45 resultados para Stochastic simulation methods


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Abstract. Modern business practices in engineering are increasingly turning to post manufacture service provision in an attempt to generate additional revenue streams and ensure commercial sustainability. Maintainability has always been a consideration during the design process but in the past it has been generally considered to be of tertiary importance behind manufacturability and primary product function in terms of design priorities. The need to draw whole life considerations into concurrent engineering (CE) practice has encouraged companies to address issues such as maintenance, earlier in the design process giving equal importance to all aspects of the product lifecycle. The consideration of design for maintainability (DFM) early in the design process has the potential to significantly reduce maintenance costs, and improve overall running efficiencies as well as safety levels. However a lack of simulation tools still hinders the adaptation of CE to include practical elements of design and therefore further research is required to develop methods by which ‘hands on’ activities such as maintenance can be fully assessed and optimised as concepts develop. Virtual Reality (VR) has the potential to address this issue but the application of these traditionally high cost systems can require complex infrastructure and their use has typically focused on aesthetic aspects of mature designs. This paper examines the application of cost effective VR technology to the rapid assessment of aircraft interior inspection during conceptual design. It focuses on the integration of VR hardware with a typical desktop engineering system and examines the challenges with data transfer, graphics quality and the development of practical user functions within the VR environment. Conclusions drawn to date indicate that the system has the potential to improve maintenance planning through the provision of a usable environment for inspection which is available as soon as preliminary structural models are generated as part of the conceptual design process. Challenges still exist in the efficient transfer of data between the CAD and VR environments as well as the quantification of any benefits that result from the proposed approach. The result of this research will help to improve product maintainability, reduce product development cycle times and lower maintenance costs.

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Nonlinear interactions take place in most systems that arise in music acoustics, usually as a result of player-instrument coupling. Several time-stepping methods exist for the numerical simulation of such systems. These methods generally involve the discretization of the Newtonian description of the system. However, it is not always possible to prove the stability of the resulting algorithms, especially when dealing with systems where the underlying force is a non-analytic function of the phase space variables. On the other hand, if the discretization is carried out on the Hamiltonian description of the system, it is possible to prove the stability of the derived numerical schemes. This Hamiltonian approach is applied to a series of test models of single or multiple nonlinear collisions and the energetic properties of the derived schemes are discussed. After establishing that the schemes respect the principle of conservation of energy, a nonlinear single-reed model is formulated and coupled to a digital bore, in order to synthesize clarinet-like sounds.

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In recent years, the issue of life expectancy has become of utmost importance to pension providers, insurance companies, and government bodies in the developed world. Significant and consistent improvements in mortality rates and hence life expectancy have led to unprecedented increases in the cost of providing for older ages. This has resulted in an explosion of stochastic mortality models forecasting trends in mortality data to anticipate future life expectancy and hence quantify the costs of providing for future aging populations. Many stochastic models of mortality rates identify linear trends in mortality rates by time, age, and cohort and forecast these trends into the future by using standard statistical methods. These approaches rely on the assumption that structural breaks in the trend do not exist or do not have a significant impact on the mortality forecasts. Recent literature has started to question this assumption. In this paper, we carry out a comprehensive investigation of the presence or of structural breaks in a selection of leading mortality models. We find that structural breaks are present in the majority of cases. In particular, we find that allowing for structural break, where present, improves the forecast result significantly.

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This study investigates the effects of ground heterogeneity, considering permeability as a random variable, on an intruding SW wedge using Monte Carlo simulations. Random permeability fields were generated, using the method of Local Average Subdivision (LAS), based on a lognormal probability density function. The LAS method allows the creation of spatially correlated random fields, generated using coefficients of variation (COV) and horizontal and vertical scales of fluctuation (SOF). The numerical modelling code SUTRA was employed to solve the coupled flow and transport problem. The well-defined 2D dispersive Henry problem was used as the test case for the method. The intruding SW wedge is defined by two key parameters, the toe penetration length (TL) and the width of mixing zone (WMZ). These parameters were compared to the results of a homogeneous case simulated using effective permeability values. The simulation results revealed: (1) an increase in COV resulted in a seaward movement of TL; (2) the WMZ extended with increasing COV; (3) a general increase in horizontal and vertical SOF produced a seaward movement of TL, with the WMZ increasing slightly; (4) as the anisotropic ratio increased the TL intruded further inland and the WMZ reduced in size. The results show that for large values of COV, effective permeability parameters are inadequate at reproducing the effects of heterogeneity on SW intrusion.

