• Title/Summary/Keyword: Monte Carlo simulation(MCS)

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Estimating the compound risk integrated hydrological / hydraulic / geotechnical uncertainty of levee systems (수문·수리학적 / 지반공학적 불확실성을 고려한 제방의 복합위험도 산정)

  • Nam, Myeong Jun;Lee, Jae Young;Lee, Cheol Woo;Kim, Ki Young
    • Journal of Korea Water Resources Association
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    • v.50 no.4
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    • pp.277-288
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    • 2017
  • A probabilistic risk analysis of levee system estimates the overall level of flood risk associated with the levee system, according to a series of possible flood scenarios. It requires the uncertainty analysis of all the risk components, including hydrological, hydraulic and geotechnical parts computed by employing MCMC (Markov Chain Monte Carlo), MCS (Monte Carlo Simulation) and FOSM (First-Order Second Moment), presents a joint probability combined each probability. The methodology was applied to a 12.5 km reach from upstream to downstream of the Gangjeong-Goryeong weir, including 6 levee reaches, in Nakdong river. Overtopping risks were estimated by computing flood stage corresponding to 100/200 year high quantile (97.5%) design flood causing levee overflow. Geotechnical risks were evaluated by considering seepage, slope stability, and rapid drawdown along the levee reach without overflow. A probability-based compound risk will contribute to rising effect of safety and economic aspects for levee design, then expect to use the index for riverside structure design in the future.

Development of Statistical Models for Resistance of Reinforced Concrete Members (철근콘크리트 부재 저항능력의 통계적 모델 개발)

  • Kim, Jee Sang;Kim, Jong Ho
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.31 no.4A
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    • pp.323-329
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    • 2011
  • Most current design codes of concrete structures adopt the partial safety factor format to assure the proper safety margin or reliability against various limit states as a practical design tool. The safety factors, load and resistance factors and so on, are determined based on the theory of structural reliability, which takes into account the statistical uncertainties of both loads and resistances. The establishment of statistical models for load and resistance should be preceded the application of reliability theory. In this paper, especially the influence of the statistical variations of resistance models, which are described in terms of strength of concrete, strength of reinforcements and sectional dimensions and so on, are examined and the probabilistic models for resistance of reinforced concrete members were developed. The statistical data were collected on local tests and experiments in Korea and the Monte Carlo simulation (MCS) technique was used. The results of this paper may be useful and valuable in calibration of design code in this country.

Efficient MCS for random vibration of hysteretic systems by an explicit iteration approach

  • Su, Cheng;Huang, Huan;Ma, Haitao;Xu, Rui
    • Earthquakes and Structures
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    • v.7 no.2
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    • pp.119-139
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    • 2014
  • A new method is proposed for random vibration anaylsis of hysteretic systems subjected to non-stationary random excitations. With the Bouc-Wen model, motion equations of hysteretic systems are first transformed into quasi-linear equations by applying the concept of equivalent excitations and decoupling of the real and hysteretic displacements, and the derived equation system can be solved by either the precise time integration or the Newmark-${\beta}$ integration method. Combining the numerical solution of the auxiliary differential equation for hysteretic displacements, an explicit iteration algorithm is then developed for the dynamic response analysis of hysteretic systems. Because the computational cost for a large number of deterministic analyses of hysteretic systems can be significantly reduced, Monte-Carlo simulation using the explicit iteration algorithm is now viable, and statistical characteristics of the non-stationary random responses of a hysteretic system can be obtained. Numerical examples are presented to show the accuracy and efficiency of the present approach.

Drift Velocities for Electrons in $SF_6$-Ar Mixtures Gas ($SF_6-Ar$-혼합기체(混合氣體)의 전자(電子) 이동속도(移動速度))

  • Kim, Sang-Nam;Ha, Sung-Chul
    • Proceedings of the Korean Institute of Electrical and Electronic Material Engineers Conference
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    • 2003.07b
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    • pp.1102-1105
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    • 2003
  • Energy distribution function for electrons in $SF_6$-Ar mixtures gas used by MCS-BEq algorithm has been analysed over the E/N range $30{\sim}300[Td]$ by a two term Boltzmann equation and by a Monte Carlo Simulation using a set of electron cross sections determined by other authors, experimentally the electron swarm parameters for 0.2(%) and 0.5(%) $SF_6$-Ar mixtures were measured by time-of-flight(TOF) method, The results show that the deduced electron drift velocities, Electrons Drift Velocities for a rang of E/N values. As a consequence, it was known that the spatial growth rates and the dielectric behaviors in $SF_6$-Ar mixtures are strongly dependent on the addition rate of $SF_6$ gas but the transport coefficients of electrons are insensitive to the addition rate of $SF_6$ gas. The results obtained from Boltzmann equation method and Monte Carlo simulation have been compared with present and previously obtained data and respective set of electron collision cross sections of the molecules.

