Search results for: monte carlo analysis

Authors: Mustapha Kamel Mihoubi, Mohamed Essadik Kerkar

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Probabilistic risk analysis models are used to provide a better understanding of the reliability and structural failure of works, including when calculating the stability of large structures to a major risk in the event of an accident or breakdown. This work is interested in the study of the probability of failure of concrete dams through the application of reliability analysis methods including the methods used in engineering. It is in our case, the use of level 2 methods via the study limit state. Hence, the probability of product failures is estimated by analytical methods of the type first order risk method (FORM) and the second order risk method (SORM). By way of comparison, a level three method was used which generates a full analysis of the problem and involves an integration of the probability density function of random variables extended to the field of security using the Monte Carlo simulation method. Taking into account the change in stress following load combinations: normal, exceptional and extreme acting on the dam, calculation of the results obtained have provided acceptable failure probability values which largely corroborate the theory, in fact, the probability of failure tends to increase with increasing load intensities, thus causing a significant decrease in strength, shear forces then induce a shift that threatens the reliability of the structure by intolerable values of the probability of product failures. Especially, in case the increase of uplift in a hypothetical default of the drainage system.

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

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

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

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

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Authors: I. Badhrees

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

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

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Authors: WooYoung Jung, Buntheng Chhorn, Min-Gi Kim

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Recently, damage to domestic facilities by strong winds and typhoons are growing. Therefore, this study focused on sign structure among various vulnerable facilities. The evaluation of the wind fragility was carried out considering the destruction of the anchor, which is one of the various failure modes of the sign structure. The performance evaluation of the anchor was carried out to derive the wind fragility. Two parameters were set and four anchor types were selected to perform the pull-out and shear tests. The resistance capacity was estimated based on the experimental results. Wind loads were estimated using Monte Carlo simulation method. Based on these results, we derived the wind fragility according to anchor type and wind exposure category. Finally, the evaluation of the wind fragility was performed according to the experimental parameters such as anchor length and anchor diameter. This study shows that the depth of anchor was more significant for the safety of structure compare to diameter of anchor.

Keywords: sign structure, wind fragility, set anchor, pull-out test, shear test, Monte Carlo simulation

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Authors: Mojtaba Barzegar, Alireza Shirazi, Saied Rabi Mahdavi

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Intraoperative radiation therapy (IORT) is an innovative treatment modality that the delivery of a large single dose of radiation to the tumor bed during the surgery. The radiotherapy success depends on the absorbed dose delivered to the tumor. The achievement better accuracy in patient treatment depends upon the measured dose by standard dosimeter such as ionization chamber, but because of the high density of electric charge/pulse produced by the accelerator in the ionization chamber volume, the standard correction factor for ion recombination Ksat calculated with the classic two-voltage method is overestimated so the use of dose/pulse independent dosimeters such as chemical Fricke and ethanol chlorobenzene (ECB) dosimeters have been suggested. Dose measurement is usually calculated and calibrated in the Zmax. Ksat calculated by comparison of ion chamber response and ECB dosimeter at each applicator degree, size, and dose. The relative output factors for IORT applicators have been calculated and compared with experimentally determined values and the results simulated by Monte Carlo software. The absorbed doses have been calculated and measured with statistical uncertainties less than 0.7% and 2.5% consecutively. The relative differences between calculated and measured OF’s were up to 2.5%, for major OF’s the agreement was better. In these conditions, together with the relative absorbed dose calculations, the OF’s could be considered as an indication that the IORT electron beams have been well simulated. These investigations demonstrate the utility of the full Monte Carlo simulation of accelerator head with ECB dosimeter allow us to obtain detailed information of clinical IORT beams.

