• 제목/요약/키워드: Direct simulation Monte-Carlo

검색결과 172건 처리시간 0.024초

DISCRETE PARTICLE SIMULATION OF DENSE PHASE PARTICULATE FLOWS

  • Tsuji Y.
    • 한국전산유체공학회:학술대회논문집
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    • 한국전산유체공학회 2005년도 추계 학술대회논문집
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    • pp.11-19
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    • 2005
  • First, methods of numerical analysis of gas-particle flows is classified into micro, meso and macro scale approaches based on the concept of multi-scale mechanics. Next, the explanation moves on to discrete particle simulation where motion of individual particles is calculated numerically using the Newtonian equations of motion. The author focuses on the cases where particle-to-particle interaction has significant effects on the phenomena. Concerning the particle-to-particle interaction, two cases are considered: the one is collision-dominated flows and the other is the contact-dominated flows. To treat this interaction mathematically, techniques named DEM(Distinct Element Method) or DSMC (Direct Simulation Monte Carlo) have been developed DEM, which has been developed in the field of soil mechanics, is useful for the contact -dominated flows and DSMC method, developed in molecular gas flows, is for the collision-dominated flows. Combining DEM or DSMC with CFD (computer fluid dynamics), the discrete particle simulation becomes a more practical tool for industrial flows because not only the particle-particle interaction but particle-fluid interaction can be handled. As examples of simulations, various results are shown, such as hopper flows, particle segregation phenomena, particle mixing in a rotating drum, dense phase pneumatic conveying, spouted bed, dense phase fluidized bed, fast circulating fluidized bed and so on.

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Auxiliary domain method for solving multi-objective dynamic reliability problems for nonlinear structures

  • Katafygiotis, Lambros;Moan, Torgeir;Cheungt, Sai Hung
    • Structural Engineering and Mechanics
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    • 제25권3호
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    • pp.347-363
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    • 2007
  • A novel methodology, referred to as Auxiliary Domain Method (ADM), allowing for a very efficient solution of nonlinear reliability problems is presented. The target nonlinear failure domain is first populated by samples generated with the help of a Markov Chain. Based on these samples an auxiliary failure domain (AFD), corresponding to an auxiliary reliability problem, is introduced. The criteria for selecting the AFD are discussed. The emphasis in this paper is on the selection of the auxiliary linear failure domain in the case where the original nonlinear reliability problem involves multiple objectives rather than a single objective. Each reliability objective is assumed to correspond to a particular response quantity not exceeding a corresponding threshold. Once the AFD has been specified the method proceeds with a modified subset simulation procedure where the first step involves the direct simulation of samples in the AFD, rather than standard Monte Carlo simulation as required in standard subset simulation. While the method is applicable to general nonlinear reliability problems herein the focus is on the calculation of the probability of failure of nonlinear dynamical systems subjected to Gaussian random excitations. The method is demonstrated through such a numerical example involving two reliability objectives and a very large number of random variables. It is found that ADM is very efficient and offers drastic improvements over standard subset simulation, especially when one deals with low probability failure events.

A surrogate model-based framework for seismic resilience estimation of bridge transportation networks

  • Sungsik Yoon ;Young-Joo Lee
    • Smart Structures and Systems
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    • 제32권1호
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    • pp.49-59
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    • 2023
  • A bridge transportation network supplies products from various source nodes to destination nodes through bridge structures in a target region. However, recent frequent earthquakes have caused damage to bridge structures, resulting in extreme direct damage to the target area as well as indirect damage to other lifeline structures. Therefore, in this study, a surrogate model-based comprehensive framework to estimate the seismic resilience of bridge transportation networks is proposed. For this purpose, total system travel time (TSTT) is introduced for accurate performance indicator of the bridge transportation network, and an artificial neural network (ANN)-based surrogate model is constructed to reduce traffic analysis time for high-dimensional TSTT computation. The proposed framework includes procedures for constructing an ANN-based surrogate model to accelerate network performance computation, as well as conventional procedures such as direct Monte Carlo simulation (MCS) calculation and bridge restoration calculation. To demonstrate the proposed framework, Pohang bridge transportation network is reconstructed based on geographic information system (GIS) data, and an ANN model is constructed with the damage states of the transportation network and TSTT using the representative earthquake epicenter in the target area. For obtaining the seismic resilience curve of the Pohang region, five epicenters are considered, with earthquake magnitudes 6.0 to 8.0, and the direct and indirect damages of the bridge transportation network are evaluated. Thus, it is concluded that the proposed surrogate model-based framework can efficiently evaluate the seismic resilience of a high-dimensional bridge transportation network, and also it can be used for decision-making to minimize damage.

고속 회전하는 원판형 드래그펌프 회전익과 고정익 사이 간극이 배기 성능에 미치는 영향 (Effect of Clearance between a Rotor and Stator of a Disk-Type Drag Pump on the Pumping Performance)

  • 권명근;이수용;황영규
    • 대한기계학회:학술대회논문집
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    • 대한기계학회 2004년도 추계학술대회
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    • pp.1640-1645
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    • 2004
  • The pumping characteristics of a single-stage disk-type drag pump ( DTDP ) are calculated,for the variation of the vertical clearance between a rotor and stator and of the radial clearance between a rotor and casing wall, by the three-dimensional direct simulation Monte Carlo (DSMC)method. The gas flow mainly belongs to the molecular transition flow region. Spiral channels of a DTDP are cut on the both the upper and lower sides of a rotating disk, but the stationary disks are planar. As a consequence of results, the vertical and radial clearances have a significant effect on the pumping performance. Experiments are performed under the outlet pressure range of 0.4 $^{\sim}$ 533 Pa. When the numerical results are compared to the experimental data, the numerical results agree well qualitatively.

