Search results for: monte carlo analysis

Authors: A. Chateauneuf, M. Mostoufi, D. Vyncke

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Monte Carlo (MC) simulation is a technique that provides approximate solutions to a broad range of mathematical problems. A drawback of the method is its high computational cost, especially in a high-dimensional setting, such as estimating the Tail Value-at-Risk for large portfolios or pricing basket options and Asian options. For these types of problems, one can construct an upper bound in the convex order by replacing the copula by the comonotonic copula. This comonotonic upper bound can be computed very quickly, but it gives only a rough approximation. In this paper we introduce the Comonotonic Monte Carlo (CoMC) simulation, by using the comonotonic approximation as a control variate. The CoMC is of broad applicability and numerical results show a remarkable speed improvement. We illustrate the method for estimating Tail Value-at-Risk and pricing basket options and Asian options when the logreturns follow a Black-Scholes model or a variance gamma model.

Keywords: control variate Monte Carlo, comonotonicity, option pricing, scientific computing

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Authors: Abdelkader Hocine, Abdelhakim Maizia

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The exponential growth of reinforced fibers composite materials use has prompted researchers to step up their work on the prediction of their reliability. Owing to differences between the properties of the materials used for the composite, the manufacturing processes, the load combinations and types of environment, the prediction of the reliability of composite materials has become a primary task. Through failure criteria, TSAI-WU and the maximum stress, the reliability of multilayer tubular structures under pressure is the subject of this paper, where the failure probability of is estimated by the method of Monte Carlo.

Keywords: composite, design, monte carlo, tubular structure, reliability

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Authors: Vinayak Bassi, Rajpreet Singh

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Over the years, with the emergence of sophisticated computers and algorithms, finance has been quantified using computational prowess. Asset valuation has been one of the key components of quantitative finance. In fact, it has become one of the embryonic steps in determining risk related to a portfolio, the main goal of quantitative finance. This study comprises a drawing comparison between valuation output generated by two stochastic dynamic models, namely Black-Scholes and Dupire’s bi-dimensionality model. Both of these models are formulated for computing the valuation function for a portfolio of European options using Monte Carlo simulation methods. Although Monte Carlo algorithms have a slower convergence rate than calculus-based simulation techniques (like FDM), they work quite effectively over high-dimensional dynamic models. A fidelity gap is analyzed between the static (historical) and stochastic inputs for a sample portfolio of underlying assets. In order to enhance the performance efficiency of the model, the study emphasized the use of variable reduction methods and customizing random number generators to implement parallelization. An attempt has been made to further implement the Dupire’s model on a GPU to achieve higher computational performance. Furthermore, ideas have been discussed around the performance enhancement and bottleneck identification related to the implementation of options-pricing models on GPUs.

Keywords: monte carlo, stochastic models, computational finance, parallel programming, scientific computing

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Authors: H. Oudira, A. Saifi

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The therapeutic utility of certain Auger emitters such as iodine-125 depends on their position within the cell nucleus . Or diagnostically, and to maintain as low as possible cell damage, it is preferable to have radionuclide localized outside the cell or at least the core. One solution to this problem is to consider markers capable of conveying anticancer drugs to the tumor site regardless of their location within the human body. The objective of this study is to simulate the impact of a complex such as bleomycin on single and double strand breaks in the DNA molecule. Indeed, this simulation consists of the following transactions: - Construction of BLM -Fe- DNA complex. - Simulation of the electron’s transport from the metastable state excitation of Fe 57 by the Monte Carlo method. - Treatment of chemical reactions in the considered environment by the diffusion equation. For physical, physico-chemical and finally chemical steps, the geometry of the complex is considered as a sphere of 50 nm centered on the binding site , and the mathematical method used is called step by step based on Monte Carlo codes.

