An Estimator for the Standard Deviation of a Natural Frequency—Part 1

1972 ◽  
Vol 39 (2) ◽  
pp. 535-538 ◽  
Author(s):  
A. J. Schiff ◽  
J. L. Bogdanoff
Keyword(s):  
Monte Carlo ◽  
Standard Deviation ◽  
Natural Frequency ◽  
Second Order ◽  
Statistical Properties ◽  
Asme Paper

An estimator for the standard deviation of a natural frequency in terms of second-order statistical properties of the parameters of the system is derived. Results for one simple example is presented in this part and are compared with theoretical and Monte Carlo results. Further results and discussion will be presented in Part 2, ASME Paper No. 71-WA/APM-8.

Rigorous time-domain analysis of statistically oriented graphene sheet fluctuations

2017 ◽  
Vol 36 (5) ◽  
pp. 1351-1363 ◽  
Author(s):  
Athanasios N. Papadimopoulos ◽  
Stamatios A. Amanatiadis ◽  
Nikolaos V. Kantartzis ◽  
Theodoros T. Zygiridis ◽  
Theodoros D. Tsiboukis
Keyword(s):  
Monte Carlo ◽  
Standard Deviation ◽  
Finite Difference ◽  
Surface Waves ◽  
Time Domain ◽  
Finite Difference Time Domain ◽  
Mean Value ◽  
Content Type ◽  
The Mean ◽  
Difference Time

Purpose Important statistical variations are likely to appear in the propagation of surface plasmon polariton waves atop the surface of graphene sheets, degrading the expected performance of real-life THz applications. This paper aims to introduce an efficient numerical algorithm that is able to accurately and rapidly predict the influence of material-based uncertainties for diverse graphene configurations. Design/methodology/approach Initially, the surface conductivity of graphene is described at the far infrared spectrum and the uncertainties of its main parameters, namely, the chemical potential and the relaxation time, on the propagation properties of the surface waves are investigated, unveiling a considerable impact. Furthermore, the demanding two-dimensional material is numerically modeled as a surface boundary through a frequency-dependent finite-difference time-domain scheme, while a robust stochastic realization is accordingly developed. Findings The mean value and standard deviation of the propagating surface waves are extracted through a single-pass simulation in contrast to the laborious Monte Carlo technique, proving the accomplished high efficiency. Moreover, numerical results, including graphene’s surface current density and electric field distribution, indicate the notable precision, stability and convergence of the new graphene-based stochastic time-domain method in terms of the mean value and the order of magnitude of the standard deviation. Originality/value The combined uncertainties of the main parameters in graphene layers are modeled through a high-performance stochastic numerical algorithm, based on the finite-difference time-domain method. The significant accuracy of the numerical results, compared to the cumbersome Monte Carlo analysis, renders the featured technique a flexible computational tool that is able to enhance the design of graphene THz devices due to the uncertainty prediction.

Extreme Response Prediction for Fixed Offshore Structures by Monte Carlo Time Simulation Technique

2016 ◽  
Author(s):  
M. K. Abu Husain ◽  
N. I. Mohd Zaki ◽  
M. B. Johari ◽  
G. Najafian
Keyword(s):  
Monte Carlo ◽  
Statistical Properties ◽  
Simulation Technique ◽  
Random Wave ◽  
Wave Loading ◽  
Offshore Structure ◽  
Sampling Variability ◽  
Time Simulation ◽  
Wide Range ◽  
Extreme Response

For an offshore structure, wind, wave, current, tide, ice and gravitational forces are all important sources of loading which exhibit a high degree of statistical uncertainty. The capability to predict the probability distribution of the response extreme values during the service life of the structure is essential for safe and economical design of these structures. Many different techniques have been introduced for evaluation of statistical properties of response. In each case, sea-states are characterised by an appropriate water surface elevation spectrum, covering a wide range of frequencies. In reality, the most versatile and reliable technique for predicting the statistical properties of the response of an offshore structure to random wave loading is the time domain simulation technique. To this end, conventional time simulation (CTS) procedure or commonly called Monte Carlo time simulation method is the best known technique for predicting the short-term and long-term statistical properties of the response of an offshore structure to random wave loading due to its capability of accounting for various nonlinearities. However, this technique requires very long simulations in order to reduce the sampling variability to acceptable levels. In this paper, the effect of sampling variability of a Monte Carlo technique is investigated.

