967 resultados para stochastic analysis


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Reliable budget/cost estimates for road maintenance and rehabilitation are subjected to uncertainties and variability in road asset condition and characteristics of road users. The CRC CI research project 2003-029-C ‘Maintenance Cost Prediction for Road’ developed a method for assessing variation and reliability in budget/cost estimates for road maintenance and rehabilitation. The method is based on probability-based reliable theory and statistical method. The next stage of the current project is to apply the developed method to predict maintenance/rehabilitation budgets/costs of large networks for strategic investment. The first task is to assess the variability of road data. This report presents initial results of the analysis in assessing the variability of road data. A case study of the analysis for dry non reactive soil is presented to demonstrate the concept in analysing the variability of road data for large road networks. In assessing the variability of road data, large road networks were categorised into categories with common characteristics according to soil and climatic conditions, pavement conditions, pavement types, surface types and annual average daily traffic. The probability distributions, statistical means, and standard deviation values of asset conditions and annual average daily traffic for each type were quantified. The probability distributions and the statistical information obtained in this analysis will be used to asset the variation and reliability in budget/cost estimates in later stage. Generally, we usually used mean values of asset data of each category as input values for investment analysis. The variability of asset data in each category is not taken into account. This analysis method demonstrated that it can be used for practical application taking into account the variability of road data in analysing large road networks for maintenance/rehabilitation investment analysis.

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Recently, an analysis of the response curve of the vascular endothelial growth factor (VEGF) receptor and its application to cancer therapy was described in [T. Alarcón, and K. Page, J. R. Soc. Lond. Interface 4, 283–304 (2007)]. The analysis is significantly extended here by demonstrating that an alternative computational strategy, namely the Krylov FSP algorithm for the direct solution of the chemical master equation, is feasible for the study of the receptor model. The new method allows us to further investigate the hypothesis of symmetry in the stochastic fluctuations of the response. Also, by augmenting the original model with a single reversible reaction we formulate a plausible mechanism capable of realizing a bimodal response, which is reported experimentally but which is not exhibited by the original model. The significance of these findings for mechanisms of tumour resistance to antiangiogenic therapy is discussed.

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This paper investigates stochastic analysis of transit segment hourly passenger load factor variation for transit capacity and quality of service (QoS) analysis using Automatic Fare Collection data for a premium radial bus route in Brisbane, Australia. It compares stochastic analysis to traditional peak hour factor (PHF) analysis to gain further insight into variability of transit route segments’ passenger loading during a study hour. It demonstrates that hourly design load factor is a useful method of modeling a route segment’s capacity and QoS time history across the study weekday. This analysis method is readily adaptable to different passenger load standards by adjusting design percentile, reflecting either a more relaxed or more stringent condition. This paper also considers hourly coefficient of variation of load factor as a capacity and QoS assessment measure, in particular through its relationships with hourly average and design load factors. Smaller value reflects uniform passenger loading, which is generally indicative of well dispersed passenger boarding demands and good schedule maintenance. Conversely, higher value may be indicative of pulsed or uneven passenger boarding demands, poor schedule maintenance, and/or bus bunching. An assessment table based on hourly coefficient of variation of load factor is developed and applied to this case study. Inferences are drawn for a selection of study hours across the weekday studied.

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This study uses weekday Automatic Fare Collection (AFC) data on a premium bus line in Brisbane, Australia •Stochastic analysis is compared to peak hour factor (PHF) analysis for insight into passenger loading variability •Hourly design load factor (e.g. 88th percentile) is found to be a useful method of modeling a segment’s passenger demand time-history across a study weekday, for capacity and QoS assessment •Hourly coefficient of variation of load factor is found to be a useful QoS and operational assessment measure, particularly through its relationship with hourly average load factor, and with design load factor •An assessment table based on hourly coefficient of variation of load factor is developed from the case study

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This paper presents an uncertainty quantification study of the performance analysis of the high pressure ratio single stage radial-inflow turbine used in the Sundstrand Power Systems T-100 Multi-purpose Small Power Unit. A deterministic 3D volume-averaged Computational Fluid Dynamics (CFD) solver is coupled with a non-statistical generalized Polynomial Chaos (gPC) representation based on a pseudo-spectral projection method. One of the advantages of this approach is that it does not require any modification of the CFD code for the propagation of random disturbances in the aerodynamic and geometric fields. The stochastic results highlight the importance of the blade thickness and trailing edge tip radius on the total-to-static efficiency of the turbine compared to the angular velocity and trailing edge tip length. From a theoretical point of view, the use of the gPC representation on an arbitrary grid also allows the investigation of the sensitivity of the blade thickness profiles on the turbine efficiency. The gPC approach is also applied to coupled random parameters. The results show that the most influential coupled random variables are trailing edge tip radius coupled with the angular velocity.

