Search results for: Monte Carlo Simulation method.

Authors: Farzaneh Ahmadzadeh

Abstract:

Quality control charts are very effective in detecting out of control signals but when a control chart signals an out of control condition of the process mean, searching for a special cause in the vicinity of the signal time would not always lead to prompt identification of the source(s) of the out of control condition as the change point in the process parameter(s) is usually different from the signal time. It is very important to manufacturer to determine at what point and which parameters in the past caused the signal. Early warning of process change would expedite the search for the special causes and enhance quality at lower cost. In this paper the quality variables under investigation are assumed to follow a multivariate normal distribution with known means and variance-covariance matrix and the process means after one step change remain at the new level until the special cause is being identified and removed, also it is supposed that only one variable could be changed at the same time. This research applies artificial neural network (ANN) to identify the time the change occurred and the parameter which caused the change or shift. The performance of the approach was assessed through a computer simulation experiment. The results show that neural network performs effectively and equally well for the whole shift magnitude which has been considered.

Keywords: Artificial neural network, change point estimation, monte carlo simulation, multivariate exponentially weighted movingaverage

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Authors: Watcharin Sangma, Onsiri Chanmuang, Pitsanu Tongkhow

Abstract:

 A forecasting model for steel demand uncertainty in Thailand is proposed. It consists of trend, autocorrelation, and outliers in a hierarchical Bayesian frame work. The proposed model uses a cumulative Weibull distribution function, latent first-order autocorrelation, and binary selection, to account for trend, time-varying autocorrelation, and outliers, respectively. The Gibbs sampling Markov Chain Monte Carlo (MCMC) is used for parameter estimation. The proposed model is applied to steel demand index data in Thailand. The root mean square error (RMSE), mean absolute percentage error (MAPE), and mean absolute error (MAE) criteria are used for model comparison. The study reveals that the proposed model is more appropriate than the exponential smoothing method.

Keywords: Forecasting model, Steel demand uncertainty, Hierarchical Bayesian framework, Exponential smoothing method.

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Authors: Neil Bar, Andrew Heweston

Abstract:

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

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

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Authors: Panudet Saengseedam, Nanthachai Kantanantha

Abstract:

This paper proposes a linear mixed model (LMM) with spatial effects to forecast rice and cassava yields in Thailand at the same time. A multivariate conditional autoregressive (MCAR) model is assumed to present the spatial effects. A Bayesian method is used for parameter estimation via Gibbs sampling Markov Chain Monte Carlo (MCMC). The model is applied to the rice and cassava yields monthly data which have been extracted from the Office of Agricultural Economics, Ministry of Agriculture and Cooperatives of Thailand. The results show that the proposed model has better performance in most provinces in both fitting part and validation part compared to the simple exponential smoothing and conditional auto regressive models (CAR) from our previous study.

Keywords: Bayesian method, Linear mixed model, Multivariate conditional autoregressive model, Spatial time series.

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Authors: Pablo Enrique Sartor Del Giudice

Abstract:

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: Youssef Khmou, Said Safi

Abstract:

In this paper, we investigated the effect of real valued transformation of the spectral matrix of the received data for Angles Of Arrival estimation problem.  Indeed, the unitary transformation of Partial Propagator (UPP) for narrowband sources is proposed and applied on Uniform Linear Array (ULA).

Monte Carlo simulations proved the performance of the UPP spectrum comparatively with Forward Backward Partial Propagator (FBPP) and Unitary Propagator (UP). The results demonstrates that when some of the sources are fully correlated and closer than the Rayleigh angular limit resolution of the broadside array, the UPP method outperforms the FBPP in both of spatial resolution and complexity.

Keywords: DOA, Uniform Linear Array, Narrowband, Propagator, Real valued transformation, Subspace, Unitary Operator.

