Search results for: monte carlo method
19149 Comparative Study of Dose Calculation Accuracy in Bone Marrow Using Monte Carlo Method
Authors: Marzieh Jafarzadeh, Fatemeh Rezaee
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Introduction: The effect of ionizing radiation on human health can be effective for genomic integrity and cell viability. It also increases the risk of cancer and malignancy. Therefore, X-ray behavior and absorption dose calculation are considered. One of the applicable tools for calculating and evaluating the absorption dose in human tissues is Monte Carlo simulation. Monte Carlo offers a straightforward way to simulate and integrate, and because it is simple and straightforward, Monte Carlo is easy to use. The Monte Carlo BEAMnrc code is one of the most common diagnostic X-ray simulation codes used in this study. Method: In one of the understudy hospitals, a certain number of CT scan images of patients who had previously been imaged were extracted from the hospital database. BEAMnrc software was used for simulation. The simulation of the head of the device with the energy of 0.09 MeV with 500 million particles was performed, and the output data obtained from the simulation was applied for phantom construction using CT CREATE software. The percentage of depth dose (PDD) was calculated using STATE DOSE was then compared with international standard values. Results and Discussion: The ratio of surface dose to depth dose (D/Ds) in the measured energy was estimated to be about 4% to 8% for bone and 3% to 7% for bone marrow. Conclusion: MC simulation is an efficient and accurate method for simulating bone marrow and calculating the absorbed dose.Keywords: Monte Carlo, absorption dose, BEAMnrc, bone marrow
Procedia PDF Downloads 21319148 Statistical Study and Simulation of 140 Kv X– Ray Tube by Monte Carlo
Authors: Mehdi Homayouni, Karim Adinehvand, Bakhtiar Azadbakht
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In this study, we used Monte Carlo code (MCNP4C) that is a general method, for simulation, electron source and electric field, a disc source with 0.05 cm radius in direct of anode are used, radius of disc source show focal spot of X-ray tube that here is 0.05 cm. In this simulation, the anode is from tungsten with 18.9 g/cm3 density and angle of the anode is 18°. We simulated X-ray tube for 140 kv. For increasing of speed data acquisition, we use F5 tally. With determination the exact position of F5 tally in the program, outputs are acquired. In this spectrum the start point is about 0.02 Mev, the absorption edges are about 0.06 Mev and 0.07 Mev, and average energy is about 0.05 Mev.Keywords: X-spectrum, simulation, Monte Carlo, tube
Procedia PDF Downloads 72219147 Monte Carlo Pathwise Sensitivities for Barrier Options with Application to Coco-Bond Calibration
Authors: Thomas Gerstner, Bastian von Harrach, Daniel Roth
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The Monte Carlo pathwise sensitivities approach is well established for smooth payoff functions. In this work, we present a new Monte Carlo algorithm that is able to calculate the pathwise sensitivities for discontinuous payoff functions. Our main tool is the one-step survival idea of Glasserman and Staum. Although this technique yields to new terms per observation, while differentiating, the algorithm is still efficient. As an application, we use the results for a two-dimensional calibration of a Coco-Bond, which we model with different types of discretely monitored barrier options.Keywords: Monte Carlo, discretely monitored barrier options, pathwise sensitivities, Coco-Bond
Procedia PDF Downloads 35819146 Study of Transport in Electronic Devices with Stochastic Monte Carlo Method: Modeling and Simulation along with Submicron Gate (Lg=0.5um)
Authors: N. Massoum, B. Bouazza
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In this paper, we have developed a numerical simulation model to describe the electrical properties of GaInP MESFET with submicron gate (Lg = 0.5 µm). This model takes into account the three-dimensional (3D) distribution of the load in the short channel and the law effect of mobility as a function of electric field. Simulation software based on a stochastic method such as Monte Carlo has been established. The results are discussed and compared with those of the experiment. The result suggests experimentally that, in a very small gate length in our devices (smaller than 40 nm), short-channel tunneling explains the degradation of transistor performance, which was previously enhanced by velocity overshoot.Keywords: Monte Carlo simulation, transient electron transport, MESFET device, simulation software
Procedia PDF Downloads 51319145 The Contribution of Edgeworth, Bootstrap and Monte Carlo Methods in Financial Data
Authors: Edlira Donefski, Tina Donefski, Lorenc Ekonomi
