954 resultados para Monte Carlo method


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This paper presents a reliability-based reconfiguration methodology for power distribution systems. Probabilistic reliability models of the system components are considered and Monte Carlo method is used while evaluating the reliability of the distribution system. The reconfiguration is aimed at maximizing the reliability of the power supplied to the customers. A binary particle swarm optimization (BPSO) algorithm is used as a tool to determine the optimal configuration of the sectionalizing and tie switches in the system. The proposed methodology is applied on a modified IEEE 13-bus distribution system.

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A comprehensive voltage imbalance sensitivity analysis and stochastic evaluation based on the rating and location of single-phase grid-connected rooftop photovoltaic cells (PVs) in a residential low voltage distribution network are presented. The voltage imbalance at different locations along a feeder is investigated. In addition, the sensitivity analysis is performed for voltage imbalance in one feeder when PVs are installed in other feeders of the network. A stochastic evaluation based on Monte Carlo method is carried out to investigate the risk index of the non-standard voltage imbalance in the network in the presence of PVs. The network voltage imbalance characteristic based on different criteria of PV rating and location and network conditions is generalized. Improvement methods are proposed for voltage imbalance reduction and their efficacy is verified by comparing their risk index using Monte Carlo simulations.

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Gel dosimeters are of increasing interest in the field of radiation oncology as the only truly three-dimensional integrating radiation dosimeter. There are a range of ferrous-sulphate and polymer gel dosimeters. To be of use, they must be water-equivalent. On their own, this relates to their radiological properties as determined by their composition. In the context of calibration of gel dosimeters, there is the added complexity of the calibration geometry; the presence of containment vessels may influence the dose absorbed. Five such methods of calibration are modelled here using the Monte Carlo method. It is found that the Fricke gel best matches water for most of the calibration methods, and that the best calibration method involves the use of a large tub into which multiple fields of different dose are directed. The least accurate calibration method involves the use of a long test tube along which a depth dose curve yields multiple calibration points.

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Gel dosimeters are of increasing interest in the field of radiation oncology as the only truly three-dimensional integrating radiation dosimeter. There are a range of ferrous-sulphate and polymer gel dosimeters. To be of use, they must be water-equivalent. On their own, this relates to their radiological properties as determined by their composition. In the context of calibration of gel dosimeters, there is the added complexity of the calibration geometry; the presence of containment vessels may influence the dose absorbed. Five such methods of calibration are modelled here using the Monte Carlo method. It is found that the Fricke gel best matches water for most of the calibration methods, and that the best calibration method involves the use of a large tub into which multiple fields of different dose are directed. The least accurate calibration method involves the use of a long test tube along which a depth dose curve yields multiple calibration points.

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In this paper, we describe an analysis for data collected on a three-dimensional spatial lattice with treatments applied at the horizontal lattice points. Spatial correlation is accounted for using a conditional autoregressive model. Observations are defined as neighbours only if they are at the same depth. This allows the corresponding variance components to vary by depth. We use the Markov chain Monte Carlo method with block updating, together with Krylov subspace methods, for efficient estimation of the model. The method is applicable to both regular and irregular horizontal lattices and hence to data collected at any set of horizontal sites for a set of depths or heights, for example, water column or soil profile data. The model for the three-dimensional data is applied to agricultural trial data for five separate days taken roughly six months apart in order to determine possible relationships over time. The purpose of the trial is to determine a form of cropping that leads to less moist soils in the root zone and beyond.We estimate moisture for each date, depth and treatment accounting for spatial correlation and determine relationships of these and other parameters over time.

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Exposure to ultrafine particles (diameter less than 100 nm) is an important topic in epidemiological and toxicological studies. This study used the average particle number size distribution data obtained from our measurement survey in major micro-environments, together with the people activity pattern data obtained from the Italian Human Activity Pattern Survey to estimate the tracheobronchial and alveolar dose of submicrometer particles for different population age groups in Italy. We developed a numerical methodology based on Monte Carlo method, in order to estimate the best combination from a probabilistic point of view. More than 106 different cases were analyzed according to a purpose built sub-routine and our results showed that the daily alveolar particle number and surface area deposited for all of the age groups considered was equal to 1.5 x 1011 particles and 2.5 x 1015 m2, respectively, varying slightly for males and females living in Northern or Southern Italy. In terms of tracheobronchial deposition, the corresponding values for daily particle number and surface area for all age groups was equal to 6.5 x 1010 particles and 9.9 x 1014 m2, respectively. Overall, the highest contributions were found to come from indoor cooking (female), working time (male) and transportation (i.e. traffic derived particles) (children).

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Alveolar and tracheobronchial-deposited submicrometer particle number and surface area data received by different age groups in Australia are shown. Activity patterns were combined with microenvironmental data through a Monte-Carlo method. Particle number distributions for the most significant microenvironments were obtained from our measurement survey data and people activity pattern data from the Australian Human Activity Pattern Survey were used. Daily alveolar particle number (surface area) dose received by all age groups was equal to 3.0×1010 particles (4.5×102 mm2), varying slightly between males and females. In contrast to gender, the lifestyle was found to significantly affect the daily dose, with highest depositions characterizing adults. The main contribution was due to indoor microenvironments. Finally a comparison between Italian and Australian people in terms of received particle dose was reported; it shows that different cooking styles can affect dose levels: higher doses were received by Italians, mainly due to their particular cooking activity.

