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A spectral representation based model for Monte Carlo simulation 总被引:1,自引:0,他引:1
A new model is proposed for generating samples of real-valued stationary Gaussian processes. The model is based on the spectral representation theorem stating that a weakly stationary process can be viewed as a superposition of harmonics with random properties. The classical use of this theorem for Monte Carlo simulation is based on models consisting of a superposition of harmonics with fixed frequencies but random amplitude and phase. The resulting samples have the same period depending on the discretization of the frequency band. In contrast, the proposed model consists of a superposition of harmonics with random amplitude, phase, and frequency so that different samples have different periods depending on the particular sample values of the harmonic frequencies.
A band limited Gaussian white noise process is used to illustrate the proposed Monte Carlo simulation algorithm and demonstrate that the estimates of the covariance function based on the samples of the proposed model are not periodic. 相似文献
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The necessity for adopting a kinetic-theoretical approach to obtain aerodynamic characteristics in low density flow past space
vehicles is highlighted in this paper; it is shown how long-standing difficulties in theoretically handling such flows can
be circumvented by adopting a Monte Carlo technique. The principles underlying the technique are briefly described, and are
first illustrated by applying the technique to the evaluation of the drag of cylinders and cones in collisionless flow.
The Markoff process underlying the Monte Carlo simulation of the full Boltzmann equation with collisions is then described
in detail. Instead of the time-counter strategy of Bird, a theoretically sounder ‘Random Collision Number’ (RCN) strategy
has been adopted in the present simulation. In this strategy the number of collisions in each time-step in the computation
is a random number drawn from an appropriate distribution. Computer programs using this strategy have been developed for calculating
aerodynamic characteristics like drag and heat transfer for a cone in the transition regime between free molecule and continuum
flow. The results obtained from these programs show that both time-counter and RCN strategies require almost the same computer
time. 相似文献
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We present an approach to the optimal plant design (choice of system layout and components) under conflicting safety and economic constraints, based upon the coupling of a Monte Carlo evaluation of plant operation with a Genetic Algorithms-maximization procedure. The Monte Carlo simulation model provides a flexible tool, which enables one to describe relevant aspects of plant design and operation, such as standby modes and deteriorating repairs, not easily captured by analytical models. The effects of deteriorating repairs are described by means of a modified Brown–Proschan model of imperfect repair which accounts for the possibility of an increased proneness to failure of a component after a repair. The transitions of a component from standby to active, and vice versa, are simulated using a multiplicative correlation model. The genetic algorithms procedure is demanded to optimize a profit function which accounts for the plant safety and economic performance and which is evaluated, for each possible design, by the above Monte Carlo simulation.In order to avoid an overwhelming use of computer time, for each potential solution proposed by the genetic algorithm, we perform only few hundreds Monte Carlo histories and, then, exploit the fact that during the genetic algorithm population evolution, the fit chromosomes appear repeatedly many times, so that the results for the solutions of interest (i.e. the best ones) attain statistical significance. 相似文献
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A class of stationary non-Gaussian processes, referred to as the class of mixtures of translation processes, is defined by their finite dimensional distributions consisting of mixtures of finite dimensional distributions of translation processes. The class of mixtures of translation processes includes translation processes and is useful for both Monte Carlo simulation and analytical studies. As for translation processes, the mixture of translation processes can have a wide range of marginal distributions and correlation functions. Moreover, these processes can match a broader range of second order correlation functions than translation processes. The paper also develops an algorithm for generating samples of any non-Gaussian process in the class of mixtures of translation processes. The algorithm is based on the sampling representation theorem for stochastic processes and properties of the conditional distributions. Examples are presented to illustrate the proposed Monte Carlo algorithm and compare features of translation processes and mixture of translation processes. 相似文献
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Monte Carlo (MC) simulation is the most promising tool for performing realistic reliability and availability analysis of complex systems. Yet, the efficient use of MC simulation technique is not trivial in large scale applications.This paper considers the two commonly adopted approaches to MC simulation: the direct, component-based approach and the indirect, system-based approach. The mathematical details of the two approaches are worked out in detail, so as to show their probabilistic equivalence. The proper formulation for biasing the simulation is introduced, thus leading to the correct expressions for the statistical weights.Both approaches are applied, in an analog as well as in a biased scheme, to a simple system of the literature and comparisons are made with respect to the computing time and the goodness of the estimate, as measured by the variance of the results. 相似文献
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We study thin film growth using a lattice-gas, solid-on-solid model employing the Monte Carlo technique. The model is applied
to chemical vapour deposition (CVD) by including the rate of arrival of the precursor molecules and their dissociation. We
include several types of migration energies including the edge migration energy which allows the diffusive movement of the
monomer along the interface of the growing film, as well as a migration energy which allows for motion transverse to the interface.
