monte carlo simulation method
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Symmetry ◽  
2022 ◽  
Vol 14 (1) ◽  
pp. 159
Author(s):  
Xuelong Hu ◽  
Suying Zhang ◽  
Guan Sun ◽  
Jianlan Zhong ◽  
Shu Wu

Much research has been conducted on two-sided Exponentially Weighted Moving Average (EWMA) control charts, while less work has been devoted to the one-sided EWMA charts. Traditional one-sided EWMA charts involve resetting the EWMA statistic to the target whenever it falls below or above the target, or truncating the observations above or below the target and further applying the EWMA statistic to the truncated samples. In order to further improve the performance of traditional one-sided EWMA mean (X¯) charts, this paper studies the performance of the Modified One-sided EWMA (MOEWMA) X¯ charts to monitor a normally distributed process. The Monte-Carlo simulation method is used to obtain the zero- and steady-state Run Length (RL) properties of the proposed control charts. Through extensive simulations and comparisons with other charts, it is shown that the proposed MOEWMA X¯ charts compare favorably with some existing competing charts. Moreover, by attaching the variable sampling intervals (VSI) feature to the MOEWMA X¯ charts, it is shown that the VSI MOEWMA charts outperform the corresponding charts without the VSI feature. Finally, a real data example from manufacturing process shows the implementation of the proposed one-sided charts.


2022 ◽  
Author(s):  
Hadi Akbar Dahlan

[The article is written in Bahasa Malaysia] Reading habits are often associated with an increased cognitive level. However, book genre can also affect the cognitive level. This is because different book genres can be attributed to different type of knowledge and tendency towards a specific book genre can be viewed as a preference toward a specific type of knowledge. Research on Malaysian’s interest and the tendency towards book genre and type of knowledge can be investigated using the publication data of each book genre and its prices. The objective of this research is to analyze and compare the book publications and the average price of each book’s genre in Malaysia with Japan. Comparison was done based on book categorization genre strategy to 12 book genre. Based on Monte Carlo simulation method data, Malaysians are attracted to book genre on Language, literature, and science. While the Japanese are more interested in the book genre of social sciences and hobbies/art. The similarity between Malaysian and Japanese are that both societies also favors book genre of literature. However, it is possible that the themes of literary genre in Japan and Malaysia are very different. The result of this study can be used to identify the differences between Malaysian and Japanese reading habits as well as used for formulating strategies to changed Malaysian reading habits toward the style of Japanese reading habits.


2022 ◽  
Vol 2148 (1) ◽  
pp. 012063
Author(s):  
Lisheng Luo ◽  
Xinran Xie ◽  
Yongqiang Zhang ◽  
Wenyuan He

Abstract Under the action of natural erosion, the strength, durability and other safety performance of structures and elements gradually decrease with time, which has a great impact. To solve the above problem, a series of time-dependent reliability analysis methods were proposed. Based on different structural performance functions, this paper analyzes and discusses different time-dependent reliability theories, including outcrossing-based reliability method, Monte Carlo simulation method, extremum method and other new methods proposed in recent years, which provides reference for later research.


2021 ◽  
Vol 39 (2) ◽  
pp. 179-202
Author(s):  
Hadi Akbar Dahlan

Reading habits are often associated with an increased cognitive level. However, book genre can also affect the cognitive level. This is because different book genres can be attributed to different types of knowledge and tendency towards a specific book genre can be viewed as a preference towards a specific type of knowledge. Research on Malaysians’ interest and the tendency towards book genre and type of knowledge can be investigated using the publication data of each book genre and its prices. The objective of this research is to analyse and compare the book publications and the average price of each book’s genre in Malaysia with those of Japan. Comparison was done based on book categorisation genre strategy to 12 book genres. Based on Monte Carlo simulation method data, Malaysians are attracted to book genres on language, literature and science. While the Japanese are more interested in the book genres of social sciences and hobbies/art. The similarity between Malaysian and Japanese societies are that both societies also favour book genre of literature. However, it is possible that the themes of literary genre in Japan and Malaysia are very different. The result of this study can be used to identify the differences between Malaysian and Japanese reading habits as well as for formulating strategies to change Malaysian reading habits towards the style of Japanese reading habits.


2021 ◽  
Vol 12 (4) ◽  
pp. 209-215
Author(s):  
D. I. Chitalov ◽  

The research, the results of which are presented in this article, is devoted to the development of a software module with a graphical user interface that provides a modification of the computational mesh based on the dsmcInitialise utility, which is used at the preprocessing stage of numerical modeling of continuum mechanics problems using the OpenFOAM software environment. The paper describes the existing graphical shells for working with OpenFOAM with an indication of their shortcomings, formulates the relevance of the work, and defines the goals and objectives of the study. The article presents the features of the direct Monte Carlo simulation method, a description of the dsmcInitialise utility integrated into OpenFOAM and designed for such modeling, as well as a description of the corresponding dictionary file with parameters. The article includes diagrams of the structure and logic of the application, describes the technology stack used. The results of the application of the program on the example of one of the training problem of OpenFOAM are presented. The final conclusions are formulated, as well as the provisions that determine the scientific novelty of the research, and its intended practical value is determined. A link to the repository with the source code of the presented software module is provided.


Energies ◽  
2021 ◽  
Vol 14 (10) ◽  
pp. 2885
Author(s):  
Daniel Losada ◽  
Ameena Al-Sumaiti ◽  
Sergio Rivera

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.


2021 ◽  
Author(s):  
Armin Bergermann ◽  
Martin French ◽  
Ronald Redmer

<p>We explore the performance of the Gibbs-ensemble Monte Carlo simulation method by calculating the miscibility gap of H<sub>2</sub>-He mixtures with analytical exponential-six potentials [1]. We calculate demixing curves for pressures up to <em>500</em> kbar and temperatures up to <em>1800</em> K. Our results are in good agreement with <em>ab initio </em>simulations in the non-dissociated region of the phase diagram. Next, we determine new parameters for the Stockmayer potential [2] to model the interactions in the H<sub>2</sub>O-H<sub>2</sub>O system for temperatures of <em>1000</em> K < <em>T</em> < <em>2000</em> K. The corresponding miscibility gap of H<sub>2</sub>-H<sub>2</sub>O mixtures was determined and we calculated demixing curves for pressures up to <em>150</em> kbar and temperatures up to <em>2000</em> K. Our results show reasonable agreement with previous experimental data of Bali <em>et al.</em> [3]. These results are important for interior and evolution models for ice giant planets [4].<br><br><strong>References</strong><br>[1] A. Bergermann, M. French, M. Schöttler and R. Redmer, Phys. Rev. E, 103 (2021)<br>[2] W. Stockmayer, The Journal of Chemical Physics 9, S. 398-402 (1941)<br>[3] E. Bali, A. Audétat and H. Keppler, Nature, 495, 7440 (2013)<br>[4] R. Helled, N. Nettelmann and T. Guillot, Space Science Reviews, 216 (2020)<br><br><br><br><br></p>


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