• Title/Summary/Keyword: Monte Carlo integration

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INS/GNSS/NHC Integrated Navigation System Compensating for Lever Arm Effect between NHC Effective Point and IMU Mounting Location

  • Chae, Myeong Seok;Kwon, Jae Uk;Cho, Eui Yeon;Cho, Seong Yun
    • Journal of Positioning, Navigation, and Timing
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    • v.11 no.3
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    • pp.199-208
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    • 2022
  • Inertial Navigation System (INS)/Global Navigation Satellite System (GNSS) integrated navigation system can be used for land vehicle navigation. When the GNSS signal is blocked in a dense urban area or tunnel, however, the problem of increasing the error over time is unavoidable because navigation must be performed only with the INS. In this paper, Non-Holonomic Constraints (NHC) information is utilized to solve this problem. The NHC may correct some of the errors of the INS. However, it should be noted that NHC information is not applicable to all areas within the vehicle. In other words, the lever arm effect occurs according to the distance between the Inertial Measurement Unit (IMU) mounting position and the NHC effective point, which causes the NHC condition not to be satisfied at the IMU mounting position. In this paper, an INS/GNSS/NHC integrated navigation filter is designed, and this filter has a function to compensate for the lever arm effect. Therefore, NHC information can be safely used regardless of the vehicle's driving environment. The performance of the proposed technology is verified through Monte-Carlo simulation, and the performance is confirmed through experimental test.

Numerical Study of Concentration Characteristics of Linear Fresnel Reflector System (선형 프레넬 반사판 시스템의 집광 특성에 대한 수치해석 연구)

  • Lee, Hyun Jin;Kim, Jong Kyu;Lee, Sang Nam
    • Transactions of the Korean Society of Mechanical Engineers B
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    • v.39 no.12
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    • pp.927-934
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    • 2015
  • In this study, we numerically investigated the concentration characteristics of a linear Fresnel reflector system that can drive a solar thermal absorption refrigeration system to be installed in Saudi Arabia. Using an optical modeling program based on the Monte Carlo ray-tracing method, we simulated the concentrated solar flux, concentration efficiency, and concentrated solar energy on four representative days of the year - the vernal equinox, summer solstice, autumnal equinox, and winter solstice. Except the winter solstice, the concentrations were approximately steady from 9 AM to 15 PM, and the concentration efficiencies exceed 70%. Moreover, the maximum solar flux around the solar receiver center changes only within the range of $13.0{\sim}14.6kW/m^2$. When we investigated the effects of the receiver installation height, reflector width, and reflector gap, the optimal receiver installation height was found to be 5 m. A smaller reflector width had a greater concentration efficiency. However, the design of the reflector width should be based on the capacity of the refrigeration system because it dominantly affects the concentrated solar energy. The present study was an essential prerequisite for thermal analyses of the solar receiver. Thus, an optical-thermal integration study in the future will assist with the performance prediction and design of the entire system.

Evaluation of Response Variability of Functionally Graded Material Beam with Varying Sectional Area due to Spatial Randomness in Elastic Modulus along Axial Direction (기능경사재료 변단면 보에서 축방향 탄성계수의 공간적 불확실성에 의한 응답변화도 평가)

  • Noh, Hyuk Chun
    • Journal of the Computational Structural Engineering Institute of Korea
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    • v.27 no.3
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    • pp.199-206
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    • 2014
  • In this paper, a scheme to evaluate the response variability for functionally graded material (FGM) beam with varying sectional area is presented. The randomness is assumed to appear in a spatial domain along the beam axis in the elastic modulus. The functionally graded material categorized as composite materials, however without the drawbacks of delamination and occurrence of cracks due to abrupt change in material properties between layers in the conventional composite materials. The functionally graded material is produced by the gradual solidification through thickness direction, which endows continuous variation of material properties, which makes this material performs in a smooth way. However, due to difficulties in tailoring the gradients, to have uncertainty in material properties is unavoidable. The elastic modulus at the center section is assumed to be random in the spatial domain along the beam axis. Introducing random variables, defined in terms of stochastic integration, the first and second moments of responses are evaluated. The proposed scheme is verified by using the Monte Carlo simulation based on the random samples generated employing the spectral representation scheme. The response variability as a function of correlation distance, the effects of material and geometrical parameters on the response variability are investigated in detail. The efficiency of the proposed scheme is also addressed by comparing the analysis time of the proposed scheme and MCS.

The NHPP Bayesian Software Reliability Model Using Latent Variables (잠재변수를 이용한 NHPP 베이지안 소프트웨어 신뢰성 모형에 관한 연구)

  • Kim, Hee-Cheul;Shin, Hyun-Cheul
    • Convergence Security Journal
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    • v.6 no.3
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    • pp.117-126
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    • 2006
  • Bayesian inference and model selection method for software reliability growth models are studied. Software reliability growth models are used in testing stages of software development to model the error content and time intervals between software failures. In this paper, could avoid multiple integration using Gibbs sampling, which is a kind of Markov Chain Monte Carlo method to compute the posterior distribution. Bayesian inference for general order statistics models in software reliability with diffuse prior information and model selection method are studied. For model determination and selection, explored goodness of fit (the error sum of squares), trend tests. The methodology developed in this paper is exemplified with a software reliability random data set introduced by of Weibull distribution(shape 2 & scale 5) of Minitab (version 14) statistical package.

