932 resultados para Stochastic simulation methods


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Use of nonlinear parameter estimation techniques is now commonplace in ground water model calibration. However, there is still ample room for further development of these techniques in order to enable them to extract more information from calibration datasets, to more thoroughly explore the uncertainty associated with model predictions, and to make them easier to implement in various modeling contexts. This paper describes the use of pilot points as a methodology for spatial hydraulic property characterization. When used in conjunction with nonlinear parameter estimation software that incorporates advanced regularization functionality (such as PEST), use of pilot points can add a great deal of flexibility to the calibration process at the same time as it makes this process easier to implement. Pilot points can be used either as a substitute for zones of piecewise parameter uniformity, or in conjunction with such zones. In either case, they allow the disposition of areas of high and low hydraulic property value to be inferred through the calibration process, without the need for the modeler to guess the geometry of such areas prior to estimating the parameters that pertain to them. Pilot points and regularization can also be used as an adjunct to geostatistically based stochastic parameterization methods. Using the techniques described herein, a series of hydraulic property fields can be generated, all of which recognize the stochastic characterization of an area at the same time that they satisfy the constraints imposed on hydraulic property values by the need to ensure that model outputs match field measurements. Model predictions can then be made using all of these fields as a mechanism for exploring predictive uncertainty.

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Objective: To evaluate whether the introduction of a national, co-ordinated screening program using the faecal occult blood test represents 'value-for-money' from the perspective of the Australian Government as third-party funder. Methods: The annual equivalent costs and consequences of a biennial screening program in 'steady-state' operation were estimated for the Australian population using 1996 as the reference year. Disability-adjusted life years (DALYs) and the years of life lost (YLLs) averted, and the health service costs were modelled, based on the epidemiology and the costs of colorectal cancer in Australia together with the mortality reduction achieved in randomised controlled trials. Uncertainty in the model was examined using Monte Carlo simulation methods. Results: We estimate a minimum or 'base program' of screening those aged 55 to 69 years could avert 250 deaths per annum (95% uncertainty interval 99-400), at a gross cost of $A55 million (95% UI $A46 million to $A96 million) and a gross incremental cost-effectiveness ratio of $A17,000/DALY (95% UI $A13,000/DALY to $A52,000/DALY). Extending the program to include 70 to 74-year-olds is a more effective option (cheaper and higher health gain) than including the 50 to 54-year-olds. Conclusions: The findings of this study support the case for a national program directed at the 55 to 69-year-old age group with extension to 70 to 74-year-olds if there are sufficient resources. The pilot tests recently announced in Australia provide an important opportunity to consider the age range for screening and the sources of uncertainty, identified in the modelled evaluation, to assist decisions on implementing a full national program.

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Bistability and switching are two important aspects of the genetic regulatory network of phage. Positive and negative feedbacks are key regulatory mechanisms in this network. By the introduction of threshold values, the developmental pathway of A phage is divided into different stages. If the protein level reaches a threshold value, positive or negative feedback will be effective and regulate the process of development. Using this regulatory mechanism, we present a quantitative model to realize bistability and switching of phage based on experimental data. This model gives descriptions of decisive mechanisms for different pathways in induction. A stochastic model is also introduced for describing statistical properties of switching in induction. A stochastic degradation rate is used to represent intrinsic noise in induction for switching the system from the lysogenic pathway to the lysis pathway. The approach in this paper represents an attempt to describe the regulatory mechanism in genetic regulatory network under the influence of intrinsic noise in the framework of continuous models. (C) 2003 Elsevier Ltd. All rights reserved.