Several well-known features of thin film growth are mimicked by this model, including some features of thin copper films growth
by CVD. Other features reproduced are—compact clusters, fractal-like clusters, Frank-van der Merwe layer-by-layer growth and
Volmer-Weber island growth. This method is applicable to film growth both by CVD and by physical vapour deposition (PVD). 相似文献
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Condition-based maintenance optimization by means of genetic algorithms and Monte Carlo simulation 总被引:2,自引:0,他引:2
Efficient maintenance policies are of fundamental importance in system engineering because of their fallbacks into the safety and economics of plants operation. When the condition of a system, such as its degradation level, can be continuously monitored, a Condition-Based Maintenance (CBM) policy can be implemented, according to which the decision of maintaining the system is taken dynamically on the basis of the observed condition of the system.In this paper, we consider a continuously monitored multi-component system and use a Genetic Algorithm (GA) for determining the optimal degradation level beyond which preventive maintenance has to be performed. The problem is framed as a multi-objective search aiming at simultaneously optimizing two typical objectives of interest, profit and availability. For a closer adherence to reality, the predictive model describing the evolution of the degrading system is based on the use of Monte Carlo (MC) simulation. More precisely, the flexibility offered by the simulation scheme is exploited to model the dynamics of a stress-dependent degradation process in load-sharing components and to account for limitations in the number of maintenance technicians available. The coupled (GA[plus ]MC) approach is rendered particularly efficient by the use of the ‘drop-by-drop’ technique, previously introduced by some of the authors, which allows to effectively drive the combinatorial search towards the most promising solutions. 相似文献
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Ran Zhang Zhiqiang Chen Zhifeng Huang Yongshun Xiao Xuewu Wang Jie Wie C.-K. Loong 《Nuclear instruments & methods in physics research. Section A, Accelerators, spectrometers, detectors and associated equipment》2011,651(1):12-15
Since the launching of the Compact Pulsed Hadron Source (CPHS) project of Tsinghua University in 2009, works have begun on the design and engineering of an imaging/radiography instrument for the neutron source provided by CPHS. The instrument will perform basic tasks such as transmission imaging and computerized tomography. Additionally, we include in the design the utilization of coded-aperture and grating-based phase contrast methodology, as well as the options of prompt gamma-ray analysis and neutron-energy selective imaging. Previously, we had implemented the hardware and data-analysis software for grating-based X-ray phase contrast imaging. Here, we investigate Geant4-based Monte Carlo simulations of neutron refraction phenomena and then model the grating-based neutron phase contrast imaging system according to the classic-optics-based method. The simulated experimental results of the retrieving phase shift gradient information by five-step phase-stepping approach indicate the feasibility of grating-based neutron phase contrast imaging as an option for the cold neutron imaging instrument at the CPHS. 相似文献
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Marzio Marseguerra Enrico Zio Luca Podofillini 《Reliability Engineering & System Safety》2005,87(3):362
The management of spare parts is a major concern for several industrial organizations, due to the significant amount of resources invested every year for holding spares inventories.In this paper, we explore the possibility of using genetic algorithms for the task of optimizing the number of spare parts required by a multi-component system. To address the question of how many spares should be kept in inventory for each component kind, the analyst is required to define objective functions with respect to which the optimization is sought. In our work we will look at multiple objectives such as, for example, the maximization of system revenues and the minimization of the total spares volume. The modeling of the system failure, repair and replacement stochastic processes is done by means of Monte Carlo simulation, whose flexibility allows a closer adherence to reality. 相似文献
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采用一种基于高分子Monte Carlo模拟算法分析分子蠕动阻力的软件,借助于二维空间中的8配位点键长涨落的格子链模型,对不同温度、分子量、共混小分子时的大分子蠕动行为进行了模拟分析,考察了温度、分子长、共混小分子等因素对蠕动阻力的影响,得到了随着温度增加、分子长减小和共混浓度增加,大分子蠕动阻力减小的结果,这与传统经验理论相符合。这些结果为选择大分子量添加剂黄原胶作为抗结块剂,以及选择β-环糊抑制玻璃化转变等提供了理论依据。 相似文献
