77 resultados para Monte Carle Simulation


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The effect of uncertainties on performance predictions of a helicopter is studied in this article. The aeroelastic parameters such as the air density, blade profile drag coefficient, main rotor angular velocity, main rotor radius, and blade chord are considered as uncertain variables. The propagation of these uncertainties in the performance parameters such as thrust coefficient, figure of merit, induced velocity, and power required are studied using Monte Carlo simulation and the first-order reliability method. The Rankine-Froude momentum theory is used for performance prediction in hover, axial climb, and forward flight. The propagation of uncertainty causes large deviations from the baseline deterministic predictions, which undoubtedly affect both the achievable performance and the safety of the helicopter. The numerical results in this article provide useful bounds on helicopter power requirements.

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The free vibration of strings with randomly varying mass and stiffness is considered. The joint probability density functions of the eigenvalues and eigenfunctions are characterized in terms of the solution of a pair of stochastic non-linear initial value problems. Analytical solutions of these equations based on the method of stochastic averaging are obtained. The effects of the mean and autocorrelation of the mass process are included in the analysis. Numerical results for the marginal probability density functions of eigenvalues and eigenfunctions are obtained and are found to compare well with Monte Carlo simulation results. The random eigenvalues, when normalized with respect to their corresponding deterministic values, are observed to tend to become first order stochastically stationary with respect to the mode count.

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This article addresses uncertainty effect on the health monitoring of a smart structure using control gain shifts as damage indicators. A finite element model of the smart composite plate with surface-bonded piezoelectric sensors and actuators is formulated using first-order shear deformation theory and a matrix crack model is integrated into the finite element model. A constant gain velocity/position feedback control algorithm is used to provide active damping to the structure. Numerical results show that the response of the structure is changed due to matrix cracks and this change can be compensated by actively tuning the feedback controller. This change in control gain can be used as a damage indicator for structural health monitoring. Monte Carlo simulation is conducted to study the effect of material uncertainty on the damage indicator by considering composite material properties and piezoelectric coefficients as independent random variables. It is found that the change in position feedback control gain is a robust damage indicator.

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The nonequilibrium dynamic phase transition, in the kinetic Ising model in the presence of an oscillating magnetic field has been studied both by Monte Carlo simulation and by solving numerically the mean-field dynamic equation of motion for the average magnetization. In both cases, the Debye ''relaxation'' behavior of the dynamic order parameter has been observed and the ''relaxation time'' is found to diverge near the dynamic transition point. The Debye relaxation of the dynamic order parameter and the power law divergence of the relaxation time have been obtained from a very approximate solution of the mean-field dynamic equation. The temperature variation of appropriately defined ''specific heat'' is studied by the Monte Carlo simulation near the transition point. The specific heat has been observed to diverge near the dynamic transition point.

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The nonequilibrium dynamic phase transition in the kinetic Ising model in the presence of an oscillating magnetic field is studied by Monte Carlo simulation. The fluctuation of the dynamic older parameter is studied as a function of temperature near the dynamic transition point. The temperature variation of appropriately defined ''susceptibility'' is also studied near the dynamic transition point. Similarly, the fluctuation of energy and appropriately defined ''specific heat'' is studied as a function of temperature near the dynamic transition point. In both cases, the fluctuations (of dynamic order parameter and energy) and the corresponding responses diverge (in power law fashion) near the dynamic transition point with similar critical behavior (with identical exponent values).

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In this paper, we explore the use of LDPC codes for nonuniform sources under distributed source coding paradigm. Our analysis reveals that several capacity approaching LDPC codes indeed do approach the Slepian-Wolf bound for nonuniform sources as well. The Monte Carlo simulation results show that highly biased sources can be compressed to 0.049 bits/sample away from Slepian-Wolf bound for moderate block lengths.

