942 resultados para Stochastic simulation algorithm


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OBJECTIVES AND STUDY METHOD: There are two subjects in this thesis: “Lot production size for a parallel machine scheduling problem with auxiliary equipment” and “Bus holding for a simulated traffic network”. Although these two themes seem unrelated, the main idea is the optimization of complex systems. The “Lot production size for a parallel machine scheduling problem with auxiliary equipment” deals with a manufacturing setting where sets of pieces form finished products. The aim is to maximize the profit of the finished products. Each piece may be processed in more than one mold. Molds must be mounted on machines with their corresponding installation setup times. The key point of our methodology is to solve the single period lot-sizing decisions for the finished products together with the piece-mold and the mold-machine assignments, relaxing the constraint that a single mold may not be used in two machines at the same time. For the “Bus holding for a simulated traffic network” we deal with One of the most annoying problems in urban bus operations is bus bunching, which happens when two or more buses arrive at a stop nose to tail. Bus bunching reflects an unreliable service that affects transit operations by increasing passenger-waiting times. This work proposes a linear mathematical programming model that establishes bus holding times at certain stops along a transit corridor to avoid bus bunching. Our approach needs real-time input, so we simulate a transit corridor and apply our mathematical model to the data generated. Thus, the inherent variability of a transit system is considered by the simulation, while the optimization model takes into account the key variables and constraints of the bus operation. CONTRIBUTIONS AND CONCLUSIONS: For the “Lot production size for a parallel machine scheduling problem with auxiliary equipment” the relaxation we propose able to find solutions more efficiently, moreover our experimental results show that most of the solutions verify that molds are non-overlapping even if they are installed on several machines. We propose an exact integer linear programming, a Relax&Fix heuristic, and a multistart greedy algorithm to solve this problem. Experimental results on instances based on real-world data show the efficiency of our approaches. The mathematical model and the algorithm for the lot production size problem, showed in this research, can be used for production planners to help in the scheduling of the manufacturing. For the “Bus holding for a simulated traffic network” most of the literature considers quadratic models that minimize passenger-waiting times, but they are harder to solve and therefore difficult to operate by real-time systems. On the other hand, our methodology reduces passenger-waiting times efficiently given our linear programming model, with the characteristic of applying control intervals just every 5 minutes.

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Une approche classique pour traiter les problèmes d’optimisation avec incertitude à deux- et multi-étapes est d’utiliser l’analyse par scénario. Pour ce faire, l’incertitude de certaines données du problème est modélisée par vecteurs aléatoires avec des supports finis spécifiques aux étapes. Chacune de ces réalisations représente un scénario. En utilisant des scénarios, il est possible d’étudier des versions plus simples (sous-problèmes) du problème original. Comme technique de décomposition par scénario, l’algorithme de recouvrement progressif est une des méthodes les plus populaires pour résoudre les problèmes de programmation stochastique multi-étapes. Malgré la décomposition complète par scénario, l’efficacité de la méthode du recouvrement progressif est très sensible à certains aspects pratiques, tels que le choix du paramètre de pénalisation et la manipulation du terme quadratique dans la fonction objectif du lagrangien augmenté. Pour le choix du paramètre de pénalisation, nous examinons quelques-unes des méthodes populaires, et nous proposons une nouvelle stratégie adaptive qui vise à mieux suivre le processus de l’algorithme. Des expériences numériques sur des exemples de problèmes stochastiques linéaires multi-étapes suggèrent que la plupart des techniques existantes peuvent présenter une convergence prématurée à une solution sous-optimale ou converger vers la solution optimale, mais avec un taux très lent. En revanche, la nouvelle stratégie paraît robuste et efficace. Elle a convergé vers l’optimalité dans toutes nos expériences et a été la plus rapide dans la plupart des cas. Pour la question de la manipulation du terme quadratique, nous faisons une revue des techniques existantes et nous proposons l’idée de remplacer le terme quadratique par un terme linéaire. Bien que qu’il nous reste encore à tester notre méthode, nous avons l’intuition qu’elle réduira certaines difficultés numériques et théoriques de la méthode de recouvrement progressif.

