• Structural Engineering and Mechanics
• /
• 제32권1호
• /
• pp.37-53
• /
• 2009

In this paper the problem of calculating the probability that the responses of a wind-excited structure exceed specified thresholds within a given time interval is considered. The failure domain of the problem can be expressed as a union of elementary failure domains whose boundaries are of quadratic form. The Domain Decomposition Method (DDM) is employed, after being appropriately extended, to solve this problem. The probability estimate of the overall failure domain is given by the sum of the probabilities of the elementary failure domains multiplied by a reduction factor accounting for the overlapping degree of the different elementary failure domains. The DDM is extended with the help of Line Sampling (LS), from its original presentation where the boundary of the elementary failure domains are of linear form, to the current case involving quadratic elementary failure domains. An example involving an along-wind excited steel building shows the accuracy and efficiency of the proposed methodology as compared with that obtained using standard Monte Carlo simulations (MCS).

• 한국정보과학회:학술대회논문집
• /
• 한국정보과학회 2008년도 한국컴퓨터종합학술대회논문집 Vol.35 No.1 (B)
• /
• pp.240-245
• /
• 2008

컴퓨터 그래픽스에서 많은 광원들을 포함하는 장면을 사실적으로 렌더링하기 위해서는, 많은 양의 조명 계산을 수행해야 한다. 다수의 광원들로부터 빠르게 조명 계산을 하기 위해 많이 사용되는 기법 중에 몬테 카를로(Monte Carlo) 기법이 있다. 본 논문은 이러한 몬테 카를로(Monte Carlo) 기법을 기반으로, 다수의 광원들을 효과적으로 샘플링 할 수 있는 새로운 중요도 샘플링 기법을 제안한다. 제안된 기법의 두 가지 핵심 아이디어는 첫째, 장면 내에 다수의 광원이 존재하여도 어떤 특정 지역에 많은 영향을 주는 광원은 일부인 경우가 많다는 점이고 두 번째는 공간 일관성(spatial coherence)이 낮거나 그림자 경계 지역에 위치한 픽셀들은 영향을 받는 주요 광원이 서로 다르다는 점이다. 제안된 기법은 이러한 관찰에 착안하여 특정 지역에 광원이 기여하는 정도를 평가하고 이에 비례하게 확률 밀도 함수(PDF: Probability Density Function)를 결정하는 방법을 제안한다. 이를 위하여 이미지 공간상에서 픽셀들을 클러스터링(clustering)하고 클러스터 구조를 기반으로 대표 샘플을 선정한다. 선정된 대표 샘플들로부터 광원들의 기여도를 평가하고 이를 바탕으로 클러스터 단위의 확률 밀도 함수를 결정하여 최종 렌더링을 수행한다. 본 논문이 제안하는 샘플링 기법을 적용했을 때 전통적인 샘플링 방식과 비교하여 같은 샘플링 개수에서 노이즈(noise)가 적게 발생하는 좋은 화질을 얻을 수 있었다. 제안된 기법은 다수의 조명과 다양한 재질, 복잡한 가려짐이 존재하는 장면을 효과적으로 표현할 수 있다.

• Advances in aircraft and spacecraft science
• /
• 제4권5호
• /
• pp.585-611
• /
• 2017

This article covenants with the post buckling witticism of carbon nanotube reinforced composite (CNTRC) beam supported with an elastic foundation in thermal atmospheres with arbitrary assumed random system properties. The arbitrary assumed random system properties are be modeled as uncorrelated Gaussian random input variables. Unvaryingly distributed (UD) and functionally graded (FG) distributions of the carbon nanotube are deliberated. The material belongings of CNTRC beam are presumed to be graded in the beam depth way and appraised through a micromechanical exemplary. The basic equations of a CNTRC beam are imitative constructed on a higher order shear deformation beam (HSDT) theory with von-Karman type nonlinearity. The beam is supported by two parameters Pasternak elastic foundation with Winkler cubic nonlinearity. The thermal dominance is involved in the material properties of CNTRC beam is foreseen to be temperature dependent (TD). The first and second order perturbation method (SOPT) and Monte Carlo sampling (MCS) by way of CO nonlinear finite element method (FEM) through direct iterative way are offered to observe the mean, coefficient of variation (COV) and probability distribution function (PDF) of critical post buckling load. Archetypal outcomes are presented for the volume fraction of CNTRC, slenderness ratios, boundary conditions, underpinning parameters, amplitude ratios, temperature reliant and sovereign random material properties with arbitrary system properties. The present defined tactic is corroborated with the results available in the literature and by employing MCS.

