• Title/Summary/Keyword: Monte Carlo sampling

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반응표면법과 Monte Carlo 모사를 이용한 불확실한 변동의 강건설계를 위한 확률적 민감도의 제안

  • 백석흠;이경영;조석수;주원식
    • Proceedings of the Korean Society of Precision Engineering Conference
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    • 2004.05a
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    • pp.89-89
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    • 2004
  • 결정적인 알고리즘과 입력정보의 사용은 평가된 해석과 실제 시스템 값과의 차이로 잘못된 결론을 이끌지도 모른다. 실제 시스템은 대부분 각각의 입력 매개변수들(input parameters)과 관계된 넓은 공차 영역(tolerance band)을 가지고 있어서 입력정보로 하나의 단일한 값을 할당하는 것이 어렵다. 단일 입력에 대한 한가지 해는 변동의 이해 없이 제한된 값이라는 것을 인식할 필요가 있는데 대개 결정론적 설계는 형상과 관련된 치수변동, 항복강도나 부재의 밀도, 탄성계수와 같은 재료 물성치의 불확실성(uncertainty)과 시스템에 작용하는 하중의 변동 등을 직접 고려하지 않고 설계를 수행하기 때문에 수용할 수 있는 오차의 범위 안에서 시스템의 응답을 정확히 평가하기가 쉽지 않았다.(중략)

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Important Radionuclides and Their Sensitivity for Ground water Pathway of a Hypothetical Near-Surface Disposal Facility

  • Park, J. W.;K. Chang;Kim, C. L.
    • Nuclear Engineering and Technology
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    • v.33 no.2
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    • pp.156-165
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    • 2001
  • A radiological safety assessment was performed for a hypothetical near-surface radioactive waste repository as a simple screening calculation to identify important nuclides and to provide insights on the data needs for a successful demonstration of compliance. Individual effective doses were calculated for a conservative ground water pathway scenario considering well drilling near the site boundary. Sensitivity of resulting ingestion dose to input parameter values was also analyzed using Monte Carlo sampling. Considering peak dose rate and assessment time scale, C-14 and T-129 were identified as important nuclides and U-235 and U-238 as potentially important nuclides. For C-14, the dose was most sensitive to Darcy velocity in aquifer The distribution coefficient showed high degree of sensitivity for I-129 release.

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Nonparametric Bayesian Multiple Comparisons for Dependence Parameter in Bivariate Exponential Populations

  • Cho, Jang-Sik;Ali, M. Masoom;Begum, Munni
    • 한국데이터정보과학회:학술대회논문집
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    • 2006.11a
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    • pp.71-80
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    • 2006
  • A nonparametric Bayesian multiple comparisons problem (MCP) for dependence parameters in I bivariate exponential populations is studied here. A simple method for pairwise comparisons of these parameters is also suggested. Here we extend the methodology studied by Gopalan and Berry (1998) using Dirichlet process priors. The family of Dirichlet process priors is applied in the form of baseline prior and likelihood combination to provide the comparisons. Computation of the posterior probabilities of all possible hypotheses are carried out through Markov Chain Monte Carlo method, namely, Gibbs sampling, due to the intractability of analytic evaluation. The whole process of MCP for the dependent parameters of bivariate exponential populations is illustrated through a numerical example.

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Uncertainty and Sensitivity Analysis on A Biosphere Model

  • Park, Wan-Sou;Kim, Tae-Woon;Lee, Kun-Jai
    • Journal of Radiation Protection and Research
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    • v.15 no.2
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    • pp.101-112
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    • 1990
  • For the performance assessment of the radioactive waste disposal system (repository), a biosphere model is suggested. This biosphere model is intended to calculate the annual doses to man caused by the contaminated river water for eight pathways and four radionuclides. This model can also be applied to assess the radiological effects of contaminated well water. To account for the uncertainties on the model parameter values, parameter distributions are assigned to these model parameters. Then, Monte Carlo simulation method with Latin Hypercube sampling technique is used. Also, sensitivity analysis is performed by using the Spearman rank correlation coefficients. It is found that these methods are a very useful tool to treat uncertainties and sensitivities on the model parameter values and to analyze the biosphere model. A conversion factor is proposed to calculate the annual dose rate to humans arising from a unit radionuclide concentration in river water. This conversion factor allows for the substitution of the biosphere model in a probabilistic performance assessment computer code by one single variable.

