Simulation-based estimation

In this paper, I present a number of leading examples in the empirical literature that use simulation-based estimation methods. For each example, I describe the model, why simulation is needed, and how to simulate the relevant object. There is a section on simulation methods and another on simulations-based estimation methods. The paper concludes by considering the significance of each of the examples discussed a commenting on potential future areas of interest.

Numerical simulation of self-organized nano-islands in plasma-based assembly of quantum dot arrays

This work presents the details of the numerical model used in simulation of self-organization of nano-islands on solid surfaces in plasma-assisted assembly of quantum dot structures. The model includes the near-substrate non-neutral layer (plasma sheath) and a nanostructured solid deposition surface and accounts for the incoming flux of and energy of ions from the plasma, surface temperature-controlled adatom migration about the surface, adatom collisions with other adatoms and nano-islands, adatom inflow to the growing nano-islands from the plasma and from the two-dimensional vapour on the surface, and particle evaporation to the ambient space and the two-dimensional vapour. The differences in surface concentrations of adatoms in different areas within the quantum dot pattern significantly affect the self-organization of the nano-islands. The model allows one to formulate the conditions when certain islands grow, and certain ones shrink or even dissolve and relate them to the process control parameters. Surface coverage by selforganized quantum dots obtained from numerical simulation appears to be in reasonable agreement with the available experimental results.

Simulation-based density estimation for time series using covariate data

This paper proposes a simulation-based density estimation technique for time series that exploits information found in covariate data. The method can be paired with a large range of parametric models used in time series estimation. We derive asymptotic properties of the estimator and illustrate attractive finite sample properties for a range of well-known econometric and financial applications.

A parallel approach to social network generation and agent-based epidemic simulation

Understanding the dynamics of disease spread is essential in contexts such as estimating load on medical services, as well as risk assessment and interven- tion policies against large-scale epidemic outbreaks. However, most of the information is available after the outbreak itself, and preemptive assessment is far from trivial. Here, we report on an agent-based model developed to investigate such epidemic events in a stylised urban environment. For most diseases, infection of a new individual may occur from casual contact in crowds as well as from repeated interactions with social partners such as work colleagues or family members. Our model therefore accounts for these two phenomena. Given the scale of the system, efficient parallel computing is required. In this presentation, we focus on aspects related to paralllelisation for large networks generation and massively multi-agent simulations.

Agent-based modelling and simulation of airplane boarding processes

Passenger flow simulations are an important tool for designing and managing airports. This thesis examines the different boarding strategies for the Boeing 777 and Airbus 380 aircraft in order to investigate their current performance and to determine minimum boarding times. The most optimal strategies have been discovered and new strategies that are more efficient are proposed. The methods presented offer reduced aircraft boarding times which plays an important role for reducing the overall aircraft Turn Time for an airline.

Microscopic cooperative traffic flow: Calibration and simulation based on a next generation simulation dataset

The deployment of new emerging technologies, such as cooperative systems, allows the traffic community to foresee relevant improvements in terms of traffic safety and efficiency. Autonomous vehicles are able to share information about the local traffic state in real time, which could result in a better reaction to the mechanism of traffic jam formation. An upstream single-hop radio broadcast network can improve the perception of each cooperative driver within a specific radio range and hence the traffic stability. The impact of vehicle to vehicle cooperation on the onset of traffic congestion is investigated analytically and through simulation. A next generation simulation field dataset is used to calibrate the full velocity difference car-following model, and the MOBIL lane-changing model is implemented. The robustness of the calibration as well as the heterogeneity of the drivers is discussed. Assuming that congestion can be triggered either by the heterogeneity of drivers' behaviours or abnormal lane-changing behaviours, the calibrated car-following model is used to assess the impact of a microscopic cooperative law on egoistic lane-changing behaviours. The cooperative law can help reduce and delay traffic congestion and can have a positive effect on safety indicators.

