• Title/Summary/Keyword: Constrained Monte-Carlo Simulation

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Commuting Efficiency Comparison of Metropolitan Areas in South Korea: Application of Constrained Monte-Carlo Simulation to Avoid the MAUP (우리나라 대도시권 통근 효율성 비교: MAUP 회피를 위한 Constrained Monte-Carlo Simulation의 활용)

  • Hyunseong Yun;Seung-Nam Kim
    • Land and Housing Review
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    • v.15 no.2
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    • pp.73-87
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    • 2024
  • To evaluate the efficiency of commuting patterns, various commuting indicators such as excess commute and commuting potential utilized have been developed and used. It is crucial to calculate these indicators reasonably to reveal the differences in commuting patterns among metropolitan areas and to consider these in the process of formulating commuting policies. However, commuting indicators are generally calculated at the administrative district level, and thus, they are not free from the problem of the modifiable areal unit problem (MAUP). This issue can undermine the rationality of comparing commuting efficiency between metropolitan areas, making it necessary to handle the calculation of commuting indicators carefully. Therefore, this study utilises Monte Carlo Simulation to calculate optimal, actual, and maximum commuting distances, and thereby presents the excess commute and the commuting potential utilized. To apply Monte Carlo Simulation to the context of South Korea, a constrained Monte Carlo Simulation is conducted, where residential and workplace locations used in the simulation are selected based on the actual locations of buildings. The analysis is conducted on 13 metropolitan areas with established metropolitan plans using the 2016 Household Travel Survey data. The commuting indicators calculated through the simulation showed minimal differences compared to the results obtained through conventional methods. The comparison of commuting efficiency among metropolitan areas revealed that even if the degree of spafial balance between residential and workplace locations is similar, the actual commuting patterns can differ significantly. It is suggested that further research considering characteristics such as the area of each metropolitan region will be necessary in the future.

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.

An Multiple Access Interference Mitigation Technique Using Linearly Constrained Constant Modulus Algorithm in MC-CDMA Systems (Linearly Constrained Constant Modulus Algorithm을 이용한 MC-CDMA 시스템에서의 MAI 완화 기법)

  • Kim, Dong-Joo;Kim Joo-Eung;Jung Sung-Soon;Hong Dae-Sik;Kang Chang-Eon
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.27 no.1A
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    • pp.73-79
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    • 2002
  • In this paper, two interference suppression schemes (LCCMA, HIC) applied to the MC-CDMA system were proposed. The proposed schemes have advantages that it don't requires the other's spreading code and can be used even in mobile. The proposed HIC combines the proposed interference suppressor with PIC. Simulation is performed in various environments using the Monte Carlo method. Simulation results show that there is 1.4~3 times capacity increase in corresponding simulation environments. Also this scheme can take advantage of path diversity whereas the system using EGC, MRC, and PIC cannot. Therefore, as the number of path increase, a considerable performance improvement can be attained.

A Study on Generation of Stochastic Rainfall Variation using Multivariate Monte Carlo method (다변량 Monte Carlo 기법을 이용한 추계학적 강우 변동 생성기법에 관한 연구)

  • Ahn, Ki-Hong;Han, Kun-Yeun
    • Journal of the Korean Society of Hazard Mitigation
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    • v.9 no.3
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    • pp.127-133
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    • 2009
  • In this study, dimensionless-cumulative rainfall curves were generated by multivariate Monte Carlo method. For generation of rainfall curve rainfall storms were divided and made into dimensionless type since it was required to remove the spatial and temporal variances as well as differences in rainfall data. The dimensionless rainfall curves were divided into 4 types, and log-ratio method was introduced to overcome the limitations that elements of dimensionless-cumulative rainfall curve should always be more than zero and the sum total should be one. Orthogonal transformation by Johnson system and the constrained non-normal multivariate Monte Carlo simulation were introduced to analyse the rainfall characteristics. The generative technique in stochastic rainfall variation using multivariate Monte Carlo method will contribute to the design and evaluation of hydrosystems and can use the establishment of the flood disaster prevention system.

Design of the optimal inputs for parameter estimation in linear dynamic systems (선형계통의 파라미터 추정을 위한 최적 입력의 설계)

  • 양흥석;이석원;정찬수
    • 제어로봇시스템학회:학술대회논문집
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    • 1986.10a
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    • pp.73-77
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    • 1986
  • Optimal input design problem for linear regression model with constrained output variance has been considered. It is shown that the optimal input signal for the linear regression model can also be realized as an ARMA process. Monte-Carlo simulation results show that the optimal stochastic input leads to comparatively better estimation accuracy than white input signal.

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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.