Keywords: intra operative radiotherapy, ethanol chlorobenzene, ksat, output factor, monte carlo simulation

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Authors: H. Mousavi, M. Sharifi, H. Pourvaziri

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Redundancy Allocation Problem (RAP) is a well-known mathematical problem for modeling series-parallel systems. It is a combinatorial optimization problem which focuses on determining an optimal assignment of components in a system design. In this paper, to be more practical, we have considered the problem of redundancy allocation of series system with interval valued reliability of components. Therefore, during the search process, the reliabilities of the components are considered as a stochastic variable with a lower and upper bounds. In order to optimize the problem, we proposed a simulated annealing based on cloud theory (CBSAA). Also, the Monte Carlo simulation (MCS) is embedded to the CBSAA to handle the random variable components’ reliability. This novel approach has been investigated by numerical examples and the experimental results have shown that the CBSAA combining MCS is an efficient tool to solve the RAP of systems with interval-valued component reliabilities.

Keywords: redundancy allocation problem, simulated annealing, cloud theory, monte carlo simulation

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Authors: Seyed Ali Mahdipour, Maryam Shafeei Sarvestani

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Radiation pressure acceleration (RPA) and target normal sheath acceleration (TNSA) are the most important methods of Laser-accelerated proton beams (LAP) planning systems.LAP has inspired novel applications that can benefit from proton bunch properties different from conventionally accelerated proton beams. The secondary neutron and photon produced in the collision of protons with beamline components are of the important concern in proton therapy. Various published Monte Carlo researches evaluated the beamline and shielding considerations for TNSA method, but there is no studies directly address secondary neutron and photon production from RPA method in LAP. The purpose of this study is to calculate the flux distribution of neutron and photon secondary radiations on the first area ofLAP and to determine the optimize thickness and radius of the energyselector in a LAP planning system based on RPA method. Also, we present the Monte Carlo calculations to determine the appropriate beam pipe for shielding a LAP planning system. The GEANT4 Monte Carlo toolkit has been used to simulate a secondary radiation production in LAP. A section of new multifunctional LAP beamlinehas been proposed, based on the pulsed power solenoid scheme as a GEANT4 toolkit. The results show that the energy selector is the most important source of neutron and photon secondary particles in LAP beamline. According to the calculations, the pure Tungsten energy selector not be the proper case, and using of Tungsten+Polyethylene or Tungsten+Graphitecomposite selectors will reduce the production of neutron and photon intensities by approximately ~10% and ~25%, respectively. Also the optimal radiuses of energy selectors were found to be ~4 cm and ~6 cm for a 3 degree and 5 degree proton deviation angles, respectively.

Keywords: neutron, photon, flux distribution, energy selector, GEANT4 toolkit

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Authors: Αlexios Kotsakis, Stefanos Katsavounis, Dimitra Alexiou

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Networks can be utilized to represent project planning problems, using nodes for activities and arcs to indicate precedence relationship between them. For fixed activity duration, a simple algorithm calculates the amount of time required to complete a project, followed by the activities that comprise the critical path. Program Evaluation and Review Technique (PERT) generalizes the above model by incorporating uncertainty, allowing activity durations to be random variables, producing nevertheless a relatively crude solution in planning problems. In this paper, based on the findings of the relevant literature, which strongly suggests that a Beta distribution can be employed to model earthmoving activities, we utilize Monte Carlo simulation, to estimate the project completion time distribution and measure the influence of skewness, an element inherent in activities of modern technical projects. We also extract the activity criticality index, with an ultimate goal to produce more accurate planning estimations.

Keywords: beta distribution, PERT, Monte Carlo simulation, skewness, project completion time distribution

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Authors: Suparman Suparman

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

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

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Authors: Sameer Jung Karki, Gokhan Saygili

