With the increasing demand for electrical reliability, power grid companies often need to operate urban underground cable systems at flexible ratings during planned or emergency events, but the risk of failure caused by such loading operations has no...
The solution of a wide class of applied problems can be represented as an integral over the trajectories of a random process. The process is usually modeled with the Monte Carlo method and the integral is estimated as the average value of a certain f...
Financial derivatives have developed rapidly over the past few decades due to their risk-averse nature, with options being the preferred financial derivatives due to their flexible contractual mechanisms, particularly Asian options. The Black–S...
Nowadays, entertainment is one of the biggest industries, which continues to expand. In this study, the problem of estimating the consolation prize as a fraction of the jackpot is dealt with, which is an important issue for each casino and gambling c...
The axis orthogonal importance sampling method proves to be one version of efficient importance sampling methods since the quasi-Monte Carlo simulation is its basic ingredient, in which it is now a common practice to transform low-discrepancy sequenc...
Accurate and efficient estimation of Sobol’ sensitivity indices is a cornerstone of variance-based global sensitivity analysis, providing critical insights into how uncertainties in input parameters affect model outputs. This is particularly im...
The coefficient of variation α is a critical parameter in the Brownian Passage Time (BPT) model, used to quantify the variability of large earthquake recurrence intervals. In this paper, a new estimation method is proposed for α based on...
The spectral radiation of hypersonic vehicles and surrounding flow fields is crucial for optical target detection. A novel approach combines Low-Discrepancy Sequences with the Reverse Monte Carlo Method to simulate the spectral radiation of hypersoni...
Renewable resources integration through distributed generation (DG) affects conventional consideration of power system performance and confronts deterministic load flow (DLF) analysis with serious challenges. The DLF gives a snapshot of the system st...
Underwater wireless optical communication (UWOC) is able to provide large bandwidth, low latency, and high security. However, there still exist bandwidth limitations in UWOC systems, with a lack of effective compensation methods. In this paper, we sy...
Thorough examination of various aspects related to the distribution of air pollutants in a specific region and the factors contributing to high concentrations is essential, as these elevated levels can be detrimental. To accomplish this, the developm...
In process-based numerical models, reducing the amount of input parameters, known as input reduction (IR), is often required to reduce the computational effort of these models and to enable long-term, ensemble predictions. Currently, a comprehensive...
Cancer genomes accumulate nucleotide sequence variations that number in the tens of thousands per genome. A prominent fraction of these mutations is thought to arise as a consequence of the off-target activity of DNA/RNA editing cytosine deaminases....
The superfamily of P-loop channels includes various potassium channels, voltage-gated sodium and calcium channels, transient receptor potential channels, and ionotropic glutamate receptors. Despite huge structural and functional diversity of the chan...
In a non-Gaussian environment, the accuracy of a Kalman filter might be reduced. In this paper, a two- dimensional Monte Carlo Filter is proposed to overcome the challenge of the non-Gaussian environment for filtering. The two-dimensional Monte Carlo...
The precise role of protein–lipid interactions in protein translocation is, after almost four decades of research, still a matter of debate. The experimental evidence, as described in the literature, indicates that (anionic) phospholipids play...
Nowadays, much of the world has a regional air pollution strategy to limit and decrease the pollution levels across governmental borders and control their impact on human health and ecological systems. Environmental protection is among the leading pr...
Environmental security is among the top priorities worldwide, and there are many difficulties in this area. The reason for this is a painful subject for society and healthcare systems. Multidimensional sensitivity analysis is fundamental in the proce...
In the physical design of integrated circuits (ICs), conventional methodologies treat placement and routing as two sequential and independent steps, resulting in placement adjustments that do not sufficiently account for routing requirements. Such de...
Efficient assembly planning is increasingly recognized as an important enabler of sustainable manufacturing because it decreases production duration, rework, resource consumption, and operational waste. The assembly of large-scale wind-turbine gearbo...
Random row splits can overstate industrial soft-sensor performance when an operating regime is absent from training. We propose a quasi-Monte Carlo worst-regime monitored stochastic configuration network (QMC-WRM-SCN), which maps a deterministic Sobo...
This paper proposes a novel transport quasi-Monte Carlo framework that combines randomized quasi-Monte Carlo sampling with a neural autoregressive flow architecture for efficient sampling and integration over complex, high-dimensional distributions....
This article provides an exact formula for the survival probability of Brownian motion with drift when the absorbing boundary is defined as an intermittent step barrier, i.e., an alternate sequence of time intervals when the boundary is piecewise con...
The reliability assesment of large power systems, particularly when considering both generation and transmission facilities, is a computationally demanding and complex problem. The sequential Monte Carlo simulation is arguably the most versatile appr...
Quasi-Monte Carlo (QMC) methods have been successfully used for the estimation of numerical integrations arising in many applications. In most QMC methods, low-discrepancy sequences have been used, such as digital nets and lattice rules. In this pape...
