Search results for: Markov Chain Monte Carlo method

Authors: Maurizio Dapor, Isabel Abril, Pablo de Vera, Rafael Garcia-Molina

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The ionization yield of ion tracks in polymers and bio-molecular systems reaches a maximum, known as the Bragg peak, close to the end of the ion trajectories. Along the path of the ions through the materials, many electrons are generated, which produce a cascade of further ionizations and, consequently, a shower of secondary electrons. Among these, very low energy secondary electrons can produce damage in the biomolecules by dissociative electron attachment. This work deals with the calculation of the energy distribution of electrons produced by protons in a sample of polymethylmethacrylate (PMMA), a material that is used as a phantom for living tissues in hadron therapy. PMMA is also of relevance for microelectronics in CMOS technologies and as a photoresist mask in electron beam lithography. We present a Monte Carlo code that, starting from a realistic description of the energy distribution of the electrons ejected by protons moving through PMMA, simulates the entire cascade of generated secondary electrons. By following in detail the motion of all these electrons, we find the radial distribution of the energy that they deposit in PMMA for several initial proton energies characteristic of the Bragg peak.

Keywords: Monte Carlo method, secondary electrons, energetic ions, ion-beam cancer therapy, ionization cross section, polymethylmethacrylate, proton beams, secondary electrons, radial energy distribution.

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Authors: Alessandro Barbiero

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This paper proposes, implements and evaluates an original discretization method for continuous random variables, in order to estimate the reliability of systems for which stress and strength are defined as complex functions, and whose reliability is not derivable through analytic techniques. This method is compared to other two discretizing approaches appeared in literature, also through a comparative study involving four engineering applications. The results show that the proposal is very efficient in terms of closeness of the estimates to the true (simulated) reliability. In the study we analyzed both a normal and a non-normal distribution for the random variables: this method is theoretically suitable for each parametric family.

Keywords: Approximation, asymmetry, experimental design, interference theory, Monte Carlo simulations.

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Authors: Huihai Wu, Xiaohui Liu

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Using Dynamic Bayesian Networks (DBN) to model genetic regulatory networks from gene expression data is one of the major paradigms for inferring the interactions among genes. Averaging a collection of models for predicting network is desired, rather than relying on a single high scoring model. In this paper, two kinds of model searching approaches are compared, which are Greedy hill-climbing Search with Restarts (GSR) and Markov Chain Monte Carlo (MCMC) methods. The GSR is preferred in many papers, but there is no such comparison study about which one is better for DBN models. Different types of experiments have been carried out to try to give a benchmark test to these approaches. Our experimental results demonstrated that on average the MCMC methods outperform the GSR in accuracy of predicted network, and having the comparable performance in time efficiency. By proposing the different variations of MCMC and employing simulated annealing strategy, the MCMC methods become more efficient and stable. Apart from comparisons between these approaches, another objective of this study is to investigate the feasibility of using DBN modeling approaches for inferring gene networks from few snapshots of high dimensional gene profiles. Through synthetic data experiments as well as systematic data experiments, the experimental results revealed how the performances of these approaches can be influenced as the target gene network varies in the network size, data size, as well as system complexity.

Keywords: Genetic regulatory network, Dynamic Bayesian network, GSR, MCMC.

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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: Mohamad Mahdavi

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Most of the real queuing systems include special properties and constraints, which can not be analyzed directly by using the results of solved classical queuing models. Lack of Markov chains features, unexponential patterns and service constraints, are the mentioned conditions. This paper represents an applied general algorithm for analysis and optimizing the queuing systems. The algorithm stages are described through a real case study. It is consisted of an almost completed non-Markov system with limited number of customers and capacities as well as lots of common exception of real queuing networks. Simulation is used for optimizing this system. So introduced stages over the following article include primary modeling, determining queuing system kinds, index defining, statistical analysis and goodness of fit test, validation of model and optimizing methods of system with simulation.

Keywords: Estimation, queuing system, simulation model, probability distribution, non-Markov chain.

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Authors: Pham Luu Trung Duong, Moonyong Lee

Abstract:

To increase precision and reliability of automatic control systems, we have to take into account of random factors affecting the control system. Thus, operational matrix technique is used for statistical analysis of first order plus time delay system with uniform random parameter. Examples with deterministic and stochastic disturbance are considered to demonstrate the validity of the method. Comparison with Monte Carlo method is made to show the computational effectiveness of the method.

Keywords: First order plus dead-time, Operational matrix, Statistical analysis, Walsh function.

