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VOŘECHOVSKÝ, M. MAŠEK, J. ELIÁŠ, J.
Original Title
Dynamical Model of Interacting Particles for the Construction of Audze–Eglajs Designs in a Periodic Space
Type
conference paper
Language
English
Original Abstract
The paper presents a dynamical model of mutually interacting particles in a periodic space designed to provide optimal sets of points for numerical integration. The obtained set of points is applied to Monte Carlo type integration in statistical analyses of computer models. The dynamical model mimics the behavior of charged particles with repulsive forces that are based on a selected formulation of potential. When the kinetic energy of the damped particle system approaches zero, the potential energy is reaches a local minimum. The domain within which the particles are to be distributed is a unit hypercube of a dimension equal to the number of basic variables for Monte Carlo integration. It is shown to be necessary for the design domain to be periodically repeated in order to obtain statistically uniform coverage by the points. The gained coordinates of the points in the unit hypercube are then transformed into the real space of variables in the analyzed model and used as integration points (realizations of random variables). The quality or optimality of the resulting design is dependent on the distance-based constitutive law that is derived from the assumed potential
Keywords
Dynamical particle system, sample optimization, space filling designs
Authors
VOŘECHOVSKÝ, M.; MAŠEK, J.; ELIÁŠ, J.
Released
10. 8. 2017
Publisher
TU-Verlag Vienna
Location
Vienna
ISBN
978-3-903024-28-1
Book
Proceedings of 12th Int. Conf. on Structural Safety and Reliability
Pages from
1374
Pages to
1383
Pages count
10
BibTex
@inproceedings{BUT145352, author="Miroslav {Vořechovský} and Jan {Mašek} and Jan {Eliáš}", title="Dynamical Model of Interacting Particles for the Construction of Audze–Eglajs Designs in a Periodic Space", booktitle="Proceedings of 12th Int. Conf. on Structural Safety and Reliability", year="2017", pages="1374--1383", publisher="TU-Verlag Vienna", address="Vienna", isbn="978-3-903024-28-1" }