• 한국지능시스템학회논문지
• /
• 제19권3호
• /
• pp.311-316
• /
• 2009

본 논문에서는 파티클 필터(Particle Filter)를 사용한 모바일 감시 로봇을 위한 실시간 움직임 추정 알고리즘을 제안한다. 파티클 필터는 몬테카를로(Monte Carlo) 샘플링 방법을 기반으로 사전분포확률(Prior distribution probability)와 사후분포확률(Posterior distribution probability)을 가지는 베이지안 조건 확률 모델(Bayesian conditional probabilities model)을 사용하는 방법이다. 그러나 대부분의 파티클 필터에서는 초기 확률밀도(Prior probability density)를 임의로 정의하여 사용하지만, 본 논문에서는 Sum of Absolute Difference (SAD)를 이용하여 초기 확률밀도를 구하고, 이를 파티클 필터에 적용하여 모바일 감시 로봇 환경에서 임의로 움직이는 물체를 강인하게 실시간으로 추정하고 추적하는 시스템을 구현하였다.

• 대한기계학회논문집A
• /
• 제29권11호
• /
• pp.1472-1479
• /
• 2005

Multiple surface crack distributed randomly along a weld toe influences strongly on the fatigue crack propagation life of welded joint. It is investigated by using statistical approaches based on series of systematic experiments. From the statistical results, initial crack numbers and its locations follow the normal distribution, and the probability of initial crack depths and lengths can be described well by tile Weibull distribution. These characteristics are used to calculate the fatigue crack propagation life, in which the mechanisms of mutual interaction and coalescence of the multiple cracks are considered as well as the Mk-factors obtained from a parametric study on the crack depths and lengths. The automatic calculation is achieved by the NESUSS, where the parameters such as the number, location and size of the cracks are all treated as random variables. The random variables are dealt through the Monte-Carlo simulation with sampling random numbers of 2,000. The simulation results show that the multiple cracks lead to much shorter crack propagation life compared with those in single crack situation. The sum of the simulation and tile fatigue crack initiation life derived by the notch strain approach agrees well with the experiments.

• 대한전기학회논문지:전력기술부문A
• /
• 제55권1호
• /
• pp.45-51
• /
• 2006

This paper proposes a method to evaluate the Total Transfer Capability (TTC) by considering uncertainty of weather conditions. TTC is limited not only by the violation of system thermal and voltage limits, but also restricted by transient stability limit. Impact of the contingency on the power system performance could not be addressed in a deterministic way because of the random nature of the system equipment outage and the increase of outage probability according to the weather conditions. For these reasons, probabilistic approach is necessary to realize evaluation of the TTC. This method uses a sequential Monte Carlo simulation (MCS). In sequential simulation, the chronological behavior of the system is simulated by sampling sequence of the system operating states based on the probability distribution of the component state duration. Therefore, MCS is used to accomplish the probabilistic calculation of the TTC with consideration of the weather conditions.

