A Monte Carlo Approach for Estimating Extreme Currents in the Singapore Straits

2013 ◽  
Author(s):  
Oliver Jones ◽  
Kevin Ewans ◽  
Stanley Chuah
Keyword(s):  
Monte Carlo ◽  
High Frequency ◽  
Tidal Current ◽  
Probability Distributions ◽  
Simulation Method ◽  
Mean Value ◽  
Occurrence Rate ◽  
Through Flow ◽  
Definition Of ◽  
Vector Sum

Utilizing the independency of tide, through-flow, surge and high-frequency currents in the Singapore Straits, a Monte Carlo simulation method of combining the different components is proposed, expanding the horizon of available measured and modelled data and facilitating the definition of design current speeds. The statistical model proceeds by, first, making N number of random picks from the non-exceedence probability distributions of the surge, through-flow and high-frequency components. The number of random picks made in a given year for each component, N, is defined by assuming its occurrence rate is Poisson-distributed around a known annual mean value. N number of random start times are then chosen from each year and the maximum value of tidal current predicted over an ensuring 3-day window is combined with the randomly sampled component (either surge, through-flow or high-frequency current). Assuming an intended design life of 50 years, this process is repeated N number of times in each of the 50 years and for each current component, yielding 50 annual maximum values. For random 3-day windows that overlap, the model takes the vector sum of the maximum tidal current and the 2 (or 3) concurrent components. The process is repeated 1000 times, producing 1000 * 50 values of annual maxima which are then assigned non-exceedence probabilities. Return Period levels are obtained directly from the non-exceedence probabilities. The method provides a reduction in design current when compared to values derived by multiplying the exceedence probabilities of the varying independent contributions directly.

scholarly journals Technical-Economic Analysis of Grapple Saw

2020 ◽  
Vol 41 (2) ◽  
pp. 219-229 ◽  
Author(s):  
Ricardo Hideaki Miyajima ◽  
Paulo Torres Fenner ◽  
Gislaine Cristina Batistela ◽  
Danilo Simões
Keyword(s):  
Monte Carlo Simulation ◽  
Monte Carlo ◽  
Monte Carlo Method ◽  
Probability Distributions ◽  
Simulation Method ◽  
Forest Harvesting ◽  
Production Costs ◽  
Wood Harvesting ◽  
Food And Agriculture ◽  
The Monte Carlo Method

The processing of Eucalyptus logs is a stage that follows the full tree system in mechanized forest harvesting, commonly performed by grapple saw. Therefore, this activity presents some associated uncertainties, especially regarding technical and silvicultural factors that can affect productivity and production costs. To get around this problem, Monte Carlo simulation can be applied, or rather a technique that allows to measure the probabilities of values from factors that are under conditions of uncertainties, to which probability distributions are attributed. The objective of this study was to apply the Monte Carlo method for determining the probabilistic technical-economical coefficients of log processing using two different grapple saw models. Field data were obtained from an area of forest planted with Eucalyptus, located in the State of São Paulo, Brazil. For the technical analysis, the time study protocol was applied by the method of continuous reading of the operational cycle elements, which resulted in production. As for the estimated cost of programmed hour, the applied methods were recommended by the Food and Agriculture Organization of the United Nations. The incorporation of the uncertainties was carried out by applying the Monte Carlo simulation method, by which 100,000 random values were generated. The results showed that the crane empty movement is the operational element that most impacts the total time for processing the logs; the variables that most influence the productivity are specific to each grapple saw model; the difference of USD 0.04 m3 in production costs was observed between processors with gripping area of 0.58 m2 and 0.85 m2. The Monte Carlo method proved to be an applicable tool for mechanized wood harvesting for presenting a range of probability of occurrences for the operational elements and for the production cost.

Approximating the Stochastic Network by its M Shortest Paths

1989 ◽  
Vol 3 (3) ◽  
pp. 435-451
Author(s):  
Bajis Dodin
Keyword(s):  
Monte Carlo ◽  
Shortest Path ◽  
Probability Distributions ◽  
Shortest Paths ◽  
Monte Carlo Sampling ◽  
Stochastic Networks ◽  
Mean Value ◽  
Stochastic Network ◽  
Distributional Properties ◽  
Deterministic Methods

Given a stochastic activity network in which the length of some or all of the arcs are random variables with known probability distributions. This paper concentrates on identifying the shortest path and the M shortest paths in the network and on using the M paths to identify surrogate stochastic networks which are amenable for deriving analytical solutions. First, it identifies the M shortest paths using a certain form of stochastic dominance. Second, it identifies the M shortest paths by applying the deterministic methods to the network resulting from replacing the random length of every arc by its mean value. The two sets of the M paths are compared with those obtained by Monte Carlo sampling. Finally, the paper investigates how the distributional properties of the shortest path in the surrogate network compare with those of the shortest path in the original stochastic network.

