Search results for: Langevin Dynamic and Mont Carlo Simulation.

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: Teuku Rihayat, Suryani

Abstract:

Polyurethanes (PURs) are very versatile polymeric materials with a wide range of physical and chemical properties. PURs have desirable properties such as high abrasion resistance, tear strength, shock absorption, flexibility and elasticity. Although they have relatively poor thermal stability, this can be improved by using treated clay. Polyurethane/clay nanocomposites have been synthesized from renewable sources. A polyol for the production of polyurethane by reaction with an isocyanate was obtained by the synthesis of palm oil-based oleic acid with glycerol. Dodecylbenzene sulfonic acid (DBSA) was used as catalyst and emulsifier. The unmodified clay (kunipia-F) was treated with cetyltrimethyl ammonium bromide (CTAB-mont) and octadodecylamine (ODAmont). The d-spacing in CTAB-mont and ODA-mont were 1.571 nm and 1.798 nm respectively and larger than that of the pure-mont (1.142 nm). The organoclay was completely intercalated in the polyurethane, as confirmed by a wide angle x-ray diffraction (WAXD) pattern. The results showed that adding clay demonstrated better thermal stability in comparison with the virgin polyurethane. Onset degradation of pure PU is at 200oC, and is lower than that of the CTAB-mont PU and ODA-mont PU which takes place at about 318oC and 330oC, respectively. The mechanical properties (including the dynamic mechanical properties) of pure polyurethane (PU) and PU/clay nanocomposites, were measured. The modified organoclay had a remarkably beneficial effect on the strength and elongation at break of the nanocomposites, which both increased with increasing clay content with the increase of the tensile strength of more than 214% and 267% by the addition of only 5 wt% of the montmorillonite CTAB-mont PU and ODA-mont PU, respectively.

Keywords: Polyurethane, Clay nanocomposites, Biobase

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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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Authors: E. Al Daoud

Abstract:

In many cases, theoretical treatments are available for models for which there is no perfect physical realization. In this situation, the only possible test for an approximate theoretical solution is to compare with data generated from a computer simulation. In this paper, Monte Carlo tools are used to study and compare the elementary particles models. All the experiments are implemented using 10000 events, and the simulated energy is 13 TeV. The mean and the curves of several variables are calculated for each model using MadAnalysis 5. Anomalies in the results can be seen in the muons masses of the minimal supersymmetric standard model and the two Higgs doublet model.

Keywords: Feynman rules, hadrons, Lagrangian, Monte Carlo, simulation.

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Authors: Jong Woo Kim, Go Bong Choi, Sang Hwan Son, Dae Shik Kim, Jung Chul Suh, Jong Min Lee

Abstract:

The Markov decision process (MDP) based methodology is implemented in order to establish the optimal schedule which minimizes the cost. Formulation of MDP problem is presented using the information about the current state of pipe, improvement cost, failure cost and pipe deterioration model. The objective function and detailed algorithm of dynamic programming (DP) are modified due to the difficulty of implementing the conventional DP approaches. The optimal schedule derived from suggested model is compared to several policies via Monte Carlo simulation. Validity of the solution and improvement in computational time are proved.

Keywords: Markov decision processes, Dynamic Programming, Monte Carlo simulation, Periodic replacement, Weibull distribution.

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Authors: Nabeel A. Qazi, Absaar ul Jabbar, Khalid Parvez

Abstract:

A code has been developed in Mathematica using Direct Simulation Monte Carlo (DSMC) technique. The code was tested for 2-D air flow around a circular cylinder. Same geometry and flow properties were used in FLUENT 6.2 for comparison. The results obtained from Mathematica simulation indicated significant agreement with FLUENT calculations, hence providing insight into particle nature of fluid flows.

Keywords: DSMC algorithm, non continuum gas flows, Monte Carlo methods

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Authors: Thomas Fiedler, Irina V. Belova, Graeme E. Murch

Abstract:

Lattice Monte Carlo methods are an excellent choice for the simulation of non-linear thermal diffusion problems. In this paper, and for the first time, Lattice Monte Carlo analysis is performed on thermal diffusion combined with convective heat transfer. Laminar flow of water modeled as an incompressible fluid inside a copper pipe with a constant surface temperature is considered. For the simulation of thermal conduction, the temperature dependence of the thermal conductivity of the water is accounted for. Using the novel Lattice Monte Carlo approach, temperature distributions and energy fluxes are obtained.

