• KSCE Journal of Civil and Environmental Engineering Research
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• v.26 no.2A
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• pp.383-390
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• 2006

In this paper, a stochastic field that is compatible with Monte Carlo simulation is suggested for an expansion-based stochastic analysis scheme of weighted integral method. Through investigation on the way of affection of stochastic field function on the displacement vector in the series expansion scheme, it is noticed that the stochastic field adopted in the weighted integral method is not compatible with that appears in the Monte Carlo simulation. As generally recognized in the field of stochastic mechanics, the response variability is not a linear function of the coefficient of variation of stochastic field but a nonlinear function with increasing variability as the intensity of uncertainty is increased. Employing the stochastic field suggested in this study, the response variability evaluated by means of the weighted integral scheme is reproduced with high precision even for uncertain fields with moderately large coefficient of variation. Besides, despite the fact that only the first-order expansion is employed, an outstanding agreement between the results of expansion-based weighted integral method and Monte Carlo simulation is achieved.

• Journal of the Korean Institute of Intelligent Systems
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• v.20 no.3
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• pp.406-412
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• 2010

In this paper, we formally define the problem of maximizing the coverage of sensor deployment, which is the optimization problem appeared in real-world sensor deployment, and analyze the properties of its solution space. To solve the problem, we proposed novel genetic algorithms, and we could show their superiority through experiments. When applying genetic algorithms to maximum coverage sensor deployment, the most important issue is how we evaluate the given sensor deployment efficiently. We could resolve the difficulty by using Monte Carlo method. By regulating the number of generated samples in the Monte Carlo evaluation of genetic algorithms, we could also reduce the computing time significantly without loss of solution quality.

• Journal of Korea Port Economic Association
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• v.31 no.3
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• pp.1-14
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• 2015

This study utilizes Monte Carlo simulation to forecast the time charter rate of vessels, the three-month Libor interest rate, and the ship demolition price, to mitigate future uncertainties involving these factors. The simulation was performed 10,000 times to obtain an exact result. For the empirical analysis - based on considerations in ordering ships in 2010-a comparison between the Monte Carlo simulation-based stochastic discounted cash flow (DCF) method and traditional DCF methods was made. The analysis revealed that the net present value obtained through Monte Carlo simulation was lower than that obtained via regular DCF methods, alerting the owners to risks and preventing them from placing injudicious orders for ships. This research has implications in reducing the uncertainties that future shipping markets face, through the use of a stochastic DCF approach with relevant variables and probability methods.

• Proceedings of the Korea Technology Innovation Society Conference
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• 2017.11a
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• pp.715-721
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• 2017

기술거래 시장의 활성화에 대한 연구개발서비스 분야 종사자들의 관심이 높아지고 있으며, 특히 공공 및 민간 분야의 휴면 기술(특허)에 대한 이전 거래를 통해 불필요한 특허유지 비용을 줄이고 부가적인 기술료 창출 효과를 거둘 수 있다. 본 연구에서는 현재까지 기술이전(거래), 현물출자, 기술금융(융자, 담보대출) 등 다양한 목적으로 실무에서 활용되어 온 기술가치평가 모형의 한계점을 고민해 보고, 이에 대한 개선방안으로서 몬테카를로 최소자승법 기반의 확률론적 가치평가 모형을 제시한다. 기존의 가치평가 모형은 평가산출을 위한 입력변수의 확정적 값들에 기반하여 가치액이 산출되었으나, 대표적 기법인 현금흐름 할인법이나 로열티공제법의 경우 미래의 수익예상기간, 예상매출액 등에서는 불확실성(uncertainty)가 내재되어 있다. 따라서 특정 분포(distribution)에 대한 확률론적 가능성을 가정하고 이에 대한 수학적 최적화 논리로부터 몬테카를로 최소자승 관게에 의한 변수결정 및 가치평가액 산정을 할 수 있는 평가모듈을 개발한다. 향후 연구에서는 기 평가된 사례결과를 딥러닝(deep learning) 방식으로 학습하여, 발생가능성 높은 각 변수값의 범위들을 산출하고 이로부터 기술가치 범위를 추론하는 시스템을 개발하는 것도 가능할 것으로 기대된다.

• Proceedings of the Korean Society of Computer Information Conference
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• 2023.07a
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• pp.577-580
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• 2023

물리 기반 시뮬레이션과 같이 연속적인 움직임을 표현하기 위해서 고차 보간(High-order interpolation)을 설계하는 것을 중요한 문제이다. 본 논문에서는 제약적인 벡터와 밀도 형태를 몬테카를로법을 사용하여 이동최소제곱(MLS, Moving least squares)을 제곱하여 이를 통해 속도 필드를 표현할 수 있는 방법을 제안한다. 결과적으로 밀도의 형태를 고려하여 MLS의 가중치가 적용된 결과를 보여주며, 그 결과가 벡터 보간에 얼마나 큰 영향을 끼치는지를 다양한 실험을 통해 보여준다.

