Estimation of log-normal quantiles: Monte Carlo results and first-order approximations

1984 ◽  
Vol 71 (1-2) ◽  
pp. 1-30 ◽  
Author(s):  
Kiyoshi Hoshi ◽  
Jery R Stedinger ◽  
Stephen J Burges
Keyword(s):  
1979 ◽  
Vol 14 (1) ◽  
pp. 89-109
Author(s):  
B. Coupal ◽  
M. de Broissia

Abstract The movement of oil slicks on open waters has been predicted, using both deterministic and stochastic methods. The first method, named slick rose, consists in locating an area specifying the position of the slick during the first hours after the spill. The second method combines a deterministic approach for the simulation of current parameters to a stochastic method simulating the wind parameters. A Markov chain of the first order followed by a Monte Carlo approach enables the simulation of both phenomena. The third method presented in this paper describes a mass balance on the spilt oil, solved by the method of finite elements. The three methods are complementary to each other and constitute an important point for a contingency plan.


2020 ◽  
Vol 8 (1) ◽  
pp. 141-149
Author(s):  
Shirish M. Chitanvis

AbstractBackground Social distancing has led to a “flattening of the curve” in many states across the U.S. This is part of a novel, massive, global social experiment which has served to mitigate the COVID-19 pandemic in the absence of a vaccine or effective anti-viral drugs. Hence it is important to be able to forecast hospitalizations reasonably accurately.Methods We propose on phenomenological grounds a random walk/generalized diffusion equation which incorporates the effect of social distancing to describe the temporal evolution of the probability of having a given number of hospitalizations. The probability density function is log-normal in the number of hospitalizations, which is useful in describing pandemics where the number of hospitalizations is very high.Findings We used this insight and data to make forecasts for states using Monte Carlo methods. Back testing validates our approach, which yields good results about a week into the future. States are beginning to reopen at the time of submission of this paper and our forecasts indicate possible precursors of increased hospitalizations. However, the trends we forecast for hospitalizations as well as infections thus far show moderate growth.Additionally we studied the reproducibility Ro in New York (Italian strain) and California (Wuhan strain). We find that even if there is a difference in the transmission of the two strains, social distancing has been able to control the progression of COVID 19.


Author(s):  
Austin Rogers ◽  
Fangzhou Guo ◽  
Bryan Rasmussen

Abstract Many fault detection, optimization, and control logic methods rely on sensor feedback that assumes the system is operating at steady state conditions, despite persistent transient disturbances. While filtering and signal processing techniques can eliminate some transient effects, this paper proposes an equilibrium prediction method for first order dynamic systems using an exponential regression. This method is particularly valuable for many commercial and industrial energy system, whose dynamics are dominated by first order thermo-fluid effects. To illustrate the basic advantages of the proposed approach, Monte Carlo simulations are used. This is followed by three distinct experimental case studies to demonstrate the practical efficacy of the proposed method. First, the ability to predict the carbon dioxide level in classrooms allows for energy efficient control of the ventilation system and ensures occupant comfort. Second, predicting the optimal time to end the cool-down of an industrial sintering furnace allows for maximum part throughput and worker safety. Finally, fault detection and diagnosis methods for air conditioning systems typically use static system models; however, the transient response of many air conditioning signals may be approximated as first order, and therefore, the prediction model enables the use of static fault detection methods with transient data. In this paper, the equilibrium prediction method's performance will be quantified using both Monte Carlo simulations and case studies.


2014 ◽  
Vol 49 (10) ◽  
pp. 754-761 ◽  
Author(s):  
Robson Marcelo Rossi ◽  
Elias Nunes Martins ◽  
Paulo Sávio Lopes ◽  
Fabyano Fonseca e Silva

O objetivo deste trabalho foi apresentar modelagens alternativas, uni e bivariadas, para avaliação da conversão alimentar (CA) de suínos da raça Piau, com uso de inferência bayesiana. Os efeitos de sexo e genótipo sobre a CA dos animais foram avaliados por meio de procedimentos de simulação de Monte Carlo via cadeias de Markov (MCMC) e de integração aproximada aninhada de Laplace (INLA). O modelo univariado foi avaliado com diferentes distribuições para o erro - normal (gaussiana), t de Student, gama, log-normal e skew-normal -, enquanto, para o modelo bivariado, considerou-se o erro normal. A distribuição skew-normal foi o modelo mais parcimonioso para inferir sobre a resposta direta (univariada) da CA aos efeitos de sexo e genótipo, os quais não foram significativos. O modelo bivariado foi capaz de identificar diferenças significativas no ganho de peso e no consumo de ração em níveis de significância não detectados pelo modelo univariado. Além disso, ele também foi capaz de detectar diferenças entre sexos, quando agrupados por genótipos NN (machos, 2,73±0,04; fêmeas, 2,68±0,04) e Nn (machos, 2,70±0,07; fêmeas, 2,64±0,07), e revelou maior acurácia e precisão nas inferências nutricionais. Em ambas as abordagens, o método bayesiano mostra-se flexível e eficiente para a avaliação do desempenho nutricional dos animais.


2013 ◽  
Vol 13 (03) ◽  
pp. 1250075 ◽  
Author(s):  
VAHID ZEINODDINI MEIMAND ◽  
LORI GRAHAM-BRADY ◽  
BENJAMIN WILLIAM SCHAFER

The objective of this paper is to demonstrate how simple bar-spring models can illustrate elementary and advanced structural behavior, including stability, imperfection sensitivity, and plastic collapse. In addition, the same bar-spring models also provide a ready means for assessing structural reliability. Bar-spring models for a column (both post-buckling stable and unstable), a frame, and a plate are all developed. For each model the influence of geometric imperfections are explicitly introduced and the ultimate strength considering plastic collapse of the supporting springs derived. The developed expressions are compared to material and geometric nonlinear finite element analysis models of analogous continuous systems, using yield surface based plastic hinge beam elements (in MASTAN) for the column and frame and shell elements (in ABAQUS) for the plate. The results show excellent qualitative agreement, and surprisingly good quantitative agreement. The developed bar-spring models are used in Monte Carlo simulations and in the development of first order Taylor Series approximations to provide the statistics of the ultimate strength as used in structural reliability calculations. Good agreement between conventional first order second moment assumptions and the Monte Carlo simulations of the bar-spring models is demonstrated. It is intended that the developed models provide a useful illustration of basic concepts central to structural stability and structural reliability.


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