953 resultados para Quasi-Monte Carlo Methods


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Purpose - The purpose of this paper is to present designs for an accelerated life test (ALT). Design/methodology/approach - Bayesian methods and simulation Monte Carlo Markov Chain (MCMC) methods were used. Findings - In the paper a Bayesian method based on MCMC for ALT under EW distribution (for life time) and Arrhenius models (relating the stress variable and parameters) was proposed. The paper can conclude that it is a reasonable alternative to the classical statistical methods since the implementation of the proposed method is simple, not requiring advanced computational understanding and inferences on the parameters can be made easily. By the predictive density of a future observation, a procedure was developed to plan ALT and also to verify if the conformance fraction of the manufactured process reaches some desired level of quality. This procedure is useful for statistical process control in many industrial applications. Research limitations/implications - The results may be applied in a semiconductor manufacturer. Originality/value - The Exponentiated-Weibull-Arrhenius model has never before been used to plan an ALT. © Emerald Group Publishing Limited.

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Proton beams in medical applications deal with relatively thick targets like the human head or trunk. Therefore, relatively small differences in the total proton stopping power given, for example, by the different models provided by GEANT4 can lead to significant disagreements in the final proton energy spectra when integrated along lengthy proton trajectories. This work presents proton energy spectra obtained by GEANT4.8.2 simulations using ICRU49, Ziegler1985 and Ziegler2000 models for 19.68MeV protons passing through a number of Al absorbers with various thicknesses. The spectra were compared with the experimental data, with TRIM/SRIM2008 and MCNPX2.4.0 simulations, and with the Payne analytical solution for the transport equation in the Fokker-Plank approximation. It is shown that the MCNPX simulations reasonably reproduce well all experimental spectra. For the relatively thin targets all the methods give practically identical results but this is not the same for the thick absorbers. It should be noted that all the spectra were measured at the proton energies significantly above 2MeV, i.e., in the so-called Bethe-Bloch region. Therefore the observed disagreements in GEANT4 results, simulated with different models, are somewhat unexpected. Further studies are necessary for better understanding and definitive conclusions. © 2009 American Institute of Physics.

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The pCT deals with relatively thick targets like the human head or trunk. Thus, the fidelity of pCT as a tool for proton therapy planning depends on the accuracy of physical formulas used for proton interaction with thick absorbers. Although the actual overall accuracy of the proton stopping power in the Bethe-Bloch domain is about 1%, the analytical calculations and the Monte Carlo simulations with codes like TRIM/SRIM, MCNPX and GEANT4 do not agreed with each other. A tentative to validate the codes against experimental data for thick absorbers bring some difficulties: only a few data is available and the existing data sets have been acquired at different initial proton energies, and for different absorber materials. In this work we compare the results of our Monte Carlo simulations with existing experimental data in terms of reduced calibration curve, i.e. the range - energy dependence normalized on the range scale by the full projected CSDA range for given initial proton energy in a given material, taken from the NIST PSTAR database, and on the final proton energy scale - by the given initial energy of protons. This approach is almost energy and material independent. The results of our analysis are important for pCT development because the contradictions observed at arbitrary low initial proton energies could be easily scaled now to typical pCT energies. © 2010 American Institute of Physics.

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This paper proposes a new approach for optimal phasor measurement units placement for fault location on electric power distribution systems using Greedy Randomized Adaptive Search Procedure metaheuristic and Monte Carlo simulation. The optimized placement model herein proposed is a general methodology that can be used to place devices aiming to record the voltage sag magnitudes for any fault location algorithm that uses voltage information measured at a limited set of nodes along the feeder. An overhead, three-phase, three-wire, 13.8 kV, 134-node, real-life feeder model is used to evaluate the algorithm. Tests show that the results of the fault location methodology were improved thanks to the new optimized allocation of the meters pinpointed using this methodology. © 2011 IEEE.

