Monte Carlo Simulation Method Research Articles

Bus routing fine-tuning for integrated network-based demand and bus bridging for a disrupted railway system

Unanticipated commuter railway disruptions inevitably tend to result in passenger bunching and frustration with considerable delays. Bus bridging strategy is a timely response approach to operationally handle and ease these scheduling disturbance issues. Conventional strategies, in this case, are apt to adding new/temporary bus routes, or, alternatively, sharply amending existing routes. Nonetheless, previous approaches have mainly been dedicated to reducing the delay of stranded passengers. This was done without integrating and considering the ordinary demand with the stranded demand through optimally handling time-dependent total passenger demand based on available service capacity. Consequently, this study creates a method on how to fine-tune bus-routing changes to handle these railway disruptions. This method allows for adjusting partial bus routes to optimally solve the combined problem of the railway passengers with bus bridging and to service all the network-based bus stops. We propose a mixed integer nonlinear programming model with multitype vehicles using a rolling horizon method to minimize total passenger delay from integrated bus bridging and existing bus services. Considering the extensive problem of the bus network with variable headways, we use a customized branch-and-bound algorithm incorporating an elitist genetic algorithm and the Monte Carlo simulation method to solve the model. A case study of the Shanghai Jinshan Railway shows that the result of total passenger delay of the proposed bus bridging modeling with rolling horizon is less by 37.23% than without rolling horizon for representing the advance of knowledge, and less by 60.7% than the do-nothing situation for representing the advance over practice.

Variability of sub-regional fibre strength in 3D orthogonal SiC fabrics and its effect on the constitutive response of composites

Various fibre damage may occur during 3D orthogonal SiC woven weaving, leading to the variability of sub-regional fibre strength. In this study, different types of yarns were divided into several subregions along the cross-section according to the possible damage modes. The fibres in different subregions were extracted, and the monofilament strength test was carried out. The results showed that the fibre strengths of yarns and yarn subregions followed normal distributions. The correlation between the fibre strength distribution of the in-situ yarns and the subregion fibre strength difference was verified by using the Monte Carlo simulation method. Finally, the sub-regional fibre strength difference was considered in the tensile simulation of 3D orthogonal woven SiC/SiC composites. The simulation results agree with the experimental results and showed that the variability of sub-regional fibre strength significantly affects the composite's constitutive behaviour.

Verification of structural reliability of a highway bridge in the state of Rio Grande do Sul

This study deals with the evaluation of the reliability index of prestressed girders members of road bridges in relation to the ultimate limit state (ULS) of bending failure. In a wide bibliographic review of scientific works that deal with structural reliability, prestressed structural elements and road bridges, it is observed that few of these deals specifically with the reliability of girders considering the codes NBR 7188 of 2013 and NBR 7187 of 2021. A mechanical model was developed for the calculation of the beam resistant moment and the Monte Carlo Method was used to obtain a data set that represents the statistics of the structure in the ULS. To obtain the reliability index B, the first order reliability method (FORM) was used. The values obtained by the analytical method are validated using the Monte Carlo simulation method. For all evaluated cases, the value of the reliability index was higher than 4.0, which is higher than the minimum required value of 3.5, showing that the national normative recommendations for the design of beam members guarantee a very conservative level of safety.

A novel Bayesian Max-EWMA control chart for jointly monitoring the process mean and variance: an application to hard bake process

In this article, we introduce a novel Bayesian Max-EWMA control chart under various loss functions to concurrently monitor the mean and variance of a normally distributed process. The Bayesian Max-EWMA control chart exhibit strong overall performance in detecting shifts in both mean and dispersion across various magnitudes. To evaluate the performance of the proposed control chart, we employ Monte Carlo simulation methods to compute their run length characteristics. We conduct an extensive comparative analysis, contrasting the run length performance of our proposed charts with that of existing ones. Our findings highlight the heightened sensitivity of Bayesian Max-EWMA control chart to shifts of diverse magnitudes. Finally, to illustrate the efficacy of our Bayesian Max-EWMA control chart using various loss functions, we present a practical case study involving the hard-bake process in semiconductor manufacturing. Our results underscore the superior performance of the Bayesian Max-EWMA control chart in detecting out-of-control signals.

