979 resultados para Simulations de Monte-Carlo


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The problem of time variant reliability analysis of randomly parametered and randomly driven nonlinear vibrating systems is considered. The study combines two Monte Carlo variance reduction strategies into a single framework to tackle the problem. The first of these strategies is based on the application of the Girsanov transformation to account for the randomness in dynamic excitations, and the second approach is fashioned after the subset simulation method to deal with randomness in system parameters. Illustrative examples include study of single/multi degree of freedom linear/non-linear inelastic randomly parametered building frame models driven by stationary/non-stationary, white/filtered white noise support acceleration. The estimated reliability measures are demonstrated to compare well with results from direct Monte Carlo simulations. (C) 2014 Elsevier Ltd. All rights reserved.

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Adsorption experiments of mixtures of long chain alkanes into silicalite under liquid phase conditions show selectivity inversion and azeotrope formation. These effects are due to the subtle interplay between the size of the adsorbed molecules and pore topology of the adsorbent. In this study, the selective uptake of lighter component during liquid phase adsorption of C/C and C/C n-alkane binary mixtures in the zeolite silicalite is understood through configurational bias grand-canonical Monte Carlo molecular simulation technique and a coarse-grained siting analysis. The simulations are conducted under conditions of low and intermediate levels of loading. The siting pattern of the adsorbates inside the zeolite pores explain the selectivity as seen in experiments.

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It is well known that the impulse response of a wide-band wireless channel is approximately sparse, in the sense that it has a small number of significant components relative to the channel delay spread. In this paper, we consider the estimation of the unknown channel coefficients and its support in OFDM systems using a sparse Bayesian learning (SBL) framework for exact inference. In a quasi-static, block-fading scenario, we employ the SBL algorithm for channel estimation and propose a joint SBL (J-SBL) and a low-complexity recursive J-SBL algorithm for joint channel estimation and data detection. In a time-varying scenario, we use a first-order autoregressive model for the wireless channel and propose a novel, recursive, low-complexity Kalman filtering-based SBL (KSBL) algorithm for channel estimation. We generalize the KSBL algorithm to obtain the recursive joint KSBL algorithm that performs joint channel estimation and data detection. Our algorithms can efficiently recover a group of approximately sparse vectors even when the measurement matrix is partially unknown due to the presence of unknown data symbols. Moreover, the algorithms can fully exploit the correlation structure in the multiple measurements. Monte Carlo simulations illustrate the efficacy of the proposed techniques in terms of the mean-square error and bit error rate performance.

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The Onsager model for the secondary flow field in a high-speed rotating cylinder is extended to incorporate the difference in mass of the two species in a binary gas mixture. The base flow is an isothermal solid-body rotation in which there is a balance between the radial pressure gradient and the centrifugal force density for each species. Explicit expressions for the radial variation of the pressure, mass/mole fractions, and from these the radial variation of the viscosity, thermal conductivity and diffusion coefficient, are derived, and these are used in the computation of the secondary flow. For the secondary flow, the mass, momentum and energy equations in axisymmetric coordinates are expanded in an asymptotic series in a parameter epsilon = (Delta m/m(av)), where Delta m is the difference in the molecular masses of the two species, and the average molecular mass m(av) is defined as m(av) = (rho(w1)m(1) + rho(w2)m(2))/rho(w), where rho(w1) and rho(w2) are the mass densities of the two species at the wall, and rho(w) = rho(w1) + rho(w2). The equation for the master potential and the boundary conditions are derived correct to O(epsilon(2)). The leading-order equation for the master potential contains a self-adjoint sixth-order operator in the radial direction, which is different from the generalized Onsager model (Pradhan & Kumaran, J. Fluid Mech., vol. 686, 2011, pp. 109-159), since the species mass difference is included in the computation of the density, viscosity and thermal conductivity in the base state. This is solved, subject to boundary conditions, to obtain the leading approximation for the secondary flow, followed by a solution of the diffusion equation for the leading correction to the species mole fractions. The O(epsilon) and O(epsilon(2)) equations contain inhomogeneous terms that depend on the lower-order solutions, and these are solved in a hierarchical manner to obtain the O(epsilon) and O(epsilon(2)) corrections to the master potential. A similar hierarchical procedure is used for the Carrier-Maslen model for the end-cap secondary flow. The results of the Onsager hierarchy, up to O(epsilon(2)), are compared with the results of direct simulation Monte Carlo simulations for a binary hard-sphere gas mixture for secondary flow due to a wall temperature gradient, inflow/outflow of gas along the axis, as well as mass and momentum sources in the flow. There is excellent agreement between the solutions for the secondary flow correct to O(epsilon(2)) and the simulations, to within 15 %, even at a Reynolds number as low as 100, and length/diameter ratio as low as 2, for a low stratification parameter A of 0.707, and when the secondary flow velocity is as high as 0.2 times the maximum base flow velocity, and the ratio 2 Delta m/(m(1) + m(2)) is as high as 0.5. Here, the Reynolds number Re = rho(w)Omega R-2/mu, the stratification parameter A = root m Omega R-2(2)/(2k(B)T), R and Omega are the cylinder radius and angular velocity, m is the molecular mass, rho(w) is the wall density, mu is the viscosity and T is the temperature. The leading-order solutions do capture the qualitative trends, but are not in quantitative agreement.

