Documenti di Didattica
Documenti di Professioni
Documenti di Cultura
3D Modeling Engine
Representation Summary
Report
Steven Prescott
Ramprasad Sampath
Curtis Smith
Timothy Yang
September 2014
Steven Prescott
Ramprasad Sampath
Curtis Smith
Timothy Yang
September 2014
http://www.inl.gov
$%675$&7
&RPSXWHUV KDYH EHHQ XVHG IRU ' PRGHOLQJ DQG VLPXODWLRQ EXW RQO\ UHFHQWO\ KDYH
FRPSXWDWLRQDOUHVRXUFHVEHHQDEOHWRJLYHUHDOLVWLFUHVXOWVLQDUHDVRQDEOHWLPHIUDPHIRU
ODUJH FRPSOH[ PRGHOV 7KLV VXPPDU\ UHSRUW DGGUHVVHG WKH PHWKRGV WHFKQLTXHV DQG
UHVRXUFHVXVHGWRGHYHORSD'PRGHOLQJHQJLQHWRUHSUHVHQWULVNDQDO\VLVVLPXODWLRQIRU
DGYDQFHG VPDOO PRGXODU UHDFWRU VWUXFWXUHV DQG FRPSRQHQWV 7KH VLPXODWLRQV GRQH IRU
WKLV HYDOXDWLRQ ZHUH IRFXVHG RQ H[WHUQDO HYHQWV VSHFLILFDOO\ WVXQDPL IORRGV IRU D
K\SRWKHWLFDOQXFOHDUSRZHUIDFLOLW\RQDFRDVWOLQH
LY
&217(176
$%675$&7LY
),*85(6YL
$&521<06YLL
%$&.*5281'
6,08/$7,21(1*,1(6
+RXGLQL);
1HXWULQR
'02'(/,1*'(9(/230(17
)DFLOLW\0RGHO
7HUUDLQPDSSLQJ
'HWDLOHG0RGHOLQJ
6,08/$7,21'(9(/230(17
7VXQDPL6LPXODWLRQ6HWXS
7VXQDPL6LPXODWLRQV
,QWHULRU)ORRGLQJ6LPXODWLRQ
3URSRVHG'HYHORSPHQW,PSURYHPHQWV
&21&/86,216
5()(5(1&(6
$SSHQGL[$±6LPXODWLQJ6FHQDULRV««««««««
Y
),*85(6
)LJXUH'PRGHOLQJHQJLQHGHYHORSPHQWVXSSRUWLQJWKHDGYDQFHG35$)UDPHZRUN
)LJXUH+RXGLQL);XVHULQWHUIDFH
)LJXUH([DPSOHRIWKH1HXWULQRPRGHOLQJIUDPHZRUN
)LJXUH4XDUWHUVHFWLRQIRUWKH'PRGHORIDQXFOHDUUHDFWRUIDFLOLW\WREHXVHGIRUVLPXODWLRQWHVWLQJ
)LJXUH+DOIIDFLOLW\PRGHORIDQXFOHDUUHDFWRUIDFLOLW\WREHXVHGIRUVLPXODWLRQWHVWLQJ
)LJXUH7HUUDLQPDSSLQJDSSOLFDWLRQXVHGWRJHQHUDWHD'PDSRIDVSHFLILHGDUHD
)LJXUH7KH'PDSJHQHUDWHGIURPWKH)XNXVKLPDVLWH
)LJXUH'HWDLOHGPRGHORIUHDFWRUEXLOGLQJ
)LJXUH1HXWULQR:DYH3LVWRQ6HWXSZLWK,QLWLDO&RQGLWLRQV
)LJXUH6LPXODWLRQRIPHWHUWVXQDPLRQWKHóIDFLOLW\PRGHO
)LJXUH5HDFWRUEXLOGLQJIORRGLQJIURPWKHED\GRRU
)LJXUH:DWHUIORZIORRGLQJH[DPSOHLQDUHDFWRUEXLOGLQJ
YL
$&521<06
$3, $SSOLFDWLRQSURJUDPPLQJLQWHUIDFH
)/,3 )OXLG,PSOLFLW3DUWLFOH
)36 )UDPHVSHUVHFRQG
*% *LJDE\WH
*+] *LJDKHUW]
*38 *UDSKLFV3URFHVVLQJ8QLW
+3& +LJK3HUIRUPDQFH&RPSXWLQJ
,1/ ,GDKR1DWLRQDO/DERUDWRU\
,1, ,QLWLDOL]DWLRQ
3,& 3DUWLFOH,Q&HOO
63+ 6PRRWKHG3DUWLFOH+\GURG\QDPLFV
YLL
'0RGHOLQJ(QJLQH5HSUHVHQWDWLRQ6XPPDU\
5HSRUW
%$&.*5281'
7KURXJKSK\VLFVDQGFRPSOH[PDWKHPDWLFDOPRGHOVZHKDYHDJRRGXQGHUVWDQGLQJKRZRXUZRUOG
DURXQGXVEHKDYHV+RZHYHUIRUDQ\WKLQJRWKHUWKDQVPDOOSUREOHPVWKHVHPRGHOVEHFRPHFRPSOLFDWHG
ZKHQDWWHPSWLQJWRUHSUHVHQWUHDOLW\7KHILHOGRIFRPSXWDWLRQDOSK\VLFVDSSOLHVQXPHULFDO
DSSUR[LPDWLRQVDQGGHFRPSRVHVDSUREOHPLQWRDODUJHQXPEHURIVLPSOHPDWKHPDWLFDORSHUDWLRQVWKDW
