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1

About subordinated generalizations of 3 classical models of option pricing

Balcerek Michał, Krzyżanowski Grzegorz Piotr, Magdziarz Marcin

Mathematica Applicanda

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2024

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Vol. 52, no. 1

3--25

EN

In this paper, we investigate the relation between Bachelier and Black-Scholes models driven by the inverse subordinators. Such models, in contrast to their classical equivalents, can be used in markets where periods of stagnation are observed. We introduce the subordinated Cox-Ross-Rubinstein model and prove that the price of the underlying in that model converges in distribution and in Skorokhod space to the price of underlying in the subordinated Black-Scholes model defined in [24]. Motivated by this fact we price the selected option contracts using the binomial trees. The results are compared to other numerical methods.

PL

W tym artykule badamy relację pomiędzy modelami Bacheliera i Blacka-Scholesa zależnymi od odwrotnego subordynatora. Modele te, w przeciwieństwie do swoich klasycznych odpowiedników mogą być wykorzystane na rynkach gdzie zauważalne są okresy stagnacji. Ponadto, wprowadzamy subordynowany model Coxa-Rossa-Rubinsteina i pokazujemy zbieżność instrumentu podstawowego w tym modelu według rozkładu i w przestrzeni Skorochoda do ceny instrumentu podstawowego w subordynowanym modelu Blacka-Scholesa zdefiniowanym w [25]. Zmotywowani tym faktem wyceniamy wybrane kontrakty opcyjne za pomocą drzewek dwumianowych. Wyniki porównujemy do innych metod numerycznych.

2

Maximizing Wind Turbine Efficiency: Monte Carlo Simulation Based on Cost and Energy Loss Analysis for Optimal Preventive Maintenance

Eddouh Yassine, Daya Abdelmajid, El Otmani Rabie, Touache Abdelhamid

Management and Production Engineering Review

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2024

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Vol. 15, No. 1

111--125

EN

In response to the urgent need for sustainable energy, this study addresses a critical challenge in wind turbine optimization. It focuses on developing a nuanced preventive maintenance strategy to minimize costs and mitigate energy losses. Within this framework, our paper introduces a novel approach employing a Monte Carlo simulation to identify the optimal preventive maintenance frequency, striking a balance between cost efficiency and energy loss mitigation. The results show, that grouped maintenance approach, pinpointing an optimal frequency of 93 months. This strategic configuration minimizes costs to $9997 while concurrently maintaining an average energy loss of 32.014 MWh, resulting in a notable 4.29% increase in total energy production. Variability analysis reveals that increasing maintenance frequency reduces cost fluctuations, while energy loss remains relatively stable. These findings elucidate the interplay among preventive maintenance strategies, cost, and reliability in the realm of wind turbine performance optimization .

3

Analysis of the key performance indicators between lithologies on Mine to Crusher

Figueiredo Janine, Torres Vidal, Cruz Rodolfo, Moreira Douglas

Journal of Sustainable Mining

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2024

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Vol. 23, iss. 3

214--227

EN

The evolution of the mineral economy requires greater technological developments to find a better use of resources and reserves through the relationships between the characteristics of the rocks and the need to enable the entire mining enterprise. This study focuses on the development of new rock blasting technologies that result in a more optimized fragmentation according to the lithology in the feed of the primary crusher. This methodology is known as Mine to Crusher, through which it becomes possible to minimize costs in the future prospecting of the mine and maximize productivity. For this methodology to be developed, it was necessary to implement the Mine to Crusher model. Through this project, the key performance indicators (KPIs), such as average productivity, availability and utilization of the equipment, and a nominal capacity observed in the crushing circuit, were analyzed. Furthermore, by observing the results, it became possible to evaluate the KPIs must be adjusted for better equipment performance and better development and planning of the mining project. Through this project, it was possible to carry out a probabilistic analysis of the project's KPIs using a Monte Carlo simulation. At the end of the work, it became possible to verify the relationship between more compact and less compact lithologies, where there is a difference in results depending on the lithology and properties evaluated. At the end of the evaluations, a difference in the penetration rate and productivity between the CI and FI lithologies of 26.99% and 26.78% respectively was verified. It is also possible to verify that when carrying out sensitivity tests for lithologies, friable lithologies require a reduction in a fixed time of 6%, whereas more compact lithologies require an increase of up to 2% in their time.

