100 resultados para Monte - Carlo study


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In this study, we applied the integration methodology developed in the companion paper by Aires (2014) by using real satellite observations over the Mississippi Basin. The methodology provides basin-scale estimates of the four water budget components (precipitation P, evapotranspiration E, water storage change Delta S, and runoff R) in a two-step process: the Simple Weighting (SW) integration and a Postprocessing Filtering (PF) that imposes the water budget closure. A comparison with in situ observations of P and E demonstrated that PF improved the estimation of both components. A Closure Correction Model (CCM) has been derived from the integrated product (SW+PF) that allows to correct each observation data set independently, unlike the SW+PF method which requires simultaneous estimates of the four components. The CCM allows to standardize the various data sets for each component and highly decrease the budget residual (P - E - Delta S - R). As a direct application, the CCM was combined with the water budget equation to reconstruct missing values in any component. Results of a Monte Carlo experiment with synthetic gaps demonstrated the good performances of the method, except for the runoff data that has a variability of the same order of magnitude as the budget residual. Similarly, we proposed a reconstruction of Delta S between 1990 and 2002 where no Gravity Recovery and Climate Experiment data are available. Unlike most of the studies dealing with the water budget closure at the basin scale, only satellite observations and in situ runoff measurements are used. Consequently, the integrated data sets are model independent and can be used for model calibration or validation.

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We study by means of experiments and Monte Carlo simulations, the scattering of light in random media, to determine the distance up to which photons travel along almost undeviated paths within a scattering medium, and are therefore capable of casting a shadow of an opaque inclusion embedded within the medium. Such photons are isolated by polarisation discrimination wherein the plane of linear polarisation of the input light is continuously rotated and the polarisation preserving component of the emerging light is extracted by means of a Fourier transform. This technique is a software implementation of lock-in detection. We find that images may be recovered to a depth far in excess of that predicted by the diffusion theory of photon propagation. To understand our experimental results, we perform Monte Carlo simulations to model the random walk behaviour of the multiply scattered photons. We present a. new definition of a diffusing photon in terms of the memory of its initial direction of propagation, which we then quantify in terms of an angular correlation function. This redefinition yields the penetration depth of the polarisation preserving photons. Based on these results, we have formulated a model to understand shadow formation in a turbid medium, the predictions of which are in good agreement with our experimental results.

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Possible integration of Single Electron Transistor (SET) with CMOS technology is making the study of semiconductor SET more important than the metallic SET and consequently, the study of energy quantization effects on semiconductor SET devices and circuits is gaining significance. In this paper, for the first time, the effects of energy quantization on SET inverter performance are examined through analytical modeling and Monte Carlo simulations. It is observed that the primary effect of energy quantization is to change the Coulomb Blockade region and drain current of SET devices and as a result affects the noise margin, power dissipation, and the propagation delay of SET inverter. A new model for the noise margin of SET inverter is proposed which includes the energy quantization effects. Using the noise margin as a metric, the robustness of SET inverter is studied against the effects of energy quantization. It is shown that SET inverter designed with CT : CG = 1/3 (where CT and CG are tunnel junction and gate capacitances respectively) offers maximum robustness against energy quantization.

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The behavior of pile foundations in non liquefiable soil under seismic loading is considerably influenced by the variability in the soil and seismic design parameters. Hence, probabilistic models for the assessment of seismic pile design are necessary. Deformation of pile foundation in non liquefiable soil is dominated by inertial force from superstructure. The present study considers a pseudo-static approach based on code specified design response spectra. The response of the pile is determined by equivalent cantilever approach. The soil medium is modeled as a one-dimensional random field along the depth. The variability associated with undrained shear strength, design response spectrum ordinate, and superstructure mass is taken into consideration. Monte Carlo simulation technique is adopted to determine the probability of failure and reliability indices based on pile failure modes, namely exceedance of lateral displacement limit and moment capacity. A reliability-based design approach for the free head pile under seismic force is suggested that enables a rational choice of pile design parameters.

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Uncertainties associated with the structural model and measured vibration data may lead to unreliable damage detection. In this paper, we show that geometric and measurement uncertainty cause considerable problem in damage assessment which can be alleviated by using a fuzzy logic-based approach for damage detection. Curvature damage factor (CDF) of a tapered cantilever beam are used as damage indicators. Monte Carlo simulation (MCS) is used to study the changes in the damage indicator due to uncertainty in the geometric properties of the beam. Variation in these CDF measures due to randomness in structural parameter, further contaminated with measurement noise, are used for developing and testing a fuzzy logic system (FLS). Results show that the method correctly identifies both single and multiple damages in the structure. For example, the FLS detects damage with an average accuracy of about 95 percent in a beam having geometric uncertainty of 1 percent COV and measurement noise of 10 percent in single damage scenario. For multiple damage case, the FLS identifies damages in the beam with an average accuracy of about 94 percent in the presence of above mentioned uncertainties. The paper brings together the disparate areas of probabilistic analysis and fuzzy logic to address uncertainty in structural damage detection.