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Objective: Antidepressant drugs and cognitive-behavioural therapy (CBT) are effective treatment options for depression and are recommended by clinical practice guidelines. As part of the Assessing Cost-effectiveness - Mental Health project we evaluate the available evidence on costs and benefits of CBT and drugs in the episodic and maintenance treatment of major depression. Method: The cost-effectiveness is modelled from a health-care perspective as the cost per disability-adjusted life year. Interventions are targeted at people with major depression who currently seek care but receive non-evidence based treatment. Uncertainty in model inputs is tested using Monte Carlo simulation methods. Results: All interventions for major depression examined have a favourable incremental cost-effectiveness ratio under Australian health service conditions. Bibliotherapy, group CBT, individual CBT by a psychologist on a public salary and tricyclic antidepressants (TCAs) are very cost-effective treatment options falling below $A10 000 per disability-adjusted life year (DALY) even when taking the upper limit of the uncertainty interval into account. Maintenance treatment with selective serotonin re-uptake inhibitors (SSRIs) is the most expensive option (ranging from $A17 000 to $A20 000 per DALY) but still well below $A50 000, which is considered the affordable threshold. Conclusions: A range of cost-effective interventions for episodes of major depression exists and is currently underutilized. Maintenance treatment strategies are required to significantly reduce the burden of depression, but the cost of long-term drug treatment for the large number of depressed people is high if SSRIs are the drug of choice. Key policy issues with regard to expanded provision of CBT concern the availability of suitably trained providers and the funding mechanisms for therapy in primary care.

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The thesis presents a two-dimensional Risk Assessment Method (RAM) where the assessment of risk to the groundwater resources incorporates both the quantification of the probability of the occurrence of contaminant source terms, as well as the assessment of the resultant impacts. The approach emphasizes the need for a greater dependency on the potential pollution sources, rather than the traditional approach where assessment is based mainly on the intrinsic geo-hydrologic parameters. The risk is calculated using Monte Carlo simulation methods whereby random pollution events were generated to the same distribution as historically occurring events or a priori potential probability distribution. Integrated mathematical models then simulate contaminant concentrations at the predefined monitoring points within the aquifer. The spatial and temporal distributions of the concentrations were calculated from repeated realisations, and the number of times when a user defined concentration magnitude was exceeded is quantified as a risk. The method was setup by integrating MODFLOW-2000, MT3DMS and a FORTRAN coded risk model, and automated, using a DOS batch processing file. GIS software was employed in producing the input files and for the presentation of the results. The functionalities of the method, as well as its sensitivities to the model grid sizes, contaminant loading rates, length of stress periods, and the historical frequencies of occurrence of pollution events were evaluated using hypothetical scenarios and a case study. Chloride-related pollution sources were compiled and used as indicative potential contaminant sources for the case study. At any active model cell, if a random generated number is less than the probability of pollution occurrence, then the risk model will generate synthetic contaminant source term as an input into the transport model. The results of the applications of the method are presented in the form of tables, graphs and spatial maps. Varying the model grid sizes indicates no significant effects on the simulated groundwater head. The simulated frequency of daily occurrence of pollution incidents is also independent of the model dimensions. However, the simulated total contaminant mass generated within the aquifer, and the associated volumetric numerical error appear to increase with the increasing grid sizes. Also, the migration of contaminant plume advances faster with the coarse grid sizes as compared to the finer grid sizes. The number of daily contaminant source terms generated and consequently the total mass of contaminant within the aquifer increases in a non linear proportion to the increasing frequency of occurrence of pollution events. The risk of pollution from a number of sources all occurring by chance together was evaluated, and quantitatively presented as risk maps. This capability to combine the risk to a groundwater feature from numerous potential sources of pollution proved to be a great asset to the method, and a large benefit over the contemporary risk and vulnerability methods.

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In multilevel analyses, problems may arise when using Likert-type scales at the lowest level of analysis. Specifically, increases in variance should lead to greater censoring for the groups whose true scores fall at either end of the distribution. The current study used simulation methods to examine the influence of single-item Likert-type scale usage on ICC(1), ICC(2), and group-level correlations. Results revealed substantial underestimation of ICC(1) when using Likert-type scales with common response formats (e.g., 5 points). ICC(2) and group-level correlations were also underestimated, but to a lesser extent. Finally, the magnitude of underestimation was driven in large part to an interaction between Likert-type scale usage and the amounts of within- and between-group variance. © Sage Publications.

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Cost functions are estimated, using random effects and stochastic frontier methods, for English higher education institutions. The article advances on existing literature by employing finer disaggregation by subject, institution type and location, and by introducing consideration of quality effects. Estimates are provided of average incremental costs attached to each output type, and of returns to scale and scope. Implications for the policy of expansion of higher education are discussed.

