• Title/Summary/Keyword: probabilistic methods

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Theoretical approach for uncertainty quantification in probabilistic safety assessment using sum of lognormal random variables

  • Song, Gyun Seob;Kim, Man Cheol
    • Nuclear Engineering and Technology
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    • v.54 no.6
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    • pp.2084-2093
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    • 2022
  • Probabilistic safety assessment is widely used to quantify the risks of nuclear power plants and their uncertainties. When the lognormal distribution describes the uncertainties of basic events, the uncertainty of the top event in a fault tree is approximated with the sum of lognormal random variables after minimal cutsets are obtained, and rare-event approximation is applied. As handling complicated analytic expressions for the sum of lognormal random variables is challenging, several approximation methods, especially Monte Carlo simulation, are widely used in practice for uncertainty analysis. In this study, a theoretical approach for analyzing the sum of lognormal random variables using an efficient numerical integration method is proposed for uncertainty analysis in probability safety assessments. The change of variables from correlated random variables with a complicated region of integration to independent random variables with a unit hypercube region of integration is applied to obtain an efficient numerical integration. The theoretical advantages of the proposed method over other approximation methods are shown through a benchmark problem. The proposed method provides an accurate and efficient approach to calculate the uncertainty of the top event in probabilistic safety assessment when the uncertainties of basic events are described with lognormal random variables.

Probabilistic Q-system for rock classification considering shear wave propagation in jointed rock mass

  • Kim, Ji-Won;Chong, Song-Hun;Cho, Gye-Chun
    • Geomechanics and Engineering
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    • v.30 no.5
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    • pp.449-460
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    • 2022
  • Safe underground construction in a rock mass requires adequate ground investigation and effective determination of rock conditions. The estimation of rock mass behavior is difficult, because rock masses are innately anisotropic and heterogeneous at different scales and are affected by various environmental factors. Quantitative rock mass classification systems, such as the Q-system and rock mass rating, are widely used for characterization and engineering design. The measurement of rock classification parameters is subjective and can vary among observers, resulting in questionable accuracy. Geophysical investigation methods, such as seismic surveys, have also been used for ground characterization. Torsional shear wave propagation characteristics in cylindrical rods are equal to that in an infinite media. A probabilistic quantitative relationship between the Q-value and shear wave velocity is thus investigated considering long-wavelength wave propagation in equivalent continuum jointed rock masses. Individual Q-system parameters are correlated with stress-dependent shear wave velocities in jointed rocks using experimental and numerical methods. The relationship between the Q-value and the shear wave velocity is normalized using a defined reference condition. This relationship is further improved using probabilistic analysis to remove unrealistic data and to suggest a range of Q-values for a given wave velocity. The proposed probabilistic Q-value estimation is then compared with field measurements and cross-hole seismic test data to verify its applicability.

Leave-one-out Bayesian model averaging for probabilistic ensemble forecasting

  • Kim, Yongdai;Kim, Woosung;Ohn, Ilsang;Kim, Young-Oh
    • Communications for Statistical Applications and Methods
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    • v.24 no.1
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    • pp.67-80
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    • 2017
  • Over the last few decades, ensemble forecasts based on global climate models have become an important part of climate forecast due to the ability to reduce uncertainty in prediction. Moreover in ensemble forecast, assessing the prediction uncertainty is as important as estimating the optimal weights, and this is achieved through a probabilistic forecast which is based on the predictive distribution of future climate. The Bayesian model averaging has received much attention as a tool of probabilistic forecasting due to its simplicity and superior prediction. In this paper, we propose a new Bayesian model averaging method for probabilistic ensemble forecasting. The proposed method combines a deterministic ensemble forecast based on a multivariate regression approach with Bayesian model averaging. We demonstrate that the proposed method is better in prediction than the standard Bayesian model averaging approach by analyzing monthly average precipitations and temperatures for ten cities in Korea.