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A reliable method for service life estimation of the structural element is a prerequisite for service life design. A new methodology for durability-based service life estimation of reinforced concrete flexural elements with respect to chloride-induced corrosion of reinforcement is proposed. The methodology takes into consideration the fuzzy and random uncertainties associated with the variables involved in service life estimation by using a hybrid method combining the vertex method of fuzzy set theory with Monte Carlo simulation technique. It is also shown how to determine the bounds for characteristic value of failure probability from the resulting fuzzy set for failure probability with minimal computational effort. Using the methodology, the bounds for the characteristic value of failure probability for a reinforced concrete T-beam bridge girder has been determined. The service life of the structural element is determined by comparing the upper bound of characteristic value of failure probability with the target failure probability. The methodology will be useful for durability-based service life design and also for making decisions regarding in-service inspections.

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This paper presents a study of the wave propagation responses in composite structures in an uncertain environment. Here, the main aim of the work is to quantify the effect of uncertainty in the wave propagation responses at high frequencies. The material properties are considered uncertain and the analysis is performed using Neumann expansion blended with Monte Carlo simulation under the environment of spectral finite element method. The material randomness is included in the conventional wave propagation analysis by different distributions (namely, the normal and the Weibul distribution) and their effect on wave propagation in a composite beam is analyzed. The numerical results presented investigates the effect of material uncertainties on different parameters, namely, wavenumber and group speed, which are relevant in the wave propagation analysis. The effect of the parameters, such as fiber orientation, lay-up sequence, number of layers, and the layer thickness on the uncertain responses due to dynamic impulse load, is thoroughly analyzed. Significant changes are observed in the high frequency responses with the variation in the above parameters, even for a small coefficient of variation. High frequency impact loads are applied and a number of interesting results are presented, which brings out the true effects of uncertainty in the high frequency responses. [DOI: 10.1115/1.4003945]

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Finite element modeling can be a useful tool for predicting the behavior of composite materials and arriving at desirable filler contents for maximizing mechanical performance. In the present study, to corroborate finite element analysis results, quantitative information on the effect of reinforcing polypropylene (PP) with various proportions of nanoclay (in the range of 3-9% by weight) is obtained through experiments; in particular, attention is paid to the Young's modulus, tensile strength and failure strain. Micromechanical finite element analysis combined with Monte Carlo simulation have been carried out to establish the validity of the modeling procedure and accuracy of prediction by comparing against experimentally determined stiffness moduli of nanocomposites. In the same context, predictions of Young's modulus yielded by theoretical micromechanics-based models are compared with experimental results. Macromechanical modeling was done to capture the non-linear stress-strain behavior including failure observed in experiments as this is deemed to be a more viable tool for analyzing products made of nanocomposites including applications of dynamics. (C) 2011 Elsevier Ltd. All rights reserved.

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This paper proposes an algorithm for joint data detection and tracking of the dominant singular mode of a time varying channel at the transmitter and receiver of a time division duplex multiple input multiple output beamforming system. The method proposed is a modified expectation maximization algorithm which utilizes an initial estimate to track the dominant modes of the channel at the transmitter and the receiver blindly; and simultaneously detects the un known data. Furthermore, the estimates are constrained to be within a confidence interval of the previous estimate in order to improve the tracking performance and mitigate the effect of error propagation. Monte-Carlo simulation results of the symbol error rate and the mean square inner product between the estimated and the true singular vector are plotted to show the performance benefits offered by the proposed method compared to existing techniques.

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This paper considers the problem of weak signal detection in the presence of navigation data bits for Global Navigation Satellite System (GNSS) receivers. Typically, a set of partial coherent integration outputs are non-coherently accumulated to combat the effects of model uncertainties such as the presence of navigation data-bits and/or frequency uncertainty, resulting in a sub-optimal test statistic. In this work, the test-statistic for weak signal detection is derived in the presence of navigation data-bits from the likelihood ratio. It is highlighted that averaging the likelihood ratio based test-statistic over the prior distributions of the unknown data bits and the carrier phase uncertainty leads to the conventional Post Detection Integration (PDI) technique for detection. To improve the performance in the presence of model uncertainties, a novel cyclostationarity based sub-optimal PDI technique is proposed. The test statistic is analytically characterized, and shown to be robust to the presence of navigation data-bits, frequency, phase and noise uncertainties. Monte Carlo simulation results illustrate the validity of the theoretical results and the superior performance offered by the proposed detector in the presence of model uncertainties.