scholarly journals Application of the Mathematical Simulation Methods for the Assessment of the Wastewater Treatment Plant Operation Work Reliability

Water ◽  
2019 ◽  
Vol 11 (5) ◽  
pp. 873 ◽  
Author(s):  
Dariusz Młyński ◽  
Piotr Bugajski ◽  
Anna Młyńska
Keyword(s):  
Monte Carlo ◽  
Wastewater Treatment ◽  
Wastewater Treatment Plant ◽  
Mixed Model ◽  
Probability Distributions ◽  
Treatment Plant ◽  
Oxygen Demand ◽  
Simulation Method ◽  
Plant Operation ◽  
Best Fitting

The aim of the present work was the modeling of the wastewater treatment plant operation work using Monte Carlo method and different random variables probability distributions modeling. The analysis includes the following pollutants indicators; BOD5 (Biochemical Oxygen Demand), CODCr (Chemical Oxygen Demand), Total Suspended Solids (SSt), Total Nitrogen (TN), and Total Phosphorus (TP). The Anderson–Darling (A–D) test was used for the assessment of theoretical and empirical distributions compatibility. The selection of the best-fitting statistical distributions was performed using peak-weighted root mean square (PWRMSE) parameter. Based on the performed calculations, it was stated that pollutants indicators in treated sewage were characterized by a significant variability. Obtained results indicate that the best-fitting pollutants indicators statistical distribution is Gauss Mixed Model (GMM) function. The results of the Monte Carlo simulation method confirmed that some problems related to the organic and biogenic pollutants reduction may be observed in the Wastewater Treatment Plant, in Jaworzno.

scholarly journals Equivalent Scalar Stress Formulation Taking into Account Non-Resolved Turbulent Scales

2021 ◽  
Author(s):  
Lucas Konnigk ◽  
Benjamin Torner ◽  
Martin Bruschewski ◽  
Sven Grundmann ◽  
Frank-Hendrik Wurm
Keyword(s):  
Mechanical Stress ◽  
Turbulence Models ◽  
Turbulent Channel Flow ◽  
Simulation Method ◽  
Blood Damage ◽  
Stress Calculation ◽  
High Risk Factors ◽  
Cardiovascular Engineering ◽  
Scalar Stress ◽  
Definition Of

Abstract Purpose Cardiovascular engineering includes flows with fluid-dynamical stresses as a parameter of interest. Mechanical stresses are high-risk factors for blood damage and can be assessed by computational fluid dynamics. By now, it is not described how to calculate an adequate scalar stress out of turbulent flow regimes when the whole share of turbulence is not resolved by the simulation method and how this impacts the stress calculation. Methods We conducted direct numerical simulations (DNS) of test cases (a turbulent channel flow and the FDA nozzle) in order to access all scales of flow movement. After validation of both DNS with literature und experimental data using magnetic resonance imaging, the mechanical stress is calculated as a baseline. Afterwards, same flows are calculated using state-of-the-art turbulence models. The stresses are computed for every result using our definition of an equivalent scalar stress, which includes the influence from respective turbulence model, by using the parameter dissipation. Afterwards, the results are compared with the baseline data. Results The results show a good agreement regarding the computed stress. Even when no turbulence is resolved by the simulation method, the results agree well with DNS data. When the influence of non-resolved motion is neglected in the stress calculation, it is underpredicted in all cases. Conclusion With the used scalar stress formulation, it is possible to include information about the turbulence of the flow into the mechanical stress calculation even when the used simulation method does not resolve any turbulence.

scholarly journals Stochastic Order and Generalized Weighted Mean Invariance

Entropy ◽  
2021 ◽  
Vol 23 (6) ◽  
pp. 662
Author(s):  
Mateu Sbert ◽  
Jordi Poch ◽  
Shuning Chen ◽  
Víctor Elvira
Keyword(s):  
Monte Carlo ◽  
Probability Distributions ◽  
Stochastic Order ◽  
Arithmetic Mean ◽  
Stochastic Orders ◽  
Arithmetic Means ◽  
Increasing Convex Order ◽  
Monte Carlo Techniques ◽  
Multiple Importance Sampling ◽  
Invariance Properties

