• Title/Summary/Keyword: Monte Carlo sampling

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Probabilistic capacity spectrum method considering soil-structure interaction effects (지반-구조물 상호작용 효과를 고려한 확률론적 역량스펙트럼법)

  • Nocete, Chari Fe M.;Kim, Doo-Kie;Kim, Dong-Hyawn;Cho, Sung-Gook
    • Proceedings of the Computational Structural Engineering Institute Conference
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    • 2008.04a
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    • pp.65-70
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    • 2008
  • The capacity spectrum method (CSM) is a deterministic seismic analysis approach wherein the expected seismic response of a structure is established as the intersection of the demand and capacity curves. Recently, there are a few studies about a probabilistic CSM where uncertainties in design factors such as material properties, loads, and ground motion are being considered. However, researches show that soil-structure interaction also affects the seismic responses of structures. Thus, their uncertainties should also be taken into account. Therefore, this paper presents a probabilistic approach of using the CSM for seismic analysis considering uncertainties in soil properties. For application, a reinforced concrete bridge column structure is employed as a test model. Considering the randomness of the various design parameters, the structure's probability of failure is obtained. Monte Carlo importance sampling is used as the tool to assess the structure's reliability when subjected to earthquakes. In this study, probabilistic CSM with and without consideration of soil uncertainties are compared and analyzed. Results show that the analysis considering soil structure interaction yields to a greater probability of failure, and thus can lead to a more conservative structural design.

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Stochastic cost optimization of ground improvement with prefabricated vertical drains and surcharge preloading

  • Kim, Hyeong-Joo;Lee, Kwang-Hyung;Jamin, Jay C.;Mission, Jose Leo C.
    • Geomechanics and Engineering
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    • v.7 no.5
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    • pp.525-537
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    • 2014
  • The typical design of ground improvement with prefabricated vertical drains (PVD) and surcharge preloading involves a series of deterministic analyses using averaged or mean soil properties for the various combination of the PVD spacing and surcharge preloading height that would meet the criteria for minimum consolidation time and required degree of consolidation. The optimum design combination is then selected in which the total cost of ground improvement is a minimum. Considering the variability and uncertainties of the soil consolidation parameters, as well as considering the effects of soil disturbance (smear zone) and drain resistance in the analysis, this study presents a stochastic cost optimization of ground improvement with PVD and surcharge preloading. Direct Monte Carlo (MC) simulation and importance sampling (IS) technique is used in the stochastic analysis by limiting the sampled random soil parameters within the range from a minimum to maximum value while considering their statistical distribution. The method has been verified in a case study of PVD improved ground with preloading, in which average results of the stochastic analysis showed a good agreement with field monitoring data.

A Random Sampling Method in Estimating the Mean Areal Precipitation Using Kriging (임의 추출방식 크리깅을 이용한 평균면적우량의 추정)

  • 이상일
    • Water for future
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    • v.26 no.2
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    • pp.79-87
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    • 1993
  • A new method to estimate the mean areal precipitation using kriging is developed. Unlike the conventional approach, points for double and quadruple numerical integrations in the kriging equation are selected randomly, given the boundary of area of interest. This feature eliminates the conventional approach's necessity of dividing the area into subareas and calculating the center of each subarea, which in turn makes the developed method more powerful in the case of complex boundaries. The algorithm to select random points within an arbitrary boundary, based on the theory of complex variables, is described. The results of Monte Carlo simulation showed that the error associated with estimation using randomly selected points is inversely proportional to the square root of the number of sampling points.

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A Study on Generation Adequacy Assessment Considering Probabilistic Relation Between System Load and Wind-Power (계통 부하량과 풍력발전의 확률적 관계를 고려한 발전량 적정성 평가 연구)

  • Kim, Gwang-Won;Hyun, Seung-Ho
    • Journal of the Korean Institute of Illuminating and Electrical Installation Engineers
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    • v.21 no.10
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    • pp.52-58
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    • 2007
  • This paper presents the wind-power model for generation adequacy assessment. Both wind-power and system load depend on time of a year and show their periodic nature with similar periods. Therefore, the two quantities have some probabilistic relations, and if one of them is given, the other can be decided with some probability. In this paper, the two quantities are quantized by k-means clustering algorithm and related probabilities among the cluster centers are calculated using sequential wind-power and system load data. The proposed model is highly expected to be applied for generation adequacy assessment by Monte-Carlo simulation with state sampling method.