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Edgeworth Approximation, Bootstrap, and Monte Carlo Simulations have considerable impacts on achieving certain results related to different problems taken into study. In our paper, we have treated a financial case related to the effect that has the components of a cash-flow of one of the most successful businesses in the world, as the financial activity, operational activity, and investment activity to the cash and cash equivalents at the end of the three-months period. To have a better view of this case, we have created a vector autoregression model, and after that, we have generated the impulse responses in the terms of asymptotic analysis (Edgeworth Approximation), Monte Carlo Simulations, and residual bootstrap based on the standard errors of every series created. The generated results consisted of the common tendencies for the three methods applied that consequently verified the advantage of the three methods in the optimization of the model that contains many variants.Keywords: autoregression, bootstrap, edgeworth expansion, Monte Carlo method
Procedia PDF Downloads 15319144 A Computational Study of the Electron Transport in HgCdTe Bulk Semiconductor
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This paper deals with the use of computational method based on Monte Carlo simulation in order to investigate the transport phenomena of the electron in HgCdTe narrow band gap semiconductor. Via this method we can evaluate the time dependence of the transport parameters: velocity, energy and mobility of electrons through matter (HgCdTe).Keywords: Monte Carlo, transport parameters, HgCdTe, computational mechanics
Procedia PDF Downloads 47519143 Simulation of the Large Hadrons Collisions Using Monte Carlo Tools
Authors: E. Al Daoud
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In many cases, theoretical treatments are available for models for which there is no perfect physical realization. In this situation, the only possible test for an approximate theoretical solution is to compare with data generated from a computer simulation. In this paper, Monte Carlo tools are used to study and compare the elementary particles models. All the experiments are implemented using 10000 events, and the simulated energy is 13 TeV. The mean and the curves of several variables are calculated for each model using MadAnalysis 5. Anomalies in the results can be seen in the muons masses of the minimal supersymmetric standard model and the two Higgs doublet model.Keywords: Feynman rules, hadrons, Lagrangian, Monte Carlo, simulation
Procedia PDF Downloads 31719142 Monte Carlo Simulations of LSO/YSO for Dose Evaluation in Photon Beam Radiotherapy
Authors: H. Donya
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Monte Carlo (MC) techniques play a fundamental role in radiotherapy. A two non-water-equivalent of different media were used to evaluate the dose in water. For such purpose, Lu2SiO5 (LSO) and Y2SiO5 (YSO) orthosilicates scintillators are chosen for MC simulation using Penelope code. To get higher efficiency in dose calculation, variance reduction techniques are discussed. Overall results of this investigation ensured that the LSO/YSO bi-media a good combination to tackle over-response issue in dynamic photon radiotherapy.Keywords: Lu2SiO5 (LSO) and Y2SiO5 (YSO) orthosilicates, Monte Carlo, correlated sampling, radiotherapy
Procedia PDF Downloads 40719141 2D Monte Carlo Simulation of Grain Growth under Transient Conditions
Authors: K. R. Phaneesh, Anirudh Bhat, G. Mukherjee, K. T. Kashyap
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Extensive Monte Carlo Potts model simulations were performed on 2D square lattice to investigate the effects of simulated higher temperatures effects on grain growth kinetics. A range of simulation temperatures (KTs) were applied on a matrix of size 10002 with Q-state 64, dispersed with a wide range of second phase particles, ranging from 0.001 to 0.1, and then run to 100,000 Monte Carlo steps. The average grain size, the largest grain size and the grain growth exponent were evaluated for all particle fractions and simulated temperatures. After evaluating several growth parameters, the critical temperature for a square lattice, with eight nearest neighbors, was found to be KTs = 0.4.Keywords: average grain size, critical temperature, grain growth exponent, Monte Carlo steps
Procedia PDF Downloads 52319140 Kinetic Monte Carlo Simulation of ZnSe Homoepitaxial Growth and Characterization
Authors: Hamid Khachab, Yamani Abdelkafi, Mouna Barhmi
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The epitaxial growth has great important in the fabricate of the new semi-conductors devices and upgrading many factors, such as the quality of crystallization and efficiency with their deferent types and the most effective epitaxial technique is the molecular beam epitaxial. The MBE growth modeling allows to confirm the experiments results out by atomic beam and to analyze the microscopic phenomena. In of our work, we determined the growth processes specially the ZnSe epitaxial technique by Kinetic Monte Carlo method and we also give observations that are made in real time at the growth temperature using reflection high energy electron diffraction (RHEED) and photoemission current.Keywords: molecular beam epitaxy, II-VI, morpholy, photoemission, RHEED, simulation, kinetic Monte Carlo, ZnSe
