Search results for: montecarlo%20simulation

Authors: G. Traini, V. Giacometti, R. Mirabelli, V. Patera, D. Pinci, A. Sarti, A. Sciubba, M. Marafini

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The MONDO (MOnitor for Neutron Dose in hadrOntherapy) project aims a precise characterisation of the secondary fast and ultrafast neutrons produced in particle therapy treatments. The detector is composed of a matrix of scintillating fibres (250 um) readout by CMOS Digital-SPAD based sensors. Recoil protons from n-p elastic scattering are detected and used to track neutrons. A prototype was tested with proton beams (Trento Proton Therapy Centre): efficiency, light yield, and track-reconstruction capability were studied. The results of a MonteCarlo FLUKA simulation used to evaluated double scattering efficiency and expected backgrounds will be presented.

Keywords: secondary neutrons, particle therapy, tracking, elastic scattering

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Authors: Sai Sudarshan, Harsh Vyas, Riddhiman Sherlekar

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The oil and gas industry has been unwilling to adopt stochastic definition of reserves. Nevertheless, Monte Carlo simulation methods have gained acceptance by engineers, geoscientists and other professionals who want to evaluate prospects or otherwise analyze problems that involve uncertainty. One of the common applications of Monte Carlo simulation is the estimation of recoverable hydrocarbon from a reservoir.Monte Carlo Simulation makes use of random samples of parameters or inputs to explore the behavior of a complex system or process. It finds application whenever one needs to make an estimate, forecast or decision where there is significant uncertainty. First, the project focuses on performing Monte-Carlo Simulation on a given data set using U. S Department of Energy’s MonteCarlo Software, which is a freeware e&p tool. Further, an algorithm for simulation has been developed for MATLAB and program performs simulation by prompting user for input distributions and parameters associated with each distribution (i.e. mean, st.dev, min., max., most likely, etc.). It also prompts user for desired probability for which reserves are to be calculated. The algorithm so developed and tested in MATLAB further finds implementation in Python where existing libraries on statistics and graph plotting have been imported to generate better outcome. With PyQt designer, codes for a simple graphical user interface have also been written. The graph so plotted is then validated with already available results from U.S DOE MonteCarlo Software.

Keywords: simulation, probability, confidence interval, sensitivity analysis

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Authors: Jose Ruiz, Jose Velasquez, Holger Lovon

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Peruvian university buildings are critical structures for which very little research about its seismic vulnerability is available. This paper develops a probabilistic methodology that predicts seismic loss for university buildings with simulated fragility functions. Two university buildings located in the city of Cusco were analyzed. Fragility functions were developed considering seismic and structural parameters uncertainty. The fragility functions were generated with the Latin Hypercube technique, an improved Montecarlo-based method, which optimizes the sampling of structural parameters and provides at least 100 reliable samples for every level of seismic demand. Concrete compressive strength, maximum concrete strain and yield stress of the reinforcing steel were considered as the key structural parameters. The seismic demand is defined by synthetic records which are compatible with the elastic Peruvian design spectrum. Acceleration records are scaled based on the peak ground acceleration on rigid soil (PGA) which goes from 0.05g to 1.00g. A total of 2000 structural models were considered to account for both structural and seismic variability. These functions represent the overall building behavior because they give rational information regarding damage ratios for defined levels of seismic demand. The university buildings show an expected Mean Damage Factor of 8.80% and 19.05%, respectively, for the 0.22g-PGA scenario, which was amplified by the soil type coefficient and resulted in 0.26g-PGA. These ratios were computed considering a seismic demand related to 10% of probability of exceedance in 50 years which is a requirement in the Peruvian seismic code. These results show an acceptable seismic performance for both buildings.

Keywords: fragility functions, university buildings, loss assessment, Montecarlo simulation, latin hypercube

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Authors: Rui Calejo Rodrigues

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Building Refurbishing and Maintenance is a major area of knowledge ultimately dispensed to user/occupant criteria. The optimization of the service life of a building needs a special background to be assessed as it is one of those concepts that needs proficiency to be implemented. ISO 15686-2 Buildings and constructed assets - Service life planning: Part 2, Service life prediction procedures, states a factorial method based on deterministic data for building components life span. Major consequences result on a deterministic approach because users/occupants are not sensible to understand the end of components life span and so simply act on deterministic periods and so costly and resources consuming solutions do not meet global targets of planet sustainability. The estimation of 2 thousand million conventional buildings in the world, if submitted to a probabilistic method for service life planning rather than a deterministic one provide an immense amount of resources savings. Since 1989 the research team nowadays stating for CEES–Center for Building in Service Studies developed a methodology based on Montecarlo method for probabilistic approach regarding life span of building components, cost and service life care time spans. The research question of this deals with the importance of probabilistic approach of buildings life planning compared with deterministic methods. It is presented the mathematic model developed for buildings probabilistic lifespan approach and experimental data is obtained to be compared with deterministic data. Assuming that buildings lifecycle depends a lot on component replacement this methodology allows to conclude on the global impact of fixed replacements methodologies such as those on result of deterministic models usage. Major conclusions based on conventional buildings estimate are presented and evaluated under a sustainable perspective.