Dynamic Economic Dispatch for Microgrid Based on the Chance-Constrained Programming

  • Huang, Daizheng;Xie, Lingling;Wu, Zhihui
    • Journal of Electrical Engineering and Technology
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    • v.12 no.3
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    • pp.1064-1072
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    • 2017
  • The power of controlled generators in microgrids randomly fluctuate because of the stochastic volatility of the outputs of photovoltaic systems and wind turbines as well as the load demands. To address and dispatch these stochastic factors for daily operations, a dynamic economic dispatch model with the goal of minimizing the generation cost is established via chance-constrained programming. A Monte Carlo simulation combined with particle swarm optimization algorithm is employed to optimize the model. The simulation results show that both the objective function and constraint condition have been tightened and that the operation costs have increased. A higher stability of the system corresponds to the higher operation costs of controlled generators. These operation costs also increase along with the confidence levels for the objective function and constraints.

Cosmogenic 10Be Depth Profile Dating of Strath Terrace Abandonment using Monte Carlo Simulation (몬테카를로 시뮬레이션을 이용한 하안단구 10Be 수직단면 연대측정)

  • Kim, Dong-Eun;Seong, Yeong Bae;Kim, Jong-Geun
    • Journal of The Geomorphological Association of Korea
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    • v.26 no.4
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    • pp.21-31
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    • 2019
  • Timing of terrace formation is a key information for understanding the evolution of fluvial systems. In particular, dating strath terrace (i.e. timing of terrace abandonment) is more difficult than depositional terrace that is conventionally constrained by radiocarbon, OSL and other dating methods targeting samples within terrace deposit. Surface exposure dating utilizing cosmogenic 10Be provides more reliability because it can be applied directly to the surface of a fluvial terrace. Thus, this method has been increasingly used for alluvial deposits. As well as other geomorphic surfaces over the last decades. Some inherent conditions, however, such as post-depositional 10Be concentration (i.e. inheritance), surface erosion rate, and density change challenge the application of cosmogenic 10Be to depositional terrace surface against simple bedrock surface. Here we present the first application of 10Be depth profile dating to a thin-gravel covered strath terrace in Korea. Monte Carlo simulation (MCS) helped us in better constraining the timing of abandonment of the strath terrace, since which its surface stochastically denuded with time, causing unexpected change of 10Be production with depth. The age of the strath terrace estimated by MCS was 109 ka, ~4% older than the one (104 ka) calculated by simple depth profile dating, which yielded the best-fit surface erosion rate of 2.1 mm/ka. Our study demonstrates that the application of 10Be depth profile dating of strath terrace using MCS is more robust and reliable because it considers post-depositional change of initial conditions such as erosion rate.

Damage identification of 2D and 3D trusses by using complete and incomplete noisy measurements

  • Rezaiee-Pajand, M.;Kazemiyan, M.S.
    • Structural Engineering and Mechanics
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    • v.52 no.1
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    • pp.149-172
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    • 2014
  • Four algorithms for damage detection of trusses are presented in this paper. These approaches can detect damage by using both complete and incomplete measurements. The suggested methods are based on the minimization of the difference between the measured and analytical static responses of structures. A non-linear constrained optimization problem is established to estimate the severity and location of damage. To reach the responses, the successive quadratic method is used. Based on the objective function, the stiffness matrix of the truss should be estimated and inverted in the optimization procedure. The differences of the proposed techniques are rooted in the strategy utilized for inverting the stiffness matrix of the damaged structure. Additionally, for separating the probable damaged members, a new formulation is proposed. This scheme is employed prior to the outset of the optimization process. Furthermore, a new tactic is presented to select the appropriate load pattern. To investigate the robustness and efficiency of the authors' method, several numerical tests are performed. Moreover, Monte Carlo simulation is carried out to assess the effect of noisy measurements on the estimated parameters.

Multi-Objective Optimization of Electromagnetic Device Based on Design Sensitivity Analysis and Reliability Analysis (설계 민감도와 신뢰도 분석에 근거한 전자기기의 다목적 최적화)

  • Ren, Ziyan;Zhang, Dianhai;Park, Chanhyuk;Koh, Chang Seop
    • The Transactions of The Korean Institute of Electrical Engineers
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    • v.62 no.1
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    • pp.49-56
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    • 2013
  • In this paper, for constrained optimization problem, one multi-objective optimization algorithm that ensures both performance robustness and constraint feasibility is proposed when uncertainties are involved in design variables. In the proposed algorithm, the gradient index of objective function assisted by design sensitivity with the help of finite element method is applied to evaluate robustness; the reliability calculated by the sensitivity-assisted Monte Carlo simulation method is used to assess the feasibility of constraint function. As a demonstration, the performance and numerical efficiency of the proposed method is investigated through application to the optimal design of TEAM problem 22--a superconducting magnetic energy storage system.