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Groupe Spécial Mobile (GSM) has been developed as the pan-European second generation of digital mobile systems. GSM operates in the 900 MHz frequency band and employs digital technology instead of the analogue technology of its predecessors. Digital technology enables the GSM system to operate in much smaller zones in comparison with the analogue systems. The GSM system will offer greater roaming facilities to its subscribers, extended throughout the countries that have installed the system. The GSM system could be seen as a further enhancement to European integration. GSM has adopted a contention-based protocol for multipoint-to-point transmission. In particular, the slotted-ALOHA medium access protocol is used to coordinate the transmission of the channel request messages between the scattered mobile stations. Collision still happens when more than one mobile station having the same random reference number attempts to transmit on the same time-slot. In this research, a modified version of this protocol has been developed in order to reduce the number of collisions and hence increase the random access channel throughput compared to the existing protocol. The performance evaluation of the protocol has been carried out using simulation methods. Due to the growing demand for mobile radio telephony as well as for data services, optimal usage of the scarce availability radio spectrum is becoming increasingly important. In this research, a protocol has been developed whereby the number of transmitted information packets over the GSM system is increased without any additional increase of the allocated radio spectrum. Simulation results are presented to show the improvements achieved by the proposed protocol. Cellular mobile radio networks commonly respond to an increase in the service demand by using smaller coverage areas. As a result, the volume of the signalling exchanges increases. In this research, a proposal for interconnecting the various entitles of the mobile radio network over the future broadband networks based on the IEEE 802.6 Metropolitan Area Network (MAN) is outlined. Simulation results are presented to show the benefits achieved by interconnecting these entities over the broadband Networks.

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Experimental and theoretical methods have been used to study zeolite structures, properties and applications as membranes for separation purposes. Thin layers of silicalite-1 and Na-LTA zeolites have been synthesised onto carbon-graphite supports using a hydrothermal synthesis procedure. The separation behaviour of the composite membranes was characterized by gas permeation studies of pure, binary and ternary mixtures of methane, ethane and propane. The influence of temperature and feed gas mixture composition on the separation and selectivity performance of the membranes was also investigated. It was found that the silicalite-1 composite membranes synthesised onto the 4 hour oxidized carbon-graphite supports showed the most promising separation behaviour of all the composite membranes investigated. Molecular simulation methods were used to gain an understanding of how hydrocarbon molecules behave both within the pores and on the surfaces of silicalite-1, mordenite and LTA zeolites. Molecular dynamic simulations were used to investigate the influence of temperature and molecular loadings on the diffusional behaviour of hydrocarbons in zeolites. Both hydroxylated (surface termination with hydroxyl groups) and non-hydroxylated silicalite-1 and Na-mordenite surfaces were generated. For both zeolites the most stable surfaces correspond to the {010} surface. For the silicalite-1 {010} surface the adsorption of hydrocarbons and molecular water onto the hydroxylated surface showed a favourable exothermic adsorption process compared to adsorption on the non-hydroxylated surface. With the Na-mordenite {010} surface the adsorption of hydrocarbons onto both the hydroxylated and non-hydroxylated surfaces had a combination of favourable and non-favourable adsorption energies, while the adsorption of molecular water onto both types of surface was found to be a favourable adsorption process.

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Fault tree analysis is used as a tool within hazard and operability (Hazop) studies. The present study proposes a new methodology for obtaining the exact TOP event probability of coherent fault trees. The technique uses a top-down approach similar to that of FATRAM. This new Fault Tree Disjoint Reduction Algorithm resolves all the intermediate events in the tree except OR gates with basic event inputs so that a near minimal cut sets expression is obtained. Then Bennetts' disjoint technique is applied and remaining OR gates are resolved. The technique has been found to be appropriate as an alternative to Monte Carlo simulation methods when rare events are countered and exact results are needed. The algorithm has been developed in FORTRAN 77 on the Perq workstation as an addition to the Aston Hazop package. The Perq graphical environment enabled a friendly user interface to be created. The total package takes as its input cause and symptom equations using Lihou's form of coding and produces both drawings of fault trees and the Boolean sum of products expression into which reliability data can be substituted directly.

