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: Slope stability analyses are largely carried out by deterministic methods and evaluated through a single security factor. Although it is known that the geotechnical parameters can present great dispersal, such analyses are considered fixed and known. The probabilistic methods, in turn, incorporate the variability of input key parameters (random variables), resulting in a range of values of safety factors, thus enabling the determination of the probability of failure, which is an essential parameter in the calculation of the risk (probability multiplied by the consequence of the event). Among the probabilistic methods, there are three frequently used methods in geotechnical society: FOSM (First-Order, Second-Moment), Rosenblueth (Point Estimates) and Monte Carlo. This paper presents a comparison between the results from deterministic and probabilistic analyses (FOSM method, Monte Carlo and Rosenblueth) applied to a hypothetical slope. The end was held to evaluate the behavior of the slope and consequent risk analysis, which is used to calculate the risk and analyze their mitigation and control solutions. It can be observed that the results obtained by the three probabilistic methods were quite close. It should be noticed that the calculation of the risk makes it possible to list the priority to the implementation of mitigation measures. Therefore, it is recommended to do a good assessment of the geological-geotechnical model incorporating the uncertainty in viability, design, construction, operation and closure by means of risk management.
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: An accuracy nonlinear analysis of a deep beam resting on elastic perfectly plastic soil is carried out in this study. In fact, a nonlinear finite element modeling for large deflection and moderate rotation of Euler-Bernoulli beam resting on linear and nonlinear random soil is investigated. The geometric nonlinear analysis of the beam is based on the theory of von Kàrmàn, where the Newton-Raphson incremental iteration method is implemented in a Matlab code to solve the nonlinear equation of the soil-beam interaction system. However, two analyses (deterministic and probabilistic) are proposed to verify the accuracy and the efficiency of the proposed model where the theory of the local average based on the Monte Carlo approach is used to analyze the effect of the spatial variability of the soil properties on the nonlinear beam response. The effect of six main parameters are investigated: the external load, the length of a beam, the coefficient of subgrade reaction of the soil, the Young’s modulus of the beam, the coefficient of variation and the correlation length of the soil’s coefficient of subgrade reaction. A comparison between the beam resting on linear and nonlinear soil models is presented for different beam’s length and external load. Numerical results have been obtained for the combination of the geometric nonlinearity of beam and material nonlinearity of random soil. This comparison highlighted the need of including the material nonlinearity and spatial variability of the soil in the geometric nonlinear analysis, when the beam undergoes large deflections.
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: This paper presents a novel algorithm for modeling
photovoltaic based distributed generators for the purpose of optimal
planning of distribution networks. The proposed algorithm utilizes
sequential Monte Carlo method in order to accurately consider the
stochastic nature of photovoltaic based distributed generators. The
proposed algorithm is implemented in MATLAB environment and
the results obtained are presented and discussed.
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.
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.