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A new high-order response surface method for structural reliability analysis

  • Li, Hong-Shuang;Lu, Zhen-Zhou;Qiao, Hong-Wei
    • Structural Engineering and Mechanics
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    • v.34 no.6
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    • pp.779-799
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    • 2010
  • In order to consider high-order effects on the actual limit state function, a new response surface method is proposed for structural reliability analysis by the use of high-order approximation concept in this study. Hermite polynomials are used to determine the highest orders of input random variables, and the sampling points for the determination of highest orders are located on Gaussian points of Gauss-Hermite integration. The cross terms between two random variables, only in case that their corresponding percent contributions to the total variation of limit state function are significant, will be added to the response surface function to improve the approximation accuracy. As a result, significant reduction in computational cost is achieved with this strategy. Due to the addition of cross terms, the additional sampling points, laid on two-dimensional Gaussian points off axis on the plane of two significant variables, are required to determine the coefficients of the approximated limit state function. All available sampling points are employed to construct the final response surface function. Then, Monte Carlo Simulation is carried out on the final approximation response surface function to estimate the failure probability. Due to the use of high order polynomial, the proposed method is more accurate than the traditional second-order or linear response surface method. It also provides much more efficient solutions than the available high-order response surface method with less loss in accuracy. The efficiency and the accuracy of the proposed method compared with those of various response surface methods available are illustrated by five numerical examples.

An Evaluation Method for Tornado Missile Strike Probability with Stochastic Correlation

  • Eguchi, Yuzuru;Murakami, Takahiro;Hirakuchi, Hiromaru;Sugimoto, Soichiro;Hattori, Yasuo
    • Nuclear Engineering and Technology
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    • v.49 no.2
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    • pp.395-403
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    • 2017
  • An efficient evaluation method for the probability of a tornado missile strike without using the Monte Carlo method is proposed in this paper. A major part of the proposed probability evaluation is based on numerical results computed using an in-house code, Tornado-borne missile analysis code, which enables us to evaluate the liftoff and flight behaviors of unconstrained objects on the ground driven by a tornado. Using the Tornado-borne missile analysis code, we can obtain a stochastic correlation between local wind speed and flight distance of each object, and this stochastic correlation is used to evaluate the conditional strike probability, $Q_V(r)$, of a missile located at position r, where the local wind speed is V. In contrast, the annual exceedance probability of local wind speed, which can be computed using a tornado hazard analysis code, is used to derive the probability density function, p(V). Then, we finally obtain the annual probability of tornado missile strike on a structure with the convolutional integration of product of $Q_V(r)$ and p(V) over V. The evaluation method is applied to a simple problem to qualitatively confirm the validity, and to quantitatively verify the results for two extreme cases in which an object is located just in the vicinity of or far away from the structure.

Prismatic-core advanced high temperature reactor and thermal energy storage coupled system - A preliminary design

  • Alameri, Saeed A.;King, Jeffrey C.;Alkaabi, Ahmed K.;Addad, Yacine
    • Nuclear Engineering and Technology
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    • v.52 no.2
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    • pp.248-257
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    • 2020
  • This study presents an initial design for a novel system consisting in a coupled nuclear reactor and a phase change material-based thermal energy storage (TES) component, which acts as a buffer and regulator of heat transfer between the primary and secondary loops. The goal of this concept is to enhance the capacity factor of nuclear power plants (NPPs) in the case of high integration of renewable energy sources into the electric grid. Hence, this system could support in elevating the economics of NPPs in current competitive markets, especially with subsidized solar and wind energy sources, and relatively low oil and gas prices. Furthermore, utilizing a prismatic-core advanced high temperature reactor (PAHTR) cooled by a molten salt with a high melting point, have the potential in increasing the system efficiency due to its high operating temperature, and providing the baseline requirements for coupling other process heat applications. The present research studies the neutronics and thermal hydraulics (TH) of the PAHTR as well as TH calculations for the TES which consists of 300 blocks with a total heat storage capacity of 150 MWd. SERPENT Monte Carlo and MCNP5 codes carried out the neutronics analysis of the PAHTR which is sized to have a 5-year refueling cycle and rated power of 300 MWth. The PAHTR has 10 metric tons of heavy metal with 19.75 wt% enriched UO2 TRISO fuel, a hot clean excess reactivity and shutdown margin of $33.70 and -$115.68; respectively, negative temperature feedback coefficients, and an axial flux peaking factor of 1.68. Star-CCM + code predicted the correct convective heat transfer coefficient variations for both the reactor and the storage. TH analysis results show that the flow in the primary loop (in the reactor and TES) remains in the developing mixed convection regime while it reaches a fully developed flow in the secondary loop.