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A few variance reduction schemes are proposed within the broad framework of a particle filter as applied to the problem of structural system identification. Whereas the first scheme uses a directional descent step, possibly of the Newton or quasi-Newton type, within the prediction stage of the filter, the second relies on replacing the more conventional Monte Carlo simulation involving pseudorandom sequence with one using quasi-random sequences along with a Brownian bridge discretization while representing the process noise terms. As evidenced through the derivations and subsequent numerical work on the identification of a shear frame, the combined effect of the proposed approaches in yielding variance-reduced estimates of the model parameters appears to be quite noticeable. DOI: 10.1061/(ASCE)EM.1943-7889.0000480. (C) 2013 American Society of Civil Engineers.

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The problem of updating the reliability of instrumented structures based on measured response under random dynamic loading is considered. A solution strategy within the framework of Monte Carlo simulation based dynamic state estimation method and Girsanov's transformation for variance reduction is developed. For linear Gaussian state space models, the solution is developed based on continuous version of the Kalman filter, while, for non-linear and (or) non-Gaussian state space models, bootstrap particle filters are adopted. The controls to implement the Girsanov transformation are developed by solving a constrained non-linear optimization problem. Numerical illustrations include studies on a multi degree of freedom linear system and non-linear systems with geometric and (or) hereditary non-linearities and non-stationary random excitations.

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The random eigenvalue problem arises in frequency and mode shape determination for a linear system with uncertainties in structural properties. Among several methods of characterizing this random eigenvalue problem, one computationally fast method that gives good accuracy is a weak formulation using polynomial chaos expansion (PCE). In this method, the eigenvalues and eigenvectors are expanded in PCE, and the residual is minimized by a Galerkin projection. The goals of the current work are (i) to implement this PCE-characterized random eigenvalue problem in the dynamic response calculation under random loading and (ii) to explore the computational advantages and challenges. In the proposed method, the response quantities are also expressed in PCE followed by a Galerkin projection. A numerical comparison with a perturbation method and the Monte Carlo simulation shows that when the loading has a random amplitude but deterministic frequency content, the proposed method gives more accurate results than a first-order perturbation method and a comparable accuracy as the Monte Carlo simulation in a lower computational time. However, as the frequency content of the loading becomes random, or for general random process loadings, the method loses its accuracy and computational efficiency. Issues in implementation, limitations, and further challenges are also addressed.

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This paper addresses the problem of finding outage-optimal power control policies for wireless energy harvesting sensor (EHS) nodes with automatic repeat request (ARQ)-based packet transmissions. The power control policy of the EHS specifies the transmission power for each packet transmission attempt, based on all the information available at the EHS. In particular, the acknowledgement (ACK) or negative acknowledgement (NACK) messages received provide the EHS with partial information about the channel state. We solve the problem of finding an optimal power control policy by casting it as a partially observable Markov decision process (POMDP). We study the structure of the optimal power policy in two ways. First, for the special case of binary power levels at the EHS, we show that the optimal policy for the underlying Markov decision process (MDP) when the channel state is observable is a threshold policy in the battery state. Second, we benchmark the performance of the EHS by rigorously analyzing the outage probability of a general fixed-power transmission scheme, where the EHS uses a predetermined power level at each slot within the frame. Monte Carlo simulation results illustrate the performance of the POMDP approach and verify the accuracy of the analysis. They also show that the POMDP solutions can significantly outperform conventional ad hoc approaches.