• Title/Summary/Keyword: Hybrid Monte Carlo

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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.

Efficient simulation using saddlepoint approximation for aggregate losses with large frequencies

  • Cho, Jae-Rin;Ha, Hyung-Tae
    • Communications for Statistical Applications and Methods
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    • v.23 no.1
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    • pp.85-91
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    • 2016
  • Aggregate claim amounts with a large claim frequency represent a major concern to automobile insurance companies. In this paper, we show that a new hybrid method to combine the analytical saddlepoint approximation and Monte Carlo simulation can be an efficient computational method. We provide numerical comparisons between the hybrid method and the usual Monte Carlo simulation.

Hybrid Self Organizing Map using Monte Carlo Computing

  • Jun Sung-Hae;Park Min-Jae;Oh Kyung-Whan
    • Proceedings of the Korean Institute of Intelligent Systems Conference
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    • 2006.05a
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    • pp.381-384
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    • 2006
  • Self Organizing Map(SOM) is a powerful neural network model for unsupervised loaming. In many clustering works with exploratory data analysis, it has been popularly used. But it has a weakness which is the poorly theoretical base. A lot more researches for settling the problem have been published. Also, our paper proposes a method to overcome the drawback of SOM. As compared with the presented researches, our method has a different approach to solve the problem. So, a hybrid SOM is proposed in this paper. Using Monte Carlo computing, a hybrid SOM improves the performance of clustering. We verify the improved performance of a hybrid SOM according to the experimental results using UCI machine loaming repository. In addition to, the number of clusters is determined by our hybrid SOM.

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Design of high speed InAlGaAs/InGaAs HBT structure by Hybrid Monte Carlo Simulation (Hybrid Monte Carlo 시뮬레이션에 의한 고속 InAlGaAs/InGaAs HBT의 구조 설계)

  • 황성범;김용규;송정근;홍창희
    • Journal of the Korean Institute of Telematics and Electronics D
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    • v.36D no.3
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    • pp.66-74
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    • 1999
  • InAlGaAs/InGaAs HBTs with the various emitter junction gradings(xf=0.0-1.0) and the modified collector structures (collector- I;n-p-n, collector-II;i-p-n) are simulated and analyzed by HMC (Hybrid Monte Carlo) method in order to find an optimum structure for the shortest transit time. A minimum base transit time($ au$b) of 0.21ps was obtainsed for HBT with the grading layer, which is parabolically graded from $x_f$=1.0 and xf=0.5 at the emitter-base interface. The minimum collector transit time($\tau$c) of 0.31ps was found when the collector was modified by inserting p-p-n layers, because p layer makes it possible to relax the electric field in the i-type collector layer, confining the electrons in the $\Gamma$-valley during transporting across the collector. Thus InAlGaAs/InGaAs HBT in combination with the emitter grading($x_f$=0.5) and the modified collector-III showed the transit times of 0.87 psec and the cut-off frequency (f$\tau$) of 183 GHz.

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Comparing the performance of two hybrid deterministic/Monte Carlo transport codes in shielding calculations of a spent fuel storage cask

  • Lai, Po-Chen;Huang, Yu-Shiang;Sheu, Rong-Jiun
    • Nuclear Engineering and Technology
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    • v.51 no.8
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    • pp.2018-2025
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    • 2019
  • This study systematically compared two hybrid deterministic/Monte Carlo transport codes, ADVANTG/MCNP and MAVRIC, in solving a difficult shielding problem for a real-world spent fuel storage cask. Both hybrid codes were developed based on the consistent adjoint driven importance sampling (CADIS) methodology but with different implementations. The dose rate distributions on the cask surface were of primary interest and their predicted results were compared with each other and with a straightforward MCNP calculation as a baseline case. Forward-Weighted CADIS was applied for optimization toward uniform statistical uncertainties for all tallies on the cask surface. Both ADVANTG/MCNP and MAVRIC achieved substantial improvements in overall computational efficiencies, especially for gamma-ray transport. Compared with the continuous-energy ADVANTG/MCNP calculations, the coarse-group MAVRIC calculations underestimated the neutron dose rates on the cask's side surface by an approximate factor of two and slightly overestimated the dose rates on the cask's top and side surfaces for fuel gamma and hardware gamma sources because of the impact of multigroup approximation. The fine-group MAVRIC calculations improved to a certain extent and the addition of continuous-energy treatment to the Monte Carlo code in the latest MAVRIC sequence greatly reduced these discrepancies. For the two continuous-energy calculations of ADVANTG/MCNP and MAVRIC, a remaining difference of approximately 30% between the neutron dose rates on the cask's side surface resulted from inconsistent use of thermal scattering treatment of hydrogen in concrete.