4

Power grid failure simulations using PLANS and NetworkX combined with Monte Carlo algorithm

Hadaj Piotr

Zeszyty Naukowe Politechniki Rzeszowskiej. Elektrotechnika

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2023

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z. 40

17--25

EN

Using the Monte-Carlo method, the susceptibility of the power network to node failures was examined, both in terms of the use of specialized software that is used in the power industry and tools for analyzing complex network graphs. The use of specialized software in the power industry provides specific insights into the functioning of the power network, while tools for analyzing complex network graphs offer a broader perspective on network behavior. The obtained results and the observed analogy between the results of the analysis carried out in specialized software and in the tool for graph analysis of complex networks are presented. It has been shown that the obtained results are convergent for both software packages, although their application focuses on slightly different aspects of the system's functioning.

5

Availability analysis of vertical milling centre using Markov approach and Monte Carlo simulations

Kumar Girish, Mishra Ravi, Khan Tayyab

Safety and Reliability of Systems and Processes

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2023

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Summer Safety and Reliability Seminar 2023

117--130

EN

The purpose of this article is to investigate the availability of vertical machining centre using a Markovian technique and Monte Carlo simulation (MSC). Availability is a critical performance metric for industrial systems. Conventional methodologies focus for steady-state availability evaluation of mechanical systems. The research analyses transient availability assessment for four different system configurations. Monte Carlo simulation modelling is used to compare the results and future scope is suggested to use the developed MCS based algorithms/codes for non-exponential (time dependant) failure and repair time distributions. The research also investigates the influence of active and passive redundancy on availability, indicating that for the vertical machining centre, parallel architecture with standby redundancy outperforms active load sharing. The chapter includes a sensitivity study that modifies the repair rates of the ball screw and sub-assembly to make the component selection process easier for engineers. The authors believe that this chapter will be useful to maintenance and practising engineers because it will assist them in making informed decisions about system availability, developing maintenance/replacement policies, and determining the repair level required to achieve the desired system availability.

6

Assessment of the potential of using CNG to power up passenger cars in Poland

Kryzia Dominik, Pepłowska Monika

Polityka Energetyczna

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2023

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T. 26, z. 4

209--220

EN

This article presents the results of an assessment of the potential for the use of CNG in Poland as a fuel for passenger cars powered by an internal combustion engine fuelled by petrol or diesel. The basis for assessing the potential was an analysis of the economic efficiency of converting a passenger car fuelled by petrol or diesel to a dual-fuel vehicle by installing a CNG system. On the basis of available literature data, the vehicle structure was characterised using the following criteria: vehicle age, engine capacity, car-segment, type of fuel used and unladen vehicle mass. The average fuel consumption (petrol or diesel) of the vehicle before conversion was determined on the basis of specially developed statistical models. The conversion and operating costs of a vehicle fuelled with conventional fuel and with CNG (after vehicle conversion) were estimated on the basis of a stochastic simulation model using probability density distributions of vehicle parameters and the Monte Carlo method. The vehicle parameters were estimated so that the obtained set of vehicles reflected the actual structure of passenger cars in Poland. The estimated costs of vehicle conversion (purchase and installation of a CNG system) and its subsequent operating costs made it possible to assess the economic efficiency of the car conversion process. The potential use of CNG as a fuel for combustion cars was estimated by comparing the operating costs of a vehicle before conversion and the operating costs of a vehicle after conversion, taking into account the costs of conversion. Analogous calculations were carried out for the conversion of a vehicle to run on LPG, i.e. the most important competitor to CNG. At the current CNG fuel price of over 9.50 PLN/m3, the installation of a CNG system in passenger cars in Poland is not economically viable. Taking into account current fuel prices, the installation of a CNG system will start to be economically efficient for a small number of vehicles when the CNG price is 4 PLN/m3 lower than the current price. Conversion most often has a positive economic effect when it takes place in cars with a petrol-fuelled engine characterised by high fuel consumption and an average annual mileage of more than 20,000 kilometres.

