148 resultados para simulation Mont-Carlo


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Monte Carlo simulations with realistic interaction potentials have been carried out on isopentane to investigate the glass transition. Intermolecular pair-correlation functions of the glass show distinct differences from those of the liquid, the CH-CH pair-correlation function being uniquely different from the other pair-correlation functions. The coordination number of the glass is higher than that of the liquid, and the packing in the glass seems to be mainly governed by the geometrical constraints of the molecule. Annealing affects the properties of the glass significantly.

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The results are presented of applying multi-time scale analysis using the singular perturbation technique for long time simulation of power system problems. A linear system represented in state-space form can be decoupled into slow and fast subsystems. These subsystems can be simulated with different time steps and then recombined to obtain the system response. Simulation results with a two-time scale analysis of a power system show a large saving in computational costs.

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State and parameter estimations of non-linear dynamical systems, based on incomplete and noisy measurements, are considered using Monte Carlo simulations. Given the measurements. the proposed method obtains the marginalized posterior distribution of an appropriately chosen (ideally small) subset of the state vector using a particle filter. Samples (particles) of the marginalized states are then used to construct a family of conditionally linearized system of equations and thus obtain the posterior distribution of the states using a bank of Kalman filters. Discrete process equations for the marginalized states are derived through truncated Ito-Taylor expansions. Increased analyticity and reduced dispersion of weights computed over a smaller sample space of marginalized states are the key features of the filter that help achieve smaller sample variance of the estimates. Numerical illustrations are provided for state/parameter estimations of a Duffing oscillator and a 3-DOF non-linear oscillator. Performance of the filter in parameter estimation is also assessed using measurements obtained through experiments on simple models in the laboratory. Despite an added computational cost, the results verify that the proposed filter generally produces estimates with lower sample variance over the standard sequential importance sampling (SIS) filter.

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It is shown that for continuum percolation with overlapping discs having a distribution of radii, the net areal density of discs at percolation threshold depends non-trivially on the distribution, and is not bounded by any finite constant. Results of a Monte Carlo simulation supporting the argument are presented.

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This paper describes a method for the dynamic digital simulation of HVDC transmission systems. The method employs a novel modular converter representation during both normal and abnormal conditions.

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Abstract is not available.

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Uncertainties associated with the structural model and measured vibration data may lead to unreliable damage detection. In this paper, we show that geometric and measurement uncertainty cause considerable problem in damage assessment which can be alleviated by using a fuzzy logic-based approach for damage detection. Curvature damage factor (CDF) of a tapered cantilever beam are used as damage indicators. Monte Carlo simulation (MCS) is used to study the changes in the damage indicator due to uncertainty in the geometric properties of the beam. Variation in these CDF measures due to randomness in structural parameter, further contaminated with measurement noise, are used for developing and testing a fuzzy logic system (FLS). Results show that the method correctly identifies both single and multiple damages in the structure. For example, the FLS detects damage with an average accuracy of about 95 percent in a beam having geometric uncertainty of 1 percent COV and measurement noise of 10 percent in single damage scenario. For multiple damage case, the FLS identifies damages in the beam with an average accuracy of about 94 percent in the presence of above mentioned uncertainties. The paper brings together the disparate areas of probabilistic analysis and fuzzy logic to address uncertainty in structural damage detection.

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This paper presents a simple hybrid computer technique to study the transient behaviour of queueing systems. This method is superior to stand-alone analog or digital solution because the hardware requirement is excessive for analog technique whereas computation time is appreciable in the latter case. By using a hybrid computer one can share the analog hardware thus requiring fewer integrators. The digital processor can store the values, play them back at required time instants and change the coefficients of differential equations. By speeding up the integration on the analog computer it is feasible to solve a large number of these equations very fast. Hybrid simulation is even superior to the analytic technique because in the latter case it is difficult to solve time-varying differential equations.

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Uncertainty plays an important role in water quality management problems. The major sources of uncertainty in a water quality management problem are the random nature of hydrologic variables and imprecision (fuzziness) associated with goals of the dischargers and pollution control agencies (PCA). Many Waste Load Allocation (WLA)problems are solved by considering these two sources of uncertainty. Apart from randomness and fuzziness, missing data in the time series of a hydrologic variable may result in additional uncertainty due to partial ignorance. These uncertainties render the input parameters as imprecise parameters in water quality decision making. In this paper an Imprecise Fuzzy Waste Load Allocation Model (IFWLAM) is developed for water quality management of a river system subject to uncertainty arising from partial ignorance. In a WLA problem, both randomness and imprecision can be addressed simultaneously by fuzzy risk of low water quality. A methodology is developed for the computation of imprecise fuzzy risk of low water quality, when the parameters are characterized by uncertainty due to partial ignorance. A Monte-Carlo simulation is performed to evaluate the imprecise fuzzy risk of low water quality by considering the input variables as imprecise. Fuzzy multiobjective optimization is used to formulate the multiobjective model. The model developed is based on a fuzzy multiobjective optimization problem with max-min as the operator. This usually does not result in a unique solution but gives multiple solutions. Two optimization models are developed to capture all the decision alternatives or multiple solutions. The objective of the two optimization models is to obtain a range of fractional removal levels for the dischargers, such that the resultant fuzzy risk will be within acceptable limits. Specification of a range for fractional removal levels enhances flexibility in decision making. The methodology is demonstrated with a case study of the Tunga-Bhadra river system in India.

