The object of the present study is to investigate the influence of damping uncertainty and statistical correlation on the dynamic response of structures with random damping parameters in the neighbourhood of a resonant frequency. A Non-Linear Statistical model (NLSM) is successfully demonstrated to predict the probabilistic response of an industrial building structure with correlated random damping. A practical computational technique to generate first and second-order sensitivity derivatives is presented and the validity of the predicted statistical moments is checked by traditional Monte Carlo simulation. Simulation results show the effectiveness of the NLSM to estimate uncertainty propagation in structural dynamics. In addition, it is demonstrated that the uncertainty in damping indeed influences the system response with the effects being more pronounced for lightly damped structures, higher variability and higher statistical correlation of damping parameters.
Maximum score estimation is a class of semiparametric methods for the coefficients of regression models. Estimates are obtained by the maximization of the special function, called the score. In case of binary regression models it is the fraction of correctly classified observations. The aim of this article is to propose a modification to the score function. The modification allows to obtain smaller variances of estimators than the standard maximum score method without impacting other properties like consistency. The study consists of extensive Monte Carlo experiments.
The paper is concerned with issues of the estimation of random variable distribution parameters by the Monte Carlo method. Such quantities can correspond to statistical parameters computed based on the data obtained in typical measurement situations. The subject of the research is the mean, the mean square and the variance of random variables with uniform, Gaussian, Student, Simpson, trapezoidal, exponential, gamma and arcsine distributions.
The influence of wrong information about transition and measurement models on estimation quality has been presented in the paper. Two methods of a particle filter, with and without the Population Monte Carlo modification, and also the extended and unscented Kalman filters methods have been compared. A small 5-bus power system has been used in simulations, which have been performed based on one data set, and this data set has been chosen from among 100 different – to draw the most general conclusions. Based on the obtained results it has been found that for the particle filter methods the implementation of the slightly higher standard deviation than the true value, usually increases the estimation quality. For the Kalman filters methods it has been concluded that optimal values of variances are equal to the true values.
The modified configuration of the 155 mm rocket assisted projectile equipped with lateral thrusters was proposed. Six degree of freedom mathematical model was used to investigate the quality of the considered projectile. Impact point prediction guidance scheme intended for low control authority projectile was developed to minimize the dispersion radius. Simple point mass model was applied to calculate the impact point coordinates during the flight. Main motor time delay impact on range characteristics was investigated. Miss distance errors and Circular Error Probable for various lateral thruster total impulse were obtained. Monte-Carlo simulations proved that the impact point dispersion could be reduced significantly when the circular array of 15 solid propellant lateral thrusters was used. Single motor operation time was set to be 0.025~s. Finally, the warhead radii of destruction were analyzed.
The aim of the paper is to point out that the Monte Carlo simulation is an easy and flexible approach when it comes to forecasting risk of an asset portfolio. The case study presented in the paper illustrates the problem of forecasting risk arising from a portfolio of receivables denominated in different foreign currencies. Such a problem seems to be close to the real issue for enterprises offering products or services on several foreign markets. The changes in exchange rates are usually not normally distributed and, moreover, they are always interdependent. As shown in the paper, the Monte Carlo simulation allows for forecasting market risk under such circumstances.
This paper addresses the issue of obtaining maximum likelihood estimates of parameters for structural VAR models with a mixture of distributions. Hence the problem does not have a closed form solution, numerical optimization procedures need to be used. A Monte Carlo experiment is designed to compare the performance of four maximization algorithms and two estimation strategies. It is shown that the EM algorithm outperforms the general maximization algorithms such as BFGS, NEWTON and BHHH. Moreover, simplification of the problem introduced in the two steps quasi ML method does not worsen small sample properties of the estimators and therefore may be recommended in the empirical analysis.
