Search results for: Monte Carlo.

Authors: Z. Jannoo, B. W. Yap, N. Auchoybur, M. A. Lazim

Abstract:

The two common approaches to Structural Equation Modeling (SEM) are the Covariance-Based SEM (CB-SEM) and Partial Least Squares SEM (PLS-SEM). There is much debate on the performance of CB-SEM and PLS-SEM for small sample size and when distributions are nonnormal. This study evaluates the performance of CB-SEM and PLS-SEM under normality and nonnormality conditions via a simulation. Monte Carlo Simulation in R programming language was employed to generate data based on the theoretical model with one endogenous and four exogenous variables. Each latent variable has three indicators. For normal distributions, CB-SEM estimates were found to be inaccurate for small sample size while PLS-SEM could produce the path estimates. Meanwhile, for a larger sample size, CB-SEM estimates have lower variability compared to PLS-SEM. Under nonnormality, CB-SEM path estimates were inaccurate for small sample size. However, CB-SEM estimates are more accurate than those of PLS-SEM for sample size of 50 and above. The PLS-SEM estimates are not accurate unless sample size is very large.  

Keywords: CB-SEM, Monte Carlo simulation, Normality conditions, Nonnormality, PLS-SEM.

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Authors: Mohammad Najafi, Hossein Roghani-Mamaqani, Mehdi Salami-Kalajahi, Vahid Haddadi-Asl

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A high-performance Monte Carlo simulation, which simultaneously takes diffusion-controlled and chain-length-dependent bimolecular termination reactions into account, is developed to simulate atom transfer radical copolymerization of styrene and nbutyl acrylate. As expected, increasing initial feed fraction of styrene raises the fraction of styrene-styrene dyads (fAA) and reduces that of n-butyl acrylate dyads (fBB). The trend of variation in randomness parameter (fAB) during the copolymerization also varies significantly. Also, there is a drift in copolymer heterogeneity and the highest drift occurs in the initial feeds containing lower percentages of styrene, i.e. 20% and 5%.

Keywords: Atom Transfer Radical Copolymerization, MonteCarlo Simulation, Copolymer Heterogeneity, Styrene n-ButylAcrylate

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Authors: Satoshi Usami

Abstract:

Among various HLM techniques, the Multivariate Hierarchical Linear Model (MHLM) is desirable to use, particularly when multivariate criterion variables are collected and the covariance structure has information valuable for data analysis. In order to reflect prior information or to obtain stable results when the sample size and the number of groups are not sufficiently large, the Bayes method has often been employed in hierarchical data analysis. In these cases, although the Markov Chain Monte Carlo (MCMC) method is a rather powerful tool for parameter estimation, Procedures regarding MCMC have not been formulated for MHLM. For this reason, this research presents concrete procedures for parameter estimation through the use of the Gibbs samplers. Lastly, several future topics for the use of MCMC approach for HLM is discussed.

Keywords: Gibbs sampler, Hierarchical Linear Model, Markov Chain Monte Carlo, Multivariate Hierarchical Linear Model

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Authors: Wararit Panichkitkosolkul

Abstract:

The unit root tests based on the robust estimator for the first-order autoregressive process are proposed and compared with the unit root tests based on the ordinary least squares (OLS) estimator. The percentiles of the null distributions of the unit root test are also reported. The empirical probabilities of Type I error and powers of the unit root tests are estimated via Monte Carlo simulation. Simulation results show that all unit root tests can control the probability of Type I error for all situations. The empirical power of the unit root tests based on the robust estimator are higher than the unit root tests based on the OLS estimator.

Keywords: Autoregressive, Ordinary least squares, Type I error, Power of the test, Monte Carlo simulation.

