Search results for "Monte Carlo method."
showing 10 items of 1217 documents
Evaluation of the shakedown limit load multiplier for stochastic seismic actions
2017
A new approach for the evaluation of the shakedown limit load multiplier for structures subjected to a combination of quasi-statically variable loads and seismic actions is presented. The common case of frame structures constituted by elastic perfectly plastic material is considered. The acting load history during the lifetime of the structure will be defined as a suitable combination of never ending quasi-statical loads, variable within an appropriate given domain, and stochastic seismic actions occurring for limited time interval. The proposed approach utilizes the Monte Carlo method in order to generate a suitable large number of seismic acceleration histories and the corresponding shake…
Stochastic Approach for Optimal Positioning of Pumps As Turbines (PATs)
2021
A generic water system consists of a series of works that allow the collection, conveyance, storage and finally the distribution of water in quantities and qualities such as to satisfy the needs of end users. In places characterized by high altitude differences between the intake works and inhabited centres, the potential energy of the water is very high. This energy is attributable to high pressures, which could compromise the functionality of the pipelines
Non Gaussian closure techniques for the analysis of R-FBI isolation system
1997
The Resilient-Friction Base Isolator (R-FBI) stochastic response under severe ground motion modelled as a stationary and non-stationary zero mean stochastic white noise processes is performed. The moment equation approach is applied and the non-normal response is obtained by means of a non-Gaussian closure technique, based on the Gram-Charlier asymptotic expansion of the response probability density function. Results are compared with the equivalent non linearization technique and with results obtained by means of Monte Carlo simulation.
A Quick Simulation Technique for a Fluid Information Storage Problem
2001
Summary In this paper we present an application of Importance Sampling (IS) for quick simulation of buffer overflow probability in a statistical multiplexer loaded with a number of independent Markov modulated fluid sources. Runtime improvement is deducible from NMCσ2(p) and NISσ2(p*) that characterize the trade-offs between sample size and variance of the estimators of buffer overflow probability experienced in Monte Carlo (MC) and Importance Sampling simulations. By assuming that the same precision is achieved for the two kinds of simulations if σ2(p)=σ2(p*), an approximate closed form expression for the ratio NIS/NMC is derived, and it is minimized with respect to the load of the multipl…
Approximate survival probability determination of hysteretic systems with fractional derivative elements
2018
Abstract A Galerkin scheme-based approach is developed for determining the survival probability and first-passage probability of a randomly excited hysteretic systems endowed with fractional derivative elements. Specifically, by employing a combination of statistical linearization and of stochastic averaging, the amplitude of the system response is modeled as one-dimensional Markovian Process. In this manner the corresponding backward Kolmogorov equation which governs the evolution of the survival probability of the system is determined. An approximate solution of this equation is sought by employing a Galerkin scheme in which a convenient set of confluent hypergeometric functions is used a…
SMAA-TRI
2007
ELECTRE TRI is a multiple criteria decision aiding sorting method with a history of successful real-life applications. In ELECTRE TRI, values for certain parameters, such as criteria weights, thresholds, category profiles, and lambda cutting level, have to be provided. We propose a new method, SMAA-TRI, that is based on Stochastic Multicriteria Acceptability Analysis (SMAA), for analyzing the stability of such parameters. The stability analysis can be used for deriving robust conclusions. SMAATRI allows ELECTRE TRI to be used with imprecise, arbitrarily distributed values for weights and the lambda cutting level. The method consists of analyzing through Monte Carlo simulation finite spaces …
Robust estimation of partial directed coherence by the vector optimal parameter search algorithm
2009
We propose a method for the accurate estimation of Partial Directed Coherence (PDC) from multichannel time series. The method is based on multivariate vector autoregressive (MVAR) model identification performed through the recently proposed Vector Optimal Parameter Search (VOPS) algorithm. Using Monte Carlo simulations generated by different MVAR models, the proposed VOPS algorithm is compared with the traditional Vector Least Squares (VLS) identification method. We show that the VOPS provides more accurate PDC estimates than the VLS (either overall and single-arc errors) in presence of interactions with long delays and missing terms, and for noisy multichannel time series. ©2009 IEEE.
First-passage problem for nonlinear systems under Lévy white noise through path integral method
2016
In this paper, the first-passage problem for nonlinear systems driven by $$\alpha $$ -stable Levy white noises is considered. The path integral solution (PIS) is adopted for determining the reliability function and first-passage time probability density function of nonlinear oscillators. Specifically, based on the properties of $$\alpha $$ -stable random variables and processes, PIS is extended to deal with Levy white noises with any value of the stability index $$\alpha $$ . Application to linear and nonlinear systems considering different values of $$\alpha $$ is reported. Comparisons with pertinent Monte Carlo simulation data demonstrate the accuracy of the results.
Efficient solution of the first passage problem by Path Integration for normal and Poissonian white noise
2015
Abstract In this paper the first passage problem is examined for linear and nonlinear systems driven by Poissonian and normal white noise input. The problem is handled step-by-step accounting for the Markov properties of the response process and then by Chapman–Kolmogorov equation. The final formulation consists just of a sequence of matrix–vector multiplications giving the reliability density function at any time instant. Comparison with Monte Carlo simulation reveals the excellent accuracy of the proposed method.
Physics Contributions Evaluation of interpolation methods for TG-43 dosimetric parameters based on comparison with Monte Carlo data for high-energy b…
2010
Purpose: The aim of this work was to determine dose distributions for high-energy brachytherapy sources at spa- tial locations not included in the radial dose function gL(r) and 2D anisotropy function F(r,θ) table entries for radial dis- tance r and polar angle θ. The objectives of this study are as follows: 1) to evaluate interpolation methods in order to accurately derive gL(r) and F(r,θ) from the reported data; 2) to determine the minimum number of entries in gL(r) and F(r,θ) that allow reproduction of dose distributions with sufficient accuracy. Material and methods: Four high-energy photon-emitting brachytherapy sources were studied: 60Co model Co0.A86, 137Cs model CSM-3, 192Ir model I…