81 resultados para Monte-Carlo simulation


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The uncertainty in material properties and traffic characterization in the design of flexible pavements has led to significant efforts in recent years to incorporate reliability methods and probabilistic design procedures for the design, rehabilitation, and maintenance of pavements. In the mechanistic-empirical (ME) design of pavements, despite the fact that there are multiple failure modes, the design criteria applied in the majority of analytical pavement design methods guard only against fatigue cracking and subgrade rutting, which are usually considered as independent failure events. This study carries out the reliability analysis for a flexible pavement section for these failure criteria based on the first-order reliability method (FORM) and the second-order reliability method (SORM) techniques and the crude Monte Carlo simulation. Through a sensitivity analysis, the most critical parameter affecting the design reliability for both fatigue and rutting failure criteria was identified as the surface layer thickness. However, reliability analysis in pavement design is most useful if it can be efficiently and accurately applied to components of pavement design and the combination of these components in an overall system analysis. The study shows that for the pavement section considered, there is a high degree of dependence between the two failure modes, and demonstrates that the probability of simultaneous occurrence of failures can be almost as high as the probability of component failures. Thus, the need to consider the system reliability in the pavement analysis is highlighted, and the study indicates that the improvement of pavement performance should be tackled in the light of reducing this undesirable event of simultaneous failure and not merely the consideration of the more critical failure mode. Furthermore, this probability of simultaneous occurrence of failures is seen to increase considerably with small increments in the mean traffic loads, which also results in wider system reliability bounds. The study also advocates the use of narrow bounds to the probability of failure, which provides a better estimate of the probability of failure, as validated from the results obtained from Monte Carlo simulation (MCS).

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The problem of updating the reliability of instrumented structures based on measured response under random dynamic loading is considered. A solution strategy within the framework of Monte Carlo simulation based dynamic state estimation method and Girsanov’s transformation for variance reduction is developed. For linear Gaussian state space models, the solution is developed based on continuous version of the Kalman filter, while, for non-linear and (or) non-Gaussian state space models, bootstrap particle filters are adopted. The controls to implement the Girsanov transformation are developed by solving a constrained non-linear optimization problem. Numerical illustrations include studies on a multi degree of freedom linear system and non-linear systems with geometric and (or) hereditary non-linearities and non-stationary random excitations.

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The problem of identification of multi-component and (or) spatially varying earthquake support motions based on measured responses in instrumented structures is considered. The governing equations of motion are cast in the state space form and a time domain solution to the input identification problem is developed based on the Kalman and particle filtering methods. The method allows for noise in measured responses, imperfections in mathematical model for the structure, and possible nonlinear behavior of the structure. The unknown support motions are treated as hypothetical additional system states and a prior model for these motions are taken to be given in terms of white noise processes. For linear systems, the solution is developed within the Kalman filtering framework while, for nonlinear systems, the Monte Carlo simulation based particle filtering tools are employed. In the latter case, the question of controlling sampling variance based on the idea of Rao-Blackwellization is also explored. Illustrative examples include identification of multi-component and spatially varying support motions in linear/nonlinear structures.

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This paper addresses the problem of finding optimal power control policies for wireless energy harvesting sensor (EHS) nodes with automatic repeat request (ARQ)-based packet transmissions. The EHS harvests energy from the environment according to a Bernoulli process; and it is required to operate within the constraint of energy neutrality. The EHS obtains partial channel state information (CSI) at the transmitter through the link-layer ARQ protocol, via the ACK/NACK feedback messages, and uses it to adapt the transmission power for the packet (re)transmission attempts. The underlying wireless fading channel is modeled as a finite state Markov chain with known transition probabilities. Thus, the goal of the power management policy is to determine the best power setting for the current packet transmission attempt, so as to maximize a long-run expected reward such as the expected outage probability. The problem is addressed in a decision-theoretic framework by casting it as a partially observable Markov decision process (POMDP). Due to the large size of the state-space, the exact solution to the POMDP is computationally expensive. Hence, two popular approximate solutions are considered, which yield good power management policies for the transmission attempts. Monte Carlo simulation results illustrate the efficacy of the approach and show that the approximate solutions significantly outperform conventional approaches.