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Authors: George Yungchih Wang

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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: Ali Mohaghar, Iman Ghasemian Sahebi, Alireza Arab

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In the last decades, increasing in human and natural disaster occurrence had very irreparable effects on human life. Hence, one of the important issues in humanitarian supply chain management is identifying and prioritizing the different risks and finding suitable solutions for encountering them at the time of disaster occurrence. This study is an attempt to provide a comprehensive review of humanitarian supply chain risks in a case study of Tehran Red Crescent Societies. For this purpose, Best-Worst method (BWM) has been used for analyzing the risks of the humanitarian supply chain. 22 risks of the humanitarian supply chain were identified based on the literature and interviews with four experts. According to BWM method, the importance of each risk was calculated. The findings showed that culture contexts, little awareness of people, and poor education system are the most important humanitarian supply chain risks. This research provides a useful guideline for managers so that they can benefit from the results to prioritize their solutions.

Keywords: Best worst method, humanitarian logistics, humanitarian supply chain, risk management.

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

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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: L. Mahdavian, M. Raouf

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

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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: Andrej Golowin, Viktor Denk, Axel Riepe

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Solid fan blades and discs in aero engines are subjected to high combined low and high cycle fatigue loads especially around the contact areas between blade and disc. Therefore, special coatings (e.g. dry film lubricant) and surface treatments (e.g. shot peening or laser shock peening) are applied to increase the strength with respect to combined cyclic fatigue and fretting fatigue, but also to improve damage tolerance capability. The traditional deterministic damage tolerance assessment based on fracture mechanics analysis, which treats service damage as an initial crack, often gives overly conservative results especially in the presence of vibratory stresses. A probabilistic damage tolerance methodology using crack initiation data has been developed for fan discs exposed to relatively high vibratory stresses in cross- and tail-wind conditions at certain resonance speeds for limited time periods. This Monte-Carlo based method uses a damage databank from similar designs, measured vibration levels at typical aircraft operations and wind conditions and experimental crack initiation data derived from testing of artificially damaged specimens with representative surface treatment under combined fatigue conditions. The proposed methodology leads to a more realistic prediction of the minimum damage tolerance life for the most critical locations applicable to modern fan disc designs.

Keywords: Damage tolerance, Monte-Carlo method, fan blade and disc, laser shock peening.

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Authors: Αlexios Kotsakis, Stefanos Katsavounis, Dimitra Alexiou

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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: S. Phanyaem

Abstract:

This paper presents the confidence intervals for the effect size base on bootstrap resampling method. The meta-analytic confidence interval for effect size is proposed that are easy to compute. A Monte Carlo simulation study was conducted to compare the performance of the proposed confidence intervals with the existing confidence intervals. The best confidence interval method will have a coverage probability close to 0.95. Simulation results have shown that our proposed confidence intervals perform well in terms of coverage probability and expected length.

Keywords: Effect size, confidence interval, Bootstrap Method.

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Authors: Isabela Moreira Queiroz

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Slope stability analyses are largely carried out by deterministic methods and evaluated through a single security factor. Although it is known that the geotechnical parameters can present great dispersal, such analyses are considered fixed and known. The probabilistic methods, in turn, incorporate the variability of input key parameters (random variables), resulting in a range of values of safety factors, thus enabling the determination of the probability of failure, which is an essential parameter in the calculation of the risk (probability multiplied by the consequence of the event). Among the probabilistic methods, there are three frequently used methods in geotechnical society: FOSM (First-Order, Second-Moment), Rosenblueth (Point Estimates) and Monte Carlo. This paper presents a comparison between the results from deterministic and probabilistic analyses (FOSM method, Monte Carlo and Rosenblueth) applied to a hypothetical slope. The end was held to evaluate the behavior of the slope and consequent risk analysis, which is used to calculate the risk and analyze their mitigation and control solutions. It can be observed that the results obtained by the three probabilistic methods were quite close. It should be noticed that the calculation of the risk makes it possible to list the priority to the implementation of mitigation measures. Therefore, it is recommended to do a good assessment of the geological-geotechnical model incorporating the uncertainty in viability, design, construction, operation and closure by means of risk management. 

Keywords: Probabilistic methods, risk assessment, risk management, slope stability.

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Authors: W. K. Wong, Z. X. Guo, P.Y. Mok

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This paper presents a multi-objective order allocation planning problem with the consideration of various real-world production features. A novel hybrid intelligent optimization model, integrating a multi-objective memetic optimization process, a Monte Carlo simulation technique and a heuristic pruning technique, is proposed to handle this problem. Experiments based on industrial data are conducted to validate the proposed model. Results show that (1) the proposed model can effectively solve the investigated problem by providing effective production decision-making solutions, which outperformsan NSGA-II-based optimization process and an industrial method.

