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Efficient Monte-Carlo Method using Precise Pseudorandom Numbers and Its Application to Reliability Problems

Research Project

Project/Area Number 15560418
Research Category

Grant-in-Aid for Scientific Research (C)

Allocation TypeSingle-year Grants
Section一般
Research Field Structural engineering/Earthquake engineering/Maintenance management engineering
Research InstitutionAnan National College of Technology

Principal Investigator

MATSUHO A.S.  Anan National College of Technology, Associate Prof., 建設システム工学科, 助教授 (90157347)

Project Period (FY) 2003 – 2005
Project Status Completed (Fiscal Year 2005)
Budget Amount *help
¥2,900,000 (Direct Cost: ¥2,900,000)
Fiscal Year 2005: ¥700,000 (Direct Cost: ¥700,000)
Fiscal Year 2004: ¥800,000 (Direct Cost: ¥800,000)
Fiscal Year 2003: ¥1,400,000 (Direct Cost: ¥1,400,000)
KeywordsMonte-Carlo Method / Efficiency / Pseudorandom Numbers / Reliability Problem / Structural System
Research Abstract

Monte Carlo method can be widely applied to various types of problems. Therefore, we can apply the method to problems that is hard to solve based on analytical methods. When these analytically difficult problems are solved using the Monte Carlo method, its efficient method is indispensable. So, this study tried to develop the efficient methods, which contain a method depends on precision of pseudorandom numbers
This study classified a Monte Carlo method into two types. One type is a Monte Carlo method that is used in integral problems. Another one is a method in which the relevant phenomena are simulated. It should be noted that the term of the hit-or-miss Monte Carlo method is not used only in the integral problems but also in the phenomena simulation problems. Because we can take many advantages of efficient methods in case of the integral problem, this study proposed such classification.
At the first half of this study, the phenomena simulation type of Monte Carlo method was considered and its efficient method was developed. Generally, the Monte Carlo calculation problems can be expressed in integral forms. However, some problems need adequate consideration in expression of integral. In such cases, the phenomena simulation type of Monte Carlo method can be conveniently applied.
The latter half of this study considered uniformly distributed pseudorandom numbers that emphasize its probabilistic uniformity. This is based on an idea that is used in quasi-Monte Carlo method. Through several numerical examples, it was shown that efficient Monte Carlo computation be realized, when the proposed pseudorandom numbers were used.

Report

(4 results)
  • 2005 Annual Research Report   Final Research Report Summary
  • 2004 Annual Research Report
  • 2003 Annual Research Report
  • Research Products

    (8 results)

All 2005 2004 Other

All Journal Article (6 results) Publications (2 results)

  • [Journal Article] 構造信頼性評価のための事象再現型モンテカルロ法の効率化2005

    • Author(s)
      松保重之(明憲)
    • Journal Title

      材料 54・3

      Pages: 314-319

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Journal Article] Efficient Hit-or-Miss Monte Carlo Methods Simulating Relevant Events for Structural Reliability Evaluation2005

    • Author(s)
      A.S.MATSUHO
    • Journal Title

      Journal of the Society of Materials Science Japan Vol.54, No.3

      Pages: 314-319

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Journal Article] 構造信頼性評価のための事象再現型モンテカルロ法の効率化2005

    • Author(s)
      松保重之
    • Journal Title

      材料 Vol.54,No.3

      Pages: 314-319

    • Related Report
      2004 Annual Research Report
  • [Journal Article] 構造信頼性評価に用いる乱数に関する基礎的考察2004

    • Author(s)
      松保重之(明憲)
    • Journal Title

      第20回材料・構造信頼性シンポジウム講演論文集 20・1

      Pages: 122-126

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Journal Article] Basic Study on Random Numbers that is used in Reliability Evaluation of Structures2004

    • Author(s)
      A.S.MATSUHO
    • Journal Title

      Proceeding of Symposium on Material and Structural Reliability Vbl.20

      Pages: 122-126

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Journal Article] 構造信頼性評価に用いる乱数に関する基礎的考察2004

    • Author(s)
      松保重之
    • Journal Title

      第20回材料・構造信頼性シンポジウム講演論文集

      Pages: 122-126

    • Related Report
      2004 Annual Research Report
  • [Publications] 松保重之: "当り外れのモンテカルロ法による構造信頼性評価に関する考察"構造物の安全性および信頼性JCOSSAR2003論文集. Vol.5. 937-938 (2003)

    • Related Report
      2003 Annual Research Report
  • [Publications] 松保重之: "当り外れのモンテカルロ法による構造信頼性評価に対する基礎的検討"土木学会第58回年次学術講演会講演概要集. 58巻. 1243-1244 (2003)

    • Related Report
      2003 Annual Research Report

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Published: 2003-04-01   Modified: 2016-04-21  

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