, masked data

Procedia PDF Downloads 309
343 Postmodernism and Metanarrative: Deconstruction of Narrative in a Song of Ice and Fire Fantasy TV Series

Authors: Narjes Azimi

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It has been a while that narrative and storytelling turned to be the inevitable part of media. The narrative has so many aspects and among those entire aspects, the fantasy genre is consciously challenging one as fantasy readers are used to reading narratives like good versus evil plot. This paper will analyze the ASOIF TV series as a Meta narrative cultural production that deconstructs the elements of a traditional narrative. This study will shade on a grand narrative perspective from poststructuralism point of view. The theoretical framework is structuralism and post structuralism. Lyotard and Barthes are two main poststructuralists and focus of the study. Lyotard grand narrative elements will analyze in this research study. Fantasy genre generated a number of outstanding authors that explore innovative perspectives. Among all these leading authors George R.R Martin is one of the best. George R. R. Martin’s Fantasy a Song of Ice and Fire picturized the brutal world that seven kingdoms struggling for the power. Since 2011 this production has been followed and watched by millions of audiences all around the world. The methodology is the textual analysis of selected scenes. Martin’s distinctive fantasy style which makes it different from other fantasies, yet this shift does not negate how the previous fantasy writers represent the mentioned concepts of war, and etc., but Martin’ fantasy and left the mature audiences full of uncertainty.

Keywords: narrative theory, metanarrative, deconstruction, post-structuralism, Lyotard, Barthes

Procedia PDF Downloads 265
342 Multi-Objective Electric Vehicle Charge Coordination for Economic Network Management under Uncertainty

Authors: Ridoy Das, Myriam Neaimeh, Yue Wang, Ghanim Putrus

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Electric vehicles are a popular transportation medium renowned for potential environmental benefits. However, large and uncontrolled charging volumes can impact distribution networks negatively. Smart charging is widely recognized as an efficient solution to achieve both improved renewable energy integration and grid relief. Nevertheless, different decision-makers may pursue diverse and conflicting objectives. In this context, this paper proposes a multi-objective optimization framework to control electric vehicle charging to achieve both energy cost reduction and peak shaving. A weighted-sum method is developed due to its intuitiveness and efficiency. Monte Carlo simulations are implemented to investigate the impact of uncertain electric vehicle driving patterns and provide decision-makers with a robust outcome in terms of prospective cost and network loading. The results demonstrate that there is a conflict between energy cost efficiency and peak shaving, with the decision-makers needing to make a collaborative decision.

Keywords: electric vehicles, multi-objective optimization, uncertainty, mixed integer linear programming

Procedia PDF Downloads 150
341 Dual Duality for Unifying Spacetime and Internal Symmetry

Authors: David C. Ni

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The current efforts for Grand Unification Theory (GUT) can be classified into General Relativity, Quantum Mechanics, String Theory and the related formalisms. In the geometric approaches for extending General Relativity, the efforts are establishing global and local invariance embedded into metric formalisms, thereby additional dimensions are constructed for unifying canonical formulations, such as Hamiltonian and Lagrangian formulations. The approaches of extending Quantum Mechanics adopt symmetry principle to formulate algebra-group theories, which evolved from Maxwell formulation to Yang-Mills non-abelian gauge formulation, and thereafter manifested the Standard model. This thread of efforts has been constructing super-symmetry for mapping fermion and boson as well as gluon and graviton. The efforts of String theory currently have been evolving to so-called gauge/gravity correspondence, particularly the equivalence between type IIB string theory compactified on AdS5 × S5 and N = 4 supersymmetric Yang-Mills theory. Other efforts are also adopting cross-breeding approaches of above three formalisms as well as competing formalisms, nevertheless, the related symmetries, dualities, and correspondences are outlined as principles and techniques even these terminologies are defined diversely and often generally coined as duality. In this paper, we firstly classify these dualities from the perspective of physics. Then examine the hierarchical structure of classes from mathematical perspective referring to Coleman-Mandula theorem, Hidden Local Symmetry, Groupoid-Categorization and others. Based on Fundamental Theorems of Algebra, we argue that rather imposing effective constraints on different algebras and the related extensions, which are mainly constructed by self-breeding or self-mapping methodologies for sustaining invariance, we propose a new addition, momentum-angular momentum duality at the level of electromagnetic duality, for rationalizing the duality algebras, and then characterize this duality numerically with attempt for addressing some unsolved problems in physics and astrophysics.