FDQEHVROYHGXVLQJDFRPSXWHU>KWWSHQZLNLSHGLDRUJZLNL&RPSXWDWLRQDOBSK\VLFV@
0DQ\ILHOGVRIVWXG\XVHFRPSXWDWLRQDOSK\VLFVWRGRFDOFXODWLRQVIURPSURWHLQIROGLQJIRU
PHGLFLQHWRUHDOLVWLFHIIHFWVLQYLVXDOL]DWLRQ:LWKWKHH[SDQVLRQRIFRPSXWDWLRQSRZHUDQGGLVWULEXWHG
FRPSXWLQJODUJHUDQGPRUHFRPSOH[SUREOHPVDUHDEOHWREHVROYHG:HKDYHWDUJHWHGVRPHRIWKHVH
VWDQGDUGPHWKRGVDQGWRROVXVHGLQRWKHUILHOGVWRDQDO\]HIORRGLQJHYHQWVIRUULVNDQDO\VLVRIQXFOHDU
IDFLOLWLHVVXFKDVVPDOOPRGXODUUHDFWRUV
7KHVRIWZDUHSURWRW\SHGHYHORSPHQWIRUWKLVDFWLYLW\XVHGDJHQHULFOLJKWZDWHUUHDFWRU/:5
PRGHOWRUHSUHVHQWK\SRWKHWLFDOIDFLOLW\EXLOGLQJORFDWLRQVLQFOXGLQJUHODWLYHORFDWLRQVRIEXLOGLQJVRQ
VLWHHOHYDWLRQVLQFOXGLQJIDFLOLW\WRSRORJ\LQIRUPDWLRQDQGKD]DUGUHSUHVHQWDWLRQLQFOXGLQJSRWHQWLDO
WVXQDPLIORRGLQJIUHTXHQF\DQGPDJQLWXGHV7KHPDLQIRFXVRIWKLV'PRGHOLQJHQJLQHZRUNZDVWR
GHPRQVWUDWHIHDVLELOLW\ZLWKDPRGHOWKDWLVQRWRYHUO\VLPSOLILHG$WWKHVWDUWRIWKHDFWLYLW\LQ)<WKH
SURMHFWWHDPUHFRJQL]HGWKDWDGHWDLOHG6PDOO0RGXODU5HDFWRU605RU$GYDQFHG605PRGHOZKHUH
KHUH³PRGHO´LPSOLHVWKHVLWHFKDUDFWHULVWLF'EXLOGLQJGHWDLOVORFDWLRQVRINH\FRPSRQHQWVZDVQRW
DYDLODEOH±FRQVHTXHQWO\WKHVXJJHVWLRQVIURPWKHWHDPZDVWRGHPRQVWUDWHWKHSURFHVVXVLQJDQDYDLODEOH
PRGHOEDVHGXSRQD/:5,WZDVIHOWWKDWWKLVDSSURDFKZRXOGEHHIIHFWLYHIRUWKUHHSULPDU\UHDVRQV
6WDUWLQJZLWKDQH[LVWLQJPRGHOZLOOIDFLOLWDWHTXLFNGHYHORSPHQWRQWKHSURMHFW
6LPXODWLQJDFWXDOHYHQWVDOORZVIRUVRPHYDOLGDWLRQRIWKHPHFKDQLVWLFIORRGLQJPRGHODSSURDFK
)ORRGLQJHYHQWVDIIHFWQXFOHDUSRZHUSODQWVLQPRVWO\WKHVDPHZD\UHJDUGOHVVRIWKHW\SHRI
UHDFWRUWHFKQRORJ\WKH\LPSDFWVLWHLQIUDVWUXFWXUHZKHUHWKHGHWDLOVZLOOGHSHQGRQWKHVSHFLILF
VLWHDQGSODQWW\SH
$VDGGLWLRQDOGHWDLOHGPRGHOVEHFRPHDYDLODEOHWRWKHUHVHDUFKWHDPVSHFLILFWRD605VZHSODQ
RQLQFRUSRUDWLQJWKHPLQWRRXUDQDO\VLVSODWIRUP
7KLVZRUNRQWKH'PRGHOLQJHQJLQHVXSSRUWVWKHRYHUDOODGYDQFHG35$)UDPHZRUNWKDWKDV
EHHQSURSRVHGDVLOOXVWUDWHGLQ)LJXUH
Enhanced PRA Controller and Safety Case
Generator (Internet Server)
Simulation
Scenario Generator
Spatial
Risk Analysis
Mechanistic
h i Plant
Pl System and Behavior
Calculations Operational Component
g , T-H)
(e.g., Rules Reliability
External Flooding 3D Flood
Scenarios Site and Building Flooding Flooding-caused Failures Representation
3D Modeling Engine
)LJXUH'PRGHOLQJHQJLQHGHYHORSPHQWVXSSRUWLQJWKHDGYDQFHG35$)UDPHZRUN
6,08/$7,21(1*,1(6
:LWKRXUIRFXVRQIORRGLQJDIOXLGVLPXODWLRQHQJLQHZDVQHHGHG7KHUHDUHGLIIHUHQW'SK\VLFV
VLPXODWLRQHQJLQHVXVLQJDYDULHW\RIPHWKRGV(DFKKDVLWVDGYDQWDJHVRUGLVDGYDQWDJHVGHSHQGLQJRQ