Procedia PDF Downloads 49019139 Bayesian Using Markov Chain Monte Carlo and Lindley's Approximation Based on Type-I Censored Data
Authors: Al Omari Moahmmed Ahmed
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These papers describe the Bayesian Estimator using Markov Chain Monte Carlo and Lindley’s approximation and the maximum likelihood estimation of the Weibull distribution with Type-I censored data. The maximum likelihood method can’t estimate the shape parameter in closed forms, although it can be solved by numerical methods. Moreover, the Bayesian estimates of the parameters, the survival and hazard functions cannot be solved analytically. Hence Markov Chain Monte Carlo method and Lindley’s approximation are used, where the full conditional distribution for the parameters of Weibull distribution are obtained via Gibbs sampling and Metropolis-Hastings algorithm (HM) followed by estimate the survival and hazard functions. The methods are compared to Maximum Likelihood counterparts and the comparisons are made with respect to the Mean Square Error (MSE) and absolute bias to determine the better method in scale and shape parameters, the survival and hazard functions.Keywords: weibull distribution, bayesian method, markov chain mote carlo, survival and hazard functions
Procedia PDF Downloads 47919138 Microdosimetry in Biological Cells: A Monte Carlo Method
Authors: Hamidreza Jabal Ameli, Anahita Movahedi
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Purpose: In radionuclide therapy, radioactive atoms are coupled to monoclonal antibodies (mAbs) for treating cancer tumor while limiting radiation to healthy tissues. We know that tumoral and normal tissues are not equally sensitive to radiation. In fact, biological effects such as cellular repair processes or the presence of less radiosensitive cells such as hypoxic cells should be taken account. For this reason, in this paper, we want to calculate biological effect dose (BED) inside tumoral area and healthy cells around tumors. Methods: In this study, deposited doses of a radionuclide, gold-198, inside cells lattice and surrounding healthy tissues were calculated with Monte Carlo method. The elemental compositions and density of malignant and healthy tissues were obtained from ICRU Report 44. For reaching to real condition of oxygen effects, the necrosis and hypoxia area inside tumors has been assessed. Results: With regard to linear-quadratic expression which was defined in Monte Carlo, results showed that a large amount of BED is deposited in the well-oxygenated part of the hypoxia area compared to necrosis area. Moreover, there is a significant difference between the curves of absorbed dose with BED and without BED.Keywords: biological dose, monte carlo, hypoxia, radionuclide therapy
Procedia PDF Downloads 48719137 Extended Kalman Filter and Markov Chain Monte Carlo Method for Uncertainty Estimation: Application to X-Ray Fluorescence Machine Calibration and Metal Testing
Authors: S. Bouhouche, R. Drai, J. Bast
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This paper is concerned with a method for uncertainty evaluation of steel sample content using X-Ray Fluorescence method. The considered method of analysis is a comparative technique based on the X-Ray Fluorescence; the calibration step assumes the adequate chemical composition of metallic analyzed sample. It is proposed in this work a new combined approach using the Kalman Filter and Markov Chain Monte Carlo (MCMC) for uncertainty estimation of steel content analysis. The Kalman filter algorithm is extended to the model identification of the chemical analysis process using the main factors affecting the analysis results; in this case, the estimated states are reduced to the model parameters. The MCMC is a stochastic method that computes the statistical properties of the considered states such as the probability distribution function (PDF) according to the initial state and the target distribution using Monte Carlo simulation algorithm. Conventional approach is based on the linear correlation, the uncertainty budget is established for steel Mn(wt%), Cr(wt%), Ni(wt%) and Mo(wt%) content respectively. A comparative study between the conventional procedure and the proposed method is given. This kind of approaches is applied for constructing an accurate computing procedure of uncertainty measurement.Keywords: Kalman filter, Markov chain Monte Carlo, x-ray fluorescence calibration and testing, steel content measurement, uncertainty measurement
Procedia PDF Downloads 28319136 Dynamic Fault Tree Analysis of Dynamic Positioning System through Monte Carlo Approach
Authors: A. S. Cheliyan, S. K. Bhattacharyya