Keywords: Multi-objective order allocation planning, Pareto optimization, Memetic algorithm, Mento Carlo simulation

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Authors: M. Kamal Elbokl, Negadi Kheira

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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: Adrián D. García-Soto, Alejandro Hernández-Martínez, Jesús G. Valdés-Vázquez, Reyna A. Vizguerra-Alvarez

Abstract:

Reinforced concrete bridges designed by code are intended to achieve target reliability levels adequate for the geographical environment where the code is applicable. Several methods can be used to estimate such reliability levels. Many of them require the establishment of an explicit limit state function (LSF). When such LSF is not available as a close-form expression, the simulation techniques are often employed. The simulation methods are computing intensive and time consuming. Note that if the reliability of real bridges designed by code is of interest, numerical schemes, the finite element method (FEM) or computational mechanics could be required. In these cases, it can be quite difficult (or impossible) to establish a close-form of the LSF, and the simulation techniques may be necessary to compute reliability levels. To overcome the need for a large number of simulations when no explicit LSF is available, the point estimate method (PEM) could be considered as an alternative. It has the advantage that only the probabilistic moments of the random variables are required. However, in the PEM, fitting of the resulting moments of the LSF to a probability density function (PDF) is needed. In the present study, a very simple alternative which allows the assessment of the reliability levels when no explicit LSF is available and without the need of extensive simulations is employed. The alternative includes the use of the PEM, and its applicability is shown by assessing reliability levels of reinforced concrete bridges in Mexico when a numerical scheme is required. Comparisons with results by using the Monte Carlo simulation (MCS) technique are included. To overcome the problem of approximating the probabilistic moments from the PEM to a PDF, a well-known distribution is employed. The approach mixes the PEM and other classic reliability method (first order reliability method, FORM). The results in the present study are in good agreement whit those computed with the MCS. Therefore, the alternative of mixing the reliability methods is a very valuable option to determine reliability levels when no close form of the LSF is available, or if numerical schemes, the FEM or computational mechanics are employed.

Keywords: Structural reliability, reinforced concrete bridges, mixing approaches, point estimate method, Monte Carlo simulation.

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Authors: Amir Alani, Mojtaba Mahmoodian, Anna Romanova, Asaad Faramarzi

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Pipelines are extensively used engineering structures which convey fluid from one place to another. Most of the time, pipelines are placed underground and are encumbered by soil weight and traffic loads. Corrosion of pipe material is the most common form of pipeline deterioration and should be considered in both the strength and serviceability analysis of pipes. The study in this research focuses on concrete pipes in sewage systems (concrete sewers). This research firstly investigates how to involve the effect of corrosion as a time dependent process of deterioration in the structural and failure analysis of this type of pipe. Then three probabilistic time dependent reliability analysis methods including the first passage probability theory, the gamma distributed degradation model and the Monte Carlo simulation technique are discussed and developed. Sensitivity analysis indexes which can be used to identify the most important parameters that affect pipe failure are also discussed. The reliability analysis methods developed in this paper contribute as rational tools for decision makers with regard to the strengthening and rehabilitation of existing pipelines. The results can be used to obtain a cost-effective strategy for the management of the sewer system.

Keywords: Reliability analysis, service life prediction, Monte Carlo simulation method, first passage probability theory, gamma distributed degradation model.

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Authors: Sayed Amir Hamzeh Mirkheshti

Abstract:

Offshore wind energy as a strategic renewable energy, has been growing rapidly due to availability, abundance and clean nature of it. On the other hand, budget of this project is incredibly higher in comparison with other renewable energies and it takes more duration. Accordingly, precise estimation of time and cost is needed in order to promote awareness in the developers and society and to convince them to develop this kind of energy despite its difficulties. Occurrence risks during on project would cause its duration and cost constantly changed. Therefore, to develop offshore wind power, it is critical to consider all potential risks which impacted project and to simulate their impact. Hence, knowing about these risks could be useful for the selection of most influencing strategies such as avoidance, transition, and act in order to decrease their probability and impact. This paper presents an evaluation of the feasibility of 500 MV offshore wind project in the Persian Gulf and compares its situation with uncertainty resources and risk. The purpose of this study is to evaluate time and cost of offshore wind project under risk circumstances and uncertain resources by using Monte Carlo simulation. We analyzed each risk and activity along with their distribution function and their effect on the project.

Keywords: Wind energy project; uncertain resources; risks; Monte Carlo simulation.

