44 resultados para MARKOV CHAIN MONTE CARLO


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The effect of structural and aerodynamic uncertainties on the performance predictions of a helicopter is investigated. An aerodynamic model based on blade element and momentum theory is used to predict the helicopter performance. The aeroelastic parameters, such as blade chord, rotor radius, two-dimensional lift-curve slope, blade profile drag coefficient, rotor angular velocity, blade pitch angle, and blade twist rate per radius of the rotor, are considered as random variables. The propagation of these uncertainties to the performance parameters, such as thrust coefficient and power coefficient, are studied using Monte Carlo Simulations. The simulations are performed with 100,000 samples of structural and aerodynamic uncertain variables with a coefficient of variation ranging from 1 to 5%. The scatter in power predictions in hover, axial climb, and forward flight for the untwisted and linearly twisted blades is studied. It is found that about 20-25% excess power can be required by the helicopter relative to the determination predictions due to uncertainties.

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The van der Waals and Platteuw (vdVVP) theory has been successfully used to model the thermodynamics of gas hydrates. However, earlier studies have shown that this could be due to the presence of a large number of adjustable parameters whose values are obtained through regression with experimental data. To test this assertion, we carry out a systematic and rigorous study of the performance of various models of vdWP theory that have been proposed over the years. The hydrate phase equilibrium data used for this study is obtained from Monte Carlo molecular simulations of methane hydrates. The parameters of the vdWP theory are regressed from this equilibrium data and compared with their true values obtained directly from simulations. This comparison reveals that (i) methane-water interactions beyond the first cage and methane-methane interactions make a significant contribution to the partition function and thus cannot be neglected, (ii) the rigorous Monte Carlo integration should be used to evaluate the Langmuir constant instead of the spherical smoothed cell approximation, (iii) the parameter values describing the methane-water interactions cannot be correctly regressed from the equilibrium data using the vdVVP theory in its present form, (iv) the regressed empty hydrate property values closely match their true values irrespective of the level of rigor in the theory, and (v) the flexibility of the water lattice forming the hydrate phase needs to be incorporated in the vdWP theory. Since methane is among the simplest of hydrate forming molecules, the conclusions from this study should also hold true for more complicated hydrate guest molecules.

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From the analysis of experimentally observed variations in surface strains with loading in reinforced concrete beams, it is noted that there is a need to consider the evolution of strains (with loading) as a stochastic process. Use of Markov Chains for modeling stochastic evolution of strains with loading in reinforced concrete flexural beams is studied in this paper. A simple, yet practically useful, bi-level homogeneous Gaussian Markov Chain (BLHGMC) model is proposed for determining the state of strain in reinforced concrete beams. The BLHGMC model will be useful for predicting behavior/response of reinforced concrete beams leading to more rational design.

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In this paper, we propose low-complexity algorithms based on Monte Carlo sampling for signal detection and channel estimation on the uplink in large-scale multiuser multiple-input-multiple-output (MIMO) systems with tens to hundreds of antennas at the base station (BS) and a similar number of uplink users. A BS receiver that employs a novel mixed sampling technique (which makes a probabilistic choice between Gibbs sampling and random uniform sampling in each coordinate update) for detection and a Gibbs-sampling-based method for channel estimation is proposed. The algorithm proposed for detection alleviates the stalling problem encountered at high signal-to-noise ratios (SNRs) in conventional Gibbs-sampling-based detection and achieves near-optimal performance in large systems with M-ary quadrature amplitude modulation (M-QAM). A novel ingredient in the detection algorithm that is responsible for achieving near-optimal performance at low complexity is the joint use of a mixed Gibbs sampling (MGS) strategy coupled with a multiple restart (MR) strategy with an efficient restart criterion. Near-optimal detection performance is demonstrated for a large number of BS antennas and users (e. g., 64 and 128 BS antennas and users). The proposed Gibbs-sampling-based channel estimation algorithm refines an initial estimate of the channel obtained during the pilot phase through iterations with the proposed MGS-based detection during the data phase. In time-division duplex systems where channel reciprocity holds, these channel estimates can be used for multiuser MIMO precoding on the downlink. The proposed receiver is shown to achieve good performance and scale well for large dimensions.

