• Title/Summary/Keyword: Monte Carlo Approach

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Foreign Detection Based on Wavelet Transform Algorithm with Image Analysis Mechanism in the Inner Wall of the Tube

  • Zhu, Jinlong;Yu, Fanhua;Sun, Mingyu;Zhao, Dong;Geng, Qingtian
    • Journal of Information Processing Systems
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    • v.15 no.1
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    • pp.34-46
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    • 2019
  • A method for detecting foreign substances in mould based on scatter grams was presented to protect moulds automatically during moulding production. This paper proposes a wavelet transform foreign detection method based on Monte Carlo analysis mechanism to identify foreign objects in the tube. We use the Monte Carlo method to evaluate the image, and obtain the width of the confidence interval by the deviation statistical gray histogram to divide the image type. In order to stabilize the performance of the algorithm, the high-frequency image and the low-frequency image are respectively drawn. By analyzing the position distribution of the pixel gray in the two images, the suspected foreign object region is obtained. The experiments demonstrate the effectiveness of our approach by evaluating the labeled data.

Stochastic vibration analysis of functionally graded beams using artificial neural networks

  • Trinh, Minh-Chien;Jun, Hyungmin
    • Structural Engineering and Mechanics
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    • v.78 no.5
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    • pp.529-543
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    • 2021
  • Inevitable source-uncertainties in geometry configuration, boundary condition, and material properties may deviate the structural dynamics from its expected responses. This paper aims to examine the influence of these uncertainties on the vibration of functionally graded beams. Finite element procedures are presented for Timoshenko beams and utilized to generate reliable datasets. A prerequisite to the uncertainty quantification of the beam vibration using Monte Carlo simulation is generating large datasets, that require executing the numerical procedure many times leading to high computational cost. Utilizing artificial neural networks to model beam vibration can be a good approach. Initially, the optimal network for each beam configuration can be determined based on numerical performance and probabilistic criteria. Instead of executing thousands of times of the finite element procedure in stochastic analysis, these optimal networks serve as good alternatives to which the convergence of the Monte Carlo simulation, and the sensitivity and probabilistic vibration characteristics of each beam exposed to randomness are investigated. The simple procedure presented here is efficient to quantify the uncertainty of different stochastic behaviors of composite structures.

A Stochastic Linear Scheduling Method using Monte Carlo Simulation

  • Soderlund, Chase;Park, Borinara
    • International conference on construction engineering and project management
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    • 2015.10a
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    • pp.169-173
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    • 2015
  • The linear scheduling method or line-of-balance (LOB) is a popular choice for projects that involve repetitive tasks during project execution. The method, however, produces deterministic schedule that does not convey a range of potential project outcomes under uncertainty. This results from the fact the basic scheduling parameters such as crew production rates are estimated to be deterministic based on single-point value inputs. The current linear scheduling technique, therefore, lacks the capability of reflecting the fluctuating nature of the project operation. In this paper the authors address the issue of how the variability of operation and production rates affects schedule outcomes and show a more realistic description of what might be a realistic picture of typical projects. The authors provide a solution by providing a more effective and comprehensive way of incorporating the crew performance variability using a Monte Carlo simulation technique. The simulation outcomes are discussed in terms of how this stochastic approach can overcome the shortcomings of the conventional linear scheduling technique and provide optimum schedule solutions.

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Visual Tracking Using Monte Carlo Sampling and Background Subtraction (확률적 표본화와 배경 차분을 이용한 비디오 객체 추적)

  • Kim, Hyun-Cheol;Paik, Joon-Ki
    • Journal of the Institute of Electronics Engineers of Korea SP
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    • v.48 no.5
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    • pp.16-22
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    • 2011
  • This paper presents the multi-object tracking approach using the background difference and particle filtering by monte carlo sampling. We apply particle filters based on probabilistic importance sampling to multi-object independently. We formulate the object observation model by the histogram distribution using color information and the object dynaminc model for the object motion information. Our approach does not increase computational complexity and derive stable performance. We implement the whole Bayesian maximum likelihood framework and describes robust methods coping with the real-world object tracking situation by the observation and transition model.