Keywords: Coupled Analysis, Laminar Flow, Lattice MonteCarlo, Thermal Diffusion

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

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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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Authors: N. Dahbi, M. Daoudi, A.Belghachi

Abstract:

The present work deals with the calculation of transport properties of Hg0.8Cd0.2Te (MCT) semiconductor in degenerate case. Due to their energy-band structure, this material becomes degenerate at moderate doping densities, which are around 1015 cm-3, so that the usual Maxwell-Boltzmann approximation is inaccurate in the determination of transport parameters. This problem is faced by using Fermi-Dirac (F-D) statistics, and the non-parabolic behavior of the bands may be approximated by the Kane model. The Monte Carlo (MC) simulation is used here to determinate transport parameters: drift velocity, mean energy and drift mobility versus electric field and the doped densities. The obtained results are in good agreement with those extracted from literature.

Keywords: degeneracy case, Hg0.8Cd0.2Te semiconductor, Monte Carlo simulation, transport parameters.

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

Abstract:

The Reverse Monte Carlo (RMC) simulation is applied in the study of an aqueous electrolyte LiCl6H2O. On the basis of the available experimental neutron scattering data, RMC computes pair radial distribution functions in order to explore the structural features of the system. The obtained results include some unrealistic features. To overcome this problem, we use the Hybrid Reverse Monte Carlo (HRMC), incorporating an energy constraint in addition to the commonly used constraints derived from experimental data. Our results show a good agreement between experimental and computed partial distribution functions (PDFs) as well as a significant improvement in pair partial distribution curves. This kind of study can be considered as a useful test for a defined interaction model for conventional simulation techniques.

Keywords: RMC simulation, HRMC simulation, energy constraint, screened potential, glassy state, liquid state, partial distribution function, pair partial distribution function.

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Authors: Hassan Faraji Baghtash

Abstract:

In this paper, a low voltage high performance current mirror is presented. Its most important specifications, which are improved in this work, are analyzed and formulated proving that it has such outstanding merits as: Very low input resistance of 26mΩ, very wide current dynamic range of 8 decades from 10pA to 1mA (160dB) together with an extremely low current copy error of less than 0.6ppm, and very low input and output voltages. Furthermore, the proposed current mirror bandwidth is 944MHz utilizing very low power consumption (267μW) and transistors count. HSPICE simulation results are performed using TSMC 0.18μm CMOS technology utilizing 1.8V single power supply, confirming the theoretically proved outstanding performance of the proposed current mirror. Monte Carlo simulation of its most important parameter is also examined showing its sufficiently resistance against technology process variations.

Keywords: Current mirror/source, high accuracy, low voltage, wide dynamic range.

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Authors: Amer M. Momani, Abdulaziz A. Ahmed

Abstract:

The many feasible alternatives and conflicting objectives make equipment selection in materials handling a complicated task. This paper presents utilizing Monte Carlo (MC) simulation combined with the Analytic Hierarchy Process (AHP) to evaluate and select the most appropriate Material Handling Equipment (MHE). The proposed hybrid model was built on the base of material handling equation to identify main and sub criteria critical to MHE selection. The criteria illustrate the properties of the material to be moved, characteristics of the move, and the means by which the materials will be moved. The use of MC simulation beside the AHP is very powerful where it allows the decision maker to represent his/her possible preference judgments as random variables. This will reduce the uncertainty of single point judgment at conventional AHP, and provide more confidence in the decision problem results. A small business pharmaceutical company is used as an example to illustrate the development and application of the proposed model.

Keywords: Analytic Hierarchy Process (AHP), Materialhandling equipment selection, Monte Carlo simulation, Multi-criteriadecision making

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Authors: Y. Shpungin

Abstract:

Estimating the lifetime distribution of computer networks in which nodes and links exist in time and are bound for failure is very useful in various applications. This problem is known to be NP-hard. In this paper we present efficient combinatorial approaches to Monte Carlo estimation of network lifetime distribution. We also present some simulation results.