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Authors: José Peralta, Gabriela Peretti, Eduardo Romero, Carlos Marqués

Abstract:

This paper proposes a new performance characterization for the test strategy intended for second order filters denominated Transient Analysis Method (TRAM). We evaluate the ability of the addressed test strategy for detecting deviation faults under simultaneous statistical fluctuation of the non-faulty parameters. For this purpose, we use Monte Carlo simulations and a fault model that considers as faulty only one component of the filter under test while the others components adopt random values (within their tolerance band) obtained from their statistical distributions. The new data reported here show (for the filters under study) the presence of hard-to-test components and relatively low fault coverage values for small deviation faults. These results suggest that the fault coverage value obtained using only nominal values for the non-faulty components (the traditional evaluation of TRAM) seem to be a poor predictor of the test performance.

Keywords: testing, fault analysis, analog filter test, parametric faults detection.

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Authors: Osamu Saito

Abstract:

Commercial infrastructures intended for use as leisure retreats such as golf and ski resorts have been extensively developed in many rural areas of Japan. However, following the burst of the economic bubble in the 1990s, several existing resorts faced tough management decisions and some were forced to close their business. In this study, six alternative management options for restructuring the existing golf courses (park, cemetery, biofuel production, reforestation, pasturing and abandonment) are examined and their environmental and economic impacts are quantitatively assessed. In addition, restructuring scenarios of these options and an ex-ante assessment model are developed. The scenario analysis by Monte Carlo simulation shows a clear trade-off between GHG savings and benefit/cost (B/C) ratios, of which “Restoring Nature" scenario absorbs the most CO2 among the four scenarios considered, but its B/C ratio is the lowest. This study can be used to select or examine options and scenarios of golf course management and rural environmental management policies.

Keywords: golf courses, restructuring and management options, scenario analysis, Tokyo Metropolitan Area.

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Authors: Jan Zeman

Abstract:

The paper describes the futures trading and aims to design the speculators trading strategy. The problem is formulated as the decision making task and such as is solved. The solution of the task leads to complex mathematical problems and the approximations of the decision making is demanded. Two kind of approximation are used in the paper: Monte Carlo for the multi-step prediction and iteration spread in time for the optimization. The solution is applied to the real-market data and the results of the off-line experiments are presented.

Keywords: futures trading, decision making

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Authors: Sana Bembli, Nahla Khraief Haddad, Safya Belghith

Abstract:

This paper deals with a robust model free terminal sliding mode with gravity compensation approach used to control an exoskeleton-upper limb system. The considered system is a 2-DoF robot in interaction with an upper limb used for rehabilitation. The aim of this paper is to control the flexion/extension movement of the shoulder and the elbow joints in presence of matched disturbances. In the first part, we present the exoskeleton-upper limb system modeling. Then, we controlled the considered system by the model free terminal sliding mode with gravity compensation. A stability study is realized. To prove the controller performance, a robustness analysis was needed. Simulation results are provided to confirm the robustness of the gravity compensation combined with to the Model free terminal sliding mode in presence of uncertainties.

Keywords: Exoskeleton-upper limb system, gravity compensation, model free terminal sliding mode, robustness analysis, Monte Carlo, H∞ methods.

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

Abstract:

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

Keywords: Concrete Structures, FORM, Monte Carlo Simulation, Structural Reliability.

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Authors: H.Panahi, S.Asadi

Abstract:

In this article, we consider the estimation of P[Y < X], when strength, X and stress, Y are two independent variables of Burr Type XII distribution. The MLE of the R based on one simple iterative procedure is obtained. Assuming that the common parameter is known, the maximum likelihood estimator, uniformly minimum variance unbiased estimator and Bayes estimator of P[Y < X] are discussed. The exact confidence interval of the R is also obtained. Monte Carlo simulations are performed to compare the different proposed methods.

Keywords: Stress-Strength model, Maximum likelihood estimator, Bayes estimator, Burr type XII distribution.

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Authors: A.F. Haroun, S.M. Megahed

Abstract:

Clearance in the joints of multibody mechanical systems such as linkage mechanisms and robots is a main source of vibration, and noise of the whole system, and wear of the joints themselves. This clearance is an inevitable matter and cannot be eliminated, since it allows the relative motion between joint components and make them assemblage. This paper presents an experimental verification of the obtained simulation results of a slider – crank mechanism of one clearance revolute joint. The simulation results are obtained with the aid of CAD and dynamic simulation softwares, which is an effective method of simulation multibody systems with clearance joints and have many advantages. The comparison between both simulation and experimental results shows that the simulation results are so close to the experimental ones which proves the accuracy and efficiency of this method of modeling and simulation of mechanical systems with clearance joints.