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Authors: N. Massoum, A. Guen. Bouazza, B. Bouazza, A. El Ouchdi

Abstract:

The progress of industry integrated circuits in recent years has been pushed by continuous miniaturization of transistors. With the reduction of dimensions of components at 0.1 micron and below, new physical effects come into play as the standard simulators of two dimensions (2D) do not consider. In fact the third dimension comes into play because the transverse and longitudinal dimensions of the components are of the same order of magnitude. To describe the operation of such components with greater fidelity, we must refine simulation tools and adapted to take into account these phenomena. After an analytical study of the static characteristics of the component, according to the different operating modes, a numerical simulation is performed of field-effect transistor with submicron gate MESFET GaInP. The influence of the dimensions of the gate length is studied. The results are used to determine the optimal geometric and physical parameters of the component for their specific applications and uses.

Keywords: Monte Carlo simulation, transient electron transport, MESFET device.

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Authors: V. K. Jagadeesh, K. V. Naveen, P. Muthuchidambaranathan

Abstract:

Recently, there is a lot of interest in the field of under water optical wireless communication for short range because of its high bandwidth. But in most of the previous works line of sight propagation or single scattering of photons only considered. In practical case this is not applicable because of beam blockage in underwater and multiple scattering also occurred during the photons propagation through water. In this paper we consider a non-line of sight underwater wireless optical communication system with multiple scattering and examine the performance of the system using monte carlo simulation. The distribution scattering angle of photons are modeled by Henyey-Greenstein method. The average bit error rate is calculated using on-off keying modulation for different water types.

Keywords: Non line of sight under Water optical wireless communication, Henyey-Greenstein model, Multiple scattering, Monte-Carlo simulation.

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Authors: M. Habchi, S. M. Mesli, M. Kotbi

Abstract:

A structural study of an aqueous electrolyte whose experimental results are available. It is a solution of LiCl-6H2O type at glassy state (120K) contrasted with pure water at room temperature by means of Partial Distribution Functions (PDF) issue from neutron scattering technique. Based on these partial functions, the Reverse Monte Carlo method (RMC) computes radial and angular correlation functions which allow exploring a number of structural features of the system. The obtained curves include some artifacts. To remedy this, we propose to introduce a screened potential as an additional constraint. Obtained results show a good matching between experimental and computed functions and a significant improvement in PDFs curves with potential constraint. It suggests an efficient fit of pair distribution functions curves.

Keywords: RMC simulation; Screened potential; partial and pair distribution functions; glassy and liquid state

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Authors: F. Vallée, J-F. Toubeau, Z. De Grève, J. Lobry

Abstract:

When evaluating the capacity of a generation park to cover the load in transmission systems, traditional Loss of Load Expectation (LOLE) and Expected Energy not Served (EENS) indices can be used. If those indices allow computing the annual duration and severity of load non covering situations, they do not take into account the fact that the load excess is generally shifted from one penury state (hour or quarter of an hour) to the following one. In this paper, a sequential Monte Carlo framework is introduced in order to compute adjusted LOLE and EENS indices. Practically, those adapted indices permit to consider the effect of load excess transfer on the global adequacy of a generation park, providing thus a more accurate evaluation of this quantity.

Keywords: Expected Energy not Served, Loss of Load Expectation, Monte Carlo simulation, reliability, wind generation.

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

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

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

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Authors: Susan J. Simmons, Fang Fang, Qijun Fang, Karl Ricanek

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Quantitative trait loci (QTL) experiments have yielded important biological and biochemical information necessary for understanding the relationship between genetic markers and quantitative traits. For many years, most QTL algorithms only allowed one observation per genotype. Recently, there has been an increasing demand for QTL algorithms that can accommodate more than one observation per genotypic distribution. The Bayesian hierarchical model is very flexible and can easily incorporate this information into the model. Herein a methodology is presented that uses a Bayesian hierarchical model to capture the complexity of the data. Furthermore, the Markov chain Monte Carlo model composition (MC3) algorithm is used to search and identify important markers. An extensive simulation study illustrates that the method captures the true QTL, even under nonnormal noise and up to 6 QTL.

Keywords: Bayesian hierarchical model, Markov chain MonteCarlo model composition, quantitative trait loci.

