• Title/Summary/Keyword: Monte Carlo 방법

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Remaining Useful Life Estimation of Li-ion Battery for Energy Storage System Using Markov Chain Monte Carlo Method (마코프체인 몬테카를로 방법을 이용한 에너지 저장 장치용 배터리의 잔존 수명 추정)

  • Kim, Dongjin;Kim, Seok Goo;Choi, Jooho;Song, Hwa Seob;Park, Sang Hui;Lee, Jaewook
    • Transactions of the Korean Society of Mechanical Engineers A
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    • v.40 no.10
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    • pp.895-900
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    • 2016
  • Remaining useful life (RUL) estimation of the Li-ion battery has gained great interest because it is necessary for quality assurance, operation planning, and determination of the exchange period. This paper presents the RUL estimation of an Li-ion battery for an energy storage system using exponential function for the degradation model and Markov Chain Monte Carlo (MCMC) approach for parameter estimation. The MCMC approach is dependent upon information such as model initial parameters and input setting parameters which highly affect the estimation result. To overcome this difficulty, this paper offers a guideline for model initial parameters based on the regression result, and MCMC input parameters derived by comparisons with a thorough search of theoretical results.

Probabilistic Stability Analysis of Slopes by the Limit Equilibrium Method Considering Spatial Variability of Soil Property (지반물성의 공간적 변동성을 고려한 한계평형법에 의한 확률론적 사면안정 해석)

  • Cho, Sung-Eun;Park, Hyung-Choon
    • Journal of the Korean Geotechnical Society
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    • v.25 no.12
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    • pp.13-25
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    • 2009
  • In this paper, a numerical procedure of probabilistic slope stability analysis that considers the spatial variability of soil properties is presented. The procedure extends the deterministic analysis based on the limit equilibrium method of slices to a probabilistic approach that accounts for the uncertainties and spatial variation of the soil parameters. Making no a priori assumptions about the critical failure surface like the Random Finite Element Method (RFEM), the approach saves the amount of solution time required to perform the analysis. Two-dimensional random fields are generated based on a Karhunen-Lo$\grave{e}$ve expansion in a fashion consistent with a specified marginal distribution function and an autocorrelation function. A Monte Carlo simulation is then used to determine the statistical response based on the random fields. A series of analyses were performed to verify the application potential of the proposed method and to study the effects of uncertainty caused by the spatial heterogeneity on the stability of slope. The results show that the proposed method can efficiently consider the various failure mechanisms caused by the spatial variability of soil property in the probabilistic slope stability assessment.

Dose Verification Study of Brachytherapy Plans Using Monte Carlo Methods and CT Images (CT 영상 및 몬테칼로 계산에 기반한 근접 방사선치료계획의 선량분포 평가 방법 연구)

  • Cheong, Kwang-Ho;Lee, Me-Yeon;Kang, Sei-Kwon;Bae, Hoon-Sik;Park, So-Ah;Kim, Kyoung-Joo;Hwang, Tae-Jin;Oh, Do-Hoon
    • Progress in Medical Physics
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    • v.21 no.3
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    • pp.253-260
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    • 2010
  • Most brachytherapy treatment planning systems employ a dosimetry formalism based on the AAPM TG-43 report which does not appropriately consider tissue heterogeneity. In this study we aimed to set up a simple Monte Carlo-based intracavitary high-dose-rate brachytherapy (IC-HDRB) plan verification platform, focusing particularly on the robustness of the direct Monte Carlo dose calculation using material and density information derived from CT images. CT images of slab phantoms and a uterine cervical cancer patient were used for brachytherapy plans based on the Plato (Nucletron, Netherlands) brachytherapy planning system. Monte Carlo simulations were implemented using the parameters from the Plato system and compared with the EBT film dosimetry and conventional dose computations. EGSnrc based DOSXYZnrc code was used for Monte Carlo simulations. Each $^{192}Ir$ source of the afterloader was approximately modeled as a parallel-piped shape inside the converted CT data set whose voxel size was $2{\times}2{\times}2\;mm^3$. Bracytherapy dose calculations based on the TG-43 showed good agreement with the Monte Carlo results in a homogeneous media whose density was close to water, but there were significant errors in high-density materials. For a patient case, A and B point dose differences were less than 3%, while the mean dose discrepancy was as much as 5%. Conventional dose computation methods might underdose the targets by not accounting for the effects of high-density materials. The proposed platform was shown to be feasible and to have good dose calculation accuracy. One should be careful when confirming the plan using a conventional brachytherapy dose computation method, and moreover, an independent dose verification system as developed in this study might be helpful.

