Statistical Simulation Method Research Articles

The effects of dating uncertainties on net accumulation estimates from firn cores

AbstractThe mean, trend and variability of net snow accumulation in firn cores are often used to validate model output, develop remote-sensing algorithms and quantify ice-sheet surface mass balance. Thus, accurately defining uncertainties associated with these in situ measurements is critical. In this study, we apply statistical simulation methods to quantify the uncertainty in firn-core accumulation data due to the uncertainty in depth–age scales. The methods are applied to a suite of firn cores from central West Antarctica. The results show that uncertainty in depth–age scales can give rise to spurious trends in accumulation that are the same order of magnitude as accumulation trends reported in West Antarctica. The depth–age scale uncertainties also significantly increase the apparent interannual accumulation variability, so these uncertainties must first be accounted for before using firn-core data to assess such processes as small-spatial-scale variability. Better quantification of error in accumulation will improve our ability to meaningfully compare firn-core data across different regions of the ice sheet, and provide appropriate targets for calibration and/or validation of model output and remote-sensing data.

Electromagnetic Compatibility Studies: LTE BS vs. Aeronautical Radionavigation Services in 694-790 MHz Frequency Band

Abstract This paper presents the sharing analysis of the 694–790 MHz frequency band for Mobile services IMT and Aeronautical radio-navigation services (ARNS) using SEAMCAT (established by CEPT) software based on the statistical simulation (Monte-Carlo) method. In 2012 the World Radiocommunication Conference (WRC-12) decided to allocate the 694–790 MHz frequency band (the so-called 700 MHz band) to mobile services IMT (excluding aeronautical mobile) after WRC-15 conference. But this agreement raises electromagnetic compatibility problems, which should be solved until WRC-15 [1]. This study was carried out in two phases: first applying theoretical analysis, then statistical Monte-Carlo simulations with SEAMCAT software tool in order to verify results obtained in theoretical approach. Analytical calculations shows that the required protection distances between ARNS stations and the MS base stations are 132 km. The obtained results from SEAMCAT simulations indicate that separation distance should be above 100 km. These results illustrate that the systems are not electromagnetically compatible. The possible mitigation technic could be antenna pattern correction.

Possibilities to validate design models for corrosion in carbonated concrete using condition assessment data

This study analyses the actual observed corrosion damage and active corrosion in concrete facades in Nordic outdoor climate and compares this data with the DuraCrete design model for carbonation initiated corrosion propagation phase. Active corrosion was examined in this study by calculating backwards the age of the building and the initiation time by carbonation from a large condition assessment data from concrete facades and balconies using statistical simulation methods. The earliest visible corrosion damage on concrete facades was observed in condition assessments already after 8–15years from construction. In a large group of buildings the damage occurrence was found to reasonably well follow a normal distribution. The design model was found in the case of concrete facades and balconies in Finnish climate conditions to overestimate considerably the propagation phase predictions in all of the studied structure types compared to the statistical analysis. The overestimation in the model is due to the high influence of concrete resistivity and the definition of corrosion penetration needed for the initiation of a crack.

Analytical Probability Density Calculation for Step Pulse Response of a Single-Ended Buffer With Arbitrary Power-Supply Voltage Fluctuations

An analytical methodology to calculate the probability density functions (PDFs) for the step pulse response of a single-ended buffer with arbitrary power-supply voltage fluctuations is proposed. To validate the theory, a silicon IC with noise-aggressing buffers and a victim buffer was designed, fabricated, and assembled in a printed circuit board (PCB). The overall power distribution network (PDN) of the IC and PCB was modeled from impedance measurements. The PDFs of the step pulse response of the victim buffer with power-supply voltage fluctuations were calculated and validated by comparisons with HSPICE and experimental results. The obtained PDFs due to power-supply voltage fluctuations could be combined with the statistical link simulation methods for quick estimation of bit error rate (BER).