WKHLQWHQGHGXVH,QWKLVUHSRUWZHGHVFULEHDFRXSOHRIDSSURDFKHVDQGSURYLGHGHPRQVWUDWLRQFDVHV
ZKHUHWKHVHPD\EHDSSOLFDEOHIRUULVNDQDO\VLV
+RXGLQL);
)RUWKLVUHVHDUFKZHLQLWLDOO\VWDUWHGZLWKDVRIWZDUHSDFNDJHFDOOHG+RXGLQL);7KLV
DSSOLFDWLRQLVDG\QDPLFDQGZLGHO\XVHG'VLPXODWLRQHQYLURQPHQWIRUYLVXDOHIIHFWV,WDOVRKDVDQ
$3,IRUFXVWRPPRGLILFDWLRQVZKLFKDOORZHGXVWRFRPPXQLFDWHZLWKLWWKURXJKRWKHUDSSOLFDWLRQVGXULQJ
HDFKIUDPHRIWKHVLPXODWLRQ6HH)LJXUH7KLVIHDWXUHPDNHVLWXVHIXOIRULQFRUSRUDWLRQLQWRULVN
DQDO\VLVPRGHOLQJVLQFHWKHVFHQDULRHYROXWLRQFDQEHFRQWUROOHGHJDIDLOXUHFDQEHWULJJHUHGGXULQJ
WKHFDOFXODWLRQVEHLQJSHUIRUPHG
)LJXUH+RXGLQL);XVHULQWHUIDFH
7KH+RXGLQLSDFNDJHZRUNHGZHOOIRUVPDOOHUVLPXODWLRQVXFKDVZDWHUIORZLQVLGHRIDURRP
+RZHYHULWKDGWZRLVVXHVZLWKODUJHUVLPXODWLRQV)LUVWWKHVROYHUWKDWLVXVHGLQ+RXGLQLZDVJULG
EDVHG)OXLG,Q3DUWLFOH)/,3PHWKRG3,&)/,3EDVHGVROYHUVDUHH[WHQVLYHO\XVHGLQYLVXDOHIIHFWVDQG
SURGXFHVYLVXDOO\LQWHUHVWLQJG\QDPLFPRWLRQEHFDXVHLWXVHVFXVWRPSDUWLFOHDGYHFWLRQPHWKRGVWR
FRPEDWQXPHULFDOGLIIXVLRQSUREOHPVUHVXOWLQJLQGLIIXVHIOXLGV+RZHYHUXVLQJD6PRRWKHG3DUWLFOH
+\GURG\QDPLFV63+VROYHUZLWKSK\VLFVEDVHGPRGLILFDWLRQVWRKDQGOHERXQGDULHVJXDUDQWHHV
FRQVHUYDWLRQRIPDVVZLWKFRPSXWDWLRQRISUHVVXUHIURPZHLJKWHGFRQWULEXWLRQRIQHLJKERULQJSDUWLFOHV
>@$OWKRXJKWKLVRSWLRQZDVSUHVHQWLQ+RXGLQLWRXVHLWV63+VROYHULWZDVQRWVXLWHGIRURXUQHHGV
:KHQ+RXGLQL¶V)/,3VROYHUZDVXVHGWRJHQHUDWHDVROXWLRQZDYHOLNHDWVXQDPLZDYHWKHZDYHZRXOG
TXLFNO\ORVWPRPHQWXPDQGGLIIXVHRXW:HWULHGWRRYHUFRPHWKLVQXPHULFDOGLIIXVLRQE\XVLQJKLJKHU
UHVROXWLRQJULGV%XWLQXVLQJKLJKHUUHVROXWLRQJULGVZHUDQLQWRWKHVHFRQGSUREOHP7KH+RXGLQL
HQJLQHZDVQRWDEOHWRVXSSRUWWKHPHPRU\UHTXLUHPHQWQHHGHGWRUXQWKHODUJHUVLPXODWLRQV0RUHRYHU
HYHQUXQQLQJKLJKHUUHVROXWLRQVWRDPD[LPXPRIZKDWFRXOGEHKDQGOHGWKLVZRUNDURXQGVWLOOGLGQRW
SURGXFHDZDYHZKLFKSUHVHUYHGHQHUJ\DQGLWKDGH[FHVVLYHQXPHULFDOGLIIXVLRQ
1HXWULQR
7RFRPSDUHWKHUHVXOWVIURP+RXGLQLDVZHOODVWRFRPEDWWKHSUREOHPVZHHQFRXQWHUHGZLWK
+RXGLQL¶V)/,3IOXLGVROYHUZHGHFLGHGWRWU\³1HXWULQR´7KH1HXWULQRIOXLGVROYHUGHYHORSHGE\
1HXWULQR,QGXVWULHVLVEDVHGRQ6PRRWK3DUWLFOH+\GURG\QDPLFVZLWKDSUHVVXUHVROYHWRKDQGOH
LQFRPSUHVVLEOHIOXLGV7KH1HXWULQRIOXLGVROYHUDOVRIDFWRUVLQDFFXUDWHERXQGDU\KDQGOLQJDQGDGDSWLYH
WLPHVWHSSLQJWRKHOSWRLQFUHDVHDFFXUDF\DQGFDOFXODWLRQVSHHG>@
)RUWKLVSXUSRVH1HXWULQR,QGXVWULHVFROODERUDWHGZLWKWKH,GDKR1DWLRQDO/DERUDWRU\,1/E\
SURYLGLQJWKHXVHRIWKHLUVROYHHQJLQHDQGPDNLQJFXVWRPPRGLILFDWLRQVWRWKHFRGHEDVHWRKHOSZLWK
DQDO\VLV1HXWULQRZDVDEOHWRKDQGOHQRWRQO\WKHPHPRU\UHTXLUHPHQWVQHHGHGIRUODUJHVLPXODWLRQV