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In this paper, a novel methodology to price the reactive power support ancillary service of Distributed Generators (DGs) with primary energy source uncertainty is shown. The proposed methodology provides the service pricing based on the Loss of Opportunity Costs (LOC) calculation. An algorithm is proposed to reduce the uncertainty present in these generators using Multiobjective Power Flows (MOPFs) implemented in multiple probabilistic scenarios through Monte Carlo Simulations (MCS), and modeling the time series associated with the generation of active power from DGs through Markov Chains (MC). © 2011 IEEE.

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In this paper a framework based on the decomposition of the first-order optimality conditions is described and applied to solve the Probabilistic Power Flow (PPF) problem in a coordinated but decentralized way in the context of multi-area power systems. The purpose of the decomposition framework is to solve the problem through a process of solving smaller subproblems, associated with each area of the power system, iteratively. This strategy allows the probabilistic analysis of the variables of interest, in a particular area, without explicit knowledge of network data of the other interconnected areas, being only necessary to exchange border information related to the tie-lines between areas. An efficient method for probabilistic analysis, considering uncertainty in n system loads, is applied. The proposal is to use a particular case of the point estimate method, known as Two-Point Estimate Method (TPM), rather than the traditional approach based on Monte Carlo simulation. The main feature of the TPM is that it only requires resolve 2n power flows for to obtain the behavior of any random variable. An iterative coordination algorithm between areas is also presented. This algorithm solves the Multi-Area PPF problem in a decentralized way, ensures the independent operation of each area and integrates the decomposition framework and the TPM appropriately. The IEEE RTS-96 system is used in order to show the operation and effectiveness of the proposed approach and the Monte Carlo simulations are used to validation of the results. © 2011 IEEE.

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This paper presents an approach for probabilistic analysis of unbalanced three-phase weakly meshed distribution systems considering uncertainty in load demand. In order to achieve high computational efficiency this approach uses both an efficient method for probabilistic analysis and a radial power flow. The probabilistic approach used is the well-known Two-Point Estimate Method. Meanwhile, the compensation-based radial power flow is used in order to extract benefits from the topological characteristics of the distribution systems. The generation model proposed allows modeling either PQ or PV bus on the connection point between the network and the distributed generator. In addition allows control of the generator operating conditions, such as the field current and the power delivery at terminals. Results on test with IEEE 37 bus system is given to illustrate the operation and effectiveness of the proposed approach. A Monte Carlo Simulations method is used to validate the results. © 2011 IEEE.

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Distributed Generation, microgrid technologies, two-way communication systems, and demand response programs are issues that are being studied in recent years within the concept of smart grids. At some level of enough penetration, the Distributed Generators (DGs) can provide benefits for sub-transmission and transmission systems through the so-called ancillary services. This work is focused on the ancillary service of reactive power support provided by DGs, specifically Wind Turbine Generators (WTGs), with high level of impact on transmission systems. The main objective of this work is to propose an optimization methodology to price this service by determining the costs in which a DG incurs when it loses sales opportunity of active power, i.e, by determining the Loss of Opportunity Costs (LOC). LOC occur when more reactive power is required than available, and the active power generation has to be reduced in order to increase the reactive power capacity. In the optimization process, three objectives are considered: active power generation costs of DGs, voltage stability margin of the system, and losses in the lines of the network. Uncertainties of WTGs are reduced solving multi-objective optimal power flows in multiple probabilistic scenarios constructed by Monte Carlo simulations, and modeling the time series associated with the active power generation of each WTG via Fuzzy Logic and Markov Chains. The proposed methodology was tested using the IEEE 14 bus test system with two WTGs installed. © 2011 IEEE.

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In this paper the point estimation method is applied to solve the probabilistic power flow problem for unbalanced three-phase distribution systems. Through the implementation of this method the probability distribution functions of voltages (magnitude and angle) as well as the active and reactive power flows in the branches of the distribution system are determined. Two different approaches of the point estimation method are presented (2m and 2m+1 point schemes). In order to test the proposed methodology, the IEEE 34 and 123 bus test systems are used. The results obtained with both schemes are compared with the ones obtained by a Monte Carlo Simulation (MCS).