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This paper present an efficient method using system state sampling technique in Monte Carlo simulation for reliability evaluation of multi-area power systems, at Hierarchical Level One (HLI). System state sampling is one of the common methods used in Monte Carlo simulation. The cpu time and memory requirement can be a problem, using this method. Combination of analytical and Monte Carlo method known as Hybrid method, as presented in this paper, can enhance the efficiency of the solution. Incorporation of load model in this study can be utilised either by sampling or enumeration. Both cases are examined in this paper, by application of the methods on Roy Billinton Test System(RBTS).

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Interest in chromosome 18 in essential hypertension comes from comparative mapping of rat blood pressure quantitative trait loci (QTL), familial orthostatic hypotensive syndrome studies, and essential hypertension pedigree linkage analyses indicating that a locus or loci on human chromosome 18 may play a role in hypertension development. To further investigate involvement of chromosome 18 in human essential hypertension, the present study utilized a linkage scan approach to genotype twelve microsatellite markers spanning human chromosome 18 in 177 Australian Caucasian hypertensive (HT) sibling pairs. Linkage analysis showed significant excess allele sharing of the D18S61 marker when analyzed with SPLINK (P=0.00012), ANALYZE (Sibpair) (P=0.0081), and also with MAPMAKER SIBS (P=0.0001). Similarly, the D18S59 marker also showed evidence for excess allele sharing when analyzed with SPLINK (P=0.016), ANALYZE (Sibpair) (P=0.0095), and with MAPMAKER SIBS (P = 0.014). The adenylate cyclase activating polypeptide 1 gene (ADCYAP1) is involved in vasodilation and has been co-localized to the D18S59 marker. Results testing a microsatellite marker in the 3′ untranslated region of ADCYAP1 in age and gender matched HT and normotensive (NT) individuals showed possible association with hypertension (P = 0.038; Monte Carlo P = 0.02), but not with obesity. The present study shows a chromosome 18 role in essential hypertension and indicates that the genomic region near the ADCYAP1 gene or perhaps the gene itself may be implicated. Further investigation is required to conclusively determine the extent to which ADCYAP1 polymorphisms are involved in essential hypertension. © 2003 Wiley-Liss, Inc.

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Installation of domestic rooftop photovoltaic cells (PVs) is increasing due to feed–in tariff and motivation driven by environmental concerns. Even though the increase in the PV installation is gradual, their locations and ratings are often random. Therefore, such single–phase bi–directional power flow caused by the residential customers can have adverse effect on the voltage imbalance of a three–phase distribution network. In this chapter, a voltage imbalance sensitivity analysis and stochastic evaluation are carried out based on the ratings and locations of single–phase grid–connected rooftop PVs in a residential low voltage distribution network. The stochastic evaluation, based on Monte Carlo method, predicts a failure index of non–standard voltage imbalance in the network in presence of PVs. Later, the application of series and parallel custom power devices are investigated to improve voltage imbalance problem in these feeders. In this regard, first, the effectiveness of these two custom power devices is demonstrated vis–à–vis the voltage imbalance reduction in feeders containing rooftop PVs. Their effectiveness is investigated from the installation location and rating points of view. Later, a Monte Carlo based stochastic analysis is utilized to investigate their efficacy for different uncertainties of load and PV rating and location in the network. This is followed by demonstrating the dynamic feasibility and stability issues of applying these devices in the network.

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Neutron diffraction measurement is carried out on GexSe1-x glasses, where 0.1 less than or equal to x less than or equal to 0.4, in a Q interval of 0.55-13.8 Angstrom(-1). The first sharp diffraction peak (FSDP) in the structure factor, S(Q), shows a systematic increase in the intensity and shifts to a lower Q with increasing Ge concentration. The coherence length of FSDP increases with x and becomes maximum for 0.33 less than or equal to x less than or equal to 0.4. The Monte-Carlo method, due to Soper, is used to generate S(Q) and also the pair correlation function, g(r). The generated S(Q) is in agreement with the experimental data for all x. Analysis of the first four peaks in the total correlation function, T(r), shows that the short range order in GeSe2 glass is due to Ge(Se-1/2)(4) tetrahedra, in agreement with earlier reports. Se-rich glasses contain Se-chains which are cross-linked with Ge(Se-1/2)(4) tetrahedra. Ge-2(Se-1/2)(6) molecular units are the basic structural units in Ge-rich, x = 0.4, glass. For x = 0.2, 0.33 and 0.4 there is evidence for some of the tetrahedra being in an edge-shared configuration. The number of edge-shared tetrahedra in these glasses increase with increasing Ge content.

