• Title/Summary/Keyword: monte carlo evaluation

Search Result 436, Processing Time 0.03 seconds

Performance Evaluation of Spread Spectrum Communication System using the Wavelet Transform Interference Excision Scheme (Wavelet 변환간섭제거 방식을 이용한 대역 확산 통신시스템 성능분석)

  • 박재오;이정재
    • Proceedings of the Korean Institute of Information and Commucation Sciences Conference
    • /
    • 1999.05a
    • /
    • pp.272-275
    • /
    • 1999
  • In this paper, a wavelet transform-based adaptive interference excision scheme using the adaptive algorithm which suppresses narrow band interference in the wavelet transform domain for the direct spread modulation system application, is introduced. Using the Monte-Carlo simulation, the bit error probabilities of the direct spread communication systems with the excision systems of two kinds of Daubechies wavelets (db2, db8) in the transform domain, are analysed. With these results, it is shown that the performance of a system depends on the characteristics of wavelet being used. And with this scheme, we expect effective improvements in the direct spread communication system performance.

  • PDF

Probabilisitic Reliability Evaluation considering the small signal stability constraints with Monte Carlo simulation (소신호 안정도를 고려한 확률론적 신뢰도 평가 및 몬테카를로 시뮬레이션을 통한 신뢰도 평가 tool의 구현)

  • Jang, Gwang-Soo;Kim, Yu-Chang;Jung, Ha-Sub;Pakr, Jong-Keun
    • Proceedings of the KIEE Conference
    • /
    • 2006.07a
    • /
    • pp.3-4
    • /
    • 2006
  • 본 논문에서는 계통의 불확실성을 고려한 확률론적인 방법으로 전력계통의 신뢰도를 평가한다. 발전기 3 state modeling 및 부하의 정규분포 곡선으로 확률론 신뢰도 평가 모델을 가정하였다. 그리하여 Adequacy 및 계통의 전압 및 송전선제약 조건 외에도, 소신호 안정도 항목을 추가하여 보다 동적인 측면에서의 신뢰도 평가가 이루어지도록 하였다. 이러한 평가 방법의 결과에 의하여 각 평가 항목간의 비율을 비교하였으며, 이를 통한 PSS의 설치 위치 선정의 근거를 마련하였다. 모의 방법은 Monte Carlo Simulation방법을 사용하였으며, WSCC 3기 9모선과 New England 10기 39모선을 모의계통으로 하였다.

  • PDF

Application of Probabilistic Fracture Mechanics Methodology (확률론적 파괴역학 수법의 적용성 검토)

  • 이준성;곽상록;김영진
    • Proceedings of the Korean Society of Precision Engineering Conference
    • /
    • 2001.04a
    • /
    • pp.667-670
    • /
    • 2001
  • For major structural components periodic inspections and integrity assessments are needed for the safety. However, many flaws are undetectable because sampling inspection is carried out during in-service inspection. Probabilistic integrity assessment is applied to take into consideration of uncertainty and variance of input parameters arise due to material properties and undetectable cracks. This paper describes a Probabilistic Fracture Mechanics(PEM) analysis based on the Monte Carlo(MC) algorithms. Taking a number of sampling data of probabilistic variables such as fracture toughness value, crack depth and aspect ratio of an initial surface crack, a MC simulation of failure judgement of samples is performed. For the verification of this analysis, a comparison study of th PFM analysis using a commercial code, mathematical method is carried out and a good agreement was observed between those results.

  • PDF

Probabilistic Integrity Assessment of CANDU Pressure Tube for the Consideration of Flaw Generation Time (결함발생 시점을 고려한 CANDU 압력관 결함의 확률론적 건전성평가)

  • Kwak, Sang-Log;Lee, Joon-Seong;Kim, Young-Jin;Park, Youn-Won
    • Proceedings of the KSME Conference
    • /
    • 2001.11a
    • /
    • pp.155-160
    • /
    • 2001
  • This paper describes a probabilistic fracture mechanics (PFM) analysis based on Monte Carlo (MC) simulation. In the analysis of CANDU pressure tube, it is necessary to perform the PFM analyses based on statistical consideration of flaw generation time. A depth and an aspect ratio of initial semi-elliptical surface crack, a fracture toughness value, delayed hydride cracking (DHC) velocity, and flaw generation time are assumed to be probabilistic variables. In all the analyses, degradation of fracture toughness due to neutron irradiation is considered. Also, the failure criteria considered are plastic collapse, unstable fracture and crack penetration. For the crack growth by DHC, the failure probability was evaluated in due consideration of flaw generation time.

  • PDF

Optimal Design of Inverse Electromagnetic Problems with Uncertain Design Parameters Assisted by Reliability and Design Sensitivity Analysis

  • Ren, Ziyan;Um, Doojong;Koh, Chang-Seop
    • Journal of Magnetics
    • /
    • v.19 no.3
    • /
    • pp.266-272
    • /
    • 2014
  • In this paper, we suggest reliability as a metric to evaluate the robustness of a design for the optimal design of electromagnetic devices, with respect to constraints under the uncertainties in design variables. For fast numerical efficiency, we applied the sensitivity-assisted Monte Carlo simulation (S-MCS) method to perform reliability calculation. Furthermore, we incorporated the S-MCS with single-objective and multi-objective particle swarm optimization algorithms to achieve reliability-based optimal designs, undertaking probabilistic constraint and multi-objective optimization approaches, respectively. We validated the performance of the developed optimization algorithms through application to the optimal design of a superconducting magnetic energy storage system.

