• Computational Structural Engineering
• /
• v.7 no.1
• /
• pp.125-134
• /
• 1994

Response variability of reinforced concrete frame subjected to material property randomness has been evaluated with the aid of the finite element method. The spatial variation of Young's modulus is assumed to be a two-dimensional homogeneous stochastic process. Young's Modulus of concrete material has been investigated based on the uiaxial strength of concrete cylinder. Direct Monte Carlo simulation method is used to investigate the response of reinforced concrete frame due to the variation of Young's modulus with the Neumann expansion method and the pertubation method. The results by three analytic methods are compared with those by deterministic finite element analysis. These stochastic technique may be an efficient tool for evaluating the structural safety and reliability of reinforced concrete structures.

• The Journal of Korean Institute of Electromagnetic Engineering and Science
• /
• v.19 no.2
• /
• pp.271-279
• /
• 2008

In this paper, we investigate interference between short-range radiocommunication devices(SRDs) with frequency hopping spread spectrum(FHSS) and direct sequence spread spectrum(DSSS) methods when they are in the same frequency bands. In order to analyze interference from unwanted emission of SRD with DSSS to that of FHSS, Monte-carlo(MC) simulation method is employed and interference probabilities are calculated. We simulate interference scenarios in accordance with several duty cycles and bandwidths. It is also assumed that the propagation model is free space. The effect of distance between interfering transmitter and victim receiver is analyzed and bit error rate(BER) is simulated. From the interference analysis results, it is shown that duty cycle affects compatibility more than band-width does. Also, we can make sure of the separation distance which satisfies BER criterion when there are only one interfering transmitter and multiple interfering transmitters.

• 한국전산유체공학회:학술대회논문집
• /
• 1998.05a
• /
• pp.138-144
• /
• 1998

The BGK equation, which is the kinetic model equation of Boltzmann equation, is solved using FDDO(finite difference with the discrete-ordinate method) to compute the rarefied flow of monatomic gas. Using reduced velocity distribution and discrete ordinate method, the scalar equation is transformed into a system of hyperbolic equations. High resolution ENO(Essentially Non-Oscillatory) scheme based on Harten-Yee's MFA(Modified Flux Approach) method with Strang-type explicit time integration is applied to solve the system equations. The calculated results are well compared with the experimental density field of NACA0012 airfoil, validating the developed computer code. Next. the computed results of circular cylinder flow for various Knudsen numbers are compared with the DSMC(Direct Simulation Monte Carlo) results by Vogenitz et al. The present scheme is found to be useful and efficient far the analysis of two-dimensional rarefied gas flows, especially in the transitional flow regime, when compared with the DSMC method.

• 한국전산유체공학회:학술대회논문집
• /
• 1998.11a
• /
• pp.71-77
• /
• 1998

In this study we calculated the flowfields around the axisymmetric bodies in the rarefied gas regime by using the DSMC. A flat-ended cylinder was selected as a representative axisymmetric body and the gas used for all calculations was nitrogen. With zero angle of attack, an increasingly rapid rise in density and the effect of shock waves near the flat-ended face were examined. And on the cylinder surface velocity slips and boundary layers could be observed in the results. Larsen-Borgnakke model was used for the energy redistribution in inelastic collisions. And by considering all internal energy modes, the distributions of translational, rotational and vibrational temperatures were plotted. The calculations were peformed for various Knudsen numbers, Especially the rotational temperatures calculated for a case were compared with the experimental results. And the simulation results show good agreements with the experimental ones.

• Bulletin of the Korean Mathematical Society
• /
• v.50 no.6
• /
• pp.2035-2051
• /
• 2013

In this paper, we study numerical schemes for solving multi-dimensional option pricing problem. We compare the direct solving method and the Operator Splitting Method(OSM) by using finite difference approximations. By varying parameters of the Black-Scholes equations for the maximum on the call option problem, we observed that there is no significant difference between the two methods on the convergence criterion except a huge difference in computation cost. Therefore, the two methods are compatible in practice and one can improve the time efficiency by combining the OSM with parallel computation technique. We show numerical examples including the Equity-Linked Security(ELS) pricing based on either two assets or three assets by using the OSM with the Monte-Carlo Simulation as the benchmark.

• International Journal of Aeronautical and Space Sciences
• /
• v.1 no.2
• /
• pp.1-8
• /
• 2000

The flow in low-density plumes expanding into a region of finite pressure shows a quite different behavior from that observed in low-density plumes expanding into a vacuum. The flow structure in the plume varies depending on applied ambient and stagnation chamber conditions. In the present study, the direct simulation Monte-Carlo (DSMC) method based on molecular gas dynamics is employed in the analysis of low-density gas flows expanding through a small converging/diverging nozzle. Special attention has been paid to the effect of non-zero ambient and stagnation pressures on the flow structure which has rarely been studied using the DSMC method.