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Stochastic Finite Element Analysis of Underground Structure Considering the Multi-Random Variables in the Physical Properties of Rock mass (다확률변수를 고려한 불확정 지하구조계의 확률론적 유한요소해석)

  • 최규섭;정영수;황신일
    • Proceedings of the Computational Structural Engineering Institute Conference
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    • 1996.04a
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    • pp.173-181
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    • 1996
  • In this study, a stochastic finite element model is proposed with a view to consider the uncertainty of physical properties of rock mass in the analysis of structural behavior on underground caverns. Here, the Latin Hypercube Sampling technique, in which can makeup weak points of the Monte Carlo Simulation, is applied for the analysis of underground cavern. The validity of the newly developed computer program has been confirmed in terms of verification examples. And, the applicability of the program to the field has been tested in terms of the analysis of the underground oil storage cavern in korea.

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Target Motion Analysis with the IMMPDAF for Sonar Resource Management (IMMPDAF를 Sonar Resource Management에 적용한 기동표적분석 연구)

  • 임영택;송택렬
    • The Transactions of the Korean Institute of Electrical Engineers D
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    • v.53 no.5
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    • pp.331-337
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    • 2004
  • Target motion analysis with a sonar system in general uses a regular sampling time and thus obtains regular target information regardless of the target maneuver status. This often results in overconsumption of the limited sonar resources. We propose two methods of the IMM(interacting Multiple Model) PDAF algorithm for sonar resource management to improve target motion analysis performance and to save sonar resources in this paper. In the first method, two different process noise covariance which are used as mode sets are combined based on probability. In the second method, resource time which are processed from two mode sets is calculated based on probability and then considered as update time at next step. Performance of the proposed algorithms are compared with the other algorithms by a series of Monte Carlo simulation.

Nonparametric Estimation of the Survival Function under Progressively Random Censorship (점진적(漸進的) 임의중단법(任意中斷法)에서 생존함수(生存函數)의 비모수적(非母數的) 추정(推定)에 관한 연구(硏究))

  • Park, Byung-Gu;Lee, Kwang-Ho
    • Journal of the Korean Data and Information Science Society
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    • v.2
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    • pp.45-62
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    • 1991
  • In this paper we propose new nonparametric estimators of the survival function using spline function under the progressively random censoring scheme. This sampling scheme is applied in many practical situations such as clinical trials or the life testing problems. We also investigate the behaviors for some estimators in the proposed class and the performance of progressively random censoring scheme through the numerical examples and Monte Carlo simulation.

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Dynamic state estimation for identifying earthquake support motions in instrumented structures

  • Radhika, B.;Manohar, C.S.
    • Earthquakes and Structures
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    • v.5 no.3
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    • pp.359-378
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    • 2013
  • The problem of identification of multi-component and (or) spatially varying earthquake support motions based on measured responses in instrumented structures is considered. The governing equations of motion are cast in the state space form and a time domain solution to the input identification problem is developed based on the Kalman and particle filtering methods. The method allows for noise in measured responses, imperfections in mathematical model for the structure, and possible nonlinear behavior of the structure. The unknown support motions are treated as hypothetical additional system states and a prior model for these motions are taken to be given in terms of white noise processes. For linear systems, the solution is developed within the Kalman filtering framework while, for nonlinear systems, the Monte Carlo simulation based particle filtering tools are employed. In the latter case, the question of controlling sampling variance based on the idea of Rao-Blackwellization is also explored. Illustrative examples include identification of multi-component and spatially varying support motions in linear/nonlinear structures.

The analysis on the electron swarm parameter in $SiH_4$+Ar mixtures ($SiH_4$+Ar혼합기체의 전자군 파라미터 해석)

  • Seong, Nak-Jin;Kim, Sang-Nam
    • Proceedings of the KIEE Conference
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    • 2002.06a
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    • pp.106-109
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    • 2002
  • 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${\sim}$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.

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Study on Safety and Reliability of ETOPS using Aircraft Operation Simulation

  • Nam, K.W.;Kim, C.Y.
    • Journal of the Korean Society for Aviation and Aeronautics
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    • v.4 no.1
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    • pp.7-24
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    • 1996
  • A methodology has been developed for predicting aircraft reliability incorporating both C.C.F.s(Common-Cause Failures), and phased missions. Failure behaviour of an aircraft, or it's systems are predicted. Both independent failures, and C.C.F.s, are modelled by the Markov process, and simulated using Monte Carlo sampling with the robust variance reduction method. Prediction of safety and reliability is made through discrete-event simulation of aircraft operations. A case study is described for investigating the safety and reliability of the propulsion system of two-, three- and four-engined aircraft. This is particularly important for the design of ETOPS(Extended Range of Two-Engined Aircraft Operations) and results are presented for the cases with, and without the effect of C.C.F.s.

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