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The need for efficient, sustainable, and planned utilization of resources is ever more critical. In the U.S. alone, buildings consume 34.8 Quadrillion (1015) BTU of energy annually at a cost of $1.4 Trillion. Of this energy 58% is utilized for heating and air conditioning. Several building energy analysis tools have been developed to assess energy demands and lifecycle energy costs in buildings. Such analyses are also essential for an efficient HVAC design that overcomes the pitfalls of an under/over-designed system. DOE-2 is among the most widely known full building energy analysis models. It also constitutes the simulation engine of other prominent software such as eQUEST, EnergyPro, PowerDOE. Therefore, it is essential that DOE-2 energy simulations be characterized by high accuracy. Infiltration is an uncontrolled process through which outside air leaks into a building. Studies have estimated infiltration to account for up to 50% of a building’s energy demand. This, considered alongside the annual cost of buildings energy consumption, reveals the costs of air infiltration. It also stresses the need that prominent building energy simulation engines accurately account for its impact. In this research the relative accuracy of current air infiltration calculation methods is evaluated against an intricate Multiphysics Hygrothermal CFD building envelope analysis. The full-scale CFD analysis is based on a meticulous representation of cracking in building envelopes and on real-life conditions. The research found that even the most advanced current infiltration methods, including in DOE-2, are at up to 96.13% relative error versus CFD analysis. An Enhanced Model for Combined Heat and Air Infiltration Simulation was developed. The model resulted in 91.6% improvement in relative accuracy over current models. It reduces error versus CFD analysis to less than 4.5% while requiring less than 1% of the time required for such a complex hygrothermal analysis. The algorithm used in our model was demonstrated to be easy to integrate into DOE-2 and other engines as a standalone method for evaluating infiltration heat loads. This will vastly increase the accuracy of such simulation engines while maintaining their speed and ease of use characteristics that make them very widely used in building design.

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Non-orthogonal multiple access (NOMA) is emerging as a promising multiple access technology for the fifth generation cellular networks to address the fast growing mobile data traffic. It applies superposition coding in transmitters, allowing simultaneous allocation of the same frequency resource to multiple intra-cell users. Successive interference cancellation is used at the receivers to cancel intra-cell interference. User pairing and power allocation (UPPA) is a key design aspect of NOMA. Existing UPPA algorithms are mainly based on exhaustive search method with extensive computation complexity, which can severely affect the NOMA performance. A fast proportional fairness (PF) scheduling based UPPA algorithm is proposed to address the problem. The novel idea is to form user pairs around the users with the highest PF metrics with pre-configured fixed power allocation. Systemlevel simulation results show that the proposed algorithm is significantly faster (seven times faster for the scenario with 20 users) with a negligible throughput loss than the existing exhaustive search algorithm.

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Une approche classique pour traiter les problèmes d’optimisation avec incertitude à deux- et multi-étapes est d’utiliser l’analyse par scénario. Pour ce faire, l’incertitude de certaines données du problème est modélisée par vecteurs aléatoires avec des supports finis spécifiques aux étapes. Chacune de ces réalisations représente un scénario. En utilisant des scénarios, il est possible d’étudier des versions plus simples (sous-problèmes) du problème original. Comme technique de décomposition par scénario, l’algorithme de recouvrement progressif est une des méthodes les plus populaires pour résoudre les problèmes de programmation stochastique multi-étapes. Malgré la décomposition complète par scénario, l’efficacité de la méthode du recouvrement progressif est très sensible à certains aspects pratiques, tels que le choix du paramètre de pénalisation et la manipulation du terme quadratique dans la fonction objectif du lagrangien augmenté. Pour le choix du paramètre de pénalisation, nous examinons quelques-unes des méthodes populaires, et nous proposons une nouvelle stratégie adaptive qui vise à mieux suivre le processus de l’algorithme. Des expériences numériques sur des exemples de problèmes stochastiques linéaires multi-étapes suggèrent que la plupart des techniques existantes peuvent présenter une convergence prématurée à une solution sous-optimale ou converger vers la solution optimale, mais avec un taux très lent. En revanche, la nouvelle stratégie paraît robuste et efficace. Elle a convergé vers l’optimalité dans toutes nos expériences et a été la plus rapide dans la plupart des cas. Pour la question de la manipulation du terme quadratique, nous faisons une revue des techniques existantes et nous proposons l’idée de remplacer le terme quadratique par un terme linéaire. Bien que qu’il nous reste encore à tester notre méthode, nous avons l’intuition qu’elle réduira certaines difficultés numériques et théoriques de la méthode de recouvrement progressif.

