24 resultados para Monte-Carlo Simulation Method
Resumo:
Kasvihuonekaasupäästöjen vähentämiseksi ja uusiutuvan energian käytön lisäämiseksi EU:ssa on säädetty direktiivi uusiutuvan energian käytön edistämisestä(RES-direktiivi). Direktiivissä annetaan ohjeet biopolttoaineiden ja bionesteiden kasvihuonekaasuvaikutusten laskemiseen. Tämän työn tarkoituksena oli selvittää, täyttääkö hakkuutähteistä valmistettu pyrolyysiöljy RES-direktiivin asettamat määrälliset vaatimukset kasvihuonekaasujen päästövähennykselle silloin, kun pyrolyysiöljyllä korvataan raskasta polttoöljyä lämmöntuotannossa. Laskenta suorittiin direktiivin ohjeiden mukaan. Lisäksi työssä pohdittiin laskentamenetelmän soveltuvuutta pyrolyysiöljyn ilmastovaikutusten arviointiin yleisesti. Laskennassa huomioitiin raaka-aineen tuotannosta, jalostuksesta sekä kuljetuksesta ja jakelusta aiheutuvat kasvihuonekaasupäästöt. Päästöt laskettiin ensin oletusarvoilla, jonka jälkeen suoritettiin todennäköisyyspohjainen herkkyystarkastelu valituille parametreille. Herkkyystarkastelun tuloksista huomattiin, että päästövähennys riippuu pääasiassa kahdesta tekijästä: maaperän hiilitaseen muutoksesta aiheutuvista päästöistä ja pyrolyysiprosessin tarvitseman lämmön tuotantoon käytetyistä polttoaineista. Eniten tuloksiin vaikutti kuitenkin se, oletettiinko pyrolysaattori ja kattila tarkastelussa erillisiksi yksiköiksi (tapaus 1) vai kokonaisuudeksi (tapaus 2). Tulosten perusteella näyttää siltä, että pyrolyysiöljyn käyttö lämmöntuotannossa raskaan polttoöljyn sijasta johtaa päästövähennyksiin. Saatuja tuloksia ei kuitenkaan voida pitää ennusteina pyrolyysiöljyn todellisista ilmastovaikutuksista, koska elinkaariarviointiin liittyy monia epävarmuuksia. RES-direktiivin laskentaohjeet esimerkiksi järjestelmärajausten muodostamisesta ja päästöjen kohdentamisesta ovat epätarkat. Tästä syystä direktiiviä on mahdollista tulkita usealla eri tavalla, jolloin toisistaan poikkeavat tulokset voivat silti olla kaikki direktiivin mukaisesti laskettuja. Jotta liika tulkinnanvaraisuus ei aiheuttaisi ongelmia, olisi RES-direktiivin laskentaohjetta hyvä tarkentaa.
Resumo:
Atomic structure of ZrO2 and B2O3 was investigated in this work. New data under extreme conditions (T = 3100 K) was obtained for the liquid ZrO2 structure. A fractional number of boron was investigated for glassy structure of B2O3. It was shown that it is possible to obtain an agreement for the fractional number between NMR and DFT techniques using a suitable initial configuration.
Resumo:
Utilization of light and illumination systems in automotive industry for different purposes has been increased significantly in recent years. Volvo as one of the leading companies in manufacturing of luxury cars has found the great capacity in this area. The performance of such an illumination systems is one of the challenges that engineers in this industry are facing with. In this study an effort has been made to design a system to make the iron mark of Volvo being illuminated and the system is being evaluated by optics simulation in software using Ray optics method. At the end, results are assessed and some optimizations are carried out. Different kind of light guides, front side of the iron mark and some possible arrangement for LED also evaluated and different materials tested. The best combination from uniformity, color and amount of luminance aspect selected as a possible solution for this special project which can be used as a base for further studies in Volvo.