Keywords: Combinatorial spectrum, Monte Carlo, Networklifetime, Unreliable nodes and edges.

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Authors: N. Massoum, B. Bouazza, H. Tahir, C. Sayah, A. Guen Bouazza

Abstract:

to simulate the phenomenon of electronic transport in semiconductors, we try to adapt a numerical method, often and most frequently it’s that of Monte Carlo. In our work, we applied this method in the case of a ternary alloy semiconductor GaInP in its cubic form; The Calculations are made using a non-parabolic effective-mass energy band model. We consider a band of conduction to three valleys (ΓLX), major of the scattering mechanisms are taken into account in this modeling, as the interactions with the acoustic phonons (elastic collisions) and optics (inelastic collisions). The polar optical phonons cause anisotropic collisions, intra-valleys, very probable in the III-V semiconductors. Other optical phonons, no polar, allow transitions inter-valleys. Initially, we present the full results obtained by the simulation of Monte Carlo in GaInP in stationary regime. We consider thereafter the effects related to the application of an electric field varying according to time, we thus study the transient phenomenon which make their appearance in ternary material

Keywords: Monte Carlo simulation, steady-state electron transport, transient electron transport, alloy scattering.

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Authors: Hidetoshi Konno, Akio Suzuki

Abstract:

The paper presented a transient population dynamics of phase singularities in 2D Beeler-Reuter model. Two stochastic modelings are examined: (i) the Master equation approach with the transition rate (i.e., λ(n, t) = λ(t)n and μ(n, t) = μ(t)n) and (ii) the nonlinear Langevin equation approach with a multiplicative noise. The exact general solution of the Master equation with arbitrary time-dependent transition rate is given. Then, the exact solution of the mean field equation for the nonlinear Langevin equation is also given. It is demonstrated that transient population dynamics is successfully identified by the generalized Logistic equation with fractional higher order nonlinear term. It is also demonstrated the necessity of introducing time-dependent transition rate in the master equation approach to incorporate the effect of nonlinearity.

Keywords: Transient population dynamics, Phase singularity, Birth-death process, Non-stationary Master equation, nonlinear Langevin equation, generalized Logistic equation.

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Authors: Nyein Nyein Soe, Thet Thet Han Yee, Soe Sandar Aung

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This paper is proposed the dynamic simulation of small power induction motor based on Mathematical modeling. The dynamic simulation is one of the key steps in the validation of the design process of the motor drive systems and it is needed for eliminating inadvertent design mistakes and the resulting error in the prototype construction and testing. This paper demonstrates the simulation of steady-state performance of induction motor by MATLAB Program Three phase 3 hp induction motor is modeled and simulated with SIMULINK model.

Keywords: Squirrel cage induction motor, modeling andsimulation, MATLAB software, torque, speed.

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Authors: Encarnación Álvarez, Rosa M. García-Fernández, Juan F. Muñoz

Abstract:

Estimation of a proportion has many applications in economics and social studies. A common application is the estimation of the low income proportion, which gives the proportion of people classified as poor into a population. In this paper, we present this poverty indicator and propose to use the logistic regression estimator for the problem of estimating the low income proportion. Various sampling designs are presented. Assuming a real data set obtained from the European Survey on Income and Living Conditions, Monte Carlo simulation studies are carried out to analyze the empirical performance of the logistic regression estimator under the various sampling designs considered in this paper. Results derived from Monte Carlo simulation studies indicate that the logistic regression estimator can be more accurate than the customary estimator under the various sampling designs considered in this paper. The stratified sampling design can also provide more accurate results.