PROBABILISTIC SEISMIC HAZARD ANALYSIS FOR NUCLEAR POWER PLANTS - CURRENT PRACTICE FROM A EUROPEAN PERSPECTIVE

  • Klugel, Jens-Uwe
    • Nuclear Engineering and Technology
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    • v.41 no.10
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    • pp.1243-1254
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    • 2009
  • The paper discusses the methodology and the use of probabilistic seismic hazard analysis (PSHA) for nuclear power plants from a European perspective. The increasing importance of risk-informed approaches in the nuclear oversight process observed in many countries has contributed to increasing attention to PSHA methods. Nevertheless significant differences with respect to the methodology of PSHA are observed in Europe. The paper gives an overview on actual projects and discusses the differences in the PSHA-methodology applied in different European countries. These differences are largely related to different approaches used for the treatment of uncertainties and to the use of experts. The development of a probabilistic scenario-based approach is identified as a meaningful alternative to the development of uniform hazard spectra or uniform confidence spectra.

A Probabilistic Sampling Method for Efficient Flow-based Analysis

  • Jadidi, Zahra;Muthukkumarasamy, Vallipuram;Sithirasenan, Elankayer;Singh, Kalvinder
    • Journal of Communications and Networks
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    • v.18 no.5
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    • pp.818-825
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    • 2016
  • Network management and anomaly detection are challenges in high-speed networks due to the high volume of packets that has to be analysed. Flow-based analysis is a scalable method which reduces the high volume of network traffic by dividing it into flows. As sampling methods are extensively used in flow generators such as NetFlow, the impact of sampling on the performance of flow-based analysis needs to be investigated. Monitoring using sampled traffic is a well-studied research area, however, the impact of sampling on flow-based anomaly detection is a poorly researched area. This paper investigates flow sampling methods and shows that these methods have negative impact on flow-based anomaly detection. Therefore, we propose an efficient probabilistic flow sampling method that can preserve flow traffic distribution. The proposed sampling method takes into account two flow features: Destination IP address and octet. The destination IP addresses are sampled based on the number of received bytes. Our method provides efficient sampled traffic which has the required traffic features for both flow-based anomaly detection and monitoring. The proposed sampling method is evaluated using a number of generated flow-based datasets. The results show improvement in preserved malicious flows.

Probabilistic capacity spectrum method considering soil-structure interaction effects (지반-구조물 상호작용 효과를 고려한 확률론적 역량스펙트럼법)

  • Nocete, Chari Fe M.;Kim, Doo-Kie;Kim, Dong-Hyawn;Cho, Sung-Gook
    • Proceedings of the Computational Structural Engineering Institute Conference
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    • 2008.04a
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    • pp.65-70
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    • 2008
  • The capacity spectrum method (CSM) is a deterministic seismic analysis approach wherein the expected seismic response of a structure is established as the intersection of the demand and capacity curves. Recently, there are a few studies about a probabilistic CSM where uncertainties in design factors such as material properties, loads, and ground motion are being considered. However, researches show that soil-structure interaction also affects the seismic responses of structures. Thus, their uncertainties should also be taken into account. Therefore, this paper presents a probabilistic approach of using the CSM for seismic analysis considering uncertainties in soil properties. For application, a reinforced concrete bridge column structure is employed as a test model. Considering the randomness of the various design parameters, the structure's probability of failure is obtained. Monte Carlo importance sampling is used as the tool to assess the structure's reliability when subjected to earthquakes. In this study, probabilistic CSM with and without consideration of soil uncertainties are compared and analyzed. Results show that the analysis considering soil structure interaction yields to a greater probability of failure, and thus can lead to a more conservative structural design.

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Multi-unit Level 1 probabilistic safety assessment: Approaches and their application to a six-unit nuclear power plant site

  • Kim, Dong-San;Han, Sang Hoon;Park, Jin Hee;Lim, Ho-Gon;Kim, Jung Han
    • Nuclear Engineering and Technology
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    • v.50 no.8
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    • pp.1217-1233
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    • 2018
  • Following a surge of interest in multi-unit risk in the last few years, many recent studies have suggested methods for multi-unit probabilistic safety assessment (MUPSA) and addressed several related aspects. Most of the existing studies though focused on two-unit nuclear power plant (NPP) sites or used rather simplified probabilistic safety assessment (PSA) models to demonstrate the proposed approaches. When considering an NPP site with three or more units, some approaches are inapplicable or yield very conservative results. Since the number of such sites is increasing, there is a strong need to develop and validate practical approaches to the related MUPSA. This article provides several detailed approaches that are applicable to multi-unit Level 1 PSA for sites with up to six or more reactor units. To validate the approaches, a multi-unit Level 1 PSA model is developed and the site core damage frequency is estimated for each of four representative multi-unit initiators, as well as for the case of a simultaneous occurrence of independent single-unit initiators in multiple units. For this purpose, an NPP site with six identical OPR-1000 units is considered, with full-scale Level 1 PSA models for a specific OPR-1000 plant used as the base single-unit models.

