Search results for: monte carlo analysis

Authors: Yo Fukutani, Shuji Moriguchi, Takuma Kotani, Terada Kenjiro

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If risk management of the assets owned by companies, risk assessment of real estate portfolio, and risk identification of the entire region are to be implemented, it is necessary to consider simultaneous damage to multiple buildings. In this research, the Sagami Trough earthquake tsunami that could have a significant effect on the Japanese capital region is focused on, and a method is proposed for simultaneous damage assessment using copulas that can take into consideration the correlation of tsunami depths and building damage between two sites. First, the tsunami inundation depths at two sites were simulated by using a nonlinear long-wave equation. The tsunamis were simulated by varying the slip amount (five cases) and the depths (five cases) for each of 10 sources of the Sagami Trough. For each source, the frequency distributions of the tsunami inundation depth were evaluated by using the response surface method. Then, Monte-Carlo simulation was conducted, and frequency distributions of tsunami inundation depth were evaluated at the target sites for all sources of the Sagami Trough. These are marginal distributions. Kendall’s tau for the tsunami inundation simulation at two sites was 0.83. Based on this value, the Gaussian copula, t-copula, Clayton copula, and Gumbel copula (n = 10,000) were generated. Then, the simultaneous distributions of the damage rate were evaluated using the marginal distributions and the copulas. For the correlation of the tsunami inundation depth at the two sites, the expected value hardly changed compared with the case of no correlation, but the damage rate of the ninety-ninth percentile value was approximately 2%, and the maximum value was approximately 6% when using the Gumbel copula.

Keywords: copulas, Monte-Carlo simulation, probabilistic risk assessment, tsunamis

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Authors: Alexandru George Vaduva, Adriana Vlad, Bogdan Badea

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In this research, we conduct a Monte Carlo analysis on a two-dimensional χ2 test, which is used to determine the minimum distance required for independent sampling in the context of chaotic signals. We investigate the impact of transforming initial data sets from any probability distribution to new signals with a uniform distribution using the Spearman rank correlation on the χ2 test. This transformation removes the randomness of the data pairs, and as a result, the observed distribution of χ2 test values differs from the expected distribution. We propose a solution to this problem and evaluate it using another chaotic signal.

Keywords: chaotic signals, logistic map, Pearson’s test, Chi Square test, bivariate distribution, statistical independence

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Authors: Milos Travar, Jovana Nikolov, Andrej Vranicar, Natasa Todorovic

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Over the years, High Purity Germanium (HPGe) detectors proved to be an excellent practical tool and, as such, have established their today's wide use in low background γ-spectrometry. One of the advantages of gamma-ray spectrometry is its easy sample preparation as chemical processing and separation of the studied subject are not required. Thus, with a single measurement, one can simultaneously perform both qualitative and quantitative analysis. One of the most prominent features of HPGe detectors, besides their excellent efficiency, is their superior resolution. This feature virtually allows a researcher to perform a thorough analysis by discriminating photons of similar energies in the studied spectra where otherwise they would superimpose within a single-energy peak and, as such, could potentially scathe analysis and produce wrongly assessed results. Naturally, this feature is of great importance when the identification of radionuclides, as well as their activity concentrations, is being practiced where high precision comes as a necessity. In measurements of this nature, in order to be able to reproduce good and trustworthy results, one has to have initially performed an adequate full-energy peak (FEP) efficiency calibration of the used equipment. However, experimental determination of the response, i.e., efficiency curves for a given detector-sample configuration and its geometry, is not always easy and requires a certain set of reference calibration sources in order to account for and cover broader energy ranges of interest. With the goal of overcoming these difficulties, a lot of researches turned towards the application of different software toolkits that implement the Monte Carlo method (e.g., MCNP, FLUKA, PENELOPE, Geant4, etc.), as it has proven time and time again to be a very powerful tool. In the process of creating a reliable model, one has to have well-established and described specifications of the detector. Unfortunately, the documentation that manufacturers provide alongside the equipment is rarely sufficient enough for this purpose. Furthermore, certain parameters tend to evolve and change over time, especially with older equipment. Deterioration of these parameters consequently decreases the active volume of the crystal and can thus affect the efficiencies by a large margin if they are not properly taken into account. In this study, the optimisation method of two HPGe detectors through the implementation of the Geant4 toolkit developed by CERN is described, with the goal of further improving simulation accuracy in calculations of FEP efficiencies by investigating the influence of certain detector variables (e.g., crystal-to-window distance, dead layer thicknesses, inner crystal’s void dimensions, etc.). Detectors on which the optimisation procedures were carried out were a standard traditional co-axial extended range detector (XtRa HPGe, CANBERRA) and a broad energy range planar detector (BEGe, CANBERRA). Optimised models were verified through comparison with experimentally obtained data from measurements of a set of point-like radioactive sources. Acquired results of both detectors displayed good agreement with experimental data that falls under an average statistical uncertainty of ∼ 4.6% for XtRa and ∼ 1.8% for BEGe detector within the energy range of 59.4−1836.1 [keV] and 59.4−1212.9 [keV], respectively.

