Analysis on the Quasi Monte-Carlo Method and its Application in the Slope Reliability

The critical reliability slip surface with minimum value of reliability index is difficult to be obtained by the Monte-Carlo method. The simplified Bishop method was adopted to calculate the factor of safety for given circular slip surface thereby defining the performance function in reliability analysis. Six variance values of random variables were designed and four sample ranges were assumed. A quasi-Monte Carlo method was defined with fow samples. One hundred and thirty-two potential slip surfaces were randomly generated. The reliability indexes regarding those slip surfaces were calculated by Monte-Carlo method and quasi-Monte Carlo method, respectively. The comparative results show that in the case of one random variable, the reliability index from Monte Carlo method is found to be linear with that from quasi-Monte Carlo method. In the similar conditions, the wider the sample range, the smaller the tangent value of line, and Vice versa. In addition, the bigger the sample number, the bigger the tangent value of line. The Quasi-Monte Carlo method is approved to be practicable for the determination of critical reliability slip surface for homogeneous slope.     

TO SOLVE PROBLEMS OF STRUCTURAL RELIABILITY BY MONTE CARLO METHOD

This paper uses simple and clear mathematical proving to expound the fundamental principle,usage and prospect of Monte Carlo method. This paper also gives an example which explains how Monte Carlo method is used for analysing structural reliabilty of engineering.     

PROBABILISTIC STABILITY EVALUATION OF AC/DC POWER SYSTEMS WITH PARALLEL MONTE CARLO METHOD

This paper presents a new method for the probabilistic stability evaluation of AC/DC power systems. The transient stability model is described and the stochastic factors having effects on the stability behaviors are analysed and modeled. A theorem governing the probabilistic relations among the occurences of different types of disturbances is derived. A method of parallel computation is oresented, which is based on Monte Carlo simulation. An illustrative example is also given to show the application of the concepts and method presented in this paper.     

A MONTE CARLO APPROACH APPLIED TO THE ERROR ESTIMATION OF STANDARDLESS QUANTITATIVE PHASE ANALYSIS

A Monte Carlo approach is appplied to the error estimation and error analysis of X-ray diffraction standardless quantitative phase analysis and the coefficient of its variation is cal dilated .which is compared with the error estimation by the condition number of the coefficient matrix of linear equations. The Monte Carlo error estimation is applied to the standardless quantitative matrix-flushing method, in which the mixture of KC1. CaCO3. ZnO and BaCO3 is analyzed as an example.     

Energy transmission process of combustion flame radiation in the tuyeres and raceways of blast furnaces

We developed a process model of flame beam transmission using pulverized coal powder and coke combustion in a raceway. We employed a Monte Carlo computation method equation based on charge couple devrce(CCD) target heat flow distribution for radiation heat transfer. We explored the factors impacting radiation transmission. Based on these, a three dimensional reconstruction was analyzed at varying coke particle concentrations. This model provided an effective method to produce on line monitoring of raceway working states.     

The Research of Landslide Hazards Assessment System

Landslides caused substantial damage to property,which is seriously hampering social development.With the use of geographic information systems(Arcview),a risk assessment system is established in the paper.The failure probability of 3D-slope is calculated using the Monte Carlo method.The risk of life and economic losses were also calculated by the risk assessment system.By a case study,the results of the risk of life and economic losses may be crucial foundations for administrant branch.     

Numerical Simulation of Berthing Velocity of the Ship

Based on the field data of berthing velocity for the ship (10000t-50000t), the berthing velocities have been numerically simulated by using Monte Carlo method in this paper. After statistical tests, it shows that the maximum values of the berthing velocity follow a Gumber distribution and the probability curves of failure for the means of maximum values are also obtained. The present results have been compared with the ones determined by specification of harbor engineering both at home and abroad.     

基于带跳O-U过程的订单农业合约期权定价

为了运用期权理论解决订单农业中存在的违约问题,首先需要得到合理的订单农业合约期权价格。为此假设订单农业合约中的农产品价格服从带跳跃的均值回复过程,然后给出该随机过程的模拟算法,并用蒙特卡罗方法对农产品订单合约期权进行了模拟定价。最后给出实例,分析了影响订单农业合约期权价格的几个重要因素。     

Research on reliability evaluation model for frequency collapse of power grid

In order to comprehensively consider the possibility and the severity of frequency instability risk, this paper proposes the risk evaluation model and algorithm for frequency collapse of power grid. The uncertainties in generating dispatch, network topology and component outage are considered. The calculation method for system frequency variation is depicted while considering the active power deficiency arising from random failure of generating units, and then various probabilistic risk indices for frequency collapse are defined. The presented method can provide important reference information for evaluating the frequency collapse risk of power grid. The non-sequential Monte Carlo simulation-based results of IEEE-RTS79 show the correctness of the method.     

Uncertainty Analysisof Financial Evaluation of Investment Project and Its Application

The economy index used in investment project is usually influenced by many uncertain factors because the basic data of which comes from forecast and budget. This paper studies such common uncertain analysis method as balance analysis of profit and loss, sensitivity analysis. The problems in these methods are pointed out and a new method of uncertainty analysis based on the Analytic Hierarchy Process and Monte Carlo method is advanced, along with its compute method in economy analysis of investment project. To an investment project, the authors set the NPV as the goal, set investment amount, prosecution cost and product price as the simulant values, which have relatively great effect on NPV. By using the new method in uncertain analysis, the conclusion can be drawn that the project is greatly influenced by the uncertain factors of future and it has high risk. A case study demonstrates that the new method can synthetically analyze the financial variety caused by uncertain factors.     