An Algorithm for Calculation of Probability Distributions of Output Variables in Process Simulation (공정 시뮬레이션 출력 변수의 확률분포 계산 알고리즘)

  • 최수형
    • Journal of Institute of Control, Robotics and Systems
    • /
    • v.8 no.10
    • /
    • pp.847-850
    • /
    • 2002
  • Stochastic process analysis is often based on Monte Carlo simulations. As a more rigorous alternative, a deterministic algorithm based on numerical integration is proposed in this paper. which calculates the probability distributions of dependent random variables using the results of simulation with grid points of independent random variables. For performance evaluation, the proposed algorithm is applied to an example problem which can be analytically solved. and the result is compared with that of Monte Carlo simulation. The proposed algorithm is suitable for general process simulation problems with a few independent random variables, and expected to be applicable to areas such as safety analysis and quality control.

Evaluation for Probabilistic Distributions of Fatigue Life of Marine Propeller Materials by using a Monte Carlo Simulation (몬테카를로 시뮬레이션에 의한 선박용 프로펠러재의 피로수명 확률분포 평가)

  • Yoon, Han-Yong;Zhang, Jianwei
    • Transactions of the Korean Society of Mechanical Engineers A
    • /
    • v.32 no.12
    • /
    • pp.1055-1062
    • /
    • 2008
  • Engineering materials have been studied and developed remarkably for a long time. But, few reports about marine propeller materials are presented. Recently, some researchers have studied the material strength of marine propellers. However, studies on parametric sensitivity and probabilistic distribution of fatigue life of propeller materials have not been made yet. In this study, a method to predict the probabilistic distributions of fatigue life of propeller materials is presented, and the influence of several parameters on the life distribution is discussed.

Estimation of nonlinear censored simultaneous equations models : An Application of Quasi Maximum Likelihood Methods (절삭된 연립방정식 모형의 추정에 대한 몬테칼로 비교)

  • 이회경
    • The Korean Journal of Applied Statistics
    • /
    • v.4 no.1
    • /
    • pp.13-24
    • /
    • 1991
  • This paper presents a Monte Carlo evaluation of estimators for nonlinear consored simultaneous equations models. We examine the performance of the maximum likelihood estimator (MLE), the two-step quasi maximum likelihood estimator (2QMLE) proposed by Lee and Hurd (1989), and another quasi MLe using least squares at the first step (LSAE) under varying degrees of freedom and underlying distributions, Although QMLE's are not necessarily consistent, the Monte Carlo results show that the 2QMLE may be used as an alternative to MLE when MLE is not applicable in practice.

  • PDF

Evaluation of the Combat Aircraft Susceptibility Against Surface-Based Threat Using the Weighted Score Algorithm

  • Kim, Joo-Young;Kim, Jin-Young;Lee, Kyung-Tae
    • International Journal of Aeronautical and Space Sciences
    • /
    • v.12 no.4
    • /
    • pp.396-402
    • /
    • 2011
  • Aircraft combat survivability is an essential factor in the design of combat aircrafts that operate in an enemy air defense area. The combat aircrafts will be confronted with anti-aircraft artillery and/or surface-to-air missiles (SAM) from the ground, and their survivability can be divided into two categories: susceptibility and vulnerability. This article studies the prediction of susceptibility in the case of a one-on-one engagement between the combat aircraft and a surface-based threat. The weighted score method is suggested for the prediction of susceptibility parameters, and Monte Carlo simulations are carried out to draw qualitative interpretation of the susceptibility characteristics of combat aircraft systems, such as the F-16 C/D, and the hypersonic aircraft, which is under development in the United States, versus ground threat from the SAM SA-10.

A Study of Three Dimensional Ion Implantation Simulator (3차원 이온 주입 시뮬레이터 개발에 관한 연구)

  • 송재복;원태영
    • Proceedings of the Korean Institute of Electrical and Electronic Material Engineers Conference
    • /
    • 1996.11a
    • /
    • pp.93-96
    • /
    • 1996
  • We developed three dimensional Monte carlo ion implantation simulator which simulate distributions of impurities under the ion implantation on the tilted multi-layered layer. Our simulation reveals three dimensional shadow effect and sidewall scattering effect due to the geometrical shapes. For the evaluation of the developed three dimensional Monte carlo ion implantation simulator, calculations with 100,000 ions have been performed for the island and hole structures with a thin oxide of 100$\AA$ and nitride of 2000$\AA$. The simulation results showed that the distribution of ion decreases near the conner of the hole structure covered with a nitride layer and increases near the conner for the island structure open to oxide. Moreover, three dimensional distributions of ions were obtained with varying incident energy, tilt and rotation angle, mask depth and three-dimensional structure geometry.

  • PDF