Keywords: HPGe detector, γ spectrometry, efficiency, Geant4 simulation, Monte Carlo method

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Authors: Z. Sakka, I. Assakkaf, T. Al-Yaqoub, J. Parol

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A reliability-based methodology for the analysis assessment and evaluation of reinforced concrete structural elements of concrete structures is presented herein. The results of the reliability analysis and assessment for structural elements are verified by the results obtained from the deterministic methods. The analysis outcomes of reliability-based analysis are compared against the safety limits of the required reliability index β according to international standards and codes. The methodology is based on probabilistic analysis using reliability concepts and statistics of the main random variables that are relevant to the subject matter, and for which they are to be used in the performance-function equation(s) related to the structural elements under study. These methodology techniques can result in reliability index β, which is commonly known as the reliability index or reliability measure value that can be utilized to assess and evaluate the safety, human risk, and functionality of the structural component. Also, these methods can result in revised partial safety factor values for certain target reliability indices that can be used for the purpose of redesigning the reinforced concrete elements of the building and in which they could assist in considering some other remedial actions to improve the safety and functionality of the member.

Keywords: structural reliability, concrete structures, FORM, Monte Carlo simulation

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Authors: Aleksandr Kavetskiy, Galina Yakubova, Nikolay Sargsyan, Stephen A. Prior, H. Allen Torbert

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The carbon sequestration question of modern times requires the development of an in-situ method of measuring soil carbon over large landmasses. Traditional chemical analytical methods used to evaluate large land areas require extensive soil sampling prior to processing for laboratory analysis; collectively, this is labor-intensive and time-consuming. An alternative method is to apply nuclear physics analysis, primarily in the form of pulsed fast-thermal neutron-gamma soil carbon analysis. This method is based on measuring the gamma-ray response that appears upon neutron irradiation of soil. Specific gamma lines with energies of 4.438 MeV appearing from neutron irradiation can be attributed to soil carbon nuclei. Based on measuring gamma line intensity, assessments of soil carbon concentration can be made. This method can be done directly in the field using a specially developed pulsed fast-thermal neutron-gamma system (PFTNA system). This system conducts in-situ analysis in a scanning mode coupled with GPS, which provides soil carbon concentration and distribution over large fields. The system has radiation shielding to minimize the dose rate (within radiation safety guidelines) for safe operator usage. Questions concerning the effect of neutron irradiation on soil health will be addressed. Information regarding absorbed neutron and gamma dose received by soil and its distribution with depth will be discussed in this study. This information was generated based on Monte-Carlo simulations (MCNP6.2 code) of neutron and gamma propagation in soil. Received data were used for the analysis of possible induced irradiation effects. The physical, chemical and biological effects of neutron soil irradiation were considered. From a physical aspect, we considered neutron (produced by the PFTNA system) induction of new isotopes and estimated the possibility of increasing the post-irradiation gamma background by comparisons to the natural background. An insignificant increase in gamma background appeared immediately after irradiation but returned to original values after several minutes due to the decay of short-lived new isotopes. From a chemical aspect, possible radiolysis of water (presented in soil) was considered. Based on stimulations of radiolysis of water, we concluded that the gamma dose rate used cannot produce gamma rays of notable rates. Possible effects of neutron irradiation (by the PFTNA system) on soil biota were also assessed experimentally. No notable changes were noted at the taxonomic level, nor was functional soil diversity affected. Our assessment suggested that the use of a PFTNA system with a neutron flux of 1e7 n/s for soil carbon analysis does not notably affect soil properties or soil health.

Keywords: carbon sequestration, neutron gamma analysis, radiation effect on soil, Monte-Carlo simulation

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Authors: Roberto M. G. Velásquez, Jonas R. Gazoli, Nelson Ponce Jr, Valério L. Borges, Alessandro Sete, Fernanda M. C. Tomé, Julian D. Hunt, Heitor C. Lira, Cristiano L. de Souza, Fabio T. Bindemann, Wilmar Wounnsoscky