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Mean energy of electrons in $SF_6$-Ar Mixtures Gas ($SF_6$-Ar 혼합기체(混合氣體)의 전자(電子) 평균(平均)에너지)

  • Kim, Sang-Nam;Seong, Nak-Jin
    • Proceedings of the KIEE Conference
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    • 2003.07e
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    • pp.75-78
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    • 2003
  • Energy distribution function for electrons in $SF_6$-Ar mixtures gas used by MCS-BEq algorithm has been analysed over the E/N range $30\sim300$[Td] by a two term Boltzmann equation and by a Monte Carlo Simulation using a set of electron cross sections determined by other authors, experimentally the electron swarm parameters for 0.2[%] and 0.5[%] $SF_6$-Ar mixtures were measured by time-of-flight(TOF) method. The results show that the deduced electron drift velocities, the electron ionization or attachment coefficients, longitudinal and transverse diffusion coefficients and mean energy agree reasonably well with theoretical for a rang of E/N values. The transport coefficients for electrons in (0.2[%])$SF_6$-Ar and (0.5[%]$SF_6$ - Ar mixtures were measured by time-of-flight method, and the electron energy distribution function and the parameters of the velocity and the diffusion were determined by the variation of the collision cross-sections with energy. The results obtained from Boltzmann equation method and Monte Carlo simulation have been compared with present and previously obtained data and respective set of electron collision cross sections of the molecules.

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Impacts of Wind Power Integration on Generation Dispatch in Power Systems

  • Lyu, Jae-Kun;Heo, Jae-Haeng;Kim, Mun-Kyeom;Park, Jong-Keun
    • Journal of Electrical Engineering and Technology
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    • v.8 no.3
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    • pp.453-463
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    • 2013
  • The probabilistic nature of renewable energy, especially wind energy, increases the needs for new forms of planning and operating with electrical power. This paper presents a novel approach for determining the short-term generation schedule for optimal operations of wind energy-integrated power systems. The proposed probabilistic security-constrained optimal power flow (P-SCOPF) considers dispatch, network, and security constraints in pre- and post-contingency states. The method considers two sources of uncertainty: power demand and wind speed. The power demand is assumed to follow a normal distribution, while the correlated wind speed is modeled by the Weibull distribution. A Monte Carlo simulation is used to choose input variables of power demand and wind speed from their probability distribution functions. Then, P-SCOPF can be applied to the input variables. This approach was tested on a modified IEEE 30-bus system with two wind farms. The results show that the proposed approach provides information on power system economics, security, and environmental parameters to enable better decision-making by system operators.

Optimal design of stone columns reinforced soft clay foundation considering design robustness

  • Yu, Yang;Wang, Zhu;Sun, HongYue
    • Geomechanics and Engineering
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    • v.22 no.4
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    • pp.305-318
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    • 2020
  • Stone columns are widely used to treat soft clay ground. Optimizing the design of stone columns based on cost-effectiveness is always an attractive subject in the practice of ground treatment. In this paper, the design of stone columns is optimized using the concept of robust geotechnical design. Standard deviation of failure probability, which is a system response of concern of the stone column-reinforced foundation, is used as a measure of the design robustness due to the uncertainty in the coefficient of variation (COV) of the noise factors in practice. The failure probability of a stone column-reinforced foundation can be readily determined using Monte Carlo simulation (MCS) based on the settlements of the stone column-reinforced foundation, which are evaluated by a deterministic method. A framework based on the concept of robust geotechnical design is proposed for determining the most preferred design of stone columns considering multiple objectives including safety, cost and design robustness. This framework is illustrated with an example, a stone column-reinforced foundation under embankment loading. Based on the outcome of this study, the most preferred design of stone columns is obtained.