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The allowable bearing capacity of foundation systems is determined by applying a factor of safety to the ultimate bearing capacity. Conventional ultimate bearing capacity calculations routines are based on deterministic input parameters where the nonuniformity and inhomogeneity of soil and site properties are not accounted for. Hence, the laws of mathematics like probability calculus and statistical analysis cannot be directly applied to foundation engineering. It’s assumed that the Factor of Safety, typically as high as 3.0, incorporates the uncertainty of the input parameters. This factor of safety is estimated based on subjective judgement rather than objective facts. It is an ambiguous term. Hence, a probabilistic analysis of the bearing capacity of an isolated footing on a clayey soil is carried out by using the Monte Carlo Simulation method. This simulated model was compared with the traditional discrete model. It was found out that the bearing capacity of soil was found higher for the simulated model compared with the discrete model. This was verified by doing the sensitivity analysis. As the number of simulations was increased, there was a significant % increase of the bearing capacity compared with discrete bearing capacity. The bearing capacity values obtained by simulation was found to follow a normal distribution. While using the traditional value of Factor of safety 3, the allowable bearing capacity had lower probability (0.03717) of occurring in the field compared to a higher probability (0.15866), while using the simulation derived factor of safety of 1.5. This means the traditional factor of safety is giving us bearing capacity that is less likely occurring/available in the field. This shows the subjective nature of factor of safety, and hence probability method is suggested to address the variability of the input parameters in bearing capacity equations.

Keywords: bearing capacity, factor of safety, isolated footing, montecarlo simulation

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Authors: Li Minghui, Min Shaorong, Zhang Jun

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This paper aims for studying the operational efficiency of surface warship’s motorized evasion to acoustic homing torpedo. It orderly developed trajectory model, self-guide detection model, vessel evasion model, as well as anti-torpedo error model in three-dimensional space to make up for the deficiency of precious researches analyzing two-dimensionally confrontational models. Then, making use of the Monte Carlo method, it carried out the simulation for the confrontation process of evasion in the environment of MATLAB. At last, it quantitatively analyzed the main factors which determine vessel’s survival probability. The results show that evasion relative bearing and speed will affect vessel’s survival probability significantly. Thus, choosing appropriate evasion relative bearing and speed according to alarming range and alarming relative bearing for torpedo, improving alarming range and positioning accuracy and reducing the response time against torpedo will improve the vessel’s survival probability significantly.

Keywords: acoustic homing torpedo, vessel evasion, monte carlo method, torpedo defense, vessel's survival probability

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Authors: Ofosuhene O. Apenteng, Noor Azina Ismail

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

Keywords: epidemic model, HIV, MCMC, parameter estimation

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Authors: Keunock Lew, Seungryul Ma

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The paper analyzes risk and expected return of lenders who provide mortgage loans to households in the shared mortgage program of Korea. In 2013, the Korean government introduced the mortgage program to help low income householders to convert their renting into purchasing houses. The financial source for the mortgage program is the Urban Housing Fund set up by the Korean government. Through the program, low income households can borrow money from lenders to buy a house at a very low interest rate (e.g. 1 % per year) for a long time. The motivation of adopting this mortgage program by the Korean government is that the cost of renting houses has been rapidly increased especially in large urban areas during the past decade, which became financial difficulties to low income households who do not have their own houses. As the analysis methodology, the paper uses a spread sheet model for projecting cash flows of the mortgage product over the period of loan contract. It also employs Monte Carlo simulation method to analyze the risk and expected yield of the lenders with assumption that the future housing price and market rate of interest follow a stochastic process. The study results will give valuable implications to the Korean government and lenders who want to stabilize the mortgage program and innovate the related loan products.

Keywords: expected return, Monte Carlo simulation, risk, shared mortgage program

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Authors: A. Sohouli, A. Suleman

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This study focuses on reliability analysis of variable stiffness composite laminate structures to investigate the potential structural improvement compared to conventional (straight fibers) composite laminate structures. A computational framework was developed which it consists of a deterministic design step and reliability analysis. The optimization part is Discrete Material Optimization (DMO) and the reliability of the structure is computed by Monte Carlo Simulation (MCS) after using Stochastic Response Surface Method (SRSM). The design driver in deterministic optimization is the maximum stiffness, while optimization method concerns certain manufacturing constraints to attain industrial relevance. These manufacturing constraints are the change of orientation between adjacent patches cannot be too large and the maximum number of successive plies of a particular fiber orientation should not be too high. Variable stiffness composites may be manufactured by Automated Fiber Machines (AFP) which provides consistent quality with good production rates. However, laps and gaps are the most important challenges to steer fibers that effect on the performance of the structures. In this study, the optimal curved fiber paths at each layer of composites are designed in the first step by DMO, and then the reliability analysis is applied to investigate the sensitivity of the structure with different standard deviations compared to the straight fiber angle composites. The random variables are material properties and loads on the structures. The results show that the variable stiffness composite laminate structures are much more reliable, even for high standard deviation of material properties, than the conventional composite laminate structures. The reason is that the variable stiffness composite laminates allow tailoring stiffness and provide the possibility of adjusting stress and strain distribution favorably in the structures.