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Dynamic Positioning System (DPS) is employed in marine vessels of the offshore oil and gas industry. It is a computer controlled system to automatically maintain a ship’s position and heading by using its own thrusters. Reliability assessment of the same can be analyzed through conventional fault tree. However, the complex behaviour like sequence failure, redundancy management and priority of failing of events cannot be analyzed by the conventional fault trees. The Dynamic Fault Tree (DFT) addresses these shortcomings of conventional Fault Tree by defining additional gates called dynamic gates. Monte Carlo based simulation approach has been adopted for the dynamic gates. This method of realistic modeling of DPS gives meaningful insight into the system reliability and the ability to improve the same.Keywords: dynamic positioning system, dynamic fault tree, Monte Carlo simulation, reliability assessment
Procedia PDF Downloads 77319135 Reducing Uncertainty of Monte Carlo Estimated Fatigue Damage in Offshore Wind Turbines Using FORM
Authors: Jan-Tore H. Horn, Jørgen Juncher Jensen
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Uncertainties related to fatigue damage estimation of non-linear systems are highly dependent on the tail behaviour and extreme values of the stress range distribution. By using a combination of the First Order Reliability Method (FORM) and Monte Carlo simulations (MCS), the accuracy of the fatigue estimations may be improved for the same computational efforts. The method is applied to a bottom-fixed, monopile-supported large offshore wind turbine, which is a non-linear and dynamically sensitive system. Different curve fitting techniques to the fatigue damage distribution have been used depending on the sea-state dependent response characteristics, and the effect of a bi-linear S-N curve is discussed. Finally, analyses are performed on several environmental conditions to investigate the long-term applicability of this multistep method. Wave loads are calculated using state-of-the-art theory, while wind loads are applied with a simplified model based on rotor thrust coefficients.Keywords: fatigue damage, FORM, monopile, Monte Carlo, simulation, wind turbine
Procedia PDF Downloads 26019134 A New Method to Estimate the Low Income Proportion: Monte Carlo Simulations
Authors: Encarnación Álvarez, Rosa M. García-Fernández, Juan F. Muñoz
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Estimation of a proportion has many applications in economics and social studies. A common application is the estimation of the low income proportion, which gives the proportion of people classified as poor into a population. In this paper, we present this poverty indicator and propose to use the logistic regression estimator for the problem of estimating the low income proportion. Various sampling designs are presented. Assuming a real data set obtained from the European Survey on Income and Living Conditions, Monte Carlo simulation studies are carried out to analyze the empirical performance of the logistic regression estimator under the various sampling designs considered in this paper. Results derived from Monte Carlo simulation studies indicate that the logistic regression estimator can be more accurate than the customary estimator under the various sampling designs considered in this paper. The stratified sampling design can also provide more accurate results.Keywords: poverty line, risk of poverty, auxiliary variable, ratio method
Procedia PDF Downloads 45619133 Monte Carlo Methods and Statistical Inference of Multitype Branching Processes
Authors: Ana Staneva, Vessela Stoimenova
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A parametric estimation of the MBP with Power Series offspring distribution family is considered in this paper. The MLE for the parameters is obtained in the case when the observable data are incomplete and consist only with the generation sizes of the family tree of MBP. The parameter estimation is calculated by using the Monte Carlo EM algorithm. The estimation for the posterior distribution and for the offspring distribution parameters are calculated by using the Bayesian approach and the Gibbs sampler. The article proposes various examples with bivariate branching processes together with computational results, simulation and an implementation using R.Keywords: Bayesian, branching processes, EM algorithm, Gibbs sampler, Monte Carlo methods, statistical estimation
Procedia PDF Downloads 42019132 An Estimating Parameter of the Mean in Normal Distribution by Maximum Likelihood, Bayes, and Markov Chain Monte Carlo Methods
Authors: Autcha Araveeporn
