Abstract: The Purdue University Research Reactor-1 (PUR-1) is a 10 kWth pool-type research reactor located at Purdue University’s West Lafayette campus. The reactor was recently upgraded to use entirely digital instrumentation and control systems. However, currently, there is no automated control system to regulate the power in the reactor. We propose a fuzzy logic controller as a form of digital twin to complement the existing digital instrumentation system to monitor and stabilize power control using existing experimental data. This work assesses the feasibility of a power controller based on a Fuzzy Rule-Based System (FRBS) by modelling and simulation with a MATLAB algorithm. The controller uses power error and reactor period as inputs and generates reactivity insertion as output. The reactivity insertion is then converted to control rod height using a logistic function based on information from the recorded experimental reactor control rod data. To test the capability of the proposed fuzzy controller, a point-kinetic reactor model is utilized based on the actual PUR-1 operation conditions and a Monte Carlo N-Particle simulation result of the core to numerically compute the neutronics parameters of reactor behavior. The Point Kinetic Equation (PKE) was employed to model dynamic characteristics of the research reactor since it explains the interactions between the spatial and time varying input and output variables efficiently. The controller is demonstrated computationally using various cases: startup, power maneuver, and shutdown. From the test results, it can be proved that the implemented fuzzy controller can satisfactorily regulate the reactor power to follow demand power without compromising nuclear safety measures.
Abstract: 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.
Abstract: Edgeworth Approximation, Bootstrap and Monte Carlo Simulations have a considerable impact on the achieving certain results related to different problems taken into study. In our paper, we have treated a financial case related to the effect that have the components of a Cash-Flow of one of the most successful businesses in the world, as the financial activity, operational activity and investing activity to the cash and cash equivalents at the end of the three-months period. To have a better view of this case we have created a Vector Autoregression model, and after that we have generated the impulse responses in the terms of Asymptotic Analysis (Edgeworth Approximation), Monte Carlo Simulations and Residual Bootstrap based on the standard errors of every series created. The generated results consisted of the common tendencies for the three methods applied, that consequently verified the advantage of the three methods in the optimization of the model that contains many variants.
Abstract: Obstacle avoidance is the one key for the robot system in unknown environment. The robots should be able to know their position and safety region. This research starts on the path planning which are SLAM and AMCL in ROS system. In addition, the best parameters of the obstacle avoidance function are required. In situation on Hard Disk Drive Manufacturing, the distance between robots and obstacles are very serious due to the manufacturing constraint. The simulations are accomplished by the SLAM and AMCL with adaptive velocity and safety region calculation.
Abstract: 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.
Abstract: This paper deals with a robust model free terminal sliding mode with gravity compensation approach used to control an exoskeleton-upper limb system. The considered system is a 2-DoF robot in interaction with an upper limb used for rehabilitation. The aim of this paper is to control the flexion/extension movement of the shoulder and the elbow joints in presence of matched disturbances. In the first part, we present the exoskeleton-upper limb system modeling. Then, we controlled the considered system by the model free terminal sliding mode with gravity compensation. A stability study is realized. To prove the controller performance, a robustness analysis was needed. Simulation results are provided to confirm the robustness of the gravity compensation combined with to the Model free terminal sliding mode in presence of uncertainties.
Abstract: In this study, the calculations of proton emission spectra produced by 63Cu(n,xp) and 65Cu(n,xp) reactions are used in the framework of preequilibrium models using the EMPIRE code and TALYS code. Exciton Model predidtions combined with the Kalbach angular distribution systematics and the Hybrid Monte Carlo Simulation (HMS) were used. The effects of levels densities and those of a-parameter have been investigated for our calculations. The comparison with experimental data shows clear improvement over the Exciton Model and HMS calculations.
Abstract: Urban advances and the growing need for developing infrastructures has increased the importance of deep excavations. In this study, after the introducing probability analysis as an important issue, an attempt has been made to apply it for the deep excavation project of Bangkok’s Metro as a case study. For this, the numerical probability model has been developed based on the Finite Difference Method and Monte Carlo sampling approach. The results indicate that disregarding the issue of probability in this project will result in an inappropriate design of the retaining structure. Therefore, probabilistic redesign of the support is proposed and carried out as one of the applications of probability analysis. A 50% reduction in the flexural strength of the structure increases the failure probability just by 8% in the allowable range and helps improve economic conditions, while maintaining mechanical efficiency. With regard to the lack of efficient design in most deep excavations, by considering geometrical and geotechnical variability, an attempt was made to develop an optimum practical design standard for deep excavations based on failure probability. On this basis, a practical relationship is presented for estimating the maximum allowable horizontal displacement, which can help improve design conditions without developing the probability analysis.