Nonparmetric Method for Identifying Effective and Safe Doses using Placement (유효하고 안전한 용량 결정에 위치를 이용한 비모수적 방법)

  • Kim, Sunhye;Kim, Dongjae
    • The Korean Journal of Applied Statistics
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    • v.27 no.7
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    • pp.1197-1205
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    • 2014
  • Typical clinical dose development studies consist of the comparison of several doses of a drug with a placebo. The primary interest is to find therapeutic window that satisfying both efficacy and safety. In this paper, we propose nonparametric method for identifying effective and safe doses in linear placement using score function. The Monte Carlo simulation is adapted to estimate the power and the family-wise error rate(FWE) of proposed procedure are compared with previous methods.

Comparison Between Two Analytical Solutions for Random Vibration Responses of a Spring-Pendulum System with Internal Resonance (내부공진을 가진 탄성진자계의 불규칙 진동응답을 위한 두 해석해의 비교)

  • 조덕상;이원경
    • Journal of KSNVE
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    • v.8 no.4
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    • pp.715-722
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    • 1998
  • An investigation into the stochastic bifurcation and response statistics of an autoparameteric system under broad-band random excitation is made. The specific system examined is a spring-pendulum system with internal resonance, which is known to be a good model for a variety of engineering systems, including ship motions with nonlinear coupling between pitching and rolling motions. The Fokker-Planck equations is used to genrage a general first-order differential equation in the dynamic moment of response coordinates. By means of the Gaussian and non-Gaussian closure methods the dynamic moment equations for the random responses of the system are reduced to a system of autonomous ordinanary differential equations. In view of equilibrium solutions of this system and their stability we examine the stochastic bifurcation and response statistics. The analytical results are compared with results obtained by Monte Carlo simulation.

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Estimation of nonlinear censored simultaneous equations models : An Application of Quasi Maximum Likelihood Methods (절삭된 연립방정식 모형의 추정에 대한 몬테칼로 비교)

  • 이회경
    • The Korean Journal of Applied Statistics
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    • v.4 no.1
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    • pp.13-24
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    • 1991
  • This paper presents a Monte Carlo evaluation of estimators for nonlinear consored simultaneous equations models. We examine the performance of the maximum likelihood estimator (MLE), the two-step quasi maximum likelihood estimator (2QMLE) proposed by Lee and Hurd (1989), and another quasi MLe using least squares at the first step (LSAE) under varying degrees of freedom and underlying distributions, Although QMLE's are not necessarily consistent, the Monte Carlo results show that the 2QMLE may be used as an alternative to MLE when MLE is not applicable in practice.

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Inverse Estimation of Fatigue Life Parameters for Spring Design Optimization (스프링 최적설계를 위한 피로수명 파라미터의 역 추정)

  • Kim, Wan-Beom;An, Da-Wn;Choi, Joo-Ho
    • Proceedings of the Computational Structural Engineering Institute Conference
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    • 2011.04a
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    • pp.345-348
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    • 2011
  • 구조요소의 설계에서 유한요소해석은 매우 효과적인 방법이다. 이 방법은 시험 수행에 드는 시간과 비용을 줄여준다. 그러나 공정 과정과 환경에 의하여 생기는 입력 물성치들의 변화 때문에 우리는 유한요소해석의 결과를 전적으로 믿어서는 안 된다. 따라서 유한요소해석의 신뢰성을 증명하는 것은 매우 중요하다. 본 연구에서는 현장에 축적된 피로 수명 시험 데이터를 바탕으로 유한요소해석을 이용하여 피로수명 파라미터를 역 추정 하는 연구를 수행하였다. 베이지안 접근법을 이용하여 불확실성 피로 수명 파라미터의 사후분포를 구하였고, 마코프체인몬테카를로(Markov Chain Monte Carlo) 기법을 이용하여 역 추정된 파라미터의 샘플 데이터를 생성하였다. 얻어진 샘플 데이터를 기반으로 새로운 형상의 스프링에 대한 피로 수명을 예측한다. 신뢰성 기반 형상 최적화(RBDO)는 서스펜션 코일 스프링의 요구수명을 만족시키기 위하여 수행된다. 또한 크리깅 근사 모델은 유한요소해석의 연산 량 감소를 위해 이용한다.

