Loading...
Search for:
monte-carlo-analysis
0.006 seconds
Total 27 records
Subsurface characterization with localized ensemble Kalman filter employing adaptive thresholding
, Article Advances in Water Resources ; Vol. 69, issue , 2014 , p. 181-196 ; Pishvaie, M. R ; Boozarjomehry, R. B ; Sharif University of Technology
Abstract
Ensemble Kalman filter, EnKF, as a Monte Carlo sequential data assimilation method has emerged promisingly for subsurface media characterization during past decade. Due to high computational cost of large ensemble size, EnKF is limited to small ensemble set in practice. This results in appearance of spurious correlation in covariance structure leading to incorrect or probable divergence of updated realizations. In this paper, a universal/adaptive thresholding method is presented to remove and/or mitigate spurious correlation problem in the forecast covariance matrix. This method is, then, extended to regularize Kalman gain directly. Four different thresholding functions have been considered...
Effects of inaccuracy of material permittivities on ray tracing results for site- Specific indoor propagation modeling
, Article Proceedings of the 2013 IEEE-APS Topical Conference on Antennas and Propagation in Wireless Communications, IEEE APWC 2013 ; Sept , 2013 , Pages 1172-1175 ; 9781467356893 (ISBN) ; Shishegar, A. A ; Sharif University of Technology
IEEE Computer Society
2013
Abstract
The complex dielectric constants of building materials are present in the reflection, transmission and diffraction coefficients of the ray tracing formulation. Any deviation of the dielectric constants included in ray tracing simulation from the actual material properties may be a source of inaccuracy of the simulation results. This paper explores the sensitivity of ray tracing results to the inaccuracy of the dielectric constants of building materials. To do this, the real and imaginary parts of the dielectric constants are considered as random variables to account for the present uncertainty. The propagation of uncertainty in the ray tracing simulation is then obtained by means of the...
Analysis of a more realistic well representation during secondary recovery in 3-D continuum models
, Article Computational Geosciences ; Volume 21, Issue 5-6 , 2017 , Pages 1035-1048 ; 14200597 (ISSN) ; Masihi, M ; Sharif University of Technology
Abstract
The effectiveness of secondary recovery methods in reservoir development studies depends on the knowledge about how fluid-carrying regions (i.e. good-quality rock types) are connected between injection and production wells. To estimate reservoir performance uncertainty, comprehensive simulations on many reservoir model realisations are necessary, which is very CPU consuming and time demanding. Alternatively, we can use much simpler and physically based methods such as percolation approach. Classic percolation assumes connectivity between opposite 2-D faces of a 3-D system; whereas, hydrocarbon production is achieved through active wells that are one-dimensional lines (e.g. vertical,...
Applying a realistic novel ventilation model based on spatial expansion of acini in a stochastic lung
, Article Scientia Iranica ; Vol. 21, issue. 2 , 2014 , pp. 358-369 ; ISSN :10263098 ; Monjezi, M ; Saidi, M. S ; Pishevar, A ; Sharif University of Technology
Abstract
In this paper, particle deposition in the upper airways and five lobes of a human lung is simulated. The simulation is based on a stochastic lung model, derived from detailed morphometric measurements. Pathways are simulated using Monte Carlo methods consequently the whole structure changes both stochastically and statistically in each simulation. In this investigation the termination phenomena is a function of each daughter's diameter which best satisfies the lung's morphometry. Complementary to the previous available assumptions, i.e. flow divisions according to the ratio of daughter's cross sections or distal volumes, in this investigation flow rates are computed in an upward manner...
Sampling efficiency in Monte Carlo based uncertainty propagation strategies: Application in seawater intrusion simulations
, Article Advances in Water Resources ; Vol. 67, issue , 2014 , pp. 46-64 ; Ataie-Ashtiani, B ; Sharif University of Technology
Abstract
The implementation of Monte Carlo simulations (MCSs) for the propagation of uncertainty in real-world seawater intrusion (SWI) numerical models often becomes computationally prohibitive due to the large number of deterministic solves needed to achieve an acceptable level of accuracy. Previous studies have mostly relied on parallelization and grid computing to decrease the computational time of MCSs. However, another approach which has received less attention in the literature is to decrease the number of deterministic simulations by using more efficient sampling strategies. Sampling efficiency is a measure of the optimality of a sampling strategy. A more efficient sampling strategy requires...