Keywords: general relativity, quantum mechanics, string theory, duality, symmetry, correspondence, algebra, momentum-angular-momentum

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340 Using Simulation Modeling Approach to Predict USMLE Steps 1 and 2 Performances

Authors: Chau-Kuang Chen, John Hughes, Jr., A. Dexter Samuels

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The prediction models for the United States Medical Licensure Examination (USMLE) Steps 1 and 2 performances were constructed by the Monte Carlo simulation modeling approach via linear regression. The purpose of this study was to build robust simulation models to accurately identify the most important predictors and yield the valid range estimations of the Steps 1 and 2 scores. The application of simulation modeling approach was deemed an effective way in predicting student performances on licensure examinations. Also, sensitivity analysis (a/k/a what-if analysis) in the simulation models was used to predict the magnitudes of Steps 1 and 2 affected by changes in the National Board of Medical Examiners (NBME) Basic Science Subject Board scores. In addition, the study results indicated that the Medical College Admission Test (MCAT) Verbal Reasoning score and Step 1 score were significant predictors of the Step 2 performance. Hence, institutions could screen qualified student applicants for interviews and document the effectiveness of basic science education program based on the simulation results.

Keywords: prediction model, sensitivity analysis, simulation method, USMLE

Procedia PDF Downloads 311
339 Mecano-Reliability Coupled of Reinforced Concrete Structure and Vulnerability Analysis: Case Study

Authors: Kernou Nassim

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The current study presents a vulnerability and a reliability-mechanical approach that focuses on evaluating the seismic performance of reinforced concrete structures to determine the probability of failure. In this case, the performance function reflecting the non-linear behavior of the structure is modeled by a response surface to establish an analytical relationship between the random variables (strength of concrete and yield strength of steel) and mechanical responses of the structure (inter-floor displacement) obtained by the pushover results of finite element simulations. The push over-analysis is executed by software SAP2000. The results acquired prove that properly designed frames will perform well under seismic loads. It is a comparative study of the behavior of the existing structure before and after reinforcement using the pushover method. The coupling indirect mechanical reliability by response surface avoids prohibitive calculation times. Finally, the results of the proposed approach are compared with Monte Carlo Simulation. The comparative study shows that the structure is more reliable after the introduction of new shear walls.

Keywords: finite element method, surface response, reliability, reliability mechanical coupling, vulnerability

Procedia PDF Downloads 97
338 On the Cluster of the Families of Hybrid Polynomial Kernels in Kernel Density Estimation

Authors: Benson Ade Eniola Afere

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

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

Procedia PDF Downloads 65
337 Reliability Based Performance Evaluation of Stone Column Improved Soft Ground

Authors: A. GuhaRay, C. V. S. P. Kiranmayi, S. Rudraraju

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The present study considers the effect of variation of different geotechnical random variables in the design of stone column-foundation systems for assessing the bearing capacity and consolidation settlement of highly compressible soil. The soil and stone column properties, spacing, diameter and arrangement of stone columns are considered as the random variables. Probability of failure (Pf) is computed for a target degree of consolidation and a target safe load by Monte Carlo Simulation (MCS). The study shows that the variation in coefficient of radial consolidation (cr) and cohesion of soil (cs) are two most important factors influencing Pf. If the coefficient of variation (COV) of cr exceeds 20%, Pf exceeds 0.001, which is unsafe following the guidelines of US Army Corps of Engineers. The bearing capacity also exceeds its safe value for COV of cs > 30%. It is also observed that as the spacing between the stone column increases, the probability of reaching a target degree of consolidation decreases. Accordingly, design guidelines, considering both consolidation and bearing capacity of improved ground, are proposed for different spacing and diameter of stone columns and geotechnical random variables.

