Search Results (5,596)

Typically, the traditional bootstrap methods for parameter inference of spatial error models suffer from high computational costs, so this study proposes fast cluster bootstrap methods for spatial error models to deal with the dilemma. The key idea is to calculate the sufficient statistics for each cluster before performing the bootstrap loop of the spatial error model, and based on these sufficient statistics, all quantities needed for bootstrap inference can be computed. Furthermore, this study performed Monte Carlo simulations, and the result reveals that compared with traditional bootstrap methods, our proposed methods can reduce the computational cost substantially and improve the reliability for obtaining the bootstrap test statistics and confidence intervals of the parameters for spatial error models. Full article

In low-voltage (LV) distribution networks, system operating conditions are always unbalanced due to the unpredictability of the load demand in each phase, coupled with a potentially asymmetrical network structure due to different phase conductors’ sizes and lengths. The widespread diffusion of distributed generators (DGs) among network users has significantly contributed to reducing the overall load of the electrical system, but at the cost of making voltages slightly more unbalanced. In this article, an LV distribution test network equipped with several single-phase DGs has been considered, and all During-Fault Voltages (DFVs) have been studied, according to each possible type of short circuit. To provide a measure of the asymmetry of unsymmetrical voltage dips, three different indices based on the symmetrical components of the voltages have been considered; moreover, the Monte Carlo simulation (MCS) method has allowed for studying faults and asymmetries in a probabilistic manner. Through the probability density functions (pdfs) of the DFVs, it has been possible to assess the impact of single-phase DGs on the asymmetry of bus voltages due to short-circuits. Full article

Mathematical modeling is indispensable in oncology for unraveling the interplay between tumor growth, vascular remodeling, and therapeutic resistance. We present a hybrid modeling framework (continuum-discrete) and present its hybrid mathematical formulation as a coupled partial differential equation–agent-based (PDE-ABM) system. It couples reaction–diffusion fields for oxygen, drug, and tumor angiogenic factor (TAF) with discrete vessel agents and stochastic phenotype transitions in tumor cells. Stochastic phenotype switching is handled with an exact Gillespie algorithm (a Monte Carlo method that simulates random phenotype flips and their timing), while moment-closure methods (techniques that approximate higher-order statistical moments to obtain a closed, tractable PDE description) are used to derive mean-field PDE limits that connect microscale randomness to macroscopic dynamics. We provide existence/uniqueness results for the coupled PDE-ABM system, perform numerical analysis of discretization schemes, and derive analytically tractable continuum limits. By linking stochastic microdynamics and deterministic macrodynamics, this hybrid mathematical formulation—i.e., the coupled PDE-ABM system—captures bidirectional feedback between hypoxia-driven angiogenesis and resistance evolution and provides a rigorous foundation for predictive, multiscale oncology models. Full article

The interconnectivity of avionics systems supports the need to incorporate functional safety and information security into airworthiness validation and maintenance protocols, which is critical. This necessity arises from the demanding operational environments and the limitations on defense resource allocation. This study proposes an optimization model for the strategic deployment of defense mechanisms, leveraging the dynamic interplay between attack and defense modeled by non-cooperative game theory and aligning with the maintenance schedules of civil aircraft. By developing an Attack–Defense Tree and conducting a non-cooperative game analysis, this paper outlines strategies from both the attacker’s and defender’s perspectives, assessing the impact of focused defense improvements on the system’s security integrity. The results reveal that the broad expansion of defense measures reduces their effectiveness, whereas targeted deployment significantly enhances protection. Monte Carlo simulations are employed to approximate equilibrium solutions across the strategy space, reducing computational complexity while retaining robustness in capturing equilibrium trends. This approach supports efficient allocation of defense resources, strengthens overall system security, and provides a practical foundation for integrating security analysis into avionics maintenance and certification processes. Full article