EXWSURYLGHGPRUHDFFXUDWHIOXLGPRYHPHQWZLWKOHVVQXPHULFDOGLIIXVLRQZKLFKSUHVHUYHGWKHVROLWDU\
WVXQDPLZDYHPRPHQWXPUHTXLUHGIRURXUVLPXODWLRQ1HXWULQR¶VVLPXODWLRQIUDPHZRUNZDVYHU\IOH[LEOH
DQGSURYLGHVDS\WKRQEDVHGH[SUHVVLRQV\VWHPVHH)LJXUHWRDFFXUDWHO\PRGHOWKHPRYHPHQWRIWKH
ZDYHPDFKLQHEDVHGRQ*RULQJ¶VQXPHULFDOZDYHPRGHOVHH$SSHQGL[$1HXWULQRDOVRSURYLGHG
DYDULHW\RIWRROVWRPHDVXUHSDUDPHWHUVLQDVHFWLRQRIWKHIOXLGVLPXODWHG7KLVLQFOXGHVWKHZDYHKHLJKW
DWDVSHFLILFSRLQWWKHDYHUDJHSUHVVXUHDQGDYHUDJHYHORFLW\LQDFHUWDLQDUHDYROXPHDVZHOODVWKHIORZ
UDWHDFURVVDFHUWDLQDUHDYROXPH
)LJXUH([DPSOHRIWKH1HXWULQRPRGHOLQJIUDPHZRUN
'02'(/,1*'(9(/230(17
%HIRUHVLPXODWLRQVFDQEHSHUIRUPHGDPRGHORIWKHGHVLUHGIDFLOLW\PXVWEHPDGH0DQ\WRROV
H[LVWIRU'PRGHOLQJDQGLQJHQHUDOLWGRHVQRWPDWWHUZKLFKWRROLVXVHGDVORQJDVLWFDQH[SRUWWKH
PRGHOWRDIRUPDWXVHGE\WKHVLPXODWLRQHQJLQH0DQ\PRGHOXVHGIRUVLPXODWLRQFRQVLVWVRIWZRSDUWV
WKHYLVXDOPRGHODQGWKHFROOLVLRQPRGHO7KHYLVXDOPRGHOFRQVLVWVRIDQDFFXUDWHUHSUHVHQWDWLRQRIWKH
SK\VLFDODSSHDUDQFHRIWKHIDFLOLW\DQGXVXDOO\KDVLPDJHPDSVDSSOLHGWRWKH'VWUXFWXUHVWRPDNHWKHP
DSSHDUUHDOLVWLF)RURXUSXUSRVHVOLWWOHHPSKDVLVLVSODFHGRQWKHYLVXDODSSHDUDQFHVDVORQJDVDQ
DQDO\VWFDQHDVLO\XQGHUVWDQGZKHUHDQGZKDWLWHPVDUHVXFKDVEXLOGLQJVDQGFRPSRQHQWV0RUH
LPSRUWDQWLVWKHFROOLVLRQPRGHODQGLQRXUFDVHLWLVDOPRVWLGHQWLFDOWRWKHYLVXDOPRGHOH[FHSWZLWK
DGGLWLRQDOLQYLVLEOHERXQGDU\LWHPVWRERXQGFDOFXODWLRQVZLWKLQWKHGHVLUHGULVNDQDO\VLVVFRSH
)DFLOLW\0RGHO
)RUWKLVDGYDQFHGDQDO\VLVDGHWDLOHG'PRGHORIDQXFOHDUIDFLOLW\ZDVREWDLQHGWKURXJKD'
PRGHOLQJFOHDULQJKRXVHIRUDQRPLQDOFRVW:HVWDUWHGZLWKWKLVYLVXDOPRGHODQGZKLOHLWSURYLGHGD
JRRGVWDUWLQJSRLQWVRPHDGGLWLRQDOZRUNZDVUHTXLUHGVLQFHLWZDVGHVLJQHGZLWKRQO\YLVXDOXVHVLQ
PLQGQRWDVDFROOLVLRQPRGHO
2XULQLWLDOIDFLOLW\PRGHOLQJFRQVLVWHGRIDóVOLFHRIWKHIDFLOLW\ZKLFKLQFOXGHGRQHUHDFWRURQH
WXUELQHEXLOGLQJDQGRWKHUYDULRXVVWUXFWXUHV6HH)LJXUH7KHVHFRQGVWDJHPRGHOLQJFRQVLVWHGRIWKH
VRXWKKDOIRIWKHIDFLOLW\LQFOXGLQJVXSSRUWEXLOGLQJ6HH)LJXUH$ODUJHUPRGHOFDQVKRZVHFRQGDU\
HIIHFWVVXFKDVZDWHUIORZLQJDURXQGRWKHUEXLOGLQJVDQGWHUUDLQIHDWXUHVIRUFLQJZDWHULQIURPRWKHU
GLUHFWLRQV
)LJXUH4XDUWHUVHFWLRQIRUWKH'PRGHORIDQXFOHDUUHDFWRUIDFLOLW\WREHXVHGIRUVLPXODWLRQWHVWLQJ
)LJXUH+DOIIDFLOLW\PRGHORIDQXFOHDUUHDFWRUIDFLOLW\WREHXVHGIRUVLPXODWLRQWHVWLQJ
7HUUDLQPDSSLQJ
,QLWLDOWHVWLQJZDVGRQHZLWKDIODWJUDGLHQWRQWKHIDFLOLW\DQGVLPSOHJUDGXDOVORSHIRUWKHRFHDQ
IORRU+RZHYHUWRSURGXFHEHWWHUUHVXOWVDQDFFXUDWHWHUUDLQPDSVKRZLQJWKHWRSRJUDSK\RIWKHDUHDLV
QHHGHG7RHDVLO\REWDLQWKLVLQIRUPDWLRQDVWDQGDORQHDSSOHWZDVFUHDWHGXVLQJ*RRJOH
V(OHYDWLRQ$3,
