2 resultados para Importance Sampling

em DRUM (Digital Repository at the University of Maryland)


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The occurrence frequency of failure events serve as critical indexes representing the safety status of dam-reservoir systems. Although overtopping is the most common failure mode with significant consequences, this type of event, in most cases, has a small probability. Estimation of such rare event risks for dam-reservoir systems with crude Monte Carlo (CMC) simulation techniques requires a prohibitively large number of trials, where significant computational resources are required to reach the satisfied estimation results. Otherwise, estimation of the disturbances would not be accurate enough. In order to reduce the computation expenses and improve the risk estimation efficiency, an importance sampling (IS) based simulation approach is proposed in this dissertation to address the overtopping risks of dam-reservoir systems. Deliverables of this study mainly include the following five aspects: 1) the reservoir inflow hydrograph model; 2) the dam-reservoir system operation model; 3) the CMC simulation framework; 4) the IS-based Monte Carlo (ISMC) simulation framework; and 5) the overtopping risk estimation comparison of both CMC and ISMC simulation. In a broader sense, this study meets the following three expectations: 1) to address the natural stochastic characteristics of the dam-reservoir system, such as the reservoir inflow rate; 2) to build up the fundamental CMC and ISMC simulation frameworks of the dam-reservoir system in order to estimate the overtopping risks; and 3) to compare the simulation results and the computational performance in order to demonstrate the ISMC simulation advantages. The estimation results of overtopping probability could be used to guide the future dam safety investigations and studies, and to supplement the conventional analyses in decision making on the dam-reservoir system improvements. At the same time, the proposed methodology of ISMC simulation is reasonably robust and proved to improve the overtopping risk estimation. The more accurate estimation, the smaller variance, and the reduced CPU time, expand the application of Monte Carlo (MC) technique on evaluating rare event risks for infrastructures.

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Pianists of the twenty-first century have a wealth of repertoire at their fingertips. They busily study music from the different periods -- Baroque, Classical, Romantic, and some of the twentieth century -- trying to understand the culture and performance practice of the time and the stylistic traits of each composer so they can communicate their music effectively. Unfortunately, this leaves little time to notice the composers who are writing music today. Whether this neglect proceeds from lack of time or lack of curiosity, I feel we should be connected to music that was written in our own lifetime, when we already understand the culture and have knowledge of the different styles that preceded us. Therefore, in an attempt to promote today’s composers, I have selected piano music written during my lifetime, to show that contemporary music is effective and worthwhile and deserves as much attention as the music that preceded it. This dissertation showcases piano music composed from 1978 to 2005. A point of departure in selecting the pieces for this recording project is to represent the major genres in the piano repertoire in order to show a variety of styles, moods, lengths, and difficulties. Therefore, from these recordings, there is enough variety to successfully program a complete contemporary recital from the selected works, and there is enough variety to meet the demands of pianists with different skill levels and recital programming needs. Since we live in an increasingly global society, music from all parts of the world is included to offer a fair representation of music being composed everywhere. Half of the music in this project comes from the United States. The other half comes from Australia, Japan, Russia, and Argentina. The composers represented in these recordings are: Lowell Liebermann, Richard Danielpour, Frederic Rzewski, Judith Lang Zaimont, Samuel Adler, Carl Vine, Nikolai Kapustin, Akira Miyoshi and Osvaldo Golijov. With the exception of one piano concerto, all the works are for solo piano. This recording project dissertation consists of two 60 minute CDs of selected repertoire, accompanied by a substantial document of in-depth program notes. The recordings are documented on compact discs that are housed within the University of Maryland Library System.