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This paper investigates the use of adaptive group testing to find a spectrum hole of a specified bandwidth in a given wideband of interest. We propose a group testing-based spectrum hole search algorithm that exploits sparsity in the primary spectral occupancy by testing a group of adjacent subbands in a single test. This is enabled by a simple and easily implementable sub-Nyquist sampling scheme for signal acquisition by the cognitive radios (CRs). The sampling scheme deliberately introduces aliasing during signal acquisition, resulting in a signal that is the sum of signals from adjacent subbands. Energy-based hypothesis tests are used to provide an occupancy decision over the group of subbands, and this forms the basis of the proposed algorithm to find contiguous spectrum holes of a specified bandwidth. We extend this framework to a multistage sensing algorithm that can be employed in a variety of spectrum sensing scenarios, including noncontiguous spectrum hole search. Furthermore, we provide the analytical means to optimize the group tests with respect to the detection thresholds, number of samples, group size, and number of stages to minimize the detection delay under a given error probability constraint. Our analysis allows one to identify the sparsity and SNR regimes where group testing can lead to significantly lower detection delays compared with a conventional bin-by-bin energy detection scheme; the latter is, in fact, a special case of the group test when the group size is set to 1 bin. We validate our analytical results via Monte Carlo simulations.

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Development of microporous adsorbents for separation and sequestration of carbon dioxide from flue gas streams is an area of active research. In this study, we assess the influence of specific functional groups on the adsorption selectivity of CO2/N-2 mixtures through Grand Canonical Monte Carlo (GCMC) simulations. Our model system consists of a bilayer graphene nanoribbon that has been edge functionalized with OH, NH2, NO2, CH3 and COOH. Ab initio Moller-Plesset (MP2) calculations with functionalized benzenes are used to obtain binding energies and optimized geometries for CO2 and N-2. This information is used to validate the choice classical forcefields in GCMC simulations. In addition to simulations of adsorption from binary mixtures of CO2 and N-2, the ideal adsorbed solution theory (IAST) is used to predict mixture isotherms. Our study reveals that functionalization always leads to an increase in the adsorption of both CO2 and N-2 with the highest for COOH. However, significant enhancement in the selectivity for CO2 is only seen with COOH functionalized nanoribbons. The COOH functionalization gives a 28% increase in selectivity compared to H terminated nanoribbons, whereas the improvement in the selectivity for other functional groups are much Enure modest. Our study suggests that specific functionalization with COOH groups can provide a material's design strategy to improve CO2 selectivity in microporous adsorbents. Synthesis of graphene nanoplatelets with edge functionalized COOH, which has the potential for large scale production, has recently been reported (Jeon el, al., 2012). (C) 2014 Elsevier Ltd. All rights reserved,

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In this work, we address the recovery of block sparse vectors with intra-block correlation, i.e., the recovery of vectors in which the correlated nonzero entries are constrained to lie in a few clusters, from noisy underdetermined linear measurements. Among Bayesian sparse recovery techniques, the cluster Sparse Bayesian Learning (SBL) is an efficient tool for block-sparse vector recovery, with intra-block correlation. However, this technique uses a heuristic method to estimate the intra-block correlation. In this paper, we propose the Nested SBL (NSBL) algorithm, which we derive using a novel Bayesian formulation that facilitates the use of the monotonically convergent nested Expectation Maximization (EM) and a Kalman filtering based learning framework. Unlike the cluster-SBL algorithm, this formulation leads to closed-form EMupdates for estimating the correlation coefficient. We demonstrate the efficacy of the proposed NSBL algorithm using Monte Carlo simulations.