6HH)LJXUH7KH(OHYDWLRQ$3,DOORZHGIRUXVWRUHWULHYHHOHYDWLRQOHYHOVIURPDVHWRISRLQWVLQD
UHFWDQJXODUDUHDDQ\ZKHUHRQWKHVXUIDFHRIWKHHDUWK7KHXVHULQSXWVODWLWXGHORQJLWXGHGLVWDQFHDQG
UHVROXWLRQGDWDIRUWKHGHVLUHGORFDWLRQ8VLQJWKLVLQIRUPDWLRQWKHDSSOLFDWLRQJLYHVDYLVXDO
UHSUHVHQWDWLRQRIWKHGHILQHGDUHDRQD*RRJOHPDSDQGZKLFKFDQDOVREHVDYHGDVD'PRGHOIRU
LQFRUSRUDWLRQLQWRWKHIDFLOLW\'PRGHO)RURXUWHVWLQJZHXVHGDORFDWLRQZLWKDVFDOHRIILYHPHWHUV
EHWZHHQJULGSRLQWV
)LJXUH7HUUDLQPDSSLQJDSSOLFDWLRQXVHGWRJHQHUDWHD'PDSRIDVSHFLILHGDUHD
8VLQJWKHGDWDIURPWKHLQSXWVWKHWHUUDLQPDSDSSOLFDWLRQWKHQFDOFXODWHVDOOWKHSRLQWVZLWKLQWKH
UHFWDQJXODUDUHDXVLQJWKH+DYHUVLQHIRUPXOD6HH$SSHQGL[$DQGSURFHHGVWRTXHU\WKH*RRJOHWHUUDLQ
GDWDEDVHIRUHOHYDWLRQGDWDIRUHDFKSRLQWWKDWZDVFDOFXODWHG$IWHUWKHDOOWKHTXHULHVDUHFRPSOHWHWKH
DSSOLFDWLRQLVDEOHWRH[SRUWDOOWKHHOHYDWLRQGDWDJDWKHUHGDQGFRQYHUWLWLQWRDVHWRIUHSUHVHQWDWLYH
SRLQWV7KHH[SRUWHGILOHLVVDYHGDV:DYHIURQW7HFKQRORJLHV¶PRVWFRPPRQJHRPHWU\LQWHUFKDQJHILOH
IRUPDWWKH2%-ILOHIRUPDW
7KH2%-ILOHFUHDWHGIURPWKHIDFLOLW\DUHDZDVLPSRUWHGWRRXUIDFLOLW\PRGHODQGXVHGLQWKH
VLPXODWLRQVRIWKHIDFLOLW\6HH)LJXUH
)LJXUH7KH'PDSJHQHUDWHGIURPWKH)XNXVKLPDVLWH
'HWDLOHG0RGHOLQJ
$ODUJHIDFLOLW\PRGHOJLYHVDJHQHUDOL]DWLRQRIDQHYHQWDWWKHIDFLOLW\OHYHOEXWLQRUGHUWRKDYH
DFRPSOHWHVFHQDULRZHQHHGWRNQRZZKDWHIIHFWVWKHHYHQWKDVLQVLGHFULWLFDOIDFLOLW\EXLOGLQJV7R
GHPRQVWUDWHWKLVDPRFNXSRIWKHLQVLGHRIDK\SRWKHWLFDOUHDFWRUEXLOGLQJZDVPRGHOHG,WLQFOXGHGWKH
JHQHUDOVWUXFWXUHUHDFWRUFRUHDIHZFRPSRQHQWVDQGDFFHVVSRLQWVVWDLUZD\VEHWZHHQOHYHOV6HH)LJXUH
)LJXUH'HWDLOHGPRGHORIUHDFWRUEXLOGLQJ
6,08/$7,21'(9(/230(17
6LPXODWLRQVZHUHSHUIRUPHGIRUERWKWVXQDPLVRIYDULRXVKHLJKWVDQGIORRGLQJLQWRWKHUHDFWRU
EXLOGLQJ
7VXQDPL6LPXODWLRQ6HWXS
,QLWLDOVLPXODWLRQVWRVKRZSURRIRIFRQFHSWZHUHSHUIRUPHGXVLQJWKHóIDFLOLW\VOLFH,QLWLDOO\
WKLVPRGHOODFNHGDFFXUDFLHVVXFKDVDFWXDOWHUUDLQDQGZDYHIRUPXODUHSUHVHQWDWLRQV)RUWKHòVOLFHRI
WKHIDFLOLW\WKHJURXQGWHUUDLQDQGRFHDQGHSWKZHUHREWDLQHGE\XVLQJRXUFXVWRPPDSSLQJDSSOLFDWLRQDV
H[SODLQHGLQVHFWLRQ7KHQDERXQGDU\FRQWDLQHUZDVDGGHGWRWKHPRGHORXWVLGHRIWKHIDFLOLW\WR
UHSUHVHQWWKHGHHSHUSDUWRIWKHRFHDQ$ERXQGLQJFRQWDLQHUZDVDOVRPRGHOHGDURXQGWKHDUHDRI
VLPXODWLRQZLWKWKHPHDVXUHGRFHDQGHSWKDVLWVIORRU7KHFRQWDLQHUZDVILOOHGZLWKZDWHUSDUWLFOHVXVLQJ
YROXPHWULFRSHUDWLRQVDQG%RROHDQRSHUDWLRQVWRUHPRYHDQ\SDUWLFOHVLQVLGHVROLGJHRPHWU\7KLVVHUYHG
DVDVWDUWSRLQWRIWKHVLPXODWLRQLHVWLOOZDWHU$ZDYHSLVWRQPDFKLQHZKLFKDFWHGDVDFROOLVLRQ
REMHFWZDVVHWXSWRIROORZ*RULQJ¶VPRGHOVHH$SSHQGL[$IRUJHQHUDWLQJZDYHV7KLVZDYH
SLVWRQ)LJXUHZDVSODFHGDWWKHIDUHQGLQWKH³GHHSRFHDQ´$QDGGLWLRQDOURWDWLRQDOFRPSRQHQWRI