The Research of the Electric Vehicle Wiring Harness Dynamic Crosstalk Based on Statistical Simulation Method

In the actual situation, because of the shock of automobile in the movement process and the wire harness in undulating tube placement is random, leading to the relative position of the wire harness is not fixed, Thus lead to crosstalk value has certain dynamic range. In this paper, obtained the unit mutual inductance and mutual capacitance of wire with insulation layer using mirror image method, simulation and prediction of crosstalk dynamic interval by statistical simulation method, obtain harness near end crosstalk changes range within 3dB at a confidence level of 80%. This provides a reference for EMC design of automotive wiring harness.

Statistical methodology for assessing manufacturing quality related to transverse cracking in cross ply laminates

Abstract We present a statistical analysis based methodology for making assessment of the manufacturing quality of cross ply composite laminates as it relates to its effect on transverse cracking evolution. Assuming a two-parameter Weibull distribution of tensile strength of the transverse plies to represent randomly distributed manufacturing defects, multiple crack formation in the plies is simulated in the non-interactive and interactive regimes of cracking using the local stress fields calculated by a variational analysis. The statistical methodology is demonstrated on crack density evolution in cross ply laminates manufactured by four different processing routes and loaded in monotonic tension in the axial direction. The differences in the crack density evolution, supposedly due to different defect population induced by the four manufacturing conditions, could be described by the proposed statistical simulation method.

Статистичне моделювання сейсмічного шуму в багатовимірній області змінних для визначення частотних характеристик геологічного середовища

The paper deals with the theory and methods of statistical simulation of random processes and fields based on their spectral decomposition and Kotelnikov-Shennon modified interpolation sums, as well as applying these methods for environmental geophysical monitoring. Statistical simulation of multivariate random fields (those homogeneous in time and homogeneous isotropic in n other variables) are considered to be essential for seismological research into frequency characteristics of geological media. A statistical model and a numerical algorithm of simulating random fields are built on the basis of Kotelnikov-Shennon modified interpolation decomposition to generate adequate realizations of seismic noise. The paper examines real-valued random fields ξ(t,x),tϵÎR,xÎRn, those homogeneous in time and homogeneous isotropic ones relative to spatial variables in the multidimensional space. It also considers approximation of random fields by the random fields with a bounded spectrum. There is made an analogue of the Kotelnikov–Shannon theorem for random fields with a bounded spectrum. Besides, there are obtained estimates of the mean-square approximation of random fields in the space R´Rn by a model constructed with the help of spectral decomposition and Kotelnikov–Shannon interpolation formula. The paper provides a mechanism for statistical simulation of Gaussian random fields with a bounded spectrum; namely, those homogeneous in time and homogeneous isotropic ones relative to spatial variables in the multidimensional space. Proved have been the theorems of the mean-square approximation of random fields (those homogeneous in time and homogeneous isotropic ones relative to n- other variables) by special partial sums. A simulation method was used to formulate an algorithm of numerical simulation by means of these theorems. There are also considered ways to carry out spectral analysis of generated seismic noise realizations. Finally, there have been developed universal methods of statistical simulation (Monte Carlo methods) of multi-parameter seismology data for generating seismic noise on 2D and 3D grids of the required detail and regularity.

Super-equilibrium increase of chemical reaction rate in the detonation front and other effects in the detonation wave initiated by a shock wave