Probabilistic Damage Mechanics Assessment of Wall-Thinned Nuclear Piping Using Reliability Method and Monte-Carlo Simulation (신뢰도지수 및 몬데카를로 시뮬레이션을 이용한 원전 감육배관의 확률론적 손상역학 평가)

  • Lee Sang-Min;Yun Kang-Ok;Chang Yoon-Suk;Choi Jae-Boong;Kim Young-Jin
    • Transactions of the Korean Society of Mechanical Engineers A
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    • v.29 no.8 s.239
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    • pp.1102-1108
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    • 2005
  • The integrity of nuclear piping systems has to be maintained sufficiently all the times during operation. In order to maintain the integrity, reliable assessment procedures including fracture mechanics analysis, etc, are required. Up to now, the integrity assessment has been performed using conventional deterministic approach even though there are lots of uncertainties to hinder a rational evaluation. In this respect, probabilistic approach is considered as an appropriate method for piping system evaluation. The objectives of this paper are to develop a probabilistic assessment program using reliability index and simulation technique and to estimate the damage probability of wall-thinned pipes in secondary systems. The probabilistic assessment program consists of three evaluation modules which are first order reliability method, second order reliability method and Monte Carlo simulation method. The developed program has been applied to evaluate damage probabilities of wall-thinned pipes subjected to internal pressure, global bending moment and combined loading. The sensitivity analysis results as well as prototypal evaluation results showed a promising applicability of the probabilistic integrity assessment program.

Novel approach to predicting the release probability when applying the MARSSIM statistical test to a survey unit with a specific residual radioactivity distribution based on Monte Carlo simulation

  • Chun, Ga Hyun;Cheong, Jae Hak
    • Nuclear Engineering and Technology
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    • v.54 no.5
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    • pp.1606-1615
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    • 2022
  • For investigating whether the MARSSIM nonparametric test has sufficient statistical power when a site has a specific contamination distribution before conducting a final status survey (FSS), a novel approach was proposed to predict the release probability of the site. Five distributions were assumed: lognormal distribution, normal distribution, maximum extreme value distribution, minimum extreme value distribution, and uniform distribution. Hypothetical radioactivity populations were generated for each distribution, and Sign tests were performed to predict the release probabilities after extracting samples using Monte Carlo simulations. The designed Type I error (0.01, 0.05, and 0.1) was always satisfied for all distributions, while the designed Type II error (0.01, 0.05, and 0.1) was not always met for the uniform, maximum extreme value, and lognormal distributions. Through detailed analyses for lognormal and normal distributions which are often found for contaminants in actual environmental or soil samples, it was found that a greater statistical power was obtained from survey units with normal distribution than with lognormal distribution. This study is expected to contribute to achieving the designed decision error when the contamination distribution of a survey unit is identified, by predicting whether the survey unit passes the statistical test before undertaking the FSS according to MARSSIM.

Stochastic design charts for bearing capacity of strip footings

  • Shahin, Mohamed A.;Cheung, Eric M.
    • Geomechanics and Engineering
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    • v.3 no.2
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    • pp.153-167
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    • 2011
  • Traditional design methods of bearing capacity of shallow foundations are deterministic in the sense that they do not explicitly consider the inherent uncertainty associated with the factors affecting bearing capacity. To account for such uncertainty, available deterministic methods rather employ a fixed global factor of safety that may lead to inappropriate bearing capacity predictions. An alternative stochastic approach is essential to provide a more rational estimation of bearing capacity. In this paper, the likely distribution of predicted bearing capacity of strip footings subjected to vertical loads is obtained using a stochastic approach based on the Monte Carlo simulation. The approach accounts for the uncertainty associated with the soil shear strength parameters: cohesion, c, and friction angle, ${\phi}$, and the cross correlation between c and ${\phi}$. A set of stochastic design charts that assure target reliability levels of 90% and 95%, are developed for routine use by practitioners. The charts negate the need for a factor of safety and provide a more reliable indication of what the actual bearing capacity might be.

