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Dosen:
Research Associate
STANDAR
komponen
pengamatan
standar dan menggambarkannya
f) Fungsi lain:
Penurunan persamaan menggunakan Turunan Parsial
Proble-ma(tema)tika
–
–
–
–
reserved.
Faster
More practical
More cost efective
Less dangerous environment
• Simulation versus the “real world”
• Process of modeling reality to gain a better
understanding of the phenomena or system
Simulation
Dr.-Ing. Widodo S. Pranowo
Research Scientist
Research & Development Center for Marine & Coastal Resources
Agency for Marine & Fisheries Research & Development
Ministry of Marine Afairs & Fisheries of the Republic of Indonesia
Email: widodo.pranowo@kkp.go.id, www.p3sdlp.litbang.kkp.go.id
•
•
•
•
•
•
•
Proof
reserved.
Training
Education
Prediction
Performance
Entertainment
10-11
Types of Simulation
Dr.-Ing. Widodo S. Pranowo
Research Scientist
Research & Development Center for Marine & Coastal Resources
Agency for Marine & Fisheries Research & Development
Ministry of Marine Afairs & Fisheries of the Republic of Indonesia
Email: widodo.pranowo@kkp.go.id, www.p3sdlp.litbang.kkp.go.id
reserved.
Copyright 2008 Health
Administration Press. All rights
– Collect data
• Model validation
• Model development
model • Analysis
Research Scientist
reserved.
Copyright 2008 Health
Administration Press. All rights
Simple Monte Carlo Example
Distribution of Charges
Simple Monte Carlo Example
Ministry of Marine Afairs & Fisheries of the Republic of Indonesia
Email: widodo.pranowo@kkp.go.id, www.p3sdlp.litbang.kkp.go.id
Research & Development Center for Marine & Coastal Resources
pay.
Research Scientist
per-Komputasi-an
Monte Carlo di Kehidupan
Dr.-Ing. Widodo S. Pranowo
Research Scientist
Research & Development Center for Marine & Coastal Resources
Agency for Marine & Fisheries Research & Development
Ministry of Marine Afairs & Fisheries of the Republic of Indonesia
Email: widodo.pranowo@kkp.go.id, www.p3sdlp.litbang.kkp.go.id
S=
i=
And have nothing but a pen and paper.
Suppose we are given the problem of calculating
Monte Carlo Solution
Dr.-Ing. Widodo S. Pranowo
Research Scientist
Research & Development Center for Marine & Coastal Resources
Agency for Marine & Fisheries Research & Development
Ministry of Marine Afairs & Fisheries of the Republic of Indonesia
Email: widodo.pranowo@kkp.go.id, www.p3sdlp.litbang.kkp.go.id
uj,k-1
uj,k
uj-1,k
Uj+1,k
Uj,k+1
u j ,k = 14 [u j 1,k u j 1,k u j ,k 1 u j ,k 1 ]
• For the 2D problem via centered diference:
j = spatial
k = temporal
Finite Diference Approx.
Dr.-Ing. Widodo S. Pranowo
Research Scientist
Research & Development Center for Marine & Coastal Resources
Agency for Marine & Fisheries Research & Development
Ministry of Marine Afairs & Fisheries of the Republic of Indonesia
Email: widodo.pranowo@kkp.go.id, www.p3sdlp.litbang.kkp.go.id
Problem: calculate
s 1s k
ij
=
1
Hˆ {s 1 ,..., s N } = J �s is j
di Kehidupan
Proble-ma(tema)tika
per-Survei-an/Pengukuran
What is Monte Carlo Methods?
Ministry of Marine Afairs & Fisheries of the Republic of Indonesia
Email: widodo.pranowo@kkp.go.id, www.p3sdlp.litbang.kkp.go.id
Research & Development Center for Marine & Coastal Resources
26
History of Monte Carlo Method
Ministry of Marine Afairs & Fisheries of the Republic of Indonesia • In 1738, Swiss physicist and mathematician Daniel Bernoulli
Email: widodo.pranowo@kkp.go.id, www.p3sdlp.litbang.kkp.go.id
Research & Development Center for Marine & Coastal Resources
expected value
• Can approximate by taking the average or
Integration Approximation
Dr.-Ing. Widodo S. Pranowo
Research Scientist
Research & Development Center for Marine & Coastal Resources
Agency for Marine & Fisheries Research & Development
Ministry of Marine Afairs & Fisheries of the Republic of Indonesia
Email: widodo.pranowo@kkp.go.id, www.p3sdlp.litbang.kkp.go.id
•
•
•
and b
N = number of samples
Im = Monte Carlo estimate
estimate it.