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Collisions are an innate part of the function of many musical instruments. Due to the nonlinear nature of contact forces, special care has to be taken in the construction of numerical schemes for simulation and sound synthesis. Finite difference schemes and other time-stepping algorithms used for musical instrument modelling purposes are normally arrived at by discretising a Newtonian description of the system. However because impact forces are non-analytic functions of the phase space variables, algorithm stability can rarely be established this way. This paper presents a systematic approach to deriving energy conserving schemes for frictionless impact modelling. The proposed numerical formulations follow from discretising Hamilton׳s equations of motion, generally leading to an implicit system of nonlinear equations that can be solved with Newton׳s method. The approach is first outlined for point mass collisions and then extended to distributed settings, such as vibrating strings and beams colliding with rigid obstacles. Stability and other relevant properties of the proposed approach are discussed and further demonstrated with simulation examples. The methodology is exemplified through a case study on tanpura string vibration, with the results confirming the main findings of previous studies on the role of the bridge in sound generation with this type of string instrument.

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This paper reports an approach by which laboratory based testing and numerical modelling can be combined to predict the long term performance of a range of concretes exposed to marine environments. Firstly, a critical review of the test methods for assessing the chloride penetration resistance of concrete is given. The repeatability of the different test results is also included. In addition to the test methods, a numerical simulation model is used to explore the test data further to obtain long-term chloride ingress trends. The combined use of testing and modelling is validated with the help of long-term chloride ingress data from a North Sea exposure site. In summary, the paper outlines a methodology for determining the long term performance of concrete in marine environments.

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The introduction of the Tesla in 2008 has demonstrated to the public of the potential of electric vehicles in terms of reducing fuel consumption and green-house gas from the transport sector. It has brought electric vehicles back into the spotlight worldwide at a moment when fossil fuel prices were reaching unexpected high due to increased demand and strong economic growth. The energy storage capabilities from of fleets of electric vehicles as well as the potentially random discharging and charging offers challenges to the grid in terms of operation and control. Optimal scheduling strategies are key to integrating large numbers of electric vehicles and the smart grid. In this paper, state-of-the-art optimization methods are reviewed on scheduling strategies for the grid integration with electric vehicles. The paper starts with a concise introduction to analytical charging strategies, followed by a review of a number of classical numerical optimization methods, including linear programming, non-linear programming, dynamic programming as well as some other means such as queuing theory. Meta-heuristic techniques are then discussed to deal with the complex, high-dimensional and multi-objective scheduling problem associated with stochastic charging and discharging of electric vehicles. Finally, future research directions are suggested.

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Context. The jets of compact accreting objects are composed of electrons and a mixture of positrons and ions. These outflows impinge on the interstellar or intergalactic medium and both plasmas interact via collisionless processes. Filamentation (beam-Weibel) instabilities give rise to the growth of strong electromagnetic fields. These fields thermalize the interpenetrating plasmas. 

Aims. Hitherto, the effects imposed by a spatial non-uniformity on filamentation instabilities have remained unexplored. We examine the interaction between spatially uniform background electrons and a minuscule cloud of electrons and positrons. The cloud size is comparable to that created in recent laboratory experiments and such clouds may exist close to internal and external shocks of leptonic jets. The purpose of our study is to determine the prevalent instabilities, their ability to generate electromagnetic fields and the mechanism, by which the lepton micro-cloud transfers energy to the background plasma. 

Methods. A square micro-cloud of equally dense electrons and positrons impinges in our particle-in-cell (PIC) simulation on a spatially uniform plasma at rest. The latter consists of electrons with a temperature of 1 keV and immobile ions. The initially charge- and current neutral micro-cloud has a temperature of 100 keV and a side length of 2.5 plasma skin depths of the micro-cloud. The side length is given in the reference frame of the background plasma. The mean speed of the micro-cloud corresponds to a relativistic factor of 15, which is relevant for laboratory experiments and for relativistic astrophysical outflows. The spatial distributions of the leptons and of the electromagnetic fields are examined at several times. 

Results. A filamentation instability develops between the magnetic field carried by the micro-cloud and the background electrons. The electromagnetic fields, which grow from noise levels, redistribute the electrons and positrons within the cloud, which boosts the peak magnetic field amplitude. The current density and the moduli of the electromagnetic fields grow aperiodically in time and steadily along the direction that is anti-parallel to the cloud's velocity vector. The micro-cloud remains conjoined during the simulation. The instability induces an electrostatic wakefield in the background plasma. 

Conclusions. Relativistic clouds of leptons can generate and amplify magnetic fields even if they have a microscopic size, which implies that the underlying processes can be studied in the laboratory. The interaction of the localized magnetic field and high-energy leptons will give rise to synchrotron jitter radiation. The wakefield in the background plasma dissipates the kinetic energy of the lepton cloud. Even the fastest lepton micro-clouds can be slowed down by this collisionless mechanism. Moderately fast charge- and current neutralized lepton micro-clouds will deposit their energy close to relativistic shocks and hence they do not constitute an energy loss mechanism for the shock.