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Analysis on Propellant Gauging System of KOREASAT-3 employing Thermal Mass Method (열질량법을 사용한 무궁화위성 3호의 잔여연료량 추정에 관한 연구)

  • 박응식;박봉규;남문경
    • Journal of the Korean Society of Propulsion Engineers
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    • v.5 no.1
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    • pp.60-68
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    • 2001
  • Thermal Mass Method(TMM) and its accuracy, utilized in the propellant gauging system of KOREA SAT-3, are described in the paper The residual in the fuel tank system of KOREASAT-3 is simulated using TMM based on the KOREASAT-3 data package An accuracy of TMM is calculated using analytical method and compared with the error analysis Monte Carlo methods.

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Two-dimensional Inundation Analysis using Stochastic Rainfall Variation in Nam-River Basin (남강유역에서의 추계학적 강우변동 생성기법과 연계한 2차원 침수해석)

  • Ahn, Ki-Hong;Lee, Jin-Young;Han, Kun-Yeun;Cho, Wan-Hee
    • Proceedings of the Korea Water Resources Association Conference
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    • 2010.05a
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    • pp.610-614
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    • 2010
  • 지구온난화에 따른 이상기후 현상으로 불확실성에 대한 고려가 더욱 중요해진 지금 설계빈도의 무조건적인 상향조정에 의존하기보다는 추계학적 방법을 도입한 수문량의 확충 및 매개변수의 불확실성을 고려하기 위한 연구가 활발히 진행중이다. 본 연구에서는 강우발생의 불확실성을 반영하여 제내지에서의 침수 범위를 GIS상에서 검토하기 위해 log-ratio 방법, Johnson 시스템, 직교변환을 활용한 다변량 Monte Carlo 기법으로 추계학적 시간에 따른 강우변동을 생성하였다. 생성된 강우변동 결과를 토대로 수문분석, 홍수위 분석 등을 실시하고 FLUMEN 모형을 적용하여 해당유역에 대한 홍수범람시 침수범위를 산정하였다. 본 연구결과는 실제 강우의 불확실성을 반영하고 있어 시 공간적 강우특성이 반영된 유역별 주민대피지도, 홍수위험지도 등을 제작하는데 활용될 수 있을 것으로 기대된다.

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Development of Rating Curve for High Water Level in an Urban Stream using Monte Carlo Simulation (Monte Carlo Simulation을 이용한 도시하천의 고수위 Rating Curve 개발)

  • Kim, Jong-Suk;Yoon, Sun-Kwon;Moon, Young-Il
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.33 no.4
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    • pp.1433-1446
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    • 2013
  • In this study, we proposed a methodology to develop Rating Curves for high water level using rainfall generation by the Monte Carlo Simulation (MCS) technique, optimized rainfall-runoff model, and flood routing model in an urban stream. The developed stage discharge Rating Curve based on observed data was contained flow measurement errors and uncertainties. The standard error ($S_e$) for observations was 0.056, and the random uncertainty ($2S_{mr}$) was analyzed by ${\pm}1.43%$ on average, and up to ${\pm}4.27%$. Moreover, it was found that the Rating Curve extensions by way of logarithmic and Stevens methods were overestimated to compare with the urban basin scale. Finally, we confirmed that the high water level extension by random generation of hydrological data using MCS can be reduced uncertainty of the high water level, and it will consider as a more reliable approach for high water level extension. In the near future, this results can be applied to real-time flood alert system for urban streams through construction of the high water level extension system using MCS procedures.