• Title/Summary/Keyword: probability distributions

Search Result 744, Processing Time 0.027 seconds

A PROPOSAL ON ALTERNATIVE SAMPLING-BASED MODELING METHOD OF SPHERICAL PARTICLES IN STOCHASTIC MEDIA FOR MONTE CARLO SIMULATION

  • KIM, SONG HYUN;LEE, JAE YONG;KIM, DO HYUN;KIM, JONG KYUNG;NOH, JAE MAN
    • Nuclear Engineering and Technology
    • /
    • v.47 no.5
    • /
    • pp.546-558
    • /
    • 2015
  • Chord length sampling method in Monte Carlo simulations is a method used to model spherical particles with random sampling technique in a stochastic media. It has received attention due to the high calculation efficiency as well as user convenience; however, a technical issue regarding boundary effect has been noted. In this study, after analyzing the distribution characteristics of spherical particles using an explicit method, an alternative chord length sampling method is proposed. In addition, for modeling in finite media, a correction method of the boundary effect is proposed. Using the proposed method, sample probability distributions and relative errors were estimated and compared with those calculated by the explicit method. The results show that the reconstruction ability and modeling accuracy of the particle probability distribution with the proposed method were considerably high. Also, from the local packing fraction results, the proposed method can successfully solve the boundary effect problem. It is expected that the proposed method can contribute to the increasing of the modeling accuracy in stochastic media.

HBr Formation from the Reaction between Gas-phase Bromine Atom and Vibrationally Excited Chemisorbed Hydrogen Atoms on a Si(001)-(2 X1) Surface

  • Ree, J.;Yoon, S.H.;Park, K.G.;Kim, Y.H.
    • Bulletin of the Korean Chemical Society
    • /
    • v.25 no.8
    • /
    • pp.1217-1224
    • /
    • 2004
  • We have calculated the probability of HBr formation and energy disposal of the reaction exothermicity in HBr produced from the reaction of gas-phase bromine with highly covered chemisorbed hydrogen atoms on a Si (001)-(2 ${\times}$1) surface. The reaction probability is about 0.20 at gas temperature 1500 K and surface temperature 300 K. Raising the initial vibrational state of the adsorbate(H)-surface(Si) bond from the ground to v = 1, 2 and 3 states causes the vibrational, translational and rotational energies of the product HBr to increase equally. However, the vibrational and translational motions of product HBr share most of the reaction energy. Vibrational population of the HBr molecules produced from the ground state adsorbate-surface bond ($v_{HSi}$ =0) follows the Boltzmann distribution, but it deviates seriously from the Boltzmann distribution when the initial vibrational energy of the adsorbate-surface bond increases. When the vibration of the adsorbate-surface bond is in the ground state, the amount of energy dissipated into the surface is negative, while it becomes positive as vHSi increases. The energy distributions among the various modes weakly depends on surface temperature in the range of 0-600 K, regardless of the initial vibrational state of H(ad)-Si(s) bond.

Prediction of extreme rainfall with a generalized extreme value distribution (일반화 극단 분포를 이용한 강우량 예측)

  • Sung, Yong Kyu;Sohn, Joong K.
    • Journal of the Korean Data and Information Science Society
    • /
    • v.24 no.4
    • /
    • pp.857-865
    • /
    • 2013
  • Extreme rainfall causes heavy losses in human life and properties. Hence many works have been done to predict extreme rainfall by using extreme value distributions. In this study, we use a generalized extreme value distribution to derive the posterior predictive density with hierarchical Bayesian approach based on the data of Seoul area from 1973 to 2010. It becomes clear that the probability of the extreme rainfall is increasing for last 20 years in Seoul area and the model proposed works relatively well for both point prediction and predictive interval approach.

Probability-Based Estimates of Basic Design wind Speeds in Korea (확률에 기초한 한국의 기본 설계풍속 추정)

  • 조효남;차철준;백현식
    • Computational Structural Engineering
    • /
    • v.2 no.2
    • /
    • pp.62-72
    • /
    • 1989
  • This study presents rational methods for probability-based estimates of basic design wind speeds in Korea and proposes a risk-based nation-wide map of design wind speeds. The paper examines the fittings of the extreme Type I mode to largest yearly non-typhoon wind data from long-term records, and to largest monthly non-typhoon wind data from short-term records. For the estimation of the extreme typhoon wins speed distribution, an indirect analytical method based on a Monte-Carlo simulation is applied to typhoon-prone regions. The basic desig wind speeds for typhoon and non-typhoon winds at the sites of concern are made to be obtained from the mixed model given as a product of the two distributions. The results of this study show that the proposed models and methods provide a practicable tool for the development of the risk-based basic design wind speed and the design wind map from short-term station records currently available in Korea.