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Authors: Nam Lethanh, Bryan T. Adey

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In this paper, the potential use of an exponential hidden Markov model to model a hidden pavement deterioration process, i.e. one that is not directly measurable, is investigated. It is assumed that the evolution of the physical condition, which is the hidden process, and the evolution of the values of pavement distress indicators, can be adequately described using discrete condition states and modeled as a Markov processes. It is also assumed that condition data can be collected by visual inspections over time and represented continuously using an exponential distribution. The advantage of using such a model in decision making process is illustrated through an empirical study using real world data.

Keywords: Deterioration modeling, Exponential distribution, Hidden Markov model, Pavement management

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Authors: Lokesh Varshney, R. K. Saket

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This paper presents reliability indices evaluation of the rotor core magnetization of the induction motor operated as a self excited induction generator by using probability distribution approach and Monte Carlo simulation. Parallel capacitors with calculated minimum capacitive value across the terminals of the induction motor operated as a SEIG with unregulated shaft speed have been connected during the experimental study. A three phase, 4 poles, 50Hz, 5.5 hp, 12.3A, 230V induction motor coupled with DC Shunt Motor was tested in the electrical machine laboratory with variable reactive loads. Based on this experimental study, it is possible to choose a reliable induction machines operated as a SEIG for unregulated renewable energy application in remote area or where grid is not available. Failure density function, cumulative failure distribution function, survivor function, hazard model, probability of success and probability of failure for reliability evaluation of the three phase induction motor operating as a SEIG have been presented graphically in this paper.

Keywords: Residual magnetism, magnetization curve, induction motor, self excited induction generator, probability distribution, Monte Carlo simulation.

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Authors: Saied Rasul Hosseini Baharanchi

Abstract:

This paper addresses integration issues in supply chain, and tries to investigate how different aspects of integration are linked with some product features. Integration in this study is interpreted as "internal", "upstream" (supply), and "downstream" (demand). Two features of product innovative and quality are considered. To examine the relationships between supply chain integrations – as mentioned above, and product features, this research follows the survey method in automotive industry.The results imply that supply chain upstream integration has a higher impact on product quality, comparing to internal and supply chain downstream integrations. It is also found that the influence of supply chain downstream integration on product innovation is greater than other variables. In brief, this study mainly tackles the importance of specific level of supply chain integrations and its effects on two product features.

Keywords: Supply chain upstream integration, supply chaindownstream integration, internal integration, product features

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Authors: Pablo Barrera, Jose M. Canas, Vicente Matellan

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This paper addresses the problem of determining the current 3D location of a moving object and robustly tracking it from a sequence of camera images. The approach presented here uses a particle filter and does not perform any explicit triangulation. Only the color of the object to be tracked is required, but not any precisemotion model. The observation model we have developed avoids the color filtering of the entire image. That and the Monte Carlotechniques inside the particle filter provide real time performance.Experiments with two real cameras are presented and lessons learned are commented. The approach scales easily to more than two cameras and new sensor cues.

Keywords: Monte Carlo sampling, multiple view, particle filters, visual tracking.

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Authors: F. Abubaker, F. Tortorici, M. Capogni, C. Sutera, V. Bellini

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This project concerns with the detection efficiency of the portable Triple-to-Double Coincidence Ratio (TDCR) at the National Institute of Metrology of Ionizing Radiation (INMRI-ENEA) which allows direct activity measurement and radionuclide standardization for pure-beta emitter or pure electron capture radionuclides. The dependency of the simulated detection efficiency of the TDCR, by using Monte Carlo simulation Geant4 code, on the Birks factor (kB) and defocusing parameter has been examined especially for low energy beta-emitter radionuclides such as 3H and 14C, for which this dependency is relevant. The results achieved in this analysis can be used for selecting the best kB factor and the defocusing parameter for computing theoretical TDCR parameter value. The theoretical results were compared with the available ones, measured by the ENEA TDCR portable detector, for some pure-beta emitter radionuclides. This analysis allowed to improve the knowledge of the characteristics of the ENEA TDCR detector that can be used as a traveling instrument for in-situ measurements with particular benefits in many applications in the field of nuclear medicine and in the nuclear energy industry.

Keywords: Birks constant, defocusing parameter, GEANT4 code, TDCR parameter.