Keywords:

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Authors: Padmakumar S., Vivek Agarwal, Kallol Roy

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With the advent of inexpensive 32 bit floating point digital signal processor-s availability in market, many computationally intensive algorithms such as Kalman filter becomes feasible to implement in real time. Dynamic simulation of a self excited DC motor using second order state variable model and implementation of Kalman Filter in a floating point DSP TMS320C6713 is presented in this paper with an objective to introduce and implement such an algorithm, for beginners. A fractional hp DC motor is simulated in both Matlab® and DSP and the results are included. A step by step approach for simulation of DC motor in Matlab® and “C" routines in CC Studio® is also given. CC studio® project file details and environmental setting requirements are addressed. This tutorial can be used with 6713 DSK, which is based on floating point DSP and CC Studio either in hardware mode or in simulation mode.

Keywords: DC motor, DSP, Dynamic simulation, Kalman Filter

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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: R. Ashok Bakkiyaraj, N. Kumarappan

Abstract:

This paper investigates the suitability of Latin Hypercube sampling (LHS) for composite electric power system reliability analysis. Each sample generated in LHS is mapped into an equivalent system state and used for evaluating the annualized system and load point indices. DC loadflow based state evaluation model is solved for each sampled contingency state. The indices evaluated are loss of load probability, loss of load expectation, expected demand not served and expected energy not supplied. The application of the LHS is illustrated through case studies carried out using RBTS and IEEE-RTS test systems. Results obtained are compared with non-sequential Monte Carlo simulation and state enumeration analytical approaches. An error analysis is also carried out to check the LHS method’s ability to capture the distributions of the reliability indices. It is found that LHS approach estimates indices nearer to actual value and gives tighter bounds of indices than non-sequential Monte Carlo simulation.

Keywords: Composite power system, Latin Hypercube sampling, Monte Carlo simulation, Reliability evaluation, Variance analysis.

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Authors: Paola Lecca

Abstract:

Modeling and simulation of biochemical reactions is of great interest in the context of system biology. The central dogma of this re-emerging area states that it is system dynamics and organizing principles of complex biological phenomena that give rise to functioning and function of cells. Cell functions, such as growth, division, differentiation and apoptosis are temporal processes, that can be understood if they are treated as dynamic systems. System biology focuses on an understanding of functional activity from a system-wide perspective and, consequently, it is defined by two hey questions: (i) how do the components within a cell interact, so as to bring about its structure and functioning? (ii) How do cells interact, so as to develop and maintain higher levels of organization and functions? In recent years, wet-lab biologists embraced mathematical modeling and simulation as two essential means toward answering the above questions. The credo of dynamics system theory is that the behavior of a biological system is given by the temporal evolution of its state. Our understanding of the time behavior of a biological system can be measured by the extent to which a simulation mimics the real behavior of that system. Deviations of a simulation indicate either limitations or errors in our knowledge. The aim of this paper is to summarize and review the main conceptual frameworks in which models of biochemical networks can be developed. In particular, we review the stochastic molecular modelling approaches, by reporting the principal conceptualizations suggested by A. A. Markov, P. Langevin, A. Fokker, M. Planck, D. T. Gillespie, N. G. van Kampfen, and recently by D. Wilkinson, O. Wolkenhauer, P. S. Jöberg and by the author.

Keywords: Mathematical structure, algorithmic implementation, biochemical network models.

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

Abstract:

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: 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: G. Zuppardi, F. Romano

Abstract:

Technology of thin film deposition is of interest in many engineering fields, from electronic manufacturing to corrosion protective coating. A typical deposition process, like that developed at the University of Eindhoven, considers the deposition of a thin, amorphous film of C:H or of Si:H on the substrate, using the Expanding Thermal arc Plasma technique. In this paper a computing procedure is proposed to simulate the flow field in a deposition chamber similar to that at the University of Eindhoven and a sensitivity analysis is carried out in terms of: precursor mass flow rate, electrical power, supplied to the torch and fluid-dynamic characteristics of the plasma jet, using different nozzles. To this purpose a deposition chamber similar in shape, dimensions and operating parameters to the above mentioned chamber is considered. Furthermore, a method is proposed for a very preliminary evaluation of the film thickness distribution on the substrate. The computing procedure relies on two codes working in tandem; the output from the first code is the input to the second one. The first code simulates the flow field in the torch, where Argon is ionized according to the Saha-s equation, and in the nozzle. The second code simulates the flow field in the chamber. Due to high rarefaction level, this is a (commercial) Direct Simulation Monte Carlo code. Gas is a mixture of 21 chemical species and 24 chemical reactions from Argon plasma and Acetylene are implemented in both codes. The effects of the above mentioned operating parameters are evaluated and discussed by 2-D maps and profiles of some important thermo-fluid-dynamic parameters, as per Mach number, velocity and temperature. Intensity, position and extension of the shock wave are evaluated and the influence of the above mentioned test conditions on the film thickness and uniformity of distribution are also evaluated.