Robust compromise multicriteria decision model to evaluate the level of achievement of graduation profile

We propose an approach of a robust compromise multi-criteria decision-making model that evaluates the level of competency achievement in graduation profiles. Quantitative information on qualifications of specific and generic competencies of a graduation profile was collected from professors, graduates, employers, community partners, and students' self-perception of achievement. This information was categorized using ordinal Likert scales generated through Monte Carlo simulation methods and copula modeling. The proposed model is validated using optimization methods. It provides a single score for the level of competency achievement, and the analysis is conducted using descriptive statistics and multivariate analysis of clusters. Simulated scenarios revealed that higher weights given by stakeholders in the construction of the robust compromise score were associated with higher evaluation scores of competencies from the same stakeholders. Scenarios with negative correlations between stakeholder qualifications about level of achievement of graduation profile yielded lower scores in the robust compromise multi-criteria decision-making model. Our proposal for Robust Compromise Multi-Criteria Decision Making Model offers more precise single scores, reducing the epistemological uncertainty associated with the input information.

Interaction of sulfasalazine with outer surface of boron-nitride nanotube as a drug carrier in aqueous solution: insights from quantum mechanics and Monte Carlo simulation

The improvement of the solubility of sulfasalazine in physiological media was the major aim of this study. Accordingly, BNNT inspected as a notable candidate for the carriage of this drug in aqueous media. For this purpose, four possible interactions of two tautomer of sulfasalazine with (9,0) boron-nitride nanotube were considered in aqueous media. The compounds were optimized in gas phase using density functional calculations. Solvation free energies and association free energies of the optimized structures were then studied by Monte Carlo simulation and perturbation method in water environment. Outcomes of quantum mechanical calculations presented that interaction of keto form of sulfasalazine produce the most stable complexes with boron-nitride nanotube in gas phase. Simulation results revealed that electrostatic interactions play a vital role in the intermolecular interaction energies after binding of drug and nanotube in aqueous solution. Results of association free energy calculations indicated that complexes of both two sulfasalazine tautomers (keto and enol) and nanotube were stable in solution. Computed solvation free energies in water showed that the interaction with boron-nitride nanotube significantly improved the solubility of sulfasalazine, which could improve its in vivo bioavailability.

Spatial distribution, ecological risk and health risk assessment of heavy metals in agricultural soil from Ankang basin, Shaanxi Province

In order to assess the heavy metal pollution features, ecological dangers, and health risk status posed to human beings by soils in the Ankang Basin, a study was conducted. This involved the collection of 38 surface soil samples, followed by the determination of elemental levels of arsenic, mercury, copper, cadmium, lead, chromium, nickel, and zinc. The concentrations of arsenic, mercury, copper, cadmium, lead, chromium, nickel, and zinc were quantified through the collection of 38 surface soil samples. The data obtained from the study was subjected to analysis and evaluation utilizing various academic methodologies, including the geo-accumulation index method, potential ecological risk assessment method, human health risk assessment model, and Monte Carlo simulation method. The findings indicated that the concentrations of the eight heavy metals in the soil above the background levels, with only Cadmium (Cd) marginally surpassing the threshold set for controlling soil pollution risks. The ground accumulation index revealed a higher degree of soil pollution with mercury, cadmium, copper, and zinc components. According to the possible ecological risk index, the presence of mercury and cadmium elements poses significant ecological hazards. The geographical distribution analysis suggests that these risks mostly stem from the combined impacts of human activities and the topographical and geomorphological characteristics of the river valley. The findings of the human health risk assessment indicated that the non-carcinogenic risk fell within acceptable limits. Additionally, it was observed that the carcinogenic risk associated with arsenic, mercury, cadmium, and nickel was comparatively greater for children as compared to adults. The results of the Monte Carlo simulations indicate that the non-carcinogenic hazards have a negligible effect on human health. However, it was seen that arsenic and nickel have a greater likelihood of presenting a substantial carcinogenic risk to humans, particularly in relation to the pediatric population, hence exerting a more pronounced impact on their health. In general, it is observed that conventional deterministic risk assessments tend to overstate the potential health risks associated with a given situation. Conversely, the utilization of Monte Carlo simulations has been found to effectively mitigate uncertainties in health risk assessments. It has been observed that children exhibit a higher vulnerability to both carcinogenic and non-carcinogenic health impacts resulting from exposure to heavy metals present in soil, in comparison to adults. It is recommended that residents prioritize the surveillance of soil heavy metals in relation to potential impacts on human health.