from each other.
noise
• Problem:
– Variance (noise) decreases slowly
– Using more samples only removes a small amount of
Variance
Dr.-Ing. Widodo S. Pranowo
Research Scientist
Research & Development Center for Marine & Coastal Resources
Agency for Marine & Fisheries Research & Development
Ministry of Marine Afairs & Fisheries of the Republic of Indonesia
Email: widodo.pranowo@kkp.go.id, www.p3sdlp.litbang.kkp.go.id
variance
– Stratifed Sampling
– Importance Sampling
– Quasi-random Sampling
– Metropolis Random Mutations
• There are several ways to reduce the
Variance Reduction
Dr.-Ing. Widodo S. Pranowo
Research Scientist
Research & Development Center for Marine & Coastal Resources
Agency for Marine & Fisheries Research & Development
Ministry of Marine Afairs & Fisheries of the Republic of Indonesia
Email: widodo.pranowo@kkp.go.id, www.p3sdlp.litbang.kkp.go.id
function
Idea: use more samples in important regions of the
•
•
•
•
practice
Partition S into smaller domains Si
2
z =
f
w
w
f
2
w
2
f
x
x
f
x
2
f
y
2
Menggunakan simpangan baku:
• Hasilnya secara umum kemudian menjadi:
y ...
y
f
2
Menggunakan pererataan nilai kesalahan:
2
z = w x y ...
Dr.-Ing. Widodo S. Pranowo
Research Scientist
Research & Development Center for Marine & Coastal Resources
Agency for Marine & Fisheries Research & Development
Ministry of Marine Afairs & Fisheries of the Republic of Indonesia
Email: widodo.pranowo@kkp.go.id, www.p3sdlp.litbang.kkp.go.id
x
konstanta.
=
dx
F ( x, y, z ,...) dF ( x, y, z...)
Turunan Parsial.
Penjalaran Kesalahan.
y , z...const
yang terkait dengan variabel, dimana
variabel lainnya diperlakukan sebagai
tertentu adalah turunan biasa dari fungsi
Dr.-Ing. Widodo S. Pranowo
Research Scientist
Research & Development Center for Marine & Coastal Resources
Agency for Marine & Fisheries Research & Development
Ministry of Marine Afairs & Fisheries of the Republic of Indonesia
Email: widodo.pranowo@kkp.go.id, www.p3sdlp.litbang.kkp.go.id
x
F
= 2xyz 3
y
F
2
F ( x, y, z ) = x yz
=x z
2 3
3
z
F 2
dari Turunan Parsial
= x y3z 2
Contoh Penjalaran Kesalahan
Formula Penjalaran Kesalahan
Ministry of Marine Afairs & Fisheries of the Republic of Indonesia
Email: widodo.pranowo@kkp.go.id, www.p3sdlp.litbang.kkp.go.id
dari Turunan Parsial
Research & Development Center for Marine & Coastal Resources
Agency for Marine & Fisheries Research & Development
2 2
d 1 2 d 2
t= st = sd 2 sv =
Research Scientist
v v v
F 1 2
0.5 30 2
2
= = 2 3 = 0.058
d v
40 40
F d
= 2
v v t = 0.75 0.058s
Dr.-Ing. Widodo S. Pranowo
Research Scientist
Research & Development Center for Marine & Coastal Resources
Agency for Marine & Fisheries Research & Development
Ministry of Marine Afairs & Fisheries of the Republic of Indonesia
Email: widodo.pranowo@kkp.go.id, www.p3sdlp.litbang.kkp.go.id
v = at
kesalahannya: 2
v sv st
2
=
t v t
Kita lihat kesalahan dari “a” adalah berbeda-beda untuk
masing-masing titik. Pererataan sederhana tidak akan cukup
bagus untuk mendeterminasikan “a” dan menghitung nilai
kesalahannya.
Pembobotan nilai rerata
Ministry of Marine Afairs & Fisheries of the Republic of Indonesia
Email: widodo.pranowo@kkp.go.id, www.p3sdlp.litbang.kkp.go.id
(The weighted mean).