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Noninvasive or minimally invasive identification of sentinel lymph node (SLN) is essential to reduce the surgical effects of SLN biopsy. Photoacoustic (PA) imaging of SLN in animal models has shown its promise for clinical use in the future. Here, we present a Monte Carlo simulation for light transport in the SLN for various light delivery configurations with a clinical ultrasound probe. Our simulation assumes a realistic tissue layer model and also can handle the transmission/reflectance at SLN-tissue boundary due to the mismatch of refractive index. Various light incidence angles show that for deeply situated SLNs the maximum absorption of light in the SLN is for normal incidence. We also show that if a part of the diffused reflected photons is reflected back into the skin using a reflector, the absorption of light in the SLN can be increased significantly to enhance the PA signal. (C) 2013 Society of Photo-Optical Instrumentation Engineers (SPIE)

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The flexibility of the water lattice in clathrate hydrates and guest-guest interactions has been shown in previous studies to significantly affect the values of the thermodynamic properties, such as chemical potentials and free energies. Here we describe methods for computing occupancies, chemical potentials, and free energies that account for the flexibility of water lattice and guest-guest interactions in the hydrate phase. The methods are validated for a wide variety of guest molecules, such as methane, ethane, carbon dioxide, and tetrahydrodfuran by comparing the predicted occupancy values of guest molecules with those obtained from isothermal isobaric semigrand Monte Carlo simulations. The proposed methods extend the van der Waals and Platteuw theory for clathrate hydrates, and the Langmuir constant is calculated based on the structure of the empty hydrate lattice. These methods in combination with development of advanced molecular models for water and guest molecules should lead to a more thermodynamically consistent theory for clathrate hydrates.

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The present work deals with the prediction of stiffness of an Indian nanoclay-reinforced polypropylene composite (that can be termed as a nanocomposite) using a Monte Carlo finite element analysis (FEA) technique. Nanocomposite samples are at first prepared in the laboratory using a torque rheometer for achieving desirable dispersion of nanoclay during master batch preparation followed up with extrusion for the fabrication of tensile test dog-bone specimens. It has been observed through SEM (scanning electron microscopy) images of the prepared nanocomposite containing a given percentage (3–9% by weight) of the considered nanoclay that nanoclay platelets tend to remain in clusters. By ascertaining the average size of these nanoclay clusters from the images mentioned, a planar finite element model is created in which nanoclay groups and polymer matrix are modeled as separate entities assuming a given homogeneous distribution of the nanoclay clusters. Using a Monte Carlo simulation procedure, the distribution of nanoclay is varied randomly in an automated manner in a commercial FEA code, and virtual tensile tests are performed for computing the linear stiffness for each case. Values of computed stiffness modulus of highest frequency for nanocomposites with different nanoclay contents correspond well with the experimentally obtained measures of stiffness establishing the effectiveness of the present approach for further applications.

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A Monte Carlo filter, based on the idea of averaging over characteristics and fashioned after a particle-based time-discretized approximation to the Kushner-Stratonovich (KS) nonlinear filtering equation, is proposed. A key aspect of the new filter is the gain-like additive update, designed to approximate the innovation integral in the KS equation and implemented through an annealing-type iterative procedure, which is aimed at rendering the innovation (observation prediction mismatch) for a given time-step to a zero-mean Brownian increment corresponding to the measurement noise. This may be contrasted with the weight-based multiplicative updates in most particle filters that are known to precipitate the numerical problem of weight collapse within a finite-ensemble setting. A study to estimate the a-priori error bounds in the proposed scheme is undertaken. The numerical evidence, presently gathered from the assessed performance of the proposed and a few other competing filters on a class of nonlinear dynamic system identification and target tracking problems, is suggestive of the remarkably improved convergence and accuracy of the new filter. (C) 2013 Elsevier B.V. All rights reserved.

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Current methods for molecular simulations of Electric Double Layer Capacitors (EDLC) have both the electrodes and the electrolyte region in a single simulation box. This necessitates simulation of the electrode-electrolyte region interface. Typical capacitors have macroscopic dimensions where the fraction of the molecules at the electrode-electrolyte region interface is very low. Hence, large systems sizes are needed to minimize the electrode-electrolyte region interfacial effects. To overcome these problems, a new technique based on the Gibbs Ensemble is proposed for simulation of an EDLC. In the proposed technique, each electrode is simulated in a separate simulation box. Application of periodic boundary conditions eliminates the interfacial effects. This in addition to the use of constant voltage ensemble allows for a more convenient comparison of simulation results with experimental measurements on typical EDLCs. (C) 2014 AIP Publishing LLC.

