Abstract: Wind farms (WFs) with high level of penetration are
being established in power systems worldwide more rapidly than
other renewable resources. The Independent System Operator (ISO),
as a policy maker, should propose appropriate places for WF
installation in order to maximize the benefits for the investors. There
is also a possibility of congestion relief using the new installation of
WFs which should be taken into account by the ISO when proposing
the locations for WF installation. In this context, efficient wind farm
(WF) placement method is proposed in order to reduce burdens on
congested lines. Since the wind speed is a random variable and load
forecasts also contain uncertainties, probabilistic approaches are used
for this type of study. AC probabilistic optimal power flow (P-OPF)
is formulated and solved using Monte Carlo Simulations (MCS). In
order to reduce computation time, point estimate methods (PEM) are
introduced as efficient alternative for time-demanding MCS.
Subsequently, WF optimal placement is determined using generation
shift distribution factors (GSDF) considering a new parameter
entitled, wind availability factor (WAF). In order to obtain more
realistic results, N-1 contingency analysis is employed to find the
optimal size of WF, by means of line outage distribution factors
(LODF). The IEEE 30-bus test system is used to show and compare
the accuracy of proposed methodology.
Abstract: This paper evaluate the multilevel modulation for
different techniques such as amplitude shift keying (M-ASK), MASK,
differential phase shift keying (M-ASK-Bipolar), Quaternary
Amplitude Shift Keying (QASK) and Quaternary Polarization-ASK
(QPol-ASK) at a total bit rate of 107 Gbps. The aim is to find a costeffective
very high speed transport solution. Numerical investigation
was performed using Monte Carlo simulations. The obtained results
indicate that some modulation formats can be operated at 100Gbps
in optical communication systems with low implementation effort
and high spectral efficiency.
Abstract: Real options theory suggests that managerial flexibility embedded within irreversible investments can account for a significant value in project valuation. Although the argument has become the dominant focus of capital investment theory over decades, yet recent survey literature in capital budgeting indicates that corporate practitioners still do not explicitly apply real options in investment decisions. In this paper, we explore how real options decision criteria can be transformed into equivalent capital budgeting criteria under the consideration of uncertainty, assuming that underlying stochastic process follows a geometric Brownian motion (GBM), a mixed diffusion-jump (MX), or a mean-reverting process (MR). These equivalent valuation techniques can be readily decomposed into conventional investment rules and “option impacts", the latter of which describe the impacts on optimal investment rules with the option value considered. Based on numerical analysis and Monte Carlo simulation, three major findings are derived. First, it is shown that real options could be successfully integrated into the mindset of conventional capital budgeting. Second, the inclusion of option impacts tends to delay investment. It is indicated that the delay effect is the most significant under a GBM process and the least significant under a MR process. Third, it is optimal to adopt the new capital budgeting criteria in investment decision-making and adopting a suboptimal investment rule without considering real options could lead to a substantial loss in value.
Abstract: Quality control charts are very effective in detecting
out of control signals but when a control chart signals an out of
control condition of the process mean, searching for a special cause
in the vicinity of the signal time would not always lead to prompt
identification of the source(s) of the out of control condition as the
change point in the process parameter(s) is usually different from the
signal time. It is very important to manufacturer to determine at what
point and which parameters in the past caused the signal. Early
warning of process change would expedite the search for the special
causes and enhance quality at lower cost. In this paper the quality
variables under investigation are assumed to follow a multivariate
normal distribution with known means and variance-covariance
matrix and the process means after one step change remain at the new
level until the special cause is being identified and removed, also it is
supposed that only one variable could be changed at the same time.
This research applies artificial neural network (ANN) to identify the
time the change occurred and the parameter which caused the change
or shift. The performance of the approach was assessed through a
computer simulation experiment. The results show that neural
network performs effectively and equally well for the whole shift
magnitude which has been considered.
Abstract: A reliability, availability and maintainability (RAM) model has been built for acid gas removal plant for system analysis that will play an important role in any process modifications, if required, for achieving its optimum performance. Due to the complexity of the plant, the model was based on a Reliability Block Diagram (RBD) with a Monte Carlo simulation engine. The model has been validated against actual plant data as well as local expert opinions, resulting in an acceptable simulation model. The results from the model showed that the operation and maintenance can be further improved, resulting in reduction of the annual production loss.
Abstract: The present work deals with the calculation of
transport properties of Hg0.8Cd0.2Te (MCT) semiconductor in
degenerate case. Due to their energy-band structure, this material
becomes degenerate at moderate doping densities, which are around
1015 cm-3, so that the usual Maxwell-Boltzmann approximation is
inaccurate in the determination of transport parameters. This problem
is faced by using Fermi-Dirac (F-D) statistics, and the non-parabolic
behavior of the bands may be approximated by the Kane model. The
Monte Carlo (MC) simulation is used here to determinate transport
parameters: drift velocity, mean energy and drift mobility versus
electric field and the doped densities. The obtained results are in
good agreement with those extracted from literature.
Abstract: Cerium-doped lanthanum bromide LaBr3:Ce(5%)
crystals are considered to be one of the most advanced scintillator
materials used in PET scanning, combining a high light yield, fast
decay time and excellent energy resolution. Apart from the correct
choice of scintillator, it is also important to optimise the detector
geometry, not least in terms of source-to-detector distance in order to
obtain reliable measurements and efficiency. In this study a
commercially available 25 mm x 25 mm BrilLanCeTM 380 LaBr3: Ce
(5%) detector was characterised in terms of its efficiency at varying
source-to-detector distances. Gamma-ray spectra of 22Na, 60Co, and
137Cs were separately acquired at distances of 5, 10, 15, and 20cm. As
a result of the change in solid angle subtended by the detector, the
geometric efficiency reduced in efficiency with increasing distance.
High efficiencies at low distances can cause pulse pile-up when
subsequent photons are detected before previously detected events
have decayed. To reduce this systematic error the source-to-detector
distance should be balanced between efficiency and pulse pile-up
suppression as otherwise pile-up corrections would need to be
necessary at short distances. In addition to the experimental
measurements Monte Carlo simulations have been carried out for the
same setup, allowing a comparison of results. The advantages and
disadvantages of each approach have been highlighted.