In this paper, we present order invariance theoretical results for weighted quasi-arithmetic means of a monotonic series of numbers. The quasi-arithmetic mean, or Kolmogorov–Nagumo mean, generalizes the classical mean and appears in many disciplines, from information theory to physics, from economics to traffic flow. Stochastic orders are defined on weights (or equivalently, discrete probability distributions). They were introduced to study risk in economics and decision theory, and recently have found utility in Monte Carlo techniques and in image processing. We show in this paper that, if two distributions of weights are ordered under first stochastic order, then for any monotonic series of numbers their weighted quasi-arithmetic means share the same order. This means for instance that arithmetic and harmonic mean for two different distributions of weights always have to be aligned if the weights are stochastically ordered, this is, either both means increase or both decrease. We explore the invariance properties when convex (concave) functions define both the quasi-arithmetic mean and the series of numbers, we show its relationship with increasing concave order and increasing convex order, and we observe the important role played by a new defined mirror property of stochastic orders. We also give some applications to entropy and cross-entropy and present an example of multiple importance sampling Monte Carlo technique that illustrates the usefulness and transversality of our approach. Invariance theorems are useful when a system is represented by a set of quasi-arithmetic means and we want to change the distribution of weights so that all means evolve in the same direction.

Rigorous time-domain analysis of statistically oriented graphene sheet fluctuations

2017 ◽  
Vol 36 (5) ◽  
pp. 1351-1363 ◽  
Author(s):  
Athanasios N. Papadimopoulos ◽  
Stamatios A. Amanatiadis ◽  
Nikolaos V. Kantartzis ◽  
Theodoros T. Zygiridis ◽  
Theodoros D. Tsiboukis
Keyword(s):  
Monte Carlo ◽  
Standard Deviation ◽  
Finite Difference ◽  
Surface Waves ◽  
Time Domain ◽  
Finite Difference Time Domain ◽  
Mean Value ◽  
Content Type ◽  
The Mean ◽  
Difference Time

Purpose Important statistical variations are likely to appear in the propagation of surface plasmon polariton waves atop the surface of graphene sheets, degrading the expected performance of real-life THz applications. This paper aims to introduce an efficient numerical algorithm that is able to accurately and rapidly predict the influence of material-based uncertainties for diverse graphene configurations. Design/methodology/approach Initially, the surface conductivity of graphene is described at the far infrared spectrum and the uncertainties of its main parameters, namely, the chemical potential and the relaxation time, on the propagation properties of the surface waves are investigated, unveiling a considerable impact. Furthermore, the demanding two-dimensional material is numerically modeled as a surface boundary through a frequency-dependent finite-difference time-domain scheme, while a robust stochastic realization is accordingly developed. Findings The mean value and standard deviation of the propagating surface waves are extracted through a single-pass simulation in contrast to the laborious Monte Carlo technique, proving the accomplished high efficiency. Moreover, numerical results, including graphene’s surface current density and electric field distribution, indicate the notable precision, stability and convergence of the new graphene-based stochastic time-domain method in terms of the mean value and the order of magnitude of the standard deviation. Originality/value The combined uncertainties of the main parameters in graphene layers are modeled through a high-performance stochastic numerical algorithm, based on the finite-difference time-domain method. The significant accuracy of the numerical results, compared to the cumbersome Monte Carlo analysis, renders the featured technique a flexible computational tool that is able to enhance the design of graphene THz devices due to the uncertainty prediction.

scholarly journals Uncertainty Cost Functions in Climate-Dependent Controllable Loads in Commercial Environments

Energies ◽  
2021 ◽  
Vol 14 (10) ◽  
pp. 2885
Author(s):  
Daniel Losada ◽  
Ameena Al-Sumaiti ◽  
Sergio Rivera
Keyword(s):  
Monte Carlo Simulation ◽  
Monte Carlo ◽  
Simulation Method ◽  
Electricity Sector ◽  
Cost Functions ◽  
Density Estimator ◽  
Monte Carlo Simulation Method ◽  
Commercial Building ◽  
Complementary Method ◽  
The Cost

This article presents the development, simulation and validation of the uncertainty cost functions for a commercial building with climate-dependent controllable loads, located in Florida, USA. For its development, statistical data on the energy consumption of the building in 2016 were used, along with the deployment of kernel density estimator to characterize its probabilistic behavior. For validation of the uncertainty cost functions, the Monte-Carlo simulation method was used to make comparisons between the analytical results and the results obtained by the method. The cost functions found differential errors of less than 1%, compared to the Monte-Carlo simulation method. With this, there is an analytical approach to the uncertainty costs of the building that can be used in the development of optimal energy dispatches, as well as a complementary method for the probabilistic characterization of the stochastic behavior of agents in the electricity sector.

scholarly journals AB0140 A HIGH-CONFIDENCE DEFINITION OF THERAPEUTIC RESPONSE IN RHEUMATOID ARTHRITIS USING A MONTE CARLO SIMULATION APPROACH

2021 ◽  
Vol 80 (Suppl 1) ◽  
pp. 1097.2-1098
Author(s):  
V. Strand ◽  
S. Cohen ◽  
L. Zhang ◽  
T. Mellors ◽  
A. Jones ◽  
...  
Keyword(s):  
Rheumatoid Arthritis ◽  
Monte Carlo ◽  
Disease Activity ◽  
Health Assessment Questionnaire ◽  
Health Assessment ◽  
High Confidence ◽  
Response Status ◽  
Definition Of ◽  
Fidelity Score ◽  
Assessment Questionnaire