  • PDF

MCMC Approach for Parameter Estimation in the Structural Analysis and Prognosis

  • An, Da-Wn;Gang, Jin-Hyuk;Choi, Joo-Ho
    • Journal of the Computational Structural Engineering Institute of Korea
    • /
    • v.23 no.6
    • /
    • pp.641-649
    • /
    • 2010
  • Estimation of uncertain parameters is required in many engineering problems which involve probabilistic structural analysis as well as prognosis of existing structures. In this case, Bayesian framework is often employed, which is to represent the uncertainty of parameters in terms of probability distributions conditional on the provided data. The resulting form of distribution, however, is not amenable to the practical application due to its complex nature making the standard probability functions useless. In this study, Markov chain Monte Carlo (MCMC) method is proposed to overcome this difficulty, which is a modern computational technique for the efficient and straightforward estimation of parameters. Three case studies that implement the estimation are presented to illustrate the concept. The first one is an inverse estimation, in which the unknown input parameters are inversely estimated based on a finite number of measured response data. The next one is a metamodel uncertainty problem that arises when the original response function is approximated by a metamodel using a finite set of response values. The last one is a prognostics problem, in which the unknown parameters of the degradation model are estimated based on the monitored data.

Economic Analysis of Insulation Wall Panel System using LCC Method (LCC기법을 활용한 단열외벽패널시스템의 경제성분석)

  • Kim, Min-Woo;Jeon, Kyu-Nam;Lee, Gun-Cheol;Cho, Byoung-Young;Han, Min-Cheol;Han, Cheon-Goo
    • Proceedings of the Korean Institute of Building Construction Conference
    • /
    • 2011.05a
    • /
    • pp.153-155
    • /
    • 2011
  • In this study, an insulation panel system that has the most excellent economic feasibility in a long term LCC viewpoint in some analysis, which determine a proper insulation panel construction method for the out wall of structures, is analyzed. As a result, in the case of a deterministic LCC analysis, the initial investment cost represents about 80,000Won/㎡ for extrusion ceramic panels. Also, although the costs of maintenance, disassembling, and disposal show no large differences compared with other panel systems, metal panels indicate a bit higher than other panel systems about 1.5 times. In the probability density function that analyzes the variation of the probabilistic cost between panel systems and its economic feasibility, metal panels show the highest cost distribution and extrusion and stone panels represent low cost distributions. In the cumulative function distribution that composites probability density functions, the extrusion ceramic panel represents the most excellent economic feasibility and reliability and that is also the most superior subject among the subjects used in this study.

  • PDF

Estimation for the Distribution of Creep Crack Growth Coefficients by Probabilistic Assessment (확률적 방법에 의한 크리프 균열성장 계수의 분포 추정)

  • Lee, Sang-Ho;Yoon, Kee-Bong;Choe, Byung-Hak;Min, Doo-Sik;Ahn, Jong Seok;Lee, Gil Jae;Kim, Sun-Hwa
    • Korean Journal of Metals and Materials
    • /
    • v.48 no.9
    • /
    • pp.791-797
    • /
    • 2010
  • The creep crack growth rate (da/dt) of the Cr-Mo steels tested by pre-crack and the voltage (or resistance) variables were related into fracture parameter (Ct), crack growth coefficient (H), and an exponent (q) in the parts of Base, weld and HAZ. The fracture parameter (Ct) has various variables relating to the specimen and crack shape, applied stress, and creep strain curve. The H and q was inferred by OLS regression (ordinary least square method), and the H values were solved in statistics and probability assessment, which were attained fromPDF's distributions (probability density function). The HAZ part has the highest value of q by OLS regression and the widest distribution of H by PDF of WEIBULL, which means that the crack sensitivity of HAZ should be cautioned against the creep crack growth and failure.