Keywords: bearing capacity, consolidation, geotechnical random variables, probability of failure, stone columns

Procedia PDF Downloads 333
336 Evaluation of a Data Fusion Algorithm for Detecting and Locating a Radioactive Source through Monte Carlo N-Particle Code Simulation and Experimental Measurement

Authors: Hadi Ardiny, Amir Mohammad Beigzadeh

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Through the utilization of a combination of various sensors and data fusion methods, the detection of potential nuclear threats can be significantly enhanced by extracting more information from different data. In this research, an experimental and modeling approach was employed to track a radioactive source by combining a surveillance camera and a radiation detector (NaI). To run this experiment, three mobile robots were utilized, with one of them equipped with a radioactive source. An algorithm was developed in identifying the contaminated robot through correlation between camera images and camera data. The computer vision method extracts the movements of all robots in the XY plane coordinate system, and the detector system records the gamma-ray count. The position of the robots and the corresponding count of the moving source were modeled using the MCNPX simulation code while considering the experimental geometry. The results demonstrated a high level of accuracy in finding and locating the target in both the simulation model and experimental measurement. The modeling techniques prove to be valuable in designing different scenarios and intelligent systems before initiating any experiments.

Keywords: nuclear threats, radiation detector, MCNPX simulation, modeling techniques, intelligent systems

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335 A Bayesian Multivariate Microeconometric Model for Estimation of Price Elasticity of Demand

Authors: Jefferson Hernandez, Juan Padilla

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Estimation of price elasticity of demand is a valuable tool for the task of price settling. Given its relevance, it is an active field for microeconomic and statistical research. Price elasticity in the industry of oil and gas, in particular for fuels sold in gas stations, has shown to be a challenging topic given the market and state restrictions, and underlying correlations structures between the types of fuels sold by the same gas station. This paper explores the Lotka-Volterra model for the problem for price elasticity estimation in the context of fuels; in addition, it is introduced multivariate random effects with the purpose of dealing with errors, e.g., measurement or missing data errors. In order to model the underlying correlation structures, the Inverse-Wishart, Hierarchical Half-t and LKJ distributions are studied. Here, the Bayesian paradigm through Markov Chain Monte Carlo (MCMC) algorithms for model estimation is considered. Simulation studies covering a wide range of situations were performed in order to evaluate parameter recovery for the proposed models and algorithms. Results revealed that the proposed algorithms recovered quite well all model parameters. Also, a real data set analysis was performed in order to illustrate the proposed approach.

Keywords: price elasticity, volume, correlation structures, Bayesian models

Procedia PDF Downloads 128
334 Investigation of Efficient Production of ¹³⁵La for the Auger Therapy Using Medical Cyclotron in Poland

Authors: N. Zandi, M. Sitarz, J. Jastrzebski, M. Vagheian, J. Choinski, A. Stolarz, A. Trzcinska

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¹³⁵La with the half-life of 19.5 h can be considered as a good candidate for Auger therapy. ¹³⁵La decays almost 100% by electron capture to the stable ¹³⁵Ba. In this study, all important possible reactions leading to ¹³⁵La production are investigated in details, and the corresponding theoretical yield for each reaction using the Monte-Carlo method (MCNPX code) are presented. Among them, the best reaction based on the cost-effectiveness and production yield regarding Poland facilities equipped with medical cyclotron has been selected. ¹³⁵La is produced using 16.5 MeV proton beam of general electric PET trace cyclotron through the ¹³⁵Ba(p,n)¹³⁵La reaction. Moreover, for a consistent facilitating comparison between the theoretical calculations and the experimental measurements, the beam current and also the proton beam energy is measured experimentally. Then, the obtained proton energy is considered as the entrance energy for the theoretical calculations. The production yield finally is measured and compared with the results obtained using the MCNPX code. The results show the experimental measurement and the theoretical calculations are in good agreement.