PL

Artykuł prezentuje wyniki oceny potencjału wykorzystania CNG w Polsce jako paliwa do zasilania samochodów osobowych napędzanych silnikiem spalinowym zasilanym beznyną lub olejem napędowym. Podstawą do oceny potencjału była analiza efektywności ekonomicznej konwersji samochodu osobowego zasilanego benzyną lub olejem napędowym na pojazd dwupaliwowy polegający na montażu instalcji CNG. Na podstawie dostępnych danych literaturowych scharakteryzowano strukturę pojazdów za pomocą następujących kryteriów: wiek pojazdu, pojemność silnika, autosegment, rodzaj stosowanego paliwa, masa własna. Średnie zużycie paliwa (benzyny lub oleju napędowego) przez pojazd przed konwersją zostało określone na podstawie specjalnie opracowanych modeli statystycznych. Koszty konwersji i eksploatacji pojazdu zasilanego paliwem konwencjonalnym oraz instalacja CNG (po konwersji pojazdu) oszacowano na podstawie stochastycznego modelu symulacyjnego wykorzystującego rozkłady gęstości prawdopodobieństwa parametrów pojazdów oraz metodę Monte Carlo. Parametry pojazdów estymowano tak, aby otrzymany zbiór pojazdów odzwierciedlał rzeczywistą strukturę samochodów osobowych w Polsce. Oszacowane koszty konwersji pojazdu (zakup i montaż instalacji CNG) oraz jego późniejszej koszty eksploatacji umożliwiły ocenę efektywności ekonomicznej procesu konwersji samochodu. Potencjał wykorzystania CNG jako paliwa dla samochodów spalinowych został oszacowany poprzez porównanie kosztów eksploatacji pojazdu przed konwersją i kosztów eksploatacji pojazdu po konwersji z uwzględnieniem kosztów jej przeprowadzenia. Analogiczne obliczenia prrzeprowadzono dla wariantu konwersji pojazdu na napęd zasilany LPG to jest paliwa będącego najważniejszym konkurentem dla CNG.

7

An evaluation of the potential of the conversion of passenger cars powered by conventional fuels into electric vehicles

Kryzia Dominik, Kryzia Katarzyna

Polityka Energetyczna

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2023

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T. 26, z. 3

171-186

EN

The aim of this article is to assess the potential of converting gasoline-powered passenger cars into electric vehicles in Poland. Based on the available literature data, the vehicle structure was classified using the following criteria: vehicle age, engine capacity, car segment, type of fuel used, and curb weight. The average fuel and electric energy consumption values per vehicle before and after conversion were determined using specially developed statistical models. The conversion and operation costs of a conventionally fueled vehicle and an electric vehicle (after conversion) were estimated using a stochastic simulation model employing probability density distributions of vehicle parameters and the Monte Carlo method. Vehicle parameters were estimated to reflect the real structure of passenger cars in Poland. The estimated costs of converting a gasoline-powered vehicle to an electric vehicle (including the purchase and installation of an electric motor and battery) and its subsequent operating costs enabled the assessment of the economic efficiency of the car conversion process. The potential for converting gasoline-powered cars to electric vehicles was estimated by comparing the operating costs of the vehicle before and after conversion, taking into account the costs of the conversion itself. The potential of the studied conversion process amounted to 535,000 vehicles, which would generate an annual electricity demand of 1,746.36 GWh with electricity prices of 0.6 PLN/kWh. The conversion is economically viable mainly in passenger cars with a spark engine (more than 90% of cases).