• Journal of the Korean Society for Precision Engineering
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• v.32 no.4
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• pp.387-394
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• 2015

We analyze heat generation as well as temperature distribution induced by accelerated electron impact on a target in a closed x-ray tube. For the sake of accuracy, we use Monte carlo analysis. This method gives accurate energy deposit in a medium with additional information such as secondary and backscattered electron as well as their paths. A Tungsten coated layer is divided by small rectangular cell which accumulate energy loss of primary electron beam. The cells and their accumulated energy datum are used for the input of finite element analysis. The Maximum temperature rising and temperature distribution were analyzed by transient heat analysis. Some temperature parameters such as target size and coating thickness were varied to investigate temperature sensitivity. Temperatures were compared each other to find primary variable that affect temperature rising on the x-ray target. The results will be helpful in development highresolution x-ray tube and related industries.

• Transactions of the Korean Society of Mechanical Engineers B
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• v.28 no.5
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• pp.580-586
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• 2004

The ray effects of finite volume method (FVM) or discrete ordinate method (DOM) are known to show a non-physical oscillation in solution of radiative heat transfer on a boundary. This wiggling behavior is caused by the finite discretization of the continuous control angle. This article proposes a combined procedure of the Monte-Carlo and finite-volume method (CMCFVM) for solving radiative heat transfer in absorbing, emitting, and an-isotropically scattering medium with an isolated boundary heat source. To tackle the problem, which is especially pronounced in a medium with an isolated heat source, the CMCFVM is suggested here and successfully applied to a two-dimensional circular geometry.

• Journal of the Korea Safety Management & Science
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• v.2 no.1
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• pp.59-75
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• 2000

최근의 추세를 볼 때 위험관리에 관한 중요성이 점점 증대하고 있다. 그럼에도 불구하고 우리나라 은행들의 위험관리 실태는 아직 미흡한 실정이다. 그리고 대부분의 은행들이 현재 위험관리에 대응하기 위하여 ALM의 갭관리, 듀레이션관리 등을 행하고 있지만 BIS에서 중요시하고 있는 VaR의 개발과 운용은 아직 초보단계에 있다. 한국 주식포트폴리오에서 몬테카를로 시뮬레이션과 Full Variance Covariance Model의 VaR값은 비슷한 수준으로 Diagonal Model 의 VaR값 보다 작음을 알 수 있다. 이는 좀 더 정교한 계산이 요구되는 Full Variance Covariance Model의 VaR값이 보다 단순한 Diagonal Model의 VaR값 보다 정확성면에서 우수하다는 것을 보여주고 있다. 한편 이자율포트폴리오 의 경우에는 델타-감마 분석법과 몬테카를로 시뮬레이션의 경우 95% 신뢰구간의 VaR는 델타-감마 분석법이 작지만 99% 신뢰구간에서의 VaR는 몬테카를로 시뮬레이션방법이 작다는 것을 알 수 있다. 그래서 어느 한 가지 방법에 의한 VaR추정치가 가장 좋은 것이라고 단정하기 어려움을 알 수 있었다.

• Proceedings of the Korean Institute Of Construction Engineering and Management
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• 2004.11a
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• pp.210-215
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• 2004

In can occur to many problems on progressing step without close scope definition, interrelation definition between activities, resource plan, and schedule plan on planning step. But it have not closely defined performance system on planning step because of many constraints of domestic construction industry. Therefore this paper intends to discuss a method of calculating optimal cost and duration using Linear Programming that solves maximing or minimizing problems among decision making methodology and Monte Carlo Simulation that decreases to probability errors. With outcoms applying Linear programming and Monte Carlo Simulation for calculating optimal cost and duration, follow as : With outcomes applying Monte Carlo Simulation, it could calculate reliable estimator about project duration through removing various constraints. With outcomes applying Linear programming, it could calculate optimal value about project cost through defining various variables and constraints on many activities.

• Journal of Navigation and Port Research
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• v.34 no.6
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• pp.435-440
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• 2010

A numerical model, which can compute deformation of rubble mound structures composed with various size materials, was proposed. In the numerical model, wave field into the mound structures was computed by CADMAS-SURF and the deformations of mound structures were computed by DEM. Interaction between wave field and sectional deformation of structure was considered and to present the variation of behaviors caused by various properties of materials, computation was carried out with random coefficients by Monte Carlo simulation method for contact stiffness and friction angle. The experiments were carried out with rubbles and glass balls with radius of 2.9cm, 2.6cm and 1.5cm. And the deformation characteristics of rubble mounds composed with various size materials were clarified. Furthermore the validity and the applicability of the model were discussed by comparing with the experimental results.