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In this paper, space-shift keying (SSK) is considered for multihop multiple-input-multiple-output (MIMO) networks. In SSK, only one among n(s) = 2(m) available transmit antennas, chosen on the basis of m information bits, is activated during transmission. We consider two different systems of multihop co-operation, where each node has multiple antennas and employs SSK. In system I, a multihop diversity relaying scheme is considered. In system II, a multihop multibranch relaying scheme is considered. In both systems, we adopt decode-and-forward (DF) relaying, where each relay forwards the signal only when it correctly decodes. We analyze the end-to-end bit error rate (BER) and diversity order of both the systems with SSK. For binary SSK (n(s) = 2), our analytical BER expression is exact, and our numerical results show that the BERs evaluated through the analytical expression overlap with those obtained through Monte Carlo simulations. For nonbinary SSK (n(s) > 2), we derive an approximate BER expression, where the analytically evaluated BER results closely follow the simulated BER results. We show the comparison of the BERs of SSK and conventional phase-shift keying (PSK) and also show the instances where SSK outperforms PSK. We also present the diversity analyses for SSK in systems I and II, which predict the achievable diversity orders as a function of system parameters.

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In this paper, we present novel precoding methods for multiuser Rayleigh fading multiple-input-multiple-output (MIMO) systems when channel state information (CSI) is available at the transmitter (CSIT) but not at the receiver (CSIR). Such a scenario is relevant, for example, in time-division duplex (TDD) MIMO communications, where, due to channel reciprocity, CSIT can be directly acquired by sending a training sequence from the receiver to the transmitter(s). We propose three transmit precoding schemes that convert the fading MIMO channel into a fixed-gain additive white Gaussian noise (AWGN) channel while satisfying an average power constraint. We also extend one of the precoding schemes to the multiuser Rayleigh fading multiple-access channel (MAC), broadcast channel (BC), and interference channel (IC). The proposed schemes convert the fading MIMO channel into fixed-gain parallel AWGN channels in all three cases. Hence, they achieve an infinite diversity order, which is in sharp contrast to schemes based on perfect CSIR and no CSIT, which, at best, achieve a finite diversity order. Further, we show that a polynomial diversity order is retained, even in the presence of channel estimation errors at the transmitter. Monte Carlo simulations illustrate the bit error rate (BER) performance obtainable from the proposed precoding scheme compared with existing transmit precoding schemes.

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The problem of estimation of the time-variant reliability of actively controlled structural dynamical systems under stochastic excitations is considered. Monte Carlo simulations, reinforced with Girsanov transformation-based sampling variance reduction, are used to tackle the problem. In this approach, the external excitations are biased by an additional artificial control force. The conflicting objectives of the two control forces-one designed to reduce structural responses and the other to promote limit-state violations (but to reduce sampling variance)-are noted. The control for variance reduction is fashioned after design-point oscillations based on a first-order reliability method. It is shown that for structures that are amenable to laboratory testing, the reliability can be estimated experimentally with reduced testing times by devising a procedure based on the ideas of the Girsanov transformation. Illustrative examples include studies on a building frame with a magnetorheologic damper-based isolation system subject to nonstationary random earthquake excitations. (C) 2014 American Society of Civil Engineers.

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The problem of determination of system reliability of randomly vibrating structures arises in many application areas of engineering. We discuss in this paper approaches based on Monte Carlo simulations and laboratory testing to tackle problems of time variant system reliability estimation. The strategy we adopt is based on the application of Girsanov's transformation to the governing stochastic differential equations which enables estimation of probability of failure with significantly reduced number of samples than what is needed in a direct simulation study. Notably, we show that the ideas from Girsanov's transformation based Monte Carlo simulations can be extended to conduct laboratory testing to assess system reliability of engineering structures with reduced number of samples and hence with reduced testing times. Illustrative examples include computational studies on a 10 degree of freedom nonlinear system model and laboratory/computational investigations on road load response of an automotive system tested on a four post Lest rig. (C) 2015 Elsevier Ltd. All rights reserved.