We present empirical evidence on the sensitivity of housing demand in Chile to changes in mortgage interest rates, focusing on units priced between CLF 2000 and 4000 (approximately USD 80,000 to 160,000). This sector, which comprises nearly two-thirds of the country’s housing supply, has experienced a significant decline in sales since 2021. Given its size and responsiveness, it represents a key target for policy measures aimed at reactivating the Chilean real estate market, such as demand-side subsidies for middle-income households. Using impulse response functions derived from vector autoregressive (VAR) and semi-structural models estimated via Bayesian methods with Markov Chain Monte Carlo (MCMC) simulations, we find that a 100-basis-point increase in mortgage rates leads to an average annual decline of 18% in housing sales during the first quarter after the shock. This effect results in a cumulative decline of approximately 57% by the end of the first year. A comparable reduction in mortgage rates yields a symmetrical response. Finally, we offer a linear extrapolation of potential impacts under a hypothetical 200-basis-point decrease in mortgage rates. Full article

Accurate forecasting of the electric vehicle (EV) charging load is a prerequisite for developing coordinated charging and discharging strategies. This study proposes a method for predicting the EV charging load by incorporating user travel characteristics and charging behavior. First, a transportation network–distribution network coupling framework is established based on a road network model with multi-source information fusion. Second, considering the multiple-intersection features of urban road networks, a time-flow model is developed. A time-optimal path selection method is designed based on the topological structure of the road network. Then, an EV driving energy consumption model is developed, accounting for both the mileage energy consumption and air conditioning energy consumption. Next, the user travel characteristics are finely modeled under two scenarios: working days and rest days. A user charging decision model is established using a fuzzy logic inference system, taking into account the state of charge (SOC), average electricity price, and parking duration. Finally, the Monte Carlo method is applied to simulate user travel and charging behavior. A simulation of the spatiotemporal distribution of the EV charging load was conducted in a specific area of Jiangning District, Nanjing. The simulation results show that there is a significant difference in the time distribution of EV charging loads between working days and rest days, with peak-to-valley differences of 3100.8 kW and 3233.5 kW, respectively. Full article

This study explores advanced methods for analyzing the two-parameter alpha-power exponential (APE) distribution using data from a novel generalized progressive hybrid censoring scheme. The APE model is inherently asymmetric, exhibiting positive skewness across all valid parameter values due to its right-skewed exponential base, with the alpha-power transformation amplifying or dampening this skewness depending on the power parameter. The proposed censoring design offers new insights into modeling lifetime data that exhibit non-monotonic hazard behaviors. It enhances testing efficiency by simultaneously imposing fixed-time constraints and ensuring a minimum number of failures, thereby improving inference quality over traditional censoring methods. We derive maximum likelihood and Bayesian estimates for the APE distribution parameters and key reliability measures, such as the reliability and hazard rate functions. Bayesian analysis is performed using independent gamma priors under a symmetric squared error loss, implemented via the Metropolis–Hastings algorithm. Interval estimation is addressed using two normality-based asymptotic confidence intervals and two credible intervals obtained through a simulated Markov Chain Monte Carlo procedure. Monte Carlo simulations across various censoring scenarios demonstrate the stable and superior precision of the proposed methods. Optimal censoring patterns are identified based on the observed Fisher information and its inverse. Two real-world case studies—breast cancer remission times and global oil reserve data—illustrate the practical utility of the APE model within the proposed censoring framework. These applications underscore the model’s capability to effectively analyze diverse reliability phenomena, bridging theoretical innovation with empirical relevance in lifetime data analysis. Full article

Qilian Mountain National Park, an important forest ecosystem in northwest China, plays a crucial role in achieving the national “dual carbon” goals and advancing sustainable forest management. This study focuses on the systematic assessment of forest carbon storage and its market economic value, employing multi-source data fusion and the GARCH-M(1,1) model to integrate forest carbon storage data from 2000 to 2020 with historical trading records from the EU and Chinese carbon markets (2017–2025). The study utilizes three dynamic carbon pricing scenarios—low, medium, and high—to assess the carbon storage capacity and economic value of the park’s forest ecosystems. Results show that forest carbon storage increased by approximately 4.0 × 10⁷ tons, with an average annual growth rate of 0.27%. Under the high carbon pricing scenario in 2025, the forest carbon sink value in the EU market reaches CNY 518.2 billion, approximately 12.5 times that of the Chinese market, highlighting the differences in market maturity and volatility persistence. Through Monte Carlo simulations and dynamic pricing analysis, this research reveals the substantial market potential of Qilian Mountain’s forest carbon sinks, providing data-driven support for regional carbon trading optimization, ecological compensation mechanisms, and sustainable forest management, while contributing to the global carbon trading system and international cooperation in forest-based climate mitigation. Full article