Keywords: material optimization, Monte Carlo simulation, reliability analysis, response surface method, variable stiffness composite structures

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Authors: Kimberly Samaha

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In order to attract new types of investors into the emerging Bio-Economy, new methodologies to analyze investment risk are needed. The Bio-Hub Ecosystem model was developed to address a critical area of concern within the global energy market regarding the use of biomass as a feedstock for power plants. This study looked at repurposing existing biomass-energy plants into Circular Zero-Waste Bio-Hub Ecosystems. A Bio-Hub model that first targets a ‘whole-tree’ approach and then looks at the circular economics of co-hosting diverse industries (wood processing, aquaculture, agriculture) in the vicinity of the Biomass Power Plants facilities. This study modeled the economics and risk strategies of cradle-to-cradle linkages to incorporate the value-chain effects on capital/operational expenditures and investment risk reductions using a proprietary techno-economic model that incorporates investment risk scenarios utilizing the Monte Carlo methodology. The study calculated the sequential increases in profitability for each additional co-host on an operating forestry-based biomass energy plant in West Enfield, Maine. Phase I starts with the base-line of forestry biomass to electricity only and was built up in stages to include co-hosts of a greenhouse and a land-based shrimp farm. Phase I incorporates CO2 and heat waste streams from the operating power plant in an analysis of lowering and stabilizing the operating costs of the agriculture and aquaculture co-hosts. Phase II analysis incorporated a jet-fuel biorefinery and its secondary slip-stream of biochar which would be developed into two additional bio-products: 1) A soil amendment compost for agriculture and 2) A biochar effluent filter for the aquaculture. The second part of the study applied the Monte Carlo risk methodology to illustrate how co-location derisks investment in an integrated Bio-Hub versus individual investments in stand-alone projects of energy, agriculture or aquaculture. The analyzed scenarios compared reductions in both Capital and Operating Expenditures, which stabilizes profits and reduces the investment risk associated with projects in energy, agriculture, and aquaculture. The major findings of this techno-economic modeling using the Monte Carlo technique resulted in the masterplan for the first Bio-Hub to be built in West Enfield, Maine. In 2018, the site was designated as an economic opportunity zone as part of a Federal Program, which allows for Capital Gains tax benefits for investments on the site. Bioenergy facilities are currently at a critical juncture where they have an opportunity to be repurposed into efficient, profitable and socially responsible investments, or be idled and scrapped. The Bio-hub Ecosystems techno-economic analysis model is a critical model to expedite new standards for investments in circular zero-waste projects. Profitable projects will expedite adoption and advance the critical transition from the current ‘take-make-dispose’ paradigm inherent in the energy, forestry and food industries to a more sustainable Bio-Economy paradigm that supports local and rural communities.

Keywords: bio-economy, investment risk, circular design, economic modelling

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Authors: Jamal Al-Zain, O. El Hajjaji, T. El Bardouni

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A (Th-U) O2 fuel pin benchmark made up of 25 w/o U and 75 w/o Th was used. In order to analyze the depletion and inventory of the fuel for the pressurized water reactor pin-cell model. The new version VIII.0 of the ENDF/B nuclear data library was used to create a data set in ACE format at various temperatures and process the data using the MAKXSF6.2 and NJOY2016 programs to process the data at the various temperatures in order to conduct this study and analyze cross-section data. The infinite multiplication factor, the concentrations and activities of the main fission products, the actinide radionuclides accumulated in the pin cell, and the total radioactivity were all estimated and compared in this study using the Monte Carlo N-Particle 6 (MCNP6.2) and DRAGON5 programs. Additionally, the behavior of the Pressurized Water Reactor (PWR) thorium pin cell that is dependent on burn-up (BU) was validated and compared with the reference data obtained using the Massachusetts Institute of Technology (MIT-MOCUP), Idaho National Engineering and Environmental Laboratory (INEEL-MOCUP), and CASMO-4 codes. The results of this study indicate that all of the codes examined have good agreements.

