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Showing 10 results for Monte Carlo Simulation


Volume 5, Issue 0 (0-2005)
Abstract

In this paper, we examine the effect of the energy difference between the L- and the -valleys in compound semiconductor materials, carrier effective mass, and the scattering processes on the electron transport characteristics in MESFETs. To do this, we use the Monte Carlo simulation to demonstrate the superiority of the InGaAs MESFET, made on a semi-insulating InP substrate, over both InP and GaAs MESFETs. Furthermore, we study the effects of device structure on the electron transport characteristics. For the first time we study electron transport characteristics in the channel of a LDD InGaAs MESFET with an InP source. This structure demonstrates to have the highest average electron velocity through out its channel among the other MESFETs

Volume 8, Issue 1 (0-2008)
Abstract

Deregulation policy has caused some changes in the concepts of power systems reliability assessment and enhancement. In this paper, generation reliability is considered, and a method for its assessment using intelligent systems is proposed. Also, because of power market and generators’ forced outages stochastic behavior, Monte Carlo simulation is used for reliability evaluation. Generation reliability, merely focuses on interaction between generation complex and load. Therefore, in this research, based on market type and its concentration, reserve margin, and various future times, a Neuro-Fuzzy system is proposed for evaluation of generation reliability which is valid and usable for all kinds of power pool markets. Finally, the proposed method is assessed on IEEE-Reliability Test System; and generation reliability indices of various markets are evaluated with different reserve margins and different load levels.
Zahra Nasrollahi, Mina Shahviri, Mojtaba Amiri,
Volume 10, Issue 4 (1-2011)
Abstract

One of the key concepts in risk managing of financial portfolios is the probability based risk measurement method known as value at risk. During recent years, various methods have been introduced by researchers to compute this criterion. Because of their dissimilar assumptions and procedures, making the use of each of which creates different results. Therefore, this paper uses two main methods in order to measure the value at risk of foreign exchange portfolio. They comprise generalized autoregressive conditional heteroskedasticity model and Monte Carlo Simulation. Using failure rate back testing, the results of these methods are compared. The results of the evaluation demonstrate that the mentioned methods have different performances.

Volume 15, Issue 4 (6-2015)
Abstract

In this article, Monte Carlo simulation method is used in conjunction with finite elements (FEs) for probabilistic free vibration and stability analysis of pipes conveying fluid. For fluid-structure interaction, Euler-Bernoulli beam model is used for analyzing pipe structure and plug flow model for representing internal fluid flow in the pipe. By considering structural parameters of system as random fields, the governing deterministic partial differential equation (PDE) of continuous system is transformed into a stochastic PDE. The continuous random fields are discretized by mid-point and local average discretization methods; then, by Monte Carlo simulations in each iteration loop, every distributed-parameter PDE having stochastic lumped-parameters is transformed into a deterministic distributed-parameter PDE. Each PDE is transformed into a system of deterministic ordinary differential equations (ODEs) by using FEs. Accordingly, all of the deterministic and stochastic parameters of system are discretized. For free vibration analysis, the eigenvalue problem is solved for investigating the complex-valued eigenvalues and critical eigenfrequencies. Consequently, having complex eigenfrequencies and divergence points, the statistical responses of stochastic problem are obtained like expected values, standard deviations, probability density functions, and the probability of occurrence for divergence instabilities.

Volume 16, Issue 9 (11-2016)
Abstract

In this paper the methodology of reliability analysis in aerial structures has been developed. This methodology has been carried out on a special specimen. The selected specimen is a cylinder strut of the landing gear system of a training airplane. This specimen is one of the most important part of the landing gear system. Because of it’s special shape, there is no analytical solution for calculation of stress in it. Therefore, by means of the surface response method and Box-Behnken tables, a deterministic equation for calculating the stresses in critical points of the specimen has been produced. Then in order to obtain the reliability of this part via probabilistic method, Monte Carlo simulation has been used. The applied loads have been modeled whit one pressure, one bending moment and one concentrated force. These loads have been assumed to be independent random variables. Also, the probability distribution function of the pressure and the bending moment have been assumed to be normal and the probability distribution function of the concentrated force has been assumed to be lognormal. The dimensions of the specimen is deterministic and the mechanical properties of the material is a normal distribution with standard deviation equals to be 10 percent of its mean value. The results showed that the minimum reliability of this specimen is 99.9997 percent. So, the design of the cylinder strut is safe for aerial applications in reliability viewpoint.

