• The Korean Journal of Applied Statistics
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• v.30 no.6
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• pp.877-888
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• 2017

Spectral analysis is used to determine the frequency of time series data. We first determine the frequency of the series through the power spectrum or the periodogram and then calculate the period of a cycle that may exist in a time series. Estimating the frequency using a Bayesian technique has been developed and proven to be useful; however, the Bayesian estimator for the frequency cannot be analytically solved through mathematical equations and may be handled numerically or computationally. In this paper, we make an inference on the Bayesian frequency through both resampling a parameter by Markov chain Monte Carlo (MCMC) methods and resampling data by bootstrap methods for a time series. We take the Korean real estate price index as an example for Bayesian frequency estimation. We have found a difference in the periods between the sale price index and the long term rental price index, but the difference is not statistically significant.

• Journal of Radiation Protection and Research
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• v.39 no.4
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• pp.213-217
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• 2014

Medical operations and diagnosis using interventional radiology techniques have been increased. The management and monitoring of occupational radiation exposure to the staff of interventional radiology become important, specially because they stand in close proximity to the patient. The operational radiation protection quantity, Hp(10) which can be obtained from personal dosimeter do not always represent the effective dose to the staff. So, in this study, to estimate the critical organ doses to the staff of interventional radiology, Monte Carlo calculations with mathematical human phantom and dose measurements with personal dosimeters were carried out for the major interventional radiology procedures using C-arm. Results showed that the values of Hp(10) measured by personal dosimeters were higher than critical organ doses which were calculated. And the calculated dose to thyroids was much higher than those of other critical organ doses. For the proper radiation protection of the medical staff of interventional radiology, additional radiation protection for thyroids as well as for whole body shielding like wearing a lead apron should be considered.

• Journal of the Korea Society for Simulation
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• v.26 no.2
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• pp.31-39
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• 2017

This paper analyses the effectiveness of Kill Chain (KC) and Korea Air and Missile Defense (KAMD), also known as the K2 systems, using monte carlo simulation. It is assumed that the K2 systems are consisted with unitary KC and multi-layered (upper-tier and lower-tier) KAMD. And each system has two or three arbitrary weapon systems and its combination makes 12 scenarios. Measures of effectiveness (MOE) of the K2 systems were defined as ratio of eliminated ballistic missiles from total threats. And total cost was calculated by number of weapon launched and its unit cost. MOE and total cost of the K2 systems were estimated using monte carlo simulation with a thousand iteration for each scenario. Cost-effectiveness analysis was performed and the best candidate was selected using fixed effectiveness approach. As a result, the performances of KC are prime factor that affects both effectiveness and total cost of the K2 systems. It is also, acquired proper level of lower-tier KAMD to achieve desired defense effectiveness. For future work, it needs to be performed cost-effectiveness analysis based on practical specification and life cycle cost of weapon systems.

• Journal of the Korean Society for Aeronautical & Space Sciences
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• v.45 no.5
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• pp.386-392
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• 2017

This paper considers the analysis of the flight performance reserve, which is required propellant to compensate various launch vehicle performance deviations, to inject the payload of a 3-staged launch vehicle to a circular sun synchronous orbit at a height of 700 km. The various error sources, which affect the orbit injection accuracy, and their uncertainty are defined first. Then the sensitivity analysis, which has the advantage that each error source effect can be investigated independently, is performed for the extreme ${\pm}3{\sigma}$ conditions of the launch vehicle performance errors. Monte carlo simulations are also conducted to compute the propellant reserve, which can consider the combined effects of each error source. Finally the obtained flight performance reserves by the two approaches are compared and it is confirmed that they show similar results.

• Journal of the Korean Geotechnical Society
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• v.25 no.12
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• pp.13-25
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• 2009

In this paper, a numerical procedure of probabilistic slope stability analysis that considers the spatial variability of soil properties is presented. The procedure extends the deterministic analysis based on the limit equilibrium method of slices to a probabilistic approach that accounts for the uncertainties and spatial variation of the soil parameters. Making no a priori assumptions about the critical failure surface like the Random Finite Element Method (RFEM), the approach saves the amount of solution time required to perform the analysis. Two-dimensional random fields are generated based on a Karhunen-Lo$\grave{e}$ve expansion in a fashion consistent with a specified marginal distribution function and an autocorrelation function. A Monte Carlo simulation is then used to determine the statistical response based on the random fields. A series of analyses were performed to verify the application potential of the proposed method and to study the effects of uncertainty caused by the spatial heterogeneity on the stability of slope. The results show that the proposed method can efficiently consider the various failure mechanisms caused by the spatial variability of soil property in the probabilistic slope stability assessment.