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Uncertainty plays an important role in water quality management problems. The major sources of uncertainty in a water quality management problem are the random nature of hydrologic variables and imprecision (fuzziness) associated with goals of the dischargers and pollution control agencies (PCA). Many Waste Load Allocation (WLA)problems are solved by considering these two sources of uncertainty. Apart from randomness and fuzziness, missing data in the time series of a hydrologic variable may result in additional uncertainty due to partial ignorance. These uncertainties render the input parameters as imprecise parameters in water quality decision making. In this paper an Imprecise Fuzzy Waste Load Allocation Model (IFWLAM) is developed for water quality management of a river system subject to uncertainty arising from partial ignorance. In a WLA problem, both randomness and imprecision can be addressed simultaneously by fuzzy risk of low water quality. A methodology is developed for the computation of imprecise fuzzy risk of low water quality, when the parameters are characterized by uncertainty due to partial ignorance. A Monte-Carlo simulation is performed to evaluate the imprecise fuzzy risk of low water quality by considering the input variables as imprecise. Fuzzy multiobjective optimization is used to formulate the multiobjective model. The model developed is based on a fuzzy multiobjective optimization problem with max-min as the operator. This usually does not result in a unique solution but gives multiple solutions. Two optimization models are developed to capture all the decision alternatives or multiple solutions. The objective of the two optimization models is to obtain a range of fractional removal levels for the dischargers, such that the resultant fuzzy risk will be within acceptable limits. Specification of a range for fractional removal levels enhances flexibility in decision making. The methodology is demonstrated with a case study of the Tunga-Bhadra river system in India.

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The influence of chemical specificity of hydrophilic surfaces on the structure of confined water in the subnanometer regime is investigated using grand canonical Monte Carlo Simulations. The structural variations for water confined between hydroxylated silica surfaces are contrasted with water confined between mica surfaces. Although both surfaces are hydrophilic, our Study shows that hydration of potassium ions on the mica surface has a strong influence on the water Structure and solvation force response of confined water. In contrast to the disrupted hydrogen bond network observed for water confined between Mica Surfaces, water between silica surfaces retains its hydrogen bond network displaying bulklike structural features down to surface separations as small as 0.45 nm. Hydrogen bonding of all invariant contact water layer with the surface silanol groups aids in maintaining a constant number of hydrogen bonds per water molecule for the silica surfaces. As a consequence water depletion and rearrangement upon decreasing confinement is a strong function of the hydrophilic surface specificity, particularly at smaller separations. An oscillatory solvation force response is only observed for water confined between Silica surfaces, and bulklike features are observed for both Surfaces above a surface separation of about 1.2 nm. We evaluate and contrast the water density, dipole moment distributions, pi pair correlation functions, and solvation forces as a function of the surface separation.

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In recent years, spatial variability modeling of soil parameters using random field theory has gained distinct importance in geotechnical analysis. In the present Study, commercially available finite difference numerical code FLAC 5.0 is used for modeling the permeability parameter as spatially correlated log-normally distributed random variable and its influence on the steady state seepage flow and on the slope stability analysis are studied. Considering the case of a 5.0 m high cohesive-frictional soil slope of 30 degrees, a range of coefficients of variation (CoV%) from 60 to 90% in the permeability Values, and taking different values of correlation distance in the range of 0.5-15 m, parametric studies, using Monte Carlo simulations, are performed to study the following three aspects, i.e., (i) effect ostochastic soil permeability on the statistics of seepage flow in comparison to the analytic (Dupuit's) solution available for the uniformly constant permeability property; (ii) strain and deformation pattern, and (iii) stability of the given slope assessed in terms of factor of safety (FS). The results obtained in this study are useful to understand the role of permeability variations in slope stability analysis under different slope conditions and material properties. (C) 2009 Elsevier B.V. All rights reserved.

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Randomness in the source condition other than the heterogeneity in the system parameters can also be a major source of uncertainty in the concentration field. Hence, a more general form of the problem formulation is necessary to consider randomness in both source condition and system parameters. When the source varies with time, the unsteady problem, can be solved using the unit response function. In the case of random system parameters, the response function becomes a random function and depends on the randomness in the system parameters. In the present study, the source is modelled as a random discrete process with either a fixed interval or a random interval (the Poisson process). In this study, an attempt is made to assess the relative effects of various types of source uncertainties on the probabilistic behaviour of the concentration in a porous medium while the system parameters are also modelled as random fields. Analytical expressions of mean and covariance of concentration due to random discrete source are derived in terms of mean and covariance of unit response function. The probabilistic behaviour of the random response function is obtained by using a perturbation-based stochastic finite element method (SFEM), which performs well for mild heterogeneity. The proposed method is applied for analysing both the 1-D as well as the 3-D solute transport problems. The results obtained with SFEM are compared with the Monte Carlo simulation for 1-D problems.

