• Title/Summary/Keyword: Monte carlo method

Search Result 2,169, Processing Time 0.03 seconds

A top-down iteration algorithm for Monte Carlo method for probability estimation of a fault tree with circular logic

  • Han, Sang Hoon
    • Nuclear Engineering and Technology
    • /
    • v.50 no.6
    • /
    • pp.854-859
    • /
    • 2018
  • Calculating minimal cut sets is a typical quantification method used to evaluate the top event probability for a fault tree. If minimal cut sets cannot be calculated or if the accuracy of the quantification result is in doubt, the Monte Carlo method can provide an alternative for fault tree quantification. The Monte Carlo method for fault tree quantification tends to take a long time because it repeats the calculation for a large number of samples. Herein, proposal is made to improve the quantification algorithm of a fault tree with circular logic. We developed a top-down iteration algorithm that combines the characteristics of the top-down approach and the iteration approach, thereby reducing the computation time of the Monte Carlo method.

Using the Monte Carlo method to solve the half-space and slab albedo problems with Inönü and Anlı-Güngör strongly anisotropic scattering functions

  • Bahram R. Maleki
    • Nuclear Engineering and Technology
    • /
    • v.55 no.1
    • /
    • pp.324-329
    • /
    • 2023
  • Different types of deterministic solution methods were used to solve neutron transport equations corresponding to half-space and slab albedo problems. In these types of solution methods, in addition to the error of the numerical solutions, the obtained results contain truncation and discretization errors. In the present work, a non-analog Monte Carlo method is provided to simulate the half-space and slab albedo problems with Inönü and Anlı-Güngör strongly anisotropic scattering functions. For each scattering function, the sampling method of the direction of the scattered neutrons is presented. The effects of different beams with different angular dependencies and the effects of different scattering parameters on the reflection probability are investigated using the developed Monte Carlo method. The validity of the Monte Carlo method is also confirmed through the comparison with the published data.

Bayesian Estimation of State-Space Model Using the Hybrid Monte Carlo within Gibbs Sampler

  • Park, Ilsu
    • Communications for Statistical Applications and Methods
    • /
    • v.10 no.1
    • /
    • pp.203-210
    • /
    • 2003
  • In a standard Metropolis-type Monte Carlo simulation, the proposal distribution cannot be easily adapted to "local dynamics" of the target distribution. To overcome some of these difficulties, Duane et al. (1987) introduced the method of hybrid Monte Carlo(HMC) which combines the basic idea of molecular dynamics and the Metropolis acceptance-rejection rule to produce Monte Carlo samples from a given target distribution. In this paper, using the HMC within Gibbs sampler, an asymptotical estimate of the smoothing mean and a general solution to state space modeling in Bayesian framework is obtaineds obtained.

Monte Carlo Simulation of Phonon Transport in One-Dimensional Transient Conduction and ESD Event (1 차원 과도 전도와 정전기 방전 현상에 관한 포논 전달의 몬테 카를로 모사)

  • Oh, Jang-Hyun;Lee, Joon-Sik
    • Proceedings of the KSME Conference
    • /
    • 2007.05b
    • /
    • pp.2165-2170
    • /
    • 2007
  • At nanoscales, the Boltzmann transport equation (BTE) can best describe the behavior of phonons which are energy carriers in crystalline materials. Through this study, the phonon transport in some micro/nanoscale problems was simulated with the Monte Carlo method which is a kind of the stochastic approach to the BTE. In the Monte Carlo method, the superparticles of which the number is the weighted value to the actual number of phonons are allowed to drift and be scattered by other ones based on the scattering probability. Accounting for the phonon dispersion relation and polarizations, we have confirmed the one-dimensional transient phonon transport in ballistic and diffusion limits, respectively. The thermal conductivity for GaAs was also calculated from the kinetic theory by using the proposed model. Besides, we simulated the electrostatic discharge event in the NMOS transistor as a two-dimensional problem by applying the Monte Carlo method.

  • PDF

Probabilistic determination of initial cable forces of cable-stayed bridges under dead loads

  • Cheng, Jin;Xiao, Ru-Cheng;Jiang, Jian-Jing
    • Structural Engineering and Mechanics
    • /
    • v.17 no.2
    • /
    • pp.267-279
    • /
    • 2004
  • This paper presents an improved Monte Carlo simulation for the probabilistic determination of initial cable forces of cable-stayed bridges under dead loads using the response surfaces method. A response surface (i.e. a quadratic response surface without cross-terms) is used to approximate structural response. The use of the response surface eliminates the need to perform a deterministic analysis in each simulation loop. In addition, use of the response surface requires fewer simulation loops than conventional Monte Carlo simulation. Thereby, the computation time is saved significantly. The statistics (e.g. mean value, standard deviation) of the structural response are calculated through conventional Monte Carlo simulation method. By using Monte Carlo simulation, it is possible to use the existing deterministic finite element code without modifying it. Probabilistic analysis of a truss demonstrates the proposed method' efficiency and accuracy; probabilistic determination of initial cable forces of a cable-stayed bridge under dead loads verifies the method's applicability.