Basic gesture sensors can play a significant role as input units in mobile smart devices. However, they have to handle a wide variety of gestures while preserving the advantages of basic sensors. In this paper a user-determined approach to the design of a sparse optical gesture sensor is proposed. The statistical research on a study group of individuals includes the measurement of user-related parameters like the speed of a performed swipe (dynamic gesture) and the morphology of fingers. The obtained results, as well as other a priori requirements for an optical gesture sensor were further used in the design process. Several properties were examined using simulations or experimental verification. It was shown that the designed optical gesture sensor provides accurate localization of fingers, and recognizes a set of static and dynamic hand gestures using a relatively low level of power consumption.
Improvements of modern manufacturing techniques implies more efficient production but also new challenges for coordinate metrologists. The crucial task here is a coordinate measurement accuracy assessment. It is important because according to technological requirements, measurements are useful only when they are stated with their accuracy. Currently used methods for the measurements accuracy estimation are difficult to implement and time consuming. It is therefore important to implement correct and validated methods that will also be easy to implement. The method presented in this paper is one of them. It is an on-line accuracy estimation method based on the virtual CMM idea. A model is built using a modern LaserTracer system and a common test sphere and its implementation lasts less than one day. Results obtained using the presented method are comparable to results of commonly used uncertainty estimation methods which proves its correct functioning. Its properties predispose it to be widely used both in laboratory and industrial conditions.
When an artificial neural network is used to determine the value of a physical quantity its result is usually presented without an uncertainty. This is due to the difficulty in determining the uncertainties related to the neural model. However, the result of a measurement can be considered valid only with its respective measurement uncertainty. Therefore, this article proposes a method of obtaining reliable results by measuring systems that use artificial neural networks. For this, it considers the Monte Carlo Method (MCM) for propagation of uncertainty distributions during the training and use of the artificial neural networks.
The paper deals with a solution of radiation heat transfer problems in enclosures filled with nonparticipating medium using ray tracing on hierarchical ortho-Cartesian meshes. The idea behind the approach is that radiative heat transfer problems can be solved on much coarser grids than their counterparts from computational fluid dynamics (CFD). The resulting code is designed as an add-on to OpenFOAM, an open-source CFD program. Ortho-Cartesian mesh involving boundary elements is created based upon CFD mesh. Parametric non-uniform rational basis spline (NURBS) surfaces are used to define boundaries of the enclosure, allowing for dealing with domains of complex shapes. Algorithm for determining random, uniformly distributed locations of rays leaving NURBS surfaces is described. The paper presents results of test cases assuming gray diffusive walls. In the current version of the model the radiation is not absorbed within gases. However, the ultimate aim of the work is to upgrade the functionality of the model, to problems in absorbing, emitting and scattering medium projecting iteratively the results of radiative analysis on CFD mesh and CFD solution on radiative mesh.
The paper presents a neutronic analysis of the battery-type 20 MWth high-temperature gas cooled reactor. The developed reactor model is based on the publicly available data being an ‘early design’ variant of the U-battery. The investigated core is a battery type small modular reactor, graphite moderated, uranium fueled, prismatic, helium cooled high-temperature gas cooled reactor with graphite reflector. The two core alternative designs were investigated. The first has a central reflector and 30×4 prismatic fuel blocks and the second has no central reflector and 37×4 blocks. The SERPENT Monte Carlo reactor physics computer code, with ENDF and JEFF nuclear data libraries, was applied. Several nuclear design static criticality calculations were performed and compared with available reference results. The analysis covered the single assembly models and full core simulations for two geometry models: homogenous and heterogenous (explicit). A sensitivity analysis of the reflector graphite density was performed. An acceptable agreement between calculations and reference design was obtained. All calculations were performed for the fresh core state.
With the increasing number of electric vehicles (EVs), the disordered charging of a large number of EVs will have a large influence on the power grid. The problems of charging and discharging optimization management for EVs are studied in this paper. The distribution of characteristic quantities of charging behaviour such as the starting time and charging duration are analysed. The results show that charging distribution is in line with a logarithmic normal distribution. An EV charging behaviour model is established, and error calibration is carried out. The result shows that the error is within its permitted scope. The daily EV charge load is obtained by using the Latin hypercube Monte Carlo statistical method. Genetic particle swarm optimization (PSO) is proposed to optimize the proportion of AC 1, AC 2 and DC charging equipment, and the optimal solution can not only meet the needs of users but also reduce equipment investment and the EV peak valley difference, so the effectiveness of the method is verified.
