• 제목/요약/키워드: Monte carlo simulations

검색결과 682건 처리시간 0.022초

Bayesian updated correlation length of spatial concrete properties using limited data

  • Criel, Pieterjan;Caspeele, Robby;Taerwe, Luc
    • Computers and Concrete
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    • 제13권5호
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    • pp.659-677
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    • 2014
  • A Bayesian response surface updating procedure is applied in order to update the parameters of the covariance function of a random field for concrete properties based on a limited number of available measurements. Formulas as well as a numerical algorithm are presented in order to update the parameters of response surfaces using Markov Chain Monte Carlo simulations. The parameters of the covariance function are often based on some kind of expert judgment due the lack of sufficient measurement data. However, a Bayesian updating technique enables to estimate the parameters of the covariance function more rigorously and with less ambiguity. Prior information can be incorporated in the form of vague or informative priors. The proposed estimation procedure is evaluated through numerical simulations and compared to the commonly used least square method.

Facilitated Protein-DNA Binding: Theory and Monte Carlo Simulation

  • Park, Ki-Hyun;Kim, Tae-Jun;Kim, Hyo-Joon
    • Bulletin of the Korean Chemical Society
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    • 제33권3호
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    • pp.971-974
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    • 2012
  • The facilitated diffusion effect on protein-DNA binding is studied. A rigorous theoretical approach is presented to deal with the coupling between one-dimensional and three-dimensional diffusive motions. For a simplified model, the present approach can provide numerically exact results, which are confirmed by the lattice-based Monte Carlo simulations.

Bayes Estimation of a Reliability Function for Rayleigh Model

  • Kim, Yeung-Hoon;Sohn, Joong-Kweon
    • Journal of the Korean Statistical Society
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    • 제23권2호
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    • pp.445-461
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    • 1994
  • This paper deals with the problem of obtaining some Bayes estimators and Bayesian credible regions of a reliability function for the Rayleigh distribution. Using several priors for a reliability function some Bayes estimators and Bayes credible sets are proposed and studied under squared error loss and Harris loss. Also the performances and behaviors of the proposed Bayes estimators are examined via Monte Carlo simulations and some numericla examples are given.

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Definition of the neutronics benchmark of the NuScale-like core

  • Emil Fridman;Yurii Bilodid;Ville Valtavirta
    • Nuclear Engineering and Technology
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    • 제55권10호
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    • pp.3639-3647
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    • 2023
  • This paper defines a 3D full core neutronics benchmark which is based on the NuScale small modular reactor (SMR) concept. The paper provides a detailed description of the NuScale-like core, a list of expected outputs, and a reference solution to the benchmark exercises obtained with the Monte Carlo code Serpent. The benchmark was developed in the framework of the Euratom McSAFER project and can be used for verification of computational chains dedicated to 3D full-core neutronics simulations of water cooled SMRs. The paper is supplemented with a digital data set to ease the modeling process.

Deflection and buckling of buried flexible pipe-soil system in a spatially variable soil profile

  • Srivastava, Amit;Sivakumar Babu, G.L.
    • Geomechanics and Engineering
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    • 제3권3호
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    • pp.169-188
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    • 2011
  • Response of buried flexible pipe-soil system is studied, through numerical analysis, with respect to deflection and buckling in a spatially varying soil media. In numerical modeling procedure, soil parameters are modeled as two-dimensional non-Gaussian homogeneous random field using Cholesky decomposition technique. Numerical analysis is performed using random field theory combined with finite difference numerical code FLAC 5.0 (2D). Monte Carlo simulations are performed to obtain the statistics, i.e., mean and variance of deflection and circumferential (buckling) stresses of buried flexible pipe-soil system in a spatially varying soil media. Results are compared and discussed in the light of available analytical solutions as well as conventional numerical procedures in which soil parameters are considered as uniformly constant. The statistical information obtained from Monte Carlo simulations is further utilized for the reliability analysis of buried flexible pipe-soil system with respect to deflection and buckling. The results of the reliability analysis clearly demonstrate the influence of extent of variation and spatial correlation structure of soil parameters on the performance assessment of buried flexible pipe-soil systems, which is not well captured in conventional procedures.

추력비정렬 및 횡방향 무게중심 오프셋에 의한 우주발사체 유도 성능 영향성 분석 (Analysis of Thrust Misalignments and Offsets of Lateral Center of Gravity Effects on Guidance Performance of a Space Launch Vehicle)

  • 송은정;조상범;선병찬
    • 한국항공우주학회지
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    • 제47권8호
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    • pp.574-581
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    • 2019
  • 본 논문에서는 추력비정렬 및 발사체 횡방향 무게중심 오프셋에 의한 유도 성능 영향성에 대해서 다루었다. 민감도 분석 방법과 몬테카를로 시뮬레이션 방법을 적용하여 추력비정렬 및 횡방향 무게중심 오프셋에 의한 궤도 투입 오차 변화를 계산함으로써 영향성을 분석하였다. 추력비정렬 및 횡방향 무게중심 오프셋에 의한 영향을 보상하기 위한 방안으로서 적분제어기를 추가하는 방법과 Saturn-V 발사체의 비정렬 보상 알고리듬인 SMC 방법의 적용을 고려해 보았고 몬테카를로 시뮬레이션을 통해 효용성을 평가하였다.

몬테카를로 방법 기반의 이동최소제곱을 이용한 밀도 데이터의 벡터장 시각화 (Visualization of Vector Fields from Density Data Using Moving Least Squares Based on Monte Carlo Method)

  • 김종현
    • 한국컴퓨터그래픽스학회논문지
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    • 제30권2호
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    • pp.1-9
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    • 2024
  • 본 논문에서는 밀도 데이터로부터 다양한 벡터장 패턴을 시각화하는 새로운 방법을 제안한다. 이를 위해 물리 기반 시뮬레이션과 기하학적 처리에서 사용되는 이동최소제곱(Moving least squares, MLS)을 이용한다. 하지만 일반적인 MLS는 벡터기반의 제약조건을 통해 고차 보간되기 때문에 밀도의 특성을 고려하지 못한다. 본 논문에서는 입력 데이터에 내포되어 있는 밀도의 특성을 효율적으로 고려하기 위해 몬테카를로 기반의 가중치를 MLS에 통합하여 다양한 형태의 백터장을 표현할 수 있도록 알고리즘을 설계한다. 결과적으로 일반적인 MLS와 발산제약 기반의 MLS 같은 기존 기법으로는 표현하기 힘든 디테일한 벡터장을 실험을 통해 보여준다.