WKHZDYHSLVWRQZDVDOVRJHQHUDWHGXVLQJDVLQXVRLGDOHTXDWLRQWRUHSUHVHQWWKHZDYHSDUWRIWKHZDWHU
)LJXUH1HXWULQR:DYH3LVWRQ6HWXSZLWK,QLWLDO&RQGLWLRQV
7VXQDPL6LPXODWLRQV
,QLWLDOWHVWLQJZDVGRQHXVLQJWKHóVOLFHRIWKHIDFLOLW\:DYHKHLJKWVLQWKHRFHDQIURPWR
PHWHUVZHUHJHQHUDWHGWRGHWHUPLQHLPSDFWGDWDRQWKHIDFLOLW\7KHVHGLIIHUHQWZDYHVZHUHJHQHUDWHG
E\YDU\LQJWKHSDUDPHWHUVWRWKHZDYHSLVWRQ7ZHOYHPLOOLRQSDUWLFOHVDWòPHWHUUHVROXWLRQZHUHXVHG
IRUWKHRFHDQZDWHUDQGWVXQDPLZDYHUHTXLULQJDSSUR[LPDWHO\*%RIUDPIRUVLPXODWLRQ(DFKIUDPH
VLPXODWHGDWISVUHTXLUHGDERXWPLQXWHVRQDWKUHDGFRUHGXDOSURFHVVRU;HRQ*+]
PDFKLQH6HH)LJXUH
)LJXUH6LPXODWLRQRIPHWHUWVXQDPLRQWKHóIDFLOLW\PRGHO
7KHVHFRQGVWDJHRIVLPXODWLRQVXVHGWKHòWKHIDFLOLW\PRGHO&XUUHQWO\LWKDVEHHQUXQQLQJDWD
ORZHUUHVROXWLRQRIPHWHUEXWRQDPXFKIDVWHUWKUHDGFRUHPDFKLQHUHTXLULQJDSSUR[LPDWHO\
*%RIPHPRU\DQGVLPXODWHGDWDERXWVHFRQGVDIUDPHDWISV7ZRZDYHKHLJKWVDQGPHWHUV
ZHUHJHQHUDWHGWRGHWHUPLQHZDWHUPRYHPHQWLQWRDPXFKODUJHUVHFWLRQRIWKHIDFLOLW\)RUHDFK
VLPXODWLRQDQLQLWLDOUXQXSRIDERXWIUDPHVLVXVHGWRVHWWOHWKHSDUWLFOHVLQWRWKHLQLWLDO
FRQILJXUDWLRQ7KHWRWDOVLPXODWLRQIRUDERXWIUDPHVWRRNDERXWGD\VIRUóVOLFHIDFLOLW\DW
PHWHUUHVROXWLRQRQWKHWKUHDGFRUHGXDOSURFHVVRU;HRQ*K]PDFKLQHZKLOHWKHVLPXODWLRQ
WRRNDERXWKRXUVIRUIUDPHVIRUWKHòVOLFHIDFLOLW\DWPHWHUUHVROXWLRQRQWKHWKUHDG
FRUHGXDOSURFHVVRU;HRQ*+]PDFKLQH
,QWHULRU)ORRGLQJ6LPXODWLRQ
7ZRLQWHULRUIORRGLQJVFHQDULRVRIWKHUHDFWRUEXLOGLQJZHUHSHUIRUPHG7KHILUVWFRQVLVWHGRI
IORRGLQJWKURXJKWKHED\GRRULQWRWKHLQWHULRURIWKHUHDFWRUEXLOGLQJ6HH)LJXUH7KHVHFRQGZDVWR
GHPRQVWUDWHZDWHUIORZWKURXJKWKHIDFLOLW\IURPDWDQNUXSWXUH6HH)LJXUH7KHILUVWVLPXODWLRQZDV
DOVRVHWXSWRDOORZWKHIORZUDWHRILQIORZRIIOXLGWREHGHWHUPLQHGE\WKHH[WHUQDOIDFLOLW\OHYHOIORRGLQJ
VLPXODWLRQ7KLVFRXSOLQJDOORZHGIRUG\QDPLFVLPXODWLRQRIUHDFWRUIORRGLQJDWDQ\IORZUDWH%HFDXVH
RIWKHFRPSDUDWLYHO\ORZQXPEHURISDUWLFOHVWKHVHLQWHUQDOIORRGLQJVLPXODWLRQVWRRNRQO\DFRXSOH
VHFRQGVSHUIUDPH
,QWKH+RXGLQL);PRGXOHWRVLPXODWHERWKVFHQDULRVWZRFXVWRPSOXJLQVDORQJZLWKDVHUYHU
SURJUDPZDVZULWWHQWRWHVWWKHVFHQDULRV7KHVHUYHUSURJUDPILUVWUXQVDFWLQJDVWKHVLPXODWLRQ
FRPPDQGFHQWHU7KLVLVD+RXGLQLS\WKRQVFULSWZKLFKJHWVDXWRPDWLFDOO\H[HFXWHGGXULQJ+RXGLQLVWDUW
XSDQGNHHSVUXQQLQJLQWKHEDFNJURXQGZDLWLQJIRUFRPPDQGVZKLFKDUHVHQWIURPWKHULVNDQDO\VLV
VLPXODWLRQ8SRQDQLQLWLDWLQJHYHQWVLPXODWLRQWKHVHUYHUDFWLYDWHVWKHSOXJLQZKLFKUHDGDILOH
GHVFULELQJWKHLQWHUHVWHGFRPSRQHQWVDQGWKHDFWLRQVWREHWDNHQXSRQWKHLQLWLDWRU2QUHFHLYLQJD
VLPXODWLRQHYHQWWKHVHUYHUDFWLYDWHVWKHVLPXODWLRQDQGVHQGVHYHQWVRILQWHUHVWEDFNWRWKHUHPRWHULVN