To improve the seismic connectivity reliability (SCR) analysis efficiency of water distribution systems (WDS) based on Monte Carlo (MC) simulation, the quasi-Monte Carlo (QMC) method sampled by a low-discrepancy sequence is applied. Furthermore, a pa...
This paper proposes a derivative-variance hybrid global sensitivity measure with optimal sampling method selection. The proposed sensitivity measure is as computationally efficient as the derivative-based global sensitivity measure, which also serves...
Global navigation satellite systems (GNSS) are an important tool for positioning, navigation, and timing (PNT) services. The fast and high-precision GNSS data processing relies on reliable integer ambiguity fixing, whose performance depends on phase...
Surface tension has a strong influence on the shape of fluid interfaces. We propose a method to calculate the corresponding forces efficiently. In contrast to several previous approaches, we discriminate to this end between surface and non-surface SP...
Many important practical problems connected to energy efficiency in buildings, ecology, metallurgy, the development of wireless communication systems, the optimization of radar technology, quantum computing, pharmacology, and seismology are described...
Crude Monte Carlo simulation (MCS) is the most robust and easily implemented method for performing time-variant reliability analysis (TRA). However, it is inefficient, especially for high reliability problems. This paper aims to present a random simu...
8 December 2022
The domino event caused by fire is one of the common accidents in hydrocarbon storage tank farms, which further expands the severity and scope of the accident. Due to the different failure sequence of the storage tanks in a domino accident, the radia...
The effect of aftershocks on the function recovery process of damaged structures after large earthquakes cannot be ignored in the resilience evaluation of buildings and communities. Based on the Monte Carlo simulation method, this paper proposes an a...
The heat capacity decomposition method, a well-established analytical approach in polymer thermodynamics for elucidating thermal transitions in homogeneous polymers, is extended here to heterogeneous systems. We demonstrate that the decomposition of...
Data-driven models are essential tools for the development of surrogate models that can be used for the design, operation, and optimization of industrial processes. One approach of developing surrogate models is through the use of input–output...
Background/Objectives: Transfemoral cerebral angiography (TFCA) involves significant radiation exposure because of prolonged fluoroscopy and repeated imaging sequences. Because complex dose simulations are often infeasible in routine clinical practic...
Horadam sequence is a general recurrence of second order in the complex plane, depending on four complex parameters (two initial values and two recurrence coefficients). These sequences have been investigated over more than 60 years, but new properti...
This paper considered a dependent discrete-time risk model, in which the insurance risks are represented by a sequence of independent and identically distributed real-valued random variables with a common Gamma-like tailed distribution; the financial...
In order to enhance the positioning capability of terrestrial networks, a novel communication and navigation fusion signal is proposed. The novel signal multiplexes the communication and navigation signal in the same frequency band, and the navigatio...
Gluten protein crosslinking is a predetermined process where specific intra- and intermolecular disulfide bonds differ depending on the protein and cysteine motif. In this article, all-atom Monte Carlo simulations were used to understand the formatio...
Source coding maps elements from an information source to a sequence of alphabetic symbols. Then, the source symbols can be recovered exactly from the binary units. In this paper, we derive an approach that includes information variation in the sourc...
Dedekind’s problem counts monotone Boolean functions, equivalently downsets of a Boolean lattice. We recast this enumeration as a finite layer-ratio reconstruction problem for the Whitney numbers of the ranked ideal lattice. An exact adjacent-l...
Pseudo-random number generators are widely used in many branches of science, mainly in applications related to Monte Carlo methods, although they are deterministic in design and, therefore, unsuitable for tackling fundamental problems in security and...
This article presents a methodology for assessing investment projects representing the sequence of steps necessary for a comprehensive assessment and optimization of an investment project. The assessment process starts with the quantitative forecasti...
The aircraft landing problem (ALP) poses significant challenges for traditional Monte Carlo Tree Search (MCTS) due to its vast search space and reliance on inefficient random simulations. To overcome these limitations, this paper proposes a novel Tra...
By fusing the Lindley and Lomax distributions, we present a unique three-parameter continuous model titled the minimum Lindley Lomax distribution. The quantile function, ordinary and incomplete moments, moment generating function, Lorenz and Bonferro...
In this manuscript, with grounding in Liu–Lin axioms of greyness degree and information content, we provide new results that relate to these concepts in consideration of a number of mathematical operations over a sequence of grey numbers. In pa...
Pseudo random and true random sequence generators are important components in many scientific and technical fields, playing a fundamental role in the application of the Monte Carlo methods and stochastic simulation. Unfortunately, the quality of the...
We propose spin models that can display an arbitrary number of phase transitions. The models are based on the standard
For many years, copolymerization has been studied using mathematical and statistical models. Here, we present new Markov chain models for copolymerization kinetics: the Bernoulli and Geometric models. They model copolymer synthesis as a random proces...
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