Fundamentals concerning wave loading on offshore structures

1986 ◽  
Vol 173 ◽  
pp. 667-681 ◽  
Author(s):  
James Lighthill
Keyword(s):  
Fluid Mechanics ◽  
Natural Frequency ◽  
Potential Flow ◽  
Vortex Flow ◽  
Offshore Structures ◽  
Second Order ◽  
Mechanics Of Solids ◽  
Wave Loading ◽  
Velocity Fluctuations ◽  
Substantial Body

This article is aimed at relating a certain substantial body of established material concerning wave loading on offshore structures to fundamental principles of mechanics of solids and of fluids and to important results by G. I. Taylor (1928a,b). The object is to make some key parts within a rather specialised field accessible to the general fluid-mechanics reader.The article is concerned primarily to develop the ideas which validate a separation of hydrodynamic loadings into vortex-flow forces and potential-flow forces; and to clarify, as Taylor (1928b) first did, the major role played by components of the potential-flow forces which are of the second order in the amplitude of ambient velocity fluctuations. Recent methods for calculating these forces have proved increasingly important for modes of motion of structures (such as tension-leg platforms) of very low natural frequency.

scholarly journals Uncertainties in estimating regional methane emissions from rice paddies due to data scarcity in the modeling approach

2014 ◽  
Vol 7 (3) ◽  
pp. 1211-1224 ◽  
Author(s):  
W. Zhang ◽  
Q. Zhang ◽  
Y. Huang ◽  
T. T. Li ◽  
J. Y. Bian ◽  
...  
Keyword(s):  
Monte Carlo ◽  
Standard Deviation ◽  
Rice Variety ◽  
Scale Up ◽  
Methane Emissions ◽  
Data Availability ◽  
Scale Model ◽  
Anthropogenic Source ◽  
Rice Paddies ◽  
Data Scarcity

Abstract. Rice paddies are a major anthropogenic source of the atmospheric methane. However, because of the high spatial heterogeneity, making accurate estimations of the methane emission from rice paddies is still a big challenge, even with complicated models. Data scarcity is one of the substantial causes of the uncertainties in estimating the methane emissions on regional scales. In the present study, we discussed how data scarcity affected the uncertainties in model estimations of rice paddy methane emissions, from county/provincial scale up to national scale. The uncertainties in methane emissions from the rice paddies of China was calculated with a local-scale model and the Monte Carlo simulation. The data scarcities in five of the most sensitive model variables, field irrigation, organic matter application, soil properties, rice variety and production were included in the analysis. The result showed that in each individual county, the within-cell standard deviation of methane flux, as calculated via Monte Carlo methods, was 13.5–89.3% of the statistical mean. After spatial aggregation, the national total methane emissions were estimated at 6.44–7.32 Tg, depending on the base scale of the modeling and the reliability of the input data. And with the given data availability, the overall aggregated standard deviation was 16.3% of the total emissions, ranging from 18.3–28.0% for early, late and middle rice ecosystems. The 95% confidence interval of the estimation was 4.5–8.7 Tg by assuming a gamma distribution. Improving the data availability of the model input variables is expected to reduce the uncertainties significantly, especially of those factors with high model sensitivities.

Second-order statistical properties of a J0-correlated Schell-model beam in a turbulent atmosphere

2019 ◽  
Vol 224 ◽  
pp. 185-191 ◽  
Author(s):  
Yangsheng Yuan ◽  
Xianlong Liu ◽  
Jun Qu ◽  
Min Yao ◽  
Yaru Gao ◽  
...  
Keyword(s):  
Turbulent Atmosphere ◽  
Second Order ◽  
Statistical Properties

scholarly journals ANALISIS PENJADWALAN PROYEK GEDUNG BERTINGKAT DENGAN METODE PERT DAN M-PERT MENGGUNAKAN SIMULASI MONTE CARLO

