We apply the multicanonical Monte Carlo (MMC) method to compute the probability distribution of the received voltage in a chirped return-to-zero system. When computing the probabilities of very rare events, the MMC technique greatly enhances the efficiency of Monte Carlo simulations by biasing the noise realizations. Our results agree with the covariance matrix method over 20 orders of magnitud...

For structural systems with both epistemic and aleatory uncertainties, the effect of epistemic uncertainty on failure probability is measured by the variance based sensitivity analysis, which generally needs a ‘‘triple-loop’’ crude sampling procedure to solve and is time consuming. Thus, the Kriging method is employed to avoid the complex sampling procedure and improve the computational efficie...

In the practical engineering, to answer the small failure probabilities with correlated highdimensional variables, the subset simulation (SS) is combined together with the Monte Carlo simulation and importance sampling (IS) method. The samples from the probability density functions of the importance sampling are used to construct the intermediate failure events, by which the small failure proba...

An ‘operating characteristics’ (OC) curve is a simple tool that has been in use in quality control for many years but does not seem to be widely applied in the particulate sampling field. The OC curve provides the probability that a lot of material will be deemed to meet a specification (will be found to have an assay that falls above (or below) a specified level, given the true assay of the lo...

Abstract In this research work we introduce a new sampling design, namely two-stage cluster sampling, where probability proportional to size with replacement is used in the first stage unit and ranked set second order address issue of marked variability sizes population units concerned sampling. We obtained an unbiased estimator mean total, as well variance estimator. calculated relative effici...

The quantitative reliability assessment of a thermal-hydraulic (T-H) passive safety system of a nuclear power plant can be obtained by i) Monte Carlo (MC) sampling the uncertainties of the system model and parameters, ii) computing, for each sample, the system response by a mechanistic T-H code and iii) comparing the system response with pre-established safety thresholds, which define the succe...

The most widely used algorithm for Monte Carlo sampling of electronic transitions in trajectory surface hopping (TSH) calculations is the so-called anteater algorithm, which is inefficient for sampling low-probability nonadiabatic events. We present a new sampling scheme (called the army ants algorithm) for carrying out TSH calculations that is applicable to systems with any strength of couplin...