MODELING THE RISKS OF DEVELOPING AND IMPLEMENTING THE INFRASTRUCTURE PROJECT BASED ON NETWORK PLANNING METHODS by A. I. Denisova

“…For each scenario, a series of Monte Carlo tests is accomplished. The value of the risk is estimated based on the expected values of the traditional financial and temporal characteristics of the project. …”
Get full text

Research of Transmission Accuracy of Multistage Gear Drive System based on Error Coupling Compensation by Wang Chaobing, Peng Lingyang, Liu Leping, Xu Younan, Zhang Long, Tu Wenbing, Ma Honghao

“…Then,the system transmission accuracies are both calculated by the Monte Carlo method when it is under the random assembly of the components and it is improved machining accuracy of some parts. …”
Get full text

Evaluation of tritium production capability of the 5 MWe gas-cooled graphite-moderated reactor at Yongbyon using tritium-producing burnable absorber rods by Dokyun Kim, Seong Jeong Jeong, Hyung Jin Shim

“…This paper presents burnup analysis results for TPBAR-embedded core models performed by McCARD, a Monte Carlo neutron transport simulation code. For three types of cores with TPBARs, the numerical results show that the 5 MWe reactor can produce 1.83–7.51 g of tritium per year depending on the number of TPBARs in the core. …”
Get full text

Estimations in a Constant-Stress Partially Accelerated Life Test for Generalized Rayleigh Distribution under Type-II Hybrid Censoring Scheme by Abdalla Rabie, Eslam Hussam, Abdisalam Hassan Muse, Ramy Abdelhamid Aldallal, Amirah Saeed Alharthi, Hassan M. Aljohani

“…Bayesian and E-Bayesian estimates are obtained using Markov chain Monte Carlo (MCMC) methods. To prove the applicability and the importance of the subject, a test for real data will be provided. …”
Get full text

Distributed Risk Aversion Parameter Estimation for First-Price Auction in Sensor Networks by Xin An, Shuo Xu, Jiancheng Chen, Yuan Zhang

“…To evaluate the performance of the aggregated parameter estimators, extensive Monte Carlo simulation experiments are conducted for ten different values of risk aversion parameters including the risk neutrality case in multiple classic scenes. …”
Get full text

ANALYSIS AND MODELING OF TERMINAL POSITION ERROR OF PARALLEL MANIPULATOR BASED ON MDH METHOD by ZHANG YunFan, CHEN JinJie, HAO XinLong

“…The corresponding simulation experiment of error distribution is carried out by using the Monte-Carlo method in Matlab, and the distribution characteristics of the manipulator’s terminal position error under different machining tolerance are obtained, then the accuracy of the prediction model is verified by the prototype experiment. …”
Get full text

IMPROVED CROSS-MODEL MODAL STRAIN ENERGY METHOD FOR STRUCTURAL DAMAGE LOCALIZATION by ZHANG YaRu, MA Jun, WU XiaoShun

“…A planar truss is taken as the numerical example, with the Monte Carlo analysis carried out in consideration of 5% noise level. …”
Get full text

Pricing Chinese Convertible Bonds with Dynamic Credit Risk by Ping Li, Jing Song

“…To price convertible bonds more precisely, least squares Monte Carlo (LSM) method is used in this paper for its advantage in handling the dependence of derivatives on the path, and dynamic credit risk is used to replace the fixed one to make the value of convertible bonds reflect the real credit risk. …”
Get full text

Bayesian Estimation of Archimedean Copula-Based SUR Quantile Models by Nachatchapong Kaewsompong, Paravee Maneejuk, Woraphon Yamaka

“…As there are many parameters to be estimated, we consider the Bayesian Markov chain Monte Carlo approach to estimate the parameter interests in the model. …”
Get full text

Effect of cracking and randomness of inputs on corrosion initiation of reinforced concrete bridge decks exposed to chlorides by P. Konecny, P. Lehner

“…The preliminary model for damage effect on chloride ion ingress through water proof membrane under penetrable asphalt overlay is used. 2-D finite element chloride ingress model is combined with Monte Carlo simulation technique. The innovative crack effect modeling via highly penetrable elements is applied. …”
Get full text

Inferences for Generalized Pareto Distribution Based on Progressive First-Failure Censoring Scheme by Rashad M. El-Sagheer, Taghreed M. Jawa, Neveen Sayed-Ahmed

“…Finally, the performance of Bayes estimates is compared with that of maximum likelihood estimates through a Monte Carlo simulation study.…”
Get full text