Keywords: efficient ¹³⁵La production, proton cyclotron energy measurement, MCNPX code, theoretical and experimental production yield

Procedia PDF Downloads 112
333 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

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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

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332 Seismic Fragility of Base-Isolated Multi-Story Piping System in Critical Facilities

Authors: Bu Seog Ju, Ho Young Son, Yong Hee Ryu

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This study is focused on the evaluation of seismic fragility of multi-story piping system installed in critical structures, isolated with triple friction pendulum bearing. The concept of this study is to isolate the critical building structure as well as nonstructural component, especially piping system in order to mitigate the earthquake damage and achieve the reliable seismic design. Then, the building system and multi-story piping system was modeled in OpenSees. In particular, the triple friction pendulum isolator was accounted for the vertical and horizontal coupling behavior in the building system subjected to seismic ground motions. Consequently, in order to generate the seismic fragility of base-isolated multi-story piping system, 21 selected seismic ground motions were carried out, by using Monte Carlo Simulation accounted for the uncertainties in demand. Finally, the system-level fragility curves corresponding to the limit state of the piping system was conducted at each T-joint system, which was commonly failure points in piping systems during and after an earthquake. Additionally, the system-level fragilities were performed to the first floor and second floor level in critical structures.

Keywords: fragility, friction pendulum bearing, nonstructural component, seismic

Procedia PDF Downloads 126
331 Optimal Image Representation for Linear Canonical Transform Multiplexing

Authors: Navdeep Goel, Salvador Gabarda

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Digital images are widely used in computer applications. To store or transmit the uncompressed images requires considerable storage capacity and transmission bandwidth. Image compression is a means to perform transmission or storage of visual data in the most economical way. This paper explains about how images can be encoded to be transmitted in a multiplexing time-frequency domain channel. Multiplexing involves packing signals together whose representations are compact in the working domain. In order to optimize transmission resources each 4x4 pixel block of the image is transformed by a suitable polynomial approximation, into a minimal number of coefficients. Less than 4*4 coefficients in one block spares a significant amount of transmitted information, but some information is lost. Different approximations for image transformation have been evaluated as polynomial representation (Vandermonde matrix), least squares + gradient descent, 1-D Chebyshev polynomials, 2-D Chebyshev polynomials or singular value decomposition (SVD). Results have been compared in terms of nominal compression rate (NCR), compression ratio (CR) and peak signal-to-noise ratio (PSNR) in order to minimize the error function defined as the difference between the original pixel gray levels and the approximated polynomial output. Polynomial coefficients have been later encoded and handled for generating chirps in a target rate of about two chirps per 4*4 pixel block and then submitted to a transmission multiplexing operation in the time-frequency domain.

Keywords: chirp signals, image multiplexing, image transformation, linear canonical transform, polynomial approximation

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330 Numerical Response of Planar HPGe Detector for 241Am Contamination of Various Shapes

Authors: M. Manohari, Himanshu Gupta, S. Priyadharshini, R.Santhanam, S.Chandrasekaran, B|.Venkatraman

Abstract:

Injection is one of the potential routes of intake in a radioactive facility. The internal dose due to this intake is monitored at the radiation emergency medical centre, IGCAR using a portable planar HPGe detector. The contaminated wound may be having different shapes. In a reprocessing potential of wound contamination with actinide is more. Efficiency is one of the input parameters for estimation of internal dose. Estimating these efficiencies experimentally would be tedious and cumbersome. Numerical estimation can be a supplement to experiment. As an initial step in this study 241Am contamination of different shapes are studied. In this study portable planar HPGe detector was modeled using Monte Carlo code FLUKA and the effect of different parameters like distance of the contamination from the detector, radius of the circular contamination were studied. Efficiency values for point and surface contamination located at different distances were estimated. The effect of efficiency on the radius of the surface source was more predominant when the source is at 1 cm distance compared to when the source to detector distance is 10 cm. At 1 cm the efficiency decreased quadratically as the radius increased and at 10 cm it decreased linearly. The point source efficiency varied exponentially with source to detector distance.