Prediction of Extreme Sloshing Pressure Using Different Statistical Models

  • Cetin, Ekin Ceyda;Lee, Jeoungkyu;Kim, Sangyeob;Kim, Yonghwan
    • Journal of Advanced Research in Ocean Engineering
    • /
    • v.4 no.4
    • /
    • pp.185-194
    • /
    • 2018
  • In this study, the extreme sloshing pressure was predicted using various statistical models: three-parameter Weibull distribution, generalized Pareto distribution, generalized extreme value distribution, and three-parameter log-logistic distribution. The estimation of sloshing impact pressure is important in design of liquid cargo tank in severe sea state. In order to get the extreme values of local impact pressures, a lot of model tests have been carried out and statistical analysis has been performed. Three-parameter Weibull distribution and generalized Pareto distribution are widely used as the statistical analysis method in sloshing phenomenon, but generalized extreme value distribution and three-parameter log-logistic distribution are added in this study. Additionally, statistical distributions are fitted to peak pressure data using three different parameter estimation methods. The data were obtained from a three-dimensional sloshing model text conducted at Seoul National University. The loading conditions were 20%, 50%, and 95% of tank height, and the analysis was performed based on the measured impact pressure on four significant panels with large sloshing impacts. These fittings were compared by observing probability of exceedance diagrams and probability plot correlation coefficient test for goodness-of-fit.

Iterative-R: A reliability-based calibration framework of response modification factor for steel frames

  • Soleimani-Babakamali, Mohammad Hesam;Nasrollahzadeh, Kourosh;Moghadam, Amin
    • Steel and Composite Structures
    • /
    • v.42 no.1
    • /
    • pp.59-74
    • /
    • 2022
  • This study introduces a general reliability-based, performance-based design framework to design frames regarding their uncertainties and user-defined design goals. The Iterative-R method extracted from the main framework can designate a proper R (i.e., response modification factor) satisfying the design goal regarding target reliability index and pre-defined probability of collapse. The proposed methodology is based on FEMA P-695 and can be used for all systems that FEMA P-695 applies. To exemplify the method, multiple three-dimensional, four-story steel special moment-resisting frames are considered. Closed-form relationships are fitted between frames' responses and the modeling parameters. Those fits are used to construct limit state functions to apply reliability analysis methods for design safety assessment and the selection of proper R. The frameworks' unique feature is to consider arbitrarily defined probability density functions of frames' modeling parameters with an insignificant analysis burden. This characteristic enables the alteration in those parameters' distributions to meet the design goal. Furthermore, with sensitivity analysis, the most impactful parameters are identifiable for possible improvements to meet the design goal. In the studied examples, it is revealed that a proper R for frames with different levels of uncertainties could be significantly different from suggested values in design codes, alarming the importance of considering the stochastic behavior of elements' nonlinear behavior.

Stochastic buckling quantification of porous functionally graded cylindrical shells

  • Trinh, Minh-Chien;Kim, Seung-Eock
    • Steel and Composite Structures
    • /
    • v.44 no.5
    • /
    • pp.651-676
    • /
    • 2022
  • Most of the experimental, theoretical, and numerical studies on the stability of functionally graded composites are deterministic, while there are full of complex interactions of variables with an inherently probabilistic nature, this paper presents a non-intrusive framework to investigate the stochastic nonlinear buckling behaviors of porous functionally graded cylindrical shells exposed to inevitable source-uncertainties. Euler-Lagrange equations are theoretically derived based on the three variable refined shear deformation theory. Closed-form solutions for the shell buckling loads are achieved by solving the deterministic eigenvalue problems. The analytical results are verified with numerical results obtained from finite element analyses that are conducted in the commercial software ABAQUS. The non-intrusive framework is completed by integrating the Monte Carlo simulation with the verified closed-form solutions. The convergence studies are performed to determine the effective pseudorandom draws of the simulation. The accuracy and efficiency of the framework are verified with statistical results that are obtained from the first and second-order perturbation techniques. Eleven cases of individual and compound uncertainties are investigated. Sensitivity analyses are conducted to figure out the five cases that have profound perturbative effects on the shell buckling loads. Complete probability distributions of the first three critical buckling loads are completely presented for each profound uncertainty case. The effects of the shell thickness, volume fraction index, and stochasticity degree on the shell buckling load under compound uncertainties are studied. There is a high probability that the shell has non-unique buckling modes in stochastic environments, which should be known for reliable analysis and design of engineering structures.