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Authors: Viriyavudh Sim, Woo Young Jung

Abstract:

The failure of roof cladding mostly occurs due to the failing of the connection between claddings and purlins, which is the pull-out of the screw connecting the two parts when the pull-out load, i.e. typhoon, is higher than the resistance of the connection screw. As typhoon disasters in Korea are constantly on the rise, probability risk assessment (PRA) has become a vital tool to evaluate the performance of civil structures. In this study, we attempted to determine the fragility of roof cladding with the screw connection. Experimental study was performed to evaluate the pull-out resistance of screw joints between honeycomb panels and back frames. Subsequently, by means of Monte Carlo Simulation method, probability of failure for these types of roof cladding was determined. The results that the failure of roof cladding was depends on their location on the roof, for example, the edge most panel has the highest probability of failure.

Keywords: Monte Carlo Simulation, roof cladding, screw pull-out strength, wind fragility

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Authors: Seong Do Kim, Woo Young Jung

Abstract:

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

Keywords: Aluminum frame soundproofing wall, Monte Carlo Simulation, numerical simulation, wind fragility.

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Authors: Fang Ye, Han Yu, Yibing Li

Abstract:

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

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

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Authors: Jeerapa Sappakitkamjorn, Sa-aat Niwitpong

Abstract:

In many practical applications in various areas, such as engineering, science and social science, it is known that there exist bounds on the values of unknown parameters. For example, values of some measurements for controlling machines in an industrial process, weight or height of subjects, blood pressures of patients and retirement ages of public servants. When interval estimation is considered in a situation where the parameter to be estimated is bounded, it has been argued that the classical Neyman procedure for setting confidence intervals is unsatisfactory. This is due to the fact that the information regarding the restriction is simply ignored. It is, therefore, of significant interest to construct confidence intervals for the parameters that include the additional information on parameter values being bounded to enhance the accuracy of the interval estimation. Therefore in this paper, we propose a new confidence interval for the coefficient of variance where the population mean and standard deviation are bounded. The proposed interval is evaluated in terms of coverage probability and expected length via Monte Carlo simulation.  

Keywords: Bounded parameters, coefficient of variation, confidence interval, Monte Carlo simulation.

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

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

Keywords: Energy in Buildings, Hardware in Loop, Modelica (Dymola), Monte Carlo Simulation, Uncertainty Propagation.

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Authors: Oh Hyeon Jeon, WooYoung Jung

Abstract:

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

Keywords: Weir structure, seepage, flood disaster fragility, probabilistic risk assessment, Monte-Carlo Simulation, permeability coefficient.

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Authors: George Yungchih Wang

Abstract:

This paper argues that increased uncertainty, in certain situations, may actually encourage investment. Since earlier studies mostly base their arguments on the assumption of geometric Brownian motion, the study extends the assumption to alternative stochastic processes, such as mixed diffusion-jump, mean-reverting process, and jump amplitude process. A general approach of Monte Carlo simulation is developed to derive optimal investment trigger for the situation that the closed-form solution could not be readily obtained under the assumption of alternative process. The main finding is that the overall effect of uncertainty on investment is interpreted by the probability of investing, and the relationship appears to be an invested U-shaped curve between uncertainty and investment. The implication is that uncertainty does not always discourage investment even under several sources of uncertainty. Furthermore, high-risk projects are not always dominated by low-risk projects because the high-risk projects may have a positive realization effect on encouraging investment.

Keywords: real options, geometric Brownian motion, mixeddiffusion-jump process, mean- reverting process, jump amplitudeprocess

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

Abstract:

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

Keywords: Water droplet, aerosol particle, collision and coagulation, multi-Monte Carlo method.