Research & Development Center for Marine & Coastal Resources
wi =
s i2
Research Scientist
zo ± δz = (xo ± δx)2
Dr.-Ing. Widodo S. Pranowo
So:
Thus:
the derivative:
δz = f '(x) δx
dz/dx
dz/dx = f '(x)
Pendekatan Umum
error:
relation:
Consider the
With relative
dx
=
z =
2
zo
z
x 1
2
=
1 x2
1 x
2 2
dz x 2 1 x 2 x
=
x
z= 2
x
2
x 1
Contoh
x 1
1 x2
1 x 2 xo
1 x2 x
2
Dr.-Ing. Widodo S. Pranowo
Research Scientist
Research & Development Center for Marine & Coastal Resources
Agency for Marine & Fisheries Research & Development
Ministry of Marine Afairs & Fisheries of the Republic of Indonesia
Email: widodo.pranowo@kkp.go.id, www.p3sdlp.litbang.kkp.go.id
Thus,
This gives:
z
x
=y
z = y x x y
x
=x
y
z x y
Examine if the method can be extended: z = xy
Dianalisis menjadi 2 Variabel
Dr.-Ing. Widodo S. Pranowo
Research Scientist
Research & Development Center for Marine & Coastal Resources
Agency for Marine & Fisheries Research & Development
Ministry of Marine Afairs & Fisheries of the Republic of Indonesia
Email: widodo.pranowo@kkp.go.id, www.p3sdlp.litbang.kkp.go.id
Or
Consider
z
dz
=a
x
z
z = xayb
b
z
y
dy
ln z = a ln x + b ln y
=a
x
x
This can be generalized to show the method:
b
y
y
Dr.-Ing. Widodo S. Pranowo
Research Scientist
Research & Development Center for Marine & Coastal Resources
Agency for Marine & Fisheries Research & Development
Ministry of Marine Afairs & Fisheries of the Republic of Indonesia
Email: widodo.pranowo@kkp.go.id, www.p3sdlp.litbang.kkp.go.id
x
z
y
z
sz =
y
which leads to the general expresssion:
z
n 1
2
Simpangan Baku untuk Nilai Terhitung
z
n x y
Agency for Marine & Fisheries Research & Development
1 z
2
z
2
z z
s z = x y 2 xy
2 2 2
n x y x y
Dr.-Ing. Widodo S. Pranowo
2 2
z 2 z 2
s z = s x s y
x y
Dr.-Ing. Widodo S. Pranowo
Research Scientist
Research & Development Center for Marine & Coastal Resources
Agency for Marine & Fisheries Research & Development
Ministry of Marine Afairs & Fisheries of the Republic of Indonesia
Email: widodo.pranowo@kkp.go.id, www.p3sdlp.litbang.kkp.go.id
expressed as:
z
2
Sz =
S =
s
sz
z
N
N
2
For a small data set, say N < 10, the standard error is better
Ministry of Marine Afairs & Fisheries of the Republic of Indonesia
Multi-variabel dari Penjalaran Kesalahan
Email: widodo.pranowo@kkp.go.id, www.p3sdlp.litbang.kkp.go.id
Research & Development Center for Marine & Coastal Resources
2 2
f ( x1 , x2 ... ) 2 f ( x1 , x2 ... ) 2
Dr.-Ing. Widodo S. Pranowo
s =
2
z
s x1 s x 2 ...
x1 x2
Research Scientist
Or more simply:
s = K s K s ...
2
z
2
1 x1
2
2 x2
Dr.-Ing. Widodo S. Pranowo
Research Scientist
Research & Development Center for Marine & Coastal Resources
Agency for Marine & Fisheries Research & Development
Ministry of Marine Afairs & Fisheries of the Republic of Indonesia
Email: widodo.pranowo@kkp.go.id, www.p3sdlp.litbang.kkp.go.id
a capillary
1 1 2 1 2
s2
inh = 2 2 st 2 2 st 2
c t0 o t
Dr.-Ing. Widodo S. Pranowo
c
5
4
3
2
1
s2
St2
Run
Average
0.5%
t(sec)
0.548
256.8
256.2
256.0
255.2
255.0
0.1096
255.84
177.0
176.9
176.8
176.6
176.3
to(sec)
176.72
0.0155
0.0775
Inherent Viscosity Data
Ministry of Marine Afairs & Fisheries of the Republic of Indonesia
Email: widodo.pranowo@kkp.go.id, www.p3sdlp.litbang.kkp.go.id The values determined from the data are used in the
Research & Development Center for Marine & Coastal Resources
2
1 1 2 1 2 1 t 2
S 2
inh = 2 2 st 2 2 st 2 2 ln sc
c t0 o t c to
Dr.-Ing. Widodo S. Pranowo
1 1 1
S 2
= 0 .0155 0 .1096 = 9. 872 10 6
inh
0.5 176.72
2 2
255.84 2
z = x y .....
