Abstract: The object of this work is the probabilistic performance evaluation of safety instrumented systems (SIS), i.e. the average probability of dangerous failure on demand (PFDavg) and the average frequency of failure (PFH), taking into account the uncertainties related to the different parameters that come into play: failure rate (λ), common cause failure proportion (β), diagnostic coverage (DC)... This leads to an accurate and safe assessment of the safety integrity level (SIL) inherent to the safety function performed by such systems. This aim is in keeping with the requirement of the IEC 61508 standard with respect to handling uncertainty. To do this, we propose an approach that combines (1) Monte Carlo simulation and (2) fuzzy sets. Indeed, the first method is appropriate where representative statistical data are available (using pdf of the relating parameters), while the latter applies in the case characterized by vague and subjective information (using membership function). The proposed approach is fully supported with a suitable computer code.
Abstract: In this paper we proposed two new confidence intervals for the normal population mean with known coefficient of variation. This situation occurs normally in environment and agriculture experiments where the scientist knows the coefficient of variation of their experiments. We propose two new confidence intervals for this problem based on the recent work of Searls [5] and the new method proposed in this paper for the first time. We derive analytic expressions for the coverage probability and the expected length of each confidence interval. Monte Carlo simulation will be used to assess the performance of these intervals based on their expected lengths.
Abstract: This paper considers inference under progressive type II censoring with a compound Rayleigh failure time distribution. The maximum likelihood (ML), and Bayes methods are used for estimating the unknown parameters as well as some lifetime parameters, namely reliability and hazard functions. We obtained Bayes estimators using the conjugate priors for two shape and scale parameters. When the two parameters are unknown, the closed-form expressions of the Bayes estimators cannot be obtained. We use Lindley.s approximation to compute the Bayes estimates. Another Bayes estimator has been obtained based on continuous-discrete joint prior for the unknown parameters. An example with the real data is discussed to illustrate the proposed method. Finally, we made comparisons between these estimators and the maximum likelihood estimators using a Monte Carlo simulation study.
Abstract: This paper presents a Reliability-Based Topology
Optimization (RBTO) based on Evolutionary Structural Optimization
(ESO). An actual design involves uncertain conditions such as
material property, operational load and dimensional variation.
Deterministic Topology Optimization (DTO) is obtained without
considering of the uncertainties related to the uncertainty parameters.
However, RBTO involves evaluation of probabilistic constraints,
which can be done in two different ways, the reliability index
approach (RIA) and the performance measure approach (PMA). Limit
state function is approximated using Monte Carlo Simulation and
Central Composite Design for reliability analysis. ESO, one of the
topology optimization techniques, is adopted for topology
optimization. Numerical examples are presented to compare the DTO
with RBTO.
Abstract: In this paper some procedures for building confidence intervals for the reliability in stress-strength models are discussed and empirically compared. The particular case of a bivariate normal setup is considered. The confidence intervals suggested are obtained employing approximations or asymptotic properties of maximum likelihood estimators. The coverage and the precision of these intervals are empirically checked through a simulation study. An application to real paired data is also provided.
Abstract: This paper proposes a new performance characterization for the test strategy intended for second order filters denominated Transient Analysis Method (TRAM). We evaluate the ability of the addressed test strategy for detecting deviation faults under simultaneous statistical fluctuation of the non-faulty parameters. For this purpose, we use Monte Carlo simulations and a fault model that considers as faulty only one component of the filter under test while the others components adopt random values (within their tolerance band) obtained from their statistical distributions. The new data reported here show (for the filters under study) the presence of hard-to-test components and relatively low fault coverage values for small deviation faults. These results suggest that the fault coverage value obtained using only nominal values for the non-faulty components (the traditional evaluation of TRAM) seem to be a poor predictor of the test performance.