PL

Celem artykułu jest ocena potencjału konwersji samochodów osobowych napędzanych silnikiem spalinowym na samochody elektryczne w Polsce. Na podstawie dostępnych danych literaturowych scharakteryzowano strukturę pojazdów za pomocą następujących kryteriów: wiek pojazdu, pojemność silnika, autosegment, rodzaj stosowanego paliwa, masa własna. Średnie zużycie paliwa i energii elektrycznej przez pojazd przed i po konwersji zostało określone na podstawie specjalnie opracowanych modeli statystycznych. Koszty konwersji i eksploatacji pojazdu zasilanego paliwem konwencjonalnym oraz energią elektryczną (po konwersji pojazdu) oszacowano na podstawie stochastycznego modelu symulacyjnego wykorzystującego rozkłady gęstości prawdopodobieństwa parametrów pojazdów oraz metodę Monte Carlo. Parametry pojazdów estymowano tak, aby otrzymany zbiór pojazdów odzwierciedlał rzeczywistą strukturę samochodów osobowych w Polsce. Oszacowane koszty konwersji pojazdu spalinowego na elektryczny (zakup i montaż silnika elektrycznego i baterii akumulatorów) oraz jego późniejszej koszty eksploatacji umożliwiły ocenę efektywności ekonomicznej procesu konwersji samochodu. Potencjał konwersji samochodów spalinowych na elektryczne został oszacowany poprzez porównanie kosztów eksploatacji pojazdu przed konwersją i kosztów eksploatacji pojazdu po konwersji z uwzględnieniem kosztów jej przeprowadzenia. Potencjał badanego procesu konwersji wyniósł 535 tysięcy sztuk pojazdów, co wygeneruje roczne zapotrzebowanie na energię elektryczną na poziomie 1746,36 GWh przy cenie energii elektrycznej na poziomie 0,6 zł/kWh. Konwersja jest ekonomicznie opłacalna głównie w samochodach osobowych z silnikiem iskrowym (ponad 90% przypadków).

8

Study of a Compton backscattering wall defects detection device using the Monte Carlo method

Qin Xuan, Yang Jianbo, Du Zhengcong, Xu Jie, Li Rui, Li Hui, Liu Qi

Nukleonika

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2023

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Vol. 68, No. 2

57--63

EN

In view of the shortcomings of traditional wall defect detection methods, such as small detection range, poor accuracy, non-portable device, and so on, a wall defects detection device based on Compton backscattering technology is designed by Monte Carlo method, which is mainly used to detect the size and location information of defects in concrete walls. It mainly consists of two parts, the source container and the detection system: first, through the simulation and analysis of the parameters such as the receiving angle of thebackscattered particles and the rear collimating material of the detector, the influence of the fluorescent X-ray peak of the detector collimating material on the backscattered particle counts is eliminated and the detected error is reduced; second, the ring array detector design, compared with single array detector and surface array detector, can facilitate real-time detection of defect orientation, expanding the single scan range and improving the detection efficiency. After simulation and comparative analysis, the relevant optimal parameters are obtained: the object is detected using a Cs-137 γ-ray source with an activity of 6 mCi, and a ring detector consisting of four 0.5-inch cube-shaped CsI scintillator detectors is placed at 150° to receive the backscattered photons. The simulation analysis using the Monte Carlo FLUKA program showed that the maximum depth of wall defect detection is 8 cm, the maximum error fl uctuation range of defect depth and thickness is ±1 cm, the overall device weight is <20 kg, and the measurement time is <5 min.