Application of endurance time method in performance-based optimum design of structures
, Article Structural Safety ; Volume 56 , September , 2015 , Pages 52-67 ; 01674730 (ISSN) ; Estekanchi, H. E ; Sharif University of Technology
Elsevier
2015
Abstract
In this research, application of the Endurance Time (ET) method in performance-based design of structures with and without consideration of uncertainties is investigated and a practical optimum design procedure is proposed. The ET method is used as an analytical assessment tool because of its capabilities in response estimation with an affordable computational demand. In the first step of the proposed method, ET analysis is implemented in a multi-objective optimum design procedure in order to achieve a set of Pareto optimal designs. Optimization is conducted with respect to initial cost and expected life cycle cost using a deterministic approach. For each design alternative the median...
Polynomial chaos expansions for uncertainty propagation and moment independent sensitivity analysis of seawater intrusion simulations
, Article Journal of Hydrology ; Volume 520 , January , 2015 , Pages 101-122 ; 00221694 (ISSN) ; Ataie Ashtiani, B ; Simmons, C. T ; Sharif University of Technology
Elsevier
2015
Abstract
Real world models of seawater intrusion (SWI) require high computational efforts. This creates computational difficulties for the uncertainty propagation (UP) analysis of these models due the need for repeated numerical simulations in order to adequately capture the underlying statistics that describe the uncertainty in model outputs. Moreover, despite the obvious advantages of moment-independent global sensitivity analysis (SA) methods, these methods have rarely been employed for SWI and other complex groundwater models. The reason is that moment-independent global SA methods involve repeated UP analysis which further becomes computationally demanding. This study proposes the use of...
A new method for assessing domino effect in chemical process industry
, Article Journal of Hazardous Materials ; Volume 182, Issue 1-3 , 2010 , Pages 416-426 ; 03043894 (ISSN) ; Abbasi, T ; Rashtchian, D ; Abbasi, S. A ; Sharif University of Technology
2010
Abstract
A new methodology is presented with which the likely impact of accident in one process unit of an industry on other process units can be forecast and assessed. The methodology is based on Monte Carlo Simulation and overcomes the limitations of analytical methods, used hitherto, which were inherently limited in their ability to handle the uncertainty and the complexity associated with domino effect phenomena. The methodology has been validated and its applicability has been demonstrated with two case studies
On the evolutionary characteristics of the acceleration records generated from linear time-variant systems
, Article Scientia Iranica ; Volume 24, Issue 6 , 2017 , Pages 2817-2831 ; 10263098 (ISSN) ; Rofooei, F. R ; Sharif University of Technology
Abstract
This paper discusses the time-varying characteristics of the output signals resulted from Linear Time Variant (LTV) systems using level-crossing properties. These systems, used for generating synthetic records based on a target record, contain two identification processes: 1) amplitude modulating function; and 2) time-varying Impulse Response Function (IRF) parameters. To track the IRF parameters efficiently, the zerocrossing and positive minima/negative maxima cumulative curves are usually utilized as the measures of the instantaneous spectral power. Using spectral moments, analytic relations for zero-crossing and positive minima/negative maxima cumulative count are developed with respect...
Probabilistic evaluation of 2015 NEHRP soil-structure interaction provisions
, Article Journal of Engineering Mechanics ; Volume 143, Issue 9 , 2017 ; 07339399 (ISSN) ; Mahsuli, M ; Ghannad, M. A ; Sharif University of Technology
Abstract
This paper reveals the consequences of practicing the 2015 National Earthquake Hazards Reduction Program (NEHRP) soilstructure interaction (SSI) provisions, which form the basis of the 2016 edition of the seismic design standard provided by the ASCE. For this purpose, the probability that the practice of SSI provisions, in lieu of fixed-base provisions, increases the ductility demand of the structure computed. It is subsequently investigated whether the NEHRP provisions are indeed an improvement upon the SSI provisions of the current ASCE seismic design standard. To this end, 720 soil-structure systems with different numbers of stories, structural systems, aspect ratios, and foundation...
