相关论文: Comparative Study on Reliability Estimation Using …
The paper represents original development of thermodynamic criteria of occurrence conditions of steam-gas explosions in the process of severe accidents. The received results can be used for modelling of processes of severe accidents in…
The problem of detecting variance breaks in the case of smooth time-varying variance structure is studied. It is highlighted that the tests based on (piecewise) constant specification of the variance are not able to distinguish between…
The great majority of engineered products are subject to thermo-mechanical loads which vary with the product environment during the various phases of its life-cycle (machining, assembly, intended service use...). Those load variations may…
Accurate simulation of complex physical systems enables the development, testing, and certification of control strategies before they are deployed into the real systems. As simulators become more advanced, the analytical tractability of the…
A driven Monte Carlo dynamics is introduced to study resistivity scaling in XY-type models in the phase representation. The method is used to study the phase transition of the three-dimensional XY spin glass with a Gaussian coupling…
Reliability sensitivity analysis is concerned with measuring the influence of a system's uncertain input parameters on its probability of failure. Statistically dependent inputs present a challenge in both computing and interpreting these…
Flow over bluff bodies has multiple engineering applications and thus, has been studied for decades. The lift and drag coefficients are practically important in the design of many components such as automobiles, aircrafts, buildings etc.…
We perform Monte Carlo simulations to determine the average excluded volume <V_{ex}> of randomly oriented rectangular prisms, randomly oriented ellipsoids and randomly oriented capped cylinders in 3-D. There is agreement between the…
In this paper the application of the multi-level Monte Carlo (MLMC) method on numerical simulations of turbulent flows with uncertain parameters is investigated. Several strategies for setting up the MLMC method are presented, and the…
By considering the effect of varying the target radii and detector aperture width on the scattering angle in experimental Compton scattering, mathematical models were developed and subsequently incorporated into Monte Carlo simulations. By…
We describe a Monte Carlo procedure which allows sampling of the disjoint configuration spaces associated with crystalline and fluid phases, within a single simulation. The method utilises biased sampling techniques to enhance the…
This work introduces a novel multilevel Monte Carlo (MLMC) metamodeling approach for variance function estimation. Although devising an efficient experimental design for simulation metamodeling can be elusive, the MLMC-based approach…
The aim of this paper is to describe a new an integrated methodology for project control under uncertainty. This proposal is based on Earned Value Methodology and risk analysis and presents several refinements to previous methodologies.…
Monte Carlo computer simulations are virtually the only way to analyze the thermodynamic behavior of a system in a precise way. However, the various existing methods exhibit extreme differences in their efficiency, depending on model…
The main focus of the analysts who deal with clustered data is usually not on the clustering variables, and hence the group-specific parameters are treated as nuisance. If a fixed effects formulation is preferred and the total number of…
An intercomparison of microdosimetric and nanodosimetric quantities simulated Monte Carlo codes is in progress with the goal of assessing the uncertainty contribution to simulated results due to the uncertainties of the electron interaction…
In a multi-fidelity setting, data are available from two sources, high- and low-fidelity. Low-fidelity data has larger size and can be leveraged to make more efficient inference about quantities of interest, e.g. the mean, for high-fidelity…
We perform a probabilistic investigation on the effect of systematically removing imperfections on the buckling behavior of pressurized thin, elastic, hemispherical shells containing a distribution of defects. We employ finite element…
We study random compressible viscous magnetohydrodynamic flows. Combining the Monte Carlo method with a deterministic finite volume method we solve the random system numerically. Quantitative error estimates including statistical and…
To improve the efficiency of Monte Carlo estimation, practitioners are turning to biased Markov chain Monte Carlo procedures that trade off asymptotic exactness for computational speed. The reasoning is sound: a reduction in variance due to…