Reliability-Based Wind-Resistant Design Criteria of Transmission Towers (신뢰성에 기초한 송전철탑의 내풍설계기준)

  • Cho, Hyo Nam;Shin, Jae Chul;Lee, Seung Jae
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.14 no.5
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    • pp.1043-1053
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    • 1994
  • This study suggests a practical but rational approach for the development of reliability-based LRFD criteria for transmission towers under wind and ice loadings in Korea. Based on available statistical data on wind speed and icing on transmission lines in Korea, the design wind and ice loads are obtained by Monte Carlo Simulations. In the study, the AFOSM reliability method and an Importance Sampling Technique are used for the element and system reliability evaluation of actual transmission towers. Based on the selected target reliabilities, a set of load and resistance factors for the LRFD criteria are calibrated using the AFOSM and the code optimization technique.

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SHM-based probabilistic representation of wind properties: Bayesian inference and model optimization

  • Ye, X.W.;Yuan, L.;Xi, P.S.;Liu, H.
    • Smart Structures and Systems
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    • v.21 no.5
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    • pp.601-609
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    • 2018
  • The estimated probabilistic model of wind data based on the conventional approach may have high discrepancy compared with the true distribution because of the uncertainty caused by the instrument error and limited monitoring data. A sequential quadratic programming (SQP) algorithm-based finite mixture modeling method has been developed in the companion paper and is conducted to formulate the joint probability density function (PDF) of wind speed and direction using the wind monitoring data of the investigated bridge. The established bivariate model of wind speed and direction only represents the features of available wind monitoring data. To characterize the stochastic properties of the wind parameters with the subsequent wind monitoring data, in this study, Bayesian inference approach considering the uncertainty is proposed to update the wind parameters in the bivariate probabilistic model. The slice sampling algorithm of Markov chain Monte Carlo (MCMC) method is applied to establish the multi-dimensional and complex posterior distribution which is analytically intractable. The numerical simulation examples for univariate and bivariate models are carried out to verify the effectiveness of the proposed method. In addition, the proposed Bayesian inference approach is used to update and optimize the parameters in the bivariate model using the wind monitoring data from the investigated bridge. The results indicate that the proposed Bayesian inference approach is feasible and can be employed to predict the bivariate distribution of wind speed and direction with limited monitoring data.

Integrity Assessment of Sharp Flaw in CANDU Pressure Tube Using Probabilistic Fracture Mechanics (확률론적 파괴역학을 도입한 CANDU 압력관의 예리한 결함에 대한 건전성평가)

  • Lee, Jun-Seong;Gwak, Sang-Rok;Kim, Yeong-Jin;Park, Yun-Won
    • Transactions of the Korean Society of Mechanical Engineers A
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    • v.26 no.4
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    • pp.653-659
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    • 2002
  • This paper describes a probabilistic fracture mechanics(PFM) analysis based on Monte Carlo(MC) simulation. In the analysis of CANDU pressure tube, the depth and aspect ratio of an initial semi-elliptical surface crack, a fracture toughness value and delayed hydride cracking(DHC) velocity are assumed to be probabilistic variables. As an example, some failure probabilities of piping and CANDU pressure tube are calculated using MC method with the stratified sampling MC technique, taking analysis conditions of normal operations. In the stratified MC simulation, a sampling space of probabilistic variables is divided into a number of small cells. For the verification of analysis results, a comparison study of the PFM analysis using other commercial code is carried out and a good agreement was observed between those results.