TIME-DEPENDENT RELIABILITY ANALYSIS OF FANS IMPELLER STRUCTURE BASED ON THE PROBABILITY DENSITY EVOLUTION THEORY (MT) by FAN XuMing, LI CeCe, WANG YingJian, YANG HuanHong, ZHANG Liang, ZHANG Shuang

“…By comparing with the agent model method and the Monte-Carlo model from the perspectives of calculation efficiency and accuracy, the practicability of PDEM in evaluating the dynamic reliability of impeller structure is further validated.…”
Get full text

Damage Evaluation of Bridge Hanger Based on Bayesian Inference: Analytical Model by Yang Ding, Jing-liang Dong, Tong-lin Yang, Zhong-ping Wang, Shuang-xi Zhou, Yong-qi Wei, An-ming She

“…In order to solve the complex analytical expressions in damage evaluation model, the Metropolis-Hastings (MH) sampling of Markov chain Monte Carlo (MCMC) method was used. Three case studies are adopted to demonstrate the effect of the initial value and the applicability of the proposed model. …”
Get full text

Interference from IMT system to mobile satellite system in 1 518～1 525 MHz band by Rui HAN, Xiaoyan ZHANG, Chang LIU, Guan WANG

“…In order to analyze the feasibility of deploying mobile satellite system below 1 518～1 525 MHz band，the interference from the IMT system in 1 492～1 518 MHz band to the mobile satellite system in 1 518～1 525 MHz band was studied in detail via theoretical analysis and simulations based on the combing of the ITU recommendations and radio regulation.Aiming at the interference link from IMT base station to the terminal of mobile satellite system in different scenarios，the Monte Carlo simulation method was used to calculate the blocking and the adjacent channel interference.The interference blocking probability and the coexisting conditions between the two systems in adjacent band were given in the simulation results.The conclusion can be used to support the planning of adjacent band by national radio management department.…”
Get full text

MOTION RELIABILITY ANALYSIS OF A 6⁃DOF INDUSTRIAL ROBOT by LI ZiYi, DING Li, MA Rui, DUAN JinJun

“…In order to evaluate the reliability and accuracy of the end⁃effector of a six⁃degree⁃of⁃freedom industrial robot in the task space,a robot motion reliability analysis strategy based on the envelope method was proposed.Firstly,the error function and reliability model of the robot system was obtained through kinematics.Secondly,the envelope method was used to solve the reliability model to obtain the failure probability of the end⁃effector,and the error function was linearized by Taylor′s formula,while redundant points in the covariance matrix were excluded in the calculation process to make it conform to the positive definite condition and improve the accuracy of the envelope.Finally,the proposed method was simulated and analyzed.The results show that the error of the envelope method compared with the Monte Carlo method is 0.5%~19.8%,which verifies the effectiveness of the method.…”
Get full text

Modeling Repayment Behavior of Consumer Loan in Portfolio across Business Cycle: A Triplet Markov Model Approach by Shou Chen, Xiangqian Jiang

“…The corresponding Markov chain Monte Carlo algorithms of the particular TMM are also developed for estimating the model parameters. …”
Get full text

Estimating theoretical stress regime for engineered geothermal energy systems in an arctic community (Kuujjuaq, Canada) by Miranda, Mafalda M., Raymond, Jasmin, Dezayes, Chrystel

“…Literature data was used in this context to evaluate the orientation of the stress components and empirical relationships were applied to calculate their magnitude in a community of Nunavik, northern Quebec. A Monte Carlo-based sensitivity analysis was carried out due to the uncertainty of the input parameters. …”
Get full text

Importance of Distribution Type on Bearing Capacity of an Embedded Foundation in Spatially Varying Soils by Jiwei Han, Xiaoming Liu, Yongxin Wu, Xuhui Zhou

“…An embedded foundation buried into the soil to two times of width is presented to investigate the influence of spatially variable undrained shear strength on bearing capacity. Firstly, Monte Carlo simulations are carried out to discuss the effect of distribution type, nonstationary gradient parameter, and horizontal autocorrelation length on the bearing capacity from the standpoint of mean value and standard deviation. …”
Get full text

BEP/SEP and Outage Performance Analysis of 𝐿-Branch Maximal-Ratio Combiner for 𝜅-𝜇 Fading by Mirza Milišić, Mirza Hamza, Mesud Hadžialić

“…BEP/SEP and outage performances of the MRC will be evaluated for different number of branches via Monte Carlo simulations and theoretical expressions.…”
Get full text

Pricing American Options Using a Nonparametric Entropy Approach by Xisheng Yu, Li Yang

“…Third, the optimal exercise strategies are achieved via the least-squares Monte Carlo algorithm and consequently the pricing algorithm of American options is obtained. …”
Get full text