• Title/Summary/Keyword: Monte Carlo Approach

검색결과 601건 처리시간 0.024초

A homogenization approach for uncertainty quantification of deflection in reinforced concrete beams considering microstructural variability

  • Kim, Jung J.;Fan, Tai;Reda Taha, Mahmoud M.
    • Structural Engineering and Mechanics
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    • 제38권4호
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    • pp.503-516
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    • 2011
  • Uncertainty in concrete properties, including concrete modulus of elasticity and modulus of rupture, are predicted by developing a microstructural homogenization model. The homogenization model is developed by analyzing a concrete representative volume element (RVE) using the finite element (FE) method. The concrete RVE considers concrete as a three phase composite material including: cement paste, aggregate and interfacial transition zone (ITZ). The homogenization model allows for considering two sources of variability in concrete, randomly dispersed aggregates in the concrete matrix and uncertain mechanical properties of composite phases of concrete. Using the proposed homogenization technique, the uncertainty in concrete modulus of elasticity and modulus of rupture (described by numerical cumulative probability density function) are determined. Deflection uncertainty of reinforced concrete (RC) beams, propagated from uncertainties in concrete properties, is quantified using Monte Carlo (MC) simulation. Cracked plane frame analysis is used to account for tension stiffening in concrete. Concrete homogenization enables a unique opportunity to bridge the gap between concrete materials and structural modeling, which is necessary for realistic serviceability prediction.

RAYLEIGH와 ERLANG 추세를 가진 혼합 고장모형에 대한 베이지안 추론에 관한 연구 (Bayesian Inference for Mixture Failure Model of Rayleigh and Erlang Pattern)

  • 김희철;이승주
    • 응용통계연구
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    • 제13권2호
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    • pp.505-514
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    • 2000
  • 마코브체인 몬테칼로방법중에서 깁스 추출방법을 혼합 고장모형에 이용하였다. 베이자안 추론에서 조건부분포를 가지고 사후 분포를 결정하는데 있어서 계산 문제와 이론적인 정당성을 고려하여 감마족인 Rayleigh와 Erlang추세를 가진 혼합모형에 대하여 깁스샘플링 알고리즘을 이용하여 베이지안 계산과 신뢰도 추이를 알아보고 모의실험자료를 이용하여 수치적인 계산을 시행하고 그 결과를 제시하였다.

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누적된 거리정보를 이용하는 저가 IR 센서 기반의 위치추정 (Low-Cost IR Sensor-based Localization Using Accumulated Range Information)

  • 최윤규;송재복
    • 제어로봇시스템학회논문지
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    • 제15권8호
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    • pp.845-850
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    • 2009
  • Localization which estimates a robot's position and orientation in a given environment is very important for mobile robot navigation. Although low-cost sensors are preferred for practical service robots, they suffer from the inaccurate and insufficient range information. This paper proposes a novel approach to increasing the success rate of low-cost sensor-based localization. In this paper, both the previous and the current data obtained from the IR sensors are used for localization in order to utilize as much environment information as possible without increasing the number of sensors. The sensor model used in the monte carlo localization (MCL) is modified so that the accumulated range information may be used to increase the accuracy in estimating the current robot pose. The experimental results show that the proposed method can robustly estimate the robot's pose in indoor environments with several similar places.

Probabilistic shear-lag analysis of structures using Systematic RSM

  • Cheng, Jin;Cai, C.S.;Xiao, Ru-Cheng
    • Structural Engineering and Mechanics
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    • 제21권5호
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    • pp.507-518
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    • 2005
  • In the shear-lag analysis of structures deterministic procedure is insufficient to provide complete information. Probabilistic analysis is a holistic approach for analyzing shear-lag effects considering uncertainties in structural parameters. This paper proposes an efficient and accurate algorithm to analyze shear-lag effects of structures with parameter uncertainties. The proposed algorithm integrated the advantages of the response surface method (RSM), finite element method (FEM) and Monte Carlo simulation (MCS). Uncertainties in the structural parameters can be taken into account in this algorithm. The algorithm is verified using independently generated finite element data. The proposed algorithm is then used to analyze the shear-lag effects of a simply supported beam with parameter uncertainties. The results show that the proposed algorithm based on the central composite design is the most promising one in view of its accuracy and efficiency. Finally, a parametric study was conducted to investigate the effect of each of the random variables on the statistical moment of structural stress response.

