• 제목/요약/키워드: Hybrid Monte Carlo

검색결과 85건 처리시간 0.023초

Analysis of generalized progressive hybrid censored competing risks data

  • Lee, Kyeong-Jun;Lee, Jae-Ik;Park, Chan-Keun
    • Journal of Advanced Marine Engineering and Technology
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    • 제40권2호
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    • pp.131-137
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    • 2016
  • In reliability analysis, it is quite common for the failure of any individual or item to be attributable to more than one cause. Moreover, observed data are often censored. Recently, progressive hybrid censoring schemes have become quite popular in life-testing problems and reliability analysis. However, a limitation of the progressive hybrid censoring scheme is that it cannot be applied when few failures occur before time T. Therefore, generalized progressive hybrid censoring schemes have been introduced. In this article, we derive the likelihood inference of the unknown parameters under the assumptions that the lifetime distributions of different causes are independent and exponentially distributed. We obtain the maximum likelihood estimators of the unknown parameters in exact forms. Asymptotic confidence intervals are also proposed. Bayes estimates and credible intervals of the unknown parameters are obtained under the assumption of gamma priors on the unknown parameters. Different methods are compared using Monte Carlo simulations. One real data set is analyzed for illustrative purposes.

Stochastic analysis of elastic wave and second sound propagation in media with Gaussian uncertainty in mechanical properties using a stochastic hybrid mesh-free method

  • Hosseini, Seyed Mahmoud;Shahabian, Farzad
    • Structural Engineering and Mechanics
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    • 제49권1호
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    • pp.41-64
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    • 2014
  • The main objective of this article is the exploitation of a stochastic hybrid mesh-free method based on stochastic generalized finite difference (SGFD), Newmark finite difference (NFD) methods and Monte Carlo simulation for thermoelastic wave propagation and coupled thermoelasticity analysis based on GN theory (without energy dissipation). A thick hollow cylinder with Gaussian uncertainty in mechanical properties is considered as an analyzed domain for the problem. The effects of uncertainty in mechanical properties with various coefficients of variations on thermo-elastic wave propagation are studied in details. Also, the time histories and distribution on thickness of cylinder of maximum, mean and variance values of temperature and radial displacement are studied for various coefficients of variations (COVs).

A Hybrid Algorithm for Identifying Multiple Outlers in Linear Regression

  • Kim, Bu-yong;Kim, Hee-young
    • Communications for Statistical Applications and Methods
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    • 제9권1호
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    • pp.291-304
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    • 2002
  • This article is concerned with an effective algorithm for the identification of multiple outliers in linear regression. It proposes a hybrid algorithm which employs the least median of squares estimator, instead of the least squares estimator, to construct an Initial clean subset in the stepwise forward search scheme. The performance of the proposed algorithm is evaluated and compared with the existing competitor via an extensive Monte Carlo simulation. The algorithm appears to be superior to the competitor for the most of scenarios explored in the simulation study. Particularly it copes with the masking problem quite well. In addition, the orthogonal decomposition and Its updating techniques are considered to improve the computational efficiency and numerical stability of the algorithm.

복합 유체-입자(몬테칼로)법을 이용한 유사스파크 방전의 기동 특성 해석 (Ignition Characteristics Analysis of Pseudospark Discharge using Hybrid Fluid-Particle(Monte Carlo) Method)

  • 주흥진;심재학;강형부
    • 한국전기전자재료학회:학술대회논문집
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    • 한국전기전자재료학회 1997년도 추계학술대회 논문집
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    • pp.270-274
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    • 1997
  • The numerical model that can describe the ignition of the pseudospark discharge using hybrid fluid-particle method has been developed. The evolution process of the discharge has been divided into four phases along the potential distribution. After the plasma enters in the hollow cathode, the confining effect which is one of hollow cathode properties occurs and the electron current on anode rises rapidly. As the plasma expands successively, the sheath contracts and as the electric field in the sheath increases, the field-enhanced thermionic emission(Schottky emission) occurs. From numerical results, the physical mechanism that causes the rapid current rise in the ignition of the pseudospark discharge could be identified.