In the present work the problem of detonation wave formation in a shock tube was considered in one-dimensional formulation. The Monte Carlo non-stationary method of statistical simulation (MCNMSS), also known as DSMC, was used for simulation. The method automatically takes into account all details of mass and heat transfer. At an initial moment, the low-pressure channel (LPC) of the shock tube was filled with gas A while the high-pressure chamber (HPC) was filled with gas C. The cross-sections of the HPC and LPC, as well as the temperatures of gases A and C were equal to each other. At the beginning of the simulation the ratio of pressures in the HPC and LPC was equal to 100. It was assumed that chemical reactions $$\mathrm{{A}}+\mathrm{{M}} \rightarrow \mathrm{{B}}+\mathrm{{M}}$$ ( $$\mathrm{{M}}=\mathrm{{A}},\, \mathrm{{B}}$$ and $$\mathrm{{C}}$$ ) took place. The ratio of molecular masses of gases $$\mathrm{{A}},\, \mathrm{{B}}$$ and $$\mathrm{{C}}$$ was taken as 20:20:1. Different reaction thresholds were considered. For the case of a low reaction threshold, the velocity of the resulting detonation wave was found to be higher than the Chapman–Jouguet velocity. A region with constant values of flow parameters inside product was observed. An increase of the reaction threshold led to disappearance of this region and gave rise to something similar to an expansion wave, with peaks of flow parameters at the leading part of the detonation wave. The values of these peaks were found to be constant in time. The velocity of the detonation wave became appreciably lower than the Chapman–Jouguet velocity. Further increase of the reaction threshold led to disappearance of detonation. The reactions $$\mathrm{{A}}+\mathrm{{B}} \rightarrow \mathrm{{B}}+\mathrm{{B}}$$ and $$\mathrm{{A}}+\mathrm{{C}}\rightarrow \mathrm{{B}}+\mathrm{{C}}$$ turned out to be very important for initiation of detonation.

小地域補間のための空間集計モデルの適用可能性

Recently, spatial data set for fine zone scale becomes more important in urban planning. However, social or economic activity data such as transportation or production output are often difficult to get in the fine zone scale, due to the difficulties in survey. Comparing to these data, demographic data obtained in national census is able to easily get, so then an area interpolation by a regression approach can be applied to estimate the value of objective variable in fine zone. On the other hand, Modifiable Areal Unit Problem (MAUP), often cause a serious problem such as biased estimation of the statistical model parameter due to inadequate treatment for spatial dependencies in the spatial dependency matrix. This study develops a novel spatial econometric model with areal interpolation by using spatial aggregation matrix and spatial decomposition matrix. The proposed model fulfills the pycnophylactic property (i.e. spatial aggregation condition) between fine and source zone. We checked the performance of the proposed model by Monte Carlo simulation (MC) using hypothetical spatial data with the known value of parameters and the controlled error term. Moreover, we empirically examined the applicability of the proposed model for small area interpolation using the dataset in inter-regional passenger traffic. The estimated model proved that the proposed model can perform well for small area interpolation. Keyword: spatial econometric models, spatial aggregation matrix, pycnophylactic property JEL codes: C13(Estimation), C15(Statistical Simulation Methods), C51(Model Construction and Estimation), C52(Model Evaluation, Validation, and Selection) 1 Graduate School of Engineering, Hiroshima University, 4-1, Kagamiyama 1 chome, Higashi-Hiroshima 739-8527, Japan. E-mail: m121388@hiroshima-u.ac.jp 2 Graduate School of Engineering, Hiroshima University, 4-1, Kagamiyama 1 chome, Higashi-Hiroshima 739-8527, Japan. E-mail: mtukai@hiroshima-u.ac.jp

Nucleotide substitutions in dengue virus serotypes from Asian and American countries: insights into intracodon recombination and purifying selection