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Nowadays, society is working toward reducing energy losses and greenhouse gas emissions, as well as seeking clean energy sources, as a result of the constant increase in energy demand and emissions. Energy loss occurs in the gas pressure reduction stations at the delivery points in natural gas distribution systems (city gates). Installing pressure reduction turbines (PRT) parallel to the static reduction valves at the city gates enhances the energy efficiency of the system by recovering the enthalpy of the pressurized natural gas, obtaining in the pressure-lowering process shaft work and generating electrical power. Currently, the Brazilian natural gas transportation network has 9,409 km in extension, while the system has 16 national and 3 international natural gas processing plants, including more than 143 delivery points to final consumers. Thus, the potential of installing PRT in Brazil is 66 MW of power, which could yearly avoid the emission of 235,800 tons of CO2 and generate 333 GWh/year of electricity. On the other hand, an economic viability analysis of these energy efficiency projects is commonly carried out based on estimates of the project's cash flow obtained from several variables forecast. Usually, the cash flow analysis is performed using representative values of these variables, obtaining a deterministic set of financial indicators associated with the project. However, in most cases, these variables cannot be predicted with sufficient accuracy, resulting in the need to consider, to a greater or lesser degree, the risk associated with the calculated financial return. This paper presents an approach applied to the technical-economic viability analysis of PRTs projects that explicitly considers the uncertainties associated with the input parameters for the financial model, such as gas pressure at the delivery point, amount of energy generated by TRP, the future price of energy, among others, using sensitivity analysis techniques, scenario analysis, and Monte Carlo methods. In the latter case, estimates of several financial risk indicators, as well as their empirical probability distributions, can be obtained. This is a methodology for the financial risk analysis of PRT projects. The results of this paper allow a more accurate assessment of the potential PRT project's financial feasibility in Brazil. This methodology will be tested at the Cuiabá thermoelectric plant, located in the state of Mato Grosso, Brazil, and can be applied to study the potential in other countries.

Keywords: pressure reduction turbine, natural gas pressure drop station, energy efficiency, electricity generation, monte carlo methods

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Authors: Luis Lara-Valencia, Mateo Ramirez-Acevedo, Daniel Caicedo, Jose Brito, Yosef Farbiarz

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Controlling wind-induced vibrations as well as aerodynamic forces, is an essential part of the structural design of tall buildings in order to guarantee the serviceability limit state of the structure. This paper presents a numerical investigation on the optimal design parameters of a Tuned Inerter Damper (TID) based system for the control of wind-induced vibration in tall buildings. The control system is based on the conventional TID, with the main difference that its location is changed from the ground level to the last two story-levels of the structural system. The TID tuning procedure is based on an evolutionary cultural algorithm in which the optimum design variables defined as the frequency and damping ratios were searched according to the optimization criteria of minimizing the root mean square (RMS) response of displacements at the nth story of the structure. A Monte Carlo simulation was used to represent the dynamic action of the wind in the time domain in which a time-series derived from the Davenport spectrum using eleven harmonic functions with randomly chosen phase angles was reproduced. The above-mentioned methodology was applied on a case-study derived from a 37-story prestressed concrete building with 144 m height, in which the wind action overcomes the seismic action. The results showed that the optimally tuned TID is effective to reduce the RMS response of displacements up to 25%, which demonstrates the feasibility of the system for the control of wind-induced vibrations in tall buildings.

Keywords: evolutionary cultural algorithm, Monte Carlo simulation, tuned inerter damper, wind-induced vibrations

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Authors: Pabitra Sahu, M. Manohari, S. Priyadharshini, R. Santhanam, S. Chandrasekaran, B. Venkatraman

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Radiation workers of reprocessing plants have a potential for internal exposure due to actinides and fission products. Radionuclides like Americium, lead, Polonium and Europium are bone seekers and get accumulated in the skeletal part. As the major skeletal content is in the skull (13%) and knee (22%), measurements of old intake have to be carried out in the skull and knee. At the Indira Gandhi Centre for Atomic Research, a twin HPGe-based actinide monitor is used for the measurement of actinides present in bone. Efficiency estimation, which is one of the prerequisites for the quantification of radionuclides, requires anthropomorphic phantoms. Such phantoms are very limited. Hence, in this study, efficiency curves for a Twin HPGe-based actinide monitoring system are established theoretically using the FLUKA Monte Carlo method and ICRP adult male voxel phantom. In the case of skull measurement, the detector is placed over the forehead, and for knee measurement, one detector is placed over each knee. The efficiency values of radionuclides present in the knee and skull vary from 3.72E-04 to 4.19E-04 CPS/photon and 5.22E-04 to 7.07E-04 CPS/photon, respectively, for the energy range 17 to 3000keV. The efficiency curves for the measurement are established, and it is found that initially, the efficiency value increases up to 100 keV and then starts decreasing. It is found that the skull efficiency values are 4% to 63% higher than that of the knee, depending on the energy for all the energies except 17.74 keV. The reason is the closeness of the detector to the skull compared to the knee. But for 17.74 keV the efficiency of the knee is more than the skull due to the higher attenuation caused in the skull bones because of its greater thickness. The Minimum Detectable Activity (MDA) for 241Am present in the skull and knee is 9 Bq. 239Pu has a MDA of 950 Bq and 1270 Bq for knee and skull, respectively, for a counting time of 1800 sec. This paper discusses the simulation method and the results obtained in the study.