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In this paper, an analytical study considering the effect of uncertainties in the seismic analysis of geosynthetic-reinforced soil (GRS) walls is presented. Using limit equilibrium method and assuming sliding wedge failure mechanism, analysis is conducted to evaluate the external stability of GRS walls when subjected to earthquake loads. Target reliability based approach is used to estimate the probability of failure in three modes of failure, viz., sliding, bearing, and eccentricity failure. The properties of reinforced backfill, retained backfill, foundation soil, and geosynthetic reinforcement are treated as random variables. In addition, the uncertainties associated with horizontal seismic acceleration and surcharge load acting on the wall are considered. The optimum length of reinforcement needed to maintain the stability against three modes of failure by targeting various component and system reliability indices is obtained. Studies have also been made to study the influence of various parameters on the seismic stability in three failure modes. The results are compared with those given by first-order second moment method and Monte Carlo simulation methods. In the illustrative example, external stability of the two walls, Gould and Valencia walls, subjected to Northridge earthquake is reexamined.

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In the present study, results of reliability analyses of four selected rehabilitated earth dam sections, i.e., Chang, Tapar, Rudramata, and Kaswati, under pseudostatic loading conditions, are presented. Using the response surface methodology, in combination with first order reliability method and numerical analysis, the reliability index (beta) values are obtained and results are interpreted in conjunction with conventional factor of safety values. The influence of considering variability in the input soil shear strength parameters, horizontal seismic coefficient (alpha(h)), and location of reservoir full level on the stability assessment of the earth dam sections is discussed in the probabilistic framework. A comparison of results with those obtained from other method of reliability analysis, viz., Monte Carlo simulations combined with limit equilibrium approach, provided a basis for discussing the stability of earth dams in probabilistic terms, and the results of the analysis suggest that the considered earth dam sections are reliable and are expected to perform satisfactorily.

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In this paper, an analytical study considering the effect of uncertainties in the seismic analysis of geosynthetic-reinforced soil (GRS) walls is presented. Using limit equilibrium method and assuming sliding wedge failure mechanism, analysis is conducted to evaluate the external stability of GRS walls when subjected to earthquake loads. Target reliability based approach is used to estimate the probability of failure in three modes of failure, viz., sliding, bearing, and eccentricity failure. The properties of reinforced backfill, retained backfill, foundation soil, and geosynthetic reinforcement are treated as random variables. In addition, the uncertainties associated with horizontal seismic acceleration and surcharge load acting on the wall are considered. The optimum length of reinforcement needed to maintain the stability against three modes of failure by targeting various component and system reliability indices is obtained. Studies have also been made to study the influence of various parameters on the seismic stability in three failure modes. The results are compared with those given by first-order second moment method and Monte Carlo simulation methods. In the illustrative example, external stability of the two walls, Gould and Valencia walls, subjected to Northridge earthquake is reexamined.

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In this study, we derive a fast, novel time-domain algorithm to compute the nth-order moment of the power spectral density of the photoelectric current as measured in laser-Doppler flowmetry (LDF). It is well established that in the LDF literature these moments are closely related to fundamental physiological parameters, i.e. concentration of moving erythrocytes and blood flow. In particular, we take advantage of the link between moments in the Fourier domain and fractional derivatives in the temporal domain. Using Parseval's theorem, we establish an exact analytical equivalence between the time-domain expression and the conventional frequency-domain counterpart. Moreover, we demonstrate the appropriateness of estimating the zeroth-, first- and second-order moments using Monte Carlo simulations. Finally, we briefly discuss the feasibility of implementing the proposed algorithm in hardware.

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We study the equilibrium properties of the nearest-neighbor Ising antiferromagnet on a triangular lattice in the presence of a staggered field conjugate to one of the degenerate ground states. Using a mapping of the ground states of the model without the staggered field to dimer coverings on the dual lattice, we classify the ground states into sectors specified by the number of "strings." We show that the effect of the staggered field is to generate long-range interactions between strings. In the limiting case of the antiferromagnetic coupling constant J becoming infinitely large, we prove the existence of a phase transition in this system and obtain a finite lower bound for the transition temperature. For finite J, we study the equilibrium properties of the system using Monte Carlo simulations with three different dynamics. We find that in all the three cases, equilibration times for low-field values increase rapidly with system size at low temperatures. Due to this difficulty in equilibrating sufficiently large systems at low temperatures, our finite-size scaling analysis of the numerical results does not permit a definite conclusion about the existence of st phase transition for finite values of J. A surprising feature in the system is the fact that unlike usual glassy systems; a zero-temperature quench almost always leads to the ground state, while a slow cooling does not.

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We recently introduced the dynamical cluster approximation (DCA), a technique that includes short-ranged dynamical correlations in addition to the local dynamics of the dynamical mean-field approximation while preserving causality. The technique is based on an iterative self-consistency scheme on a finite-size periodic cluster. The dynamical mean-field approximation (exact result) is obtained by taking the cluster to a single site (the thermodynamic limit). Here, we provide details of our method, explicitly show that it is causal, systematic, Phi derivable, and that it becomes conserving as the cluster size increases. We demonstrate the DCA by applying it to a quantum Monte Carlo and exact enumeration study of the two-dimensional Falicov-Kimball model. The resulting spectral functions preserve causality, and the spectra and the charge-density-wave transition temperature converge quickly and systematically to the thermodynamic limit as the cluster size increases.