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Switching between Spatial Modulation and Quadrature Spatial Modulation

  • Kim, Sangchoon
    • International journal of advanced smart convergence
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    • 제8권3호
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    • pp.61-68
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    • 2019
  • Spatial modulation (SM) is the first proposed space modulation technique. By further utilizing the quadrature spatial dimension, quadrature spatial modulation (QSM) has been developed as an amendment to SM system to enhance the overall spectral efficiency. Both techniques are capable of entirely eliminating interchannel interference (ICI) at the receiver. In this paper, we propose a simple adaptive hybrid switching transmission scheme to obtain better system performance than SM and QSM systems under a fixed transmission date rate. The presented modulator selection criterion for switching between spatial modulator and quadrature spatial modulator is based on the larger received minimum distance of spatial modulator and quadrature spatial modulator to exploit the spatial channel freedom. It is shown through Monte Carlo simulations that the proposed hybrid SM and QSM switching system yields lower error performance than the conventional SM and QSM systems under the same fixed data rate and thus can provide signal to noise ratio (SNR) gain.

거리정보 기반 무선위치추정을 위한 혼합 폐쇄형 해 (Hybrid Closed-Form Solution for Wireless Localization with Range Measurements)

  • 조성윤
    • 제어로봇시스템학회논문지
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    • 제19권7호
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    • pp.633-639
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    • 2013
  • Several estimation methods used in the range measurement based wireless localization area have individual problems. These problems may not occur according to certain application areas. However, these problems may give rise to serious problems in particular applications. In this paper, three methods, ILS (Iterative Least Squares), DS (Direct Solution), and DSRM (Difference of Squared Range Measurements) methods are considered. Problems that can occur in these methods are defined and a simple hybrid solution is presented to solve them. The ILS method is the most frequently used method in wireless localization and has local minimum problems and a large computational burden compared with closed-form solutions. The DS method requires less processing time than the ILS method. However, a solution for this method may include a complex number caused by the relations between the location of reference nodes and range measurement errors. In the near-field region of the complex solution, large estimation errors occur. In the DSRM method, large measurement errors occur when the mobile node is far from the reference nodes due to the combination of range measurement error and range data. This creates the problem of large localization errors. In this paper, these problems are defined and a hybrid localization method is presented to avoid them by integrating the DS and DSRM methods. The defined problems are confirmed and the performance of the presented method is verified by a Monte-Carlo simulation.

CFD/DSMC 혼합해석기법을 이용한 축대칭 천이영역 유동 해석 (Simulations of Axisymmetric Transition Flow Regimes Using a CFD/DSMC Hybrid Method)

  • 최영재;권오준
    • 한국항공우주학회지
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    • 제47권3호
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    • pp.169-176
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    • 2019
  • 본 연구에서는 희박기체 환경의 유동 정보를 효과적으로 계산하기 위해 CFD 해석기법과 DSMC 해석기법 간 연계 해석을 수행하는 CFD/DSMC 혼합해석기법을 개발하였으며, 개발된 해석기법을 이용하여 천이영역에서의 고속 비행체 주위 유동에 대한 해석을 수행하였다. 해석 형상으로는 콘과 실린더 형태로 이루어진 FRESH-FX 형상으로 고려하였고, 혼합해석기법의 결과는 순수 CFD 및 DSMC 해석 결과와 비교하였다. 천이영역의 대기가 상대적으로 희박하여 초음속 유동에서 발생하는 충격파의 구배 및 세기가 약화된 것을 확인하였다. 순수 CFD 해석 결과와는 차이를 보였고, 순수 DSMC 해석 결과와 거의 일치하는 결과를 도출하는 것을 확인하였다. 또한, 순수 DSMC 계산시간보다 해석 시간이 감소하였다. 이를 통해 혼합해석기법의 결과에 대한 신뢰성 및 해석 시간에서의 효율을 확인하였다.