Keywords: FLUKA Monte Carlo Method, ICRP adult male voxel phantom, knee, Skull.

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Authors: Utkarsh A. Mishra, Ankit Bansal

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At high temperature, radiative heat transfer is the dominant mode of heat transfer. It is governed by various phenomena such as photon emission, absorption, and scattering. The solution of the governing integrodifferential equation of radiative transfer is a complex process, more when the effect of participating medium and wavelength properties are taken into consideration. Although a generic formulation of such radiative transport problem can be modeled for a wide variety of problems with non-gray, non-diffusive surfaces, there is always a trade-off between simplicity and accuracy of the problem. Recently, solutions of complicated mathematical problems with statistical methods based on randomization of naturally occurring phenomena have gained significant importance. Photon bundles with discrete energy can be replicated with random numbers describing the emission, absorption, and scattering processes. Photon Monte Carlo (PMC) is a simple, yet powerful technique, to solve radiative transfer problems in complicated geometries with arbitrary participating medium. The method, on the one hand, increases the accuracy of estimation, and on the other hand, increases the computational cost. The participating media -generally a gas, such as CO₂, CO, and H₂O- present complex emission and absorption spectra. To model the emission/absorption accurately with random numbers requires a weighted sampling as different sections of the spectrum carries different importance. Importance sampling (IS) was implemented to sample random photon of arbitrary wavelength, and the sampled data provided unbiased training of MC estimators for better results. A better replacement to uniform random numbers is using deterministic, quasi-random sequences. Halton, Sobol, and Faure Low-Discrepancy Sequences are used in this study. They possess better space-filling performance than the uniform random number generator and gives rise to a low variance, stable Quasi-Monte Carlo (QMC) estimators with faster convergence. An optimal supervised learning scheme was further considered to reduce the computation costs of the PMC simulation. A one-dimensional plane-parallel slab problem with participating media was formulated. The history of some randomly sampled photon bundles is recorded to train an Artificial Neural Network (ANN), back-propagation model. The flux was calculated using the standard quasi PMC and was considered to be the training target. Results obtained with the proposed model for the one-dimensional problem are compared with the exact analytical and PMC model with the Line by Line (LBL) spectral model. The approximate variance obtained was around 3.14%. Results were analyzed with respect to time and the total flux in both cases. A significant reduction in variance as well a faster rate of convergence was observed in the case of the QMC method over the standard PMC method. However, the results obtained with the ANN method resulted in greater variance (around 25-28%) as compared to the other cases. There is a great scope of machine learning models to help in further reduction of computation cost once trained successfully. Multiple ways of selecting the input data as well as various architectures will be tried such that the concerned environment can be fully addressed to the ANN model. Better results can be achieved in this unexplored domain.

Keywords: radiative heat transfer, Monte Carlo Method, pseudo-random numbers, low discrepancy sequences, artificial neural networks

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Authors: M. Seguini, D. Nedjar

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In this paper, the nonlinear analysis of Timoshenko beam undergoing moderate large deflections and resting on nonlinear two-parameter random foundation is presented, taking into account the effects of shear deformation, beam’s properties variation and the spatial variability of soil characteristics. The finite element probabilistic analysis has been performed by using Timoshenko beam theory with the Von Kàrmàn nonlinear strain-displacement relationships combined to Vanmarcke theory and Monte Carlo simulations, which is implemented in a Matlab program. Numerical examples of the newly developed model is conducted to confirm the efficiency and accuracy of this later and the importance of accounting for the foundation second parameter (Winkler-Pasternak). Thus, the results obtained from the developed model are presented and compared with those available in the literature to examine how the consideration of the shear and spatial variability of soil’s characteristics affects the response of the system.

