• Title/Summary/Keyword: 몬테카를로 시뮬레이션법

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Visualization of Vector Fields from Density Data Using Moving Least Squares Based on Monte Carlo Method (몬테카를로 방법 기반의 이동최소제곱을 이용한 밀도 데이터의 벡터장 시각화)

  • Jong-Hyun Kim
    • Journal of the Korea Computer Graphics Society
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    • v.30 no.2
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    • pp.1-9
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    • 2024
  • In this paper, we propose a new method to visualize different vector field patterns from density data. We use moving least squares (MLS), which is used in physics-based simulations and geometric processing. However, typical MLS does not take into account the nature of density, as it is interpolated to a higher order through vector-based constraints. In this paper, we design an algorithm that incorporates Monte Carlo-based weights into the MLS to efficiently account for the density characteristics implicit in the input data, allowing the algorithm to represent different forms of white noise. As a result, we experimentally demonstrate detailed vector fields that are difficult to represent using existing techniques such as naive MLS and divergence-constrained MLS.

Density-Constrained Moving Least Squares for Visualizing Various Vector Patterns (다양한 벡터 패턴 시각화를 위한 밀도 제한 이동최소제곱)

  • SuBin Lee;Jong-Hyun Kim
    • 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.

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Estimation Using Monte Carlo Methods in Nonlinear Random Coefficient Models (몬테카를로법을 이용한 비선형 확률계수모형의 추정)

  • 김성연
    • Journal of the Korea Society for Simulation
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    • v.10 no.3
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    • pp.31-46
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    • 2001
  • Repeated measurements on units under different conditions are common in biological and biomedical studies. In a number of growth and pharmacokinetic studies, the relationship between the response and the covariates is assumed to be nonlinear in some unknown parameters and the form remains the same for all units. Nonlinear random coefficient models are used to analyze such repeated measurement data. Extended least squares methods are proposed in the literature for estimating the parameters of the model. However, neither objective function has closed form expression in practice. This paper proposes Monte Carlo methods to estimate the objective functions and the corresponding estimators. A simulation study that compare various methods is included.

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Monte-Carlo Tree Search Applied to the Game of Tic-Tac-Toe (삼목 게임에 적용된 몬테카를로 트리탐색)

  • Lee, Byung-Doo
    • Journal of Korea Game Society
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    • v.14 no.3
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    • pp.47-54
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    • 2014
  • The game of Go is one of the oldest games and originated at least more than 2,500 years ago. In game programming the most successful approach is to use game tree searches using evaluation functions. However it is really difficult to construct feasible evaluation function in computer Go. Monte-Carlo Tree Search(MCTS) has created strong computer Go programs such as MoGo and CrazyStone which defeated human Go professionals played on the $9{\times}9$ board. MCTS is based on the winning rate estimated by Monte-Carlo simulation. Prior to implementing MCTS into computer Go, we tried to measure each winning rate of three positions, center, corner and side, in Tic-Tac-Toe playing as the best first move. The experimental result revealed that the center is the best, a corner the next and a side the last as the best first move.

A Study of Semiconductor Process Simulation Framework (통합화된 반도체 공정 시뮬레이션 환경 구축에 관한 연구)

  • Lee Jun-Ha;Lee Hoong-Joo
    • Proceedings of the KAIS Fall Conference
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    • 2004.06a
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    • pp.165-167
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    • 2004
  • 본 논문에서는 반도체 공정 시뮬레이션을 위해 산화, 확산 및 이온 주입 공정을 모델링하고, 효율적인 실행과 상호 연관된 연속 공정의 시뮬레이션이 가능하도록 통합화된 환경을 구축하였다. 점성적 스트레스 모델을 이용한 산화 공정은 유속-압력 알고리즘과 경계요소법을 이용하여 안정된 해를 얻었으며, 선확산과 산화중배 현상이 포함된 확산 공정은 전진해법과 유한요소법을 이용하였다. 또한 이온주입 공정은 TRIM을 기본으로 다양한 공정 조건에 대한 모델이 추가된 몬테카를로 방법을 사용하였다. 편리한 사용자 입력 인터페이스와 그래픽적 출력을 제공하고, 윈도즈의 API함수를 이용하여 PC상에서도 적은 메모리로도 빠른 결과를 얻을 수 있도록 하였으며, 객체 지향적인 모듈화로 타 시뮬레이터와의 호환성이 가능하도록 구성하였다.

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Reliability Estimation of Static Design Methods for Driven Steel Pipe Piles in Korea (국내 항타강관말뚝 설계법의 신뢰성평가)

  • Huh, Jung-Won;Park, Jae-Hyun;Kim, Kyung-Jun;Lee, Ju-Hyung;Kwak, Ki-Seok
    • Journal of the Korean Geotechnical Society
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    • v.23 no.12
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    • pp.61-73
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    • 2007
  • As a part of Load and Resistance Factor Design(LRFD) code development in Korea, in this paper an intensive reliability analysis was performed to evaluate reliability levels of the two static bearing capacity methods for driven steel pipe piles adopted in Korean Standards for Structure Foundations by the representative reliability methods of First Order Reliability Method(FORM) and Monte Carlo Simulation(MCS). The resistance bias factors for the two static design methods were evaluated by comparing the representative measured bearing capacities with the design values. In determination of the representative bearing capacities of driven steel pipe piles, the 58 data sets of static load tests and soil property tests were collected and analyzed. The static bearing capacity formula and the Meyerhof method using N values were applied to the calculation of the expected design bearing capacity of the piles. The two representative reliability methods(FORM, MCS) based computer programs were developed to facilitate the reliability analysis in this study. Mean Value First Order Second Moment(MVFOSM) approach that provides a simple closed-form solution and two advanced methods of FORM and MCS were used to conduct the intensive reliability analysis using the resistance bias factor statistics obtained, and the results were then compared. In addition, a parametric study was conducted to identify the sensibility and the influence of the random variables on the reliability analysis under consideration.