Resumo:
This work presents new, efficient Markov chain Monte Carlo (MCMC) simulation methods for statistical analysis in various modelling applications. When using MCMC methods, the model is simulated repeatedly to explore the probability distribution describing the uncertainties in model parameters and predictions. In adaptive MCMC methods based on the Metropolis-Hastings algorithm, the proposal distribution needed by the algorithm learns from the target distribution as the simulation proceeds. Adaptive MCMC methods have been subject of intensive research lately, as they open a way for essentially easier use of the methodology. The lack of user-friendly computer programs has been a main obstacle for wider acceptance of the methods. This work provides two new adaptive MCMC methods: DRAM and AARJ. The DRAM method has been built especially to work in high dimensional and non-linear problems. The AARJ method is an extension to DRAM for model selection problems, where the mathematical formulation of the model is uncertain and we want simultaneously to fit several different models to the same observations. The methods were developed while keeping in mind the needs of modelling applications typical in environmental sciences. The development work has been pursued while working with several application projects. The applications presented in this work are: a winter time oxygen concentration model for Lake Tuusulanjärvi and adaptive control of the aerator; a nutrition model for Lake Pyhäjärvi and lake management planning; validation of the algorithms of the GOMOS ozone remote sensing instrument on board the Envisat satellite of European Space Agency and the study of the effects of aerosol model selection on the GOMOS algorithm.
Resumo:
The identifiability of the parameters of a heat exchanger model without phase change was studied in this Master’s thesis using synthetically made data. A fast, two-step Markov chain Monte Carlo method (MCMC) was tested with a couple of case studies and a heat exchanger model. The two-step MCMC-method worked well and decreased the computation time compared to the traditional MCMC-method. The effect of measurement accuracy of certain control variables to the identifiability of parameters was also studied. The accuracy used did not seem to have a remarkable effect to the identifiability of parameters. The use of the posterior distribution of parameters in different heat exchanger geometries was studied. It would be computationally most efficient to use the same posterior distribution among different geometries in the optimisation of heat exchanger networks. According to the results, this was possible in the case when the frontal surface areas were the same among different geometries. In the other cases the same posterior distribution can be used for optimisation too, but that will give a wider predictive distribution as a result. For condensing surface heat exchangers the numerical stability of the simulation model was studied. As a result, a stable algorithm was developed.
Resumo:
The objective of the this research project is to develop a novel force control scheme for the teleoperation of a hydraulically driven manipulator, and to implement an ideal transparent mapping between human and machine interaction, and machine and task environment interaction. This master‘s thesis provides a preparatory study for the present research project. The research is limited into a single degree of freedom hydraulic slider with 6-DOF Phantom haptic device. The key contribution of the thesis is to set up the experimental rig including electromechanical haptic device, hydraulic servo and 6-DOF force sensor. The slider is firstly tested as a position servo by using previously developed intelligent switching control algorithm. Subsequently the teleoperated system is set up and the preliminary experiments are carried out. In addition to development of the single DOF experimental set up, methods such as passivity control in teleoperation are reviewed. The thesis also contains review of modeling of the servo slider in particular reference to the servo valve. Markov Chain Monte Carlo method is utilized in developing the robustness of the model in presence of noise.
Resumo:
In any decision making under uncertainties, the goal is mostly to minimize the expected cost. The minimization of cost under uncertainties is usually done by optimization. For simple models, the optimization can easily be done using deterministic methods.However, many models practically contain some complex and varying parameters that can not easily be taken into account using usual deterministic methods of optimization. Thus, it is very important to look for other methods that can be used to get insight into such models. MCMC method is one of the practical methods that can be used for optimization of stochastic models under uncertainty. This method is based on simulation that provides a general methodology which can be applied in nonlinear and non-Gaussian state models. MCMC method is very important for practical applications because it is a uni ed estimation procedure which simultaneously estimates both parameters and state variables. MCMC computes the distribution of the state variables and parameters of the given data measurements. MCMC method is faster in terms of computing time when compared to other optimization methods. This thesis discusses the use of Markov chain Monte Carlo (MCMC) methods for optimization of Stochastic models under uncertainties .The thesis begins with a short discussion about Bayesian Inference, MCMC and Stochastic optimization methods. Then an example is given of how MCMC can be applied for maximizing production at a minimum cost in a chemical reaction process. It is observed that this method performs better in optimizing the given cost function with a very high certainty.