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Authors: K. Sudprasert, M. Precharattana, N. Nuttavut, D. Triampo, B. Pattanasiri, Y. Lenbury, W. Triampo

Abstract:

The study of non-equilibrium systems has attracted increasing interest in recent years, mainly due to the lack of theoretical frameworks, unlike their equilibrium counterparts. Studying the steady state and/or simple systems is thus one of the main interests. Hence in this work we have focused our attention on the driven lattice gas model (DLG model) consisting of interacting particles subject to an external field E. The dynamics of the system are given by hopping of particles to nearby empty sites with rates biased for jumps in the direction of E. Having used small two dimensional systems of DLG model, the stochastic properties at nonequilibrium steady state were analytically studied. To understand the non-equilibrium phenomena, we have applied the analytic approach via master equation to calculate probability function and analyze violation of detailed balance in term of the fluctuation-dissipation theorem. Monte Carlo simulations have been performed to validate the analytic results.

Keywords: Non-equilibrium, lattice gas, stochastic process

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Authors: Milad Eghtedari Naeini, Gholamreza Heravi

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In this paper, based on the past project cost and time performance, a model for forecasting project cost performance is developed. This study presents a probabilistic project control concept to assure an acceptable forecast of project cost performance. In this concept project activities are classified into sub-groups entitled control accounts. Then obtain the Stochastic S-Curve (SS-Curve), for each sub-group and the project SS-Curve is obtained by summing sub-groups- SS-Curves. In this model, project cost uncertainties are considered through Beta distribution functions of the project activities costs required to complete the project at every selected time sections through project accomplishment, which are extracted from a variety of sources. Based on this model, after a percentage of the project progress, the project performance is measured via Earned Value Management to adjust the primary cost probability distribution functions. Then, accordingly the future project cost performance is predicted by using the Monte-Carlo simulation method.

Keywords: Monte Carlo method, Probabilistic model, Project forecasting, Stochastic S-curve

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Authors: L. Mahdavian, M. Raouf

Abstract:

Three dimensional nanostructure materials have attracted the attention of many researches because the possibility to apply them for near future devices in sensors, catalysis and energy related. Tin dioxide is the most used material for gas sensing because its three-dimensional nanostructures and properties are related to the large surface exposed to gas adsorption. We propose the use of branch SnO2 nanowhiskers in interaction with ethanol. All Sn atoms are symmetric. The total energy, potential energy and Kinetic energy calculated for interaction between SnO2 and ethanol in different distances and temperatures. The calculations achieved by methods of Langevin Dynamic and Mont Carlo simulation. The total energy increased with addition ethanol molecules and temperature so interactions between them are endothermic.

Keywords: Tin dioxide, nanowhisker, Ethanol, Langevin Dynamic and Mont Carlo Simulation.

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

Abstract:

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

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

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

Abstract:

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

Keywords: Reliability approach, storage tanks, Monte Carlo simulation, seismic acceleration.

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Authors: Abdullah Y. Al-Hossain

Abstract:

This paper considers inference under progressive type II censoring with a compound Rayleigh failure time distribution. The maximum likelihood (ML), and Bayes methods are used for estimating the unknown parameters as well as some lifetime parameters, namely reliability and hazard functions. We obtained Bayes estimators using the conjugate priors for two shape and scale parameters. When the two parameters are unknown, the closed-form expressions of the Bayes estimators cannot be obtained. We use Lindley.s approximation to compute the Bayes estimates. Another Bayes estimator has been obtained based on continuous-discrete joint prior for the unknown parameters. An example with the real data is discussed to illustrate the proposed method. Finally, we made comparisons between these estimators and the maximum likelihood estimators using a Monte Carlo simulation study.

Keywords: Progressive type II censoring, compound Rayleigh failure time distribution, maximum likelihood estimation, Bayes estimation, Lindley's approximation method, Monte Carlo simulation.

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Authors: Stephan Rupp, Matthias Elter, Michael Breitung, Walter Zink, Christian Küblbeck

Abstract:

Camera calibration is an indispensable step for augmented reality or image guided applications where quantitative information should be derived from the images. Usually, a camera calibration is obtained by taking images of a special calibration object and extracting the image coordinates of projected calibration marks enabling the calculation of the projection from the 3d world coordinates to the 2d image coordinates. Thus such a procedure exhibits typical steps, including feature point localization in the acquired images, camera model fitting, correction of distortion introduced by the optics and finally an optimization of the model-s parameters. In this paper we propose to extend this list by further step concerning the identification of the optimal subset of images yielding the smallest overall calibration error. For this, we present a Monte Carlo based algorithm along with a deterministic extension that automatically determines the images yielding an optimal calibration. Finally, we present results proving that the calibration can be significantly improved by automated image selection.