Abstract: We investigated statistical performance of Bayesian inference using maximum entropy and MAP estimation for several models which approximated wave-fronts in remote sensing using SAR interferometry. Using Monte Carlo simulation for a set of wave-fronts generated by assumed true prior, we found that the method of maximum entropy realized the optimal performance around the Bayes-optimal conditions by using model of the true prior and the likelihood representing optical measurement due to the interferometer. Also, we found that the MAP estimation regarded as a deterministic limit of maximum entropy almost achieved the same performance as the Bayes-optimal solution for the set of wave-fronts. Then, we clarified that the MAP estimation perfectly carried out phase unwrapping without using prior information, and also that the MAP estimation realized accurate phase unwrapping using conjugate gradient (CG) method, if we assumed the model of the true prior appropriately.
Abstract: Since supply chains highly impact the financial
performance of companies, it is important to optimize and analyze
their Key Performance Indicators (KPI). The synergistic combination
of Particle Swarm Optimization (PSO) and Monte Carlo simulation is
applied to determine the optimal reorder point of warehouses in
supply chains. The goal of the optimization is the minimization of the
objective function calculated as the linear combination of holding and
order costs. The required values of service levels of the warehouses
represent non-linear constraints in the PSO. The results illustrate that
the developed stochastic simulator and optimization tool is flexible
enough to handle complex situations.
Abstract: 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.
Abstract: Electronics Products that achieve high levels of integrated communications, computing and entertainment, multimedia features in small, stylish and robust new form factors are winning in the market place. Due to the high costs that an industry may undergo and how a high yield is directly proportional to high profits, IC (Integrated Circuit) manufacturers struggle to maximize yield, but today-s customers demand miniaturization, low costs, high performance and excellent reliability making the yield maximization a never ending research of an enhanced assembly process. With factors such as minimum tolerances, tighter parameter variations a systematic approach is needed in order to predict the assembly process. In order to evaluate the quality of upcoming circuits, yield models are used which not only predict manufacturing costs but also provide vital information in order to ease the process of correction when the yields fall below expectations. For an IC manufacturer to obtain higher assembly yields all factors such as boards, placement, components, the material from which the components are made of and processes must be taken into consideration. Effective placement yield depends heavily on machine accuracy and the vision of the system which needs the ability to recognize the features on the board and component to place the device accurately on the pads and bumps of the PCB. There are currently two methods for accurate positioning, using the edge of the package and using solder ball locations also called footprints. The only assumption that a yield model makes is that all boards and devices are completely functional. This paper will focus on the Monte Carlo method which consists in a class of computational algorithms (information processed algorithms) which depends on repeated random samplings in order to compute the results. This method utilized in order to recreate the simulation of placement and assembly processes within a production line.
Abstract: On the basis of Bayesian inference using the
maximizer of the posterior marginal estimate, we carry out phase
unwrapping using multiple interferograms via generalized mean-field
theory. Numerical calculations for a typical wave-front in remote
sensing using the synthetic aperture radar interferometry, phase
diagram in hyper-parameter space clarifies that the present method
succeeds in phase unwrapping perfectly under the constraint of
surface- consistency condition, if the interferograms are not corrupted
by any noises. Also, we find that prior is useful for extending a phase
in which phase unwrapping under the constraint of the
surface-consistency condition. These results are quantitatively
confirmed by the Monte Carlo simulation.
Abstract: We constructed a method of phase unwrapping for a typical wave-front by utilizing the maximizer of the posterior marginal (MPM) estimate corresponding to equilibrium statistical mechanics of the three-state Ising model on a square lattice on the basis of an analogy between statistical mechanics and Bayesian inference. We investigated the static properties of an MPM estimate from a phase diagram using Monte Carlo simulation for a typical wave-front with synthetic aperture radar (SAR) interferometry. The simulations clarified that the surface-consistency conditions were useful for extending the phase where the MPM estimate was successful in phase unwrapping with a high degree of accuracy and that introducing prior information into the MPM estimate also made it possible to extend the phase under the constraint of the surface-consistency conditions with a high degree of accuracy. We also found that the MPM estimate could be used to reconstruct the original wave-fronts more smoothly, if we appropriately tuned hyper-parameters corresponding to temperature to utilize fluctuations around the MAP solution. Also, from the viewpoint of statistical mechanics of the Q-Ising model, we found that the MPM estimate was regarded as a method for searching the ground state by utilizing thermal fluctuations under the constraint of the surface-consistency condition.