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The direct simulation Monte Carlo (DSMC) method is a particle-based numerical modeling technique. It is recently used for simulating gaseous flow in micro-electro-mechanical-systems (MEMS) where micron-scale features become important. In this paper, numerical simulations of fluid flow in micro-channels are carried out using the DSMC method. The details in determining the parameters critical for DSMC applications in micro-channels are provided. Streamwise velocity distributions in the slip-flow regime are compared with the analytical solution based on the Navier–Stokes equations with slip velocity boundary condition. Satisfactory agreements have been achieved. Effects of the entrance and exit regions on simulation results are discussed. Simulations are then extended to transition flow regime (Kn>0.1) and compared with the analytical solution. It is shown that the results are distinguished with the analytical solutions, which fail to predict the flow due to the break down of continuum assumption. It is indicated that the gradient of the pressure along the channel direction dominates the motion of the fluid flow. 相似文献
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Wook Hee Koh 《Vacuum》2009,84(5):550-553
Monte Carlo simulation techniques are used to study the dynamical properties of charged particles in point-to-plane corona discharge. The numerical model includes the release of electron-ion pairs by photoionization and secondary electron emission from cathode as well as the first Townsend ionization. The simulation results of negative corona discharge in nitrogen show that electron avalanche takes place in the region of high electric field near pin electrode and the photoionization is the essential mechanism to sustain the discharge as well as electron impact ionization. 相似文献
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Defining the surface binding energy in dynamic Monte Carlo simulation for reactive sputtering of compounds 总被引:1,自引:0,他引:1
In Monte Carlo simulations of reactive sputtering, it is commonly assumed that the surface binding energy (SBE) for the different phases in the target exhibits a linear behaviour in the transition between the metal mode and the compound mode. In this work we study how the transition between the two modes takes place, and more specifically attempt to experimentally identify how the SBE for the different phases behaves in the transition between the two modes. In essence, this is done by comparing XPS measurements of the aluminium 2p binding energy on samples comprising pure aluminium, stoichiometric aluminium nitride and aluminium oxide with the corresponding measurements on understoichiometric aluminium nitride samples. In this work, it is assumed that the binding energy of the core level is directly correlated to the SBE of the phase in question. That is to say, if the aluminium 2p binding energy in aluminium nitride exhibits a constant and discrete value independent of the nitrogen concentration, the SBE for the compound exhibits a constant and discrete value independent of the surface concentration of nitrogen. It was found by the XPS measurement that the aluminium 2p binding energy in aluminium nitride exhibits a constant and discrete value independent of the nitrogen concentration in the samples and it was, therefore, concluded that the SBE for the different phases exhibits constant and discrete values independent of the surface concentration of nitrogen. The discrete behaviour of the SBE was implemented in the TRIDYN program and the results from these simulations were compared with simulations in which it is assumed that the SBE of the different phases exhibits a linear behaviour in the transition between the metal mode and the compound mode. 相似文献
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In this study, a Monte Carlo (MC) method for time-resolved light scattering from multilayered turbid media (SMCML) has been developed. This method is particularly suitable for simulating light backscattering from layered media and receiving the time-resolved signal in a finite sensor area, such as ocean detection, photomedicine and photobiology. The classical semi-analytical MC method requires the scattering events to be located in a single-layer medium. To address the multilayer problem, the energy loss mechanism of photons propagating in tissue was analyzed in this study. According to the energy contribution to the detector, only photons that contribute significantly were considered. Simulations were conducted for stochastic turbid media with different optical parameters. Temporal profiles of the echo signal were obtained with a satisfactory convergence. Compared to the classical MC method, the SMCML method can dramatically reduce the computation time by more than two orders of magnitude. 相似文献