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We present a novel method for the light-curve characterization of Pan-STARRS1 Medium Deep Survey (PS1 MDS) extragalactic sources into stochastic variables (SVs) and burst-like (BL) transients, using multi-band image-differencing time-series data. We select detections in difference images associated with galaxy hosts using a star/galaxy catalog extracted from the deep PS1 MDS stacked images, and adopt a maximum a posteriori formulation to model their difference-flux time-series in four Pan-STARRS1 photometric bands gP1, rP1, iP1, and zP1. We use three deterministic light-curve models to fit BL transients; a Gaussian, a Gamma distribution, and an analytic supernova (SN) model, and one stochastic light-curve model, the Ornstein-Uhlenbeck process, in order to fit variability that is characteristic of active galactic nuclei (AGNs). We assess the quality of fit of the models band-wise and source-wise, using their estimated leave-out-one cross-validation likelihoods and corrected Akaike information criteria. We then apply a K-means clustering algorithm on these statistics, to determine the source classification in each band. The final source classification is derived as a combination of the individual filter classifications, resulting in two measures of classification quality, from the averages across the photometric filters of (1) the classifications determined from the closest K-means cluster centers, and (2) the square distances from the clustering centers in the K-means clustering spaces. For a verification set of AGNs and SNe, we show that SV and BL occupy distinct regions in the plane constituted by these measures. We use our clustering method to characterize 4361 extragalactic image difference detected sources, in the first 2.5 yr of the PS1 MDS, into 1529 BL, and 2262 SV, with a purity of 95.00% for AGNs, and 90.97% for SN based on our verification sets. We combine our light-curve classifications with their nuclear or off-nuclear host galaxy offsets, to define a robust photometric sample of 1233 AGNs and 812 SNe. With these two samples, we characterize their variability and host galaxy properties, and identify simple photometric priors that would enable their real-time identification in future wide-field synoptic surveys.

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This paper describes the simulation of representative aircraft wing stiffened panels under axial compression loading, to determine the effects of varying the manufacturing shape and assembly joining methods on stiffened panel performance. T-stiffened and Z-stiffened panels are modelled in Abaqus simulating integral, co-cured and mechanically fastened joints. The panels are subject to an edge compressive displacement along the stiffener axis until failure and the ultimate failure load and buckling performance is assessed for each. Integral panels consistently offer the highest performance. Co-cured panels demonstrate reduced performance (3-5% reduction in ultimate load relative to integral) caused by localised cohesive failure and skin-stiffener separation. The mechanically fastened panels are consistently the weakest joint (19-25% reduction in ultimate load relative to integral) caused primarily by inter-rivet buckling between fasteners

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Molecular Dynamics Simulations (MDS) are constantly being used to make important contributions to our fundamental understanding of material behaviour, at the atomic scale, for a variety of thermodynamic processes. This chapter shows that molecular dynamics simulation is a robust numerical analysis tool in addressing a range of complex nanofinishing (machining) problems that are otherwise difficult or impossible to understand using other methods. For example the mechanism of nanometric cutting of silicon carbide is influenced by a number of variables such as machine tool performance, machining conditions, material properties, and cutting tool performance (material microstructure and physical geometry of the contact) and all these variables cannot be monitored online through experimental examination. However, these could suitably be studied using an advanced simulation based approach such as MDS. This chapter details how MD simulation can be used as a research and commercial tool to understand key issues of ultra precision manufacturing research problems and a specific case was addressed by studying diamond machining of silicon carbide. While this is appreciable, there are a lot of challenges and opportunities in this fertile area. For example, the world of MD simulations is dependent on present day computers and the accuracy and reliability of potential energy functions [109]. This presents a limitation: Real-world scale simulation models are yet to be developed. The simulated length and timescales are far shorter than the experimental ones which couples further with the fact that contact loading simulations are typically done in the speed range of a few hundreds of m/sec against the experimental speed of typically about 1 m/sec [17]. Consequently, MD simulations suffer from the spurious effects of high cutting speeds and the accuracy of the simulation results has yet to be fully explored. The development of user-friendly software could help facilitate molecular dynamics as an integral part of computer-aided design and manufacturing to tackle a range of machining problems from all perspectives, including materials science (phase of the material formed due to the sub-surface deformation layer), electronics and optics (properties of the finished machined surface due to the metallurgical transformation in comparison to the bulk material), and mechanical engineering (extent of residual stresses in the machined component) [110]. Overall, this chapter provided key information concerning diamond machining of SiC which is classed as hard, brittle material. From the analysis presented in the earlier sections, MD simulation has helped in understanding the effects of crystal anisotropy in nanometric cutting of 3C-SiC by revealing the atomic-level deformation mechanisms for different crystal orientations and cutting directions. In addition to this, the MD simulation revealed that the material removal mechanism on the (111) surface of 3C-SiC (akin to diamond) is dominated by cleavage. These understandings led to the development of a new approach named the “surface defect machining” method which has the potential to be more effective to implement than ductile mode micro laser assisted machining or conventional nanometric cutting.