Abstract: In modern financial mathematics, valuing derivatives such as options is often a tedious task. This is simply because their fair and correct prices in the future are often probabilistic. This paper examines three different Stochastic Differential Equation (SDE) models in finance; the Constant Elasticity of Variance (CEV) model, the Balck-Karasinski model, and the Heston model. The various Martingales option price valuation formulas for these three models were obtained using the replicating portfolio method. Also, the numerical solution of the derived Martingales options price valuation equations for the SDEs models was carried out using the Monte Carlo method which was implemented using MATLAB. Furthermore, results from the numerical examples using published data from the Nigeria Stock Exchange (NSE), all share index data show the effect of increase in the underlying asset value (stock price) on the value of the European Put Option for these models. From the results obtained, we see that an increase in the stock price yields a decrease in the value of the European put option price. Hence, this guides the option holder in making a quality decision by not exercising his right on the option.
Abstract: This research attempts to investigate the effects of heteroscedasticity and periodicity in a Panel Data Regression Model (PDRM) by extending previous works on balanced panel data estimation within the context of fitting PDRM for Banks audit fee. The estimation of such model was achieved through the derivation of Joint Lagrange Multiplier (LM) test for homoscedasticity and zero-serial correlation, a conditional LM test for zero serial correlation given heteroscedasticity of varying degrees as well as conditional LM test for homoscedasticity given first order positive serial correlation via a two-way error component model. Monte Carlo simulations were carried out for 81 different variations, of which its design assumed a uniform distribution under a linear heteroscedasticity function. Each of the variation was iterated 1000 times and the assessment of the three estimators considered are based on Variance, Absolute bias (ABIAS), Mean square error (MSE) and the Root Mean Square (RMSE) of parameters estimates. Eighteen different models at different specified conditions were fitted, and the best-fitted model is that of within estimator when heteroscedasticity is severe at either zero or positive serial correlation value. LM test results showed that the tests have good size and power as all the three tests are significant at 5% for the specified linear form of heteroscedasticity function which established the facts that Banks operations are severely heteroscedastic in nature with little or no periodicity effects.
Abstract: Penalty shootouts often decide the outcome of
important soccer matches. Although usually referred to as ”lotteries”,
there is evidence that some national teams and clubs consistently
perform better than others. The outcomes are therefore not explained
just by mere luck, and therefore there are ways to improve the average
performance of players, naturally at the expense of some sort of
effort. In this article we study the payoff of player performance
improvements in terms of the performance of the team as a whole.
To do so we develop an analytical model with static individual
performances, as well as Monte Carlo models that take into account
the known influence of partial score and round number on individual
performances. We find that within a range of usual values, the team
performance improves above 70% faster than individual performances
do. Using these models, we also estimate that the new ABBA penalty
shootout ordering under test reduces almost all the known bias in
favor of the first-shooting team under the current ABAB system.
Abstract: This paper employs the Jeffrey's prior technique in the
process of estimating the periodograms and frequency of sinusoidal
model for unknown noisy time variants or oscillating events (data) in
a Bayesian setting. The non-informative Jeffrey's prior was adopted
for the posterior trigonometric function of the sinusoidal model
such that Cramer-Rao Lower Bound (CRLB) inference was used
in carving-out the minimum variance needed to curb the invariance
structure effect for unknown noisy time observational and repeated
circular patterns. An average monthly oscillating temperature series
measured in degree Celsius (0C) from 1901 to 2014 was subjected to
the posterior solution of the unknown noisy events of the sinusoidal
model via Markov Chain Monte Carlo (MCMC). It was not only
deduced that two minutes period is required before completing a cycle
of changing temperature from one particular degree Celsius to another
but also that the sinusoidal model via the CRLB-Jeffrey's prior for
unknown noisy events produced a miniature posterior Maximum A
Posteriori (MAP) compare to a known noisy events.
Abstract: Networks can be utilized to represent project planning problems, using nodes for activities and arcs to indicate precedence relationship between them. For fixed activity duration, a simple algorithm calculates the amount of time required to complete a project, followed by the activities that comprise the critical path. Program Evaluation and Review Technique (PERT) generalizes the above model by incorporating uncertainty, allowing activity durations to be random variables, producing nevertheless a relatively crude solution in planning problems. In this paper, based on the findings of the relevant literature, which strongly suggests that a Beta distribution can be employed to model earthmoving activities, we utilize Monte Carlo simulation, to estimate the project completion time distribution and measure the influence of skewness, an element inherent in activities of modern technical projects. We also extract the activity criticality index, with an ultimate goal to produce more accurate planning estimations.
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.
Abstract: Developing countries are nowadays confronted with great challenges related to domestic sanitation services in view of the imminent water scarcity. Contemporary sanitation technologies established in these countries are likely to pose health risks unless waste management standards are followed properly. This paper provides a solution to sustainable sanitation with the development of an innovative toilet system, called Nano Membrane Toilet (NMT), which has been developed by Cranfield University and sponsored by the Bill & Melinda Gates Foundation. The particular technology converts human faeces into energy through gasification and provides treated wastewater from urine through membrane filtration. In order to evaluate the environmental profile of the NMT system, a deterministic life cycle assessment (LCA) has been conducted in SimaPro software employing the Ecoinvent v3.3 database. The particular study has determined the most contributory factors to the environmental footprint of the NMT system. However, as sensitivity analysis has identified certain critical operating parameters for the robustness of the LCA results, adopting a stochastic approach to the Life Cycle Inventory (LCI) will comprehensively capture the input data uncertainty and enhance the credibility of the LCA outcome. For that purpose, Monte Carlo simulations, in combination with an artificial neural network (ANN) model, have been conducted for the input parameters of raw material, produced electricity, NOX emissions, amount of ash and transportation of fertilizer. The given analysis has provided the distribution and the confidence intervals of the selected impact categories and, in turn, more credible conclusions are drawn on the respective LCIA (Life Cycle Impact Assessment) profile of NMT system. Last but not least, the specific study will also yield essential insights into the methodological framework that can be adopted in the environmental impact assessment of other complex engineering systems subject to a high level of input data uncertainty.