Resumo:
Tässä työssä on tutkittu OL1/OL2-ydinvoimalaitosten käytetyn polttoaineen siirrossa aiheutuvaa altistusta neutronisäteilylle. Käytetty polttoaine siirretään vedellä täytetyssä käytetyn polttoaineen siirtosäiliössä Castor TVO:ssa OL1/OL2-laitoksilta käytetyn polttoaineen varastolle. Siirtotyön aikana useat eri ammattiryhmiin kuuluvat henkilöt työskentelevät siirtosäiliön välittömässä läheisyydessä, altistuen käytetystä polttoaineesta emittoituvalle fotoni- ja neutronisäteilylle. Aikaisemmista neutronisäteilyannosten mittauksista on todettu, ettei jatkuvalle altistuksen seurannalle ole ollut tarvetta. Tämän työn tarkoitus on selvittää teoreettisilla laskelmilla siirtotyöhön osallistuvan henkilön mahdollisuus saada kirjausrajan ylittävä annos neutronisäteilyä. Neutronisäteilyn annosnopeudet siirtosäiliötä ympäröivässä tilassa on laskettu yhdysvaltalaisella Monte Carlo-menetelmään perustuvalla MCNP-ohjelmalla. MCNP:llä mallinnettiin siirtosäiliö, siirtosäiliön sisältämä polttoaine ja ympäröivä tila kolmella jäähtymisajalla ja kolmella keskimääräisellä maksimipoistopalamalla. Polttoainenippujen isotooppikonsentraatiot ja säteilylähteiden voimakkuudet on laskettu Studsvik SNF-ohjelmalla. Simuloinnin perusteella voidaan todeta, ettei neutronisäteilyannosten jatkuvalle seurannalle ole tarvetta käytetyn polttoaineen siirrossa. Vaikka neutronisäteilyn annosnopeudet voivat nousta siirtosäiliön läheisyydessä suhteellisen suuriksi, ovat siirtosäiliön lähellä tehtävät työt niin lyhytaikaisia, että kirjausrajan ylitystä voidaan pitää hyvin epätodennäköisenä. Johtopäätökset varmistetaan työssä suunnitellulla mittausjärjestelyllä.
Resumo:
The investments have always been considered as an essential backbone and so-called ‘locomotive’ for the competitive economies. However, in various countries, the state has been put under tight budget constraints for the investments in capital intensive projects. In response to this situation, the cooperation between public and private sector has grown based on public-private mechanism. The promotion of favorable arrangement for collaboration between public and private sectors for the provision of policies, services, and infrastructure in Russia can help to address the problems of dry ports development that neither municipalities nor the private sector can solve alone. Especially, the stimulation of public-private collaboration is significant under the exposure to externalities that affect the magnitude of the risks during all phases of project realization. In these circumstances, the risk in the projects also is becoming increasingly a part of joint research and risk management practice, which is viewed as a key approach, aiming to take active actions on existing global and specific factors of uncertainties. Meanwhile, a relatively little progress has been made on the inclusion of the resilience aspects into the planning process of a dry ports construction that would instruct the capacity planner, on how to mitigate the occurrence of disruptions that may lead to million dollars of losses due to the deviation of the future cash flows from the expected financial flows on the project. The current experience shows that the existing methodological base is developed fragmentary within separate steps of supply chain risk management (SCRM) processes: risk identification, risk evaluation, risk mitigation, risk monitoring and control phases. The lack of the systematic approach hinders the solution of the problem of risk management processes of dry port implementation. Therefore, management of various risks during the investments phases of dry port projects still presents a considerable challenge from the practical and theoretical points of view. In this regard, the given research became a logical continuation of fundamental research, existing in the financial models and theories (e.g., capital asset pricing model and real option theory), as well as provided a complementation for the portfolio theory. The goal of the current study is in the design of methods and models for the facilitation of dry port implementation through the mechanism of public-private partnership on the national market that implies the necessity to mitigate, first and foremost, the shortage of the investments and consequences of risks. The problem of the research was formulated on the ground of the identified contradictions. They rose as a continuation of the trade-off between the opportunities that the investors can gain from the development of terminal business in Russia (i.e. dry port implementation) and risks. As a rule, the higher the investment risk, the greater should be their expected return. However, investors have a different tolerance for the risks. That is why it would be advisable to find an optimum investment. In the given study, the optimum relates to the search for the efficient portfolio, which can provide satisfaction to the investor, depending on its degree of risk aversion. There are many theories and methods in finance, concerning investment choices. Nevertheless, the appropriateness and effectiveness of particular methods should be considered with the allowance of the specifics of the investment projects. For example, the investments in dry ports imply not only the lump sum of financial inflows, but also the long-term payback periods. As a result, capital intensity and longevity of their construction determine the necessity from investors to ensure the return on investment (profitability), along with the rapid return on investment (liquidity), without precluding the fact that the stochastic nature of