• Proceedings of the Earthquake Engineering Society of Korea Conference
• /
• 2003.09a
• /
• pp.344-351
• /
• 2003

In order to consider the characteristics of nonlinear dynamic responses of seismic isolated bridges reasonably, piers and isolators are modeled as a 2-DOF bilinear system. Then nonlinear time-history earthquake response analysis is accomplished many artificial input ground motions which were generated to reflect the characteristics of earthquakes. Damage probabilities and failure probabilities of each structural elements of the brides are calculated by using Monte-Carlo simulation method. Based on LCC evaluation considering various cost items of direct/indirect damage costs, the optimal design method of seismic isolated bridges is proposed. By using a sensitivity analysis about the design variables and a cost effectiveness evaluation in the viewpoint of LCC, the validity and the adequacy of proposed optimal design method are verified.

• Structural Engineering and Mechanics
• /
• v.47 no.1
• /
• pp.45-58
• /
• 2013

In structural reliability analysis, the response surface method is a powerful method to evaluate the probability of failure. However, the location of experimental points used to form a response surface function must be selected in a judicious way. It is necessary for the highly nonlinear limit state functions to consider the design point and the nonlinear trend of the limit state, because both of them influence the probability of failure. In this paper, in order to approximate the actual limit state more accurately, experimental points are selected close to the design point and the actual limit state, and consider the nonlinear trend of the limit state. Linear, quadratic and cubic polynomials without mixed terms are utilized to approximate the actual limit state. The direct Monte Carlo simulation on the approximated limit state is carried out to determine the probability of failure. Four examples are given to demonstrate the efficiency and the accuracy of the proposed method for both numerical and implicit limit states.

• 한국전산유체공학회:학술대회논문집
• /
• 2005.10a
• /
• pp.11-19
• /
• 2005

First, methods of numerical analysis of gas-particle flows is classified into micro, meso and macro scale approaches based on the concept of multi-scale mechanics. Next, the explanation moves on to discrete particle simulation where motion of individual particles is calculated numerically using the Newtonian equations of motion. The author focuses on the cases where particle-to-particle interaction has significant effects on the phenomena. Concerning the particle-to-particle interaction, two cases are considered: the one is collision-dominated flows and the other is the contact-dominated flows. To treat this interaction mathematically, techniques named DEM(Distinct Element Method) or DSMC (Direct Simulation Monte Carlo) have been developed DEM, which has been developed in the field of soil mechanics, is useful for the contact -dominated flows and DSMC method, developed in molecular gas flows, is for the collision-dominated flows. Combining DEM or DSMC with CFD (computer fluid dynamics), the discrete particle simulation becomes a more practical tool for industrial flows because not only the particle-particle interaction but particle-fluid interaction can be handled. As examples of simulations, various results are shown, such as hopper flows, particle segregation phenomena, particle mixing in a rotating drum, dense phase pneumatic conveying, spouted bed, dense phase fluidized bed, fast circulating fluidized bed and so on.

• The Journal of Advanced Prosthodontics
• /
• v.8 no.1
• /
• pp.53-61
• /
• 2016

PURPOSE. This study conducted an analysis of cost-effectiveness of the implant and conventional fixed dental prosthesis (CFDP) from a single treatment perspective. MATERIALS AND METHODS. The Markov model for cost-effectiveness analysis of the implant and CFDP was carried out over maximum 50 years. The probabilistic sensitivity analysis was performed by the 10,000 Monte-Carlo simulations, and cost-effectiveness acceptability curves (CEAC) were also presented. The results from meta-analysis studies were used to determine the survival rates and complication rates of the implant and CFDP. Data regarding the cost of each treatment method were collected from University Dental Hospital and Statistics Korea for 2013. Using the results of the patient satisfaction survey study, quality-adjusted prosthesis year (QAPY) of the implant and CFDP strategy was evaluated with annual discount rate. RESULTS. When only the direct cost was considered, implants were more cost-effective when the willingness to pay (WTP) was more than 10,000 won at $10^{th}$ year after the treatment, and more cost-effective regardless of the WTP from $20^{th}$ year after the prosthodontic treatment. When the indirect cost was added to the direct cost, implants were more cost-effective only when the WTP was more than 75,000 won at the $10^{th}$ year after the prosthodontic treatment, more than 35,000 won at the $20^{th}$ year after prosthodontic treatment. CONCLUSION. The CFDP was more cost-effective unless the WTP was more than 75,000 won at the $10^{th}$ year after prosthodontic treatment. But the cost-effectivenss tendency changed from CFDP to implant as time passed.