2020 ◽  
Vol 3 (3) ◽  
pp. 533
Author(s):  
Josua Guntur Putra ◽  
Jane Sekarsari
Keyword(s):  
Monte Carlo Simulation ◽  
Monte Carlo ◽  
Standard Deviation ◽  
Research Method ◽  
Probabilistic Approach ◽  
Deterministic Scheduling ◽  
Work Duration ◽  
The Mean ◽  
Building Project ◽  
Story Building

One of the keys to success in construction execution is timeliness. In fact, construction is often late than originally planned. It’s caused by project scheduling uncertainty. Deterministic scheduling methods use data from previous projects to determine work duration. However, not every project has same work duration. The PERT method provides a probabilistic approach that can overcome these uncertainties, but it doesn’t account for the increase in duration due to parallel activities. In 2017, the PERT method was developed into the M-PERT method. The purpose of this study is to compare the mean duration and standard deviation of the overall project between PERT and M-PERT methods and compare them in Monte Carlo simulation. The research method used is to calculate the mean duration of the project with the PERT, M-PERT, and Monte Carlo simulation. The study was applied to a three-story building project. From the results of the study, the standard deviation obtained was 5.079 for the M-PERT method, 8.915 for the PERT method, and 5.25 for the Monte Carlo simulation. These results show the M-PERT method can provide closer results to computer simulation result than the PERT method. Small standard deviation value indicates the M-PERT method gives more accurate results.ABSTRAKSalah satu kunci keberhasilan dalam suatu pelaksanaan konstruksi adalah ketepatan waktu. Kenyataannya, pelaksanaan konstruksi sering mengalami keterlambatan waktu dari yang direncanakan. Hal ini disebabkan oleh ketidakpastian dalam merencanakan penjadwalan proyek. Metode penjadwalan yang bersifat deterministik menggunakan data dari proyek sebelumnya untuk menentukan durasi pekerjaan. Akan tetapi, tidak setiap proyek memiliki durasi pekerjaan yang sama. Metode PERT memberikan pendekatan probabilistik yang dapat mengatasi ketidakpastian tersebut, tetapi metode ini tidak memperhitungkan pertambahan durasi akibat adanya kegiatan yang berbentuk paralel. Pada tahun 2017, metode PERT dikembangkan menjadi metode M-PERT. Tujuan dari penelitian ini adalah membandingkan mean durasi dan standar deviasi proyek secara keseluruhan antara metode PERT dan M-PERT dan membandingkan kedua metode tersebut dalam simulasi Monte Carlo. Metode penelitian yang dilakukan adalah menghitung mean durasi proyek dengan metode PERT, M-PERT, dan simulasi Monte Carlo. Penelitian diterapkan pada proyek gedung bertingkat tiga. Dari hasil penelitian, nilai standar deviasi diperoleh sebesar 5,079 untuk metode M-PERT, 8,915 untuk metode PERT, dan 5,25 untuk simulasi Monte Carlo. Hasil ini menunjukan metode M-PERT dapat memberikan hasil yang lebih mendekati hasil simulasi komputer daripada metode PERT. Nilai standar deviasi yang kecil menunjukan metode M-PERT memberikan hasil yang lebih akurat.

A Simplified Software for Uncertainty Estimation Using Monte Carlo Method

2020 ◽  
Vol 12 (8) ◽  
pp. 1050-1053
Author(s):  
Jasveer Singh ◽  
L. A. Kumaraswamidhas ◽  
Neha Bura ◽  
Kapil Kaushik ◽  
Nita Dilawar Sharma
Keyword(s):  
Monte Carlo ◽  
Standard Deviation ◽  
Monte Carlo Method ◽  
Measurement Uncertainty ◽  
Standard Uncertainty ◽  
Uncertainty Estimation ◽  
End Points ◽  
The Monte Carlo Method ◽  
Adaptive Trials ◽  
Coverage Interval

The current paper discusses about the application of Monte Carlo method for the evaluation of measurement uncertainty using in-house developed program on C++ platform. The Monte Carlo method can be carried out by fixed trials as well as adaptive trials using this program. The program provides the four parameters viz. estimate of measurand, standard uncertainty in the form of standard deviation and end points of coverage interval as an output.

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