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Stochastic modelling is a useful way of simulating complex hard-rock aquifers as hydrological properties (permeability, porosity etc.) can be described using random variables with known statistics. However, very few studies have assessed the influence of topological uncertainty (i.e. the variability of thickness of conductive zones in the aquifer), probably because it is not easy to retrieve accurate statistics of the aquifer geometry, especially in hard rock context. In this paper, we assessed the potential of using geophysical surveys to describe the geometry of a hard rock-aquifer in a stochastic modelling framework. The study site was a small experimental watershed in South India, where the aquifer consisted of a clayey to loamy-sandy zone (regolith) underlain by a conductive fissured rock layer (protolith) and the unweathered gneiss (bedrock) at the bottom. The spatial variability of the thickness of the regolith and fissured layers was estimated by electrical resistivity tomography (ERT) profiles, which were performed along a few cross sections in the watershed. For stochastic analysis using Monte Carlo simulation, the generated random layer thickness was made conditional to the available data from the geophysics. In order to simulate steady state flow in the irregular domain with variable geometry, we used an isoparametric finite element method to discretize the flow equation over an unstructured grid with irregular hexahedral elements. The results indicated that the spatial variability of the layer thickness had a significant effect on reducing the simulated effective steady seepage flux and that using the conditional simulations reduced the uncertainty of the simulated seepage flux. As a conclusion, combining information on the aquifer geometry obtained from geophysical surveys with stochastic modelling is a promising methodology to improve the simulation of groundwater flow in complex hard-rock aquifers. (C) 2013 Elsevier B.V. All rights reserved.

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Solid-solid collapse transition in open framework structures is ubiquitous in nature. The real difficulty in understanding detailed microscopic aspects of such transitions in molecular systems arises from the interplay between different energy and length scales involved in molecular systems, often mediated through a solvent. In this work we employ Monte-Carlo simulation to study the collapse transition in a model molecular system interacting via both isotropic as well as anisotropic interactions having different length and energy scales. The model we use is known as Mercedes-Benz (MB), which, for a specific set of parameters, sustains two solid phases: honeycomb and oblique. In order to study the temperature induced collapse transition, we start with a metastable honeycomb solid and induce transition by increasing temperature. High density oblique solid so formed has two characteristic length scales corresponding to isotropic and anisotropic parts of interaction potential. Contrary to the common belief and classical nucleation theory, interestingly, we find linear strip-like nucleating clusters having significantly different order and average coordination number than the bulk stable phase. In the early stage of growth, the cluster grows as a linear strip, followed by branched and ring-like strips. The geometry of growing cluster is a consequence of the delicate balance between two types of interactions, which enables the dominance of stabilizing energy over destabilizing surface energy. The nucleus of stable oblique phase is wetted by intermediate order particles, which minimizes the surface free energy. In the case of pressure induced transition at low temperature the collapsed state is a disordered solid. The disordered solid phase has diverse local quasi-stable structures along with oblique-solid like domains. (C) 2013 AIP Publishing LLC.

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Estimation of design quantiles of hydrometeorological variables at critical locations in river basins is necessary for hydrological applications. To arrive at reliable estimates for locations (sites) where no or limited records are available, various regional frequency analysis (RFA) procedures have been developed over the past five decades. The most widely used procedure is based on index-flood approach and L-moments. It assumes that values of scale and shape parameters of frequency distribution are identical across all the sites in a homogeneous region. In real-world scenario, this assumption may not be valid even if a region is statistically homogeneous. To address this issue, a novel mathematical approach is proposed. It involves (i) identification of an appropriate frequency distribution to fit the random variable being analyzed for homogeneous region, (ii) use of a proposed transformation mechanism to map observations of the variable from original space to a dimensionless space where the form of distribution does not change, and variation in values of its parameters is minimal across sites, (iii) construction of a growth curve in the dimensionless space, and (iv) mapping the curve to the original space for the target site by applying inverse transformation to arrive at required quantile(s) for the site. Effectiveness of the proposed approach (PA) in predicting quantiles for ungauged sites is demonstrated through Monte Carlo simulation experiments considering five frequency distributions that are widely used in RFA, and by case study on watersheds in conterminous United States. Results indicate that the PA outperforms methods based on index-flood approach.