2. Menggunakan simpangan baku:
y = (3.0 ± 0.6)cm.
Hitung z = x + y - w dan nilai ketidakpastiannya.
(1) z = x + y - w = 2.0 + 3.0 - 4.5 = 0.5 cm
(2) z = x + y + w = 0.2 + 0.6 + 0.02 = 0.82 0.8 cm
Dr.-Ing. Widodo S. Pranowo
• Contoh:
Agency for Marine & Fisheries Research & Human Resources
C = 2x = 1.257 cm
Marine Research Center
Research Scientist
z = xy, z = y x + x y
• which we write more compactly by forming the
relative error, that is the ratio of z/z, namely
z x y
= ....
z x y
untuk perkalian, pembagian, atau
kobinasinya
Ministry of Marine Afairs & Fisheries of the Republic of Indonesia
Email: widodo.pranowo@kkp.go.id, www.p3sdlp.litbang.kkp.go.id
Agency for Marine & Fisheries Research & Human Resources
2 2
z x y
= ....
z x y
Simpangan baku
Contoh:
Ministry of Marine Afairs & Fisheries of the Republic of Indonesia
Email: widodo.pranowo@kkp.go.id, www.p3sdlp.litbang.kkp.go.id w = (4.52 ± 0.02) cm, x = (2.0 ± 0.2) cm.
hitung z = wx & nilai ketidakpastiannya
Agency for Marine & Fisheries Research & Human Resources
wy 2
hitung z = wy2.A-0.5 & Δz . z=
A
Agency for Marine & Fisheries Research & Development
2 2
28.638 cm 4.5 cm 3.0 cm 2.0 cm
Research Scientist
= = = 0.40
Marine Research Center
2
y y 3.0 cm
Research Scientist
z = sin x
Agency for Marine & Fisheries Research & Human Resources
Pendekatan sederhana:
• Estimasi nilai kesalahan pada z = sin(x)
adalah “selisih antara nilai maksimum dan
Dr.-Ing. Widodo S. Pranowo
nilai rerata”.
Marine Research Center
Solusi:
(1) S = (2.0 cm)cos 53° = 1.204 cm
(2) Untuk mendapatkan nilai terbesar dari S:
buat w bernilai lebih besar, (w + w) = 2.2 cm,
Dr.-Ing. Widodo S. Pranowo
f f f
Research Scientist
2
z =
f
w
w
f
2
w
2
f
x
x
f
x
2
f
y
2
Menggunakan simpangan baku:
• Hasilnya secara umum kemudian menjadi:
y ...
y
f
2
Menggunakan pererataan nilai kesalahan:
2
z = w x y ...
Contoh
Ministry of Marine Afairs & Fisheries of the Republic of Indonesia
Email: widodo.pranowo@kkp.go.id, www.p3sdlp.litbang.kkp.go.id Soal: S = xcos () for x = (2.0 ± 0.2) cm,
= (53 ± 2)°= (0.9250 ± 0.0035) rad.
Agency for Marine & Fisheries Research & Human Resources
(simpangan rerata)
Research Scientist
(3)
S = (1.20 ± 0.12) cm
(simpangan baku)
Dr.-Ing. Widodo S. Pranowo
Marine & Coastal Data Laboratory
Research & Development Center for Marine & Coastal Resources
Agency for Marine & Fisheries Research & Development
Ministry of Marine Afairs & Fisheries of the Republic of Indonesia
Email: widodo.pranowo@kkp.go.id; Website: www.p3sdlp.litbang.kkp.go.id
Xie Xie
Thank you
Terima Kasih