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COMPARISON OF NUMERICAL SCHEMES ON MULTI-DIMENSIONAL BLACK-SCHOLES EQUATIONS

  • Jo, Joonglee;Kim, Yongsik
    • 대한수학회보
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    • 제50권6호
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    • pp.2035-2051
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    • 2013
  • In this paper, we study numerical schemes for solving multi-dimensional option pricing problem. We compare the direct solving method and the Operator Splitting Method(OSM) by using finite difference approximations. By varying parameters of the Black-Scholes equations for the maximum on the call option problem, we observed that there is no significant difference between the two methods on the convergence criterion except a huge difference in computation cost. Therefore, the two methods are compatible in practice and one can improve the time efficiency by combining the OSM with parallel computation technique. We show numerical examples including the Equity-Linked Security(ELS) pricing based on either two assets or three assets by using the OSM with the Monte-Carlo Simulation as the benchmark.

열천이 현상을 이용한 마이크로 펌프내의 희박기체유동 해석 (Numerical Analysis on Thermal Transpiration Flows for a Micro Pump)

  • 허중식;이종철;황영규;김윤제
    • 유체기계공업학회:학술대회논문집
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    • 유체기계공업학회 2006년 제4회 한국유체공학학술대회 논문집
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    • pp.493-496
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    • 2006
  • Rarefied gas flows through two-dimensional micro channels are studied numerically for the performance optimization of a nanomembrane-based Knudsen compressor. The effects of the wall temperature distributions on the thermal transpiration flow patterns are examined. The flow has a pumping effect, and the mass flow rates through the channel are calculated. The results show that a steady one-way flow is induced for a wide range of the Knudsen number. The DSMC(direct simulation Monte Carlo) method with VHS(variable hard sphere) model and NTC(no time counter) techniques has been applied in this work to obtain numerical solutions.

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팽창희박류의 분석에 있어서 FDDO와 직접모사법의 비교 (Comparison of FDDO and DSMC Methods in the Analysis of Expanding Rarefied Flows)

  • 정찬흥
    • 한국전산유체공학회지
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    • 제1권1호
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    • pp.142-149
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    • 1996
  • 이차원 노즐을 통하여 저밀도 환경으로 팽창하는 희박류의 분석에 있어서 불연속좌표법과 결합된 유한차분법(finite-difference method coupled with the discrete-ordinate method, FDDO)과 직접모사법(direct-simulation Monte-Carlo method, DSMC)이 비교되었다. FDDO를 이용한 분석에서는 충돌적분모델을 도입하여 간단해진 볼츠만식(Boltzmann equation)이 불연속좌표법을 이용하여 물리적 공간에서는 연속이나 분자속도 공간에서는 불연속좌표로 표시되는 편미분방정식군으로 변환되어 유한차분법에의하여 수치해석 되었다. 직접모사법에서는 분자모델로 가변강구모델(variable hard sphere model, VHS)이, 충돌샘플링모델로는 비시계수법(no time counter method, NTC)이 채택되었다. 전혀 다른 두 가지 방법에 의한 노즐 내부에서의 유체흐름 해석결과는 매우 잘 일치하였으며, 노즐 외부의 plume 영역에서는 FDDO에 의한 해석결과가 직접모사법에 의한 해석결과에 비하여 약간 느린 팽창을 보였다.

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직접모사법을 이용한 수직충격파에 관한 연구 (Studies on Normal Shock Waves by Using DSMC)

  • 이동대;박형구;박찬국
    • 한국전산유체공학회:학술대회논문집
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    • 한국전산유체공학회 1995년도 추계 학술대회논문집
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    • pp.241-245
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    • 1995
  • This paper presents the studies on the variation of shape and thickness of a normal shock wave with Mach number and density by using the most useful numerical technique in rarefied gas regime, DSMC(Direct Simulation Monte Carlo). Calculations are peformed for the three different Mach numbers and for one Mach number with different densities. From the obtained results, we find that the shock thickness is decreasing with increasing Mach number, and there are much variations in thickness and shape with decreasing density. Also, there is a noticeable overshoot of the translational temperature near the shock center in the case of a large Mach number.

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Heat Transfer in a Micro-actuator Operated by Radiometric Phenomena

  • Heo Joong-Sik;Hwang Young-Kyu
    • Journal of Mechanical Science and Technology
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    • 제19권2호
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    • pp.664-673
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    • 2005
  • The heat transfer characteristics of rarefied flows in a micro-actuator are studied numerically. The effect of Knudsen number (Kn) on the heat transfer of the micro-actuator flows is also examined. The Kn based on gas density and characteristic dimension is varied from near-continuum to highly rarefied conditions. Direct simulation Monte Carlo calculations have been performed to estimate the performance of the micro-actuator. The results show that the magnitude of the temperature jump at the wall increases with Kn. Also, the heat transfer to the isothermal wall is found to increase significantly with Kn.

확률유한요소법에 의한 철근 콘크리트 프레임의 응답변화도 (Response Variability of Reinforced Concrete Frame by the Stochastic Finite Element Method)

  • 정영수
    • 전산구조공학
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    • 제7권1호
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    • pp.125-134
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    • 1994
  • Response variability of reinforced concrete frame subjected to material property randomness has been evaluated with the aid of the finite element method. The spatial variation of Young's modulus is assumed to be a two-dimensional homogeneous stochastic process. Young's Modulus of concrete material has been investigated based on the uiaxial strength of concrete cylinder. Direct Monte Carlo simulation method is used to investigate the response of reinforced concrete frame due to the variation of Young's modulus with the Neumann expansion method and the pertubation method. The results by three analytic methods are compared with those by deterministic finite element analysis. These stochastic technique may be an efficient tool for evaluating the structural safety and reliability of reinforced concrete structures.

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