Abstract: Window system in high rise building is occasionally subjected to an excessive wind intensity, particularly during typhoon. The failure of window system did not affect overall safety of structural performance; however, it could endanger the safety of the residents. In this paper, comparison of fragility curves for window system of two residential buildings was studied. The probability of failure for individual window was determined with Monte Carlo Simulation method. Then, lognormal cumulative distribution function was used to represent the fragility. The results showed that windows located on the edge of leeward wall were more susceptible to wind load and the probability of failure for each window panel increased at higher floors.
Abstract: Damage due to high wind is not limited to load resistance components such as beam and column. The majority of damage is due to breach in the building envelope such as broken roof, window, and door. In this paper, wind fragility of window glass in residential apartment was determined to compare the difference between two window configuration models. Monte Carlo Simulation method had been used to derive damage data and analytical fragilities were constructed. Fragility of window system showed that window located in leeward wall had higher probability of failure, especially those close to the edge of structure. Between the two window models, Model 2 had higher probability of failure, this was due to the number of panel in this configuration.
Abstract: Radio interference is one of the major concerns in
using the global positioning system (GPS) for civilian and military
applications. Interference signals are produced not only through
all electronic systems but also illegal jammers. Among different
types of interferences, continuous wave (CW) interference has strong
adverse impacts on the quality of the received signal. In this paper,
we make more detailed analysis for CW interference effects on
GPS signal quality. Based on the C/A code spectrum lines, the
influence of CW interference on the acquisition performance of
GPS receivers is further analysed. This influence is supported by
simulation results using GPS software receiver. As the most important
user parameter of GPS receivers, the mathematical expression of bit
error probability is also derived in the presence of CW interference,
and the expression is consistent with the Monte Carlo simulation
results. The research on CW interference provides some theoretical
gist and new thoughts on monitoring the radio noise environment and
improving the anti-jamming ability of GPS receivers.
Abstract: Probabilistic risk analysis models are used to provide a better understanding of the reliability and structural failure of works, including when calculating the stability of large structures to a major risk in the event of an accident or breakdown. This work is interested in the study of the probability of failure of concrete dams through the application of reliability analysis methods including the methods used in engineering. It is in our case, the use of level 2 methods via the study limit state. Hence, the probability of product failures is estimated by analytical methods of the type first order risk method (FORM) and the second order risk method (SORM). By way of comparison, a level three method was used which generates a full analysis of the problem and involves an integration of the probability density function of random variables extended to the field of security using the Monte Carlo simulation method. Taking into account the change in stress following load combinations: normal, exceptional and extreme acting on the dam, calculation of the results obtained have provided acceptable failure probability values which largely corroborate the theory, in fact, the probability of failure tends to increase with increasing load intensities, thus causing a significant decrease in strength, shear forces then induce a shift that threatens the reliability of the structure by intolerable values of the probability of product failures. Especially, in case the increase of uplift in a hypothetical default of the drainage system.
Abstract: The prediction models for the United States Medical Licensure Examination (USMLE) Steps 1 and 2 performances were constructed by the Monte Carlo simulation modeling approach via linear regression. The purpose of this study was to build robust simulation models to accurately identify the most important predictors and yield the valid range estimations of the Steps 1 and 2 scores. The application of simulation modeling approach was deemed an effective way in predicting student performances on licensure examinations. Also, sensitivity analysis (a/k/a what-if analysis) in the simulation models was used to predict the magnitudes of Steps 1 and 2 affected by changes in the National Board of Medical Examiners (NBME) Basic Science Subject Board scores. In addition, the study results indicated that the Medical College Admission Test (MCAT) Verbal Reasoning score and Step 1 score were significant predictors of the Step 2 performance. Hence, institutions could screen qualified student applicants for interviews and document the effectiveness of basic science education program based on the simulation results.
Abstract: Uncertainties related to fatigue damage estimation of
non-linear systems are highly dependent on the tail behaviour
and extreme values of the stress range distribution. By using
a combination of the First Order Reliability Method (FORM)
and Monte Carlo simulations (MCS), the accuracy of the fatigue
estimations may be improved for the same computational efforts.
The method is applied to a bottom-fixed, monopile-supported large
offshore wind turbine, which is a non-linear and dynamically sensitive
system. Different curve fitting techniques to the fatigue damage
distribution have been used depending on the sea-state dependent
response characteristics, and the effect of a bi-linear S-N curve is
discussed. Finally, analyses are performed on several environmental
conditions to investigate the long-term applicability of this multistep
method. Wave loads are calculated using state-of-the-art theory, while
wind loads are applied with a simplified model based on rotor thrust
coefficients.
Abstract: Prediction of machining process capability in the design stage plays a key role to reach the precision design and manufacturing of mechanical products. Inaccuracies in machining process lead to errors in position and orientation of machined features on the part, and strongly affect the process capability in the final quality of the product. In this paper, an efficient systematic approach is given to investigate the machining errors to predict the manufacturing errors of the parts and capability prediction of corresponding machining processes. A mathematical formulation of fixture locators modeling is presented to establish the relationship between the part errors and the related sources. Based on this method, the final machining errors of the part can be accurately estimated by relating them to the combined dimensional and geometric tolerances of the workpiece – fixture system. This method is developed for uncertainty analysis based on the Worst Case and statistical approaches. The application of the presented method is illustrated through presenting an example and the computational results are compared with the Monte Carlo simulation results.