Performance study of propensity score methods against regression with covariate adjustment

  • Park, Jincheol
    • Journal of the Korean Data and Information Science Society
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    • 제26권1호
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    • pp.217-227
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    • 2015
  • In observational study, handling confounders is a primary issue in measuring treatment effect of interest. Historically, a regression with covariate adjustment (covariate-adjusted regression) has been the typical approach to estimate treatment effect incorporating potential confounders into model. However, ever since the introduction of the propensity score, covariate-adjusted regression has been gradually replaced in medical literatures with various balancing methods based on propensity score. On the other hand, there is only a paucity of researches assessing propensity score methods compared with the covariate-adjusted regression. This paper examined the performance of propensity score methods in estimating risk difference and compare their performance with the covariate-adjusted regression by a Monte Carlo study. The study demonstrated in general the covariate-adjusted regression with variable selection procedure outperformed propensity-score-based methods in terms both of bias and MSE, suggesting that the classical regression method needs to be considered, rather than the propensity score methods, if a performance is a primary concern.

Hybrid Self Organizing Map using Monte Carlo Computing

  • 전성해;박민재;오경환
    • 한국지능시스템학회:학술대회논문집
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    • 한국퍼지및지능시스템학회 2006년도 춘계학술대회 학술발표 논문집 제16권 제1호
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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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시뮬레이션과 네트워크 축소기법을 이용한 네트워크 신뢰도 추정

  • 서재준;전치혁
    • ETRI Journal
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    • 제14권4호
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    • pp.19-27
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    • 1992
  • Since. as is well known, direct computation of the reliability for a large-scaled and complex net work generally requires exponential time, a variety of alternative methods to estimate the network reliability using simulation have been proposed. Monte Carlo sampling is the major approach to estimate the network reliability using simulation. In the paper, a dynamic Monte Carlo sampling method, called conditional minimal cut set (CMCS) algorithm, is suggested. The CMCS algorithm simulates a minimal cut set composed of arcs originated from the (conditional) source node until s-t connectedness is confirmed, then reduces the network on the basis of the states of simulated arcs. We develop the importance sampling estimator and the total hazard estimator and compare the performance of these simulation estimators. It is found that the CMCS algorithm is useful in reducing variance of network reliability estimator.

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확률함수를 이용한 비균질 Ti-6Al-4V 합금의 변형거동 모델링 (Modeling Deformation Behavior of Heterogenous Microstructure of Ti-6AI-4V Alloy using Probability Functions)

  • 고은영;김태원
    • 대한기계학회:학술대회논문집
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    • 대한기계학회 2003년도 춘계학술대회
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    • pp.292-297
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    • 2003
  • A stochastic approach has been presented for superplastic deformation of Ti-6AJ-4V alloy, and probability function are used to heterogeneous phase distributions. The experimentally observed spatial correlation function are developed, and microstructural evolutions together with superplastic deformation behavior have investigated by means of the probability function. The result have shown that the probability varies approximately linearly with separation with distance, and significant deformation enhanced probability changes during the deformation. The stress-strain behavior with the evolutions of probability function can be correctly predicted by the model. The finite clement implementation using Monte Carlo simulation associated with phase re-distributions shows that better agreement with experimental data of failure strain on the test specimen.

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피로하중을 받는 구조물의 결함분포에 대한 확률론적 해석 (Probabilistic Analysis of Flaw Distribution on Structure Under Cyclic Load)

  • 곽상록;최영환;김효정
    • 대한기계학회:학술대회논문집
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    • 대한기계학회 2003년도 춘계학술대회
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    • pp.604-609
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    • 2003
  • Flaw geometries, applied stress, and material properties are major input variables for the fracture mechanics analysis. Probabilistic approach can be applied for the consideration of uncertainties within these input variables. But probabilistic analysis requires many assumptions due to the lack of initial flaw distributions data. In this study correlations are examined between initial flaw distributions and in-service flaw distributions on structures under cyclic load. For the analysis, LEFM theories and Monte Carlo simulation are applied. Result shows that in-service flaw distributions are determined by initial flaw distributions rather than fatigue crack growth rate. So initial flaw distribution can be derived from in-service flaw distributions.

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Comparison of measurement uncertainty calculation methods on example of indirect tensile strength measurement

  • Tutmez, Bulent
    • Geomechanics and Engineering
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    • 제12권6호
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    • pp.871-882
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    • 2017
  • Indirect measure of the tensile strength of laboratory samples is an important topic in rock engineering. One of the most important tests, the Brazilian strength test is performed to obtain the tensile strength of rock, concrete and other quasi brittle materials. Because the measurements are provided indirectly and the inspected rock materials may have heterogeneous properties, uncertainty quantification is required for a reliable test evaluation. In addition to the conventional measurement evaluation uncertainty methods recommended by the Guide to the Expression of Uncertainty in Measurement (GUM), such as Taylor's and Monte Carlo Methods, a fuzzy set-based approach is also proposed and resulting uncertainties are discussed. The results showed that when a tensile strength measurement is measured by a laboratory test, its uncertainty can also be expressed by one of the methods presented.