11 resultados para stochastic simulation
em Universidad Politécnica de Madrid
Resumo:
The Agent-Based Modelling and simulation (ABM) is a rather new approach for studying complex systems withinteracting autonomous agents that has lately undergone great growth in various fields such as biology, physics, social science, economics and business. Efforts to model and simulate the highly complex cement hydration process have been made over the past 40 years, with the aim of predicting the performance of concrete and designing innovative and enhanced cementitious materials. The ABM presented here - based on previous work - focuses on the early stages of cement hydration by modelling the physical-chemical processes at the particle level. The model considers the cement hydration process as a time and 3D space system, involving multiple diffusing and reacting species of spherical particles. Chemical reactions are simulated by adaptively selecting discrete stochastic simulation for the appropriate reaction, whenever that is necessary. Interactions between particles are also considered. The model has been inspired by reported cellular automata?s approach which provides detailed predictions of cement microstructure at the expense of significant computational difficulty. The ABM approach herein seeks to bring about an optimal balance between accuracy and computational efficiency.
Resumo:
Natural regeneration is an ecological key-process that makes plant persistence possible and, consequently, it constitutes an essential element of sustainable forest management. In this respect, natural regeneration in even-aged stands of Pinus pinea L. located in the Spanish Northern Plateau has not always been successfully achieved despite over a century of pine nut-based management. As a result, natural regeneration has recently become a major concern for forest managers when we are living a moment of rationalization of investment in silviculture. The present dissertation is addressed to provide answers to forest managers on this topic through the development of an integral regeneration multistage model for P. pinea stands in the region. From this model, recommendations for natural regeneration-based silviculture can be derived under present and future climate scenarios. Also, the model structure makes it possible to detect the likely bottlenecks affecting the process. The integral model consists of five submodels corresponding to each of the subprocesses linking the stages involved in natural regeneration (seed production, seed dispersal, seed germination, seed predation and seedling survival). The outputs of the submodels represent the transitional probabilities between these stages as a function of climatic and stand variables, which in turn are representative of the ecological factors driving regeneration. At subprocess level, the findings of this dissertation should be interpreted as follows. The scheduling of the shelterwood system currently conducted over low density stands leads to situations of dispersal limitation since the initial stages of the regeneration period. Concerning predation, predator activity appears to be only limited by the occurrence of severe summer droughts and masting events, the summer resulting in a favourable period for seed survival. Out of this time interval, predators were found to almost totally deplete seed crops. Given that P. pinea dissemination occurs in summer (i.e. the safe period against predation), the likelihood of a seed to not be destroyed is conditional to germination occurrence prior to the intensification of predator activity. However, the optimal conditions for germination seldom take place, restraining emergence to few days during the fall. Thus, the window to reach the seedling stage is narrow. In addition, the seedling survival submodel predicts extremely high seedling mortality rates and therefore only some individuals from large cohorts will be able to persist. These facts, along with the strong climate-mediated masting habit exhibited by P. pinea, reveal that viii the overall probability of establishment is low. Given this background, current management –low final stand densities resulting from intense thinning and strict felling schedules– conditions the occurrence of enough favourable events to achieve natural regeneration during the current rotation time. Stochastic simulation and optimisation computed through the integral model confirm this circumstance, suggesting that more flexible and progressive regeneration fellings should be conducted. From an ecological standpoint, these results inform a reproductive strategy leading to uneven-aged stand structures, in full accordance with the medium shade-tolerant behaviour of the species. As a final remark, stochastic simulations performed under a climate-change scenario show that regeneration in the species will not be strongly hampered in the future. This resilient behaviour highlights the fundamental ecological role played by P. pinea in demanding areas where other tree species fail to persist.