Probabilistic Method for The Harmonic Analysis of Railroad Feeding System (철도급전시스템의 고조파 평가를 위한 확률론적 방법)

  • Lee, Seung-Hyuk;Song, Hak-Seon;Lee, Jun-Kyong;Kim, Jin-O
    • The Transactions of the Korean Institute of Electrical Engineers A
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    • v.55 no.9
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    • pp.384-391
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    • 2006
  • The harmonic currents generated along with the operating speed of electrical railroad traction are very difficult to analyze because of its nonlinear characteristics. This paper therefore presents probabilistic approach for the evaluation of harmonic currents about the operating speed of the arbitrary single traction. To use probabilistic method for railroad system, PDF(Probability Density Function) using measuring data based on the realistic h 따 monic currents per operating speed is calculated. Measuring data of harmonic current per operating speed is obtained using the result data of PSCAD/EMTDC dynamic simulation based on an IAT(Intra Airport Transit) in Incheon International Airport. The means(expected values) and variances of harmonic currents of single traction also are obtained by the PDF of the operating traction speed and harmonic currents. The uncertainty of harmonic currents can be calculated through the mean and variance of PDF. The probability of harmonic currents generated with the operating of arbitrary many tractions is calculated by the convolution of functions. The harmonics of different number of tractions are systematically investigated to assess the TDD(Total Demand Distortion) for the railroad system. The calculation of TDD was carried out using Monte-Carlo Simulations(MSCs) and the results of TDD evaluation of the power quality in the IAT power feeding system.

Solvent Effect on $Rb^+$ to $K^+$ Iron Mutation: Monte Carlo Simulation Study

  • Kim, Hak Seong
    • Bulletin of the Korean Chemical Society
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    • v.21 no.5
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    • pp.503-509
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    • 2000
  • The solvent effects on the relative free energies of solvation and the difference in partition coefficients (log P) for $Rb^+$ to $K^+$ mutation in several solvents have been investigated using Monte Carlo simulation (MCS) of statistical perturbation theory(SPT). In comparing the relative free energies for interconversion of one ion pair, $Rb^+$ to $K^+$, in $H_2O$(TIP4P) in this study with the relative free energies of the computer simulations and the experimental, we found that the figure in this study with the relative free energies of the computert simulations and the experimental, we found that the figure in this study is $-5.00\pm0.11$ kcal/mol and those of the computer simulations are $-5.40\pm1.9$, -5.5, and -5.4 kcal/mol. The experimental is -5.1 kcal/mol. There is good agreement among various studies, taking into account both methods used to obtain the hydration free energies and standard deviations. There is also good agreement between the calculated structural properties of this study and the simulations, ab initio and the experimental results. We have explained the deviation of the relationship between the free energy difference and the Onsager dielectric function of solvents by the electron pair donor properties of the solvents. For the $Rb^+$ and $K^+$ ion pair, the Onsager dielectric function of solvents (or solvent permittivity), donor number of solvent and the differences in solvation dominate the differences in the relative free energies of solvation and partition coefficients.

Comparison of nano/micro lead, bismuth and tungsten on the gamma shielding properties of the flexible composites against photon in wide energy range (40 keV-662 keV)

  • Asgari, Mansour;Afarideh, Hossein;Ghafoorifard, Hassan;Amirabadi, Eskandar Asadi
    • Nuclear Engineering and Technology
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    • v.53 no.12
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    • pp.4142-4149
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    • 2021
  • In the radiation protection application, the metal-polymer composites have been developed for their radiation shielding properties. In this research, the elastomer composites doped by 10 ㎛ and 100nm size of lead, bismuth and tungsten particles as filler with 30 and 60 wt percentages were prepared. To survey the shielding properties of the polymer composites using gamma-ray emitted from 152Eu and 137Cs sources, the gamma flux was measured by using NaI(Tl) detector, then the linear attenuation coefficient was calculated. Also, the Monte Carlo simulation (MCs) method was used. The results showed a direct relationship between the linear attenuation coefficients of the absorbent and filler ratio. Also, the decrease in the particle size of the shielding material in each weight percentage improved the radiation shielding features. When the dimension of the particles was in the order of nano-size, more attenuation was achieved. At low energies used for medical diagnostic X-ray applications due to the predominance of the photoelectric effect, bismuth and lead were suitable selection as filler.