Keywords: building components life cycle, building maintenance, building sustainability, Montecarlo Simulation

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Authors: Pablo Enrique Sartor Del Giudice

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Penalty shootouts often decide the outcome of important soccer matches. Although usually referred to as ”lotteries”, there is evidence that some national teams and clubs consistently perform better than others. The outcomes are therefore not explained just by mere luck, and therefore there are ways to improve the average performance of players, naturally at the expense of some sort of effort. In this article we study the payoff of player performance improvements in terms of the performance of the team as a whole. To do so we develop an analytical model with static individual performances, as well as Monte Carlo models that take into account the known influence of partial score and round number on individual performances. We find that within a range of usual values, the team performance improves above 70% faster than individual performances do. Using these models, we also estimate that the new ABBA penalty shootout ordering under test reduces almost all the known bias in favor of the first-shooting team under the current ABAB system.

Keywords: football, penalty shootouts, Montecarlo simulation, ABBA

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Authors: Abdulsalam M. Alhawsawi

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Estimation of a radiation detector's efficiency plays a significant role in calculating the activity of radioactive samples. Detector efficiency is measured using sources that emit a variety of energies from low to high-energy photons along the energy spectrum. Some photon energies are hard to find in lab settings either because check sources are hard to obtain or the sources have short half-lives. This work aims to develop a method to determine the efficiency of a High Purity Germanium Detector (HPGe) based on the 662 keV gamma ray photon emitted from Cs-137. Cesium-137 is readily available in most labs with radiation detection and health physics applications and has a long half-life of ~30 years. Several photon efficiencies were calculated using the MCNP5 simulation code. The simulated efficiency of the 662 keV photon was used as a base to calculate other photon efficiencies in a point source and a Marinelli Beaker form. In the Marinelli Beaker filled with water case, the efficiency of the 59 keV low energy photons from Am-241 was estimated with a 9% error compared to the MCNP5 simulated efficiency. The 1.17 and 1.33 MeV high energy photons emitted by Co-60 had errors of 4% and 5%, respectively. The estimated errors are considered acceptable in calculating the activity of unknown samples as they fall within the 95% confidence level.

Keywords: MCNP5, MonteCarlo simulations, efficiency calculation, absolute efficiency, activity estimation, Cs-137

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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: Natalia M. Acevedo, Luis M. Jimenez, Erick Lambis

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Imperfections in the capital market are used to argue the relevance of the corporate risk management function. With corporate hedge, the value of the company is increased by reducing the volatility of the expected cash flow and making it possible to face a lower bankruptcy costs and financial difficulties, without sacrificing tax advantages for debt financing. With the propose to avoid exchange rate troubles over cash flows of Colombian exporting firms, this dissertation uses financial options, over exchange rate between Peso and Dollar, for realizing a financial hedge. In this study, a strategy of hedge is designed for an exporting company in Colombia with the objective of preventing fluctuations because, if the exchange rate down, the number of Colombian pesos that obtains the company by exports, is less than agreed. The exchange rate of Colombia is measured by the TRM (Representative Market Rate), representing the number of Colombian pesos for an American dollar. First, the TMR is modelled through the Geometric Brownian Motion, with this, the project price is simulated using Montecarlo simulations and finding the mean of TRM for three, six and twelve months. For financial hedging, currency options were used. The 6-month projection was covered with financial options on European-type currency with a strike price of $ 2,780.47 for each month; this value corresponds to the last value of the historical TRM. In the compensation of the options in each month, the price paid for the premium, calculated with the Black-Scholes method for currency options, was considered. Finally, with the modeling of prices and the Monte Carlo simulation, the effect of the exchange hedging with options on the exporting company was determined, this by means of the unit price estimate to which the dollars in the scenario without coverage were changed and scenario with coverage. After using the scenarios: is determinate that the TRM will have a bull trend and the exporting firm will be affected positively because they will get more pesos for each dollar. The results show that the financial options manage to reduce the exchange risk. The expected value with coverage is approximate to the expected value without coverage, but the 5% percentile with coverage is greater than without coverage. The foregoing indicates that in the worst scenarios the exporting companies will obtain better prices for the sale of the currencies if they cover.

Keywords: currency hedging, futures, geometric Brownian motion, options

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Authors: V. Giacometti, R. Mirabelli, V. Patera, D. Pinci, A. Sarti, A. Sciubba, G. Traini, M. Marafini