Keywords: PWR thorium pin cell, ENDF/B-VIII.0, MAKXSF6.2, NJOY2016, MCNP6.2, DRAGON5, fuel burn-up.

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Authors: Abdisalam Hassan Muse, Samuel Mwalili, Oscar Ngesa

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A generalized log-logistic distribution with variable shapes of the hazard rate was introduced and studied, extending the log-logistic distribution by adding an extra parameter to the classical distribution, leading to greater flexibility in analysing and modeling various data types. The proposed distribution has a large number of well-known lifetime special sub-models such as; Weibull, log-logistic, exponential, and Burr XII distributions. Its basic mathematical and statistical properties were derived. The method of maximum likelihood was adopted for estimating the unknown parameters of the proposed distribution, and a Monte Carlo simulation study is carried out to assess the behavior of the estimators. The importance of this distribution is that its tendency to model both monotone (increasing and decreasing) and non-monotone (unimodal and bathtub shape) or reversed “bathtub” shape hazard rate functions which are quite common in survival and reliability data analysis. Furthermore, the flexibility and usefulness of the proposed distribution are illustrated in a real-life data set and compared to its sub-models; Weibull, log-logistic, and BurrXII distributions and other parametric survival distributions with 3-parmaeters; like the exponentiated Weibull distribution, the 3-parameter lognormal distribution, the 3- parameter gamma distribution, the 3-parameter Weibull distribution, and the 3-parameter log-logistic (also known as shifted log-logistic) distribution. The proposed distribution provided a better fit than all of the competitive distributions based on the goodness-of-fit tests, the log-likelihood, and information criterion values. Finally, Bayesian analysis and performance of Gibbs sampling for the data set are also carried out.

Keywords: hazard rate function, log-logistic distribution, maximum likelihood estimation, generalized log-logistic distribution, survival data, Monte Carlo simulation

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Authors: Badreddine Chemali, Boualem Tiliouine

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This article presents the main results of a numerical investigation on the uncertainty of dynamic response of structures with statistically correlated random damping Gamma distributed. A computational method based on a Linear Statistical Model (LSM) is implemented to predict second order statistics for the response of a typical industrial building structure. The significance of random damping with correlated parameters and its implications on the sensitivity of structural peak response in the neighborhood of a resonant frequency are discussed in light of considerable ranges of damping uncertainties and correlation coefficients. The results are compared to those generated using Monte Carlo simulation techniques. The numerical results obtained show the importance of damping uncertainty and statistical correlation of damping coefficients when obtaining accurate probabilistic estimates of dynamic response of structures. Furthermore, the effectiveness of the LSM model to efficiently predict uncertainty propagation for structural dynamic problems with correlated damping parameters is demonstrated.

Keywords: correlated random damping, linear statistical model, Monte Carlo simulation, uncertainty of dynamic response

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Authors: Marta Błażkiewicz, Adam Konefał

