Numerical approximation of time-dependent chloride diffusion model parameters via probabilistic Monte Carlo method

2020 ◽  
Author(s):  
Petr Lehner ◽  
Marie Horňáková ◽  
Petr Konečný
Keyword(s):  
Monte Carlo ◽  
Monte Carlo Method ◽  
Diffusion Model ◽  
Numerical Approximation ◽  
Time Dependent ◽  
Chloride Diffusion ◽  
Model Parameters

scholarly journals Hydrologic responses of the Zwalm catchment using the REW model: incorporating uncertainty of soil properties

2006 ◽  
Vol 3 (1) ◽  
pp. 69-114 ◽  
Author(s):  
A. El Ouazzani Taibi ◽  
G. P. Zhang ◽  
A. Elfeki
Keyword(s):  
Monte Carlo ◽  
Monte Carlo Method ◽  
Hydraulic Conductivity ◽  
Model Parameters ◽  
Watershed Model ◽  
The Monte Carlo Method ◽  
Physically Based ◽  
Hydrologic Responses ◽  
High Influence ◽  
Model Approach

Abstract. The research presented in this paper focuses on an application of a newly developed physically-based watershed model approach, which is called Representative Elementary Watershed (REW) approach. The study stressed the effects of uncertainty of input parameters on the watershed responses (i.e. simulated discharges). The approach was applied to the Zwalm catchment, which is an agriculture dominated watershed with a drainage area of 114.3 km2 located in East-Flanders, Belgium. Uncertainty analysis of the model parameters is limited to the saturated hydraulic conductivity because of its high influence on the watershed hydrologic behavior. The assessment of outputs uncertainty is performed using the Monte Carlo method. The ensemble statistical watershed responses and their uncertainties are calculated and compared with the measurements. The results show that the measured discharges are falling within the 95% confidence interval of the modeled discharge.

Corrected Diffusion Model of Chloride in Concrete and its Engineering Application

2011 ◽  
Vol 189-193 ◽  
pp. 1886-1891
Author(s):  
Peng Fei Xue ◽  
Da Ling Mao
Keyword(s):  
Service Life ◽  
Diffusion Model ◽  
Life Prediction ◽  
Engineering Application ◽  
Time Dependent ◽  
Chloride Diffusion ◽  
Chloride Diffusion Coefficient ◽  
Practical Applications ◽  
Environment Variable ◽  
Stochastic Characteristic

A multi-factor diffusion model of chloride in concrete was formulated, in which the hypothesis of Fick’s Law were corrected through parameter definition. The values of the parameters in the model were given for practical applications according to pilot calculation and analysis of mass data. By using this diffusion model, three calculation methods of concrete structure service life were further deduced, it includes definite value method, probability performance based method and time-dependent reliability based method. The service life prediction for the approach bridge of Huang-pu Bridge was carried on by using various prediction approaches mentioned above. The results showed that: time-dependent reliability based method can consider randomness of chloride diffusion coefficient and the depth of concrete covering layer, and the stochastic characteristic of environment variable can be easily taken into account too. By adjusting the target reliability, the prediction results are consistent with those of the other two methods.

scholarly journals Contribution to numerical study of vehicle vertical stochastic vibration

2018 ◽  
Vol 157 ◽  
pp. 03015
Author(s):  
Alžbeta Sapietová ◽  
Milan Sága ◽  
Dana Stančeková ◽  
Milan Sapieta
Keyword(s):  
Monte Carlo ◽  
Monte Carlo Method ◽  
Computational Model ◽  
Numerical Study ◽  
Model Parameters ◽  
Vehicle Model ◽  
Stochastic Response ◽  
Simulation Techniques ◽  
Random Character ◽  
Kinematics Parameters

The goal of the paper is to present an application of the software MB_DYN inbuilt in MATLAB for stochastic response of the chosen vehicle computational model. The input kinematics parameters will be road irregularity with random character. The dynamic model parameters are considered as deterministic. The analysed vehicle model assumes 10 DOF. The stochastic response in time and frequency domain was solved by program MB_DYN in MATLAB using Monte Carlo method. Applying the simulation techniques the influence study of the vehicles speed and road quality in chosen points was realised.

OPTIMAL SUPERHEDGING UNDER NON-CONVEX CONSTRAINTS — A BSDE APPROACH

2008 ◽  
Vol 11 (04) ◽  
pp. 363-380 ◽  
Author(s):  
CHRISTIAN BENDER ◽  
MICHAEL KOHLMANN
Keyword(s):  
Monte Carlo ◽  
Monte Carlo Method ◽  
Numerical Methods ◽  
Borrowing Constraints ◽  
Time Dependent ◽  
Convex Constraints ◽  
Numerical Examples ◽  
Black Scholes ◽  
Backward Sdes ◽  
Theoretical Results

We apply theoretical results by Peng on supersolutions for Backward SDEs (BSDEs) to the problem of finding optimal superhedging strategies in a generalized Black–Scholes market under constraints. Constraints may be imposed simultaneously on wealth process and portfolio. They may be non-convex, time-dependent, and random. The BSDE method turns out to be an extremely useful tool for modeling realistic markets: in this paper, it is shown how more realistic constraints on the portfolio may be formulated via BSDE theory in terms of the amount of money invested, the portfolio proportion, or the number of shares held. Based on recent advances on numerical methods for BSDEs (in particular, the forward scheme by Bender and Denk [1]), a Monte Carlo method for approximating the superhedging price is given, which demonstrates the practical applicability of the BSDE method. Some numerical examples concerning European and American options under non-convex borrowing constraints are presented.

The Solution of Transient Radiative Transfer With Collimated Incident Serial Pulse in a Plane-Parallel Medium by the DRESOR Method

2008 ◽  
Vol 130 (10) ◽  
Author(s):  
Qiang Cheng ◽  
Huai-Chun Zhou ◽  
Zhi-Feng Huang ◽  
Yong-Lin Yu ◽  
De-Xiu Huang
Keyword(s):  
Monte Carlo ◽  
Monte Carlo Method ◽  
Radiative Transfer ◽  
Incident Radiation ◽  
Anisotropic Scattering ◽  
Time Dependent ◽  
Temporal Response ◽  
One Dimensional ◽  
Unit Energy ◽  
The Monte Carlo Method

A time-dependent distribution of ratios of energy scattered by the medium or reflected by the boundary surfaces (DRESOR) method was proposed to solve the transient radiative transfer in a one-dimensional slab. This slab is filled with an absorbing, scattering, and nonemitting medium and exposed to a collimated, incident serial pulse with different pulse shapes and pulse widths. The time-dependent DRESOR values, representing the temporal response of an instantaneous, incident pulse with unit energy and the same incident direction as that for the serial pulse, were proposed and calculated by the Monte Carlo method. The temporal radiative intensity inside the medium with high directional resolution can be obtained from the time-dependent DRESOR values. The transient incident radiation results obtained by the DRESOR method were compared to those obtained with the Monte Carlo method, and good agreements were achieved. Influences of the pulse shape and width, reflectivity of the boundary, scattering albedo, optical thickness, and anisotropic scattering on the transient radiative transfer, especially the temporal response along different directions, were investigated.

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