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The paper presents a geometry-free approach to assess the variation of covariance matrices of undifferenced triple frequency GNSS measurements and its impact on positioning solutions. Four independent geometryfree/ ionosphere-free (GFIF) models formed from original triple-frequency code and phase signals allow for effective computation of variance-covariance matrices using real data. Variance Component Estimation (VCE) algorithms are implemented to obtain the covariance matrices for three pseudorange and three carrier-phase signals epoch-by-epoch. Covariance results from the triple frequency Beidou System (BDS) and GPS data sets demonstrate that the estimated standard deviation varies in consistence with the amplitude of actual GFIF error time series. The single point positioning (SPP) results from BDS ionosphere-free measurements at four MGEX stations demonstrate an improvement of up to about 50% in Up direction relative to the results based on a mean square statistics. Additionally, a more extensive SPP analysis at 95 global MGEX stations based on GPS ionosphere-free measurements shows an average improvement of about 10% relative to the traditional results. This finding provides a preliminary confirmation that adequate consideration of the variation of covariance leads to the improvement of GNSS state solutions.

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The probability distribution of the instantaneous incremental yield of an inelastic system is characterized in terms of a conditional probability and average rate of crossing. The detailed yield statistics of a single degree-of-freedom elasto-plastic system under a Gaussian white noise are obtained for both nonstationary and stationary response. The present analysis indicates that the yield damage is sensitive to viscous damping. The spectra of mean and mean square damage rate are presented.

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Precipitation in small droplets involving emulsions, microemulsions or vesicles is important for Producing multicomponent ceramics and nanoparticles. Because of the random nature of nucleation and the small number of particles in a droplet, the use of a deterministic population balance equation for predicting the number density of particles may lead to erroneous results even for evaluating the mean behavior of such systems. A comparison between the predictions made through stochastic simulation and deterministic population balance involving small droplets has been made for two simple systems, one involving crystallization and the other a single-component precipitation. The two approaches have been found to yield quite different results under a variety of conditions. Contrary to expectation, the smallness of the population alone does not cause these deviations. Thus, if fluctuation in supersaturation is negligible, the population balance and simulation predictions concur. However, for large fluctuations in supersaturation, the predictions differ significantly, indicating the need to take the stochastic nature of the phenomenon into account. This paper describes the stochastic treatment of populations, which involves a sequence of so-called product density equations and forms an appropriate framework for handling small systems.

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Many studies investigating the effect of human social connectivity structures (networks) and human behavioral adaptations on the spread of infectious diseases have assumed either a static connectivity structure or a network which adapts itself in response to the epidemic (adaptive networks). However, human social connections are inherently dynamic or time varying. Furthermore, the spread of many infectious diseases occur on a time scale comparable to the time scale of the evolving network structure. Here we aim to quantify the effect of human behavioral adaptations on the spread of asymptomatic infectious diseases on time varying networks. We perform a full stochastic analysis using a continuous time Markov chain approach for calculating the outbreak probability, mean epidemic duration, epidemic reemergence probability, etc. Additionally, we use mean-field theory for calculating epidemic thresholds. Theoretical predictions are verified using extensive simulations. Our studies have uncovered the existence of an ``adaptive threshold,'' i.e., when the ratio of susceptibility (or infectivity) rate to recovery rate is below the threshold value, adaptive behavior can prevent the epidemic. However, if it is above the threshold, no amount of behavioral adaptations can prevent the epidemic. Our analyses suggest that the interaction patterns of the infected population play a major role in sustaining the epidemic. Our results have implications on epidemic containment policies, as awareness campaigns and human behavioral responses can be effective only if the interaction levels of the infected populace are kept in check.

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This research investigated the unconfined flow through dams. The hydraulic conductivity was modeled as spatially random field following lognormal distribution. Results showed that the seepage flow produced from the stochastic solution was smaller than its deterministic value. In addition, the free surface was observed to exit at a point lower than that obtained from the deterministic solution. When the hydraulic conductivity was strongly correlated in the horizontal direction than the vertical direction, the flow through the dam has markedly increased. It is suggested that it may not be necessary to construct a core in dams made from soils that exhibit high degree of variability.

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This study investigates the effects of ground heterogeneity, considering permeability as a random variable, on an intruding SW wedge using Monte Carlo simulations. Random permeability fields were generated, using the method of Local Average Subdivision (LAS), based on a lognormal probability density function. The LAS method allows the creation of spatially correlated random fields, generated using coefficients of variation (COV) and horizontal and vertical scales of fluctuation (SOF). The numerical modelling code SUTRA was employed to solve the coupled flow and transport problem. The well-defined 2D dispersive Henry problem was used as the test case for the method. The intruding SW wedge is defined by two key parameters, the toe penetration length (TL) and the width of mixing zone (WMZ). These parameters were compared to the results of a homogeneous case simulated using effective permeability values. The simulation results revealed: (1) an increase in COV resulted in a seaward movement of TL; (2) the WMZ extended with increasing COV; (3) a general increase in horizontal and vertical SOF produced a seaward movement of TL, with the WMZ increasing slightly; (4) as the anisotropic ratio increased the TL intruded further inland and the WMZ reduced in size. The results show that for large values of COV, effective permeability parameters are inadequate at reproducing the effects of heterogeneity on SW intrusion.