Keywords: concentration, yield, radical species, bleomycin, excitation, DNA

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

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

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

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Authors: Oh Hyeon Jeon, WooYoung Jung

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

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

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Authors: Amin Sahebnasagh, Karim Adinehvand, Bakhtiar Azadbakht

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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, anode is from tungsten with 18.9 g/cm3 density and angle of anode is 180. 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 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, MCNP4C code

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Authors: Autcha Araveeporn

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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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Authors: Mohammad Alshawaf, Rahmat Poudineh, Nawaf Alhajeri

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The power generated from photovoltaic (PV) modules is non-dispatchable on demand due to the stochastic nature of solar radiation. The random variations in the measured intensity of solar irradiance are due to clouds and, in the case of arid regions, dust storms which decrease the intensity of intensity of solar irradiance. Therefore, modeling PV power output using average, maximum, or minimum solar irradiance values is inefficient to predict power generation reliably. The overall objective of this paper is to predict the power output of PV modules using Monte Carlo approach based the weather and solar conditions measured in Kuwait. Given the 250 Wp PV module used in study, the average daily power output is 1021 Wh/day. The maximum power was generated in April and the minimum power was generated in January 1187 Wh/day and 823 Wh/day respectively. The certainty of the daily predictions varies seasonally and according to the weather conditions. The output predictions were far more certain in the summer months, for example, the 80% certainty range for August is 89 Wh/day, whereas the 80% certainty range for April is 250 Wh/day.

Keywords: Monte Carlo, solar energy, variable renewable energy, Kuwait

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Authors: Asghar Ebrahimi, Elyas Lakzian

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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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Authors: Maryam Safrai, Tewfik Mahdi

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This article presents the stochastic modeling of the Richelieu River flood in Quebec, Canada, occurred in the spring of 2011. With the aid of the one-dimensional Watershed Modeling System (WMS (v.10.1) and HEC-RAS (v.4.1) as a flood simulator, the delineation of the probabilistic flooded areas was considered. Based on the Monte Carlo method, WMS (v.10.1) delineated the probabilistic flooded areas with corresponding occurrence percentages. Furthermore, results of this one-dimensional model were compared with the results of two-dimensional model (SRH-2D) for the evaluation of efficiency and precision of each applied model. Based on this comparison, computational process in two-dimensional model is longer and more complicated versus brief one-dimensional one. Although, two-dimensional models are more accurate than one-dimensional method, but according to existing modellers, delineation of probabilistic flooded areas based on Monte Carlo method is achievable via one-dimensional modeler. The applied software in this case study greatly responded to verify the research objectives. As a result, flood risk maps of the Richelieu River with the two applied models (1d, 2d) could elucidate the flood risk factors in hydrological, hydraulic, and managerial terms.

Keywords: flood modeling, HEC-RAS, model comparison, Monte Carlo simulation, probabilistic flooded area, SRH-2D, WMS

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Authors: Kuan-Jen Lai, Fang-Yi Lin, Shang-Rong Huang, Yun-Zheng Zeng, Po-Chieh Hsu, Jay Wu

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The normalized glandular dose (DgN) estimates the energy deposition of mammography in clinical practice. The Monte Carlo simulations frequently use uniformly mixed phantom for calculating the conversion factor. However, breast tissues are not uniformly distributed, leading to errors of conversion factor estimation. This study constructed a three-layer phantom to estimated more accurate of normalized glandular dose. In this study, MCNP code (Monte Carlo N-Particles code) was used to create the geometric structure. We simulated three types of target/filter combinations (Mo/Mo, Mo/Rh, Rh/Rh), six voltages (25 ~ 35 kVp), six HVL parameters and nine breast phantom thicknesses (2 ~ 10 cm) for the three-layer mammographic phantom. The conversion factor for 25%, 50% and 75% glandularity was calculated. The error of conversion factors compared with the results of the American College of Radiology (ACR) was within 6%. For Rh/Rh, the difference was within 9%. The difference between the 50% average glandularity and the uniform phantom was 7.1% ~ -6.7% for the Mo/Mo combination, voltage of 27 kVp, half value layer of 0.34 mmAl, and breast thickness of 4 cm. According to the simulation results, the regression analysis found that the three-layer mammographic phantom at 0% ~ 100% glandularity can be used to accurately calculate the conversion factors. The difference in glandular tissue distribution leads to errors of conversion factor calculation. The three-layer mammographic phantom can provide accurate estimates of glandular dose in clinical practice.