BackgroundDengue virus (DENV) infection represents a significant public health problem in many subtropical and tropical countries. Although genetically closely related, the four serotypes of DENV differ in antigenicity for which cross protection among serotypes is limited. It is also believed that both multi-serotype infection as well as the evolution of viral antigenicity may have confounding effects in increased dengue epidemics. Numerous studies have been performed that investigated genetic diversity of DENV, but the precise mechanism(s) of dengue virus evolution are not well understood.ResultsWe investigated genome-wide genetic diversity and nucleotide substitution patterns in the four serotypes among samples collected from different countries in Asia and Central and South America and sequenced as part of the Genome Sequencing Center for Infectious Diseases at the Broad Institute. We applied bioinformatics, statistical and coalescent simulation methods to investigate diversity of codon sequences of DENV samples representing the four serotypes. We show that fixation of nucleotide substitutions is more prominent among the inter-continental isolates (Asian and American) of serotypes 1, 2 and 3 compared to serotype 4 isolates (South and Central America) and are distributed in a non-random manner among the genes encoded by the virus. Nearly one third of the negatively selected sites are associated with fixed mutation sites within serotypes. Our results further show that of all the sites showing evidence of recombination, the majority (~84%) correspond to sites under purifying selection in the four serotypes. The analysis further shows that genetic recombination occurs within specific codons, albeit with low frequency (< 5% of all recombination sites) throughout the DENV genome of the four serotypes and reveals significant enrichment (p < 0.05) among sites under purifying selection in the virus.ConclusionThe study provides the first evidence for intracodon recombination in DENV and suggests that within codons, genetic recombination has a significant role in maintaining extensive purifying selection of DENV in natural populations. Our study also suggests that fixation of beneficial mutations may lead to virus evolution via translational selection of specific sites in the DENV genome.

The model of queuing theory based on the maintenance support of equipment of statistical simulation method

Taking the maintenance support of certain equipment as an example, a queuing model is built by using the queuing-system theory of finite call-delay system of the customer source. This paper analyses the maintenance support problems of the equipment with limited customer resource’s theory of waiting queuing system, and describes a simulation research on the mean number of malfunction and the mean time of waiting for maintenance with MATLAB7.1 programming. And also, the distribution uniformity test of random number and error analysis for the simulation results is conducted. Therefore, a scientific and effective method used to forecast the amount of the maintenance work of the equipment and determine the scale of the force of the maintenance support is provided.

Thermal conductivity of metallic nanoparticle

Concerning metallic nanoparticles, a statistical simulation method to predict the electron mean free path of a nanoparticleis developed. And the phonon-contributed specific heat and phonon group velocity are also analyzed. Then, the kinetic theory is used to obtain the electron thermal conductivity and the lattice thermal conductivity of the nanoparticles. The size dependence of these properties is further discussed. It turns out that the electron mean free path of a square nanoparticle approximates to that of a circle nanoparticle if nanoparticles are of the same characteristic length. The electron thermal conductivity is much higher than the lattice thermal conductivity on the nanoscale. Either electron or lattice thermal conductivity of nanoparticles declines with diameter decreasing, while the size dependence of electron thermal conductivity is more obvious. However, if the diameter decreases to quite a small size, the electron thermal conductivity will become as low as the lattice thermal conductivity. In addition, the electron/lattice thermal conductivity of a nanoparticle will become less size-dependent if its characteristic length is 4 times larger than corresponding bulk electron/phonon mean free path.

Simulation of the heat exchange between the supersonic flow and the stationary body in a gas centrifuge

We have made comparative calculations of the heat exchange in the subpersonic flow of gaseous UF6 around the stationary cylindrical body inside the rotating rotor of the gas centrifuge. It has been revealed that the integral heat flux from the gas to the body calculated with the use of the ANSYS-CFX program complex from the viewpoint of the continuum model is much smaller than the heat flow calculated by the Monte Carlo method of direct statistical simulation. Estimates show that under the conditions being considered the boundary layer on the surface of the body has no time to be formed and has a thickness of the order of the mean free path of the gas molecules and, therefore, the use of the methods of continuum mechanics in this region is incorrect. On the contrary, the method of direct statistical simulation permits taking into account the interaction of gas molecules directly with the surface of the streamline body and obtaining more correct results.

A two-stage method for building classifiers

A specific method for the evaluation of unknown parameters of a specified pair of normally distributed populations called the two-stage method for building classifiers is discussed. The determined parameter estimates are used to generate Bayesian data classifiers obtained by sampling from specified populations. The statistical simulation method is used to study the effect of the second evaluation stage on the mean classification error probability.