Numerical Simulajtions of Non-ergodic Solute Transport in Strongly Heterogeneous Aquiferss (불균질도가 높은 대수층내에서의 비에르고딕 용질이동에 관한 수치 시뮬레이션)

  • Seo Byong-Min
    • The Journal of Engineering Geology
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    • v.15 no.3
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    • pp.245-255
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    • 2005
  • Three dimensional Monte-Carlo simulations of non-ergodic transport of a non-reactive solute plume by steady-state groundwater flow under a uniform mean velocity in isotropic heterogeneous aquifers were conducted. The log-normally distributed hydraulic conductivity, K(x), is modeled as a random field. Significant efforts are made to reduce the simulation uncertainties. Ensemble averages of the second spatial moments of the plume, $$lt;S_{ij}'(t',l')$gt;$ and plume centroid variances, $$lt;R_{ij}'(t',l')$gt;$ were simulated with 3200 Monte Carlo runs for three variances of log K, $\omega^2_y1.0,,2.5,$ and 5.0, and three dimensionless lengths of line plume sources ( l=,5 and 10) normal to the mean velocity. The simulated second spatial moment and the plume centroid variance in longitudinal direction fit well to the first order theoretical results while the simulated transverse moments are not fit well with the first order results. The first order theoretical results definitely underestimated the simulated transverse second spatial moments for the aquifers of large u: and small initial plume sources. The ergodic condition for the second spatial moments is far from reaching, and the first order theoretical results of the transverse second spatial moment of the ergodic plume slightly underestimated the simulated moments.

Determination of Incentive Level of Direct Load Control using Probabilistic Technique with Variance Reduction Technique (확률적 기법을 통한 직접부하제어의 제어지원금 산정)

  • Jeong Yun-Won;Park Jong-Bae;Shin Joong-Rin
    • Journal of Energy Engineering
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    • v.14 no.1
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    • pp.46-53
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    • 2005
  • This paper presents a new approach for determining an accurate incentive levels of Direct Load Control (DLC) program using probabilistic techniques. The economic analysis of DLC resources needs to identify the hourly-by-hourly expected energy-not-served resulting from the random outage characteristics of generators as well as to reflect the availability and duration of DLC resources, which results the computational explosion. Therefore, the conventional methods are based on the scenario approaches to reduce the computation time as well as to avoid the complexity of economic studies. In this paper, we have developed a new technique based on the sequential Monte Carlo simulation to evaluate the required expected load control amount in each hour and to decide the incentive level satisfying the economic constraints. In addition, we have applied the variance reduction technique to enhance the efficiency of the simulation. To show the efficiency and effectiveness of the suggested method, the numerical studies have been performed for the modified IEEE 24-bus reliability test system.

선형가속기 출력 점검에 사용하는 열형광선량계의 에너지 의존도 평가

  • Park, Seong-Ho;Gang, Se-Gwon;Jo, Byeong-Cheol;Lee, Byeong-Cheol;Kim, Gwi-Ya;Jeong, Hui-Gyo
    • Proceedings of the Korean Society of Medical Physics Conference
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    • 2004.11a
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    • pp.33-35
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    • 2004
  • 방사선치료를 위한 고에너지 광자선의 품질관리를 위해 사용하는 TLD의 광자선 선질에 대한 에너지 의존도를 몬테카를로 모사법을 사용하여 평가하였다. IAEA 선량보증사업에 이용되는 LiF TLD 및 홀더를 EGS4기반의 사용자 코드인 DOSIMETER 와 MCNP4C 몬테카를로 코드를 사용하여 기하학구조를 구성하고, Co, 4, 6,10 밑 15 MV 광자선을 시뮬레이션하였다. DOSIMETER계산 결과를 통해 TLD의 에너지 보정인자가 실험 데이터와 일치함을 확인할 수 있었으며, 이와 별도로 캡슐에 의한 교란량도 무시할 수 없음을 발견하였다.

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Calculation of the Detection Range for a Given Cumulative Probability in Airborne Surveillance Radars (탐색 레이다에서 누적확률에 기인한 탐지거리 계산에 관한 연구)

  • Kim, Eun Hee;Roh, Ji-Eun
    • The Journal of Korean Institute of Electromagnetic Engineering and Science
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    • v.29 no.1
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    • pp.24-27
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    • 2018
  • The performance measure of airborne radars is the range at which the cumulative probability of detection has some specified value, because the per-scan detection probability is an oscillatory function of the target range in airborne radars operating with the dynamic clutter environment. As a result, no one range, at which the per-scan detection probability has a given value, can give a meaningful description of the range performance. In this paper, we provide the equation to calculate the cumulative detection probability and show that the result of Monte Carlo simulation is same as the calculated value in a simple scenario. This verified Monte Carlo model will be used to evaluate the performance of airborne radars in various operating scenarios, at which the numerical calculation is difficult.