• Journal of the Korean Geotechnical Society
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• v.39 no.10
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• pp.27-39
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• 2023

To effectively manage flood risk, it is crucial to assess the stability of flood defense structures like levees under extreme flood conditions. This study focuses on the time-dependent probabilistic assessment of embankment slope stability when subjected to rapid water level drops. We integrate seepage analysis results from finite element analysis with slope stability analysis and employ Monte Carlo simulations to investigate the time-dependent behavior of the slope during rapid drawdown. The resulting probability of failure is used to develop fragility curves for the levee slope. Notably, the probability of slope failure remains low up to a specific water level, sharply increasing beyond that threshold. Furthermore, the fragility curves are strongly influenced by the rate of drawdown, which is determined through hydraulic analysis based on flood scenarios. Climate change has a significant impact on the stability of the water-side slope of the embankment due to water level fluctuations.

• Journal of the Korean Society for Marine Environment & Energy
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• v.3 no.2
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• pp.33-40
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• 2000

Dispersion of high temperature and high salinity water discharged from a desalination plant is numerically estimated to investigate its impact on marine environment. The plant is installed on a floating barge located in Jinhae Bay and takes 200 tons of seawater per day. Fifty tons of intake are changed into fresh water, while 150 tons of those are discharged as the water of 15℃ warmer and 1.33 times saltier than surrounding seawater. In this dispersion model, advection is described by two-dimensional tidal currents and turbulent diffusion is simulated by Monte Carlo technique. Decay of water temperature is modelled by heat exchange between the atmosphere and the ocean, while decay of water salinity is ignored. The distributions of temperature and salinity come to equilibrium when the dispersion model is run for 100 days for temperature and for 365 days for salinity, respectively. At equilibrium state the water temperature and salinity rise 0.01℃ and 0.001‰ higher than ambient seawater, respectively.

• Composites Research
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• v.26 no.1
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• pp.29-35
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• 2013

Composite sandwich structure can improve the specific bending stiffness significantly and save the weight nearly 30 percent compared with the composite laminates. However, it has more inherent uncertainties of the material property caused by manufacturing process than metals. Therefore, the reliability-based probabilistic design approach is required. In this paper, the PMS(Probabilistic Margin of Safety) is calculated for the simplified fuselage structure made of composite sandwich to provide the probabilistic reasonable evidence that the classical design method based on the safety factor cannot ensure the structural safety. In this phase, the probability density function estimated by CMCS(Crude Monte-Carlo Simulation) is used. Furthermore, the RBDO(Reliability-Based Design Optimization) under the probabilistic constraint are performed, and the RBDO-MPDF(RBDO by Moving Probability Density Function) is proposed for an efficient computation. The examined results in this paper can be helpful for advanced design techniques to ensure the reliability of structures under the uncertainty and computationally inexpensive RBDO methods.

• Journal of the Korean Institute of Telematics and Electronics D
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• v.35D no.12
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• pp.59-67
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• 1998

In this paper, a rigorous three-dimensional Monte Carlo approach to simulate the sputter yield as a function of the incident ion energy and the incident angle as well as the atomic ejection distribution of the target is presented. The sputter yield of the target atom (Cu, Al) has been calculated for the different species of the incident atoms with the incident energy range of 10 eV ~ 100 KeV, which coincides with the previously reported experimental results. According to the simulation results, the calculated sputter yield tends to increase with the amount of the energy of the incident atoms. Our simulation revealed that the maximum sputter yield can be obtained for the incident atom with 10 KeV for the heavy ion, while the maximum sputter yield for the light ion is for the incident atoms with an energy less than 1 KeV. The sputter yield increases with angle of incidence and seems to have the maximum value at 68$^{\circ}$. For angular distributions of the sputtered particle, the atoms in the direction normal to the surface increase with angle of incidence. Furthermore, we has conducted the parallel computation on CRAY T3E supercomputer and built a GUI(Graphic User Interface) system running the sputter simulator.

• Proceedings of the Korean Nuclear Society Conference
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• 1997.10a
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• pp.115-120
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• 1997

영광3호기 방사선관리구역에 대한 중성자선량률을 정확히 평가하기 위하여 MCNP4A 전산코드를 이용, 방사선관리구역에서의 중성자 스펙트럼 계산을 수행하였다. 영광3호기에 대한 보다 정확하고 정밀한 3차원 몬테칼로 모델을 구축하기 위하여 핵연료집합체 구성요소 및 원자로심을 둘러싸고 있는 baffle, barrel,압력용기 등을 정확하게 묘사하였으며, 특히 방사선관리구역 주위의 구조물에 대해서도 3자원 MCNP 모델을 구축함으로써 원자로심부터 방사선관리구역까지 완전한 몬테칼로 모사(full-scope Monte Carlo simulation)를 이용한 계산을 수행하였다. 계산결과는 에너지 구간에 따른 중성자속 스펙트럼으로 나타내었으며 이 결과를 바탕으로 중성자속에 대한 선량률 환산인자를 고려하여 중성자선량률을 계산할 수 있다.