DQDO\VLVSURJUDPDQGZDLWVIRUVXEVHTXHQWFRPPDQGV
:KHQFRXSOLQJWZRYDU\LQJWLPHGHSHQGHQWPHVVDJLQJVLPXODWLRQVWKHUHZHUHVHYHUDOUDFH
FRQGLWLRQVZKLFKKDGWREHKDQGOHG,QRXUWHVWLQJZHKDGWRKDQGOHWKHVHLQRUGHUQRWWRPLVVDQ\
FRPPDQGVRUHYHQWV
)LJXUH5HDFWRUEXLOGLQJIORRGLQJIURPWKHED\GRRUFXWDZD\YLHZ
)LJXUH:DWHUIORZIORRGLQJH[DPSOHLQDUHDFWRUEXLOGLQJ
3URSRVHG'HYHORSPHQW,PSURYHPHQWV
%HFDXVHRIVKDUHGPHPRU\UHTXLUHPHQWVWKHVHVLPXODWLRQVZHUHGRQHRQLQGLYLGXDOPXOWLFRUH
FRPSXWHUV)XWXUHZRUNZLOOLQYHVWLJDWHKRZWRGLVWULEXWHWKHFDOFXODWLRQVLQRUGHUWRVSHHGVLPXODWLRQ
UHVXOWV)RUVPDOOHUVLPXODWLRQVVXFKDVLQVLGHWKHUHDFWRUEXLOGLQJD*38SURFHVVRUFRXOGEHXVHGWR
SRVVLEO\JLYHUHDOWLPHUHVXOWV7KLVRSWLRQLVPDFKLQHGHSHQGHQWDQGOLPLWHGWRVPDOOVLPXODWLRQV
GHSHQGLQJRQWKHPHPRU\FDSDFLW\RIWKH*387KHVHFRQGRSWLRQLVDGHGLFDWHGFRSURFHVVRUZKLFKFDQ
DGGKXQGUHGVRIDGGLWLRQDOFRUHVWRDQH[LVWLQJPDFKLQH7KHSULQFLSOHLVVLPLODUWRWKH*38EXWPDNHV
PHPRU\PDQDJHPHQWPXFKVLPSOHUEHFDXVHRIWKHVLPLODUDUFKLWHFWXUHWRWKHPDLQFRUHDQGWKHFRGH
UHPDLQVWKHVDPHHYHQLIWKHUHLVQRFRSURFHVVRURQWKHPDFKLQH/DVWO\GLVWULEXWHGFRPSXWLQJFRXOGEH
LPSOHPHQWHGWRWDNHDGYDQWDJHRIFOXVWHUVRIQHWZRUNHGFRPSXWHUV7KHVH+LJK3HUIRUPDQFH&RPSXWLQJ
+3&V\VWHPVFRXOGSRVVLEO\UXQODUJHVLPXODWLRQVLQFORVHWRUHDOWLPHGHSHQGLQJRQWKHVL]HRIWKH
V\VWHP+RZHYHUWKLVUHTXLUHVPRGLILFDWLRQVWR'HQJLQHZHDUHXVLQJLQRUGHUWRLQVXUHWKH\ZRUNLQ
XQLVRQZLWKDQHIIHFWLYHPHPRU\PDQDJHPHQWV\VWHP
&21&/86,216
&RPSXWHUVKDYHEHHQXVHGIRU'PRGHOLQJDQGVLPXODWLRQEXWRQO\UHFHQWO\KDYHFRPSXWDWLRQDO
UHVRXUFHVEHHQDEOHWRJLYHUHDOLVWLFUHVXOWVLQDUHDVRQDEOHWLPHIUDPHIRUODUJHFRPSOH[PRGHOV,QWKLV
UHSRUWZHGHVFULEHGWKHPHWKRGVWHFKQLTXHVDQGUHVRXUFHVZKLFKDUHEHLQJGHYHORSHGDWWKH,1/WR
VXSSRUWD'PRGHOLQJHQJLQHXVHGWRUHSUHVHQWULVNDQDO\VLVVLPXODWLRQIRUDGYDQFHGVPDOOPRGXODU
UHDFWRUVWUXFWXUHVDQGFRPSRQHQWV7KLVFDSDELOLW\LVLPSRUWDQWVLQFHH[SOLFLWVFHQDULREDVHGDQDO\VLVRI
SODQWVDIHW\ZLOOSOD\DNH\UROHLQOLFHQVLQJRIVPDOOPRGXODUUHDFWRUVDQGVLJQLILFDQWHPSKDVLVZLOOEH
SODFHGRQVHOHFWLRQRIHYHQWVWREHDQDO\]HG&RQVHTXHQWO\WKHQHHGIRUH[WHQVLYHDQDO\VLVDQG
UHSUHVHQWDWLYHPRGHOVVXSSRUWLQJWKHVDIHW\FDVHZLOOEHSDUDPRXQW
'XULQJ)<WKH'PRGHOLQJHQJLQHGHYHORSPHQWIRFXVHGRQIRXUDVSHFWV
3URYLGLQJWKHFUHDWLRQRIH[WHUQDOIORRGLQJVFHQDULRVE\UHSUHVHQWLQJDQLQLWLDWLQJHYHQWSRWHQWLDO
IORRGLQJHYHQWHQWHULQJDFRDVWDOSODQWVLWHWKURXJKDQHQWLUHULVNDQDO\VLVVFHQDULR
3URYLGLQJPHFKDQLVWLFFDOFXODWLRQVVSHFLILFIRUIORRGUHSUHVHQWDWLRQZKHUHZH³JHQHUDWH´WKH
VLPXODWHGIORRGRFFXUULQJLQWKHRFHDQHQWHULQJWKHFRDVWDOVLWHERXQGDU\DQGWUDFLQJWKHZDWHU
DVLWHQWHUVDQGPRYHVWKURXJKWKHVLWHEXLOGLQJV