Abstract: In this study, seepage analysis was performed by the level difference between upstream and downstream of weir structure for safety evaluation of weir structure against flooding. Monte Carlo Simulation method was employed by considering the probability distribution of the adjacent ground parameter, i.e., permeability coefficient of weir structure. Moreover, by using a commercially available finite element program (ABAQUS), modeling of the weir structure is carried out. Based on this model, the characteristic of water seepage during flooding was determined at each water level with consideration of the uncertainty of their corresponding permeability coefficient. Subsequently, fragility function could be constructed based on this response from numerical analysis; this fragility function results could be used to determine the weakness of weir structure subjected to flooding disaster. They can also be used as a reference data that can comprehensively predict the probability of failur,e and the degree of damage of a weir structure.
Abstract: This paper presents a Monte Carlo (MC) method-based dose distributions on lung tumor for 6 MV photon beam to improve the dosimetric accuracy for cancer treatment. The polystyrene which is tissue equivalent material to the lung tumor density is used in this research. In the empirical calculations, TRS-398 formalism of IAEA has been used, and the setup was made according to the ICRU recommendations. The research outcomes were compared with the state-of-the-art experimental results. From the experimental results, it is observed that the proposed based approach provides more accurate results and improves the accuracy than the existing approaches. The average %variation between measured and TPS simulated values was obtained 1.337±0.531, which shows a substantial improvement comparing with the state-of-the-art technology.
Abstract: The sustainable measures on air quality management are recognized as one of the most serious environmental concerns in the mining region. The mining operations emit various types of pollutants which have significant impacts on the environment. This study presents a stochastic control strategy by developing the air pollution control model to achieve a cost-effective solution. The optimization method is formulated to predict the cost of treatment using linear programming with an objective function and multi-constraints. The constraints mainly focus on two factors which are: production of metal should not exceed the available resources, and air quality should meet the standard criteria of the pollutant. The applicability of this model is explored through a case study of an open pit metal mine, Utah, USA. This method simultaneously uses meteorological data as a dispersion transfer function to support the practical local conditions. The probabilistic analysis and the uncertainties in the meteorological conditions are accomplished by Monte Carlo simulation. Reasonable results have been obtained to select the optimized treatment technology for PM2.5, PM10, NOx, and SO2. Additional comparison analysis shows that baghouse is the least cost option as compared to electrostatic precipitator and wet scrubbers for particulate matter, whereas non-selective catalytical reduction and dry-flue gas desulfurization are suitable for NOx and SO2 reduction respectively. Thus, this model can aid planners to reduce these pollutants at a marginal cost by suggesting control pollution devices, while accounting for dynamic meteorological conditions and mining activities.
Abstract: Recently, damage to domestic facilities by strong winds and typhoons are growing. Therefore, this study focused on sign structure among various vulnerable facilities. The evaluation of the wind fragility was carried out considering the destruction of the anchor, which is one of the various failure modes of the sign structure. The performance evaluation of the anchor was carried out to derive the wind fragility. Two parameters were set and four anchor types were selected to perform the pull-out and shear tests. The resistance capacity was estimated based on the experimental results. Wind loads were estimated using Monte Carlo simulation method. Based on these results, we derived the wind fragility according to anchor type and wind exposure category. Finally, the evaluation of the wind fragility was performed according to the experimental parameters such as anchor length and anchor diameter. This study shows that the depth of anchor was more significant for the safety of structure compare to diameter of anchor.
Abstract: This study examines conditional Value at Risk by applying the GJR-EVT-Copula model, and finds the optimal portfolio for eight Dow Jones Islamic-conventional pairs. Our methodology consists of modeling the data by a bivariate GJR-GARCH model in which we extract the filtered residuals and then apply the Peak over threshold model (POT) to fit the residual tails in order to model marginal distributions. After that, we use pair-copula to find the optimal portfolio risk dependence structure. Finally, with Monte Carlo simulations, we estimate the Value at Risk (VaR) and the conditional Value at Risk (CVaR). The empirical results show the VaR and CVaR values for an equally weighted portfolio of Dow Jones Islamic-conventional pairs. In sum, we found that the optimal investment focuses on Islamic-conventional US Market index pairs because of high investment proportion; however, all other index pairs have low investment proportion. These results deliver some real repercussions for portfolio managers and policymakers concerning to optimal asset allocations, portfolio risk management and the diversification advantages of these markets.