Assessment of collapse modes in reinforced concrete frames considering record-to-record and modeling uncertainties
, Article Scientia Iranica ; Volume 24, Issue 5 , 2017 , Pages 2213-2226 ; 10263098 (ISSN) ; Pourzeynali, S ; Estekanchi, H. E ; Sharif University of Technology
Abstract
Dominant Collapse Mechanisms (DCMs) have been reported to play an important role in collapse capacity of structural systems and the seismic losses consequent to it. Therefore, DCMs of Reinforced Concrete (RC) frames have been studied, in this article, considering Record-To-Record (RTR) and modeling uncertainties. Two sets of RC frames have been designed, in this regard, that share the design assumptions but contain different levels of over-strength. Each set contains 26, 4- to 20-story nonlinearly modeled frames. Initially, Incremental Dynamic Analysis (IDA) was used to identify frames' DCMs. Then, the RTR variability reflected through IDA was combined with spectral shape and pulse effects...
Improving the first-order structural reliability estimation by monte carlo simulation
, Article Proceedings of the Institution of Civil Engineers: Structures and Buildings ; Volume 170, Issue 7 , 2017 , Pages 532-540 ; 09650911 (ISSN) ; Barkhordari, M. A ; Barkhori, M ; Barkhori, M ; Sharif University of Technology
Abstract
The first-order reliability method (FORM) is a well-known procedure for reliability analysis in the engineering community. It provides an efficient way to calculate the failure probability of a structure. However, it introduces an unknown error in the estimations for non-linear limit states. This paper seeks a correction for the FORM by employing Monte Carlo simulation. The proposed method combines the efficiency of FORM with the robustness of the Monte Carlo method. The merits of the proposed method are illustrated through benchmark examples. The results show the high accuracy of the proposed method and a substantial reduction in the number of samples compared with crude Monte Carlo. ©...
Probabilistic analysis of soil-structure interaction effects on the seismic performance of structures
, Article Earthquake Engineering and Structural Dynamics ; Volume 46, Issue 4 , 2017 , Pages 641-660 ; 00988847 (ISSN) ; Mahsuli, M ; Ghannad, M. A ; Sharif University of Technology
Abstract
This paper revisits the phenomenon of dynamic soil-structure interaction (SSI) with a probabilistic approach. For this purpose, a twofold objective is pursued. First, the effect of SSI on inelastic response of the structure is studied considering the prevailing uncertainties. Second, the consequence of practicing SSI provisions of the current seismic design codes on the structural performance is investigated in a probabilistic framework. The soil-structure system is modeled by the sub-structure method. The uncertainty in the properties of the soil and the structure is described by random variables that are input to this model. Monte Carlo sampling analysis is employed to compute the...
The effect of soil–structure interaction on the seismic risk to buildings
, Article Bulletin of Earthquake Engineering ; Volume 16, Issue 9 , 2018 , Pages 3653-3673 ; 1570761X (ISSN) ; Mahsuli, M ; Ghannad, M. A ; Sharif University of Technology
Springer Netherlands
2018
Abstract
This paper studies the effect of soil–structure interaction (SSI) on the seismic risk estimates of buildings. Risk, in this context, denotes the probability distribution of seismic monetary loss due to structural and nonstructural damage. The risk analysis here uncovers the probability that SSI is beneficial, detrimental, or uninfluential on seismic losses. The analyses are conducted for a wide range of buildings with different structural systems, numbers of stories, and foundation sizes on various soil types. A probabilistic approach is employed to account for prevailing sources of uncertainty, i.e., those in ground motion and in the properties of the soil–structure system. In this...
Effects of rigid bus conductors on seismic fragility of electrical substation equipment
, Article Soil Dynamics and Earthquake Engineering ; Volume 125 , 2019 ; 02677261 (ISSN) ; Estekanchi, H. E ; Sharif University of Technology
Elsevier Ltd
2019
Abstract
The present paper studies the impact of dynamic interaction between high-voltage substation equipment on the response and vulnerability of substation equipment. The 3D numerical model is developed for four types of vulnerable equipment in the both unconnected and connected conditions. The bus slider-rigid bus assembly is utilized to establish the connection between the equipment. The incremental dynamic analysis is carried out in the developed systems to produce the fragility function for each equipment. Also, the Monte Carlo approach is employed to evaluate the accuracy of the generated functions. It is concluded that the incorporation of connection parts in the model can significantly...