3URYLGLQJIORRGLQJFDXVHGIDLOXUHVIRUFRPSRQHQWVWKDWDUHLQVLGHEXLOGLQJVWKDWPD\EHLPSDFWHG
DVVHDZDWHUHQWHUVEXLOGLQJWKURXJKGRRUVRURWKHUSHQHWUDWLRQV
3URYLGLQJDQRYHUDOOVSDWLDOUHSUHVHQWDWLRQRIDIORRGLQJKD]DUGE\GHSLFWLQJKRZDWVXQDPLPLJKW
LPSDFWYDULRXVEXLOGLQJVDQGFRPSRQHQWVWKDWDUHGLVWULEXWHGDWGLIIHUHQWORFDWLRQVDWD
K\SRWKHWLFDOSODQWVLWH
7KHDELOLW\WRUHSUHVHQWKD]DUGVVXFKDVIORRGVLVLQWHJUDOWRKDYLQJDUREXVW35$DSSURDFKIRUD605VIRU
DYDULHW\RIGLIIHUHQWVLWLQJFRQGLWLRQV
5()(5(1&(6
>@KWWSHQZLNLSHGLDRUJZLNL6PRRWKHGSDUWLFOHBK\GURG\QDPLFV
>@1$NLQFL0,KPVHQ*$NLQFL%6ROHQWKDOHUDQG07HVFKQHU9HUVDWLOH5LJLG)OXLG&RXSOLQJ
IRU,QFRPSUHVVLEOH63+$&07UDQVDFWLRQVRQ*UDSKLFV3URF6,**5$3+YROQR
$33(1',;$
$*RRJOH(OHYDWLRQ$3,
*RRJOH
V(OHYDWLRQ$3,SODFHVDOLPLWRQWKHQXPEHURISRVVLEOHTXHU\UHTXHVWV1RUPDOO\DIUHHXVHUKDV
XSWRUHTXHVWXSWRSRLQWVSHUGD\7KH$3,DOVRWULHVWROLPLWDXWRPDWHGUHTXHVWVVRLQRUGHUIRUWKH
WHUUDLQPDSJHQHUDWRUQRWWREHEORFNHGWLPHSDXVHVZHUHDOVRDGGHGEHWZHHQUHTXHVWV2SWLRQDOO\
*RRJOHSURYLGHVDQDGYDQFHGVXEVFULSWLRQWKDWFDQEHWRSXUFKDVHZKLFKHQDEOHVPRUHUHTXHVWV$WHUUDLQ
SRUWLRQLVGHWHUPLQHGE\
+DYHUVLQHIRUPXOD
D VLQðǻijFRVijڄFRVʔڄVLQ²ȴʄ
F ڄDWDQяDяоD
G 5ڄF
:KHUH ijLVODWLWXGHȜLVORQJLWXGH5LVHDUWK¶VUDGLXVPHDQUDGLXV NP
1RWHWKDWDQJOHVQHHGWREHLQUDGLDQV
>KWWSZZZPRYDEOHW\SHFRXNVFULSWVODWORQJKWPO@
7KH2%-ILOHIRUPDWLVJHQHUDWHGILUVWE\GHILQLQJSRLQWVLQDSDUDPHWHUVSDFHRIFXUYHRUVXUIDFH
$VDQH[DPSOHLI³Y´ZHUHWREHJHQHUDWHGLWZRXOGPHDQWKDWDYHUWH[YIRUYHUWH[DW
UHFWDQJXODUSRLQWFRRUGLQDWHZLWK]D[LVHOHYDWLRQ
6HFRQGO\WKHIDFHVDUHJHQHUDWHGWRSURGXFHWKHWH[WXUHIURPWKHYHUWLFHV6XSSRVHWKHIROORZLQJZHUHWR
EHJHQHUDWHGLQWKH2%-ILOH
Y
Y
Y
Y
I
7KLVZRXOGJHQHUDWHDWULDQJOHFRQQHFWLQJWKHWKUHHYHUWLFHVQXPEHUHGDQG7KHQXPEHURIWKH
YHUWLFHVLVGHWHUPLQHGE\WKHLURUGHUIURPWKHWRSRIWKHOLVWJRLQJGRZQ
9LVXDO5HSUHVHQWDWLRQJHQHUDWHGE\:ROIUDP$OSKD
+RZHYHUWKHIDFHVJHQHUDWHGIURPWKHDSSOHWLVJHQHUDWHGDVDUHFWDQJOHDQGWKDWRQO\UHTXLUHVWKDWWKH
IDFHJHQHUDWHGKDYHRQHDGGLWLRQDOYHFWRUQXPEHUDWWKHHQG
$ *RULQJ6ROLWDU\:DYH*HQHUDWLRQ±1XPHULFDO0RGHO
*RULQJSURSRVHGDPRGHOIRUWKHSXUSRVHRIODERUDWRU\VROLWDU\ZDYHJHQHUDWLRQ7KH
VXUIDFHSURILOH[WRIDVROLWDU\ZDYHFDQEHGHVFULEHGXVLQJWKHIROORZLQJHTXDWLRQ
ଷு
Ȁ ට $
ସయ
:KHUH&LVWKHZDYHFHOHULW\RUSKDVHYHORFLW\ܺ LVWKHZDYHGLVSODFHPHQW+LVWKHZDYHKHLJKW
DQGKLVWKHGHSWKRIWKHRFHDQ$SSO\LQJHTXDWLRQ$WRWKHZDYHPDNHUSLVWRQUHVXOWVLQ
ு
ܺ (= )ݐ (݄݊ܽݐ൫ߢ(ݐܥ െ ܺ )൯ $
ச
8VLQJWKLVHTXDWLRQRQHFDQVROYHIRUWKHZDYHSLVWRQGLVSODFHPHQWDQGZDYHSLVWRQGXUDWLRQXVLQJ
QHZWRQLWHUDWLRQVUHVXOWLQJLQ
ಹ
ଵு ଶቀଷ.଼ା ቁ
ܵ= ට DQGݐ =
ଷ
:KHUH6LVWKHGLVSODFHPHQWDQGݐ LVWKHWLPHWDNHQIRUWKHGLVSODFHPHQW