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Authors: F. Sangiorgio, J. Silfwerbrand, G. Mancini

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Geometric and mechanical properties all influence the resistance of RC structures and may, in certain combination of property values, increase the risk of a brittle failure of the whole system. This paper presents a statistical and probabilistic investigation on the resistance of RC beams designed according to Eurocodes 2 and 8, and subjected to multiple failure modes, under both the natural variation of material properties and the uncertainty associated with cross-section and transverse reinforcement geometry. A full probabilistic model based on JCSS Probabilistic Model Code is derived. Different beams are studied through material nonlinear analysis via Monte Carlo simulations. The resistance model is consistent with Eurocode 2. Both a multivariate statistical evaluation and the data clustering analysis of outcomes are then performed. Results show that the ultimate load behaviour of RC beams subjected to flexural and shear failure modes seems to be mainly influenced by the combination of the mechanical properties of both longitudinal reinforcement and stirrups, and the tensile strength of concrete, of which the latter appears to affect the overall response of the system in a nonlinear way. The model uncertainty of the resistance model used in the analysis plays undoubtedly an important role in interpreting results.

Keywords: Modelling, Monte Carlo Simulations, Probabilistic Models, Data Clustering, Reinforced Concrete Members, Structural Design.

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Authors: Li Qiang, Yang Ze-Ming, Liu Bao-Xu, Jiang Zheng-Wei

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With the increasing complexity of cyberspace security, the cyber-attack attribution has become an important challenge of the security protection systems. The difficult points of cyber-attack attribution were forced on the problems of huge data handling and key data missing. According to this situation, this paper presented a reasoning method of cyber-attack attribution based on threat intelligence. The method utilizes the intrusion kill chain model and Bayesian network to build attack chain and evidence chain of cyber-attack on threat intelligence platform through data calculation, analysis and reasoning. Then, we used a number of cyber-attack events which we have observed and analyzed to test the reasoning method and demo system, the result of testing indicates that the reasoning method can provide certain help in cyber-attack attribution.

Keywords: Reasoning, Bayesian networks, cyber-attack attribution, kill chain, threat intelligence.

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Authors: Rajneesh Sharma, M. Gopal

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Markov games are a generalization of Markov decision process to a multi-agent setting. Two-player zero-sum Markov game framework offers an effective platform for designing robust controllers. This paper presents two novel controller design algorithms that use ideas from game-theory literature to produce reliable controllers that are able to maintain performance in presence of noise and parameter variations. A more widely used approach for controller design is the H∞ optimal control, which suffers from high computational demand and at times, may be infeasible. Our approach generates an optimal control policy for the agent (controller) via a simple Linear Program enabling the controller to learn about the unknown environment. The controller is facing an unknown environment, and in our formulation this environment corresponds to the behavior rules of the noise modeled as the opponent. Proposed controller architectures attempt to improve controller reliability by a gradual mixing of algorithmic approaches drawn from the game theory literature and the Minimax-Q Markov game solution approach, in a reinforcement-learning framework. We test the proposed algorithms on a simulated Inverted Pendulum Swing-up task and compare its performance against standard Q learning.

Keywords: Reinforcement learning, Markov Decision Process, Matrix Games, Markov Games, Smooth Fictitious play, Controller, Inverted Pendulum.

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Authors: I. Badhrees

Abstract:

This paper is an attempt to describe some of the results that had been found through a journey of study in the field of particle physics. This study consists of two parts, one about the measurement of the cross section of the decay of the Z particle in two electrons, and the other deals with the measurement of the cross section of the multi-photon absorption process using a beam of Laser in the Liquid Argon Time Projection Chamber.

The first part of the paper concerns the results based on the analysis of a data sample containing 8120 ee candidates to reconstruct the mass of the Z particle for each event where each event has an ee pair with PT_(e) > 20GeV, and η_(e) < 2.5. Monte Carlo templates of the reconstructed Z particle were produced as a function of the Z mass scale. The distribution of the reconstructed Z mass in the data was compared to the Monte Carlo templates, where the total cross section is calculated to be equal to 1432pb.

The second part concerns the Liquid Argon Time Projection Chamber, LAr TPC, the results of the interaction of the UV Laser, Nd-YAG with λ= 266mm, with LAr and through the study of the multi-photon ionization process as a part of the R&D at Bern University. The main result of this study was the cross section of the process of the multi-photon ionization process of the LAr, σ_e = 1.24±0.10stat±0.30sys.10 -56cm⁴.

Keywords: ATLAS, CERN, KACST, LArTPC, Particle Physics.

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Authors: Shilpi Lavania, Deepak Nagaria

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A mixed method for model order reduction is presented in this paper. The denominator polynomial is derived by matching both Markov parameters and time moments, whereas numerator polynomial derivation and error minimization is done using Genetic Algorithm. The efficiency of the proposed method can be investigated in terms of closeness of the response of reduced order model with respect to that of higher order original model and a comparison of the integral square error as well.

Keywords: Model Order Reduction (MOR), control theory, Markov parameters, time moments, genetic algorithm, Single Input Single Output (SISO).

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