Coverage Enhancement of Light-Emitting Diode Array in Underwater Internet of Things over Optical Channels

The construction of the underwater Internet of Things (UIoT) is crucial to marine resource development, environmental observation, and tactical surveillance. The underwater optical wireless communication (UOWC) system with its large bandwidth and wide coverage facilitates the high-capacity information interconnection within the UIoT networks over short and medium ranges. To enhance the coverage characteristics of the UOWC system, an optimized lemniscate-compensated layout of light-emitting diode (LED) array is proposed in this paper, which can ameliorate the received optical power and reliability at the receiving terminal. Compared with traditional circular and rectangular layouts, the received optical power and bit error rate (BER) performance of the proposed system are analyzed based on the Monte Carlo simulation method. The analysis results show that the proposed LED array achieves a smaller peak power deviation and mean square error of the received optical power under three typical seawater environments. Furthermore, the proposed LED-array scheme supports a better BER performance of the UOWC system. For example, in turbid seawater with a transmission depth of 9.5 m, the BER of the proposed LED array layout is 1 × 10−7, which is better than the BER of 3.5 × 10−6 and 1 × 10−4 under the other two traditional light source layouts.

Strongly non-additive symmetric mixtures in slit-like pores

Using Monte Carlo simulation methods in the grand canonical ensemble, we have studied the behavior of symmetric binary mixtures confined between attractive planes. We have elucidated the effects of high negative geometric and energetic non-additivity on the phase behavior of mixtures in nanoscopic slit-like pores. In such systems, the geometric non-additivity favors mixing, while the energetic non-additivity favors the formation demixed dense phases. It has been shown that the confinement considerably influences the phase behavior. In particular, phase separation has been found to be suppressed in narrow pores, while in wide pores the phase behavior becomes qualitatively the same as in bulk systems. It has also been demonstrated that the demixed solid is stable over a certain temperature range in pores, while the bulk mixtures characterized by the same non-additivity exhibit only the presence of mixed solid.

Reliability evaluation of flexural capacity design provision for UHPC beams reinforced with steel rebars/prestressing tendons

This study investigated the reliability of the flexural capacity prediction models for ultra-high performance concrete (UHPC) beams in various standards, including the Chinese UHPC Code (draft), Chinese standards JGJ/T 465–2019 and JTG 3362–2018, Swiss standard SIA 2052–2016, and French standard NF P18–710–2016. The research was based on two comprehensive databases of 110 reinforced and 47 prestressed UHPC beams. Correlation analysis of the model errors of the flexural capacity formulae was conducted at first. Then, the reliability of the prediction models was analyzed through Monte Carlo simulation (MCS) and first-order second-moment (FOSM) method, considering the design parameters such as material strength, live-to-dead load ratio, longitudinal reinforcement ratio, and prestressing tendon ratio. The results indicated that the prediction model in Chinese UHPC Code (draft) could accurately predict the flexural capacity of reinforced and prestressed UHPC beams among the five specifications, with the mean model errors of 1.06 and 1.02, respectively. The reliability indexes of Chinese UHPC Code (draft), Swiss standard SIA 2052–2016, and French standard NF P18–710–2016 for both the reinforced and prestressed UHPC beams were significantly higher than the specified value of 4.2 in the Chinese standard. The sensitivity analysis showed that the reliability index increased with the increase of live-to-dead load ratio, but it was not significantly influenced by UHPC compressive strength. In addition, the reliability index decreased as the longitudinal reinforcement ratio and prestressing tendon ratio increased. Material partial factor of flexural resistance of the formula in Chinese UHPC Code (draft) was calibrated, and γc= 1.30 was recommended for UHPC beams for safety.