Resumo:
Stochastic model updating must be considered for quantifying uncertainties inherently existing in real-world engineering structures. By this means the statistical properties,instead of deterministic values, of structural parameters can be sought indicating the parameter variability. However, the implementation of stochastic model updating is much more complicated than that of deterministic methods particularly in the aspects of theoretical complexity and low computational efficiency. This study attempts to propose a simple and cost-efficient method by decomposing a stochastic updating process into a series of deterministic ones with the aid of response surface models and Monte Carlo simulation. The response surface models are used as surrogates for original FE models in the interest of programming simplification, fast response computation and easy inverse optimization. Monte Carlo simulation is adopted for generating samples from the assumed or measured probability distributions of responses. Each sample corresponds to an individual deterministic inverse process predicting the deterministic values of parameters. Then the parameter means and variances can be statistically estimated based on all the parameter predictions by running all the samples. Meanwhile, the analysis of variance approach is employed for the evaluation of parameter variability significance. The proposed method has been demonstrated firstly on a numerical beam and then a set of nominally identical steel plates tested in the laboratory. It is found that compared with the existing stochastic model updating methods, the proposed method presents similar accuracy while its primary merits consist in its simple implementation and cost efficiency in response computation and inverse optimization.
Resumo:
The aim of this study was to evaluate the sustainability of farm irrigation systems in the Cébalat district in northern Tunisia. It addressed the challenging topic of sustainable agriculture through a bio-economic approach linking a biophysical model to an economic optimisation model. A crop growth simulation model (CropSyst) was used to build a database to determine the relationships between agricultural practices, crop yields and environmental effects (salt accumulation in soil and leaching of nitrates) in a context of high climatic variability. The database was then fed into a recursive stochastic model set for a 10-year plan that allowed analysing the effects of cropping patterns on farm income, salt accumulation and nitrate leaching. We assumed that the long-term sustainability of soil productivity might be in conflict with farm profitability in the short-term. Assuming a discount rate of 10% (for the base scenario), the model closely reproduced the current system and allowed to predict the degradation of soil quality due to long-term salt accumulation. The results showed that there was more accumulation of salt in the soil for the base scenario than for the alternative scenario (discount rate of 0%). This result was induced by applying a higher quantity of water per hectare for the alternative as compared to a base scenario. The results also showed that nitrogen leaching is very low for the two discount rates and all climate scenarios. In conclusion, the results show that the difference in farm income between the alternative and base scenarios increases over time to attain 45% after 10 years.
Resumo:
This paper presents a new fault detection and isolation scheme for dealing with simultaneous additive and parametric faults. The new design integrates a system for additive fault detection based on Castillo and Zufiria, 2009 and a new parametric fault detection and isolation scheme inspired in Munz and Zufiria, 2008 . It is shown that the so far existing schemes do not behave correctly when both additive and parametric faults occur simultaneously; to solve the problem a new integrated scheme is proposed. Computer simulation results are presented to confirm the theoretical studies.
Resumo:
n this work, a mathematical unifying framework for designing new fault detection schemes in nonlinear stochastic continuous-time dynamical systems is developed. These schemes are based on a stochastic process, called the residual, which reflects the system behavior and whose changes are to be detected. A quickest detection scheme for the residual is proposed, which is based on the computed likelihood ratios for time-varying statistical changes in the Ornstein–Uhlenbeck process. Several expressions are provided, depending on a priori knowledge of the fault, which can be employed in a proposed CUSUM-type approximated scheme. This general setting gathers different existing fault detection schemes within a unifying framework, and allows for the definition of new ones. A comparative simulation example illustrates the behavior of the proposed schemes.
Resumo:
The purpose of this paper is to present a program written in Matlab-Octave for the simulation of the time evolution of student curricula, i.e, how students pass their subjects along time until graduation. The program computes, from the simulations, the academic performance rates for the subjects of the study plan for each semester as well as the overall rates, which are a) the efficiency rate defined as the ratio of the number of students passing the exam to the number of students who registered for it and b) the success rate, defined as the ratio of the number of students passing the exam to the number of students who not only registered for it but also actually took it. Additionally, we compute the rates for the bachelor academic degree which are established for Spain by the National Quality Evaluation and Accreditation Agency (ANECA) and which are the graduation rate (measured as the percentage of students who finish as scheduled in the plan or taking an extra year) and the efficiency rate (measured as the percentage of credits which a student who graduated has really taken). The simulation is done in terms of the probabilities of passing all the subjects in their study plan. The application of the simulator to Polytech students in Madrid, where requirements for passing are specially stiff in first and second year subjects, is particularly relevant to analyze student cohorts and the probabilities of students finishing in the minimum of four years, or taking and extra year or two extra years, and so forth. It is a very useful tool when designing new study plans. The calculation of the probability distribution of the random variable "number of semesters a student has taken to complete the curricula and graduate" is difficult or even unfeasible to obtain analytically, and this is even truer when we incorporate uncertainty in parameter estimation. This is why we apply Monte Carlo simulation which not only provides illustration of the stochastic process but also a method for computation. The stochastic simulator is proving to be a useful tool for identification of the subjects most critical in the distribution of the number of semesters for curriculum vitae (CV) completion and subsequently for a decision making process in terms of CV planning and passing standards in the University. Simulations are performed through a graphical interface where also the results are presented in appropriate figures. The Project has been funded by the Call for Innovation in Education Projects of Universidad Politécnica de Madrid (UPM) through a Project of its school Escuela Técnica Superior de Ingenieros Industriales ETSII during the period September 2010-September 2011.
