Improved Dynamic Bounds In Monte Carlo Simulations

M. Rajabalinejad; P.H.A.J.M. van Gelder; J.K. Vrijling

doi:10.2514/6.2008-1990

Improved Dynamic Bounds In Monte Carlo Simulations

M. Rajabalinejad, P.H.A.J.M. van Gelder, J.K. Vrijling

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Abstract

In this paper, the concept of Dynamic Bounds (DB) is reviewed, the formula for prediction of its efficiency is described, and the method is improved. The improved dynamic bounds (IDB) are clarified. In this case, a polynomial function is assumed for the response of the system in the indistinct area according to the imposed constraints under the maximum uncertain conditions. Besides, by additional simulations, prior boundary uncertainties are recovered. Therefore, according to the required accuracy of the model and acceptable tolerance, number of simulations is determined. As a result, this method can be more efficiently applied in a multidimensional Monte Carlo simulations. This conclusion is demonstrated by comparing of results with the Classical Monte Carlo (CMC), dynamic bounds (DB), and improved dynamic bounds (IDB) for a model of impact water waves as an example.

Original language	English
Number of pages	9
DOIs	https://doi.org/10.2514/6.2008-1990
Publication status	Published - 2008
Externally published	Yes
Event	49th AIAA/ASME/ASCE/AHS/ASC Structures, Structural Dynamics, and Materials Conference 2008 - Schaumburg, United States Duration: 7 Apr 2008 → 10 Apr 2008 Conference number: 49

Conference

Conference	49th AIAA/ASME/ASCE/AHS/ASC Structures, Structural Dynamics, and Materials Conference 2008
Country/Territory	United States
City	Schaumburg
Period	7/04/08 → 10/04/08

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title = "Improved Dynamic Bounds In Monte Carlo Simulations",

abstract = "In this paper, the concept of Dynamic Bounds (DB) is reviewed, the formula for prediction of its efficiency is described, and the method is improved. The improved dynamic bounds (IDB) are clarified. In this case, a polynomial function is assumed for the response of the system in the indistinct area according to the imposed constraints under the maximum uncertain conditions. Besides, by additional simulations, prior boundary uncertainties are recovered. Therefore, according to the required accuracy of the model and acceptable tolerance, number of simulations is determined. As a result, this method can be more efficiently applied in a multidimensional Monte Carlo simulations. This conclusion is demonstrated by comparing of results with the Classical Monte Carlo (CMC), dynamic bounds (DB), and improved dynamic bounds (IDB) for a model of impact water waves as an example.",

author = "M. Rajabalinejad and {van Gelder}, P.H.A.J.M. and J.K. Vrijling",

year = "2008",

doi = "10.2514/6.2008-1990",

language = "English",

note = "49th AIAA/ASME/ASCE/AHS/ASC Structures, Structural Dynamics, and Materials Conference 2008 ; Conference date: 07-04-2008 Through 10-04-2008",

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T1 - Improved Dynamic Bounds In Monte Carlo Simulations

AU - Rajabalinejad, M.

AU - van Gelder, P.H.A.J.M.

AU - Vrijling, J.K.

N1 - Conference code: 49

PY - 2008

Y1 - 2008

N2 - In this paper, the concept of Dynamic Bounds (DB) is reviewed, the formula for prediction of its efficiency is described, and the method is improved. The improved dynamic bounds (IDB) are clarified. In this case, a polynomial function is assumed for the response of the system in the indistinct area according to the imposed constraints under the maximum uncertain conditions. Besides, by additional simulations, prior boundary uncertainties are recovered. Therefore, according to the required accuracy of the model and acceptable tolerance, number of simulations is determined. As a result, this method can be more efficiently applied in a multidimensional Monte Carlo simulations. This conclusion is demonstrated by comparing of results with the Classical Monte Carlo (CMC), dynamic bounds (DB), and improved dynamic bounds (IDB) for a model of impact water waves as an example.

AB - In this paper, the concept of Dynamic Bounds (DB) is reviewed, the formula for prediction of its efficiency is described, and the method is improved. The improved dynamic bounds (IDB) are clarified. In this case, a polynomial function is assumed for the response of the system in the indistinct area according to the imposed constraints under the maximum uncertain conditions. Besides, by additional simulations, prior boundary uncertainties are recovered. Therefore, according to the required accuracy of the model and acceptable tolerance, number of simulations is determined. As a result, this method can be more efficiently applied in a multidimensional Monte Carlo simulations. This conclusion is demonstrated by comparing of results with the Classical Monte Carlo (CMC), dynamic bounds (DB), and improved dynamic bounds (IDB) for a model of impact water waves as an example.

U2 - 10.2514/6.2008-1990

DO - 10.2514/6.2008-1990

M3 - Paper

T2 - 49th AIAA/ASME/ASCE/AHS/ASC Structures, Structural Dynamics, and Materials Conference 2008

Y2 - 7 April 2008 through 10 April 2008

ER -

Improved Dynamic Bounds In Monte Carlo Simulations

Abstract

Conference

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