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Solar heating systems have the potential to be an efficient renewable energy technology, provided they are sized correctly. Sizing a solar thermal system for domestic applications does not warrant the cost of a simulation. As a result simplified sizing procedures are required. The size of a system depends on a number of variables including the efficiency of the collector itself, the hot water demand and the solar radiation at a given location. Domestic Hot Water (DHW) demand varies with time and is assessed using a multi-parameter detailed model. Secondly, the national energy evaluation methodologies are evaluated from the perspective of solar thermal system sizing. Based on the assessment of the standards, limitations in the evaluation method for solar thermal systems are outlined and an adapted method, specific to the sizing of solar thermal systems, is proposed. The methodology is presented for two common dwelling scenarios. Results from this showed that it is difficult to achieve a high solar fraction given practical sizes of system infrastructure (storage tanks) for standard domestic properties. However, solar thermal systems can significantly offset energy loads due associated DHW consumption, particularly when sized appropriately. The presented methodology is valuable for simple solar system design and also for the quick comparison of salient criteria.

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Growing demands for marine fish products is leading to increased pressure on already depleted wild populations and a rise in aquaculture production. Consequently, more captive-bred fish are released into the wild through accidental escape or deliberate releases. The increased mixing of captive-bred and wild fish may affect the ecological and/or genetic integrity of wild fish populations. Unambiguous identification tools for captive-bred fish will be highly valuable to manage risks (fisheries management) and tracing of escapees and seafood products (wildlife forensics). Using single nucleotide polymorphism (SNP) data from captive-bred and wild populations of Atlantic cod Gadus morhua L. and sole Solea solea L., we explored the efficiency of population and parentage assignment techniques for the identification and tracing of captive-bred fish. Simulated and empirical data were used to correct for stochastic genetic effects. Overall, parentage assignment performed well when a large effective population size characterized the broodstock and escapees originated from early generations of captive breeding. Consequently, parentage assignments are particularly useful from a fisheries management perspective to monitor the effects of deliberate releases of captive-bred fish on wild populations. Population assignment proved to be more efficient after several generations of captive breeding, which makes it a useful method in forensic applications for well-established aquaculture species. We suggest the implementation of a case-by-case strategy when choosing the best method.

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BACKGROUND: High-fidelity simulation is becoming increasingly important in the delivery of teaching and learning to health care professionals within a safe environment. Its use in an interprofessional context and at undergraduate level has the potential to facilitate the learning of good communication and teamworking, in addition to clinical knowledge and skills.

METHODS: Interprofessional teaching and learning workshops using high-fidelity paediatric simulation were developed and delivered to undergraduate medical and nursing students at Queen's University Belfast. Learning outcomes common to both professions, and essential in the clinical management of sick children, included basic competencies, communication and teamworking skills. Quantitative and qualitative evaluation was undertaken using published questionnaires.

RESULTS: Quantitative results - the 32-item questionnaire was analysed for reliability using spss. Responses were positive for both groups of students across four domains - acquisition of knowledge and skills, communication and teamworking, professional identity and role awareness, and attitudes to shared learning. Qualitative results - thematic content analysis was used to analyse open-ended responses. Students from both groups commented that an interprofessional education (IPE) approach to paediatric simulation improved clinical and practice-based skills, and provided a safe learning environment. Students commented that there should be more interprofessional and simulation learning opportunities.

DISCUSSION: High-fidelity paediatric simulation, used in an interprofessional context, has the potential to meet the requirements of undergraduate medical and nursing curricula. Further research is needed into the long-term benefits for patient care, and its generalisability to other areas within health care teaching and learning.

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This paper presents an automated design framework for the development of individual part forming tools for a composite stiffener. The framework uses parametrically developed design geometries for both the part and its layup tool. The framework has been developed with a functioning user interface where part / tool combinations are passed to a virtual environment for utility based assessment of their features and assemblability characteristics. The work demonstrates clear benefits in process design methods with conventional design timelines reduced from hours and days to minutes and seconds. The methods developed here were able to produce a digital mock up of a component with its associated layup tool in less than 3 minutes. The virtual environment presenting the design to the designer for interactive assembly planning was generated in 20 seconds. Challenges still exist in determining the level of reality required to provide an effective learning environment in the virtual world. Full representation of physical phenomena such as gravity, part clashes and the representation of standard build functions require further work to represent real physical phenomena more accurately.