• Smart Structures and Systems
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• v.12 no.6
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• pp.641-659
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• 2013

In this paper is studied the influence of the uncertain mass distribution over the floors on the choice of the optimal parameters of a hybrid control system for tall buildings subjected to wind load. In particular, an optimization procedure is developed for the robust design of a hybrid control system that is based on an enhanced Monte Carlo simulation technique and the genetic algorithm. The large computational effort inherent in the use of a MC-based procedure is reduced by the employment of the Latin Hypercube Sampling. With reference to a tall building modeled as a multi degrees of freedom system, several numerical analyses are carried out varying the parameters influencing the floors' masses, like the coefficient of variation of the distribution and the correlation between the floors' masses. The procedure allows to obtain optimal designs of the control system that are robust with respect to the uncertainties on the distribution of the dead and live loads.

• Water Engineering Research
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• v.3 no.4
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• pp.215-234
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• 2002

Uncertainty in dam breach flood routing results was analyzed in order to provide the basis fer the investigation of their effects on the flood damage assessments and dam safety risk assessments. The Monte Carlo simulation based on Latin Hypercube Sampling technique was used to generate random values for two uncertain input parameters (i.e., dam breach parameters and Manning's n roughness coefficients) of a dam breach flood routing analysis model. The flood routing results without considering the uncertainty in two input parameters were compared with those with considering the uncertainty. This paper showed that dam breach flood routing results heavily depend on the two uncertain input parameters. This study indicated that the flood damage assessments in the downstream areas can be critical if uncertainty in dam breach flood routing results are considered in a reasonable manner.

• Proceedings of the Korean Society of Precision Engineering Conference
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• 2001.04a
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• pp.667-670
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• 2001

For major structural components periodic inspections and integrity assessments are needed for the safety. However, many flaws are undetectable because sampling inspection is carried out during in-service inspection. Probabilistic integrity assessment is applied to take into consideration of uncertainty and variance of input parameters arise due to material properties and undetectable cracks. This paper describes a Probabilistic Fracture Mechanics(PEM) analysis based on the Monte Carlo(MC) algorithms. Taking a number of sampling data of probabilistic variables such as fracture toughness value, crack depth and aspect ratio of an initial surface crack, a MC simulation of failure judgement of samples is performed. For the verification of this analysis, a comparison study of th PFM analysis using a commercial code, mathematical method is carried out and a good agreement was observed between those results.

• Management Science and Financial Engineering
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• v.19 no.2
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• pp.49-53
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• 2013

A Markov-chain Monte Carlo sampling algorithm samples a new point around the latest sample due to the Markov property, which prevents it from sampling from multi-modal distributions since the corresponding chain often fails to search entire support of the target distribution. In this paper, to overcome this problem, mode switching scheme is applied to the conventional MCMC algorithms. The algorithm separates the reducible Markov chain into several mutually exclusive classes and use mode switching scheme to increase mixing rate. Simulation results are given to illustrate the algorithm with promising results.

• Proceedings of the Korea Water Resources Association Conference
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• 2004.05b
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• pp.277-281
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• 2004

수자원장기종합계획에서는 물의 과부족 또는 가용한 물을 정량적으로 평가하기 위해 물수지 분석을 실시한다. 물수지 분석은 미래 예측되는 용수수요량과 공급가능량을 비교하는 단순한 과정이지만, 분석 과정에 포함되어 있는 자료와 모형의 불확실성으로 인하여 물수지 분석을 실시한 각종 보고서마다 서로 다른 결과를 보여주고 있어 국민의 신뢰를 얻지 못한 실정이다. 본 연구에서는 Monte Carlo simulation 기법 중 Latin Hypercube Sampling에 기반한 확률적 모사로 물수지의 불확실성을 표현하고, 이를 기존에서 제시한 단일 물부족량과 비교하여 불확실성의 범위와 특성을 분석하였다. 또한 민감도 분석을 수행함으로써 입력변수들 간의 상대적 중요도를 산정하여 수자원계획 수립시 투자 우선순위를 제시하였다.

• Structural Engineering and Mechanics
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• v.9 no.6
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• pp.557-568
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• 2000

As time-variant reliability approaches become increasingly used for service life prediction of the aging infrastructure, the demand for computer solution methods continues to increase. Effcient computer techniques have become well established for the reliability analysis of structural systems. Thus far, however, this is largely limited to time-invariant reliability problems. Therefore, the requirements for time-variant reliability prediction of deteriorating structural systems under time-variant loads have remained incomplete. This study presents a computer program for $\underline{REL}$iability of $\underline{T}$ime-Variant $\underline{SYS}$tems, RELTSYS. This program uses a combined technique of adaptive importance sampling, numerical integration, and fault tree analysis to compute time-variant reliabilities of individual components and systems. Time-invariant quantities are generated using Monte Carlo simulation, whereas time-variant quantities are evaluated using numerical integration. Load distribution and post-failure redistribution are considered using fault tree analysis. The strengths and limitations of RELTSYS are presented via a numerical example.