Monte Carlo Based Planning System for a Beam Spoiler

  • 강세권;조병철;박희철;배훈식
    • 한국의학물리학회:학술대회논문집
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    • 한국의학물리학회 2003년도 제27회 추계학술대회
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    • pp.56-56
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    • 2003
  • For the treatment of superficial tumors like squamous cell carcinoma of the head and neck, 6 MV photon beam is not appropriate and a spoiler is widely used to increase dose in the buildup region, while preserving the skin sparing effect. However, commercially available treatment planning systems assume a normal unspoiled beam, thereby cannot predict the buildup dose with spoiler accurately. We aimed to implement a Monte Carlo (MC) based planning system to apply it to the radiation treatment of head and neck. Lucite with thickness of 10-mm was used for the beam spoiler with Siemens Primus 6 MV photon beam. BEAM/DOSXYZ MC system was employed to model the linac and the spoiler. To verify the calculation accuracy of MC simulations, the percent depth doses (PDDs) and profiles with and without spoiler were measured using a parallel-plate chamber. For the MC based planning, we adopted a hybrid interface system between Pinnacle (Philips, USA) and BEAM/DOSXYZ to support treatment parameters of Siemens linac and the spoiler. The measurements of PDDs and profiles agreed with the corresponding MC simulations within 2% (lSD), which demonstrate the reliability of our MC simulations. The spoiler generated electrons make a contribution to the absorbed dose up to depth of 2cm, which shows that the dominant source of increased dose from spoiler system is the contaminating electrons created by the spoiler. The whole procedures necessary for MC based treatment planning were performed seamlessly between Pinnacle and BEAM/DOSXYZ system. This ability helps to increase the clinical efficiency of the spoiler technique. In conclusion, we implemented a MC based treatment planning system for a 6 MV photon beam with a spoiler. We demonstrate sophisticated MC technique makes it possible to predict dose distributions around buildup region accurately.

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A new methodology of the development of seismic fragility curves

  • Lee, Young-Joo;Moon, Do-Soo
    • Smart Structures and Systems
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    • 제14권5호
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    • pp.847-867
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    • 2014
  • There are continuous efforts to mitigate structural losses from earthquakes and manage risk through seismic risk assessment; seismic fragility curves are widely accepted as an essential tool of such efforts. Seismic fragility curves can be classified into four groups based on how they are derived: empirical, judgmental, analytical, and hybrid. Analytical fragility curves are the most widely used and can be further categorized into two subgroups, depending on whether an analytical function or simulation method is used. Although both methods have shown decent performances for many seismic fragility problems, they often oversimplify the given problems in reliability or structural analyses owing to their built-in assumptions. In this paper, a new method is proposed for the development of seismic fragility curves. Integration with sophisticated software packages for reliability analysis (FERUM) and structural analysis (ZEUS-NL) allows the new method to obtain more accurate seismic fragility curves for less computational cost. Because the proposed method performs reliability analysis using the first-order reliability method, it provides component probabilities as well as useful byproducts and allows further fragility analysis at the system level. The new method was applied to a numerical example of a 2D frame structure, and the results were compared with those by Monte Carlo simulation. The method was found to generate seismic fragility curves more accurately and efficiently. Also, the effect of system reliability analysis on the development of seismic fragility curves was investigated using the given numerical example and its necessity was discussed.

Calculation of thermal neutron scattering data of MgF2 and its effect on beam shaping assembly for BNCT

  • Jiaqi Hu;Zhaopeng Qiao;Lunhe Fan;Yongqiang Tang;Liangzhi Cao;Tiejun Zu;Qingming He;Zhifeng Li;Sheng Wang
    • Nuclear Engineering and Technology
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    • 제55권4호
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    • pp.1280-1286
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    • 2023
  • MgF2 as a moderator material has been extensively used in the beam shaping assembly (BSA) that plays an important role in the boron neutron capture therapy (BNCT). Regarded as important for applications, the thermal neutron scattering data of MgF2 were calculated, based on the phonon expansion model. The structural properties of MgF2 were researched by the VASP code based on the ab-initio methods. The PHONOPY code was employed to calculate the phonon density of states. Furthermore, the NJOY code was used to calculate the thermal neutron scattering data of MgF2. The calculated inelastic cross sections plus absorption cross sections are in agreement with the available experimental data. The neutron transport in the BSA has been simulated by using a hybrid Monte-Carlo-Deterministic code NECP-MCX. The results indicated that compared with the calculation of the free gas model, the thermal neutron flux and epithermal neutron flux at the BSA exit port calculated by using the thermal neutron scattering data of MgF2 were reduced by 27.7% and 8.2%, respectively.