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Compressive Sensing (CS) theory combines the signal sampling and compression for sparse signals resulting in reduction in sampling rate. In recent years, many recovery algorithms have been proposed to reconstruct the signal efficiently. Subspace Pursuit and Compressive Sampling Matching Pursuit are some of the popular greedy methods. Also, Fusion of Algorithms for Compressed Sensing is a recently proposed method where several CS reconstruction algorithms participate and the final estimate of the underlying sparse signal is determined by fusing the estimates obtained from the participating algorithms. All these methods involve solving a least squares problem which may be ill-conditioned, especially in the low dimension measurement regime. In this paper, we propose a step prior to least squares to ensure the well-conditioning of the least squares problem. Using Monte Carlo simulations, we show that in low dimension measurement scenario, this modification improves the reconstruction capability of the algorithm in clean as well as noisy measurement cases.

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Compressed Sensing (CS) is an elegant technique to acquire signals and reconstruct them efficiently by solving a system of under-determined linear equations. The excitement in this field stems from the fact that we can sample at a rate way below the Nyquist rate and still reconstruct the signal provided some conditions are met. Some of the popular greedy reconstruction algorithms are the Orthogonal Matching Pursuit (OMP), the Subspace Pursuit (SP) and the Look Ahead Orthogonal Matching Pursuit (LAOMP). The LAOMP performs better than the OMP. However, when compared to the SP and the OMP, the computational complexity of LAOMP is higher. We introduce a modified version of the LAOMP termed as Reduced Look Ahead Orthogonal Matching Pursuit (Reduced LAOMP). Reduced LAOMP uses prior information from the results of the OMP and the SP in the quest to speedup the look ahead strategy in the LAOMP. Monte Carlo simulations of this algorithm deliver promising results.

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We consider carrier frequency offset (CFO) estimation in the context of multiple-input multiple-output (MIMO) orthogonal frequency-division multiplexing (OFDM) systems over noisy frequency-selective wireless channels with both single- and multiuser scenarios. We conceived a new approach for parameter estimation by discretizing the continuous-valued CFO parameter into a discrete set of bins and then invoked detection theory, analogous to the minimum-bit-error-ratio optimization framework for detecting the finite-alphabet received signal. Using this radical approach, we propose a novel CFO estimation method and study its performance using both analytical results and Monte Carlo simulations. We obtain expressions for the variance of the CFO estimation error and the resultant BER degradation with the single- user scenario. Our simulations demonstrate that the overall BER performance of a MIMO-OFDM system using the proposed method is substantially improved for all the modulation schemes considered, albeit this is achieved at increased complexity.

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This paper studies a pilot-assisted physical layer data fusion technique known as Distributed Co-Phasing (DCP). In this two-phase scheme, the sensors first estimate the channel to the fusion center (FC) using pilots sent by the latter; and then they simultaneously transmit their common data by pre-rotating them by the estimated channel phase, thereby achieving physical layer data fusion. First, by analyzing the symmetric mutual information of the system, it is shown that the use of higher order constellations (HOC) can improve the throughput of DCP compared to the binary signaling considered heretofore. Using an HOC in the DCP setting requires the estimation of the composite DCP channel at the FC for data decoding. To this end, two blind algorithms are proposed: 1) power method, and 2) modified K-means algorithm. The latter algorithm is shown to be computationally efficient and converges significantly faster than the conventional K-means algorithm. Analytical expressions for the probability of error are derived, and it is found that even at moderate to low SNRs, the modified K-means algorithm achieves a probability of error comparable to that achievable with a perfect channel estimate at the FC, while requiring no pilot symbols to be transmitted from the sensor nodes. Also, the problem of signal corruption due to imperfect DCP is investigated, and constellation shaping to minimize the probability of signal corruption is proposed and analyzed. The analysis is validated, and the promising performance of DCP for energy-efficient physical layer data fusion is illustrated, using Monte Carlo simulations.