Carotid arterial plaque stress analysis using fluid-structure interactive simulation based on in-vivo magnetic resonance images of four patients

The rupture of atherosclerotic plaques is known to be associated with the stresses that act on or within the arterial wall. The extreme wall tensile stress (WTS) is usually recognized as a primary trigger for the rupture of vulnerable plaque. The present study used the in-vivo high-resolution multi-spectral magnetic resonance imaging (MRI) for carotid arterial plaque morphology reconstruction. Image segmentation of different plaque components was based on the multi-spectral MRI and co-registered with different sequences for the patient. Stress analysis was performed on totally four subjects with different plaque burden by fluid-structure interaction (FSI) simulations. Wall shear stress distributions are highly related to the degree of stenosis, while the level of its magnitude is much lower than the WTS in the fibrous cap. WTS is higher in the luminal wall and lower at the outer wall, with the lowest stress at the lipid region. Local stress concentrations are well confined in the thinner fibrous cap region, and usually locating in the plaque shoulder; the introduction of relative stress variation during a cycle in the fibrous cap can be a potential indicator for plaque fatigue process in the thin fibrous cap. According to stress analysis of the four subjects, a risk assessment in terms of mechanical factors could be made, which may be helpful in clinical practice. However, more subjects with patient specific analysis are desirable for plaque-stability study.

Ship collision avoidance and COLREGS compliance using simulation-based control behavior selection with predictive hazard assessment

This paper describes a concept for a collision avoidance system for ships, which is based on model predictive control. A finite set of alternative control behaviors are generated by varying two parameters: offsets to the guidance course angle commanded to the autopilot and changes to the propulsion command ranging from nominal speed to full reverse. Using simulated predictions of the trajectories of the obstacles and ship, compliance with the Convention on the International Regulations for Preventing Collisions at Sea and collision hazards associated with each of the alternative control behaviors are evaluated on a finite prediction horizon, and the optimal control behavior is selected. Robustness to sensing error, predicted obstacle behavior, and environmental conditions can be ensured by evaluating multiple scenarios for each control behavior. The method is conceptually and computationally simple and yet quite versatile as it can account for the dynamics of the ship, the dynamics of the steering and propulsion system, forces due to wind and ocean current, and any number of obstacles. Simulations show that the method is effective and can manage complex scenarios with multiple dynamic obstacles and uncertainty associated with sensors and predictions.

Semi-active control for structural vibration based on predictive algorithm [Chinese title = 基于预测算法的结构振动半主动控制]

Based on Newmark-β method, a structural vibration response is predicted. Through finding the appropriate control force parameters within certain ranges to optimize the objective function, the predictive control of the structural vibration is achieved. At the same time, the numerical simulation analysis of a two-storey frame structure with magneto-rheological (MR) dampers under earthquake records is carried out, and the parameter influence on structural vibration reduction is discussed. The results demonstrate that the semi-active control based on Newmark-β predictive algorithm is better than the classical control strategy based on full-state feedback control and has remarkable advantages of structural vibration reduction and control robustness.

Stability analysis and control of multiple converter based autonomous microgrid

In this paper, the stability of an autonomous microgrid with multiple distributed generators (DG) is studied through eigenvalue analysis. It is assumed that all the DGs are connected through Voltage Source Converter (VSC) and all connected loads are passive. The VSCs are controlled by state feedback controller to achieve desired voltage and current outputs that are decided by a droop controller. The state space models of each of the converters with its associated feedback are derived. These are then connected with the state space models of the droop, network and loads to form a homogeneous model, through which the eigenvalues are evaluated. The system stability is then investigated as a function of the droop controller real and reac-tive power coefficients. These observations are then verified through simulation studies using PSCAD/EMTDC. It will be shown that the simulation results closely agree with stability be-havior predicted by the eigenvalue analysis.

Identification of critical input variables for risk-based cost estimates for road maintenance and rehabilitation

An estimation of costs for maintenance and rehabilitation is subject to variation due to the uncertainties of input parameters. This paper presents the results of an analysis to identify input parameters that affect the prediction of variation in road deterioration. Road data obtained from 1688 km of a national highway located in the tropical northeast of Queensland in Australia were used in the analysis. Data were analysed using a probability-based method, the Monte Carlo simulation technique and HDM-4’s roughness prediction model. The results of the analysis indicated that among the input parameters the variability of pavement strength, rut depth, annual equivalent axle load and initial roughness affected the variability of the predicted roughness. The second part of the paper presents an analysis to assess the variation in cost estimates due to the variability of the overall identified critical input parameters.