Keywords: Planar HPGe, efficiency value, injection, surface source

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329 TNF Receptor-Associated Factor 6 (TRAF6) Mediating the Angiotensin-Induced Non-Canonical TGFβ Pathway Activation and Differentiation of c-kit+ Cardiac Stem Cells

Authors: Qing Cao, Fei Wang, Yu-Qiang Wang, Li-Ya Huang, Tian-Tian Sang, Shu-Yan Chen

Abstract:

Aims: TNF Receptor-Associated Factor 6 (TRAF6) acts as a multifunctional regulator of the Transforming Growth Factor (TGF)-β signaling pathway, and mediates Smad-independent JNK and p38 activation via TGF-β. This study was performed to test the hypothesis that TGF-β/TRAF6 is essential for angiotensin-II (Ang II)-induced differentiation of rat c-kit+ Cardiac Stem Cells (CSCs). Methods and Results: c-kit+ CSCs were isolated from neonatal Sprague Dawley (SD) rats, and their c-kit status was confirmed with immunofluorescence staining. A TGF-β type I receptor inhibitor (SB431542) or the small interfering RNA (siRNA)-mediated knockdown of TRAF6 were used to investigate the role of TRAF6 in TGF-β signaling. Rescue of TRAF6 siRNA transfected cells with a 3'UTR deleted siRNA insensitive construct was conducted to rule out the off target effects of the siRNA. TRAF6 dominant negative (TRAF6DN) vector was constructed and used to infect c-kit+ CSCs, and western blotting was used to assess the expression of TRAF6, JNK, p38, cardiac-specific proteins, and Wnt signaling proteins. Physical interactions between TRAF6 and TGFβ receptors were studied by coimmunoprecipitation. Cardiac differentiation was suppressed in the absence of TRAF6. Forced expression of TRAF6 enhanced the expression of TGF-β-activated kinase1 (TAK1), and inhibited Wnt signaling. Furthermore, TRAF6 increased the expression of cardiac-specific proteins (cTnT and Cx-43) but inhibited the expression of Wnt3a. Conclusions: Our data suggest that TRAF6 plays an important role in Ang II induced differentiation of c-kit+ CSCs via the non-canonical signaling pathway.

Keywords: cardiac stem cells, differentiation, TGF-β, TRAF6, ubiquitination, Wnt

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328 Walking in a Weather rather than a Climate: Critique on the Meta-Narrative of Buddhism in Early India

Authors: Yongjun Kim

Abstract:

Since the agreement on the historicity of historical Buddha in eastern India, the beginning, heyday and decline of Buddhism in Early India have been discussed in urbanization, commercialism and state formation context, in short, Weberian socio-politico frame. Recent Scholarship, notably in archaeology and anthropology, has proposed ‘re-materialization of Buddhism in Early India’ based on what Buddhist had actually done rather than what they should do according to canonical teachings or philosophies. But its historical narrations still remain with a domain of socio-politico meta-narrative which tends to unjustifiably dismiss the naturally existing heterogeneity and often chaotic dynamic of diverse agencies, landscape perceptions, localized traditions, etc. An author will argue the multiplicity of theoretical standpoints for the reconstruction on the Buddhism in Early India. For this, at first, the diverse agencies, localized traditions, landscape patterns of Buddhist communities and monasteries in Trans-Himalayan regions; focusing Zanskar Valley and Spiti Valley in India will be illustrated based on an author’s field work. And then an author will discuss this anthropological landscape analysis is better appropriated with textual and archaeological evidences on the tension between urban monastic and forest Buddhism, the phenomena of sacred landscape, cemetery, garden, natural cave along with socio-economic landscape, the demographic heterogeneity in Early India. Finally, it will be attempted to compare between anthropological landscape of present Trans-Himalayan and archaeological one of ancient Western India. The study of Buddhism in Early India has hardly been discussed through multivalent theoretical archaeology and anthropology of religion, thus traditional and recent scholarship have produced historical meta-narrative though heterogeneous among them. The multidisciplinary approaches of textual critics, archaeology and anthropology will surely help to deconstruct the grand and all-encompassing historical description on Buddhism in Early India and then to reconstruct the localized, behavioral and multivalent narratives. This paper expects to highlight the importance of lesser-studied Buddhist archaeological sites and the dynamic views on religious landscape in Early India with a help of critical anthropology of religion.

