• 제목/요약/키워드: hybrid monte carlo

검색결과 83건 처리시간 0.02초

A Second-Order Design Sensitivity-Assisted Monte Carlo Simulation Method for Reliability Evaluation of the Electromagnetic Devices

  • Ren, Ziyan;Koh, Chang-Seop
    • Journal of Electrical Engineering and Technology
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    • 제8권4호
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    • pp.780-786
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    • 2013
  • In the reliability-based design optimization of electromagnetic devices, the accurate and efficient reliability assessment method is very essential. The first-order sensitivity-assisted Monte Carlo Simulation is proposed in the former research. In order to improve its accuracy for wide application, in this paper, the second-order sensitivity analysis is presented by using the hybrid direct differentiation-adjoint variable method incorporated with the finite element method. By combining the second-order sensitivity with the Monte Carlo Simulation method, the second-order sensitivity-assisted Monte Carlo Simulation algorithm is proposed to implement reliability calculation. Through application to one superconductor magnetic energy storage system, its accuracy is validated by comparing calculation results with other methods.

Efficient simulation using saddlepoint approximation for aggregate losses with large frequencies

  • Cho, Jae-Rin;Ha, Hyung-Tae
    • Communications for Statistical Applications and Methods
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    • 제23권1호
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    • pp.85-91
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    • 2016
  • Aggregate claim amounts with a large claim frequency represent a major concern to automobile insurance companies. In this paper, we show that a new hybrid method to combine the analytical saddlepoint approximation and Monte Carlo simulation can be an efficient computational method. We provide numerical comparisons between the hybrid method and the usual Monte Carlo simulation.

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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Hybrid Monte Carlo 시뮬레이션에 의한 고속 InAlGaAs/InGaAs HBT의 구조 설계 (Design of high speed InAlGaAs/InGaAs HBT structure by Hybrid Monte Carlo Simulation)

  • 황성범;김용규;송정근;홍창희
    • 전자공학회논문지D
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    • 제36D권3호
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    • pp.66-74
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    • 1999
  • HMC(Hybrid Monte Carlo)시뮬레이션을 이용하여 InAlGaAs/InGaAs HBT의 비평형 고속전송을 해석하였고, 전송시간 및 차단주파수를 향상시키기 위하여 에미터-베이터 이종접합과 콜렉터 구조를 최적 설계 하였다. 시뮬레이션 결과, 에미터 조성경사영역에서 Al 몰비를 xf=1.0에서 xf=0.5로 변화시킬 경우 베이스 전송시간이τb=0.21ps로 가장 짧았다. 콜렉터 전송시간을 단축시킬 목적으로 콜렉터와 베이스 사이에 n\sup +\형 (콜렉터-Ⅰ), I형(콜렉터-Ⅱ), p형(콜렉터-Ⅲ), 콜렉터를 삽입하여 베이스-콜렉터 공간전하영역의 전계분포를 전자의 비평형고속전송을 유지하도록 설계하였다. 콜렉터-Ⅲ 구조에서는 전자의 음이온화된 억셉터가 콜렉터의 전계를 감소시킴으로써 전자가 Γ 밸리에서 먼 거리까지 전송을 가능하게 하여 가장 짧은 콜렉터 전송시간을 나타내었다. 결론적으로 가장 짧은 전송시간 τec는 Al 몰비가 xf=0.5인 에미터 구조와 콜렉터-Ⅲ에서 0.87psec이었고, 차단주파수 ft=183GHz를 나타내었다.

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Comparing the performance of two hybrid deterministic/Monte Carlo transport codes in shielding calculations of a spent fuel storage cask

  • Lai, Po-Chen;Huang, Yu-Shiang;Sheu, Rong-Jiun
    • Nuclear Engineering and Technology
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    • 제51권8호
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    • pp.2018-2025
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    • 2019
  • This study systematically compared two hybrid deterministic/Monte Carlo transport codes, ADVANTG/MCNP and MAVRIC, in solving a difficult shielding problem for a real-world spent fuel storage cask. Both hybrid codes were developed based on the consistent adjoint driven importance sampling (CADIS) methodology but with different implementations. The dose rate distributions on the cask surface were of primary interest and their predicted results were compared with each other and with a straightforward MCNP calculation as a baseline case. Forward-Weighted CADIS was applied for optimization toward uniform statistical uncertainties for all tallies on the cask surface. Both ADVANTG/MCNP and MAVRIC achieved substantial improvements in overall computational efficiencies, especially for gamma-ray transport. Compared with the continuous-energy ADVANTG/MCNP calculations, the coarse-group MAVRIC calculations underestimated the neutron dose rates on the cask's side surface by an approximate factor of two and slightly overestimated the dose rates on the cask's top and side surfaces for fuel gamma and hardware gamma sources because of the impact of multigroup approximation. The fine-group MAVRIC calculations improved to a certain extent and the addition of continuous-energy treatment to the Monte Carlo code in the latest MAVRIC sequence greatly reduced these discrepancies. For the two continuous-energy calculations of ADVANTG/MCNP and MAVRIC, a remaining difference of approximately 30% between the neutron dose rates on the cask's side surface resulted from inconsistent use of thermal scattering treatment of hydrogen in concrete.