Keywords: CAD and dynamic simulator softwares, Clearance joints, , Experimental results, Slider – crank mechanism.

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Authors: A. Anastasopoulou, A. Kolios, T. Somorin, A. Sowale, Y. Jiang, B. Fidalgo, A. Parker, L. Williams, M. Collins, E. J. McAdam, S. Tyrrel

Abstract:

Developing countries are nowadays confronted with great challenges related to domestic sanitation services in view of the imminent water scarcity. Contemporary sanitation technologies established in these countries are likely to pose health risks unless waste management standards are followed properly. This paper provides a solution to sustainable sanitation with the development of an innovative toilet system, called Nano Membrane Toilet (NMT), which has been developed by Cranfield University and sponsored by the Bill & Melinda Gates Foundation. The particular technology converts human faeces into energy through gasification and provides treated wastewater from urine through membrane filtration. In order to evaluate the environmental profile of the NMT system, a deterministic life cycle assessment (LCA) has been conducted in SimaPro software employing the Ecoinvent v3.3 database. The particular study has determined the most contributory factors to the environmental footprint of the NMT system. However, as sensitivity analysis has identified certain critical operating parameters for the robustness of the LCA results, adopting a stochastic approach to the Life Cycle Inventory (LCI) will comprehensively capture the input data uncertainty and enhance the credibility of the LCA outcome. For that purpose, Monte Carlo simulations, in combination with an artificial neural network (ANN) model, have been conducted for the input parameters of raw material, produced electricity, NO_X emissions, amount of ash and transportation of fertilizer. The given analysis has provided the distribution and the confidence intervals of the selected impact categories and, in turn, more credible conclusions are drawn on the respective LCIA (Life Cycle Impact Assessment) profile of NMT system. Last but not least, the specific study will also yield essential insights into the methodological framework that can be adopted in the environmental impact assessment of other complex engineering systems subject to a high level of input data uncertainty.

Keywords: Sanitation systems, nano membrane toilet, LCA, stochastic uncertainty analysis, Monte Carlo Simulations, artificial neural network.

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Authors: R. J. Chang

Abstract:

A cyclostationary Gaussian linearization method is formulated for investigating the time average response of nonlinear system under sinusoidal signal and white noise excitation. The quantitative measure of cyclostationary mean, variance, spectrum of mean amplitude, and mean power spectral density of noise are analyzed. The qualitative response behavior of stochastic jump and bifurcation are investigated. The validity of the present approach in predicting the quantitative and qualitative statistical responses is supported by utilizing Monte Carlo simulations. The present analysis without imposing restrictive analytical conditions can be directly derived by solving non-linear algebraic equations. The analytical solution gives reliable quantitative and qualitative prediction of mean and noise response for the Duffing system subjected to both sinusoidal signal and white noise excitation.

Keywords: Cyclostationary, Duffing system, Gaussian linearization, sinusoidal signal and white noise.

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Authors: T. Kritsana, P. Sawitri, P. Teeratas

Abstract:

This article aims to study the effect of pressure on rocket motor case by Finite Element Method simulation to select optimal material in rocket motor manufacturing process. In this study, cylindrical tubes with outside diameter of 122 mm and thickness of 3 mm are used for simulation. Defined rocket motor case materials are AISI4130, AISI1026, AISI1045, AL2024 and AL7075. Internal pressure used for the simulation is 22 MPa.

The result from Finite Element Method shows that at a pressure of 22 MPa rocket motor case produced by AISI4130, AISI1045 and AL7075 can be used. A comparison of the result between AISI4130, AISI1045 and AL7075 shows that AISI4130 has minimum principal stress and confirm the results of Finite Element Method by the used of calculation method found that, the results from Finite Element Method has good reliability.

Keywords: Rocket motor case, Finite Element Method, principal Stress.