Analysis of Uneven Distribution of Nodes Creating a Percolation Channel in Matrices with Translational Symmetry for Direct Current

In this study, the phenomenon of node percolation was tested using the Monte Carlo computer simulation method for square matrices with dimensions L = 55, 101 and 151. The number of samples for each matrix was 5 × 106. The spatial distributions of the coordinates of the nodes creating the percolation channel were determined, and maps of the density distribution of these nodes were created. It has been established that in matrices with finite dimensions, an edge phenomenon occurs, consisting of a decrease in the concentration of nodes creating a percolation channel as one approaches the edge of the matrix. As the matrix dimensions increase, the intensity of this phenomenon decreases. This expands the area in which values close to the maximum occur. The length distributions of the left and right clusters of non-conducting nodes were determined for the situation when the next randomly selected node connects them and thus reaches the percolation threshold. It was found that clusters whose dimensions are close to half of the matrix dimensions are most likely to occur. The research shows that both the values of the standard deviation of the percolation threshold and the intensity of the edge phenomenon are clearly related to the dimensions of the matrices and decrease as they increase.

Bayesian cost-effectiveness analysis of Whole genome sequencing versus Whole exome sequencing in a pediatric population with suspected genetic disorders.

Genetic diseases are medical conditions caused by sequence or structural changes in an individual's genome. Whole exome sequencing (WES) and whole genome sequencing (WGS) are increasingly used for diagnosing suspected genetic conditions in children to reduce the diagnostic delay and accelerating the implementation of appropriate treatments. While more information is becoming available on clinical efficacy and economic sustainability of WES, the broad implementation of WGS is still hindered by higher complexity and economic issues. The aim of this study is to estimate the cost-effectiveness of WGS versus WES and standard testing for pediatric patients with suspected genetic disorders. A Bayesian decision tree model was set up. Model parameters were retrieved both from hospital administrative datasets and scientific literature. The analysis considered a lifetime time frame and adopted the perspective of the ItalianNational Health Service (NHS). Bayesian inference was performed using the Markov Chain Monte Carlo simulation method. Uncertainty was explored through a probabilistic sensitivity analysis (PSA) and a value of information analysis (VOI). The present analysis showed that implementing first-line WGS would be a cost-effective strategy, against the majority of the other tested alternatives at a threshold of €30,000-50,000, for diagnosing outpatient pediatric patients with suspected genetic disorders. According to the sensitivity analyses, the findings were robust to most assumption and parameter uncertainty. Lessons learnt from this modeling study reinforces the adoption of first-line WGS, as a cost-effective strategy, depending on actual difficulties for the NHS to properly allocate limited resources.

Foreign exchange option pricing under the 4/2 stochastic volatility model with CIR interest rates.

. Foreign exchange (FX) options are studied in a new stochastic volatility model (the 4/2 stochastic volatility model), which includes, as special instances, the Heston model and the 3/2 model, for the exchange rate in combination with the Cox-Ingersoll-Ross (CIR) dynamics for the domestic and foreign stochastic interest rates. We allow the correlation between the instantaneous volatility and the dynamics of the exchange rate, whereas the interest rates in both domestic and foreign markets are assumed to be independent of the dynamics of the exchange rate. We provide a semi-analytical formula for the price of the European FX call option via Fourier inversion. Through the change of measure technique, we derived explicit expressions for conditional characteristic functions. Our model is computationally tractable, thereby the pricing procedure is accurate and illustrates more efficiency in comparison to the Monte Carlo simulation method. Finally, we perform calibrations on market data, demonstrating that our model fits the implied volatilities well and outperforms the Heston model with CIR interest rates.