Keywords: Camera Calibration, Discrete Optimization, Monte Carlo Method.

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Authors: Muhammad Zeeshan UlHaque, Peng Du, Leo K. Cheng, Marc D. Jacobs

Abstract:

Sensory nerves in the foot play an important part in the diagnosis of various neuropathydisorders, especially in diabetes mellitus.However, a detailed description of the anatomical distribution of the nerves is currently lacking. A computationalmodel of the afferent nerves inthe foot may bea useful tool for the study of diabetic neuropathy. In this study, we present the development of an anatomically-based model of various major sensory nerves of the sole and dorsal sidesof the foot. In addition, we presentan algorithm for generating synthetic somatosensory nerve networks in the big-toe region of a right foot model. The algorithm was based on a modified version of the Monte Carlo algorithm, with the capability of being able to vary the intra-epidermal nerve fiber density in differentregionsof the foot model. Preliminary results from the combinedmodel show the realistic anatomical structure of the major nerves as well as the smaller somatosensory nerves of the foot. The model may now be developed to investigate the functional outcomes of structural neuropathyindiabetic patients.

Keywords: Diabetic neuropathy, Finite element modeling, Monte Carlo Algorithm, Somatosensory nerve networks

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Authors: Αlexios Kotsakis, Stefanos Katsavounis, Dimitra Alexiou

Abstract:

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

Keywords: Beta distribution, PERT, Monte Carlo Simulation, skewness, project completion time distribution.

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Authors: M. Kamal Elbokl, Negadi Kheira

Abstract:

Risk Evaluation is an important step in protecting your workers and your business, as well as complying with the law. It helps you focus on the risks that really matter in your workplace – the ones with the potential to cause real harm. We are in this paper introduce basics of risk assessment then we mention some of ways to risk evaluation by computer especially Monte Carlo simulation and Microsoft project.

We use Program Evaluation and Review Technique (PERT) to deal with Risks in Industrial Facilities in Evaluation and Assessment for this risk. Using PERT Technique in Microsoft Project by the PERT toolbar and using PERTMASTER Program with Primavera Program we evaluate many hazards and make calculations for that by mathematical equation to make right decisions. We define and calculate risk factor and risk severity to ranking the type of the risk then dealing with it using in that many ways like probability computation, curves, and tables. By introducing variables in the equation of functions in computer programs we calculate the risk in the time and the cost in general case and then mention some examples in industrial facilities field.

Keywords: Risk, Industrial Facilities, PERT, Monte Carlo Simulation.

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Authors: Amir Azizi, Amir Yazid B. Ali, Loh Wei Ping

Abstract:

Throughput is an important measure of performance of production system. Analyzing and modeling of production throughput is complex in today-s dynamic production systems due to uncertainties of production system. The main reasons are that uncertainties are materialized when the production line faces changes in setup time, machinery break down, lead time of manufacturing, and scraps. Besides, demand changes are fluctuating from time to time for each product type. These uncertainties affect the production performance. This paper proposes Bayesian inference for throughput modeling under five production uncertainties. Bayesian model utilized prior distributions related to previous information about the uncertainties where likelihood distributions are associated to the observed data. Gibbs sampling algorithm as the robust procedure of Monte Carlo Markov chain was employed for sampling unknown parameters and estimating the posterior mean of uncertainties. The Bayesian model was validated with respect to convergence and efficiency of its outputs. The results presented that the proposed Bayesian models were capable to predict the production throughput with accuracy of 98.3%.

Keywords: Bayesian inference, Uncertainty modeling, Monte Carlo Markov chain, Gibbs sampling, Production throughput

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Authors: B. Chemali, B. Tiliouine

Abstract:

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

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

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