Probabilistic Approach for Predicting Degradation Characteristics of Corrosion Fatigue Crack (환경피로균열 열화특성 예측을 위한 확률론적 접근)

  • Lee, Taehyun;Yoon, Jae Young;Ryu, KyungHa;Park, Jong Won
    • Journal of Applied Reliability
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    • v.18 no.3
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    • pp.271-279
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    • 2018
  • Purpose: Probabilistic safety analysis was performed to enhance the safety and reliability of nuclear power plants because traditional deterministic approach has limitations in predicting the risk of failure by crack growth. The study introduces a probabilistic approach to establish a basis for probabilistic safety assessment of passive components. Methods: For probabilistic modeling of fatigue crack growth rate (FCGR), various FCGR tests were performed either under constant load amplitude or constant ${\Delta}K$ conditions by using heat treated X-750 at low temperature with adequate cathodic polarization. Bayesian inference was employed to update uncertainties of the FCGR model using additional information obtained from constant ${\Delta}K$ tests. Results: Four steps of Bayesian parameter updating were performed using constant ${\Delta}K$ test results. The standard deviation of the final posterior distribution was decreased by a factor of 10 comparing with that of the prior distribution. Conclusion: The method for developing a probabilistic crack growth model has been designed and demonstrated, in the paper. Alloy X-750 has been used for corrosion fatigue crack growth experiments and modeling. The uncertainties of parameters in the FCGR model were successfully reduced using the Bayesian inference whenever the updating was performed.

Advance Probabilistic Design and Reliability-Based Design Optimization for Composite Sandwich Structure (복합재 샌드위치 구조의 개선된 확률론적 설계 및 신뢰성 기반 최적설계)

  • Lee, Seokje;Kim, In-Gul;Cho, Wooje;Shul, Changwon
    • Composites Research
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    • v.26 no.1
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    • pp.29-35
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    • 2013
  • Composite sandwich structure can improve the specific bending stiffness significantly and save the weight nearly 30 percent compared with the composite laminates. However, it has more inherent uncertainties of the material property caused by manufacturing process than metals. Therefore, the reliability-based probabilistic design approach is required. In this paper, the PMS(Probabilistic Margin of Safety) is calculated for the simplified fuselage structure made of composite sandwich to provide the probabilistic reasonable evidence that the classical design method based on the safety factor cannot ensure the structural safety. In this phase, the probability density function estimated by CMCS(Crude Monte-Carlo Simulation) is used. Furthermore, the RBDO(Reliability-Based Design Optimization) under the probabilistic constraint are performed, and the RBDO-MPDF(RBDO by Moving Probability Density Function) is proposed for an efficient computation. The examined results in this paper can be helpful for advanced design techniques to ensure the reliability of structures under the uncertainty and computationally inexpensive RBDO methods.

Generalized LR Parser with Conditional Action Model(CAM) using Surface Phrasal Types (표층 구문 타입을 사용한 조건부 연산 모델의 일반화 LR 파서)

  • 곽용재;박소영;황영숙;정후중;이상주;임해창
    • Journal of KIISE:Software and Applications
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    • v.30 no.1_2
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    • pp.81-92
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    • 2003
  • Generalized LR parsing is one of the enhanced LR parsing methods so that it overcome the limit of one-way linear stack of the traditional LR parser using graph-structured stack, and it has been playing an important role of a firm starting point to generate other variations for NL parsing equipped with various mechanisms. In this paper, we propose a conditional Action Model that can solve the problems of conventional probabilistic GLR methods. Previous probabilistic GLR parsers have used relatively limited contextual information for disambiguation due to the high complexity of internal GLR stack. Our proposed model uses Surface Phrasal Types representing the structural characteristics of the parse for its additional contextual information, so that more specified structural preferences can be reflected into the parser. Experimental results show that our GLR parser with the proposed Conditional Action Model outperforms the previous methods by about 6-7% without any lexical information, and our model can utilize the rich stack information for syntactic disambiguation of probabilistic LR parser.