Radioactivity in a bucket

In radiation physics classes, point sources are typically used, for which it is relatively easy to describe the signal obtained by a radiation detector, such as the NaI(Tl) scintillation detector. The use of large extended radiation sources is generally avoided due to the mathematical complexity that their description may involve. However, the use of Monte Carlo simulation methods allows this limitation to be overcome. Potassium chloride, containing the 40K isotope, is an ideal candidate for carrying out this type of experiment. The source activity is obtained through the detection of the 1460.8 keV gamma-photon emitted in the 40K decay. In the first experiment, a cylindrical container is used, placing the NaI(Tl) detector in its center and filling the remaining space with potassium chloride. In a second, more complex case, a large radioactive source consisting of a container filled with a mixture of sand and potassium chloride, with the NaI(Tl) detector placed in the center of the mixture, is used. In this case, the mass of potassium chloride is approximately 1/5 of the sand mass. In both experiments, the detection efficiency is obtained by Monte Carlo simulation. A careful analysis of the experimental data allows to obtain a good agreement between the measured and calculated value of the activity.

A Weibull process monitoring with AEWMA control chart: an application to breaking strength of the fibrous composite

In recent times, there has been a growing focus among researchers on memory-based control charts. The Exponentially Weighted Moving Average (EWMA) and Cumulative Sum (CUSUM) charts and the adaptive control charting approaches got the attention. Control charts are commonly employed to oversee processes, assuming the monitored variable follows a normal distribution. However, it's worth noting that this assumption does not hold true in many real-world situations. The use of the algebraic expression for normalization, which can be used for all kinds of skewed distributions with a closed-form distribution function, using the proposed continuous function to adapt a smoothing constant, motivates this study. In the present manuscript, we design an EWMA statistic-based adaptive control chart to monitor the irregular variations in the mean of two parametric Weibull distribution and use Hasting approximation for normalization. The adaptive control charts are used to update the smoothing constant according to the estimated shift. Here we use the proposed continuous function to adapt the smoothing constant. The average run length and standard deviation of run length are calculated under different parameter settings. The effectiveness of the proposed chart is argued in terms of ARLs over the considered EWMA chart through Monte-Carlo (MC) simulation method. The proposed chart is examined, followed by a real data set to demonstrate the design and application procedures.

Analysis of the influence of different pore ratios on methane adsorption characteristics of coal

The diverse pore structures in coal are pivotal in coalbed methane storage and transportation, making it highly significant to explore methane adsorption characteristics across varying pore sizes for effective prevention and control of coal mine gas disasters. Using the proposed graphene nanotube filling method, eight coal molecule models with varying pore size ratios were constructed, including four different pore radii: 0.35 nm, 0.55 nm, 0.75 nm, and 2 nm. Methane adsorption amount, methane density, and methane concentration distribution were obtained through Monte Carlo (GCMC) and molecular dynamics (MD) simulation methods. The research results show that coal consisting of multiple pore sizes had a better methane adsorption capacity than a single pore size. Combining pore sizes of 0.35 nm, 0.55 nm, and 0.75 nm in a 1:2:1 ratio resulted in the highest excess methane adsorption capacity in coal, reaching 5.623 mmol/g. The single pore size of 0.55 nm in coal had the lowest excess adsorption amount of methane, which was 2.236 mmol/g. The presence of mesopores weakened the methane adsorption capacity of coal, and this weakening effect increased with the increase of mesopore proportion. In the model composed of single pore size micropores, the methane concentration inside the pores was uniformly distributed. The coexistence of multiple micropores may lead to methane filling in the micropores in a monolayer adsorption form. The coexistence of micropores and mesopores does not alter methane filling in the micropores and monolayer adsorption in the mesopores. The research results provide new insights into our understanding of the impact of pores on methane adsorption in coal.

Fault analysis and reliability evaluation for motorized spindle of cycloidal gear grinding machine based on multi-source bayes

A Monte Carlo simulation method based on multisource bayes is proposed to improve the reliability of motorized spindles in cycloid gear grinding machines and reduce their failure rate. Based on field investigations and motorized spindle maintenance records, a fault tree model of a motorized spindle was established, and the fuzzy importance of each bottom event was evaluated. The fault tree of a motorized spindle was used as a Monte Carlo reliability simulation model, and its importance was used as the input parameter for the simulation. The reliability evaluation index of the motorized spindle was obtained at different simulation times. The feasibility and accuracy of the reliability simulation were verified by comparing the importance and simulation importance. A vibration test was designed for bearing faults with high importance, and fault extraction was performed by combining the wavelet packet transform and empirical mode decomposition. This method can also be used to simulate and analyze the reliability of other equipment or machine tools.