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Monte Carlo modeling of light transport in multilayered tissue (MCML) is modified to incorporate objects of various shapes (sphere, ellipsoid, cylinder, or cuboid) with a refractive-index mismatched boundary. These geometries would be useful for modeling lymph nodes, tumors, blood vessels, capillaries, bones, the head, and other body parts. Mesh-based Monte Carlo (MMC) has also been used to compare the results from the MCML with embedded objects (MCML-EO). Our simulation assumes a realistic tissue model and can also handle the transmission/reflection at the object-tissue boundary due to the mismatch of the refractive index. Simulation of MCML-EO takes a few seconds, whereas MMC takes nearly an hour for the same geometry and optical properties. Contour plots of fluence distribution from MCML-EO and MMC correlate well. This study assists one to decide on the tool to use for modeling light propagation in biological tissue with objects of regular shapes embedded in it. For irregular inhomogeneity in the model (tissue), MMC has to be used. If the embedded objects (inhomogeneity) are of regular geometry (shapes), then MCML-EO is a better option, as simulations like Raman scattering, fluorescent imaging, and optical coherence tomography are currently possible only with MCML. (C) 2014 Society of Photo-Optical Instrumentation Engineers (SPIE)

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Methane and ethane are the simplest hydrocarbon molecules that can form clathrate hydrates. Previous studies have reported methods for calculating the three-phase equilibrium using Monte Carlo simulation methods in systems with a single component in the gas phase. Here we extend those methods to a binary gas mixture of methane and ethane. Methane-ethane system is an interesting one in that the pure components form sII clathrate hydrate whereas a binary mixture of the two can form the sII clathrate. The phase equilibria computed from Monte Carlo simulations show a good agreement with experimental data and are also able to predict the sI-sII structural transition in the clathrate hydrate. This is attributed to the quality of the TIP4P/Ice and TRaPPE models used in the simulations. (C) 2014 Elsevier B.V. All rights reserved.

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The work presented in this paper involves the stochastic finite element analysis of composite-epoxy adhesive lap joints using Monte Carlo simulation. A set of composite adhesive lap joints were prepared and loaded till failure to obtain their strength. The peel and shear strain in the bond line region at different levels of load were obtained using digital image correlation (DIC). The corresponding stresses were computed assuming a plane strain condition. The finite element model was verified by comparing the numerical and experimental stresses. The stresses exhibited a similar behavior and a good correlation was obtained. Further, the finite element model was used to perform the stochastic analysis using Monte Carlo simulation. The parameters influencing stress distribution were provided as a random input variable and the resulting probabilistic variation of maximum peel and shear stresses were studied. It was found that the adhesive modulus and bond line thickness had significant influence on the maximum stress variation. While the adherend thickness had a major influence, the effect of variation in longitudinal and shear modulus on the stresses was found to be little. (C) 2014 Elsevier Ltd. All rights reserved.

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In conventional Raman spectroscopic measurements of liquids or surfaces the preferred geometry for detection of the Raman signal is the backscattering (or reflection) mode. For non-transparent layered materials, sub-surface Raman signals have been retrieved using spatially offset Raman spectroscopy (SORS), usually with light collection in the same plane as the point of excitation. However, as a result of multiple scattering in a turbid medium, Raman photons will be emitted in all directions. In this study, Monte Carlo simulations for a three-dimensional layered sample with finite geometry have been performed to confirm the detectability of Raman signals at all angles and at all sides of the object. We considered a non-transparent cuboid container (high density polyethylene) with explosive material (ammonium nitrate) inside. The simulation results were validated with experimental Raman intensities. Monte Carlo simulation results reveal that the ratio of sub-surface to surface signals improves at geometries other than backscattering. In addition, we demonstrate through simulations the effects of the absorption and scattering coefficients of the layers, and that of the diameter of the excitation beam. The advantage of collecting light from all possible 4 angles, over other collection modes, is that this technique is not geometry specific and molecular identification of layers underneath non-transparent surfaces can be obtained with minimal interference from the surface layer. To what extent all sides of the object will contribute to the total signal will depend on the absorption and scattering coefficients and the physical dimensions. Copyright (c) 2015 John Wiley & Sons, Ltd.