9

Porównanie detektorów dedykowanych małym polom w radioterapii

Świątek Katarzyna, Pawałowski Bartosz, Ryczkowski Adam

Inżynier i Fizyk Medyczny

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2023

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Vol. 12, nr 3

205--211

PL

Wstęp: Małe pola w radioterapii odgrywają coraz większą rolę w leczeniu onkologicznym pacjentów. Ich coraz większe znaczenie przekłada się na konieczność dokonywania jak najdokładniejszych pomiarów. W tym celu wybrany detektor musi spełniać odpowiednie warunki, by nie wprowadzać błędów do dokonywanego pomiaru. Prezentowana praca ma na celu porównanie różnych typów detektorów wykorzystanych do pomiaru charakterystyki wiązek dla małych pól. Materiały i metody: Do pomiaru wykorzystano pięć detektorów – dwa detektory półprzewodnikowe: microDiamond oraz Diodę E, trzy komory jonizacyjne różniące się wymiarami objętości czynnej: SemiFlex 3D, SemiFlex oraz PinPoint 3D. Wybrane detektory wykorzystano do pomiaru Procentowej Dawki Głębokościowej, profili wiązki oraz współczynnika zależności mocy dawki od wielkości pola. Dane zebrane podczas pomiarów zestawiono z krzywymi otrzymanymi przy pomocy algorytmu Monte Carlo, które przyjęto jako wartości referencyjne. Wyniki: Zebrane pomiary porównano między detektorami a symulacją Monte Carlo. Wartości uzyskane przy pomocy programu Mephysto firmy PTW zestawiono przy pomocy funkcji porównania krzywych, która pozwoliła na wyznaczenie wykresów różnicy. Dyskusja: Wartości uzyskane z analizy zmierzonych krzywych oraz wykonane wykresy różnicy porównano dla różnych detektorów. Dla analizowanych detektorów krzywe różnicy zaprezentowano w formie wykresów oraz tabel i wyznaczono z nich detektor charakteryzujący się najmniejszymi wartościami. W przypadku wszystkich porównywanych wielkości najmniejsze różnice wyznaczono dla detektora microDiamond. Podsumowanie: Przeprowadzone pomiary pozwoliły na wyznaczenie jako najbardziej adekwatnego detektora do pomiaru małych pól detektora półprzewodnikowego microDiamond.

EN

The small photon fields have been used more often in clinical practice in the past few years. The most accurate measurement is needed with the increase of their values in treatment. In that case, the proper radiation detector must be used for all of the measurements. The presented paper compares different types of radiation detectors used to perform beam characteristic curves in small fields. Methodology: Type of the used detectors were – two semiconductor detectors: microDiamond and Diode E, and three ion chambers, which have different sizes of sensitive volumes: Semi- Flex 3D, SemiFlex and PinPoint 3D. All of them were used to perform the measurements of Percentage Depth Dose (PDD), beam profiles and output factors. Measured data compared with reference curves from Monte Carlo simulation. Results: Collected measurements compare to each other and Monte Carlo simulation. In PTW Mephysto all date was compared by using compare beam date function. In this way, we received the difference graphs. Discussion: For all types of detectors, obtain values were compared. The difference graphs were presented and the main values were put into a table. The lowest scores were highlighted and the detector from which those scores comes was chosen. For all presented measurements, the best score was presented for the microDiamond detector. Summary: Performed measurements shown that the most accurate detector for measurement in small photon fields was microDiamond.

10

A risk assessment method of aircraft structure damage maintenance interval considering fatigue crack growth and detection rate

Zhang Zhuzhu, Mao Haitao, Liu Yulin, Jiao Peng, Hu Wenlin, Shen Pei

Eksploatacja i Niezawodność

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2023

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Vol. 25, no. 1

art. no. 3

EN

The accurate assessment of aircraft structure damage risk is the premise of establishing reasonable, economic and reliable maintenance intervals. While many studies have proposed damage risk assessment methods for aircraft structures, these methods lack the quantification of risk. This paper proposed a risk assessment method of aircraft structure damage maintenance interval considering fatigue crack growth rate and crack detection rate. The damage process of aircraft structure was simulated by Monte Carlo simulation to realize the quantitative assessment of aircraft structure damage risk and maintenance interval. Taking an aircraft fleet as an example, the damage risk of its wing structure was simulated and analyzed. The results show that if the risk is controlled within a reasonable range, the maintenance interval should be shortened to 16 flight hours. At the same time, through the analysis of the risk classification standard and the crack detection rate, the quantitative evaluation of the risk classification standard was realized.