Background:Therapy choice and therapy change depend on the ability to accurately assess patients’ disease activity. The clinical assessments used to evaluate treatment response in rheumatoid arthritis have inherent variability, normally considered as measurement error, intra-observer variability or within subject variability. Each contribute to variability in deriving response status as defined by composite measures such as the ACR or EULAR criteria, particularly when a one-time observed measurement lies near the boundary defining response or non-response. To select an optimal therapeutic strategy in the burgeoning age of precision medicine in rheumatology, achieve the lowest disease activity and maximize long-term health outcomes for each patient, improved treatment response definitions are needed.Objectives:Develop a high-confidence definition of treatment response and non-response in rheumatoid arthritis that exceeds the expected variability of subcomponents in the composite response criteria.Methods:A Monte Carlo simulation approach was used to assess ACR50 and EULAR response outcomes in 100 rheumatoid arthritis patients who had been treated for 6 months with a TNF inhibitor therapy. Monte Carlo simulations were run with 2000 iterations implemented with measurement variability derived for each clinical assessment: tender joint count, swollen joint count, Health Assessment Questionnaire disability index (HAQ-DI), patient pain assessment, patient global assessment, physician global assessment, serum C-reactive protein level (CRP) and disease activity score 28-joint count with CRP.1-3 Each iteration of the Monte Carlo simulation generated one outcome with a value of 0 or 1 indicating non-responder or responder, respectively.Results:A fidelity score, calculated separately for ACR50 and EULAR response, was defined as an aggregated score from 2000 iterations reported as a fraction that ranges from 0 to 1. The fidelity score depicted a spectrum of response covering strong non-responders, inconclusive statuses and strong responders. A fidelity score around 0.5 typified a response status with extreme variability and inconclusive clinical response to treatment. High-fidelity scores were defined as >0.7 or <0.3 for responders and non-responders, respectively, meaning that the simulated clinical response status label among all simulations agreed at least 70% of the time. High-confidence true responders were considered as those patients with high-fidelity outcomes in both ACR50 and EULAR outcomes.Conclusion:A definition of response to treatment should exceed the expected variability of the clinical assessments used in the composite measure of therapeutic response. By defining high-confidence responders and non-responders, the true impact of therapeutic efficacy can be determined, thus forging a path to development of better treatment options and advanced precision medicine tools in rheumatoid arthritis.References:[1]Cheung, P. P., Gossec, L., Mak, A. & March, L. Reliability of joint count assessment in rheumatoid arthritis: a systematic literature review. Semin Arthritis Rheum43, 721-729, doi:10.1016/j.semarthrit.2013.11.003 (2014).[2]Uhlig, T., Kvien, T. K. & Pincus, T. Test-retest reliability of disease activity core set measures and indices in rheumatoid arthritis. Ann Rheum Dis68, 972-975, doi:10.1136/ard.2008.097345 (2009).[3]Maska, L., Anderson, J. & Michaud, K. Measures of functional status and quality of life in rheumatoid arthritis: Health Assessment Questionnaire Disability Index (HAQ), Modified Health Assessment Questionnaire (MHAQ), Multidimensional Health Assessment Questionnaire (MDHAQ), Health Assessment Questionnaire II (HAQ-II), Improved Health Assessment Questionnaire (Improved HAQ), and Rheumatoid Arthritis Quality of Life (RAQoL). Arthritis Care Res (Hoboken) 63 Suppl 11, S4-13, doi:10.1002/acr.20620 (2011).Disclosure of Interests:Vibeke Strand Consultant of: Abbvie, Amgen, Arena, BMS, Boehringer Ingelheim, Celltrion, Galapagos, Genentech/Roche, Gilead, GSK, Ichnos, Inmedix, Janssen, Kiniksa, Lilly, Merck, Novartis, Pfizer, Regeneron, Samsung, Sandoz, Sanofi, Setpoint, UCB, Stanley Cohen: None declared, Lixia Zhang Shareholder of: Scipher Medicine Corporation, Employee of: Scipher Medicine Corporation, Ted Mellors Shareholder of: Scipher Medicine Corporation, Employee of: Scipher Medicine Corporation, Alex Jones Shareholder of: Scipher Medicine Corporation, Employee of: Scipher Medicine Corporation, Johanna Withers Shareholder of: Scipher Medicine Corporation, Employee of: Scipher Medicine Corporation, Viatcheslav Akmaev Shareholder of: Scipher Medicine Corporation, Employee of: Scipher Medicine Corporation

Sign in / Sign up

Export Citation Format

Share Document