Resumo:
In this paper, a simulation tool for assisting the deployment of wireless sensor network is introduced and simulation results are verified under a specific indoor environment. The simulation tool supports two modes: deterministic mode and stochastic mode. The deterministic mode is environment dependent in which the information of environment should be provided beforehand. Ray tracing method and deterministic propagation model are employed in order to increase the accuracy of the estimated coverage, connectivity and routing; the stochastic mode is useful for large scale random deployment without previous knowledge on geographic information. Dynamic Source Routing protocol (DSR) and Ad hoc On-Demand Distance Vector Routing protocol (AODV) are implemented in order to calculate the topology of WSN. Hence this tool gives direct view on the performance of WSN and assists users in finding the potential problems of wireless sensor network before real deployment. At the end, a case study is realized in Centro de Electronica Industrial (CEI), the simulation results on coverage, connectivity and routing are verified by the measurement.
Resumo:
In this paper a new method for fault isolation in a class of continuous-time stochastic dynamical systems is proposed. The method is framed in the context of model-based analytical redundancy, consisting in the generation of a residual signal by means of a diagnostic observer, for its posterior analysis. Once a fault has been detected, and assuming some basic a priori knowledge about the set of possible failures in the plant, the isolation task is then formulated as a type of on-line statistical classification problem. The proposed isolation scheme employs in parallel different hypotheses tests on a statistic of the residual signal, one test for each possible fault. This isolation method is characterized by deriving for the unidimensional case, a sufficient isolability condition as well as an upperbound of the probability of missed isolation. Simulation examples illustrate the applicability of the proposed scheme.
Resumo:
This paper contributes with a unified formulation that merges previ- ous analysis on the prediction of the performance ( value function ) of certain sequence of actions ( policy ) when an agent operates a Markov decision process with large state-space. When the states are represented by features and the value function is linearly approxi- mated, our analysis reveals a new relationship between two common cost functions used to obtain the optimal approximation. In addition, this analysis allows us to propose an efficient adaptive algorithm that provides an unbiased linear estimate. The performance of the pro- posed algorithm is illustrated by simulation, showing competitive results when compared with the state-of-the-art solutions.
Resumo:
A mathematical model for the group combustion of pulverized coal particles was developed in a previous work. It includes the Lagrangian description of the dehumidification, devolatilization and char gasification reactions of the coal particles in the homogenized gaseous environment resulting from the three fuels, CO, H2 and volatiles, supplied by the gasification of the particles and their simultaneous group combustion by the gas phase oxidation reactions, which are considered to be very fast. This model is complemented here with an analysis of the particle dynamics, determined principally by the effects of aerodynamic drag and gravity, and its dispersion based on a stochastic model. It is also extended to include two other simpler models for the gasification of the particles: the first one for particles small enough to extinguish the surrounding diffusion flames, and a second one for particles with small ash content when the porous shell of ashes remaining after gasification of the char, non structurally stable, is disrupted. As an example of the applicability of the models, they are used in the numerical simulation of an experiment of a non-swirling pulverized coal jet with a nearly stagnant air at ambient temperature, with an initial region of interaction with a small annular methane flame. Computational algorithms for solving the different stages undergone by a coal particle during its combustion are proposed. For the partial differential equations modeling the gas phase, a second order finite element method combined with a semi-Lagrangian characteristics method are used. The results obtained with the three versions of the model are compared among them and show how the first of the simpler models fits better the experimental results.