• Journal of Environmental Science International
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• v.28 no.1
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• pp.19-35
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• 2019

This study investigates the performance of four Bayesian methods, Random Walk Metropolis (RWM), Hit-And-Run Metropolis (HARM), Adaptive Mixture Metropolis (AMM), and Population Monte Carlo (PMC), for estimating the parameters and uncertainties of probability rainfall distribution, and the results are compared with those of conventional parameter estimation methods; namely, the Method Of Moment (MOM), Maximum Likelihood Method (MLM), and Probability Weighted Method (PWM). As a result, Bayesian methods yield similar or slightly better results in parameter estimations compared with conventional methods. In particular, PMC can reduce parameter uncertainty greatly compared with RWM, HARM, and AMM methods although the Bayesian methods produce similar results in parameter estimations. Overall, the Bayesian methods produce better accuracy for scale parameters compared with the conventional methods and this characteristic improves the accuracy of probability rainfall. Therefore, Bayesian methods can be effective tools for estimating the parameters and uncertainties of probability rainfall distribution in hydrological practices, flood risk assessment, and decision-making support.

• Journal of Korean Institute of Industrial Engineers
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• v.29 no.2
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• pp.114-125
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• 2003

This paper proposes multivariate process capability indices (PCIs) for skewed populations using $T^2$rand modified process region approaches. The proposed methods are based on the multivariate version of a weighted standard deviation method which adjusts the variance-covariance matrix of quality characteristics and approximates the probability density function using several multivariate Journal distributions with the adjusted variance-covariance matrix. Performance of the proposed PCIs is investigated using Monte Carlo simulation, and finite sample properties of the estimators are studied by means of relative bias and mean square error.

• Nuclear Engineering and Technology
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• v.52 no.12
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• pp.2733-2742
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• 2020

This paper presents an assessment of applicability of the multigroup cross sections generated with Monte Carlo tools to the fast reactor analysis based on transport calculations. 33-group cross section sets were generated for simple one- (1-D) and two-dimensional (2-D) sodium-cooled fast reactor problems using the SERPENT code and applied to deterministic steady-state and depletion calculations. Relative to the reference continuous-energy SERPENT results, with the transport corrected P₀ scattering cross section, the k-eff value was overestimated by 506 and 588 pcm for 1-D and 2-D problems, respectively, since anisotropic scattering is important in fast reactors. When the scattering order was increased to P₅, the 1-D and 2-D problem errors were increased to 577 and 643 pcm, respectively. A sensitivity and uncertainty analysis with the PERSENT code indicated that these large k-eff errors cannot be attributed to the statistical uncertainties of cross sections and they are likely due to the approximate anisotropic scattering matrices determined by scalar flux weighting. The anisotropic scattering cross sections were alternatively generated using the MC²-3 code and merged with the SERPENT cross sections. The mixed cross section set consistently reduced the errors in k-eff, assembly powers, and nuclide densities. For example, in the 2-D calculation with P3 scattering order, the k-eff error was reduced from 634 pcm to -223 pcm. The maximum error in assembly power was reduced from 2.8% to 0.8% and the RMS error was reduced from 1.4% to 0.4%. The maximum error in the nuclide densities at the end of 12-month depletion that occurred in ²³⁷Np was reduced from 3.4% to 1.5%. The errors of the other nuclides are also reduced consistently, for example, from 1.1% to 0.1% for ²³⁵U, from 2.2% to 0.7% for ²³⁸Pu, and from 1.6% to 0.2% for ²⁴¹Pu. These results indicate that the scalar flux weighted anisotropic scattering cross sections of SERPENT may not be adequate for application to fast reactors where anisotropic scattering is important.

• Computational Structural Engineering
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• v.8 no.1
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• pp.127-136
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• 1995

In this paper the stochastic FE analysis considering the material and geometrical property of the plate structure is performed by the weighted integral method. To consider the stochasity of the material and geometrical property, the stochastic field is assumed respectively. The mean value of the stochastic field is 0 and the value of variance is assumed as 0.1. The characteristics of the assumed stochastic field is represented by auto-correlation function. This auto-correlation function is used in evaluating the response variability of the plate structure. In this study a new auto-correlation function is derived to concern the uncertainty of the plate thickness. The newly derived auto-correlation function is a function of auto-correlation function and coefficient of variation of the assumed stochastic field. The two results, obtained by proposed Weighted Integral method and Monte Carlo Simulation method, are coincided with each other and these results are almost equal to the theoretical result that is derived in this study. In the case of considering the variability of plate thickness, the obtained result is well coincide with those of Lawrence and Monte Carlo simulation.

• Journal of the Computational Structural Engineering Institute of Korea
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• v.21 no.4
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• pp.335-345
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• 2008

In this study, we suggest a stochastic finite element scheme for the probabilistic analysis of the composite laminated plates, which have been applied to variety of mechanical structures due to their high strength to weight ratios. The applied concept in the formulation is the weighted integral method, which has been shown to give the most accurate results among others. We take into account the elastic modulus and in-plane shear modulus as random. For individual random parameters, independent stochastic field functions are assumed, and the effect of these random parameters on the response are estimated based on the exponentially varying auto- and cross-correlation functions. Based on example analyses, we suggest that composite plates show a less coefficient of variation than plates of isotropic and orthotropic materials. For the validation of the proposed scheme, Monte Carlo analysis is also performed, and the results are compared with each other.