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The Hybrid Monte Carlo algorithm is adapted to the simulation of a system of classical degrees of freedom coupled to non self-interacting lattices fermions. The diagonalization of the Hamiltonian matrix is avoided by introducing a path-integral formulation of the problem, in d + 1 Euclidean space–time. A perfect action formulation allows to work on the continuum Euclidean time, without need for a Trotter–Suzuki extrapolation. To demonstrate the feasibility of the method we study the Double Exchange Model in three dimensions. The complexity of the algorithm grows only as the system volume, allowing to simulate in lattices as large as 163 on a personal computer. We conclude that the second order paramagnetic–ferromagnetic phase transition of Double Exchange Materials close to half-filling belongs to the Universality Class of the three-dimensional classical Heisenberg model.

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In the framework of a global transition to a low-carbon energy mix, the interest in advanced nuclear Small Modular Reactors (SMRs) has been growing at the international level. Due to the high level of maturity reached by Severe Accident Codes for currently operating rectors, their applicability to advanced SMRs is starting to be studied. Within the present work of thesis and in the framework of a collaboration between ENEA, UNIBO and IRSN, an ASTEC code model of a generic IRIS reactor has been developed. The simulation of a DBA sequence involving the operation of all the passive safety systems of the generic IRIS has been carried out to investigate the code model capability in the prediction of the thermal-hydraulics characterizing an integral SMR adopting a passive mitigation strategy. The following simulation of 4 BDBAs sequences explores the applicability of Severe Accident Codes to advance SMRs in beyond-design and core-degradation conditions. The uncertainty affecting a code simulation can be estimated by using the method of Input Uncertainty Propagation, whose application has been realized through the RAVEN-ASTEC coupling and implementation on an HPC platform. This probabilistic methodology has been employed in a study of the uncertainty affecting the passive safety system operation in the DBA simulation of ASTEC, providing a further characterization of the thermal-hydraulics of this sequence. The application of the Uncertainty Quantification method to early core-melt phenomena has been investigated in the framework of a BEPU analysis of the ASTEC simulation of the QUENCH test-6 experiment. A possible solution to the encountered challenges has been proposed through the application of a Limit Surface search algorithm.

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The topic of this thesis is the design and the implementation of mathematical models and control system algorithms for rotary-wing unmanned aerial vehicles to be used in cooperative scenarios. The use of rotorcrafts has many attractive advantages, since these vehicles have the capability to take-off and land vertically, to hover and to move backward and laterally. Rotary-wing aircraft missions require precise control characteristics due to their unstable and heavy coupling aspects. As a matter of fact, flight test is the most accurate way to evaluate flying qualities and to test control systems. However, it may be very expensive and/or not feasible in case of early stage design and prototyping. A good compromise is made by a preliminary assessment performed by means of simulations and a reduced flight testing campaign. Consequently, having an analytical framework represents an important stage for simulations and control algorithm design. In this work mathematical models for various helicopter configurations are implemented. Different flight control techniques for helicopters are presented with theoretical background and tested via simulations and experimental flight tests on a small-scale unmanned helicopter. The same platform is used also in a cooperative scenario with a rover. Control strategies, algorithms and their implementation to perform missions are presented for two main scenarios. One of the main contributions of this thesis is to propose a suitable control system made by a classical PID baseline controller augmented with L1 adaptive contribution. In addition a complete analytical framework and the study of the dynamics and the stability of a synch-rotor are provided. At last, the implementation of cooperative control strategies for two main scenarios that include a small-scale unmanned helicopter and a rover.