Keywords: analogy by living traditions, Buddhism in Early India, landscape analysis, meta-narrative

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327 Modified CUSUM Algorithm for Gradual Change Detection in a Time Series Data

Authors: Victoria Siriaki Jorry, I. S. Mbalawata, Hayong Shin

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The main objective in a change detection problem is to develop algorithms for efficient detection of gradual and/or abrupt changes in the parameter distribution of a process or time series data. In this paper, we present a modified cumulative (MCUSUM) algorithm to detect the start and end of a time-varying linear drift in mean value of a time series data based on likelihood ratio test procedure. The design, implementation and performance of the proposed algorithm for a linear drift detection is evaluated and compared to the existing CUSUM algorithm using different performance measures. An approach to accurately approximate the threshold of the MCUSUM is also provided. Performance of the MCUSUM for gradual change-point detection is compared to that of standard cumulative sum (CUSUM) control chart designed for abrupt shift detection using Monte Carlo Simulations. In terms of the expected time for detection, the MCUSUM procedure is found to have a better performance than a standard CUSUM chart for detection of the gradual change in mean. The algorithm is then applied and tested to a randomly generated time series data with a gradual linear trend in mean to demonstrate its usefulness.

Keywords: average run length, CUSUM control chart, gradual change detection, likelihood ratio test

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326 Travel Behavior Simulation of Bike-Sharing System Users in Kaoshiung City

Authors: Hong-Yi Lin, Feng-Tyan Lin

Abstract:

In a Bike-sharing system (BSS), users can easily rent bikes from any station in the city for mid-range or short-range trips. BSS can also be integrated with other types of transport system, especially Green Transportation system, such as rail transport, bus etc. Since BSS records time and place of each pickup and return, the operational data can reflect more authentic and dynamic state of user behaviors. Furthermore, land uses around docking stations are highly associated with origins and destinations for the BSS users. As urban researchers, what concerns us more is to take BSS into consideration during the urban planning process and enhance the quality of urban life. This research focuses on the simulation of travel behavior of BSS users in Kaohsiung. First, rules of users’ behavior were derived by analyzing operational data and land use patterns nearby docking stations. Then, integrating with Monte Carlo method, these rules were embedded into a travel behavior simulation model, which was implemented by NetLogo, an agent-based modeling tool. The simulation model allows us to foresee the rent-return behaviour of BSS in order to choose potential locations of the docking stations. Also, it can provide insights and recommendations about planning and policies for the future BSS.

Keywords: agent-based model, bike-sharing system, BSS operational data, simulation

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

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

Abstract:

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

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

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324 Explicit Numerical Approximations for a Pricing Weather Derivatives Model

Authors: Clarinda V. Nhangumbe, Ercília Sousa

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Weather Derivatives are financial instruments used to cover non-catastrophic weather events and can be expressed in the form of standard or plain vanilla products, structured or exotics products. The underlying asset, in this case, is the weather index, such as temperature, rainfall, humidity, wind, and snowfall. The complexity of the Weather Derivatives structure shows the weakness of the Black Scholes framework. Therefore, under the risk-neutral probability measure, the option price of a weather contract can be given as a unique solution of a two-dimensional partial differential equation (parabolic in one direction and hyperbolic in other directions), with an initial condition and subjected to adequate boundary conditions. To calculate the price of the option, one can use numerical methods such as the Monte Carlo simulations and implicit finite difference schemes conjugated with Semi-Lagrangian methods. This paper is proposed two explicit methods, namely, first-order upwind in the hyperbolic direction combined with Lax-Wendroff in the parabolic direction and first-order upwind in the hyperbolic direction combined with second-order upwind in the parabolic direction. One of the advantages of these methods is the fact that they take into consideration the boundary conditions obtained from the financial interpretation and deal efficiently with the different choices of the convection coefficients.

Keywords: incomplete markets, numerical methods, partial differential equations, stochastic process, weather derivatives

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