Keywords: nonlinear analysis, soil-structure interaction, large deflection, Timoshenko beam, Euler-Bernoulli beam, Winkler foundation, Pasternak foundation, spatial variability

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Authors: Neil Bar, Andrew Heweston

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Probability of failure (PF) often appears alongside factor of safety (FS) in design acceptance criteria for rock slope, underground excavation and open pit mine designs. However, the design acceptance criteria generally provide no guidance relating to how PF should be calculated for homogeneous and heterogeneous rock masses, or what qualifies a ‘reasonable’ PF assessment for a given slope design. Observational and kinematic methods were widely used in the 1990s until advances in computing permitted the routine use of numerical modelling. In the 2000s and early 2010s, PF in numerical models was generally calculated using the point estimate method. More recently, some limit equilibrium analysis software offer statistical parameter inputs along with Monte-Carlo or Latin-Hypercube sampling methods to automatically calculate PF. Factors including rock type and density, weathering and alteration, intact rock strength, rock mass quality and shear strength, the location and orientation of geologic structure, shear strength of geologic structure and groundwater pore pressure influence the stability of rock slopes. Significant engineering and geological judgment, interpretation and data interpolation is usually applied in determining these factors and amalgamating them into a geotechnical model which can then be analysed. Most factors are estimated ‘approximately’ or with allowances for some variability rather than ‘exactly’. When it comes to numerical modelling, some of these factors are then treated deterministically (i.e. as exact values), while others have probabilistic inputs based on the user’s discretion and understanding of the problem being analysed. This paper discusses the importance of understanding the key aspects of slope design for homogeneous and heterogeneous rock masses and how they can be translated into reasonable PF assessments where the data permits. A case study from a large open pit gold mine in a complex geological setting in Western Australia is presented to illustrate how PF can be calculated using different methods and obtain markedly different results. Ultimately sound engineering judgement and logic is often required to decipher the true meaning and significance (if any) of some PF results.

Keywords: probability of failure, point estimate method, Monte-Carlo simulations, sensitivity analysis, slope stability

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Authors: Chung Danbi, Linton Oliver, Whang Yoon-Jae

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Supermodularity, or complementarity, is a popular concept in economics which can characterize many objective functions such as utility, social welfare, and production functions. Further, supermodular dominance captures a preference for greater interdependence among inputs of those functions, and it can be applied to examine which input set would produce higher expected utility, social welfare, or production. Therefore, we propose and justify a consistent testing for a useful implication of supermodular dominance. We also conduct Monte Carlo simulations to explore the finite sample performance of our test, with critical values obtained from the recentered bootstrap method, with and without the selective recentering, and the subsampling method. Under various parameter settings, we confirmed that our test has reasonably good size and power performance. Finally, we apply our test to compare the geographic and distant knowledge spillover in terms of their effects on social welfare using the National Bureau of Economic Research (NBER) patent data. We expect localized citing to supermodularly dominate distant citing if the geographic knowledge spillover engenders greater social welfare than distant knowledge spillover. Taking subgroups based on firm and patent characteristics, we found that there is industry-wise and patent subclass-wise difference in the pattern of supermodular dominance between localized and distant citing. We also compare the results from analyzing different time periods to see if the development of Internet and communication technology has changed the pattern of the dominance. In addition, to appropriately deal with the sparse nature of the data, we apply high-dimensional methods to efficiently select relevant data.

Keywords: supermodularity, supermodular dominance, stochastic dominance, Monte Carlo simulation, bootstrap, subsampling

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Authors: S. Sangaroon, W. Ratanatongchai, S. Khaweerat, R. Picha, J. Channuie

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The prompt gamma-ray neutron activation analysis system (PGNAA) has been constructed and installed at a 6 inch diameter neutron beam port of the Thai Research Reactor-1/ Modification 1 (TRR-1/M1) since 1989. It was designed for the reactor operating power at 1.2 MW. The purpose of the system is for an elemental and isotopic analytical. In 2016, the PGNAA facility will be developed to reduce the leakage and background of neutrons and gamma radiation at the sample and detector position. In this work, the designed condition of these facilities is carried out based on the Monte Carlo method using MCNP5 computer code. The conditions with different modification materials, thicknesses and structure of the PGNAA facility, including gamma collimator and radiation shields of the detector, are simulated, and then the optimal structure parameters with a significantly improved performance of the facility are obtained.

Keywords: MCNP simulation, PGNAA, Thai research reactor (TRR-1/M1), radiation shielding

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Authors: Yo-Seph Byun, Gyu-Phil Lee, Young-Bin Park, Gye-Chun Cho, Seong-Won Lee

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In Korea, a study on Limit State Design (LSD) for underground structures is being conducted in order to perform more effective design. In this study, as a result of MCS (Monte-Carlo Simulation) technique, failure probabilities of the structure during normal and earthquake are estimated in reliability analysis. Target reliability indexes are determined depending on load combinations for underground structure, and then, design variables such as load and material factors in LSD are decided. As a result, through the research in order to determine more reliable design variables, a specification of LSD for underground structures is able to be developed.