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The use of QoS parameters to evaluate the quality of service in a mesh network is essential mainly when providing multimedia services. This paper proposes an algorithm for planning wireless mesh networks in order to satisfy some QoS parameters, given a set of test points (TPs) and potential access points (APs). Examples of QoS parameters include: probability of packet loss and mean delay in responding to a request. The proposed algorithm uses a Mathematical Programming model to determine an adequate topology for the network and Monte Carlo simulation to verify whether the QoS parameters are being satisfied. The results obtained show that the proposed algorithm is able to find satisfactory solutions.

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The performance of muon reconstruction, identification, and triggering in CMS has been studied using 40 pb-1 of data collected in pp collisions at s = 7 TeV at the LHC in 2010. A few benchmark sets of selection criteria covering a wide range of physics analysis needs have been examined. For all considered selections, the efficiency to reconstruct and identify a muon with a transverse momentum pT larger than a few GeV/c is above 95% over the whole region of pseudorapidity covered by the CMS muon system, < 2.4, while the probability to misidentify a hadron as a muon is well below 1%. The efficiency to trigger on single muons with pT above a few GeVc is higher than 90% over the full η range, and typically substantially better. The overall momentum scale is measured to a precision of 0.2% with muons from Z decays. The transverse momentum resolution varies from 1% to 6% depending on pseudorapidity for muons with pT below 100GeV/c and, using cosmic rays, it is shown to be better than 10% in the central region up to pT = 1 TeV/c. Observed distributions of all quantities are well reproduced by the Monte Carlo simulation. © 2012 IOP Publishing Ltd and Sissa Medialab srl.

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Traditionally, ancillary services are supplied by large conventional generators. However, with the huge penetration of distributed generators (DGs) as a result of the growing interest in satisfying energy requirements, and considering the benefits that they can bring along to the electrical system and to the environment, it appears reasonable to assume that ancillary services could also be provided by DGs in an economical and efficient way. In this paper, a settlement procedure for a reactive power market for DGs in distribution systems is proposed. Attention is directed to wind turbines connected to the network through synchronous generators with permanent magnets and doubly-fed induction generators. The generation uncertainty of this kind of DG is reduced by running a multi-objective optimization algorithm in multiple probabilistic scenarios through the Monte Carlo method and by representing the active power generated by the DGs through Markov models. The objectives to be minimized are the payments of the distribution system operator to the DGs for reactive power, the curtailment of transactions committed in an active power market previously settled, the losses in the lines of the network, and a voltage profile index. The proposed methodology was tested using a modified IEEE 37-bus distribution test system. © 1969-2012 IEEE.

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In this work we investigate the adsorption of polyelectrolyte chains onto uniformly charged cylindrical macroions by means of the Metropolis Monte Carlo simulations and weighted histogram analysis method. Adopting a simplified model for macromolecules and treating the electrolytic solution in the Debye-Hückel level, conformational properties of the adsorbed chain, such as the radius of gyration and the thickness of the adsorbed layer, are provided as a function of ionic strength and macroion charge density. By analysis of the free energy profile as a function of the radius of gyration it was possible to identify first-order-like transitions between adsorbed and desorbed states and obtain a macroion charge density dependence of the critical ionic strength in good agreement with experiments. © 2013 AIP Publishing LLC.

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Based on the literature data from HT-29 cell monolayers, we develop a model for its growth, analogous to an epidemic model, mixing local and global interactions. First, we propose and solve a deterministic equation for the progress of these colonies. Thus, we add a stochastic (local) interaction and simulate the evolution of an Eden-like aggregate by using dynamical Monte Carlo methods. The growth curves of both deterministic and stochastic models are in excellent agreement with the experimental observations. The waiting times distributions, generated via our stochastic model, allowed us to analyze the role of mesoscopic events. We obtain log-normal distributions in the initial stages of the growth and Gaussians at long times. We interpret these outcomes in the light of cellular division events: in the early stages, the phenomena are dependent each other in a multiplicative geometric-based process, and they are independent at long times. We conclude that the main ingredients for a good minimalist model of tumor growth, at mesoscopic level, are intrinsic cooperative mechanisms and competitive search for space. © 2013 Elsevier Ltd.

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Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)