MONTE CARLO METHOD EXTENDED TO HEAT TRANSFER PROBLEMS WITH NON-CONSTANT TEMPERATURE AND CONVECTION BOUNDARY CONDITIONS

  • Cho, Bum-Hee;Cho, Nam-Zin
    • Nuclear Engineering and Technology
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    • v.42 no.1
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    • pp.65-72
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    • 2010
  • The Monte Carlo method for solving heat conduction problems [1-3] is extended for non-constant temperature boundary conditions in this study. The new method can treat problems with any given non-constant boundary temperatures, including heat convection problems with non-constant fluid bulk temperature. A set of problems, particularly the heat transfer problem in a pebble fuel, is analyzed by this new method. In addition, a new method to reduce the statistical errors in kernel fuel regions is introduced when the Monte Carlo method is applied to a pebble fuel.

Bayesian estimation for the exponential distribution based on generalized multiply Type-II hybrid censoring

  • Jeon, Young Eun;Kang, Suk-Bok
    • Communications for Statistical Applications and Methods
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    • v.27 no.4
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    • pp.413-430
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    • 2020
  • The multiply Type-II hybrid censoring scheme is disadvantaged by an experiment time that is too long. To overcome this limitation, we propose a generalized multiply Type-II hybrid censoring scheme. Some estimators of the scale parameter of the exponential distribution are derived under a generalized multiply Type-II hybrid censoring scheme. First, the maximum likelihood estimator of the scale parameter of the exponential distribution is obtained under the proposed censoring scheme. Second, we obtain the Bayes estimators under different loss functions with a noninformative prior and an informative prior. We approximate the Bayes estimators by Lindleys approximation and the Tierney-Kadane method since the posterior distributions obtained by the two priors are complicated. In addition, the Bayes estimators are obtained by using the Markov Chain Monte Carlo samples. Finally, all proposed estimators are compared in the sense of the mean squared error through the Monte Carlo simulation and applied to real data.

A Study on Counting Statistics of the Hybrid G-M Counter Dead Time Model Using Monte Carlo Simulations (몬테칼로 전산모사를 이용한 복합 G-M 계수기 불감시간 모형의 계측 통계 연구)

  • Lee, Sang-Hoon;Jae, Moo-Sung
    • Journal of Radiation Protection and Research
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    • v.29 no.4
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    • pp.269-273
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    • 2004
  • The hybrid dead time model adopting paralyzable (or extendable) and non-paralyzable (or non-extendable) dead times has been introduced to extend the usable range of G-M counters in high counting rate environment and the relationship between true and observed counting rates is more accurately expressed in the hybrid model. GMSIM, dead time effects simulator, has been developed to analyze the counting statistics of G-M counters using Monte Carlo simulations. GMSIM accurately described the counting statistics of the paralyzable and non-paralyzable models. For G-M counters that follow the hybrid model, the counting statistics behaved in between two idealized models. In the future, GMSIM may be used in predicting counting statistics of three G-M dead time models, which are paralyzable, non-paralyzable and hybrid models.

Robust optimization of a hybrid control system for wind-exposed tall buildings with uncertain mass distribution

  • Venanzi, Ilaria;Materazzi, Annibale Luigi
    • Smart Structures and Systems
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    • v.12 no.6
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    • pp.641-659
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    • 2013
  • In this paper is studied the influence of the uncertain mass distribution over the floors on the choice of the optimal parameters of a hybrid control system for tall buildings subjected to wind load. In particular, an optimization procedure is developed for the robust design of a hybrid control system that is based on an enhanced Monte Carlo simulation technique and the genetic algorithm. The large computational effort inherent in the use of a MC-based procedure is reduced by the employment of the Latin Hypercube Sampling. With reference to a tall building modeled as a multi degrees of freedom system, several numerical analyses are carried out varying the parameters influencing the floors' masses, like the coefficient of variation of the distribution and the correlation between the floors' masses. The procedure allows to obtain optimal designs of the control system that are robust with respect to the uncertainties on the distribution of the dead and live loads.

Development of hybrid shielding system for large-area Compton camera: A Monte Carlo study

  • Kim, Jae Hyeon;Lee, Junyoung;Kim, Young-su;Lee, Hyun Su;Kim, Chan Hyeong
    • Nuclear Engineering and Technology
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    • v.52 no.10
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    • pp.2361-2369
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    • 2020
  • Compton cameras using large scintillators have been developed for high imaging sensitivity. These scintillator-based Compton cameras, however, mainly due to relatively low energy resolution, suffer from undesired background-radiation signals, especially when radioactive materials' activity is very low or their location is far from the Compton camera. To alleviate this problem for a large-size Compton camera, in the present study, a hybrid-type shielding system was designed that combines an active shield with a veto detector and a passive shield that surrounds the active shield. Then, the performance of the hybrid shielding system was predicted, by Monte Carlo radiation transport simulation using Geant4, in terms of minimum detectable activity (MDA), signal-to-noise ratio (SNR), and image resolution. Our simulation results show that, for the most cases, the hybrid shielding system significantly improves the performance of the large-size Compton camera. For the cases investigated in the present study, the use of the shielding system decreased the MDA by about 1.4, 1.6, and 1.3 times, increased the SNR by 1.2-1.9, 1.1-1.7, and 1.3-2.1 times, and improved the image resolution (i.e., reduced the FWHM) by 7-8, 1-6, and 3-5% for 137Cs, 60Co, and 131I point source located at 1-5 m from the imaging system, respectively.