11

Evaluation of the Effect of Uncertainties on the Acoustic Behavior of a Porous Material Located in a Duct Element Using the Monte Carlo Method

Hannachi Hanen, Trabelsi Hassen, Kani Marwa, Taktak Mohamed, Chaabane Mabrouk, Haddar Mohamed

Archives of Acoustics

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2023

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Vol. 48, No. 1

81--91

EN

When studying porous materials, most acoustical and geometrical parameters can be affected by the presence of uncertainties, which can reduce the robustness of models and techniques using these parameters. Hence, there is a need to evaluate the effect of these uncertainties in the case of modeling acoustic problems. Among these evaluation methods, the Monte Carlo simulation is considered a benchmark for studying the propagation of uncertainties in theoretical models. In the present study, this method is applied to a theoretical model predicting the acoustic behavior of a porous material located in a duct element to evaluate the impact of each input error on the computation of the acoustic proprieties such as the reflection and transmission coefficients as well as the acoustic power attenuation and the transmission loss of the studied element. Two analyses are conducted; the first one leads to the evaluation of the impacts of error propagation of each acoustic parameter (resistivity, porosity, tortuosity, and viscous and thermal length) through the model using a Monte Carlo simulation. The second analysis presents the effect of propagating the uncertainties of all parameters together. After the simulation of the uncertainties, the 95% confidence intervals and the maximum and minimum errors of each parameter are computed. The obtained results showed that the resistivity and length of the porous material have a great influence on the acoustic outputs of the studied model (transmission and reflection coefficients, transmission loss, and acoustic power attenuation). At the same time, the other physical parameters have a small impact. In addition, the acoustic power attenuation is the acoustic quantity least impacted by the input uncertainties.

12

Neutron conversion coefficients of ambient dose equivalent and personal dose equivalent

Al Kanti Hassan, El Hajjaji Otman, El Bardouni Tarek, Mohammed Maged

Polish Journal of Medical Physics and Engineering

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2022

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Vol. 28, Iss. 1

52--59

EN

Introduction: This work aims to calculate the ambient and personal dose equivalent conversion coefficients. Material and methods: The conversion coefficients have been calculated using MC simulation. Additionally, this paper proposes a new method that depends on an analytical approach. Results: The obtained results in good agreement between MC and an analytical approach were observed. The obtained results were compared to those published in ICRU 57 report. Conclusions: We deduced that the analytical approach is as effective and suitable as the MC simulation to calculate the operational quantity conversion coefficients.

13

Uncertainty analysis of operational conditions in selective artificial ground freezing applications

Zueter Ahmad, Akhtar Saad, Sasmito Agus

Journal of Sustainable Mining

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2022

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Vol. 21, iss. 3

169--179

EN

Artificial ground freezing (AGF) systems are susceptible to uncertain parameters highly affecting their performance. Particularly, selective artificial ground freezing (S-AGF) systems involve several uncertain operational conditions. In this study, uncertainty analysis is conducted to investigate four operational parameters: 1) coolant inlet temperature, 2) coolant flow rate, 3) pipes emissivity, and 4) pipes eccentricity. A reduced-order model developed and validated in our previous work for field-scale applications is exploited to simulate a total of 5,000 cases. The uncertain operational parameters are set according to Monte Carlo analysis based on field observations of a field-scale freeze-pipe in the mining industry extending to 460 m below the ground surface. The results indicate that the freezing time can range between 270 and 350 days with an average of 310 days, whereas the cooling load per one freeze-pipe ranges from 90 to 160 MWh, with an average of 129 MWh. Furthermore, it is observed that the freezing time and energy consumed are mostly dominated by the coolant inlet temperature, while energy dissipated in the passive zone (where ground freezing is not needed) is mostly affected by pipes emissivity. Overall, the conclusions of this study provide useful estimations for engineers and practitioners in the AGF industry.