Keywords: design variable, limit state design, target reliability index, underground structure

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Authors: M. R. Akbari , H. Yousefnia, E. Mirrezaei

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Range uncertainties of protons are currently a topic of interest in proton therapy. Two of the parameters that are often used to specify proton range are water equivalent thickness (WET) and water equivalent ratio (WER). Since WER values for a specific material is nearly constant at different proton energies, it is a more useful parameter to compare. In this study, WER values were calculated for different proton energies in polymethyl methacrylate (PMMA), polystyrene (PS) and aluminum (Al) using FLUKA and TRIM codes. The results were compared with analytical, experimental and simulated SEICS code data obtained from the literature. In FLUKA simulation, a cylindrical phantom, 1000 mm in height and 300 mm in diameter, filled with the studied materials was simulated. A typical mono-energetic proton pencil beam in a wide range of incident energies usually applied in proton therapy (50 MeV to 225 MeV) impinges normally on the phantom. In order to obtain the WER values for the considered materials, cylindrical detectors, 1 mm in height and 20 mm in diameter, were also simulated along the beam trajectory in the phantom. In TRIM calculations, type of projectile, energy and angle of incidence, type of target material and thickness should be defined. The mode of 'detailed calculation with full damage cascades' was selected for proton transport in the target material. The biggest difference in WER values between the codes was 3.19%, 1.9% and 0.67% for Al, PMMA and PS, respectively. In Al and PMMA, the biggest difference between each code and experimental data was 1.08%, 1.26%, 2.55%, 0.94%, 0.77% and 0.95% for SEICS, FLUKA and SRIM, respectively. FLUKA and SEICS had the greatest agreement (≤0.77% difference in PMMA and ≤1.08% difference in Al, respectively) with the available experimental data in this study. It is concluded that, FLUKA and TRIM codes have capability for Bragg curves simulation and WER values calculation in the studied materials. They can also predict Bragg peak location and range of proton beams with acceptable accuracy.

Keywords: water equivalent ratio, dosimetric materials, proton therapy, Monte Carlo simulations

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Authors: F. A. Al-Awadhi, D. Al-Hulail

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In this study, we applied the Bayesian hierarchical model to detect single and multiple change points for daily earthquake body wave magnitude. The change point analysis is used in both backward (off-line) and forward (on-line) statistical research. In this study, it is used with the backward approach. Different types of change parameters are considered (mean, variance or both). The posterior model and the conditional distributions for single and multiple change points are derived and implemented using BUGS software. The model is applicable for any set of data. The sensitivity of the model is tested using different prior and likelihood functions. Using Mb data, we concluded that during January 2002 and December 2003, three changes occurred in the mean magnitude of Mb in Kuwait and its vicinity.

Keywords: multiple change points, Markov Chain Monte Carlo, earthquake magnitude, hierarchical Bayesian mode

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Authors: Hamed Afrasiab, Saeed Khodaygan

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Prediction of machining process capability in the design stage plays a key role to reach the precision design and manufacturing of mechanical products. Inaccuracies in machining process lead to errors in position and orientation of machined features on the part, and strongly affect the process capability in the final quality of the product. In this paper, an efficient systematic approach is given to investigate the machining errors to predict the manufacturing errors of the parts and capability prediction of corresponding machining processes. A mathematical formulation of fixture locators modeling is presented to establish the relationship between the part errors and the related sources. Based on this method, the final machining errors of the part can be accurately estimated by relating them to the combined dimensional and geometric tolerances of the workpiece – fixture system. This method is developed for uncertainty analysis based on the Worst Case and statistical approaches. The application of the presented method is illustrated through presenting an example and the computational results are compared with the Monte Carlo simulation results.

Keywords: process capability, machining error, dimensional and geometrical tolerances, uncertainty analysis

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Authors: Adrián D. García-Soto, Alejandro Hernández-Martínez, Jesús G. Valdés-Vázquez, Reyna A. Vizguerra-Alvarez

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Reinforced concrete bridges designed by code are intended to achieve target reliability levels adequate for the geographical environment where the code is applicable. Several methods can be used to estimate such reliability levels. Many of them require the establishment of an explicit limit state function (LSF). When such LSF is not available as a close-form expression, the simulation techniques are often employed. The simulation methods are computing intensive and time consuming. Note that if the reliability of real bridges designed by code is of interest, numerical schemes, the finite element method (FEM) or computational mechanics could be required. In these cases, it can be quite difficult (or impossible) to establish a close-form of the LSF, and the simulation techniques may be necessary to compute reliability levels. To overcome the need for a large number of simulations when no explicit LSF is available, the point estimate method (PEM) could be considered as an alternative. It has the advantage that only the probabilistic moments of the random variables are required. However, in the PEM, fitting of the resulting moments of the LSF to a probability density function (PDF) is needed. In the present study, a very simple alternative which allows the assessment of the reliability levels when no explicit LSF is available and without the need of extensive simulations is employed. The alternative includes the use of the PEM, and its applicability is shown by assessing reliability levels of reinforced concrete bridges in Mexico when a numerical scheme is required. Comparisons with results by using the Monte Carlo simulation (MCS) technique are included. To overcome the problem of approximating the probabilistic moments from the PEM to a PDF, a well-known distribution is employed. The approach mixes the PEM and other classic reliability method (first order reliability method, FORM). The results in the present study are in good agreement whit those computed with the MCS. Therefore, the alternative of mixing the reliability methods is a very valuable option to determine reliability levels when no close form of the LSF is available, or if numerical schemes, the FEM or computational mechanics are employed.