Keywords: Deposition chamber, Direct Simulation Mote Carlo method (DSMC), Plasma chemistry, Rarefied gas dynamics.

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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: Fares Innal, Yves Dutuit, Mourad Chebila

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The object of this work is the probabilistic performance evaluation of safety instrumented systems (SIS), i.e. the average probability of dangerous failure on demand (PFD_avg) and the average frequency of failure (PFH), taking into account the uncertainties related to the different parameters that come into play: failure rate (λ), common cause failure proportion (β), diagnostic coverage (DC)... This leads to an accurate and safe assessment of the safety integrity level (SIL) inherent to the safety function performed by such systems. This aim is in keeping with the requirement of the IEC 61508 standard with respect to handling uncertainty. To do this, we propose an approach that combines (1) Monte Carlo simulation and (2) fuzzy sets. Indeed, the first method is appropriate where representative statistical data are available (using pdf of the relating parameters), while the latter applies in the case characterized by vague and subjective information (using membership function). The proposed approach is fully supported with a suitable computer code.

Keywords: Fuzzy sets, Monte Carlo simulation, Safety instrumented system, Safety integrity level.

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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: Y. Shpungin

Abstract:

Estimating the reliability of a computer network has been a subject of great interest. It is a well known fact that this problem is NP-hard. In this paper we present a very efficient combinatorial approach for Monte Carlo reliability estimation of a network with unreliable nodes and unreliable edges. Its core is the computation of some network combinatorial invariants. These invariants, once computed, directly provide pure and simple framework for computation of network reliability. As a specific case of this approach we obtain tight lower and upper bounds for distributed network reliability (the so called residual connectedness reliability). We also present some simulation results.

Keywords: Combinatorial invariants, Monte Carlo simulation, reliability, unreliable nodes and unreliable edges.

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Authors: András Király, Tamás Varga, János Abonyi

Abstract:

Since supply chains highly impact the financial performance of companies, it is important to optimize and analyze their Key Performance Indicators (KPI). The synergistic combination of Particle Swarm Optimization (PSO) and Monte Carlo simulation is applied to determine the optimal reorder point of warehouses in supply chains. The goal of the optimization is the minimization of the objective function calculated as the linear combination of holding and order costs. The required values of service levels of the warehouses represent non-linear constraints in the PSO. The results illustrate that the developed stochastic simulator and optimization tool is flexible enough to handle complex situations.

Keywords: stochastic processes, empirical distributions, Monte Carlo simulation, PSO, supply chain management

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Authors: Wong Poh Lee, Mohd. Azam Osman, Abdullah Zawawi Talib, Ahmad Izani Md. Ismail

Abstract:

Traffic congestion has become a major problem in many countries. One of the main causes of traffic congestion is due to road merges. Vehicles tend to move slower when they reach the merging point. In this paper, an enhanced algorithm for traffic simulation based on the fluid-dynamic algorithm and kinematic wave theory is proposed. The enhanced algorithm is used to study traffic congestion at a road merge. This paper also describes the development of a dynamic traffic simulation tool which is used as a scenario planning and to forecast traffic congestion level in a certain time based on defined parameter values. The tool incorporates the enhanced algorithm as well as the two original algorithms. Output from the three above mentioned algorithms are measured in terms of traffic queue length, travel time and the total number of vehicles passing through the merging point. This paper also suggests an efficient way of reducing traffic congestion at a road merge by analyzing the traffic queue length and travel time.

Keywords: Dynamic, fluid-dynamic, kinematic wave theory, simulation, traffic congestion.

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