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This paper is to compare the parameter estimation of the mean in normal distribution by Maximum Likelihood (ML), Bayes, and Markov Chain Monte Carlo (MCMC) methods. The ML estimator is estimated by the average of data, the Bayes method is considered from the prior distribution to estimate Bayes estimator, and MCMC estimator is approximated by Gibbs sampling from posterior distribution. These methods are also to estimate a parameter then the hypothesis testing is used to check a robustness of the estimators. Data are simulated from normal distribution with the true parameter of mean 2, and variance 4, 9, and 16 when the sample sizes is set as 10, 20, 30, and 50. From the results, it can be seen that the estimation of MLE, and MCMC are perceivably different from the true parameter when the sample size is 10 and 20 with variance 16. Furthermore, the Bayes estimator is estimated from the prior distribution when mean is 1, and variance is 12 which showed the significant difference in mean with variance 9 at the sample size 10 and 20.Keywords: Bayes method, Markov chain Monte Carlo method, maximum likelihood method, normal distribution
Procedia PDF Downloads 35619131 Study of the Phenomenon Nature of Order and Disorder in BaMn(Fe/V)F7 Fluoride Glass by the Hybrid Reverse Monte Carlo Method
Authors: Sidi Mohamed Mesli, Mohamed Habchi, Mohamed Kotbi, Rafik Benallal, Abdelali Derouiche
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Fluoride glasses with a nominal composition of BaMnMF7 (M = FeV assuming isomorphous replacement) have been structurally modelled through the simultaneous simulation of their neutron diffraction patterns by a reverse Monte Carlo (RMC) model and by a Rietveld for disordered materials (RDM) method. Model is consistent with an expected network of interconnected [MF6] polyhedra. The RMC results are accompanied by artificial satellite peaks. To remedy this problem, we use an extension of the RMC algorithm, which introduces an energy penalty term in acceptance criteria. This method is called the Hybrid Reverse Monte Carlo (HRMC) method. The idea of this paper is to apply the (HRMC) method to the title glasses, in order to make a study of the phenomenon nature of order and disorder by displaying and discussing the partial pair distribution functions (PDFs) g(r). We suggest that this method can be used to describe average correlations between components of fluoride glass or similar system.Keywords: fluoride glasses, RMC simulation, neutron scattering, hybrid RMC simulation, Lennard-Jones potential, partial pair distribution functions
Procedia PDF Downloads 53419130 The Transport of Radical Species to Single and Double Strand Breaks in the Liver’s DNA Molecule by a Hybrid Method of Type Monte Carlo - Diffusion Equation
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The therapeutic utility of certain Auger emitters such as iodine-125 depends on their position within the cell nucleus . Or diagnostically, and to maintain as low as possible cell damage, it is preferable to have radionuclide localized outside the cell or at least the core. One solution to this problem is to consider markers capable of conveying anticancer drugs to the tumor site regardless of their location within the human body. The objective of this study is to simulate the impact of a complex such as bleomycin on single and double strand breaks in the DNA molecule. Indeed, this simulation consists of the following transactions: - Construction of BLM -Fe- DNA complex. - Simulation of the electron’s transport from the metastable state excitation of Fe 57 by the Monte Carlo method. - Treatment of chemical reactions in the considered environment by the diffusion equation. For physical, physico-chemical and finally chemical steps, the geometry of the complex is considered as a sphere of 50 nm centered on the binding site , and the mathematical method used is called step by step based on Monte Carlo codes.Keywords: concentration, yield, radical species, bleomycin, excitation, DNA
Procedia PDF Downloads 45719129 A Dose Distribution Approach Using Monte Carlo Simulation in Dosimetric Accuracy Calculation for Treating the Lung Tumor
Authors: Md Abdullah Al Mashud, M. Tariquzzaman, M. Jahangir Alam, Tapan Kumar Godder, M. Mahbubur Rahman
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This paper presents a Monte Carlo (MC) method-based dose distributions on lung tumor for 6 MV photon beam to improve the dosimetric accuracy for cancer treatment. The polystyrene which is tissue equivalent material to the lung tumor density is used in this research. In the empirical calculations, TRS-398 formalism of IAEA has been used, and the setup was made according to the ICRU recommendations. The research outcomes were compared with the state-of-the-art experimental results. From the experimental results, it is observed that the proposed based approach provides more accurate results and improves the accuracy than the existing approaches. The average %variation between measured and TPS simulated values was obtained 1.337±0.531, which shows a substantial improvement comparing with the state-of-the-art technology.Keywords: lung tumour, Monte Carlo, polystyrene, Elekta synergy, Monaco planning system
Procedia PDF Downloads 44519128 A Novel Probablistic Strategy for Modeling Photovoltaic Based Distributed Generators
Authors: Engy A. Mohamed, Y. G. Hegazy