The purpose of this study is to identify relationships between the values of the fluidity obtained by computer simulation and by an experimental test in the horizontal three-channel mould designed in accordance with the Measurement Systems Analysis. Al-Si alloy was a model material. The factors affecting the fluidity varied in following ranges: Si content 5 wt.% – 12 wt.%, Fe content 0.15 wt.% – 0.3wt. %, the pouring temperature 605°C-830°C, and the pouring speed 100 g · s–1 – 400 g · s–1. The software NovaFlow&Solid was used for simulations. The statistically significant difference between the value of fluidity calculated by the equation and obtained by experiment was not found. This design simplifies the calculation of the capability of the measurement process of the fluidity with full replacement of experiments by calculation, using regression equation.
The main aim of this research is to compare the results of the study of demand’s plan and
standardized time based on three heuristic scheduling methods such as Campbell Dudek
Smith (CDS), Palmer, and Dannenbring. This paper minimizes the makespan under certain
and uncertain demand for domestic boxes at the leading glass company industry in Indonesia.
The investigation is run in a department called Preparation Box (later simply called PRP)
which experiences tardiness while meeting the requirement of domestic demand. The effect
of tardiness leads to unfulfilled domestic demand and hampers the production department
delivers goods to the customer on time. PRP needs to consider demand planning for the
next period under the certain and uncertain demand plot using the forecasting and Monte
Carlo simulation technique. This research also utilizes a work sampling method to calculate
the standardized time, which is calculated by considering the performance rating and
allowance factor. This paper contributes to showing a comparison between three heuristic
scheduling methods performances regarding a real-life problem. This paper concludes that
the Dannenbring method is suitable for large domestic boxes under certain demand while
Palmer and Dannenbring methods are suitable for large domestic boxes under uncertain
demand. The CDS method is suitable to prepare small domestic boxes for both certain and
uncertain demand.
According to the European Environment Agency (EEA 2018), air quality in Poland is one of the worst in Europe. There are several sources of air pollution, but the condition of the air in Poland is primarily the result of the so-called low-stack emissions from the household sector. The main reason for the emission of pollutants is the combustion of low-quality fuels (mainly low-quality coal) and waste, and the use of obsolete heating boilers with low efficiency and without appropriate filters. The aim of the study was to evaluate the impact of measures aimed at reducing low-stack emissions from the household sector (boiler replacement, change of fuel type, and thermal insulation of buildings), resulting from environmental regulations, on the improvement of energy efficiency and the emission of pollutants from the household sector in Poland. Stochastic energy and mass balance models for a hypothetical household, which were used to assess the impact of remedial actions on the energy efficiency and emission of pollutants, have been developed. The annual energy consumption and emissions of pollutants were estimated for hypothetical households before and after the implementation of a given remedial action. The calculations, using the Monte Carlo simulation, were carried out for several thousand hypothetical households, for which the values of the technical parameters (type of residential building, residential building area, unitary energy demand for heating, type of heat source) were randomly drawn from probability distributions developed on the basis of the analysis of the domestic structure of households. The model takes the coefficients of correlation between the explanatory variables in the model into account. The obtained results were multiplied so that the number of hypothetical households was equal to 14.1 million, i.e. the real number of households in Poland. The obtained results allowed for identifying the potential for reducing the emission of pollutants such as carbon dioxide, carbon monoxide, dust, and nitrogen oxides, and improving the energy efficiency as a result of the proposed and implemented measures, aimed at reducing low-stack emission, resulting from the policy.
The potential for emissions of gaseous pollutants is 94% for CO, 49% for NOx, 90% for dust, and 87% for SO2. The potential for improving the energy efficiency in households is around 42%.