14

Reliability-Based Assessment of Galloping Instability of Thin-Walled Steel Beams

Nguyen Huu Anh Tuan

Civil and Environmental Engineering Reports

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2022

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Vol. 32, no. 2

23--35

EN

Galloping instability relating to cross-wind vibrations can be found in flexible and lightly damped structures. In the present paper, the reliability of a thin-walled steel beam in maintaining its galloping stability was examined using a probabilistic approach. The analysis considered random variation in the cross-sectional geometrical properties of the beam, the material elastic modulus, the structural damping and the wind speed. A large number of Monte Carlo simulations were performed with normal and Gumbel distributions applied to the random variables to determine the probability distribution function of the safety margin. The limit state is considered violated when the wind speed exceeds the onset wind velocity of galloping, resulting in the aerodynamic damping being greater than the structural damping. It was shown by a conventional codified safety factor method that the beam was robust enough for galloping stability. By contrast, the probability-based assessment revealed that the beam failed to achieve the target reliability index in case the coefficient of variation of wind speed was greater than 5%. The analysis results suggested that the code-satisfied slenderness of the beam should be reduced by a factor of 1.5-1.7 under the action of wind speed with a coefficient of variation in the range 30-40%.

15

A Novel FE/MC-based Mathematical Model of Mushy Steel Deformation with GPU Support

Hojny Marcin, Dębiński Tomasz

Archives of Metallurgy and Materials

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2022

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Vol. 67, iss. 2

735--742

EN

The paper presents the results of work leading to the construction of a spatial hybrid model based on finite element (FE) and Monte Carlo (MC) methods allowing the computer simulation of physical phenomena accompanying the steel sample testing at temperatures that are characteristic for soft-reduction process. The proposed solution includes local density variations at the level of mechanical solution (the incompressibility condition was replaced with the condition of mass conservation), and at the same time simulates the grain growth in a comprehensive resistance heating process combined with a local remelting followed by free/controlled cooling of the sample tested. Simulation of grain growth in the entire computing domain would not be possible without the support of GPU processors. There was a 59-fold increase in the computing speed on the GPU compared to single-threaded computing on the CPU. The study was complemented by examples of experimental and computer simulation results, showing the correctness of the adopted model assumptions.

16

Numerical modelling of modular high-temperature gas-cooled reactors with thorium fuel

Oettingen Mikołaj, Cetnar Jerzy

Nukleonika

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2021

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Vol. 66, No. 4

133--138

EN

The volumetric homogenization method for the simplified modelling of modular high-temperature gas-cooled reactor core with thorium-uranium fuel is presented in the paper. The method significantly reduces the complexity of the 3D numerical model. Hence, the computation time associated with the time-consuming Monte Carlo modelling of neutron transport is considerably reduced. Example results comprise the time evolutions of the effective neutron multiplication factor and fissionable isotopes (233U, 235U, 239Pu, 241Pu) for a few configurations of the initial reactor core.

17

Gamma radiation calculations and gamma blocker design for the high-energy beam transport region of the European Spallation Source

Szymczyk Karol S., Wronka Sławomir

Nukleonika

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2021

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Vol. 66, No. 3

99--102

EN

The purpose of this paper is to present the Monte-Carlo calculations performed to design a special element called gamma blocker (GB), necessary to stop the gamma radiation in the Accelerator-to-Target (A2T) section of European Spallation Source (ESS) linac. Very high levels of gamma radiation emitted backward from the activated target through the beam pipe could effectively block any human intervention close to the beam transport system. The residual dose rate in the linac tunnel was calculated without and with different GBs as a function of time. The fi nal GB material and dimensions are proposed.