A New Monte Carlo Method Based on State Analysis

A new Monte Carlo Method for system reliability evaluation is proposed in this paper. The repeated sampling of system states with relatively great probabilities is avoided in the simulation,thus the sampling efficiency is significantly improved. Besides,the negative correlations used in different trials can further reduce the estimated varinaces. The sparse matrix technique is employed to reduce the memory requirement and to save the computer time. Comparative studies show that the method proposed is of great value and the application to the IEEE reliability test system (power system) is successful.     

虚拟关节臂式坐标测量机模型的构建与验证

关节臂式坐标测量机的测量误差受到众多因素的影响,且由物理构件带来的误差无法被消除。为此,笔者旨在构建一种虚拟关节臂式坐标测量机。首先,采用D-H矩阵建立其运动学模型,其次,利用PC-DMIS测量软件分析测量机数据并对模型的精确性进行检验,最后使用蒙特卡罗法和测量机模型完成仿真测量。通过与实际参数构建的模型、制造商参数构建的模型相对比,可知所构建测量机模型的测量精度能够满足要求。仿真结果表明提出的模型构建与验证方法对坐标测量的应用具有较高的工程价值。     

COMPUTER IZED SIMULATION OF SPINODAL DECOMPOSITION IN Fe-Cr ALLOYS

The kinetic process of spinodal decomposition in Fe-Cr alloys has been simulated with the aid of the compuler M340. The uphill diffosion of Fe-Cr alloy during spinodal decomposition has been investigated in atomic scale with Monte Carlo method. The computer simulated diagram is in agreement with the experimentally measured one.     

Sensitivity analysis of a motorcycle frame using the Monte Carlo method

Sensitivity analysis of motorcycle frames is useful for improving the design success rate. Based on sensitivity analysis theory and using the Monte Carlo and numerical simulation methods, a new 250 type integral motorcycle model was built and dynamic sensitivity analysis conducted. Sensitive design parameters that have great influence on frame vibration were discovered. By modifying the values of sensitive design parameters, the vibration of some measuring points was reduced. This reduction shows that the sensitivity analysis method is reliable and practical, and it can be used in sensitivity analyses of other complicated structures.     

地震时城市供水管网连通可靠性分析

在分析地震条件下管线功能函数及极限状态方程基础上,对城市供水管单元体进行震害预测。以供水管网系统作为边权的有向网络图,通过基于神经网络的Monte Carlo方法,模拟各管线运行状态及其破坏状态。结合图论理论,分析供水管网的管线连通可靠性。     

Application of Monte Carlo Method to the Light Scattering of Human''s Erythrocytes

The forward small-angle light scattering of the human's static and deformed erythrocytes in Couette flow is simulated by Monte Carlo method. It considers the light traveling along the cells in thin suspension, the values of length in all three axes and the deformation degree are worked out by anomalous diffraction. The result shows that the feasibility of this method is supported by its closeness to the standard data of model.     

玉米种质保持中的适宜样本容量

用两个胚乳色基因型纯合的玉米品种不同比率的混合来模仿具有不同标记基因频率的玉米群体,通过田间试验、统计抽样以及Monte Carlo模拟研究玉米种质在繁殖前后标记基因频率的变化。两年田间试验和Monte Carlo模拟试验得到一致结论;在玉米群体田间植株中随机抽取8株上的全部种子或10株上每株25粒种子做样本可使群体中频率大     

Analyze the Present Status in the Calculation Methods of Lightning Protection Performance for Transmission Line

Lightning is the main reason that endangers transmission line working safety and reliabilty today. The theory and characteristic of methods that not only estimate the lightning performance for back strike such as standard method, traveling wave method, Monte Carlo technique, treeing fault method, EMTP and so on but also for the shielding failure such as standard method, EGM, leader progression model and so on are summarized. The criterion of flashover for insulators is referred simply, furthermore, it gives the opinion that the development of research for the future.     

Fine mapping of quantitative trait loci using linkage disequilibrium in inbred plant populations

Linkage disequilibrium (LD)-based methods capitalize on the number of generations that occurred since the appearance of a mutation at a QTL and can produce extremely accurate estimates of the QTL position. Here, we describe a regression methodology to estimate the effect of marker haplotypes on a quantitative trait for the case of inbred plant populations. The method builds upon probabilities of being 'Identical by Descent' that are obtained via a gene-dropping simulation, where inbreeding is assumed to be due to a single seed descent process. The method was empirically tested via Monte Carlo simulation and results showed that the power to detect the true QTL position depended on the age of the QTL mutation, effective population size and marker distances. Also, increased marker polymorphism dramatically improved power and the method seemed fairly robust to differences in genetic and population assumptions. This revised version was published online in July 2006 with corrections to the Cover Date.     

Design Process Simulation Based On Information Dependency

A modeling method based on DSM is introduced. In circumstance of iterative task, the ways concerning about the input of data,the generation of stochastic variables and the set of the simulation clock are dipicted. While considering the learning curve of activities, the way is studied express the movable process of a single project and then list the corresponding Monte Carlo simulative block diagram .The program based of EXCEL VBA is also written. The result of a given simulative example shows that the method can simulate complex design activities and plan the project in terms of scientific basis.