Verification of Graphite Isotope Ratio Method Combined With Polynomial Regression for the Estimation of Cumulative Plutonium Production in a Graphite-Moderated Reactor

  • Kim, Kyeongwon;Han, Jinseok;Lee, Hyun Chul;Jang, Junkyung;Lee, Deokjung
    • Journal of Nuclear Fuel Cycle and Waste Technology(JNFCWT)
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    • v.19 no.4
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    • pp.447-457
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    • 2021
  • Graphite Isotope Ratio Method (GIRM) can be used to estimate plutonium production in a graphite-moderated reactor. This study presents verification results for the GIRM combined with a 3-D polynomial regression function to estimate cumulative plutonium production in a graphite-moderated reactor. Using the 3-D Monte-Carlo method, verification was done by comparing the cumulative plutonium production with the GIRM. The GIRM can estimate plutonium production for specific sampling points using a function that is based on an isotope ratio of impurity elements. In this study, the 10B/11B isotope ratio was chosen and calculated for sampling points. Then, 3-D polynomial regression was used to derive a function that represents a whole core cumulative plutonium production map. To verify the accuracy of the GIRM with polynomial regression, the reference value of plutonium production was calculated using a Monte-Carlo code, MCS, up to 4250 days of depletion. Moreover, the amount of plutonium produced in certain axial layers and fuel pins at 1250, 2250, and 3250 days of depletion was obtained and used for additional verification. As a result, the difference in the total cumulative plutonium production based on the MCS and GIRM results was found below 3.1% with regard to the root mean square (RMS) error.

Propagation of radiation source uncertainties in spent fuel cask shielding calculations

  • Ebiwonjumi, Bamidele;Mai, Nhan Nguyen Trong;Lee, Hyun Chul;Lee, Deokjung
    • Nuclear Engineering and Technology
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    • v.54 no.8
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    • pp.3073-3084
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    • 2022
  • The propagation of radiation source uncertainties in spent nuclear fuel (SNF) cask shielding calculations is presented in this paper. The uncertainty propagation employs the depletion and source term outputs of the deterministic code STREAM as input to the transport simulation of the Monte Carlo (MC) codes MCS and MCNP6. The uncertainties of dose rate coming from two sources: nuclear data and modeling parameters, are quantified. The nuclear data uncertainties are obtained from the stochastic sampling of the cross-section covariance and perturbed fission product yields. Uncertainties induced by perturbed modeling parameters consider the design parameters and operating conditions. Uncertainties coming from the two sources result in perturbed depleted nuclide inventories and radiation source terms which are then propagated to the dose rate on the cask surface. The uncertainty analysis results show that the neutron and secondary photon dose have uncertainties which are dominated by the cross section and modeling parameters, while the fission yields have relatively insignificant effect. Besides, the primary photon dose is mostly influenced by the fission yield and modeling parameters, while the cross-section data have a relatively negligible effect. Moreover, the neutron, secondary photon, and primary photon dose can have uncertainties up to about 13%, 14%, and 6%, respectively.

Design wind speed prediction suitable for different parent sample distributions

  • Zhao, Lin;Hu, Xiaonong;Ge, Yaojun
    • Wind and Structures
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    • v.33 no.6
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    • pp.423-435
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    • 2021
  • Although existing algorithms can predict wind speed using historical observation data, for engineering feasibility, most use moment methods and probability density functions to estimate fitted parameters. However, extreme wind speed prediction accuracy for long-term return periods is not always dependent on how the optimized frequency distribution curves are obtained; long-term return periods emphasize general distribution effects rather than marginal distributions, which are closely related to potential extreme values. Moreover, there are different wind speed parent sample types; how to theoretically select the proper extreme value distribution is uncertain. The influence of different sampling time intervals has not been evaluated in the fitting process. To overcome these shortcomings, updated steps are introduced, involving parameter sensitivity analysis for different sampling time intervals. The extreme value prediction accuracy of unknown parent samples is also discussed. Probability analysis of mean wind is combined with estimation of the probability plot correlation coefficient and the maximum likelihood method; an iterative estimation algorithm is proposed. With the updated steps and comparison using a Monte Carlo simulation, a fitting policy suitable for different parent distributions is proposed; its feasibility is demonstrated in extreme wind speed evaluations at Longhua and Chuansha meteorological stations in Shanghai, China.