Optimal planning of passive harmonic filters using hybrid differential evolution considering variation of system parameters

SUMMARY This paper presents an optimal planning of passive harmonic filter using the hybrid differential evolution method considering variation of system impedance, harmonic current sources and filter tuning points. The proposed method minimizes an objective composed of the total harmonic distortion of current and voltage, selects different filters topologies, and determines their optimal parameters and tuned points under a constant cost. The harmonic currents and voltages in a power system are expressed as probabilistic models which are obtained using the statistical simulation method. Monte-Carlo simulation is employed to verify the accuracy of the obtained probabilistic models. The method proposed is applied to solve the harmonic problems in a practical chemical plant, and the results show that the proposed method is effective for passive filter planning in industrial distribution systems. Copyright © 2012 John Wiley & Sons, Ltd.

A probabilistic forecasting of oil pipeline lifetimes at the design stage

The oil pipeline lifetime distribution was found by the method of statistical simulation according to a determined formula, when the yield point, load, and dimensions of the section are subject to a normal distribution law. The expression for the limiting pressure of the beginning of yield under the joint action of circular, longitudinal, and temperature stresses has been obtained. On the basis of these data, the forecasting of lifetime factors of oil pipeline reliability at its design stage and building has been performed, and due to that environmental safety was enhanced.

Recognition of predetermined signals in the automated radio monitoring problems

In practice, besides the signals predetermined in a probabilistic sense, the unknown signals for which the learning sampling cannot be obtained. In this case the classical recognition methods cannot be used, this results in the need for development of nontraditional signals recognition methods taking into account the presence of the unknown signals class. The distinctive feature of the given work is the signals recognition methods concretizing for the case of the signals description with probabilistic models in the form of auto regression processes and mixtures of random signals. The decision results of the typical recognition problems in automated radio monitoring with using this recognition methods are considered. When solving the problems of the specified radio transmission types recognition, the decision rule based on the signals’ auto regression model was used. Investigations were performed using the statistical simulation method with the samplings of radio signals for 10 different types of radio transmissions peculiar to the problems of the automated radio monitoring. The mean probability of correct recognition 0,95 was obtained. When solving another problem of radio monitoring - recognition of the type radio signals modulation - the decision rule, based on the type of the model of distributions’ mixtures was used. Investigations were performed with the sampling of radio signals from 5 different types of modulation typical for radio monitoring. The mean probability of correct recognition 0.9 was obtained.

Probabilistic prediction of the residual lifetime of a gas pipeline under pitting corrosion

With the help of a deterministic formula and statistical simulation method, the residual lifetime distribution, numerical performance, and residual factors of gas pipeline reliability are determined for the case when the yield point, pressure, and sizes of pipe walls and defects are distributed according to the Gauss law. The optimal strategy is determined for preventing the failure of the examined gas pipeline, which minimizes emergency failure and increases gas pipeline safety.

Control Standard of Ground Surface Settlement Induced by Running Tunnel Construction in Beijing Subway

Ground settlement, especially the ground surface settlement induced by subway tunneling is an important issue. However, there is no an agreed standard for controlling ground surface settlement during the subway construction at present. The control standard of ground surface settlement was studied using the methods of statistical analysis and numerical simulation based on the running tunnel in Beijing subway. According to the research results, a conclusion could be obtained that the ground surface settlement can be controlled within 40 mm using the general construction measures in Beijing subway running tunnel construction, and furthermore, the settlement of 40mm will not damage the existing nearby structures and utilities including neighboring buildings, bridges and pipelines, etc. So the control valve of 40 mm is rational, which can be adopted as the control standard of ground surface settlement induced by running tunnel construction in Beijing subway.

Models of Statistic Distributions of Nonparametric Goodness-of-Fit Tests in Composite Hypotheses Testing for Double Exponential Law Cases

In this article, are presented more accurate results (tables of percentage points and statistic distribution models) for the nonparametric goodness-of-fit tests in testing composite hypotheses using the maximum likelihood estimate (MLE) for the double exponential distribution law. The statistic distributions of the nonparametric goodness-of-fit tests are investigated by applying the statistical simulation methods.