the project environment is hardly described by the formula-based approach. The current theoretical base for the economic appraisals of the dry port projects more often perceives net present value (NPV) as a technique superior to other decision-making criteria. For example, the portfolio theory, which considers different risk preference of an investor and structures of utility, defines net present value as a better criterion of project appraisal than discounted payback period (DPP). Meanwhile, in business practice, the DPP is more popular. Knowing that the NPV is based on the assumptions of certainty of project life, it cannot be an accurate appraisal approach alone to determine whether or not the project should be accepted for the approval in the environment that is not without of uncertainties. In order to reflect the period or the project’s useful life that is exposed to risks due to changes in political, operational, and financial factors, the second capital budgeting criterion – discounted payback period is profoundly important, particularly for the Russian environment. Those statements represent contradictions that exist in the theory and practice of the applied science. Therefore, it would be desirable to relax the assumptions of portfolio theory and regard DPP as not fewer relevant appraisal approach for the assessment of the investment and risk measure. At the same time, the rationality of the use of both project performance criteria depends on the methods and models, with the help of which these appraisal approaches are calculated in feasibility studies. The deterministic methods cannot ensure the required precision of the results, while the stochastic models guarantee the sufficient level of the accuracy and reliability of the obtained results, providing that the risks are properly identified, evaluated, and mitigated. Otherwise, the project performance indicators may not be confirmed during the phase of project realization. For instance, the economic and political instability can result in the undoing of hard-earned gains, leading to the need for the attraction of the additional finances for the project. The sources of the alternative investments, as well as supportive mitigation strategies, can be studied during the initial phases of project development. During this period, the effectiveness of the investments undertakings can also be improved by the inclusion of the various investors, e.g. Russian Railways’ enterprises and other private companies in the dry port projects. However, the evaluation of the effectiveness of the participation of different investors in the project lack the methods and models that would permit doing the particular feasibility study, foreseeing the quantitative characteristics of risks and their mitigation strategies, which can meet the tolerance of the investors to the risks. For this reason, the research proposes a combination of Monte Carlo method, discounted cash flow technique, the theory of real options, and portfolio theory via a system dynamics simulation approach. The use of this methodology allows for comprehensive risk management process of dry port development to cover all aspects of risk identification, risk evaluation, risk mitigation, risk monitoring, and control phases. A designed system dynamics model can be recommended for the decision-makers on the dry port projects that are financed via a public-private partnership. It permits investors to make a decision appraisal based on random variables of net present value and discounted payback period, depending on different risks factors, e.g. revenue risks, land acquisition risks, traffic volume risks, construction hazards, and political risks. In this case, the statistical mean is used for the explication of the expected value of the DPP and NPV; the standard deviation is proposed as a characteristic of risks, while the elasticity coefficient is applied for rating of risks. Additionally, the risk of failure of project investments and guaranteed recoupment of capital investment can be considered with the help of the model. On the whole, the application of these modern methods of simulation creates preconditions for the controlling of the process of dry port development, i.e. making managerial changes and identifying the most stable parameters that contribute to the optimal alternative scenarios of the project realization in the uncertain environment. System dynamics model allows analyzing the interactions in the most complex mechanism of risk management process of the dry ports development and making proposals for the improvement of the effectiveness of the investments via an estimation of different risk management strategies. For the comparison and ranking of these alternatives in their order of preference to the investor, the proposed indicators of the efficiency of the investments, concerning the NPV, DPP, and coefficient of variation, can be used. Thus, rational investors, who averse to taking increased risks unless they are compensated by the commensurate increase in the expected utility of a risky prospect of dry port development, can be guided by the deduced marginal utility of investments. It is computed on the ground of the results from the system dynamics model. In conclusion, the outlined theoretical and practical implications for the management of risks, which are the key characteristics of public-private partnerships, can help analysts and planning managers in budget decision-making, substantially alleviating the effect from various risks and avoiding unnecessary cost overruns in dry port projects.