AN IMPROVED MONTE CARLO METHOD APPLIED TO THE HEAT CONDUCTION ANALYSIS OF A PEBBLE WITH DISPERSED FUEL PARTICLES

  • Song, Jae-Hoon;Cho, Nam-Zin
    • Nuclear Engineering and Technology
    • /
    • v.41 no.3
    • /
    • pp.279-286
    • /
    • 2009
  • Improving over a previous study [1], this paper provides a Monte Carlo method for the heat conduction analysis of problems with complicated geometry (such as a pebble with dispersed fuel particles). The method is based on the theoretical results of asymptotic analysis of neutron transport equation. The improved method uses an appropriate boundary layer correction (with extrapolation thickness) and a scaling factor, rendering the problem more diffusive and thus obtaining a heat conduction solution. Monte Carlo results are obtained for the randomly distributed fuel particles of a pebble, providing realistic temperature distributions (showing the kernel and graphite-matrix temperatures distinctly). The volumetric analytic solution commonly used in the literature is shown to predict lower temperatures than those of the Monte Carlo results provided in this paper.

A Study of Germanium Substrate Vacancy Clustering Formation using Monte Carlo Method (Monte Carlo방법을 이용한 Germanium 기판의 결공형 클러스터링 형성에 대한 연구)

  • Lee, Jun-Ha
    • Journal of the Semiconductor & Display Technology
    • /
    • v.10 no.2
    • /
    • pp.45-48
    • /
    • 2011
  • In this paper, vacancy clustering formation and diffusion of germanium substrate was studied. The analysis method was adopted Monte Carlo method. At temperatures higher than melting point, fewer clusters formed, but there was less variation in the number of clusters than at lower temperatures, as the time increased. Equilibrium diffusivities in the clustering region were $10^2$ lower than those of free vacancies in the initial stage of kinetic lattice Monte Carlo simulations. They were expressed according to three temperature regimes: at temperatures above 1,100 K, at temperatures of 1,100-900 K, and at temperatures below 900 K. The effective mean migration energy, 1.1 eV, closely coincided with that of the 1.0-1.2 eV in experiments.

A Study on Monte Carlo Simulation by beam scattering in Resin of New Austria Tunnel Method for Safety of Industrial Disaster (산업재해 방지를 위한 New Austria Tunnel Method 수지에서 빔산란에 의한 Monte Carlo 시뮬레이션에 관한 연구)

  • Nam, Sang-Sung;Lee, Joo-Youb
    • Journal of the Korean Applied Science and Technology
    • /
    • v.30 no.3
    • /
    • pp.444-450
    • /
    • 2013
  • The influences of scatterer and absorber in turbid material by light scattering on silica fume of additive were interpreted for the scattered intensity and wavelength. The molecular properties have been studied by Monte Carlo simulation in resin of New Austria Tunnel Method. It has been found that the effects of optical properties in scattering media could be investigated by the optical parameters(${\mu}_s$, ${\mu}_a$,${\mu}_t$). Monte Carlo Simulation method for modelling of light transport in the civil engineering and construction field was applied. The results using a phantom were discussed that the distance from source to detector is closer, and scattering intensity is stronger with those obtained through Monte Carlo Simulation. It may also aid in designing the best model for coatings and corrosion for the durability of metal constructions.

A study on the electron transport coefficients using monte carlo method in argon gas (몬테칼로법을 이용한 Ar기체의 전자수송계수에 관한 연구)

  • 하성철;전병훈
    • Electrical & Electronic Materials
    • /
    • v.8 no.6
    • /
    • pp.685-692
    • /
    • 1995
  • The electron transport coefficients in argon gas is studied over the range of E/N values from 85 to 566 Td by the Monte Carlo method considering the latest cross section data. The result of the Monte Carlo method analysis shows that the value of the electron transport coefficients such as the electron drift velocity, the ratio of the longitudinal and transverse diffusion coefficients to the mobility. It is also found that the electron transport coefficients calculated by the two-term approximation analysis agree well with those by Monte Carlo calculation. The electron energy distributions function were analysed in argon at E/N=283, and 566 Td for a case of the equilibrium region in the mean electron energy. A momentum transfer cross section for the argon atom which was consistent with both of the present electron transport coefficients was derived over the range of mean electron energy from 10.3 to 14.5 eV, also suggested as a set of electron cross section for argon atom. The validity of the results obtained has been confirmed by a Monte Carlo simulation method.

  • PDF

Approximating Exact Test of Mutual Independence in Multiway Contingency Tables via Stochastic Approximation Monte Carlo

  • Cheon, Soo-Young
    • The Korean Journal of Applied Statistics
    • /
    • v.25 no.5
    • /
    • pp.837-846
    • /
    • 2012
  • Monte Carlo methods have been used in exact inference for contingency tables for a long time; however, they suffer from ergodicity and the ability to achieve a desired proportion of valid tables. In this paper, we apply the stochastic approximation Monte Carlo(SAMC; Liang et al., 2007) algorithm, as an adaptive Markov chain Monte Carlo, to the exact test of mutual independence in a multiway contingency table. The performance of SAMC has been investigated on real datasets compared to with existing Markov chain Monte Carlo methods. The numerical results are in favor of the new method in terms of the quality of estimates.