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Authors: M. Sharifi, M. Mirzaii, F. Bolourinovin, H. Yousefnia, M. Akbari, K. Yousefi-Mojir

Abstract:

A multilayer passive shield composed of low-activity lead (Pb), copper (Cu), tin (Sn) and iron (Fe) was designed and manufactured for a coaxial HPGe detector placed at a surface laboratory for reducing background radiation and radiation dose to the personnel. The performance of the shield was evaluated and efficiency curves of the detector were plotted by using of various standard sources in different distances. Monte Carlo simulations and a set of TLD chips were used for dose estimation in two distances of 20 and 40 cm. The results show that the shield reduced background spectrum and the personnel dose more than 95%.

Keywords: HPGe shield, background count, personnel dose, efficiency curve.

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Authors: G. Kehl, P. Wagner

Abstract:

A novel simulation method to determine the displacements of machine tools due to thermal factors is presented. The specific characteristic of this method is the employment of original CAD data from the design process chain, which is interpreted by an algorithm in terms of geometry-based allocation of convection and radiation parameters. Furthermore analogous models relating to the thermal behaviour of machine elements are automatically implemented, which were gained by extensive experimental testing with thermography imaging. With this a transient simulation of the thermal field and in series of the displacement of the machine tool is possible simultaneously during the design phase. This method was implemented and is already used industrially in the design of machining centres in order to improve the quality of herewith manufactured workpieces.

Keywords: Accuracy, design process, finite element analysis, machine tools, thermal simulation.

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Authors: A. GuhaRay, C. V. S. P. Kiranmayi, S. Rudraraju

Abstract:

The present study considers the effect of variation of different geotechnical random variables in the design of stone column-foundation systems for assessing the bearing capacity and consolidation settlement of highly compressible soil. The soil and stone column properties, spacing, diameter and arrangement of stone columns are considered as the random variables. Probability of failure (P_f) is computed for a target degree of consolidation and a target safe load by Monte Carlo Simulation (MCS). The study shows that the variation in coefficient of radial consolidation (c_r) and cohesion of soil (c_s) are two most important factors influencing Pf. If the coefficient of variation (COV) of c_r exceeds 20%, P_f exceeds 0.001, which is unsafe following the guidelines of US Army Corps of Engineers. The bearing capacity also exceeds its safe value for COV of c_s > 30%. It is also observed that as the spacing between the stone column increases, the probability of reaching a target degree of consolidation decreases. Accordingly, design guidelines, considering both consolidation and bearing capacity of improved ground, are proposed for different spacing and diameter of stone columns and geotechnical random variables.

Keywords: Bearing capacity, consolidation, geotechnical random variables, probability of failure, stone columns.

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Authors: Rawinun Praserttaweelap, Somyot Kiatwanidvilai

Abstract:

Obstacle avoidance is the one key for the robot system in unknown environment. The robots should be able to know their position and safety region. This research starts on the path planning which are SLAM and AMCL in ROS system. In addition, the best parameters of the obstacle avoidance function are required. In situation on Hard Disk Drive Manufacturing, the distance between robots and obstacles are very serious due to the manufacturing constraint. The simulations are accomplished by the SLAM and AMCL with adaptive velocity and safety region calculation.

Keywords: Obstacle avoidance, simultaneous localization and mapping, adaptive Monte Carlo localization, KLD sampling.

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Authors: Stephen Kirkup

Abstract:

This paper discusses the implementation of the boundary element method (BEM) on an Excel spreadsheet and how it can be used in teaching vector calculus and simulation. There are two separate spreadheets, within which Laplace equation is solved by the BEM in two dimensions (LIBEM2) and axisymmetric three dimensions (LBEMA). The main algorithms are implemented in the associated programming language within Excel, Visual Basic for Applications (VBA). The BEM only requires a boundary mesh and hence it is a relatively accessible method. The BEM in the open spreadsheet environment is demonstrated as being useful as an aid to teaching and learning. The application of the BEM implemented on a spreadsheet for educational purposes in introductory vector calculus and simulation is explored. The development of assignment work is discussed, and sample results from student work are given. The spreadsheets were found to be useful tools in developing the students’ understanding of vector calculus and in simulating heat conduction.

Keywords: Boundary element method, laplace equation, vector calculus, simulation, education.

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Authors: Komeil Valipourian

Abstract:

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

Keywords: Numerical probability modeling, deep excavation, allowable maximum displacement, finite difference method, FDM.

