• Title/Summary/Keyword: direct simulation Monte Carlo method

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A Second-Order Design Sensitivity-Assisted Monte Carlo Simulation Method for Reliability Evaluation of the Electromagnetic Devices

  • Ren, Ziyan;Koh, Chang-Seop
    • Journal of Electrical Engineering and Technology
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    • v.8 no.4
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    • pp.780-786
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    • 2013
  • In the reliability-based design optimization of electromagnetic devices, the accurate and efficient reliability assessment method is very essential. The first-order sensitivity-assisted Monte Carlo Simulation is proposed in the former research. In order to improve its accuracy for wide application, in this paper, the second-order sensitivity analysis is presented by using the hybrid direct differentiation-adjoint variable method incorporated with the finite element method. By combining the second-order sensitivity with the Monte Carlo Simulation method, the second-order sensitivity-assisted Monte Carlo Simulation algorithm is proposed to implement reliability calculation. Through application to one superconductor magnetic energy storage system, its accuracy is validated by comparing calculation results with other methods.

Inverse Heat Transfer Analysis Using Monte Carlo Method in Gas-Filled Micro-Domains Enclosed by Parallel Plates (몬테카를로 방법을 이용한 기체로 채워진 평판 사이의 마이크로 역열전달 해석)

  • Kim, Sun-Kyoung
    • Transactions of the Korean Society of Mechanical Engineers B
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    • v.35 no.7
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    • pp.657-664
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    • 2011
  • This study proposes an inverse method for estimating the boundary temperature in a gas-filled, onedimensional parallel domain enclosed by parallel plates. The distance between the plates is considered submicron to one mm. In the current method, it is assumed that the conditions of both heat flux and temperature are simultaneously applicable to one boundary, while no conditions are applicable to the other boundary The temperature on one of the boundaries should be inversely determined from the known temperature and heat flux on the other boundary. This study proposes a procedure for estimating the unknown boundary temperature through Monte Carlo simulation. Both the forward and inverse problems employ the Monte Carlo approach. The forward (direct) problem is solved by using the direct simulation Monte Carlo while the inverse solution is obtained by the simulated annealing.

Development of an Evaluation Technique for Incentive Level of Direct Load Control using Sequential Monte Carlo Simulation (몬테카를로 시뮬레이션을 이용한 직접부하제어의 적정 제어지원금 산정기법 개발)

  • Jeong, Yun-Won;Kim, Min-Soo;Park, Jong-Bae;Shin, Joong-Rin;Kim, Byung-Seop
    • Proceedings of the KIEE Conference
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    • 2003.07a
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    • pp.636-638
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    • 2003
  • This paper presents a new approach which is able to determine the reasonable incentive levels of direct load control using sequential Monte Carlo simulation techniques. The economic analysis needs to determine the reasonable incentive level. However, the conventional methods have been based on the scenario methods because they had not considered all cases of the direct load control situations. To overcome there problems, this paper proposes a new technique using sequential Monte Carlo simulation. The Monte Carlo method is a simple and flexible tool to consider large scale systems and complex models for the components of the system. To show its effectiveness, numerical studies were performed to indicate the possible applications of the proposed technique.

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Direct tracking of noncircular sources for multiple arrays via improved unscented particle filter method

  • Yang Qian;Xinlei Shi;Haowei Zeng;Mushtaq Ahmad
    • ETRI Journal
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    • v.45 no.3
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    • pp.394-403
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    • 2023
  • Direct tracking problem of moving noncircular sources for multiple arrays is investigated in this study. Here, we propose an improved unscented particle filter (I-UPF) direct tracking method, which combines system proportional symmetry unscented particle filter and Markov Chain Monte Carlo (MCMC) algorithm. Noncircular sources can extend the dimension of sources matrix, and the direct tracking accuracy is improved. This method uses multiple arrays to receive sources. Firstly, set up a direct tracking model through consecutive time and Doppler information. Subsequently, based on the improved unscented particle filter algorithm, the proposed tracking model is to improve the direct tracking accuracy and reduce computational complexity. Simulation results show that the proposed improved unscented particle filter algorithm for noncircular sources has enhanced tracking accuracy than Markov Chain Monte Carlo unscented particle filter algorithm, Markov Chain Monte Carlo extended Kalman particle filter, and two-step tracking method.