실물옵션이론을 이용한 전파자원 회수 및 재배치 정책 모형화에 관한 연구

  • Jeon, Il-Hwan;Lee, Jeong-Dong;Jeong, Jong-Uk
    • Proceedings of the Technology Innovation Conference
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    • 2005.02a
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    • pp.124-139
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    • 2005
  • In the early stage, the radio communication industry was widely accepted as a monopoly industry, so it has been controled and managed by government. But the advanced technology in Information and Technology industry has led constant increase of demand and dramatic change of communication market. Furthermore it is expected that frequency resource is to be short by market change due to wire-wireless integration. That is why the effort to utilize and manage limited frequency resource efficiently is being executed around the world. Not only newly developing and allocating the spectrum but also reallocating the existing spectrum important are, since transforming inefficiently used existing spectrum to new service can increase producer's surplus and social welfare. The economic approach to valuate the spectrum and spectrum usage right is necessary different from the traditional cost based approach, and through this approach I expect active transaction of spectrum. In this paper the real option methodology is used for valuation of spectrum, considering spectrum user's option right based on future revenue. In detail, the matter of withdrawing and reallocating the existing analog radio broadcasting spectrum is evaluated in this paper, The digitalization of a broadcasting service is widely spreaded around the world in terms of technology and service utility, and analog TV broadcasting has already been decided to be transformed to digital TV broadcasting. It was planned to convert analog radio broadcasting to DAB service before adopting DMB service, but nowadays this issue is not on the table anymore. However if the increasing demand of digital voice and broadcasting service is considered, this kind of research to valuate a spectrum is needed urgently. The result of this research shows that when the redeployment of spectrum is done, social welfare will increases. The point of the reallocation time and value are suggested by the monte carlo simulation through ROVM. In this paper, I use real option to valuate the spectrum and provide the point of the reallocation time and reasonable guideline, and moreover, the suitable information of this paper is expected to reduce risk and loss in policy practice.

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Fast Bayesian Inversion of Geophysical Data (지구물리 자료의 고속 베이지안 역산)

  • Oh, Seok-Hoon;Kwon, Byung-Doo;Nam, Jae-Cheol;Kee, Duk-Kee
    • Journal of the Korean Geophysical Society
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    • v.3 no.3
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    • pp.161-174
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    • 2000
  • Bayesian inversion is a stable approach to infer the subsurface structure with the limited data from geophysical explorations. In geophysical inverse process, due to the finite and discrete characteristics of field data and modeling process, some uncertainties are inherent and therefore probabilistic approach to the geophysical inversion is required. Bayesian framework provides theoretical base for the confidency and uncertainty analysis for the inference. However, most of the Bayesian inversion require the integration process of high dimension, so massive calculations like a Monte Carlo integration is demanded to solve it. This method, though, seemed suitable to apply to the geophysical problems which have the characteristics of highly non-linearity, we are faced to meet the promptness and convenience in field process. In this study, by the Gaussian approximation for the observed data and a priori information, fast Bayesian inversion scheme is developed and applied to the model problem with electric well logging and dipole-dipole resistivity data. Each covariance matrices are induced by geostatistical method and optimization technique resulted in maximum a posteriori information. Especially a priori information is evaluated by the cross-validation technique. And the uncertainty analysis was performed to interpret the resistivity structure by simulation of a posteriori covariance matrix.

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Effects of the Trade Insurance and Exchange Risk on Export: The Experience of Korea (무역보험과 환위험이 수출에 미치는 영향)

  • Kim, Chang-Beom
    • International Commerce and Information Review
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    • v.13 no.3
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    • pp.77-95
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    • 2011
  • This paper investigates the relationship between export and economic variables such as trade insurance, world economy activity, relative price, unemployment rate, exchange rate volatility, using monthly data. I employ Johansen cointegration methodology since the model must be stationary to avoid the spurious results. The results indicate that there is a long-run relationship between export and variables. Also, the empirical analysis of cointegrating vector using the CCR, DOLS, FMOLS reveals that the increases of trade insurance has positive relations and the increases of exchange rate volatility have negative relations with export. Especially, DOLS based on Monte Carlo simulations, of this estimator being superior in small samples compared to a number of alternative estimators, as well as being able not only to accommodate higher orders of integration but also to account for possible simultaneity within regressors of a potential system. This paper also applies impulse-response functions to get the additional information regarding the responses of the export to the shocks of the variables. The result indicates that export positively to trade insurance and then decay fast compare with exchange rate volatility. Consequently, trade insurance plays the role of trade policy for export promotion in Korea. Whereas, increase of exchange risk result in reduction of export. Therefore, the support of trade insurance should be expanded and the stabilization of the foreign exchange market must be done for the export promotion.

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