optimal reactive power dispatch (orpd) is a multi-variable problem with nonlinear constraints and continuous/discrete decision variables. due to the stochastic behavior of loads, the orpd requires a probabilistic mathematical model. in this paper, monte carlo simulation (mcs) is used for modeling of load uncertainties in the orpd problem. the problem is formulated as a nonlinear constrained mul...

support vector regression (svr) solves regression problems based on the concept of support vector machine (svm). in this paper, a new model of svr with probabilistic constraints is proposed that any of output data and bias are considered the random variables with uniform probability functions. using the new proposed method, the optimal hyperplane regression can be obtained by solving a quadrati...

the behavior of earth dams has particular complexities against dynamic forces and its assessment requiresdetailed and scientific analysis. the farrokhi earth dam is a heterogeneous type with vertical clay core, built 150 km away from birjand and 41 km away from qaen on the farrokhi river. there are concernsregarding the stability of this dam in the event of a future severe earthquake especially...

objective: the aim of this study is to evaluate the effect of tissue composition on dose distribution in electron beam radiotherapy. methods : a siemens primus linear accelerator and a phantom were simulated using mcnpx monte carlo code. in a homogeneous cylindrical phantom, six types of soft tissue and three types of tissue-equivalent materials were investigated. the tissues included muscle (s...

many commonly used statistical methods require that the population distribution be nearly normal. unfortunately, in some papers the one-sample kolmogorov-smirnov test has been used for testing normality while the assumptions of applying this test are not satisfied. to conduct this test, it is assumed that the population distribution is fully specified. in practical situation where the mean and ...

We discuss a cluster Monte Carlo algorithm for lattice models, based on geometric transformations. We prove detailed balance when the transformation is self-inverse, and a symmetry of the Hamiltonian. This algorithm opens new possibilities, in particular for the efficient simulation of critical model systems, where the Metropolis method suffers from critical slowing down. We illustrate the gene...

In 1986, Swendsen and Wang proposed a replica Monte Carlo algorithm for spin glasses [Phys. Rev. Lett. 57 (1986) 2607]. Two important ingredients are present, (1) the use of a collection of systems (replicas) at different of temperatures, but with the same random couplings, (2) defining and flipping clusters. Exchange of information between the systems is facilitated by fixing the τ spin (τ = σ...

Many studies in econometric theory are supplemented by Monte Carlo simulation investigations. These illustrate the properties of alternative inference techniques when applied to samples drawn from mostly entirely synthetic data generating processes. They should provide information on how techniques, which may be sound asymptotically, perform in finite samples and then unveil the effects of mode...