A DSMC Technique for the Analysis of Chemical Reactions in Hypersonic Rarefied Flows (화학반응을 수반하는 극초음속 희박류 유동의 직접모사법 개발)

  • Chung C. H.;Yoon S. J.
    • Journal of computational fluids engineering
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    • v.4 no.3
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    • pp.63-70
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    • 1999
  • A Direct simulation Monte-Carlo (DSMC) code is developed, which employs the Monte-Carlo statistical sampling technique to investigate hypersonic rarefied gas flows accompanying chemical reactions. The DSMC method is a numerical simulation technique for analyzing the Boltzmann equation by modeling a real gas flow using a representative set of molecules. Due to the limitations in computational requirements. the present method is applied to a flow around a simple two-dimensional object in exit velocity of 7.6 km/sec at an altitude of 90 km. For the calculation of chemical reactions an air model with five species (O₂, N₂, O, N, NO) and 19 chemical reactions is employed. The simulated result showed various rarefaction effects in the hypersonic flow with chemical reactions.

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Dynamic Analysis of Multi-body Systems Considering Probabilistic Properties

  • Choi, Dong-Hwan;Lee, Se-Jeong;Yoo, Hong-Hee
    • Journal of Mechanical Science and Technology
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    • v.19 no.spc1
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    • pp.350-356
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    • 2005
  • A method of dynamic analysis of mechanical systems considering probabilistic properties is proposed in this paper. Probabilistic properties that result from manufacturing tolerances can be represented by means and standard deviations (or variances). The probabilistic characteristics of dynamic responses of constrained multi-body systems are obtained by two ways : the proposed analytical approach and the Monte Carlo simulation. The formerpaper, necessitates sensitivity information to calculate the standard deviations. In this a direct differentiation method is employed to find the sensitivities of constrained multi-body systems. To verify the accuracy of the proposed method, numerical examples are solved and the results obtained by using the proposed method are compared to those obtained by Monte Carlo simulation.

Development of an Incentive Level Evaluation Technique of Direct Load Control using Sequential Monte Carlo Simulation (몬테카를로 시뮬레이션을 이용한 직접부하제어의 적정 제어지원금 산정기법 재발)

  • 정윤원;박종배;신중린
    • The Transactions of the Korean Institute of Electrical Engineers A
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    • v.53 no.2
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    • pp.121-128
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    • 2004
  • This paper presents a new approach for determining an accurate incentive levels of Direct Load Control (DLC) program using sequential Monte Carlo Simulation (MCS) techniques. The economic analysis of DLC resources needs to identify the hourly-by-hourly expected energy-not-served resulting from the random outage characteristics of generators as well as to reflect the availability and duration of DLC resources, which results the computational explosion. Therefore, the conventional methods are based on the scenario approaches to reduce the computation time as well as to avoid the complexity of economic studies. In this paper, we have developed a new technique based on the sequential MCS to evaluate the required expected load control amount in each hour and to decide the incentive level satisfying the economic constraints. In addition, the mathematical formulation for DLC programs' economic evaluations are developed. To show the efficiency and effectiveness of the suggested method, the numerical studies have been performed for the modified IEEE reliability test system.

Time-dependent analysis of cable trusses -Part II. Simulation-based reliability assessment

  • Kmet, S.;Tomko, M.;J., Brda
    • Structural Engineering and Mechanics
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    • v.38 no.2
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    • pp.171-193
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    • 2011
  • One of the possible alternatives of simulation-based time-dependent reliability assessment of pre-stressed biconcave and biconvex cable trusses, the Monte Carlo method, is applied in this paper. The influence of an excessive deflection of cable truss (caused by creep of cables and rheologic changes) on its time-dependent serviceability is investigated. Attention is given to the definition of the basic random variables and their statistical functions (basic, mutually dependent random variables such as the pre-stressing forces of the bottom and top cable, structural geometry, the Young's modulus of elasticity of the cables, and the independent variables, such as permanent load, wind, snow and thermal actions). Then, the determination of the response of the cable truss to the loading effects, and the definition of the limiting values considering serviceability of the structure are performed. The potential of the method, using direct Monte Carlo technique for simulation-based time-dependent reliability assessment as a powerful tool, is emphasized. Results obtained by the First order reliability method (FORM) are compared with those obtained by the Monte Carlo simulation technique.