Penalized regression estimators have become widely adopted alternatives to ordinary least squares while analyzing collinear data, despite introducing some bias. However, existing penalized methods lack universal superiority across diverse data conditions. To address this limitation, we propose a novel adaptive ridge estimator that automatically adjusts its penalty structure based on key data characteristics: (1) the degree of predictor collinearity, (2) error variance, and (3) model dimensionality. Through comprehensive Monte Carlo simulations and real-world applications, we evaluate the estimator’s performance using mean squared error (MSE) as our primary criterion. Our results demonstrate that the proposed method consistently outperforms existing approaches across all considered scenarios, with particularly strong performance in challenging high-collinearity settings. The real-data applications further confirm the estimator’s practical utility and robustness. Full article

Droplet-based microlens fabrication using Ultra Violet (UV) curable polymers demands the precise measurement of three-dimensional geometries, especially for non-axisymmetric shapes influenced by electric field deformation. In this work, we present a polar coordinate-based contour fitting method combined with Hermite interpolation to reconstruct 3D droplet geometries from two orthogonal shadowgraphy images. The image segmentation process integrates superpixel clustering with active contours to extract the droplet boundary, which is then approximated using a spline-based polar fitting approach. The two resulting contours are merged using a polar Hermite interpolation algorithm, enabling the reconstruction of freeform droplet shapes. We validate the method against both synthetic Computer-Aided Design (CAD) data and precision-machined reference objects, achieving volume deviations below 1% for axisymmetric shapes and approximately 3.5% for non-axisymmetric cases. The influence of focus, calibration, and alignment errors is quantitatively assessed through Monte Carlo simulations and empirical tests. Finally, the method is applied to real electrically deformed droplets, with volume deviations remaining within the experimental uncertainty range. This demonstrates the method’s robustness and suitability for metrology tasks involving complex droplet geometries. Full article

Thursday Island, a remote administrative hub in Australia’s Torres Strait, exemplifies the socio-technical challenges of transitioning to sustainable energy amid diesel dependence and the intermittency of renewables. As Australia pursues Net Zero by 2050, innovative storage solutions are pivotal for enabling green innovation in isolated microgrids. This study evaluates Vanadium Redox Flow Batteries (VRFBs) and Lithium-Ion batteries as key enabling technologies, using a stochastic Monte Carlo simulation to assess their economic viability through Levelized Cost of Storage (LCOS), incorporating uncertainties in capital costs, operations, and performance over 20 years. Employing a stochastic Monte Carlo simulation with 10,000 iterations, this study provides a probabilistic assessment of LCOS, incorporating uncertainties in key parameters such as CAPEX, OPEX, efficiency, and discount rates, offering a novel, data-driven framework for evaluating storage viability in remote microgrids. Results indicate VRFBs’ superiority with a mean LCOS of 168.30 AUD/MWh versus 173.50 AUD/MWh for Lithium-Ion, driven by scalability, durability, and safety—attributes that address socio-economic barriers like high operational costs and environmental risks in tropical, off-grid settings. By framing VRFBs as an innovative green solution, this analysis highlights opportunities for new business models in remote energy sectors, such as reduced fossil fuel reliance (3.6 million litres diesel annually) and enhanced community resilience against energy poverty. It also underscores challenges, including capital uncertainties and policy needs for innovation uptake. This empirical case study contributes to the sustainable energy transition discourse, offering insights for policymakers on overcoming resistance to decarbonization in geographically constrained contexts, aligning with green innovation goals for systemic sustainability. Full article