Volume 17, Issue 3 (9-2017)
Abstract

Reinforcement inside the concrete is protected from corrosion and its damages until several years after the construction. After corrosion initiation, the Cross Section of Reinforcement begins to reduce and often load bearing of the reinforced concrete structure will be reduced significantly. Corrosion of reinforcements in concrete in polluted and contaminated areas can be occurred in two ways: Chloride and Carbonation. Chloride ion ingress is one of the major problems that affect the durability of reinforced concrete structures such as bridge decks, concrete pavements, and other structures exposed to harsh saline environments. Corrosion occurrence and development in reinforced concrete structures increase the steel volume and produce products with volume of about 2-7 times the steel initial volume. This volume increase, which is due to cracks, reduces the compressive and tensile strengths in reinforced concrete structures. Therefore, durability based design of concrete structures in marine areas has gained great significance in recent decades and various mathematical models for estimating the service life of reinforced concrete have been proposed. In spite of comprehensive researches on the corrosion of reinforced concrete, there are still various controversial concepts. Effect of environmental conditions on durability of concrete structures is one of the most important issues. Hence, regional investigations are necessary for durability-based design and evaluation of the models proposed for service-life prediction. The Persian Gulf is one of themost aggressive regions of the world because of elevated temperature and humidity as well as high content of chloride ions in seawater. Corrosion of reinforcement due to chloride ions attack causes enormous damages to structures in severe condition of marine environments. Normally, high alkaline property of concrete (PH≈13) forms a protective oxide layer on the steel surface. This is called a passive protection. The dioxide existing in the atmosphere or the chloride in the concrete environment along with the moisture and the oxygen can penetrate via the concrete pores and cracks and can reach the armature surface; then, by reducing concrete alkalinity, they cause armature corrosion inside the concrete by destroying the protective oxide layer on the steel. Chloride ions reach the passive layer according to the explained pattern and they begin to react in the passive layer when the amount of chloride ions go beyond the critical value and cause perforation corrosion. Since each influencing factor in the life time of the structure is subject to random variability and inherent uncertainties, a stochastic approach is utilized to predict the time for initiation of the corrosion. Based on Fick’s law, time for corrosion is a function of surface chloride, critical chloride, concrete cover thickness, and diffusion coefficient. The most common models service-life prediction of reinforced concrete structures under load chloride, only produce a limited definite time for the start of corrosion. In this paper monte carlo simulation use for service-life prediction of reinforced concrete structures of predict the time of corrosion initiation, and shown the influence of mean and standard deviation variations for each of the parameters that affect the occurrence of corrosion, on the time of initiation corrosion and impact of these factors on the probability initiation corrosion.

Volume 17, Issue 9 (11-2017)
Abstract

In recent years, development of polymer electrolyte membrane fuel cells (PEMFCs) has been considered to generate electricity and heat. Among main components of PEMFCs, bipolar plates (BPPs) have significant influence on cost and performance of the system. Metallic BPPs, formed using thin sheets, have been developed as alternative to conventional graphite plates because of advantages such as suitable cost, mechanical strength and power density. Flexibility of the sheets and spring back during forming process make dimensional errors inevitable and lead to inappropriate contact pressure distribution between BPPs and gas diffusion layer (GDL), resulting in decrease of fuel cell performance. Excessive accuracy in BPP production leads to increase the final cost and decrease the general usability of the technology. Therefore, to reduce unnecessary costs, managing design process and improving efficiency, analysis of BPP dimensional errors is done using finite element method and Monte Carlo simulation (MCS). First, contact model of the metallic BPP and GDL is developed and heights of each channel and each rib of BPP are fully parameterized due to stochastic variations of dimensional errors with normal distribution. Then, contact pressure distributions of GDL (Pave, Pstd) for different dimensional errors are obtained by MCSs. Increasing dimensional tolerance from 0.015 mm to 0.075 mm, average contact pressure (Pave) has decreased by 11% and standard deviation of contact pressure (Pstd) has increased up to 90%. Namely desirable distribution of GDL pressure is reduced by increasing the dimensional error and suitable dimensional tolerances for BPPs can be determined according to engineering requirements.