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This paper presents a novel algorithm for modeling photovoltaic based distributed generators for the purpose of optimal planning of distribution networks. The proposed algorithm utilizes sequential Monte Carlo method in order to accurately consider the stochastic nature of photovoltaic based distributed generators. The proposed algorithm is implemented in MATLAB environment and the results obtained are presented and discussed.Keywords: comulative distribution function, distributed generation, Monte Carlo
Procedia PDF Downloads 58419127 Application of the Concept of Comonotonicity in Option Pricing
Authors: A. Chateauneuf, M. Mostoufi, D. Vyncke
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Monte Carlo (MC) simulation is a technique that provides approximate solutions to a broad range of mathematical problems. A drawback of the method is its high computational cost, especially in a high-dimensional setting, such as estimating the Tail Value-at-Risk for large portfolios or pricing basket options and Asian options. For these types of problems, one can construct an upper bound in the convex order by replacing the copula by the comonotonic copula. This comonotonic upper bound can be computed very quickly, but it gives only a rough approximation. In this paper we introduce the Comonotonic Monte Carlo (CoMC) simulation, by using the comonotonic approximation as a control variate. The CoMC is of broad applicability and numerical results show a remarkable speed improvement. We illustrate the method for estimating Tail Value-at-Risk and pricing basket options and Asian options when the logreturns follow a Black-Scholes model or a variance gamma model.Keywords: control variate Monte Carlo, comonotonicity, option pricing, scientific computing
Procedia PDF Downloads 51519126 Prediction of Anticancer Potential of Curcumin Nanoparticles by Means of Quasi-Qsar Analysis Using Monte Carlo Method
Authors: Ruchika Goyal, Ashwani Kumar, Sandeep Jain
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The experimental data for anticancer potential of curcumin nanoparticles was calculated by means of eclectic data. The optimal descriptors were examined using Monte Carlo method based CORAL SEA software. The statistical quality of the model is following: n = 14, R² = 0.6809, Q² = 0.5943, s = 0.175, MAE = 0.114, F = 26 (sub-training set), n =5, R²= 0.9529, Q² = 0.7982, s = 0.086, MAE = 0.068, F = 61, Av Rm² = 0.7601, ∆R²m = 0.0840, k = 0.9856 and kk = 1.0146 (test set) and n = 5, R² = 0.6075 (validation set). This data can be used to build predictive QSAR models for anticancer activity.Keywords: anticancer potential, curcumin, model, nanoparticles, optimal descriptors, QSAR
Procedia PDF Downloads 31819125 Stochastic Richelieu River Flood Modeling and Comparison of Flood Propagation Models: WMS (1D) and SRH (2D)
Authors: Maryam Safrai, Tewfik Mahdi
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This article presents the stochastic modeling of the Richelieu River flood in Quebec, Canada, occurred in the spring of 2011. With the aid of the one-dimensional Watershed Modeling System (WMS (v.10.1) and HEC-RAS (v.4.1) as a flood simulator, the delineation of the probabilistic flooded areas was considered. Based on the Monte Carlo method, WMS (v.10.1) delineated the probabilistic flooded areas with corresponding occurrence percentages. Furthermore, results of this one-dimensional model were compared with the results of two-dimensional model (SRH-2D) for the evaluation of efficiency and precision of each applied model. Based on this comparison, computational process in two-dimensional model is longer and more complicated versus brief one-dimensional one. Although, two-dimensional models are more accurate than one-dimensional method, but according to existing modellers, delineation of probabilistic flooded areas based on Monte Carlo method is achievable via one-dimensional modeler. The applied software in this case study greatly responded to verify the research objectives. As a result, flood risk maps of the Richelieu River with the two applied models (1d, 2d) could elucidate the flood risk factors in hydrological, hydraulic, and managerial terms.Keywords: flood modeling, HEC-RAS, model comparison, Monte Carlo simulation, probabilistic flooded area, SRH-2D, WMS
Procedia PDF Downloads 14019124 Simulation as a Problem-Solving Spotter for System Reliability
Authors: Wheyming Tina Song, Chi-Hao Hong, Peisyuan Lin