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The contemporary methodology for growth models of organisms is based on continuous trajectories and thus it hinders us from modelling stepwise growth in crustacean populations. Growth models for fish are normally assumed to follow a continuous function, but a different type of model is needed for crustacean growth. Crustaceans must moult in order for them to grow. The growth of crustaceans is a discontinuous process due to the periodical shedding of the exoskeleton in moulting. The stepwise growth of crustaceans through the moulting process makes the growth estimation more complex. Stochastic approaches can be used to model discontinuous growth or what are commonly known as "jumps" (Figure 1). However, in stochastic growth model we need to ensure that the stochastic growth model results in only positive jumps. In view of this, we will introduce a subordinator that is a special case of a Levy process. A subordinator is a non-decreasing Levy process, that will assist in modelling crustacean growth for better understanding of the individual variability and stochasticity in moulting periods and increments. We develop the estimation methods for parameter estimation and illustrate them with the help of a dataset from laboratory experiments. The motivational dataset is from the ornate rock lobster, Panulirus ornatus, which can be found between Australia and Papua New Guinea. Due to the presence of sex effects on the growth (Munday et al., 2004), we estimate the growth parameters separately for each sex. Since all hard parts are shed too often, the exact age determination of a lobster can be challenging. However, the growth parameters for the aforementioned moult processes from tank data being able to estimate through: (i) inter-moult periods, and (ii) moult increment. We will attempt to derive a joint density, which is made up of two functions: one for moult increments and the other for time intervals between moults. We claim these functions are conditionally independent given pre-moult length and the inter-moult periods. The variables moult increments and inter-moult periods are said to be independent because of the Markov property or conditional probability. Hence, the parameters in each function can be estimated separately. Subsequently, we integrate both of the functions through a Monte Carlo method. We can therefore obtain a population mean for crustacean growth (e. g. red curve in Figure 1). [GRAPHICS]

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Airborne particles, including both ultrafine and supermicrometric particles, contain various carcinogens. Exposure and risk-assessment studies regularly use particle mass concentration as dosimetry parameter, therefore neglecting the potential impact of ultrafine particles due to their negligible mass compared to supermicrometric particles. The main purpose of this study was the characterization of lung cancer risk due to exposure to polycyclic aromatic hydrocarbons and some heavy metals associated with particle inhalation by Italian non-smoking people. A risk-assessment scheme, modified from an existing risk model, was applied to estimate the cancer risk contribution from both ultrafine and supermicrometric particles. Exposure assessment was carried out on the basis of particle number distributions measured in 25 smoke-free microenvironments in Italy. The predicted lung cancer risk was then compared to the cancer incidence rate in Italy to assess the number of lung cancer cases attributed to airborne particle inhalation, which represents one of the main causes of lung cancer, apart from smoking. Ultrafine particles are associated with a much higher risk than supermicrometric particles, and the modified risk-assessment scheme provided a more accurate estimate than the conventional scheme. Great attention has to be paid to indoor microenvironments and, in particular, to cooking and eating times, which represent the major contributors to lung cancer incidence in the Italian population. The modified risk assessment scheme can serve as a tool for assessing environmental quality, as well as setting up exposure standards for particulate matter.

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Population dynamics are generally viewed as the result of intrinsic (purely density dependent) and extrinsic (environmental) processes. Both components, and potential interactions between those two, have to be modelled in order to understand and predict dynamics of natural populations; a topic that is of great importance in population management and conservation. This thesis focuses on modelling environmental effects in population dynamics and how effects of potentially relevant environmental variables can be statistically identified and quantified from time series data. Chapter I presents some useful models of multiplicative environmental effects for unstructured density dependent populations. The presented models can be written as standard multiple regression models that are easy to fit to data. Chapters II IV constitute empirical studies that statistically model environmental effects on population dynamics of several migratory bird species with different life history characteristics and migration strategies. In Chapter II, spruce cone crops are found to have a strong positive effect on the population growth of the great spotted woodpecker (Dendrocopos major), while cone crops of pine another important food resource for the species do not effectively explain population growth. The study compares rate- and ratio-dependent effects of cone availability, using state-space models that distinguish between process and observation error in the time series data. Chapter III shows how drought, in combination with settling behaviour during migration, produces asymmetric spatially synchronous patterns of population dynamics in North American ducks (genus Anas). Chapter IV investigates the dynamics of a Finnish population of skylark (Alauda arvensis), and point out effects of rainfall and habitat quality on population growth. Because the skylark time series and some of the environmental variables included show strong positive autocorrelation, the statistical significances are calculated using a Monte Carlo method, where random autocorrelated time series are generated. Chapter V is a simulation-based study, showing that ignoring observation error in analyses of population time series data can bias the estimated effects and measures of uncertainty, if the environmental variables are autocorrelated. It is concluded that the use of state-space models is an effective way to reach more accurate results. In summary, there are several biological assumptions and methodological issues that can affect the inferential outcome when estimating environmental effects from time series data, and that therefore need special attention. The functional form of the environmental effects and potential interactions between environment and population density are important to deal with. Other issues that should be considered are assumptions about density dependent regulation, modelling potential observation error, and when needed, accounting for spatial and/or temporal autocorrelation.