Abstract: Traditionally, the dimensioning of storage tanks is conducted with a deterministic approach based on partial coefficients of safety. These coefficients are applied to take into account the uncertainties related to hazards on properties of materials used and applied loads. However, the use of these safety factors in the design process does not assure an optimal and reliable solution and can sometimes lead to a lack of robustness of the structure. The reliability theory based on a probabilistic formulation of constructions safety can respond in an adapted manner. It allows constructing a modelling in which uncertain data are represented by random variables, and therefore allows a better appreciation of safety margins with confidence indicators. The work presented in this paper consists of a mecano-reliability analysis of a concrete storage tank placed on ground. The classical method of Monte Carlo simulation is used to evaluate the failure probability of concrete tank by considering the seismic acceleration as random variable.
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.
Abstract: In this study, the effect of uncertainty in elastic modulus of a plate on free vibration response is investigated. For this purpose, the elastic modulus of the plate is modeled as stochastic variable with normal distribution. Moreover, the distance autocorrelation function is used for stochastic field. Then, by applying the finite element method and Monte Carlo simulation, stochastic finite element relations are extracted. Finally, with a numerical test, the effect of uncertainty in the elastic modulus on free vibration response of a plate is studied. The results show that the effect of uncertainty in elastic modulus of the plate cannot play an important role on the free vibration response.
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.
Abstract: Forecasting electricity load plays a crucial role regards
decision making and planning for economical purposes. Besides, in
the light of the recent privatization and deregulation of the power
industry, the forecasting of future electricity load turned out to be a
very challenging problem. Empirical data about electricity load
highlights a clear seasonal behavior (higher load during the winter
season), which is partly due to climatic effects. We also emphasize
the presence of load periodicity at a weekly basis (electricity load is
usually lower on weekends or holidays) and at daily basis (electricity
load is clearly influenced by the hour). Finally, a long-term trend may
depend on the general economic situation (for example, industrial
production affects electricity load). All these features must be
captured by the model.
The purpose of this paper is then to build an hourly electricity load
model. The deterministic component of the model requires non-linear
regression and Fourier series while we will investigate the stochastic
component through econometrical tools.
The calibration of the parameters’ model will be performed by
using data coming from the Italian market in a 6 year period (2007-
2012). Then, we will perform a Monte Carlo simulation in order to
compare the simulated data respect to the real data (both in-sample
and out-of-sample inspection). The reliability of the model will be
deduced thanks to standard tests which highlight a good fitting of the
simulated values.
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.
Abstract: 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.
Abstract: When evaluating the capacity of a generation park to
cover the load in transmission systems, traditional Loss of Load
Expectation (LOLE) and Expected Energy not Served (EENS)
indices can be used. If those indices allow computing the annual
duration and severity of load non covering situations, they do not take
into account the fact that the load excess is generally shifted from one
penury state (hour or quarter of an hour) to the following one. In this
paper, a sequential Monte Carlo framework is introduced in order to
compute adjusted LOLE and EENS indices. Practically, those
adapted indices permit to consider the effect of load excess transfer
on the global adequacy of a generation park, providing thus a more
accurate evaluation of this quantity.
Abstract: This study aims to establish function point process
based on stochastic distribution. In order to demonstrate effectiveness
of the study we present a case study that it applies suggested method
on an automotive electrical and electronics system software
development based on Monte Carlo Simulation. It is expected that the
result of this paper is used as guidance for establishing function point
process in organizations and tools for helping project managers make
decisions correctly.
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.
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%.
Abstract: Recently, there is a lot of interest in the field of under
water optical wireless communication for short range because of
its high bandwidth. But in most of the previous works line of
sight propagation or single scattering of photons only considered.
In practical case this is not applicable because of beam blockage in
underwater and multiple scattering also occurred during the photons
propagation through water. In this paper we consider a non-line
of sight underwater wireless optical communication system with
multiple scattering and examine the performance of the system using
monte carlo simulation. The distribution scattering angle of photons
are modeled by Henyey-Greenstein method. The average bit error
rate is calculated using on-off keying modulation for different water
types.
Abstract: Steel tubular towers serving as support structures for large wind turbines are subjected to several hundred million stress cycles caused by the turbulent nature of the wind. This causes highcycle fatigue, which could govern the design of the tower. Maintaining the support structure after the wind turbines reach its typical 20-year design life has become a common practice; however, quantifying the changes in the reliability on the tower is not usual. In this paper the effect of fatigue damage in the wind turbine structure is studied whit the use of fracture mechanics, and a method to estimate the reliability over time of the structure is proposed. A representative wind turbine located in Oaxaca, Mexico is then studied. It is found that the system reliability is significantly affected by the accumulation of fatigue damage.