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An important performance measure for stochastic manufacturing networks is the system reliability, defined as the probability that the production output meets or exceeds a specified demand. The system parameters include the capacity of each workstation and numbers of the conforming parts produced in each workstation. We establish that eighteen archival publications, containing twenty-one examples, provide incorrect values of the system reliability. The author recently published the Song Rule, which provides the correct analytical system-reliability value; it is, however, computationally inefficient for large networks. In this paper, we use Monte Carlo simulation (implemented in C and Flexsim) to provide estimates for the above-mentioned twenty-one examples. The simulation estimates are consistent with the analytical solution for small networks but is computationally efficient for large networks. We argue here for three advantages of Monte Carlo simulation: (1) understanding stochastic systems, (2) validating analytical results, and (3) providing estimates even when analytical and numerical approaches are overly expensive in computation. Monte Carlo simulation could have detected the published analysis errors.Keywords: Monte Carlo simulation, analytical results, leading digit rule, standard error
Procedia PDF Downloads 36219123 Reliability-Simulation of Composite Tubular Structure under Pressure by Finite Elements Methods
Authors: Abdelkader Hocine, Abdelhakim Maizia
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The exponential growth of reinforced fibers composite materials use has prompted researchers to step up their work on the prediction of their reliability. Owing to differences between the properties of the materials used for the composite, the manufacturing processes, the load combinations and types of environment, the prediction of the reliability of composite materials has become a primary task. Through failure criteria, TSAI-WU and the maximum stress, the reliability of multilayer tubular structures under pressure is the subject of this paper, where the failure probability of is estimated by the method of Monte Carlo.Keywords: composite, design, monte carlo, tubular structure, reliability
Procedia PDF Downloads 46419122 A Strategy for the Application of Second-Order Monte Carlo Algorithms to Petroleum Exploration and Production Projects
Authors: Obioma Uche
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Due to the recent volatility in oil & gas prices as well as increased development of non-conventional resources, it has become even more essential to critically evaluate the profitability of petroleum prospects prior to making any investment decisions. Traditionally, simple Monte Carlo (MC) algorithms have been used to randomly sample probability distributions of economic and geological factors (e.g. price, OPEX, CAPEX, reserves, productive life, etc.) in order to obtain probability distributions for profitability metrics such as Net Present Value (NPV). In recent years, second-order MC algorithms have been shown to offer an advantage over simple MC techniques due to the added consideration of uncertainties associated with the probability distributions of the relevant variables. Here, a strategy for the application of the second-order MC technique to a case study is demonstrated to analyze its effectiveness as a tool for portfolio management.Keywords: Monte Carlo algorithms, portfolio management, profitability, risk analysis
Procedia PDF Downloads 33219121 Evaluation of Reliability Indices Using Monte Carlo Simulation Accounting Time to Switch
Authors: Sajjad Asefi, Hossein Afrakhte
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This paper presents the evaluation of reliability indices of an electrical distribution system using Monte Carlo simulation technique accounting Time To Switch (TTS) for each section. In this paper, the distribution system has been assumed by accounting random repair time omission. For simplicity, we have assumed the reliability analysis to be based on exponential law. Each segment has a specified rate of failure (λ) and repair time (r) which will give us the mean up time and mean down time of each section in distribution system. After calculating the modified mean up time (MUT) in years, mean down time (MDT) in hours and unavailability (U) in h/year, TTS have been added to the time which the system is not available, i.e. MDT. In this paper, we have assumed the TTS to be a random variable with Log-Normal distribution.Keywords: distribution system, Monte Carlo simulation, reliability, repair time, time to switch (TTS)
Procedia PDF Downloads 42619120 Simulation of 140 Kv X– Ray Tube by MCNP4C Code
Authors: Amin Sahebnasagh, Karim Adinehvand, Bakhtiar Azadbakht
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In this study, we used Monte Carlo code (MCNP4C) that is a general method, for simulation, electron source and electric field, a disc source with 0.05 cm radius in direct of anode are used, radius of disc source show focal spot of x-ray tube that here is 0.05 cm. In this simulation, anode is from tungsten with 18.9 g/cm3 density and angle of anode is 180. we simulated x-ray tube for 140 kv. For increasing of speed data acquisition we use F5 tally. With determination the exact position of F5 tally in program, outputs are acquired. In this spectrum the start point is about 0.02 Mev, the absorption edges are about 0.06 Mev and 0.07 Mev and average energy is about 0.05 Mev.Keywords: x-spectrum, simulation, Monte Carlo, MCNP4C code
Procedia PDF Downloads 646