Stochastic Design Approach for the Guidance and Control System of an Automatic Landing Vehicle

  • Minami, Yoshinori;Miyazawa, Yoshikazu;Shimada, Yuzo
    • 제어로봇시스템학회:학술대회논문집
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    • 1998.10a
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    • pp.41-46
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    • 1998
  • In this paper, a stochastic approach based on a Monte Carlo simulation method for the design of a guidance and control (G & C) system of an automatic landing flight experiment (ALFLEX) vehicle is presented. The aim of this study is to design a G & C system robust against uncertainties in the vehicular dynamics. In this study, uncertain parameters and disturbances are treated as random variables in the Monte Carlo simulation. Then, some controller gains in the G & C system are tuned to satisfy conditions concerning the states at touchdown. The proposed method was applied to the ALFLEX vehicle. The simulation results shored the effectiveness of the present approach.

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Stochastic Simple Hydrologic Partitioning Model Associated with Markov Chain Monte Carlo and Ensemble Kalman Filter (마코프 체인 몬테카를로 및 앙상블 칼만필터와 연계된 추계학적 단순 수문분할모형)

  • Choi, Jeonghyeon;Lee, Okjeong;Won, Jeongeun;Kim, Sangdan
    • Journal of Korean Society on Water Environment
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    • v.36 no.5
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    • pp.353-363
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    • 2020
  • Hydrologic models can be classified into two types: those for understanding physical processes and those for predicting hydrologic quantities. This study deals with how to use the model to predict today's stream flow based on the system's knowledge of yesterday's state and the model parameters. In this regard, for the model to generate accurate predictions, the uncertainty of the parameters and appropriate estimates of the state variables are required. In this study, a relatively simple hydrologic partitioning model is proposed that can explicitly implement the hydrologic partitioning process, and the posterior distribution of the parameters of the proposed model is estimated using the Markov chain Monte Carlo approach. Further, the application method of the ensemble Kalman filter is proposed for updating the normalized soil moisture, which is the state variable of the model, by linking the information on the posterior distribution of the parameters and by assimilating the observed steam flow data. The stochastically and recursively estimated stream flows using the data assimilation technique revealed better representation of the observed data than the stream flows predicted using the deterministic model. Therefore, the ensemble Kalman filter in conjunction with the Markov chain Monte Carlo approach could be a reliable and effective method for forecasting daily stream flow, and it could also be a suitable method for routinely updating and monitoring the watershed-averaged soil moisture.

A Ship-Valuation Model Based on Monte Carlo Simulation (몬테카를로 시뮬레이션방법을 이용한 선박가치 평가)

  • Choi, Jung-Suk;Lee, Ki-Hwan;Nam, Jong-Sik
    • Journal of Korea Port Economic Association
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    • v.31 no.3
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    • pp.1-14
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    • 2015
  • This study utilizes Monte Carlo simulation to forecast the time charter rate of vessels, the three-month Libor interest rate, and the ship demolition price, to mitigate future uncertainties involving these factors. The simulation was performed 10,000 times to obtain an exact result. For the empirical analysis - based on considerations in ordering ships in 2010-a comparison between the Monte Carlo simulation-based stochastic discounted cash flow (DCF) method and traditional DCF methods was made. The analysis revealed that the net present value obtained through Monte Carlo simulation was lower than that obtained via regular DCF methods, alerting the owners to risks and preventing them from placing injudicious orders for ships. This research has implications in reducing the uncertainties that future shipping markets face, through the use of a stochastic DCF approach with relevant variables and probability methods.