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The particle therapy (PT) is a very modern technique of non invasive radiotherapy mainly devoted to the treatment of tumours untreatable with surgery or conventional radiotherapy, because localised closely to organ at risk (OaR). Nowadays, PT is available in about 55 centres in the word and only the 20\% of them are able to treat with carbon ion beam. However, the efficiency of the ion-beam treatments is so impressive that many new centres are in construction. The interest in this powerful technology lies to the main characteristic of PT: the high irradiation precision and conformity of the dose released to the tumour with the simultaneous preservation of the adjacent healthy tissue. However, the beam interactions with the patient produce a large component of secondary particles whose additional dose has to be taken into account during the definition of the treatment planning. Despite, the largest fraction of the dose is released to the tumour volume, a non-negligible amount is deposed in other body regions, mainly due to the scattering and nuclear interactions of the neutrons within the patient body. One of the main concerns in PT treatments is the possible occurrence of secondary malignant neoplasm (SMN). While SMNs can be developed up to decades after the treatments, their incidence impacts directly life quality of the cancer survivors, in particular in pediatric patients. Dedicated Treatment Planning Systems (TPS) are used to predict the normal tissue toxicity including the risk of late complications induced by the additional dose released by secondary neutrons. However, no precise measurement of secondary neutrons flux is available, as well as their energy and angular distributions: an accurate characterization is needed in order to improve TPS and reduce safety margins. The project MONDO (MOnitor for Neutron Dose in hadrOntherapy) is devoted to the construction of a secondary neutron tracker tailored to the characterization of that secondary neutron component. The detector, based on the tracking of the recoil protons produced in double-elastic scattering interactions, is a matrix of thin scintillating fibres, arranged in layer x-y oriented. The final size of the object is 10 x 10 x 20 cm3 (squared 250µm scint. fibres, double cladding). The readout of the fibres is carried out with a dedicated SPAD Array Sensor (SBAM) realised in CMOS technology by FBK (Fondazione Bruno Kessler). The detector is under development as well as the SBAM sensor and it is expected to be fully constructed for the end of the year. MONDO will make data tacking campaigns at the TIFPA Proton Therapy Center of Trento, at the CNAO (Pavia) and at HIT (Heidelberg) with carbon ion in order to characterize the neutron component and predict the additional dose delivered on the patients with much more precision and to drastically reduce the actual safety margins. Preliminary measurements with charged particles beams and MonteCarlo FLUKA simulation will be presented.

Keywords: secondary neutrons, particle therapy, tracking detector, elastic scattering

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Authors: Hameed Rukayat Opeyemi, Pericles Pilidis, Pagone Emanuele

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Climate change represents one of the single most challenging problems facing the world today. According to the National Oceanic and Administrative Association, Atmospheric temperature rose almost 25% since 1958, Artic sea ice has shrunk 40% since 1959 and global sea levels have risen more than 5.5 cm since 1990. Power plants are the major culprits of GHG emission to the atmosphere. Several technologies have been proposed to reduce the amount of GHG emitted to the atmosphere from power plant, one of which is the less researched Advanced zero emission power plant. The advanced zero emission power plants make use of mixed conductive membrane (MCM) reactor also known as oxygen transfer membrane (OTM) for oxygen transfer. The MCM employs membrane separation process. The membrane separation process was first introduced in 1899 when Walter Hermann Nernst investigated electric current between metals and solutions. He found that when a dense ceramic is heated, current of oxygen molecules move through it. In the bid to curb the amount of GHG emitted to the atmosphere, the membrane separation process was applied to the field of power engineering in the low carbon cycle known as the Advanced zero emission power plant (AZEP cycle). The AZEP cycle was originally invented by Norsk Hydro, Norway and ABB Alstom power (now known as Demag Delaval Industrial turbo machinery AB), Sweden. The AZEP drew a lot of attention because its ability to capture ~100% CO2 and also boasts of about 30-50 % cost reduction compared to other carbon abatement technologies, the penalty in efficiency is also not as much as its counterparts and crowns it with almost zero NOx emissions due to very low nitrogen concentrations in the working fluid. The advanced zero emission power plants differ from a conventional gas turbine in the sense that its combustor is substituted with the mixed conductive membrane (MCM-reactor). The MCM-reactor is made up of the combustor, low temperature heat exchanger LTHX (referred to by some authors as air pre-heater the mixed conductive membrane responsible for oxygen transfer and the high temperature heat exchanger and in some layouts, the bleed gas heat exchanger. Air is taken in by the compressor and compressed to a temperature of about 723 Kelvin and pressure of 2 Mega-Pascals. The membrane area needed for oxygen transfer is reduced by increasing the temperature of 90% of the air using the LTHX; the temperature is also increased to facilitate oxygen transfer through the membrane. The air stream enters the LTHX through the transition duct leading to inlet of the LTHX. The temperature of the air stream is then increased to about 1150 K depending on the design point specification of the plant and the efficiency of the heat exchanging system. The amount of oxygen transported through the membrane is directly proportional to the temperature of air going through the membrane. The AZEP cycle was developed using the Fortran software and economic analysis was conducted using excel and Matlab followed by optimization case study. This paper discusses techno-economic analysis of four possible layouts of the AZEP cycle. The Simple bleed gas heat exchange layout (100 % CO2 capture), Bleed gas heat exchanger layout with flue gas turbine (100 % CO2 capture), Pre-expansion reheating layout (Sequential burning layout) – AZEP 85 % (85 % CO2 capture) and Pre-expansion reheating layout (Sequential burning layout) with flue gas turbine– AZEP 85 % (85 % CO2 capture). This paper discusses Montecarlo risk analysis of four possible layouts of the AZEP cycle.

Keywords: gas turbine, global warming, green house gases, power plants

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