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In recent years, vehicle acoustics have gained significant importance in new car development: increasingly advanced infotainment systems for spatial audio and sound enhancement algorithms have become the norm in modern vehicles. In the past, car manufacturers had to build numerous prototypes to study the sound behaviour inside the car cabin or the effect of new algorithms under development. Nowadays, advanced simulation techniques can reduce development costs and time. In this work, after selecting the reference test vehicle, a modern luxury sedan equipped with a high-end sound system, two independent tools were developed: a simulation tool created in the Comsol Multiphysics environment and an auralization tool developed in the Cycling ‘74 MAX environment. The simulation tool can calculate the impulse response and acoustic spectrum at a specific position inside the cockpit. Its input data are the vehicle’s geometry, acoustic absorption parameters of materials, the acoustic characteristics and position of loudspeakers, and the type and position of virtual microphones (or microphone arrays). The simulation tool can also provide binaural impulse responses thanks to Head Related Transfer Functions (HRTFs) and an innovative algorithm able to compute the HRTF at any distance and angle from the head. Impulse responses from simulations or acoustic measurements inside the car cabin are processed and fed into the auralization tool, enabling real-time interaction by applying filters, changing the channels gain or displaying the acoustic spectrum. Since the acoustic simulation of a vehicle involves multiple topics, the focus of this work has not only been the development of two tools but also the study and application of new techniques for acoustic characterization of the materials that compose the cockpit and the loudspeaker simulation. Specifically, three different methods have been applied for material characterization through the use of a pressure-velocity probe, a Laser Doppler Vibrometer (LDV), and a microphone array.

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Lipidic mixtures present a particular phase change profile highly affected by their unique crystalline structure. However, classical solid-liquid equilibrium (SLE) thermodynamic modeling approaches, which assume the solid phase to be a pure component, sometimes fail in the correct description of the phase behavior. In addition, their inability increases with the complexity of the system. To overcome some of these problems, this study describes a new procedure to depict the SLE of fatty binary mixtures presenting solid solutions, namely the Crystal-T algorithm. Considering the non-ideality of both liquid and solid phases, this algorithm is aimed at the determination of the temperature in which the first and last crystal of the mixture melts. The evaluation is focused on experimental data measured and reported in this work for systems composed of triacylglycerols and fatty alcohols. The liquidus and solidus lines of the SLE phase diagrams were described by using excess Gibbs energy based equations, and the group contribution UNIFAC model for the calculation of the activity coefficients of both liquid and solid phases. Very low deviations of theoretical and experimental data evidenced the strength of the algorithm, contributing to the enlargement of the scope of the SLE modeling.

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In acquired immunodeficiency syndrome (AIDS) studies it is quite common to observe viral load measurements collected irregularly over time. Moreover, these measurements can be subjected to some upper and/or lower detection limits depending on the quantification assays. A complication arises when these continuous repeated measures have a heavy-tailed behavior. For such data structures, we propose a robust structure for a censored linear model based on the multivariate Student's t-distribution. To compensate for the autocorrelation existing among irregularly observed measures, a damped exponential correlation structure is employed. An efficient expectation maximization type algorithm is developed for computing the maximum likelihood estimates, obtaining as a by-product the standard errors of the fixed effects and the log-likelihood function. The proposed algorithm uses closed-form expressions at the E-step that rely on formulas for the mean and variance of a truncated multivariate Student's t-distribution. The methodology is illustrated through an application to an Human Immunodeficiency Virus-AIDS (HIV-AIDS) study and several simulation studies.

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Monte Carlo track structures (MCTS) simulations have been recognized as useful tools for radiobiological modeling. However, the authors noticed several issues regarding the consistency of reported data. Therefore, in this work, they analyze the impact of various user defined parameters on simulated direct DNA damage yields. In addition, they draw attention to discrepancies in published literature in DNA strand break (SB) yields and selected methodologies. The MCTS code Geant4-DNA was used to compare radial dose profiles in a nanometer-scale region of interest (ROI) for photon sources of varying sizes and energies. Then, electron tracks of 0.28 keV-220 keV were superimposed on a geometric DNA model composed of 2.7 × 10(6) nucleosomes, and SBs were simulated according to four definitions based on energy deposits or energy transfers in DNA strand targets compared to a threshold energy ETH. The SB frequencies and complexities in nucleosomes as a function of incident electron energies were obtained. SBs were classified into higher order clusters such as single and double strand breaks (SSBs and DSBs) based on inter-SB distances and on the number of affected strands. Comparisons of different nonuniform dose distributions lacking charged particle equilibrium may lead to erroneous conclusions regarding the effect of energy on relative biological effectiveness. The energy transfer-based SB definitions give similar SB yields as the one based on energy deposit when ETH ≈ 10.79 eV, but deviate significantly for higher ETH values. Between 30 and 40 nucleosomes/Gy show at least one SB in the ROI. The number of nucleosomes that present a complex damage pattern of more than 2 SBs and the degree of complexity of the damage in these nucleosomes diminish as the incident electron energy increases. DNA damage classification into SSB and DSB is highly dependent on the definitions of these higher order structures and their implementations. The authors' show that, for the four studied models, different yields are expected by up to 54% for SSBs and by up to 32% for DSBs, as a function of the incident electrons energy and of the models being compared. MCTS simulations allow to compare direct DNA damage types and complexities induced by ionizing radiation. However, simulation results depend to a large degree on user-defined parameters, definitions, and algorithms such as: DNA model, dose distribution, SB definition, and the DNA damage clustering algorithm. These interdependencies should be well controlled during the simulations and explicitly reported when comparing results to experiments or calculations.