Structural reliability approach to analysis of probabilistic seismic hazard and its sensitivities
, Article Bulletin of Earthquake Engineering ; Volume 17, Issue 3 , 2019 , Pages 1331-1359 ; 1570761X (ISSN) ; Mahsuli, M ; Sharif University of Technology
Springer Netherlands
2019
Abstract
This paper presents a new probabilistic framework for seismic hazard assessment and hazard sensitivity analysis. Hazard in this context means the probability of exceeding a measure of ground shaking intensity, such as peak ground acceleration and spectral acceleration. The main components of the proposed framework include structural reliability methods to estimate exceedance probabilities and their sensitivities, and multiple probabilistic models for earthquake occurrence, magnitude, location, and ground motion. This paper presents two analysis approaches. The first approach utilizes the first- and second-order reliability methods and importance sampling. This approach efficiently yields the...
Estimation of practical Inter-Modulation Rejection values in a multi-loop feed-forward microwave power amplifier using Monte-Carlo method
, Article 2007 IEEE International Conference on Telecommunications and Malaysia International Conference on Communications, ICT-MICC 2007, Penang, 14 May 2007 through 17 May 2007 ; February , 2007 , Pages 632-637 ; 1424410940 (ISBN); 9781424410941 (ISBN) ; Hemmatyar, A ; Farzaneh, F ; Sharif University of Technology
2007
Abstract
Feed-forward is one of the best methods for linearizing microwave power amplifiers, but due to device tolerance in implementation of the system components, the practical Inter-Modulation Rejection (IMR) value may differ quite much from the theoretical IMR value. One of the methods to improve the practical performance of the system is using the multi-loop configuration. Here we have introduced the multi-loop feedforward systems and we have estimated the practical IMR values of the system using Monte-Carlo analysis. As the analysis shows, although the number of components in a multi-loop system is increased with respect to a simple feed-forward system, but the difference between the practical...
System dynamics to assess the effectiveness of restoration scenarios for the Urmia Lake: A prey-predator approach for the human-environment uncertain interactions
, Article Journal of Hydrology ; Volume 593 , 2021 ; 00221694 (ISSN) ; Zarghami, M ; Alizade Govarchin Ghale, Y ; Shahbazbegian, M. R ; Sharif University of Technology
Elsevier B.V
2021
Abstract
In recent decades, population growth, agricultural development and climate change have caused environmental problems in the world, especially in the arid and semi-arid regions such as Iran. Urmia Lake, one of the unique biosphere reserves of the world, has suffered from these problems in the last 20 years. Although many studies conducted to the negative impacts of human-induced activities, especially agricultural expansion on the lake, few studies focused on providing restoration plans for that. This study uses a system dynamics method for modelling the restorations scenarios of Urmia Lake based on the prey-predator approach. This method is helpful to simplify the complicated feedbacks and...
Optimal reserve capacity allocation with consideration of customer reliability requirements
, Article Energy ; Vol. 35, issue. 9 , 2010 , p. 3883-3890 ; ISSN: 03605442 ; Ehsan, M ; Fotuhi-Firuzabad, M ; Akhavein, A ; Afshar, K ; Sharif University of Technology
Abstract
An algorithm for determining optimal reserve capacity in a power market is presented in this paper. Optimization process in the proposed algorithm is based on the cost-benefit trade off. Market clearance is executed with consideration of uncertainties of power system components in an aggregated environment. It is assumed that both generating units and interruptible loads participate in the reserve market. In addition, customers' reliability requirements are considered as constraints for decision making process of ISO. The rendered method considers random outages of generating units and transmission lines and determined outage of interruptible loads and employs Monte Carlo Simulation (MCS)...
Predicting hourly air pollutant levels using artificial neural networks coupled with uncertainty analysis by Monte Carlo simulations
, Article Environmental Science and Pollution Research ; Volume 20, Issue 7 , 2013 , Pages 4777-4789 ; 09441344 (ISSN) ; Kamali, N ; Rajabi, M. M ; Sharif University of Technology
2013
Abstract
Recent progress in developing artificial neural network (ANN) metamodels has paved the way for reliable use of these models in the prediction of air pollutant concentrations in urban atmosphere. However, improvement of prediction performance, proper selection of input parameters and model architecture, and quantification of model uncertainties remain key challenges to their practical use. This study has three main objectives: to select an ensemble of input parameters for ANN metamodels consisting of meteorological variables that are predictable by conventional weather forecast models and variables that properly describe the complex nature of pollutant source conditions in a major city, to...