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Currently, boron-neutron therapy is carried out mainly with the use of a neutron beam generated in research nuclear reactors. This fact limits the possibility of realization of a BNCT in centers distant from the above-mentioned reactors. Moreover, the number of active nuclear reactors in operation in the world is decreasing due to the limited lifetime of their operation and the lack of new installations. Therefore, the possibilities of carrying out boron-neutron therapy based on the neutron beam from the experimental reactor are shrinking. However, the use of nuclear power reactors for BNCT purposes is impossible due to the infrastructure not intended for radiotherapy. Therefore, a serious challenge is to find ways to perform boron-neutron therapy based on neutrons generated outside the research nuclear reactor. This work meets this challenge. Its goal is to develop a BNCT technique based on commonly available neutron sources such as Cf-252 and PuBe, which will enable the above-mentioned therapy in medical centers unrelated to nuclear research reactors. Advances in the field of neutron source fabrication make it possible to achieve strong neutron fluxes. The current stage of research focuses on the development of virtual models of the above-mentioned sources using the Monte Carlo simulation method. In this study, the GEANT4 tool was used, including the model for simulating neutron-matter interactions - High Precision Neutron. Models of neutron sources were developed on the basis of experimental verification based on the activation detectors method with the use of indium foil and the cadmium differentiation method allowing to separate the indium activation contribution from thermal and resonance neutrons. Due to the large number of factors affecting the result of the verification experiment, the 10% discrepancy between the simulation and experiment results was accepted.

Keywords: BNCT, virtual models, neutron sources, monte carlo, GEANT4, neutron activation detectors, gamma spectroscopy

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Authors: Sayed Amir Hamzeh Mirkheshti

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Offshore wind energy as a strategic renewable energy, has been growing rapidly due to availability, abundance and clean nature of it. On the other hand, budget of this project is incredibly higher in comparison with other renewable energies and it takes more duration. Accordingly, precise estimation of time and cost is needed in order to promote awareness in the developers and society and to convince them to develop this kind of energy despite its difficulties. Occurrence risks during on project would cause its duration and cost constantly changed. Therefore, to develop offshore wind power, it is critical to consider all potential risks which impacted project and to simulate their impact. Hence, knowing about these risks could be useful for the selection of most influencing strategies such as avoidance, transition, and act in order to decrease their probability and impact. This paper presents an evaluation of the feasibility of 500 MV offshore wind project in the Persian Gulf and compares its situation with uncertainty resources and risk. The purpose of this study is to evaluate time and cost of offshore wind project under risk circumstances and uncertain resources by using Monte Carlo simulation. We analyzed each risk and activity along with their distribution function and their effect on the project.

Keywords: wind energy project, uncertain resources, risks, Monte Carlo simulation

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Authors: H. C. Chinwenyi, H. D. Ibrahim, F. A. Ahmed

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In modern financial mathematics, valuing derivatives such as options is often a tedious task. This is simply because their fair and correct prices in the future are often probabilistic. This paper examines three different Stochastic Differential Equation (SDE) models in finance; the Constant Elasticity of Variance (CEV) model, the Balck-Karasinski model, and the Heston model. The various Martingales option price valuation formulas for these three models were obtained using the replicating portfolio method. Also, the numerical solution of the derived Martingales options price valuation equations for the SDEs models was carried out using the Monte Carlo method which was implemented using MATLAB. Furthermore, results from the numerical examples using published data from the Nigeria Stock Exchange (NSE), all share index data show the effect of increase in the underlying asset value (stock price) on the value of the European Put Option for these models. From the results obtained, we see that an increase in the stock price yields a decrease in the value of the European put option price. Hence, this guides the option holder in making a quality decision by not exercising his right on the option.

Keywords: equivalent martingale measure, European put option, girsanov theorem, martingales, monte carlo method, option price valuation formula

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Authors: G. Medkour Ishak-Boushaki, A. Taibi, M. Allab

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Quantitative environmental radioactivity measurements are needed to determine the level of exposure of a population to ionizing radiations and for the assessment of the associated risks. Gamma spectrometry remains a very powerful tool for the analysis of radionuclides present in an environmental sample but the basic problem in such measurements is the low rate of detected events. Using large environmental samples could help to get around this difficulty but, unfortunately, new issues are raised by gamma rays attenuation and self-absorption. Recently, a new method has been suggested, to detect and identify without quantification, in a short time, a gamma ray of a low count source. This method does not require, as usually adopted in gamma spectrometry measurements, a pulse height spectrum acquisition. It is based on a chronological record of each detected photon by simultaneous measurements of its energy ε and its arrival time τ on the detector, the pair parameters [ε,τ] defining an event mode sequence (EMS). The EMS serials are analyzed sequentially by a Bayesian approach to detect the presence of a given radioactive source. The main object of the present work is to test the applicability of this sequential approach in radioactive environmental materials detection. Moreover, for an appropriate health oversight of the public and of the concerned workers, the analysis has been extended to get a reliable quantification of the radionuclides present in environmental samples. For illustration, we consider as an example, the problem of detection and quantification of 238U. Monte Carlo simulated experience is carried out consisting in the detection, by a Ge(Hp) semiconductor junction, of gamma rays of 63 keV emitted by 234Th (progeny of 238U). The generated EMS serials are analyzed by a Bayesian inference. The application of the sequential Bayesian approach, in environmental radioactivity analysis, offers the possibility of reducing the measurements time without requiring large environmental samples and consequently avoids the attached inconvenient. The work is still in progress.