18

Comparison of statistical versus stochastic models for Work Index determination in quartz-marble mixtures

Perez Sebastián, Vargas Juan, Mellado Miguel, Quevedo Caro Ricardo, Jarufe Juan, Hurtado Cruz Juan Pablo, Muñoz Lagos Angélica Patricia, Jara Muñoz Pamela Paz

Mining Science

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2021

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Vol. 28

127--140

EN

The required work for ore trituration is represented by the Bond Work Index value and is determined by the grindability test for ball mills. This article examines the grinding behavior of ore blends with different mechanical properties in standard ball mills. The goal of this research was to compare statistic and stochastic models of the Work Index value for mixtures of quartz and marble at different proportions of each material. Quartz and marble bearing rocks were selected for this study due to the high difference between the Work Index value of each material, making the variability of the results more evident. Work Index values obtained for each mixture are shown, from which a deterministic model was proposed defined by data regression. The novelty of this research lies in the non-linear model, which was the best fit for the Work Index value of the quartz-marble blends. Our methodology allows us to build more accurate models and can be used for quartz-marble blends and other materials.

19

Klein-Nishina formula and Monte Carlo method for evaluating the gamma attenuation properties of Zn, Ba, Te and Bi elements

Al-Buriahi M. S., Alrowaili Z. A., Ezzine Safa, Olarinoye I. O., Alomairy Sultan, Mutuwong C., Tonguç B. T.

Materials Science Poland

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2021

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Vol. 39, No. 2

219--226

EN

In this work, the Klein–Nishina (K–N) approach was used to evaluate the electronic, atomic, and energy-transfer cross sections of four elements, namely, zinc (Zn), tellurium (Te), barium (Ba), and bismuth (Bi), for different photon energies (0.662 MeV, 0.835 MeV, 1.170 MeV, 1.330 MeV, and 1.600 MeV). The obtained results were compared with the Monte Carlo method (Geant4 simulation) in terms of mass attenuation and mass energy-transfer coefficients. The results show that the K–N approach and Geant4 simulations are in good agreement for the entire energy range considered. As the photon energy increased from 0.662 MeV to 1.600 MeV, the values of the energy-transfer cross sections decreased from 81.135 cm2 to 69.184 cm2 in the case of Bi, from 50.832 cm2 to 43.344 cm2 for Te, from 54.742 cm2 to 46.678 cm2 for Ba, and from 29.326 cm2 to 25.006 cm2 for Zn. The obtained results and the detailed information of the attenuation properties for the studied elements would be helpful in developing a new generation of shielding materials against gamma rays.

20

Opportunistic maintenance strategy of a Heave Compensation System for expected performance degradation

Zhang Chao, Qian Yujie, Dui Hongyan, Wang Shaoping, Chen Rentong, Tomovic Mileta M.

Eksploatacja i Niezawodność

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2021

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Vol. 23, no. 3

512--521

EN

In the marine industry, heave compensation systems are applied to marine equipment to compensate for the adverse effects of waves and the hydraulic system is usually used as the power system of heave compensation systems. This article introduces importance theory to the opportunistic maintenance (OM) strategy to provide guidance for the maintenance of heave compensation systems. The working principle of a semi-active heave compensation system and the specific working states of its hydraulic components are also first explained. Opportunistic maintenance is applied to the semi-active heave compensation system. Moreover, the joint integrated importance measure (JIIM) between different components at different moments is analyzed and used as the basis for the selection of components on which to perform PM, with the ultimate goal of delaying the degradation of the expected performance of the system. Finally, compared with conditional marginal reliability importance (CMRI)based OM, the effectiveness of JIIM-based OM is verified by the Monte Carlo method.