Optimal Scheduling Strategy of Microgrid Based on Reactive Power Compensation of Electric Vehicles

This paper proposes a microgrid optimal scheduling strategy based on the reactive power compensation of electric vehicles to address the issue of interactive fluctuation of voltage and power resulting from a high proportion of new energy integration into the grid. Firstly, for accurate prediction of electric vehicle charging and discharging behavior, the Monte Carlo simulation method was employed for day-ahead prediction. Secondly, an optimization method for reactive power compensation was developed, considering distributed sources such as wind turbines, photovoltaics, and electric vehicles, with the objective of minimizing network loss and power generation costs. Additionally, user-side prices and electric vehicle charging prices were taken into consideration. Finally, utilizing the IEEE14 bus simulation, a comparison was made between the microgrid with and without electric vehicle reactive support capacity. Results demonstrated that, while maintaining a power factor greater than 0.95, the proposed method reduced the average daily generation cost by 0.35%, average daily network loss by 7.0%, average daily bus voltage fluctuation by 48.60%, average electricity price by 2.88%, and EV user charging cost by 21.29%. These findings illustrate that the proposed reactive power compensation optimization method effectively mitigates voltage and power fluctuations resulting from new energy integration, ensuring system safety, reliability, and economic efficiency.

Adsorption behaviors for clathrate hydrates of CO2 with mixed gases

Here, the preference and adsorption capacities of guest molecules in the sI and sII hydrate of water cages when CO2 + H2S, CO2 + SO2 and CO2 + N2O gas mixture form hydrates are simulated by using grand canonical Monte Carlo and molecular dynamics hybrid simulations method. The results indicate that SO2 prefers to occupy large cages, H2S prefers small cages for CO2 + H2S and CO2 + SO2 and N2O exhibits little preference between small or large or cages of CO2 + N2O sI hydrates, respectively. The abundance ratio shows hydrate can effectively achieve the separation of flue gases. Moreover, the thermodynamics calculation results show that the impurity gases H2S, SO2 and N2O favors the formation of CO2 hydrate. The stability CO2 + H2S, CO2 + SO2 and CO2 + N2O sI hydrates is higher compared to the stability of sII hydrates. The phase equilibrium analysis provides clear evidence that enclathration of H2S and SO2 molecules into the water cages of the hydrate structure plays a crucial role in stabilizing the hydrate lattices. The findings of this study suggest that removal of certain flue gas impurities is not required during the replacement of CH4 in hydrate form with the CO2 gas. The current investigation provides theoretical background for executing replacement of CH4 in hydrate form with the CO2 gas.

Reliability modeling of wave energy converters based on pelamis technology

Wave generators, as renewable sources, are increasingly applied for power generation in developed electric networks. With the development of wave generator technologies, large-scale devices such as oscillating water columns, pelamis, wave-dragon, oyster, buoy, sea wave slot cone converter, and tapchan have been invented to extract electrical power from wave energies. The output of wave generators relies on the height and period of waves, and because of the wide variation in these quantities, the produced power from them changes widely. Therefore, in electric networks incorporating large wave generators, reliability is influenced and should be analyzed. In this paper, for the first time, the reliability modeling of pelamis, as a kind of commercial-scale wave generator, is executed. In the proposed multi-state reliability model of pelamis, failures of composed components and changes in the production of power are addressed. To obtain the optimal number of power states in the model, the XB factor is computed. Then, to reduce the number of power states in the model, the fuzzy c-means clustering methodology is applied. The obtained model is used to examine the adequacy assessment of an electric network containing a pelamis farm. Numerical results show that wave converters can improve the reliability performance of electric systems. However, wave period and height affect the reliability indices of the power system. The effectiveness of the proposed method is validated by comparing the outcomes obtained by the analytical and Sequential Monte Carlo Simulation methods.