Keywords: Bayesian approach, event mode sequence, gamma spectrometry, Monte Carlo method

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Authors: J. C. Riaño-Rojas, J. D. Alzate-Cardona, E. Restrepo-Parra

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In this work, a study of generic magnetic nanoparticles varying the metric space is presented. As the metric space is changed, the nanoparticle form and the inner product are also varied, since the energetic scale is not conserved. This study is carried out using Monte Carlo simulations combined with the Wolff embedding and Metropolis algorithms. The Metropolis algorithm is used at high temperature regions to reach the equilibrium quickly. The Wolff embedding algorithm is used at low and critical temperature regions in order to reduce the critical slowing down phenomenon. The ions number is kept constant for the different forms and the critical temperatures using finite size scaling are found. We observed that critical temperatures don't exhibit significant changes when the metric space was varied. Additionally, the effective dimension according the metric space was determined. A study of static behavior for reaching the static critical exponents was developed. The objective of this work is to observe the behavior of the thermodynamic quantities as energy, magnetization, specific heat, susceptibility and Binder's cumulants at the critical region, in order to demonstrate if the magnetic nanoparticles describe their magnetic interactions in the Euclidean space or if there is any correspondence in other metric spaces.

Keywords: nanoparticles, metric, Monte Carlo, critical behaviour

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Authors: Levent Taylan Ozgur Yildirim, Qihao Qian, John Yilin Wang

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A critical review of assessments of geological carbon dioxide (CO2) storage resources in Pennsylvania and the surrounding region was completed with a focus on the studies of Midwest Regional Carbon Sequestration Partnership (MRCSP), United States Department of Energy (US-DOE), and United States Geological Survey (USGS). Pennsylvania Geological Survey participated in the MRCSP Phase I research to characterize potential storage formations in Pennsylvania. The MRCSP’s volumetric method estimated ~89 gigatonnes (Gt) of total CO2 storage resources in deep saline formations, depleted oil and gas reservoirs, coals, and shales in Pennsylvania. Meanwhile, the US-DOE calculated storage efficiency factors using log-odds normal distribution and Monte Carlo sampling, revealing contingent storage resources of ~18 Gt to ~20 Gt in deep saline formations, depleted oil and gas reservoirs, and coals in Pennsylvania. Additionally, the USGS employed Beta-PERT distribution and Monte Carlo sampling to determine buoyant and residual storage efficiency factors, resulting in 20 Gt of contingent storage resources across four storage assessment units in Appalachian Basin. However, few studies have explored CO2 storage resources in shales in the region, yielding inconclusive findings. This article provides a critical and most up to date review and analysis of geological CO2 storage resources in Pennsylvania and the region.

Keywords: carbon capture and storage, geological CO2 storage, pennsylvania, appalachian basin

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Authors: Jiemiao Chen, Shuoxun Xu

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

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

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

Abstract:

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

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

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Authors: Mohamed K. Metwally, Sherif H. El-Gohary, Kyung Min Byun, Seung Moo Han, Soo Yeol Lee, Min Hyoung Cho, Gon Khang, Jinsung Cho, Tae-Seong Kim

Abstract:

Photoacoustic imaging (PAI) is a non-invasive and non-ionizing imaging modality that combines the absorption contrast of light with ultrasound resolution. Laser is used to deposit optical energy into a target (i.e., optical fluence). Consequently, the target temperature rises, and then thermal expansion occurs that leads to generating a PA signal. In general, most image reconstruction algorithms for PAI assume uniform fluence within an imaging object. However, it is known that optical fluence distribution within the object is non-uniform. This could affect the reconstruction of PA images. In this study, we have investigated the influence of optical fluence distribution on PA back-propagation imaging using finite element method. The uniform fluence was simulated as a triangular waveform within the object of interest. The non-uniform fluence distribution was estimated by solving light propagation within a tissue model via Monte Carlo method. The results show that the PA signal in the case of non-uniform fluence is wider than the uniform case by 23%. The frequency spectrum of the PA signal due to the non-uniform fluence has missed some high frequency components in comparison to the uniform case. Consequently, the reconstructed image with the non-uniform fluence exhibits a strong smoothing effect.

Keywords: finite element method, fluence distribution, Monte Carlo method, photoacoustic imaging

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Authors: Lokesh Varshney, R. K. Saket

Abstract:

This paper presents reliability indices evaluation of the rotor core magnetization of the induction motor operated as a self-excited induction generator by using probability distribution approach and Monte Carlo simulation. Parallel capacitors with calculated minimum capacitive value across the terminals of the induction motor operating as a SEIG with unregulated shaft speed have been connected during the experimental study. A three phase, 4 poles, 50Hz, 5.5 hp, 12.3A, 230V induction motor coupled with DC Shunt Motor was tested in the electrical machine laboratory with variable reactive loads. Based on this experimental study, it is possible to choose a reliable induction machine operating as a SEIG for unregulated renewable energy application in remote area or where grid is not available. Failure density function, cumulative failure distribution function, survivor function, hazard model, probability of success and probability of failure for reliability evaluation of the three phase induction motor operating as a SEIG have been presented graphically in this paper.

Keywords: residual magnetism, magnetization curve, induction motor, self excited induction generator, probability distribution, Monte Carlo simulation

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Authors: Tengfei He, Mengjie Zhang, Baosheng Jin

Abstract:

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

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

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Authors: Z. Jamalzadeh, A. Niaei, H. Erfannia

Abstract:

Due to developing industries, the emission of pollutants such as NOx, SOx, and CO2 are rapidly increased. Generally, NOx is attributed to the mono nitrogen oxides of NO and NO2 that is one of the most important atmospheric contaminants. Hence, controlling the emission of nitrogen oxides is environmentally urgent. Selective catalytic reduction of NOx is one of the most common techniques for NOx removal in which zeolites have wide application due to their high performance. In zeolitic processes, the catalytic reaction occurs mostly in the pores. Therefore, investigation of the adsorption phenomena of the molecules in order to gain an insight and understand the catalytic cycle is of important. Hence, in current study, benefiting from molecular simulations, the adsorption phenomena in the nanocatalysts of SCR of NOx process was investigated in order to get a good insight of the catalysts’ behavior. The effect of cation addition to the support in the catalysts’ behavior through adsorption step was explored by Mont Carlo (MC) using Materials Studio Package. Simulation time of 1 Ns accompanying 1 fs time step, COMPASS27 Force Field and the cut off radios of 12.5 Ȧ was applied for performed runs. It was observed that the adsorption capacity increases in the presence of cations. The sorption isotherms demonstrated the behavior of type I isotherm categories and sorption capacity diminished with increase in temperature whereas an increase was observed at high pressures. Besides, NO sorption showed higher sorption capacity than NH3 in H–ZSM5. In this respect, the energy distributions signified that the molecules could adsorb in just one sorption site at the catalyst and the sorption energy of NO was stronger than the NH3 in H-ZSM5. Furthermore, the isosteric heat of sorption data showed nearly same values for the molecules; however, it indicated stronger interactions of NO molecules with H-ZSM5 zeolite compared to the isosteric heat of NH3 which was low in value.

Keywords: Monte Carlo simulation, adsorption, NOx, ZSM5

Procedia PDF Downloads 329