Keywords: Monte Carlo simulation, mammography, normalized glandular dose, glandularity

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

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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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Authors: Sidi Mohamed Mesli, Mohamed Habchi, Mohamed Kotbi, Rafik Benallal, Abdelali Derouiche

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Fluoride glasses with a nominal composition of BaMnMF7 (M = FeV assuming isomorphous replacement) have been structurally modelled through the simultaneous simulation of their neutron diffraction patterns by a reverse Monte Carlo (RMC) model and by a Rietveld for disordered materials (RDM) method. Model is consistent with an expected network of interconnected [MF6] polyhedra. The RMC results are accompanied by artificial satellite peaks. To remedy this problem, we use an extension of the RMC algorithm, which introduces an energy penalty term in acceptance criteria. This method is called the Hybrid Reverse Monte Carlo (HRMC) method. The idea of this paper is to apply the (HRMC) method to the title glasses, in order to make a study of the phenomenon nature of order and disorder by displaying and discussing the partial pair distribution functions (PDFs) g(r). We suggest that this method can be used to describe average correlations between components of fluoride glass or similar system.

Keywords: fluoride glasses, RMC simulation, neutron scattering, hybrid RMC simulation, Lennard-Jones potential, partial pair distribution functions

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Authors: Mohammed Habchi, Sidi Mohammed Mesli, Rafik Benallal, Mohammed Kotbi

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On the basis of four partial correlation functions and some geometric constraints obtained from neutron scattering experiments, a Reverse Monte Carlo (RMC) simulation has been performed in the study of the aqueous electrolyte LiCl6H2O at the glassy state. The obtained 3-dimensional model allows computing pair radial and orientational distribution functions in order to explore the structural features of the system. Unrealistic features appeared in some coordination peaks. To remedy to this, we use the Hybrid Reverse Monte Carlo (HRMC), incorporating an additional energy constraint in addition to the usual constraints derived from experiments. The energy of the system is calculated using an Environment Dependence Interaction Potential (EDIP). Ions effects is studied by comparing correlations between water molecules in the solution and in pure water at room temperature Our results show a good agreement between experimental and computed partial distribution functions (PDFs) as well as a significant improvement in orientational distribution curves.

Keywords: LiCl6H2O, glassy state, RMC, HRMC

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Authors: M. A. Lahmer, K. Guergouri

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In this work, Kinetic Monte Carlo (KMC) method was applied to study the thermal stability of hydrogen in ZnO bulk and thin films. Our simulation includes different possible events such as interstitial hydrogen (Hi) jumps, substitutional hydrogen (HO) formation and dissociation, oxygen and zinc vacancies jumps, hydrogen-VZn complexes formation and dissociation, HO-Hi complex formation and hydrogen molecule (H2) formation and dissociation. The obtained results show that the hidden hydrogen formed during thermal annealing or at room temperature is constituted of both hydrogen molecule and substitutional hydrogen. The ratio of this constituants depends on the initial defects concentration as well as the annealing temperature. For annealing temperature below 300°C hidden hydrogen was found to be constituted from both substitutional hydrogen and hydrogen molecule, however, for higher temperature it is composed essentially from HO defects only because H2 was found to be unstable. In the other side, our results show that the remaining hydrogen amount in sample during thermal annealing depend greatly on the oxygen vacancies in the material. H2 molecule was found to be stable for thermal annealing up to 200°C, VZnHn complexes are stable up to 350°C and HO was found to be stable up to 450°C.

Keywords: ZnO, hydrogen, thermal annealing, kinetic Monte Carlo

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Authors: Adem Acır

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

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

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Authors: Encarnación Álvarez, Rosa M. García-Fernández, Juan F. Muñoz, Francisco J. Blanco-Encomienda

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The problem of estimating a proportion has important applications in the field of economics, and in general, in many areas such as social sciences. A common application in economics is the estimation of the headcount index. In this paper, we define the general headcount index as a proportion. Furthermore, we introduce a new quantitative method for estimating the headcount index. In particular, we suggest to use the logistic regression estimator for the problem of estimating the headcount index. Assuming a real data set, results derived from Monte Carlo simulation studies indicate that the logistic regression estimator can be more accurate than the traditional estimator of the headcount index.