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This study presents the response of a vertically loaded pile in undrained clay considering spatially distributed undrained shear strength. The probabilistic study is performed considering undrained shear strength as random variable and the analysis is conducted using random field theory. The inherent soil variability is considered as source of variability and the field is modeled as two dimensional non-Gaussian homogeneous random field. Random field is simulated using Cholesky decomposition technique within the finite difference program and Monte Carlo simulation approach is considered for the probabilistic analysis. The influence of variance and spatial correlation of undrained shear strength on the ultimate capacity as summation of ultimate skin friction and end bearing resistance of pile are examined. It is observed that the coefficient of variation and spatial correlation distance are the most important parameters that affect the pile ultimate capacity.

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This study considers linear filtering methods for minimising the end-to-end average distortion of a fixed-rate source quantisation system. For the source encoder, both scalar and vector quantisation are considered. The codebook index output by the encoder is sent over a noisy discrete memoryless channel whose statistics could be unknown at the transmitter. At the receiver, the code vector corresponding to the received index is passed through a linear receive filter, whose output is an estimate of the source instantiation. Under this setup, an approximate expression for the average weighted mean-square error (WMSE) between the source instantiation and the reconstructed vector at the receiver is derived using high-resolution quantisation theory. Also, a closed-form expression for the linear receive filter that minimises the approximate average WMSE is derived. The generality of framework developed is further demonstrated by theoretically analysing the performance of other adaptation techniques that can be employed when the channel statistics are available at the transmitter also, such as joint transmit-receive linear filtering and codebook scaling. Monte Carlo simulation results validate the theoretical expressions, and illustrate the improvement in the average distortion that can be obtained using linear filtering techniques.

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The spin dependent Falicov-Kimball model (FKM) is studied on a triangular lattice using numerical diagonalization technique and Monte-Carlo simulation algorithm. Magnetic properties have been explored for different values of parameters: on-site Coulomb correlation U, exchange interaction J and filling of electrons. We have found that the ground state configurations exhibit long range Neel order, ferromagnetism or a mixture of both as J is varied. The magnetic moments of itinerant (d) and localized U) electrons are also studied. For the one-fourth filling case we found no magnetic moment from d- and f-electrons for U less than a critical value. `.2014 Elsevier Ltd. All rights reserved.

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Regionalization approaches are widely used in water resources engineering to identify hydrologically homogeneous groups of watersheds that are referred to as regions. Pooled information from sites (depicting watersheds) in a region forms the basis to estimate quantiles associated with hydrological extreme events at ungauged/sparsely gauged sites in the region. Conventional regionalization approaches can be effective when watersheds (data points) corresponding to different regions can be separated using straight lines or linear planes in the space of watershed related attributes. In this paper, a kernel-based Fuzzy c-means (KFCM) clustering approach is presented for use in situations where such linear separation of regions cannot be accomplished. The approach uses kernel-based functions to map the data points from the attribute space to a higher-dimensional space where they can be separated into regions by linear planes. A procedure to determine optimal number of regions with the KFCM approach is suggested. Further, formulations to estimate flood quantiles at ungauged sites with the approach are developed. Effectiveness of the approach is demonstrated through Monte-Carlo simulation experiments and a case study on watersheds in United States. Comparison of results with those based on conventional Fuzzy c-means clustering, Region-of-influence approach and a prior study indicate that KFCM approach outperforms the other approaches in forming regions that are closer to being statistically homogeneous and in estimating flood quantiles at ungauged sites. Key Points Kernel-based regionalization approach is presented for flood frequency analysis Kernel procedure to estimate flood quantiles at ungauged sites is developed A set of fuzzy regions is delineated in Ohio, USA

