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 investigate the influence of external
noise on the inference of network structures. The purpose of our
simulations is to gain insights in the experimental design of microarray
experiments to infer, e.g., transcription regulatory networks
from microarray experiments. Here external noise means, that the
dynamics of the system under investigation, e.g., temporal changes of
mRNA concentration, is affected by measurement errors. Additionally
to external noise another problem occurs in the context of microarray
experiments. Practically, it is not possible to monitor the mRNA
concentration over an arbitrary long time period as demanded by the
statistical methods used to learn the underlying network structure. For
this reason, we use only short time series to make our simulations
more biologically plausible.
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: Nowadays, power systems, energy generation by wind
has been very important. Noting that the production of electrical
energy by wind turbines on site to several factors (such as wind speed
and profile site for the turbines, especially off the wind input speed,
wind rated speed and wind output speed disconnect) is dependent. On
the other hand, several different types of turbines in the market there.
Therefore, selecting a turbine that its capacity could also answer the
need for electric consumers the efficiency is high something is
important and necessary. In this context, calculating the amount of
wind power to help optimize overall network, system operation, in
determining the parameters of wind power is very important.
In this article, to help calculate the amount of wind power plant,
connected to the national network in the region Manjil wind,
selecting the best type of turbine and power delivery profile
appropriate to the network using Monte Carlo method has been.
In this paper, wind speed data from the wind site in Manjil, as minute
and during the year has been. Necessary simulations based on
Random Numbers Simulation method and repeat, using the software
MATLAB and Excel has been done.
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.
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: Data stream analysis is the process of computing
various summaries and derived values from large amounts of data
which are continuously generated at a rapid rate. The nature of a
stream does not allow a revisit on each data element. Furthermore,
data processing must be fast to produce timely analysis results. These
requirements impose constraints on the design of the algorithms to
balance correctness against timely responses. Several techniques
have been proposed over the past few years to address these
challenges. These techniques can be categorized as either dataoriented
or task-oriented. The data-oriented approach analyzes a
subset of data or a smaller transformed representation, whereas taskoriented
scheme solves the problem directly via approximation
techniques. We propose a hybrid approach to tackle the data stream
analysis problem. The data stream has been both statistically
transformed to a smaller size and computationally approximated its
characteristics. We adopt a Monte Carlo method in the approximation
step. The data reduction has been performed horizontally and
vertically through our EMR sampling method. The proposed method
is analyzed by a series of experiments. We apply our algorithm on
clustering and classification tasks to evaluate the utility of our
approach.
Abstract: Estimating the lifetime distribution of computer networks in which nodes and links exist in time and are bound for failure is very useful in various applications. This problem is known to be NP-hard. In this paper we present efficient combinatorial approaches to Monte Carlo estimation of network lifetime distribution. We also present some simulation results.
Abstract: Energetic and structural results for ethanol-water mixtures as a function of the mole fraction were calculated using Monte Carlo methodology. Energy partitioning results obtained for equimolar water-ethanol mixture and ether organic liquids are compared. It has been shown that at xet=0.22 the RDFs for waterethanol and ethanol-ethanol interactions indicated strong hydrophobic interactions between ethanol molecules and the local structure of solution is less structured at this concentration as at ether ones. Results obtained for ethanol-water mixture as a function of concentration are in good agreement with the experimental data.
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: In high powered dense wavelength division
multiplexed (WDM) systems with low chromatic dispersion,
four-wave mixing (FWM) can prove to be a major source of noise.
The MultiCanonical Monte Carlo Method (MCMC) and the Split
Step Fourier Method (SSFM) are combined to accurately evaluate the
probability density function of the decision variable of a receiver,
limited by FWM. The combination of the two methods leads to more
accurate results, and offers the possibility of adding other optical
noises such as the Amplified Spontaneous Emission (ASE) noise.
Abstract: The response surface methodology (RSM) is a
collection of mathematical and statistical techniques useful in the
modeling and analysis of problems in which the dependent variable
receives the influence of several independent variables, in order to
determine which are the conditions under which should operate these
variables to optimize a production process. The RSM estimated a
regression model of first order, and sets the search direction using the
method of maximum / minimum slope up / down MMS U/D.
However, this method selects the step size intuitively, which can
affect the efficiency of the RSM. This paper assesses how the step
size affects the efficiency of this methodology. The numerical
examples are carried out through Monte Carlo experiments,
evaluating three response variables: efficiency gain function, the
optimum distance and the number of iterations. The results in the
simulation experiments showed that in response variables efficiency
and gain function at the optimum distance were not affected by the
step size, while the number of iterations is found that the efficiency if
it is affected by the size of the step and function type of test used.
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: A structural study of an aqueous electrolyte whose
experimental results are available. It is a solution of LiCl-6H2O type
at glassy state (120K) contrasted with pure water at room temperature
by means of Partial Distribution Functions (PDF) issue from neutron
scattering technique. Based on these partial functions, the Reverse
Monte Carlo method (RMC) computes radial and angular correlation
functions which allow exploring a number of structural features of
the system. The obtained curves include some artifacts. To remedy
this, we propose to introduce a screened potential as an additional
constraint. Obtained results show a good matching between
experimental and computed functions and a significant improvement
in PDFs curves with potential constraint. It suggests an efficient fit of
pair distribution functions curves.
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.