Keywords: poverty line, poor, risk of poverty, Monte Carlo simulations, sample

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Authors: M. R. Akbari, H. Yousefnia, A. Ghasemi

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Al2O3:C,Mg fluorescent nuclear track detector (FNTD) and Al2O3:C optically stimulated luminescence detector (OSLD) are becoming two of the applied detectors in ion dosimetry. Therefore, the response of these detectors to hadron beams is highly of interest in radiation therapy (RT) using ion beams. In this study, these detectors' responses to proton and Helium-4 ion beams were compared using Monte Carlo simulations. The calculated data for proton beams were compared with Markus ionization chamber (IC) measurement (in water phantom) from M.D. Anderson proton therapy center. Monte Carlo simulations were performed via the FLUKA code (version 2011.2-17). The detectors were modeled in cylindrical shape at various depths of the water phantom without shading each other for obtaining relative depth dose in the phantom. Mono-energetic parallel ion beams in different incident energies (100 MeV/n to 250 MeV/n) were collided perpendicularly on the phantom surface. For proton beams, the results showed that the simulated detectors have over response relative to IC measurements in water phantom. In all cases, there were good agreements between simulated ion ranges in the water with calculated and experimental results reported by the literature. For proton, maximum peak to entrance dose ratio in the simulated water phantom was 4.3 compared with about 3 obtained from IC measurements. For He-4 ion beams, maximum peak to entrance ratio calculated by both detectors was less than 3.6 in all energies. Generally, it can be said that FLUKA is a good tool to calculate Al2O3:C,Mg FNTD and Al2O3:C OSLD detectors responses to therapeutic proton and He-4 ion beams. It can also calculate proton and He-4 ion ranges with a reasonable accuracy.

Keywords: comparison, FNTD and OSLD detectors response, light ion beams, Monte Carlo simulations

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

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

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

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

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

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

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Authors: Seong Do Kim, Woo Young Jung

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

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

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Authors: Fang Ye, Han Yu, Yibing Li

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

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

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Authors: Bina Kumari, Subir K. Sarkar, Pradipta Bandyopadhyay

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The autocorrelation function of the density fluctuation is studied in each of the two phases in a Gibbs Ensemble Monte Carlo (GEMC) simulation of the problem of phase separation for a square well potential with various values of its range. We find that the normalized autocorrelation function is described very well as a linear combination of an exponential function with a time scale τ₂ and a stretched exponential function with a time scale τ₁ and an exponent α. Dependence of (α, τ₁, τ₂) on the parameters of the GEMC algorithm and the range of the square well potential is investigated and interpreted. We also analyse the issue of how to choose the parameters of the GEMC simulation optimally.

Keywords: autocorrelation function, density fluctuation, GEMC, simulation

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Authors: Bruce G. Wilson

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The collection of municipal solid waste at the curbside is a complex operation that is repeated daily under varying circumstances around the world. There have been several attempts to develop Monte Carlo simulation models of the waste collection process dating back almost 50 years. Despite this long history, the use of simulation modeling as a planning or optimization tool for waste collection is still extremely limited in practice. Historically, simulation modeling of waste collection systems has been hampered by the limitations of computer hardware and software and by the availability of representative input data. This paper outlines the development of a Monte Carlo simulation model that overcomes many of the limitations contained in previous models. The model uses a general purpose simulation software program that is easily capable of modeling an entire waste collection network. The model treats the stops on a waste collection route as a queue of work to be processed by a collection vehicle (or server). Input data can be collected from a variety of sources including municipal geographic information systems, global positioning system recorders on collection vehicles, and weigh scales at transfer stations or treatment facilities. The result is a flexible model that is sufficiently robust that it can model the collection activities in a large municipality, while providing the flexibility to adapt to changing conditions on the collection route.

Keywords: modeling, queues, residential waste collection, Monte Carlo simulation

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Authors: Vitalii Yu. Kapitan, Aleksandr V. Perzhu, Konstantin V. Nefedev

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The necessity of studying magnetic multilayer structures is explained by the prospects of their practical application as a technological base for creating new storages medium. Magnetic multilayer films have many unique features that contribute to increasing the density of information recording and the speed of storage devices. Multilayer structures are structures of alternating magnetic and nonmagnetic layers. In frame of the classical Heisenberg model, lattice spin systems with direct short- and long-range exchange interactions were investigated by Monte Carlo methods. The thermodynamic characteristics of multilayer structures, such as the temperature behavior of magnetization, energy, and heat capacity, were investigated. The processes of magnetization reversal of multilayer structures in external magnetic fields were investigated. The developed software is based on the new, promising programming language Rust. Rust is a new experimental programming language developed by Mozilla. The language is positioned as an alternative to C and C++. For the Monte Carlo simulation, the Metropolis algorithm and its parallel implementation using MPI and the Wang-Landau algorithm were used. We are planning to study of magnetic multilayer films with asymmetric Dzyaloshinskii–Moriya (DM) interaction, interfacing effects and skyrmions textures. This work was supported by the state task of the Ministry of Education and Science of the Russia # 3.7383.2017/8.9

