• Title/Summary/Keyword: 몬테카를로 계산

Search Result 178, Processing Time 0.021 seconds

A Parallel Spreadsheet-based Monte Carlo Algorithm for Financial Derivatives Pricing (파생 상품의 가치 평가를 위한 몬테카를로 알고리즘에 기반한 병렬 스프레드시트)

  • Lee, Jae-Geun;Kim, Jin-Suk
    • Proceedings of the Korean Information Science Society Conference
    • /
    • 2005.11a
    • /
    • pp.1006-1008
    • /
    • 2005
  • 최근에 계산금융 분야에서 복잡한 수식을 이용한 연산이 증가하고 있다. 그리고 계산금융 분야에서 몬테카를로 시뮬레이션은 대표적인 계산방법 중에 하나이다. 그러나 몬테카를로 시뮬레이션은 많은 반복연산을 수행하므로 연산시간이 오래 걸리는 문제점이 있다. 이러한 문제점을 해결하기 위하여 본 논문에서는 몬테카를로 시뮬레이션과 스프레드시트를 병렬로 처리하였다. 또한 실험을 통하여 병렬 스프레드시트의 계산 노드가 증가함에 따라 파생상품의 계산 시간이 단축되는 것을 보였다.

  • PDF

Massive Parallel Processing Algorithm for Semiconductor Process Simulation (반도체 공정 시뮬레이션을 위한 초고속 병렬 연산 알고리즘)

  • 이제희;반용찬;원태영
    • Journal of the Korean Institute of Telematics and Electronics D
    • /
    • v.36D no.3
    • /
    • pp.48-58
    • /
    • 1999
  • In this paper, a new parallel computation method, which fully utilize the parallel processors both in mesh generation and FEM calculation for 2D/3D process simulation, is presented. High performance parallel FEM and parallel linear algebra solving technique was showed that excessive computational requirement of memory size and CPU time for the three-dimensional simulation could be treated successively. Our parallelized numerical solver successfully interpreted the transient enhanced diffusion (TED) phenomena of dopant diffusion and irregular shape of R-LOCOS within 15 minutes. Monte Carlo technique requires excessive computational requirement of CPU time. Therefore high performance parallel solving technique were employed to our cascade sputter simulation. The simulation results of Our sputter simulator allowed the calculation time of 520 sec and speedup of 25 using 30 processors. We found the optimized number of ion injection of our MC sputter simulation is 30,000.

  • PDF

Development of High Performance Massively Parallel Processing Simulator for Semiconductor Etching Process (건식 식각 공정을 위한 초고속 병렬 연산 시뮬레이터 개발)

  • Lee, Jae-Hee;Kwon, Oh-Seob;Ban, Yong-Chan;Won, Tae-Young
    • Journal of the Korean Institute of Telematics and Electronics D
    • /
    • v.36D no.10
    • /
    • pp.37-44
    • /
    • 1999
  • This paper report the implementation results of Monte Carlo numerical calculation for ion distributions in plasma dry etching chamber and of the surface evolution simulator using cell removal method for topographical evolution of the surface exposed to etching ion. The energy and angular distributions of ion across the plasma sheath were calculated by MC(Monte Carlo) algorithm. High performance MPP(Massively Parallel Processing) algorithm developed in this paper enables efficient parallel and distributed simulation with an efficiency of more than 95% and speedup of 16 with 16 processors. Parallelization of surface evolution simulator based on cell removal method reduces simulation time dramatically to 15 minutes and increases capability of simulation required enormous memory size of 600Mb.

  • PDF

Benchmark Results of a Monte Carlo Treatment Planning system (몬데카를로 기반 치료계획시스템의 성능평가)

  • Cho, Byung-Chul
    • Progress in Medical Physics
    • /
    • v.13 no.3
    • /
    • pp.149-155
    • /
    • 2002
  • Recent advances in radiation transport algorithms, computer hardware performance, and parallel computing make the clinical use of Monte Carlo based dose calculations possible. To compare the speed and accuracies of dose calculations between different developed codes, a benchmark tests were proposed at the XIIth ICCR (International Conference on the use of Computers in Radiation Therapy, Heidelberg, Germany 2000). A Monte Carlo treatment planning comprised of 28 various Intel Pentium CPUs was implemented for routine clinical use. The purpose of this study was to evaluate the performance of our system using the above benchmark tests. The benchmark procedures are comprised of three parts. a) speed of photon beams dose calculation inside a given phantom of 30.5 cm$\times$39.5 cm $\times$ 30 cm deep and filled with 5 ㎣ voxels within 2% statistical uncertainty. b) speed of electron beams dose calculation inside the same phantom as that of the photon beams. c) accuracy of photon and electron beam calculation inside heterogeneous slab phantom compared with the reference results of EGS4/PRESTA calculation. As results of the speed benchmark tests, it took 5.5 minutes to achieve less than 2% statistical uncertainty for 18 MV photon beams. Though the net calculation for electron beams was an order of faster than the photon beam, the overall calculation time was similar to that of photon beam case due to the overhead time to maintain parallel processing. Since our Monte Carlo code is EGSnrc, which is an improved version of EGS4, the accuracy tests of our system showed, as expected, very good agreement with the reference data. In conclusion, our Monte Carlo treatment planning system shows clinically meaningful results. Though other more efficient codes are developed such like MCDOSE and VMC++, BEAMnrc based on EGSnrc code system may be used for routine clinical Monte Carlo treatment planning in conjunction with clustering technique.