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In this work, the energy response functions of a CdTe detector were obtained by Monte Carlo (MC) simulation in the energy range from 5 to 160keV, using the PENELOPE code. In the response calculations the carrier transport features and the detector resolution were included. The computed energy response function was validated through comparison with experimental results obtained with (241)Am and (152)Eu sources. In order to investigate the influence of the correction by the detector response at diagnostic energy range, x-ray spectra were measured using a CdTe detector (model XR-100T, Amptek), and then corrected by the energy response of the detector using the stripping procedure. Results showed that the CdTe exhibits good energy response at low energies (below 40keV), showing only small distortions on the measured spectra. For energies below about 80keV, the contribution of the escape of Cd- and Te-K x-rays produce significant distortions on the measured x-ray spectra. For higher energies, the most important correction is the detector efficiency and the carrier trapping effects. The results showed that, after correction by the energy response, the measured spectra are in good agreement with those provided by a theoretical model of the literature. Finally, our results showed that the detailed knowledge of the response function and a proper correction procedure are fundamental for achieving more accurate spectra from which quality parameters (i.e., half-value layer and homogeneity coefficient) can be determined.

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This work approaches the forced air cooling of strawberry by numerical simulation. The mathematical model that was used describes the process of heat transfer, based on the Fourier's law, in spherical coordinates and simplified to describe the one-dimensional process. For the resolution of the equation expressed for the mathematical model, an algorithm was developed based on the explicit scheme of the numerical method of the finite differences and implemented in the scientific computation program MATLAB 6.1. The validation of the mathematical model was made by the comparison between theoretical and experimental data, where strawberries had been cooled with forced air. The results showed to be possible the determination of the convective heat transfer coefficient by fitting the numerical and experimental data. The methodology of the numerical simulations was showed like a promising tool in the support of the decision to use or to develop equipment in the area of cooling process with forced air of spherical fruits.

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PURPOSE: To compare the Full Threshold (FT) and SITA Standard (SS) strategies in glaucomatous patients undergoing automated perimetry for the first time. METHODS: Thirty-one glaucomatous patients who had never undergone perimetry underwent automated perimetry (Humphrey, program 30-2) with both FT and SS on the same day, with an interval of at least 15 minutes. The order of the examination was randomized, and only one eye per patient was analyzed. Three analyses were performed: a) all the examinations, regardless of the order of application; b) only the first examinations; c) only the second examinations. In order to calculate the sensitivity of both strategies, the following criteria were used to define abnormality: glaucoma hemifield test (GHT) outside normal limits, pattern standard deviation (PSD) <5%, or a cluster of 3 adjacent points with p<5% at the pattern deviation probability plot. RESULTS: When the results of all examinations were analyzed regardless of the order in which they were performed, the number of depressed points with p<0.5% in the pattern deviation probability map was significantly greater with SS (p=0.037), and the sensitivities were 87.1% for SS and 77.4% for FT (p=0.506). When only the first examinations were compared, there were no statistically significant differences regarding the number of depressed points, but the sensitivity of SS (100%) was significantly greater than that obtained with FT (70.6%) (p=0.048). When only the second examinations were compared, there were no statistically significant differences regarding the number of depressed points, and the sensitivities of SS (76.5%) and FT (85.7%) (p=0.664). CONCLUSION: SS may have a higher sensitivity than FT in glaucomatous patients undergoing automated perimetry for the first time. However, this difference tends to disappear in subsequent examinations.