• Journal of Korean Society of Steel Construction
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• v.20 no.1
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• pp.21-31
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• 2008

response surface method (RSM) is widely used to evaluate th e extremely smal probability of ocurence or toanalyze the reliability of very complicated structures. Althoug h Monte-Carlo Simulation (MCS) technique can evaluate any system, the procesing time of MCS dependson the reciprocal num ber of the probability of failure. The stochastic finite element method could solve thislimitation. However, it is limit ed to the specific program, in which the mean and coeficient o f random variables are programed by a perturbation or by a weigh ted integral method. Therefore, it is not aplicable when erequisite programing. In a few number of stage analyses, RSM can construct a regresion model from the response of the c omplicated structural system, thus, saving time and efort significantly. However, the acuracy of RSM depends on the dist ance of the axial points and on the linearity of the limit stat e functions. To improve the convergence in exact solution regardl es of the linearity limit of state functions, an improved adaptive response surface method is developed. The analyzed res ults have ben verified using linear and quadratic forms of response surface functions in two examples. As a result, the be st combination of the improved RSM techniques is determined and programed in a numerical code. The developed linear adapti ve weighted response surface method (LAW-RSM) shows the closest converged reliability indices, compared with quadratic form or non-adaptive or non-weighted RSMs.

• Structural Engineering and Mechanics
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• v.20 no.4
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• pp.477-493
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• 2005

In case of Mindlin plate, not only the bending deformation but also the shear behavior is allowed. While the bending and shear stiffness are given in the same order in terms of elastic modulus, they are in different order in case of plate thickness. Accordingly, bending and shear contributions have to be dealt with independently if the stochastic finite element analysis is performed on the Mindlin plate taking into account of the uncertain plate thickness. In this study, a formulation is suggested to give the response variability of Mindlin plate taking into account of the uncertainties in elastic modulus as well as in the thickness of plate, a geometrical parameter, and their correlation. The cubic function of thickness and the correlation between elastic modulus and thickness are incorporated into the formulation by means of the modified auto- and cross-correlation functions, which are constructed based on the general formula for n-th joint moment of random variables. To demonstrate the adequacy of the proposed formulation, a plate with various boundary conditions is taken as an example and the results are compared with those obtained by means of classical Monte Carlo simulation.

• Journal of Institute of Control, Robotics and Systems
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• v.19 no.8
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• pp.667-675
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• 2013

This paper presents vision-based techniques for underwater landmark detection, map-based localization, and SLAM (Simultaneous Localization and Mapping) in structured underwater environments. A variety of underwater tasks require an underwater robot to be able to successfully perform autonomous navigation, but the available sensors for accurate localization are limited. A vision sensor among the available sensors is very useful for performing short range tasks, in spite of harsh underwater conditions including low visibility, noise, and large areas of featureless topography. To overcome these problems and to a utilize vision sensor for underwater localization, we propose a novel vision-based object detection technique to be applied to MCL (Monte Carlo Localization) and EKF (Extended Kalman Filter)-based SLAM algorithms. In the image processing step, a weighted correlation coefficient-based template matching and color-based image segmentation method are proposed to improve the conventional approach. In the localization step, in order to apply the landmark detection results to MCL and EKF-SLAM, dead-reckoning information and landmark detection results are used for prediction and update phases, respectively. The performance of the proposed technique is evaluated by experiments with an underwater robot platform in an indoor water tank and the results are discussed.

• Communications for Statistical Applications and Methods
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• v.14 no.3
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• pp.561-576
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• 2007

Five plotting positions are applied to the computation of probability weighted moments (PWM) on the parameters of the generalized logistic distribution. Over a range of parameter values with some finite sample sizes, the effects of five plotting positions are investigated via Monte Carlo simulation studies. Our simulation results indicate that the Landwehr plotting position frequently tends to document smaller biases than others in the location and scale parameter estimations. On the other hand, the Weibull plotting position often tends to cause larger biases than others. The plotting position (i - 0.35)/n seems to report smaller root mean square errors (RMSE) than other plotting positions in the negative shape parameter estimation under small samples. In comparison to the maximum likelihood (ML) method under the small sample, the PWM do not seem to be better than the ML estimators in the location and scale parameter estimations documenting larger RMSE. However, the PWM outperform the ML estimators in the shape parameter estimation when its magnitude is near zero. Sensitivity of right tail quantile estimation regarding five plotting positions is also examined, but superiority or inferiority of any plotting position is not observed.

• Journal of Ship and Ocean Technology
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• v.12 no.2
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• pp.1-15
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• 2008

The main idea of this paper introduce stochastic structural parameters and random dynamic excitation directly into the dynamic functional variational formulations, and developed the nonlinear dynamic analysis of a stochastic variational principle and the corresponding stochastic finite element method via the weighted residual method and the small parameter perturbation technique. An interpolation method was adopted, which is based on representing the random field in terms of an interpolation rule involving a set of deterministic shape functions. Direct integration Wilson-${\theta}$ Method was adopted to solve finite element equations. Numerical examples are compared with Monte-Carlo simulation method to show that the approaches proposed herein are accurate and effective for the nonlinear dynamic analysis of structures with random parameters.