  • PDF

Monte Carlo 방법을 이용한 밀도측정계기의 기하학적 배치

  • 최원철;이석근;황주호;전흥배;양세학;권정광
    • Proceedings of the Korean Nuclear Society Conference
    • /
    • 1996.11b
    • /
    • pp.639-646
    • /
    • 1996
  • 직접적 또는 실험적인 방법들에 의한 밀도측정계기의 설계는 많은 시간의 소비와 인적, 물적인 비용의 소모가 요구되기 때문에 계산된 속(flux) 분포에 근거한 비실험적인 방법들이 일반적으로 사용된다. 이전에는 2그룹 확산방정식으로 밀도측정계기를 설계해 왔으나 복잡한 기하학적 모사에서의 한계로 인하여 계산시간의 문제로 도외시되었던 몬테카를로(Monte Carlo) 방법이 컴퓨터 기술의 발전으로 유용하게 되었다. 본 연구에서는 3차원 모델링이 가능하고 검증용 프로그램으로 알려져 있으며 몬테카를로방법을 사용하는 MCNP 코드를 이용하여 밀도측정계기의 기하학적 배치를 제시하고자한다.

  • PDF

The Feasibility Study on the Direct Use of the MC-derived Physical Quantities to Determine the Model Parameters of RTPS with -Model-Based Photon Dose Calculation Algorithm (모델기반 광자선량 계산방식을 사용하는 전산화치료계획장치의 모델변수 결정에 있어 몬테카를로 모사법에 의해 유도된 방사선 물리량의 직접 적용 가능성에 대한 연구)

  • 강세권;박희철;배훈식;조병철
    • Progress in Medical Physics
    • /
    • v.15 no.2
    • /
    • pp.77-83
    • /
    • 2004
  • The commissioning of a model-based treatment planning system requires many parameters to fit the measured depth doses and transverse profiles. For the commissioning of the Pinnacle$^3$ system, through the Monte Carlo (MC) simulation, the necessary parameters, including the photon spectrum, contaminant electrons, off-axis softening and fluency of photons, were observed. Through the simulation the parameters contained valuable information, but the calculated results of the Pinnacle$^3$ using the MC-derived parameters showed discrepancies with those measured for the off-axis softening and the fluency of photons. Even though the MC calculation produces reasonable values for the commissioning, the thorough physical basis of the Pinnacle$^3$'s commissioning process is needed in order to directly use the MC derived parameters.

  • PDF

Verification of the PMCEPT Monte Carlo dose Calculation Code for Simulations in Medical Physics (의학물리 분야에 사용하기 위한 PMCEPT 몬테카를로 도즈계산용 코드 검증)

  • Kum, O-Yeon
    • Progress in Medical Physics
    • /
    • v.19 no.1
    • /
    • pp.21-34
    • /
    • 2008
  • The parallel Monte Carlo electron and photon transport (PMCEPT) code [Kum and Lee, J. Korean Phys. Soc. 47, 716 (2006)] for calculating electron and photon beam doses has been developed based on the three dimensional geometry defined by computed tomography (CT) images and implemented on the Beowulf PC cluster. Understanding the limitations of Monte Carlo codes is useful in order to avoid systematic errors in simulations and to suggest further improvement of the codes. We evaluated the PMCEPT code by comparing its normalized depth doses for electron and photon beams with those of MCNP5, EGS4, DPM, and GEANT4 codes, and with measurements. The PMCEPT results agreed well with others in homogeneous and heterogeneous media within an error of $1{\sim}3%$ of the dose maximum. The computing time benchmark has also been performed for two cases, showing that the PMCEPT code was approximately twenty times faster than the MCNP5 for 20-MeV electron beams irradiated on the water phantom. For the 18-MV photon beams irradiated on the water phantom, the PMCEPT was three times faster than the GEANT4. Thus, the results suggest that the PMCEPT code is indeed appropriate for both fast and accurate simulations.

  • PDF

A Study on Compulsion for Voltage Stability Margin Using Monte-Carlo Simulation Method (몬테카를로 기법을 이용한 전압안정도 여유산정에 관한 연구)

  • Moon, Hyun-Ho;Shin, Myong-Chul;Cha, Jae-Sang;Choi, Sang-Yeoul
    • Proceedings of the KIEE Conference
    • /
    • 2005.07a
    • /
    • pp.441-443
    • /
    • 2005
  • 종래의 대규모계통에서 전압안정도의 여유판별을 시행 할 경우 수식적 접근법을 이용한 해석 방법이 사용되어 왔다. 하지만, 이러한 수식적 해석 방법들은 실제 계통에 적용할 경우 상태변수가 많아지고 계산식이 복잡해짐에 따라 많은 계산과정과 시간이 소요되는 문제점이 있다. 따라서 본 논문에서는 전압안정도의 여유판별을 빠르고 정확하게 해석하기 위하여 난수를 이용한 확률적 접근방식의 하나인 몬테카를로 기법을 전압 안정도의 여유계산 방안으로 제시 하고자 한다.

  • PDF