MONTE CARLO METHOD EXTENDED TO HEAT TRANSFER PROBLEMS WITH NON-CONSTANT TEMPERATURE AND CONVECTION BOUNDARY CONDITIONS

  • Cho, Bum-Hee;Cho, Nam-Zin
    • Nuclear Engineering and Technology
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    • 제42권1호
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    • pp.65-72
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    • 2010
  • The Monte Carlo method for solving heat conduction problems [1-3] is extended for non-constant temperature boundary conditions in this study. The new method can treat problems with any given non-constant boundary temperatures, including heat convection problems with non-constant fluid bulk temperature. A set of problems, particularly the heat transfer problem in a pebble fuel, is analyzed by this new method. In addition, a new method to reduce the statistical errors in kernel fuel regions is introduced when the Monte Carlo method is applied to a pebble fuel.

Bayesian estimation for the exponential distribution based on generalized multiply Type-II hybrid censoring

  • Jeon, Young Eun;Kang, Suk-Bok
    • Communications for Statistical Applications and Methods
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    • 제27권4호
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    • pp.413-430
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    • 2020
  • The multiply Type-II hybrid censoring scheme is disadvantaged by an experiment time that is too long. To overcome this limitation, we propose a generalized multiply Type-II hybrid censoring scheme. Some estimators of the scale parameter of the exponential distribution are derived under a generalized multiply Type-II hybrid censoring scheme. First, the maximum likelihood estimator of the scale parameter of the exponential distribution is obtained under the proposed censoring scheme. Second, we obtain the Bayes estimators under different loss functions with a noninformative prior and an informative prior. We approximate the Bayes estimators by Lindleys approximation and the Tierney-Kadane method since the posterior distributions obtained by the two priors are complicated. In addition, the Bayes estimators are obtained by using the Markov Chain Monte Carlo samples. Finally, all proposed estimators are compared in the sense of the mean squared error through the Monte Carlo simulation and applied to real data.

몬테칼로 전산모사를 이용한 복합 G-M 계수기 불감시간 모형의 계측 통계 연구 (A Study on Counting Statistics of the Hybrid G-M Counter Dead Time Model Using Monte Carlo Simulations)

  • 이상훈;제무성
    • Journal of Radiation Protection and Research
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    • 제29권4호
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    • pp.269-273
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    • 2004
  • 고계수율 환경에서의 G-M 계수기의 가용 범위를 확장하기 위하여 두 가지 불감시간(연장가능 및 연장불능)을 채택한 복합 모형이 개발되었으며, 이 복합모형 참 계수율과 실측 계수율간의 상관관계를 보다 정확히 설명한다. 이 논문에서는 몬테칼로 모사법에 근거한 G-M 계수기 불감효과 분석 프로그램 GMSIM을 개발하여 연장가능 불감시간 모형 및 연장불능 불감시간 모형에 적용하여 그 정확도를 확인하였다. GMSIM을 이용하여 복합 불감시간 모형을 따르는 G-M 계수기의 계수 통계 특성을 분석한 결과, 두 가지 이상적 모형의 중간적 특성을 보였다. 향후 GMSIM은 세 가지 모형의 불감시간 특성을 분석하는데 사용될 수 있다.

Robust optimization of a hybrid control system for wind-exposed tall buildings with uncertain mass distribution

  • Venanzi, Ilaria;Materazzi, Annibale Luigi
    • Smart Structures and Systems
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    • 제12권6호
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    • pp.641-659
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    • 2013
  • In this paper is studied the influence of the uncertain mass distribution over the floors on the choice of the optimal parameters of a hybrid control system for tall buildings subjected to wind load. In particular, an optimization procedure is developed for the robust design of a hybrid control system that is based on an enhanced Monte Carlo simulation technique and the genetic algorithm. The large computational effort inherent in the use of a MC-based procedure is reduced by the employment of the Latin Hypercube Sampling. With reference to a tall building modeled as a multi degrees of freedom system, several numerical analyses are carried out varying the parameters influencing the floors' masses, like the coefficient of variation of the distribution and the correlation between the floors' masses. The procedure allows to obtain optimal designs of the control system that are robust with respect to the uncertainties on the distribution of the dead and live loads.

Development of hybrid shielding system for large-area Compton camera: A Monte Carlo study

  • Kim, Jae Hyeon;Lee, Junyoung;Kim, Young-su;Lee, Hyun Su;Kim, Chan Hyeong
    • Nuclear Engineering and Technology
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    • 제52권10호
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    • pp.2361-2369
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    • 2020
  • Compton cameras using large scintillators have been developed for high imaging sensitivity. These scintillator-based Compton cameras, however, mainly due to relatively low energy resolution, suffer from undesired background-radiation signals, especially when radioactive materials' activity is very low or their location is far from the Compton camera. To alleviate this problem for a large-size Compton camera, in the present study, a hybrid-type shielding system was designed that combines an active shield with a veto detector and a passive shield that surrounds the active shield. Then, the performance of the hybrid shielding system was predicted, by Monte Carlo radiation transport simulation using Geant4, in terms of minimum detectable activity (MDA), signal-to-noise ratio (SNR), and image resolution. Our simulation results show that, for the most cases, the hybrid shielding system significantly improves the performance of the large-size Compton camera. For the cases investigated in the present study, the use of the shielding system decreased the MDA by about 1.4, 1.6, and 1.3 times, increased the SNR by 1.2-1.9, 1.1-1.7, and 1.3-2.1 times, and improved the image resolution (i.e., reduced the FWHM) by 7-8, 1-6, and 3-5% for 137Cs, 60Co, and 131I point source located at 1-5 m from the imaging system, respectively.