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Authors: Oktavian Muhammad Rizki, Appiah Rita, Lastres Oscar, Miller True, Chapman Alec, Tsoukalas Lefteri H.

Abstract:

The Purdue University Research Reactor-1 (PUR-1) is a 10 kWth pool-type research reactor located at Purdue University’s West Lafayette campus. The reactor was recently upgraded to use entirely digital instrumentation and control systems. However, currently, there is no automated control system to regulate the power in the reactor. We propose a fuzzy logic controller as a form of digital twin to complement the existing digital instrumentation system to monitor and stabilize power control using existing experimental data. This work assesses the feasibility of a power controller based on a Fuzzy Rule-Based System (FRBS) by modelling and simulation with a MATLAB algorithm. The controller uses power error and reactor period as inputs and generates reactivity insertion as output. The reactivity insertion is then converted to control rod height using a logistic function based on information from the recorded experimental reactor control rod data. To test the capability of the proposed fuzzy controller, a point-kinetic reactor model is utilized based on the actual PUR-1 operation conditions and a Monte Carlo N-Particle simulation result of the core to numerically compute the neutronics parameters of reactor behavior. The Point Kinetic Equation (PKE) was employed to model dynamic characteristics of the research reactor since it explains the interactions between the spatial and time varying input and output variables efficiently. The controller is demonstrated computationally using various cases: startup, power maneuver, and shutdown. From the test results, it can be proved that the implemented fuzzy controller can satisfactorily regulate the reactor power to follow demand power without compromising nuclear safety measures.

Keywords: Fuzzy logic controller, power controller, reactivity, research reactor.

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Authors: Bikramaditya Das, Susmita Das

Abstract:

Study on suppression of interference in time domain equalizers is attempted for high data rate impulse radio (IR) ultra wideband communication system. The narrow band systems may cause interference with UWB devices as it is having very low transmission power and the large bandwidth. SRAKE receiver improves system performance by equalizing signals from different paths. This enables the use of SRAKE receiver techniques in IRUWB systems. But Rake receiver alone fails to suppress narrowband interference (NBI). A hybrid SRake-MMSE time domain equalizer is proposed to overcome this by taking into account both the effect of the number of rake fingers and equalizer taps. It also combats intersymbol interference. A semi analytical approach and Monte-Carlo simulation are used to investigate the BER performance of SRAKEMMSE receiver on IEEE 802.15.3a UWB channel models. Study on non-line of sight indoor channel models (both CM3 and CM4) illustrates that bit error rate performance of SRake-MMSE receiver with NBI performs better than that of Rake receiver without NBI. We show that for a MMSE equalizer operating at high SNR-s the number of equalizer taps plays a more significant role in suppressing interference.

Keywords: IR-UWB, UWB, IEEE 802.15.3a, NBI, data rate, bit error rate.

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Authors: A. Nuric, S. Nuric, L. Kricak, I. Lapandic, R. Husagic

Abstract:

This paper describes topic of computer simulation with regard to the ground movement above an underground mine. Simulation made with software package ADINA for nonlinear elastic-plastic analysis with finite elements method. The one of representative profiles from Mine 'Stara Jama' in Zenica has been investigated. A collection and selection of both geo-mechanical data and geometric parameters of the mine was necessary for performing these simulations. Results of estimation have been compared with measured values (vertical displacement of surface), and then simulation performed with assumed dynamic and dimensions of excavation, over a period of time. Results are presented with bitmaps and charts.

Keywords: Computer, finite element method, mine, nonlinear analysis, numerical modeling, simulation, subsidence.