The acceptance of generalized distributions has significantly improved over the past two decades. In this paper, we introduce a new generalized distribution: Topp–Leone odd Weibull flexible-G family of distributions (FoD). The new FoD is a combination of two FOD; the Topp–Leone-G and odd Weibull-flexible-G families. The proposed FoD possesses more flexibility compared to the two individual FoD when considered separately. Some selected statistical properties of this new model are derived. Three special cases from the proposed family are considered. The new model exhibits symmetry and long or short tails, and it also addresses various levels of kurtosis. Monte Carlo simulation studies were conducted to verify the consistency of the maximum likelihood estimators. Two real data examples were used as illustrations on the flexibility of the new model in comparison to other competing models. The developed model proved to perform better than all the selected competing models. Full article

A control chart is a crucial statistical process control (SPC) instrument for identifying method variances that may undermine product efficacy. The combined control chart has been utilized to enhance recognition capability. When testing a methodology, nonparametric statistics make a strong and compelling case when the distribution of a quality feature is uncertain. The primary focus of monitoring this work is to offer a novel control chart to support the surveillance of mean activities. This chart will incorporate a Tukey method, an extended exponentially weighted moving average control chart, and a moving average control chart called the Nonparametric EEWMA-MA chart. The Monte Carlo simulation facilitates assessments for evaluating system performance using average run lengths (ARL) based on zero-state. The comparison analysis demonstrates that the sensitivity of the suggested chart surpasses that of the conventional control chart (including the moving average (MA) chart, the extended exponentially weighted moving average (EEWMA) chart, and the mixed extended exponentially weighted moving average-moving average (EEWMA-MA) chart) in rapidly detecting changes that fluctuate with varying parameter settings by examining the minimal ARL. A simplified monitoring scenario using data on vinyl chloride can be employed to demonstrate the feasibility of the proposed technique. Full article

The High-Energy Ray Observatory (HERO) is a space-based experiment designed to measure the spectrum and composition of cosmic rays using an ionization calorimeter. The instrument’s effective geometric factor is at least 12 m²·sr for protons and 16 m²·sr or more for nuclei and electrons. Over an exposure period of approximately 5 to 7 years, the mission will enable high-resolution, element-by-element measurements of cosmic ray spectra in the energy range of 10¹² to 10¹⁶ eV per particle. A Monte Carlo simulation of the calorimeter—based on a scintillation detector with and without boron additives—was carried out using the GEANT4 software package. In this study, we examine the impact of boron additives in scintillator materials on energy resolution and their potential for discriminating between electromagnetic and hadronic components of cosmic rays. The primary objectives are to demonstrate that boron does not degrade detector characteristics and that it enables an additional timing-based method for cosmic-ray component rejection. The planned launch of the orbital experiment is scheduled for no earlier than 2029. Full article

To address the challenge of predicting lubrication states and reliability caused by the uncertainty of gear materials and structural parameters, a lubrication reliability analysis method considering the randomness of gear parameters is proposed. Firstly, a nonlinear dynamic model of a gear pair is established to derive the dynamic meshing force. The geometric and kinematic analyses are then performed to determine time-varying equivalent curvature radius and entrainment velocity. The minimum film thickness during meshing is further calculated. Considering gear parameters as random variables, a gear lubrication reliability model is formulated. Monte Carlo Simulation method is employed to accurately analyze the dynamic response, dynamic meshing force, equivalent curvature radius, entrainment velocity, probability distribution of minimum film thickness, and gear lubrication failure probability. Additionally, a specialized wear test device is designed to investigate the evolution of tooth surface roughness with wear and to forecast trends in gear lubrication failure probability as wear progresses. The results indicate that the uncertainty in gear parameters have minimal impact on the equivalent curvature radius and entrainment velocity, but significantly affect the dynamic meshing force. The gear speed and root mean square roughness are critical factors affecting lubrication reliability, and the early wear of the teeth enhances the lubrication reliability. The present work provides valuable insights for the design, maintenance, and optimization of high-performance gear systems in practical engineering applications. Full article