• Wind and Structures
• /
• 제21권5호
• /
• pp.461-487
• /
• 2015

In recent years, the Graphics Processing Unit (GPU) has become a competitive computing technology in comparison with the standard Central Processing Unit (CPU) technology due to reduced unit cost, energy and computing time. This paper describes the derivation and implementation of GPU-based algorithms for the analysis of wind loading uncertainty on high-rise systems, in line with the research field of probability-based wind engineering. The study begins by presenting an application of the GPU technology to basic linear algebra problems to demonstrate advantages and limitations. Subsequently, Monte-Carlo integration and synthetic generation of wind turbulence are examined. Finally, the GPU architecture is used for the dynamic analysis of three high-rise structural systems under uncertain wind loads. In the first example the fragility analysis of a single degree-of-freedom structure is illustrated. Since fragility analysis employs sampling-based Monte Carlo simulation, it is feasible to distribute the evaluation of different random parameters among different GPU threads and to compute the results in parallel. In the second case the fragility analysis is carried out on a continuum structure, i.e., a tall building, in which double integration is required to evaluate the generalized turbulent wind load and the dynamic response in the frequency domain. The third example examines the computation of the generalized coupled wind load and response on a tall building in both along-wind and cross-wind directions. It is concluded that the GPU can perform computational tasks on average 10 times faster than the CPU.

• International Journal of Reliability and Applications
• /
• 제13권1호
• /
• pp.37-47
• /
• 2012

In this article we attempted reliability analysis of a component under the stress-strength pattern with both classical as well as Bayesian techniques. The main focus is made to develop the theory for dealing the reliability problems in various circumstances for bivariate environmental set up in context of Bayesian paradigm. A stress-strength based model describes the life of a component which has strength (Y) and is subjected to stress(X). We develop the Bayes and moment estimators of reliability of a component for each of the three possible conditions, under the assumption that the two stresses (i.e. $X_1$ and $X_2$) on a component are dependent and follow a Bivariate exponential (BVE) of Marshall-Olkin distribution, the strength of a component (Y) following exponential distribution is independent of the stresses. The simulation study is performed with Markov Chain Monte Carlo technique via Gibbs sampler to obtain the estimates of Bayes estimators of reliability, are compared with moment estimators of reliabilities on the basis of absolute biases.

• 전기학회논문지P
• /
• 제53권2호
• /
• pp.65-69
• /
• 2004

This paper calculates and gives the analysis of electron swarm transport coefficients as described electric conductive characteristics of pure Ar, pure $SiH_4$, Ar-$SiH_4$ mixture gases($SiH_4$-0.5%, 2.5%, 5%) over the range of E/N = 0.01~300[Td], P = 0.1, 1, 5.0 [Torr] by Monte Carlo the backward prolongation method of the Boltzmann equation using computer simulation without using expensive equipment. The results have been obtained by using the electron collision cross sections by TOF, PT, SST sampling, compared with the experimental data determined by the other author. It also proved the reliability of the electron collision cross sections and shows the practical values of computer simulation. Electron swann parameters in argon were drastically changed by adding a small amount of mono-silane. The electron drift velocity in these mixtures showed unusual behaviour against E/N. It had negative slope in the medium range of E/N, yet the slope was not smooth but contained a small hump. The longitudinal diffusion coefficient also showed a corresponding feature in its dependence on E/N. A two-tenn approximation of the Boltzmann equation analysis and Monte Carlo simulation have been used to study electron transport coefficients.

• Nuclear Engineering and Technology
• /
• 제16권3호
• /
• pp.136-140
• /
• 1984

원자력발전소 사고 후 그 위험도를 평가하는 새로운 방법으로 몬테칼로 방법을 제시한다. 본 연구에서는 발전소 주위의 주민에게 주는 방사선의 영향을 평가하기 위하여 공기중의 확산계산에 부지에서 측정한 기상조건을 직접 사용하고 있다. 사고가 일어나는 순간에서의 화산조건은 주어진 기상자료로부터 분석된 pdf에 의하여 결정되고 그이후의 조건(풍향, 풍속, 안정도)은 마르코프 조건을 만족시킨다고 가정하였다. 예제로써 KNU-1의 냉각재 상실사고를 분석한 절과 50마일내의 주민이 받는 선량은 50퍼센트 신뢰도를 갖고 200 man-Sv이다.