Volume 18, Issue 4 (11-2018)
Abstract

The soil formation consists of complex and longtime processes in which many different chemical and physical changes occur in soil deposit, or in its original source rock. This processes cause the soil to show nonhomogeneous characteristics and to have spatial variation in its mechanical properties. The spatial variation of soil properties lead to many uncertainties in prediction of soil mechanical behavior; subsequently the design of structure which depend on soil deposits becomes troublesome. For dealing with such problem the probabilistic and statistical tools are proposed as convenient methods for choosing appropriate design soil parameters and estimating the uncertainties in design. The coupled utilization of random field theory and Monte Carlo simulation technique yield probability distribution functions for geotechnical problems in which different cases of soil distribution is assumed for analyses. In such problems the soil properties are distributed into the field according to the assumptions of random field theory by consideration of a probability distribution (with the given mean and standard deviation) and scale of fluctuations. This distribution of soil properties with the use of random field theory is performed repeatedly until a desired statistical distribution for the results is obtained. This distribution can be used as a basis for extracting the statistical characteristics for the problem in hand. In this paper the effect of spatial variability parameters on the bearing capacity of strip foundations on clayey soils were investigated. The soil un-drained shear strength (Cu) was assumed as spatial variable parameter with the use of logarithmic distribution and the so-called coupled random field theory; the Monte Carlo simulation technique was used for obtaining probability distribution of bearing capacity of foundation on nonhomogeneous clayey soil. The Mohr Coloumb elastic perfectly plastic constitutive model and the Finite Difference Method (FDM) were used for modelling soil behavior and calculating the bearing capacity of foundation. The spatial variability of un-drained shear strength was investigated using three parameters: coefficient of variation of un-drained shear strength (Cov(Cu((, and the scale of fluctuation of shear strength in horizontal and vertical directions (x, and y directions). The range of these parameters were chosen such that the results of current research can be generalized to any field problem. The results obtained from this study, were investigated by average and coefficient of variation of NC parameter which is the cohesion factor in classic bearing capacity equations (i.e. as Terzaghi, Meyerhof, Hansen and Vesic bearing capacity equations). It can be interpreted from the results that by increasing the coefficient of variation of soil un-drained shear strength the average bearing capacity decreases and the coefficient of variation of bearing capacity increases; also the average bearing capacity of foundation has an approximately increasing trend with increasing the scale of fluctuations in both horizontal and vertical directions. Finally at the end of this paper two practical simplified equations were suggested using multiple regression method for estimation of average and coefficient of variation of bearing capacity factor NC, given the spatial variation parameters of soil un-drained shear strength. These equations can be implemented by geotechnical experts for applying the variability of cohesion in the design of foundations on nonhomogeneous clayey soil formations.

Volume 19, Issue 5 (5-2019)
Abstract

An alarm threshold plays an important role in an industrial fault detection system and directly contributes the False Alarm Rate (FAR) and Missed Alarm Rate (MAR). A crucial consideration for designing a threshold is estimating the Probability Density Function (PDF) of both normal and abnormal based on samples. The existence of measurement error in samples will be the contributors to an inaccurate estimation, following that, the alarm threshold will also be inaccurate. Therefore, grasping and recognizing measurement errors is highly important; in this paper, this problem will be investigated. For this purpose, firstly, a mathematical closed-form of statistical parameters will be estimated, and, then, based on error propagation rule, the computation error estimated parameters will be explored. It is assumed the high limit and low limit values of the measurement error are known or computable. Secondly, an approach is introduced to design a varying alarm threshold adapting to the current value of measurement based on . The proposed method is confirmed via a Monte Carlo simulation and it is finally applied to an industrial benchmark, Gas Turbine V94.2, experiencing fouling fault.


Volume 23, Issue 5 (9-2021)
Abstract

In recent years, the use of photoselective shading nets to mitigate the harmful high radiation caused by the increase in temperatures is growing. The objective of this work was to study the positive effects - in terms of yield and profitability of photoselective shade nets in two types of pepper: Lamuyo (cultivars Alcudia and Pompeo) and California (cultivars Bendigo and Cayetano). The weekly yields, classified into different calibre, were analysed over two years, and for the analysis of economic profitability, the Equivalent Annual Value (EAV) was used with an analysis of sensitivity. The yields obtained with the pearl-colored net giving 30% shading were superior to open cultivation (no netting), in all the studied cultivars; in particular, Cayetano and Pompeo had 136 and 86% greater yields, respectively. This same trend was observed for the red-colored net giving 30% shading, with 88 and 74% increase in yield in Cayetano and Pompeo, respectively. In economic terms, the EAV was superior with the use of the pearl net, especially for the cultivars Alcudia and Cayetano - being €14,864 and €13,326 ha-1 yr-1, respectively. The yield and profitability were better for the crops grown under the pearl-colored photoselective net, especially for cultivars Alcudia and Cayetano. The sensitivity analysis showed that the probability of obtaining negative returns was higher in the absence of netting, while under the shade nets it was below 10%.

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