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Authors: S. Z. Moussavi, A. Badri, F. Rastegar Kashkooli

Abstract:

Wind farms (WFs) with high level of penetration are being established in power systems worldwide more rapidly than other renewable resources. The Independent System Operator (ISO), as a policy maker, should propose appropriate places for WF installation in order to maximize the benefits for the investors. There is also a possibility of congestion relief using the new installation of WFs which should be taken into account by the ISO when proposing the locations for WF installation. In this context, efficient wind farm (WF) placement method is proposed in order to reduce burdens on congested lines. Since the wind speed is a random variable and load forecasts also contain uncertainties, probabilistic approaches are used for this type of study. AC probabilistic optimal power flow (P-OPF) is formulated and solved using Monte Carlo Simulations (MCS). In order to reduce computation time, point estimate methods (PEM) are introduced as efficient alternative for time-demanding MCS. Subsequently, WF optimal placement is determined using generation shift distribution factors (GSDF) considering a new parameter entitled, wind availability factor (WAF). In order to obtain more realistic results, N-1 contingency analysis is employed to find the optimal size of WF, by means of line outage distribution factors (LODF). The IEEE 30-bus test system is used to show and compare the accuracy of proposed methodology.

Keywords: Probabilistic optimal power flow, Wind power, Pointestimate methods, Congestion management

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Authors: Z. Feng, V. Viswanathan, D. Navarro, I. O'Connor

Abstract:

This paper presents a new high speed simulation methodology to solve the long simulation time problem of CMOS image sensor matrix. Generally, for integrating the pixel matrix in SOC and simulating the system performance, designers try to model the pixel in various modeling languages such as VHDL-AMS, SystemC or Matlab. We introduce a new alternative method based on spice model in cadence design platform to achieve accuracy and reduce simulation time. The simulation results indicate that the pixel output voltage maximum error is at 0.7812% and time consumption reduces from 2.2 days to 13 minutes achieving about 240X speed-up for the 256x256 pixel matrix.

Keywords: CMOS image sensor, high speed simulation, image sensor matrix simulation.

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Authors: Gheorghe Galben, Daniel N. Aloi

Abstract:

Recently, the Spherical Motion Models (SMM-s) have been introduced [1]. These new models have been developed for 3D local landmark-base Autonomous Navigation (AN). This paper is revealing new arguments and experimental results to support the SMM-s characteristics. The accuracy and the robustness in performing a specific task are the main concerns of the new investigations. To analyze their performances of the SMM-s, the most powerful tools of estimation theory, the extended Kalman filter (EKF) and unscented Kalman filter (UKF), which give the best estimations in noisy environments, have been employed. The Monte Carlo validation implementations used to test the stability and robustness of the models have been employed as well.

Keywords: Autonomous navigation, extended kalman filter, unscented kalman filter, localization algorithms.

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Authors: George Yungchih Wang

Abstract:

Real options theory suggests that managerial flexibility embedded within irreversible investments can account for a significant value in project valuation. Although the argument has become the dominant focus of capital investment theory over decades, yet recent survey literature in capital budgeting indicates that corporate practitioners still do not explicitly apply real options in investment decisions. In this paper, we explore how real options decision criteria can be transformed into equivalent capital budgeting criteria under the consideration of uncertainty, assuming that underlying stochastic process follows a geometric Brownian motion (GBM), a mixed diffusion-jump (MX), or a mean-reverting process (MR). These equivalent valuation techniques can be readily decomposed into conventional investment rules and “option impacts", the latter of which describe the impacts on optimal investment rules with the option value considered. Based on numerical analysis and Monte Carlo simulation, three major findings are derived. First, it is shown that real options could be successfully integrated into the mindset of conventional capital budgeting. Second, the inclusion of option impacts tends to delay investment. It is indicated that the delay effect is the most significant under a GBM process and the least significant under a MR process. Third, it is optimal to adopt the new capital budgeting criteria in investment decision-making and adopting a suboptimal investment rule without considering real options could lead to a substantial loss in value.

Keywords: real options, capital budgeting, geometric Brownianmotion, mixed diffusion-jump, mean-reverting process

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Authors: Gholamreza Zahedi, M. Tarin, M. Biglari

Abstract:

This work investigated the steady state and dynamic simulation of a fixed bed industrial naphtha reforming reactors. The performance of the reactor was investigated using a heterogeneous model. For process simulation, the differential equations are solved using the 4th order Runge-Kutta method .The models were validated against measured process data of an existing naphtha reforming plant. The results of simulation in terms of components yields and temperature of the outlet were in good agreement with empirical data. The simple model displays a useful tool for dynamic simulation, optimization and control of naphtha reforming.

Keywords: Dynamic simulation, fixed bed reactor, modeling, reforming

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