Abstract: A cyclostationary Gaussian linearization method is
formulated for investigating the time average response of nonlinear
system under sinusoidal signal and white noise excitation. The
quantitative measure of cyclostationary mean, variance, spectrum of
mean amplitude, and mean power spectral density of noise are
analyzed. The qualitative response behavior of stochastic jump and
bifurcation are investigated. The validity of the present approach in
predicting the quantitative and qualitative statistical responses is
supported by utilizing Monte Carlo simulations. The present analysis
without imposing restrictive analytical conditions can be directly
derived by solving non-linear algebraic equations. The analytical
solution gives reliable quantitative and qualitative prediction of mean
and noise response for the Duffing system subjected to both sinusoidal
signal and white noise excitation.
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.
Abstract: 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.
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.
Abstract: 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.
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.
Abstract: In this paper, we investigated the effect of real valued transformation of the spectral matrix of the received data for Angles Of Arrival estimation problem. Indeed, the unitary transformation of Partial Propagator (UPP) for narrowband sources is proposed and applied on Uniform Linear Array (ULA).
Monte Carlo simulations proved the performance of the UPP spectrum comparatively with Forward Backward Partial Propagator (FBPP) and Unitary Propagator (UP). The results demonstrates that when some of the sources are fully correlated and closer than the Rayleigh angular limit resolution of the broadside array, the UPP method outperforms the FBPP in both of spatial resolution and complexity.
Abstract: The problem of estimating a proportion has important
applications in the field of economics, and in general, in many areas
such as social sciences. A common application in economics is
the estimation of the headcount index. In this paper, we define the
general headcount index as a proportion. Furthermore, we introduce
a new quantitative method for estimating the headcount index. In
particular, we suggest to use the logistic regression estimator for the
problem of estimating the headcount index. Assuming a real data set,
results derived from Monte Carlo simulation studies indicate that the
logistic regression estimator can be more accurate than the traditional
estimator of the headcount index.
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.
Abstract: 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.
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.
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.
Abstract: In many practical applications in various areas, such as engineering, science and social science, it is known that there exist bounds on the values of unknown parameters. For example, values of some measurements for controlling machines in an industrial process, weight or height of subjects, blood pressures of patients and retirement ages of public servants. When interval estimation is considered in a situation where the parameter to be estimated is bounded, it has been argued that the classical Neyman procedure for setting confidence intervals is unsatisfactory. This is due to the fact that the information regarding the restriction is simply ignored. It is, therefore, of significant interest to construct confidence intervals for the parameters that include the additional information on parameter values being bounded to enhance the accuracy of the interval estimation. Therefore in this paper, we propose a new confidence interval for the coefficient of variance where the population mean and standard deviation are bounded. The proposed interval is evaluated in terms of coverage probability and expected length via Monte Carlo simulation.
Abstract: In this paper, we propose two new confidence intervals for the inverse of a normal mean with a known coefficient of variation. One of new confidence intervals for the inverse of a normal mean with a known coefficient of variation is constructed based on the pivotal statistic Z where Z is a standard normal distribution and another confidence interval is constructed based on the generalized confidence interval, presented by Weerahandi. We examine the performance of these confidence intervals in terms of coverage probabilities and average lengths via Monte Carlo simulation.
Abstract: Motivated by the recent work of Herbert, Hayen, Macaskill and Walter [Interval estimation for the difference of two independent variances. Communications in Statistics, Simulation and Computation, 40: 744-758, 2011.], we investigate, in this paper, new confidence intervals for the difference between two normal population variances based on the generalized confidence interval of Weerahandi [Generalized Confidence Intervals. Journal of the American Statistical Association, 88(423): 899-905, 1993.] and the closed form method of variance estimation of Zou, Huo and Taleban [Simple confidence intervals for lognormal means and their differences with environmental applications. Environmetrics 20: 172-180, 2009]. Monte Carlo simulation results indicate that our proposed confidence intervals give a better coverage probability than that of the existing confidence interval. Also two new confidence intervals perform similarly based on their coverage probabilities and their average length widths.
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%.
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.
Abstract: In this article, we consider the estimation of P[Y < X], when strength, X and stress, Y are two independent variables of Burr Type XII distribution. The MLE of the R based on one simple iterative procedure is obtained. Assuming that the common parameter is known, the maximum likelihood estimator, uniformly minimum variance unbiased estimator and Bayes estimator of P[Y < X] are discussed. The exact confidence interval of the R is also obtained. Monte Carlo simulations are performed to compare the different proposed methods.
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.
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