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The aggregation property of multiheaded surfactants has been investigated by constant pressure molecular dynamics (MD) simulation in aqueous medium. The model multiheaded surfactants contain more than one headgroup (x = 2, 3, and 4) for a single tail group. This increases the hydrophilic charge progressively over the hydrophobic tail which has dramatic consequences in the aggregation behavior. In particular, we have looked at the change in the aggregation property such as critical micellar concentration (cmc), aggregation number, and size of the micelles for the multiheaded surfactants in water. We find with increasing number of headgroups of the Multiheaded surfactants that the cmc values increase and the aggregation numbers as well as the size of the micelles decrease. These trends are in agreement with the experimental findings as reported earlier with x = 1, 2, and 3. We also predict the aggregation properties of multiheaded surfactant With four headgroups (x = 4) for which no experimental studies exist yet.

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An interactive graphics package for modeling with Petri Nets has been implemented. It uses the VT-11 graphics terminal supported on the PDP-11/35 computer to draw, execute, analyze, edit and redraw a Petri Net. Each of the above mentioned tasks can be performed by selecting appropriate items from a menu displayed on the screen. Petri Nets with a reasonably large number of nodes can be created and analyzed using this package. The number of nodes supported may be increased by making simple changes in the program. Being interactive, the program seeks information from the user after displaying appropriate messages on the terminal. After completing the Petri Net, it may be executed step by step and the changes in the number of tokens may be observed on the screen, at each place. Some properties of Petri Nets like safety, boundedness, conservation and redundancy can be checked using this package. This package can be used very effectively for modeling asynchronous (concurrent) systems with Petri Nets and simulating the model by “graphical execution.”

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Purpose - The purpose of this paper is to apply lattice Boltzmann equation method (LBM) with multiple relaxation time (MRT) model, to investigate lid-driven flow in a three-dimensional (3D), rectangular cavity, and compare the results with flow in an equivalent two-dimensional (2D) cavity. Design/methodology/approach - The second-order MRT model is implemented in a 3D LBM code. The flow structure in cavities of different aspect ratios (0.25-4) and Reynolds numbers (0.01-1000) is investigated. The LBM simulation results are compared with those from numerical solution of Navier-Stokes (NS) equations and with available experimental data. Findings - The 3D simulations demonstrate that 2D models may predict the flow structure reasonably well at low Reynolds numbers, but significant differences with experimental data appear at high Reynolds numbers. Such discrepancy between 2D and 3D results are attributed to the effect of boundary layers near the side-walls in transverse direction (in 3D), due to which the vorticity in the core-region is weakened in general. Secondly, owing to the vortex stretching effect present in 3D flow, the vorticity in the transverse plane intensifies whereas that in the lateral plane decays, with increase in Reynolds number. However, on the symmetry-plane, the flow structure variation with respect to cavity aspect ratio is found to be qualitatively consistent with results of 2D simulations. Secondary flow vortices whose axis is in the direction of the lid-motion are observed; these are weak at low. Reynolds numbers, but become quite strong at high Reynolds numbers. Originality/value - The findings will be useful in the study of variety of enclosed fluid flows.

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This paper compares closed-loop performance of seeker-based and radar-based estimators for surface-to-air interception through 6-degree-of-freedom simulation using proportional navigation guidance.Ground radar measurements are evader range, azimuth and elevation angles contaminated by Gaussian noise. Onboard seeker measurements are pursuer-evader relative range, range rate also contaminated by Gaussian noise. The gimbal angles and line-of-sight rates in the gimbal frame,contaminated by time-correlated non-Gaussian noise with realistic numerical values are also available as measurements. In both the applications, extended Kalman filter with Gaussian noise assumption are used for state estimation. For a typical engagement, it is found that,based on Monte Carlo studies, seeker estimator outperforms radar estimator in terms of autopilot demand and reduces the miss distance.Thus, a seeker estimator with white Gaussian assumption is found to be adequate to handle the measurements even in the presence of non-Gaussian correlated noise. This paper uses realistic numerical values of all noise parameters.

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Flexible objects such as a rope or snake move in a way such that their axial length remains almost constant. To simulate the motion of such an object, one strategy is to discretize the object into large number of small rigid links connected by joints. However, the resulting discretised system is highly redundant and the joint rotations for a desired Cartesian motion of any point on the object cannot be solved uniquely. In this paper, we revisit an algorithm, based on the classical tractrix curve, to resolve the redundancy in such hyper-redundant systems. For a desired motion of the `head' of a link, the `tail' is moved along a tractrix, and recursively all links of the discretised objects are moved along different tractrix curves. The algorithm is illustrated by simulations of a moving snake, tying of knots with a rope and a solution of the inverse kinematics of a planar hyper-redundant manipulator. The simulations show that the tractrix based algorithm leads to a more `natural' motion since the motion is distributed uniformly along the entire object with the displacements diminishing from the `head' to the `tail'.

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We investigate the ability of a global atmospheric general circulation model (AGCM) to reproduce observed 20 year return values of the annual maximum daily precipitation totals over the continental United States as a function of horizontal resolution. We find that at the high resolutions enabled by contemporary supercomputers, the AGCM can produce values of comparable magnitude to high quality observations. However, at the resolutions typical of the coupled general circulation models used in the Fourth Assessment Report of the Intergovernmental Panel on Climate Change, the precipitation return values are severely underestimated.