Abstract: A challenging problem in radar signal processing is to
achieve reliable target detection in the presence of interferences. In
this paper, we propose a novel algorithm for automatic censoring of
radar interfering targets in log-normal clutter. The proposed
algorithm, termed the forward automatic censored cell averaging
detector (F-ACCAD), consists of two steps: removing the corrupted
reference cells (censoring) and the actual detection. Both steps are
performed dynamically by using a suitable set of ranked cells to
estimate the unknown background level and set the adaptive
thresholds accordingly. The F-ACCAD algorithm does not require
any prior information about the clutter parameters nor does it require
the number of interfering targets. The effectiveness of the F-ACCAD
algorithm is assessed by computing, using Monte Carlo simulations,
the probability of censoring and the probability of detection in
different background environments.
Abstract: An advanced Monte Carlo simulation method, called Subset Simulation (SS) for the time-dependent reliability prediction for underground pipelines has been presented in this paper. The SS can provide better resolution for low failure probability level with efficient investigating of rare failure events which are commonly encountered in pipeline engineering applications. In SS method, random samples leading to progressive failure are generated efficiently and used for computing probabilistic performance by statistical variables. SS gains its efficiency as small probability event as a product of a sequence of intermediate events with larger conditional probabilities. The efficiency of SS has been demonstrated by numerical studies and attention in this work is devoted to scrutinise the robustness of the SS application in pipe reliability assessment. It is hoped that the development work can promote the use of SS tools for uncertainty propagation in the decision-making process of underground pipelines network reliability prediction.
Abstract: In this paper, we consider a multi user multiple input
multiple output (MU-MIMO) based cooperative reporting system for
cognitive radio network. In the reporting network, the secondary
users forward the primary user data to the common fusion center
(FC). The FC is equipped with linear equalizers and an energy
detector to make the decision about the spectrum. The primary user
data are considered to be a digital video broadcasting - terrestrial
(DVB-T) signal. The sensing channel and the reporting channel are
assumed to be an additive white Gaussian noise and an independent
identically distributed Raleigh fading respectively. We analyzed the
detection probability of MU-MIMO system with linear equalizers and
arrived at the closed form expression for average detection
probability. Also the system performance is investigated under
various MIMO scenarios through Monte Carlo simulations.
Abstract: Commercial infrastructures intended for use as leisure
retreats such as golf and ski resorts have been extensively developed in many rural areas of Japan. However, following the burst of the economic bubble in the 1990s, several existing resorts faced tough
management decisions and some were forced to close their business.
In this study, six alternative management options for restructuring the
existing golf courses (park, cemetery, biofuel production, reforestation,
pasturing and abandonment) are examined and their environmental
and economic impacts are quantitatively assessed. In addition,
restructuring scenarios of these options and an ex-ante assessment
model are developed. The scenario analysis by Monte Carlo simulation shows a clear trade-off between GHG savings and benefit/cost (B/C) ratios, of which “Restoring Nature" scenario
absorbs the most CO2 among the four scenarios considered, but its B/C
ratio is the lowest. This study can be used to select or examine options
and scenarios of golf course management and rural environmental
management policies.
Abstract: 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.
Abstract: In this paper, an ultra low power and low jitter 12bit
CMOS digitally controlled oscillator (DCO) design is presented.
Based on a ring oscillator implemented with low power Schmitt
trigger based inverters. Simulation of the proposed DCO using 32nm
CMOS Predictive Transistor Model (PTM) achieves controllable
frequency range of 550MHz~830MHz with a wide linearity and high
resolution. Monte Carlo simulation demonstrates that the time-period
jitter due to random power supply fluctuation is under 31ps and the
power consumption is 0.5677mW at 750MHz with 1.2V power
supply and 0.53-ps resolution. The proposed DCO has a good
robustness to voltage and temperature variations and better linearity
comparing to the conventional design.
Abstract: 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.
Abstract: This work presents a matched field processing (MFP)
algorithm based on Dopplerlet transform for estimating the motion
parameters of a sound source moving along a straight line and with a
constant speed by using a piecewise strategy, which can significantly
reduce the computational burden. Monte Carlo simulation results and
an experimental result are presented to verify the effectiveness of the
algorithm advocated.