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In recent years there has been a great effort to combine the technologies and techniques of GIS and process models. This project examines the issues of linking a standard current generation 2½d GIS with several existing model codes. The focus for the project has been the Shropshire Groundwater Scheme, which is being developed to augment flow in the River Severn during drought periods by pumping water from the Shropshire Aquifer. Previous authors have demonstrated that under certain circumstances pumping could reduce the soil moisture available for crops. This project follows earlier work at Aston in which the effects of drawdown were delineated and quantified through the development of a software package that implemented a technique which brought together the significant spatially varying parameters. This technique is repeated here, but using a standard GIS called GRASS. The GIS proved adequate for the task and the added functionality provided by the general purpose GIS - the data capture, manipulation and visualisation facilities - were of great benefit. The bulk of the project is concerned with examining the issues of the linkage of GIS and environmental process models. To this end a groundwater model (Modflow) and a soil moisture model (SWMS2D) were linked to the GIS and a crop model was implemented within the GIS. A loose-linked approach was adopted and secondary and surrogate data were used wherever possible. The implications of which relate to; justification of a loose-linked versus a closely integrated approach; how, technically, to achieve the linkage; how to reconcile the different data models used by the GIS and the process models; control of the movement of data between models of environmental subsystems, to model the total system; the advantages and disadvantages of using a current generation GIS as a medium for linking environmental process models; generation of input data, including the use of geostatistic, stochastic simulation, remote sensing, regression equations and mapped data; issues of accuracy, uncertainty and simply providing adequate data for the complex models; how such a modelling system fits into an organisational framework.

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The computer simulation of manufacturing systems is commonly carried out using discrete event simulation (DES). Indeed, there appears to be a lack of applications of continuous simulation methods, particularly system dynamics (SD), despite evidence that this technique is suitable for industrial modelling. This paper investigates whether this is due to a decline in the general popularity of SD, or whether modelling of manufacturing systems represents a missed opportunity for SD. On this basis, the paper first gives a review of the concept of SD and fully describes the modelling technique. Following on, a survey of the published applications of SD in the 1990s is made by developing and using a structured classification approach. From this review, observations are made about the application of the SD method and opportunities for future research are suggested.

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The adsorption and diffusion of mixed hydrocarbon components in silicalite have been studied using molecular dynamic simulation methods. We have investigated the effect of molecular loadings and temperature on the diffusional behavior of both pure and mixed alkane components. For binary mixtures with components of similar sizes, molecular diffusional behavior in the channels was noticed to be reversed as loading is increased. This behavior was noticeably absent for components of different sizes in the mixture. Methane molecules in the methane/propane mixture have the highest diffusion coefficients across the entire loading range. Binary mixtures containing ethane molecules prove more difficult to separate compared to other binary components. In the ternary mixture, however, ethane molecules diffuse much faster at 400 K in the channel with a tendency to separate out quickly from other components. © 2005 Elsevier Inc. All rights reserved.

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With the features of low-power and flexible networking capabilities IEEE 802.15.4 has been widely regarded as one strong candidate of communication technologies for wireless sensor networks (WSNs). It is expected that with an increasing number of deployments of 802.15.4 based WSNs, multiple WSNs could coexist with full or partial overlap in residential or enterprise areas. As WSNs are usually deployed without coordination, the communication could meet significant degradation with the 802.15.4 channel access scheme, which has a large impact on system performance. In this thesis we are motivated to investigate the effectiveness of 802.15.4 networks supporting WSN applications with various environments, especially when hidden terminals are presented due to the uncoordinated coexistence problem. Both analytical models and system level simulators are developed to analyse the performance of the random access scheme specified by IEEE 802.15.4 medium access control (MAC) standard for several network scenarios. The first part of the thesis investigates the effectiveness of single 802.15.4 network supporting WSN applications. A Markov chain based analytic model is applied to model the MAC behaviour of IEEE 802.15.4 standard and a discrete event simulator is also developed to analyse the performance and verify the proposed analytical model. It is observed that 802.15.4 networks could sufficiently support most WSN applications with its various functionalities. After the investigation of single network, the uncoordinated coexistence problem of multiple 802.15.4 networks deployed with communication range fully or partially overlapped are investigated in the next part of the thesis. Both nonsleep and sleep modes are investigated with different channel conditions by analytic and simulation methods to obtain the comprehensive performance evaluation. It is found that the uncoordinated coexistence problem can significantly degrade the performance of 802.15.4 networks, which is unlikely to satisfy the QoS requirements for many WSN applications. The proposed analytic model is validated by simulations which could be used to obtain the optimal parameter setting before WSNs deployments to eliminate the interference risks.

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Report published in the Proceedings of the National Conference on "Education and Research in the Information Society", Plovdiv, May, 2015