• Journal of Electrical Engineering and Technology
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• v.12 no.5
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• pp.1743-1753
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• 2017

Since there are multiple random variables in the probabilistic load flow (PLF) calculation of distribution system containing distributed generation (DG) and electric vehicle charging load (EVCL), a Monte Carlo method based on composite sampling method is put forward according to the existing simple random sampling Monte Carlo simulation method (SRS-MCSM) to perform probabilistic assessment analysis of voltage quality of distribution system containing DG and EVCL. This method considers not only the randomness of wind speed and light intensity as well as the uncertainty of basic load and EVCL, but also other stochastic disturbances, such as the failure rate of the transmission line. According to the different characteristics of random factors, different sampling methods are applied. Simulation results on IEEE9 bus system and IEEE34 bus system demonstrates the validity, accuracy, rapidity and practicability of the proposed method. In contrast to the SRS-MCSM, the proposed method is of higher computational efficiency and better simulation accuracy. The variation of nodal voltages for distribution system before and after connecting DG and EVCL is compared and analyzed, especially the voltage fluctuation of the grid-connected point of DG and EVCL.

• Journal of the Korean Institute of Illuminating and Electrical Installation Engineers
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• v.22 no.1
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• pp.104-112
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• 2008

This paper presents the computer program for station reliability assessment. The developed program is based on Monte-Carlo simulation using system state transition sampling, which has the merit of rapid assessment compared to state duration sampling. One of the contributions of this paper is introduction of exclusiveness among events, which makes non-exponential probabilistic distribution be utilized in modeling repair time. The developed program is applied to well-blown sample system, and its assessment results are listed in this paper to show the reliability of the program.

• Nuclear Engineering and Technology
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• v.54 no.11
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• pp.4272-4279
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• 2022

In this study, a cross section stochastic sampling (S.S.) capability is implemented into both the McCARD continuous energy Monte Carlo code and MIG multiple-correlated data sampling code. The ENDF/B-VII.1 covariance data based 30 group cross section sets and the SCALE6 covariance data based 44 group cross section sets are sampled by the MIG code. Through various uncertainty quantification (UQ) benchmark calculations, the McCARD/MIG results are verified to be consistent with the McCARD stand-alone sensitivity/uncertainty (S/U) results and the XSUSA S.S. results. UQ analyses for Three Mile Island Unit 1, Peach Bottom Unit 2, and Kozloduy-6 fuel pin problems are conducted to provide the uncertainties of k_eff and microscopic and macroscopic cross sections by the McCARD/MIG code system. Moreover, the SNU S/U formulations for uncertainty propagation in a MC depletion analysis are validated through a comparison with the McCARD/MIG S.S. results for the UAM Exercise I-1b burnup benchmark. It is therefore concluded that the SNU formulation based on the S/U method has the capability to accurately estimate the uncertainty propagation in a MC depletion analysis.

• Computational Structural Engineering
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• v.7 no.1
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• pp.109-116
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• 1994

In this paper, various reliability analysis methods for calculating a probability of failure are investigated for their accuracy and efficiency. Crude Monte Carlo method is used as a basis for the comparison of various numerical results. For the sampling methods, Importance Sampling method and Directional Simulation method are considered for overcoming a drawback of Crude Monte Carlo method. For the approximate methods, conventional Rackwitz-Fiessler method. 3-parameter Chen-Lind method, and Rosenblatt transformation method are compared on the basis of First order reliability method. As a Second-order reliability method, Curvature-Fitting paraboloid method, Point-fitting paraboloid method, and Log-likelihood function method are explored in order to verify the accuracy of the reliability calculation results. These methods mentioned above would have some difficulty unless the limit state equation is expressed explicitly in terms of random design variables. Thus, there is a need to develop some general reliability methods for the case where an implicit limit state equation is given. For this purpose, Response surface method is used where the limit state equation is approximated by regression analysis of the response surface outcomes resulted from the structural analysis. From the application of these various reliability methods to three examples, it is found that Directional Simulation method and Response Surface method are very efficient and recommendable for the general reliability analysis problem cases.