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We study the equilibrium properties of an Ising model on a disordered random network where the disorder can be quenched or annealed. The network consists of fourfold coordinated sites connected via variable length one-dimensional chains. Our emphasis is on nonuniversal properties and we consider the transition temperature and other equilibrium thermodynamic properties, including those associated with one-dimensional fluctuations arising from the chains. We use analytic methods in the annealed case, and a Monte Carlo simulation for the quenched disorder. Our objective is to study the difference between quenched and annealed results with a broad random distribution of interaction parameters. The former represents a situation where the time scale associated with the randomness is very long and the corresponding degrees of freedom can be viewed as frozen, while the annealed case models the situation where this is not so. We find that the transition temperature and the entropy associated with one-dimensional fluctuations are always higher for quenched disorder than in the annealed case. These differences increase with the strength of the disorder up to a saturating value. We discuss our results in connection to physical systems where a broad distribution of interaction strengths is present.

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This report addresses the assessment of variation in elastic property of soft biological tissues non-invasively using laser speckle contrast measurement. The experimental as well as the numerical (Monte-Carlo simulation) studies are carried out. In this an intense acoustic burst of ultrasound (an acoustic pulse with high power within standard safety limits), instead of continuous wave, is employed to induce large modulation of the tissue materials in the ultrasound insonified region of interest (ROI) and it results to enhance the strength of the ultrasound modulated optical signal in ultrasound modulated optical tomography (UMOT) system. The intensity fluctuation of speckle patterns formed by interference of light scattered (while traversing through tissue medium) is characterized by the motion of scattering sites. The displacement of scattering particles is inversely related to the elastic property of the tissue. We study the feasibility of laser speckle contrast analysis (LSCA) technique to reconstruct a map of the elastic property of a soft tissue-mimicking phantom. We employ source synchronized parallel speckle detection scheme to (experimentally) measure the speckle contrast from the light traversing through ultrasound (US) insonified tissue-mimicking phantom. The measured relative image contrast (the ratio of the difference of the maximum and the minimum values to the maximum value) for intense acoustic burst is 86.44 % in comparison to 67.28 % for continuous wave excitation of ultrasound. We also present 1-D and 2-D image of speckle contrast which is the representative of elastic property distribution.

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We report on the fabrication of polymethylmethacrylate (PMMA) nanogratings on silicon (Si) and glass substrates using electron beam lithography technique. Various aspects of proximity corrections using Monte Carlo simulation have been discussed. The fabrication process parameters such as proximity gap of exposure, exposure dosage and developing conditions have been optimized for high-density PMMA nanogratings structure on Si and glass substrates. Electron beam exposure is adjusted in such a way that PMMA acts as a negative tone resist and at the same time resolution loss due to proximity effect is minimum. Both reflection and transmission-type, nanometre period gratings have been fabricated and their diffraction characteristics are evaluated.

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This paper addresses the problem of intercepting highly maneuverable threats using seeker-less interceptors that operate in the command guidance mode. These systems are more prone to estimation errors than standard seeker-based systems. In this paper, an integrated estimation/guidance (IEG) algorithm, which combines interactive multiple model (IMM) estimator with differential game guidance law (DGL), is proposed for seeker-less interception. In this interception scenario, the target performs an evasive bang-bang maneuver, while the sensor has noisy measurements and the interceptor is subject to acceleration bound. The IMM serves as a basis for the synthesis of efficient filters for tracking maneuvering targets and reducing estimation errors. The proposed game-based guidance law for two-dimensional interception, later extended to three-dimensional interception scenarios, is used to improve the endgame performance of the command-guided seeker-less interceptor. The IMM scheme and an optimal selection of filters, to cater to various maneuvers that are expected during the endgame, are also described. Furthermore, a chatter removal algorithm is introduced, thus modifying the differential game guidance law (modified DGL). A comparison between modified DGL guidance law and conventional proportional navigation guidance law demonstrates significant improvement in miss distance in a pursuer-evader scenario. Simulation results are also presented for varying flight path angle errors. A numerical study is provided which demonstrates the performance of the combined interactive multiple model with game-based guidance law (IMM/DGL). Simulation study is also carried out for combined IMM and modified DGL (IMM/modified DGL) which exhibits the superior performance and viability of the algorithm reducing the chattering phenomenon. The results are illustrated by an extensive Monte Carlo simulation study in the presence of estimation errors.