Keywords: The Monte Carlo methods, Heisenberg model, multilayer structures, magnetic skyrmion

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Authors: Parimalah Velo, Ahmad Zakaria

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Introduction: Monte Carlo simulations of preclinical imaging systems allow opportunity to enable new research that could range from designing hardware up to discovery of new imaging application. The simulation system which could accurately model an imaging modality provides a platform for imaging developments that might be inconvenient in physical experiment systems due to the expense, unnecessary radiation exposures and technological difficulties. The aim of present study is to validate the Monte Carlo simulation of thyroid phantom imaging using Geant4-GATE for Siemen’s e-cam single head gamma camera. Upon the validation of the gamma camera simulation model by comparing physical characteristic such as energy resolution, spatial resolution, sensitivity, and dead time, the GATE simulation of thyroid phantom imaging is carried out. Methods: A thyroid phantom is defined geometrically which comprises of 2 lobes with 80mm in diameter, 1 hot spot, and 3 cold spots. This geometry accurately resembling the actual dimensions of thyroid phantom. A planar image of 500k counts with 128x128 matrix size was acquired using simulation model and in actual experimental setup. Upon image acquisition, quantitative image analysis was performed by investigating the total number of counts in image, the contrast of the image, radioactivity distributions on image and the dimension of hot spot. Algorithm for each quantification is described in detail. The difference in estimated and actual values for both simulation and experimental setup is analyzed for radioactivity distribution and dimension of hot spot. Results: The results show that the difference between contrast level of simulation image and experimental image is within 2%. The difference in the total count between simulation and actual study is 0.4%. The results of activity estimation show that the relative difference between estimated and actual activity for experimental and simulation is 4.62% and 3.03% respectively. The deviation in estimated diameter of hot spot for both simulation and experimental study are similar which is 0.5 pixel. In conclusion, the comparisons show good agreement between the simulation and experimental data.

Keywords: gamma camera, Geant4 application of tomographic emission (GATE), Monte Carlo, thyroid imaging

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

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

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

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Authors: Amar Aliche, Hocine Hammoum, Karima Bouzelha, Arezki Ben Abderrahmane

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Traditionally, the dimensioning of storage tanks is conducted with a deterministic approach based on partial coefficients of safety. These coefficients are applied to take into account the uncertainties related to hazards on properties of materials used and applied loads. However, the use of these safety factors in the design process does not assure an optimal and reliable solution and can sometimes lead to a lack of robustness of the structure. The reliability theory based on a probabilistic formulation of constructions safety can respond in an adapted manner. It allows constructing a modelling in which uncertain data are represented by random variables, and therefore allows a better appreciation of safety margins with confidence indicators. The work presented in this paper consists of a mecano-reliability analysis of a concrete storage tank placed on ground. The classical method of Monte Carlo simulation is used to evaluate the failure probability of concrete tank by considering the seismic acceleration as random variable.

Keywords: reliability approach, storage tanks, monte carlo simulation, seismic acceleration

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Authors: Minho Kwon, Jeonghee Lim, Yeongseok Jeong, Donghoon Shin, Kiyoung Kim

Abstract:

Recently, global warming phenomenon has led to natural disasters caused by global environmental changes, and due to abnormal weather events, the frequency and intensity of heavy rain storm typhoons are increasing. Therefore, it is imperative to prepare for future heavy rain storms and typhoons. This study selects arbitrary target bridges and performs numerical analysis to evaluate the safety of bridge piers in the event that the water level changes. The numerical model is based on two-dimensional surface elements. Actual reinforced concrete was simulated by modeling concrete to include reinforcements, and a contact boundary model was applied between the ground and the concrete. The water level applied to the piers was considered at 18 levels between 7.5 m and 16.1 m. The elastic modulus, compressive strength, tensile strength, and yield strength of the reinforced concrete were calculated using 250 random combinations and numerical analysis was carried out for each water level. In the results of analysis, the bridge exceeded the stated limit at 15.0 m. At the maximum water level of 16.1m, the concrete’s failure rate was 35.2%, but the probability that the reinforcement would fail was 61.2%.

Keywords: Monte-Carlo method, pier, water level change, limit state

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