Keywords: structural reliability, reinforced concrete bridges, combined approach, point estimate method, monte carlo simulation

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Authors: Assile Abou Diab, Shadi Najjar

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Fiber-reinforcement is an effective soil improvement technique for applications involving the prevention of shallow failures on the slope face and the repair of existing slope failures. A typical application is the stabilization of cohesionless infinite slopes. The objective of this paper is to present a probabilistic, reliability-based methodology (based on Monte Carlo simulations) for the design of a practical fiber-reinforced cohesionless infinite slope, taking into consideration the impact of various sources of uncertainty. Recommendations are made regarding the required factors of safety that need to be used to achieve a given target reliability level. These factors of safety could differ from the traditional deterministic factor of safety.

Keywords: factor of safety, fiber reinforcement, infinite slope, reliability-based design, uncertainty

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Authors: A. E. Dumitriu

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The LHCb experiment is situated at one of the four points around CERN’s Large Hadron Collider, being a single-arm forward spectrometer covering 10 mrad to 300 (250) mrad in the bending (non-bending) plane, designed primarily to study particles containing b and c quarks. Each one of LHCb’s sub-detectors specializes in measuring a different characteristic of the particles produced by colliding protons, its significant detection characteristics including a high precision tracking system and 2 ring-imaging Cherenkov detectors for particle identification. The major two topics that I am currently concerned in are: the RIVET project (Robust Independent Validation of Experiment and Theory) which is an efficient and portable tool kit of C++ class library useful for validation and tuning of Monte Carlo (MC) event generator models by providing a large collection of standard experimental analyses useful for High Energy Physics MC generator development, validation, tuning and regression testing and V0 analysis for 2013 LHCb NoBias type data (trigger on bunch + bunch crossing) at √s=2.76 TeV.

Keywords: LHCb physics, RIVET plug-in, RIVET, CERN

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Authors: Mustapha Kamel Mihoubi, Essadik Kerkar, Abdelhamid Hebbouche

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According to the randomness of most of the factors affecting the stability of a gravity dam, probability theory is generally used to TESTING the risk of failure and there is a confusing logical transition from the state of stability failed state, so the stability failure process is considered as a probable event. The control of risk of product failures is of capital importance for the control from a cross analysis of the gravity of the consequences and effects of the probability of occurrence of identified major accidents and can incur a significant risk to the concrete dam structures. Probabilistic risk analysis models are used to provide a better understanding the reliability and structural failure of the works, including when calculating 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 the reliability analysis methods including the methods used in engineering. It is in our case of the use of level II methods via the study limit state. Hence, the probability of product failures is estimated by analytical methods of the type FORM (First Order Reliability Method), SORM (Second Order Reliability Method). By way of comparison, a second level III method was used which generates a full analysis of the problem and involving an integration of the probability density function of, random variables are extended to the field of security by using of the method of Mont-Carlo simulations. Taking into account the change in stress following load combinations: normal, exceptional and extreme the acting on the dam, calculation 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, especially in the presence of combinations of unique and extreme loads. Shear forces then induce a shift 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, sliding, Taylor

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

Abstract:

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

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

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Authors: Soumya Bhattacharjya, Avinandan Sahoo, Gaurav Datta

Abstract:

Wind fragility analysis of chimney is often carried out disregarding temperature effect. However, the combined effect of wind and temperature is the most critical limit state for chimney design. Hence, in the present paper, an efficient fragility analysis for concrete chimney is explored under combined wind and temperature effect. Wind time histories are generated by Davenports Power Spectral Density Function and using Weighed Amplitude Wave Superposition Technique. Fragility analysis is often carried out in full Monte Carlo Simulation framework, which requires extensive computational time. Thus, in the present paper, an efficient adaptive metamodelling technique is adopted to judiciously approximate limit state function, which will be subsequently used in the simulation framework. This will save substantial computational time and make the approach computationally efficient. Uncertainty in wind speed, wind load related parameters, and resistance-related parameters is considered. The results by the full simulation approach, conventional metamodelling approach and proposed adaptive metamodelling approach will be compared. Effect of disregarding temperature in wind fragility analysis will be highlighted.

Keywords: adaptive metamodelling technique, concrete chimney, fragility analysis, stochastic extreme wind load, temperature effect

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

Abstract:

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

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

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Authors: Komeil Valipourian

Abstract:

Urban advances and the growing need for developing infrastructures has increased the importance of deep excavations. In this study, after the introducing probability analysis as an important issue, an attempt has been made to apply it for the deep excavation project of Bangkok’s Metro as a case study. For this, the numerical probability model has been developed based on the Finite Difference Method and Monte Carlo sampling approach. The results indicate that disregarding the issue of probability in this project will result in an inappropriate design of the retaining structure. Therefore, probabilistic redesign of the support is proposed and carried out as one of the applications of probability analysis. A 50% reduction in the flexural strength of the structure increases the failure probability just by 8% in the allowable range and helps improve economic conditions, while maintaining mechanical efficiency. With regard to the lack of efficient design in most deep excavations, by considering geometrical and geotechnical variability, an attempt was made to develop an optimum practical design standard for deep excavations based on failure probability. On this basis, a practical relationship is presented for estimating the maximum allowable horizontal displacement, which can help improve design conditions without developing the probability analysis.

Keywords: numerical probability modeling, deep excavation, allowable maximum displacement, finite difference method (FDM)

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Authors: Roman Snytsar

Abstract:

Pseudo-random numbers are often used in scientific computing such as the Monte Carlo Simulations or the Quantum Inspired Optimization. Requirements for a parallel random number generator running in the modern multi-core vector environment are more stringent than those for sequential random number generators. As well as passing the usual quality tests, the output of the parallel random number generator must be verifiable and reproducible throughout the concurrent execution. We propose a family of vectorized Permuted Congruential Generators. Implementations are available for multiple modern vector modern computer architectures. Besides demonstrating good single core performance, the generators scale easily across many processor cores and multiple distributed nodes. We provide performance and parallel speedup analysis and comparisons between the implementations.

Keywords: pseudo-random numbers, quantum optimization, SIMD, parallel computing

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Authors: Mohammed El-Arbi Khalfallah, Mohamed Lakhdar Hadji

Abstract:

Managing and controlling risk is a topic research in the world of finance. Before a risky situation, the stakeholders need to do comparison according to the positions and actions, and financial institutions must take measures of a particular market risk and credit. In this work, we study a model of risk measure in finance: Value at Risk (VaR), which is a new tool for measuring an entity's exposure risk. We explain the concept of value at risk, your average, tail, and describe the three methods for computing: Parametric method, Historical method, and numerical method of Monte Carlo. Finally, we briefly describe advantages and disadvantages of the three methods for computing value at risk.

Keywords: average value at risk, conditional value at risk, tail value at risk, value at risk

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Authors: Suparat Niwitpong, Sa-aat Niwitpong

Abstract:

Statistical inference of normal mean with known coefficient of variation has been investigated recently. This phenomenon occurs normally in environment and agriculture experiments when the scientist knows the coefficient of variation of their experiments. In this paper, we constructed new confidence intervals for the normal population mean with known coefficient of variation. We also derived analytic expressions for the coverage probability of each confidence interval. To confirm our theoretical results, Monte Carlo simulation will be used to assess the performance of these intervals based on their coverage probabilities.

Keywords: confidence interval, coverage probability, expected length, known coefficient of variation

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Authors: W. Benstaali, A. Belasri

Abstract:

In this work we study a planar lamp filled with neon-xenon gas. We use a one-dimensional particle in a cell with Monte Carlo simulation (PIC-MCC) to investigate the effect xenon concentration on the energy deposited on excitation, ionization and ions. A Xe-Ne discharge is studied for a gas pressure of 400 torr. The results show an efficient Xe20-Ne mixture with an applied voltage of 1.2KV; the xenon excitation energy represents 65% form total energy dissipated in the discharge. We have also studied electrical properties and the energy balance a discharge for Xe50-Ne which needs a voltage of 2kv; the xenon energy is than more important.

Keywords: dielectric barrier discharge, efficiency, excitation, lamps

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Authors: Gubhinder Kundhi, Paul Rilstone

Abstract:

It is well established that Instrumental Variable (IV) estimators in the presence of weak instruments can be poorly behaved, in particular, be quite biased in finite samples. Finite sample approximations to the distributions of these estimators are obtained using Edgeworth and Saddlepoint expansions. Departures from normality of the distributions of these estimators are analyzed using higher order analytical corrections in these expansions. In a Monte-Carlo experiment, the performance of these expansions is compared to the first order approximation and other methods commonly used in finite samples such as the bootstrap.

Keywords: bootstrap, Instrumental Variable, Edgeworth expansions, Saddlepoint expansions

Procedia PDF Downloads 286