• Title/Summary/Keyword: Monte Carlo 계산

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Efficient Parallel CUDA Random Number Generator on NVIDIA GPUs (NVIDIA GPU 상에서의 난수 생성을 위한 CUDA 병렬프로그램)

  • Kim, Youngtae;Hwang, Gyuhyeon
    • Journal of KIISE
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    • v.42 no.12
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    • pp.1467-1473
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    • 2015
  • In this paper, we implemented a parallel random number generation program on GPU's, which are known for high performance computing, using LCG (Linear Congruential Generator). Random numbers are important in all fields requiring the use of randomness, and LCG is one of the most widely used methods for the generation of pseudo-random numbers. We explained the parallel program using the NVIDIA CUDA model and MPI(Message Passing Interface) and showed uniform distribution and performance results. We also used a Monte Carlo algorithm to calculate pi(${\pi}$) comparing the parallel random number generator with cuRAND, which is a CUDA library function, and showed that our program is much more efficient. Finally we compared performance results using multi-GPU's with those of ideal speedups.

Electromagnetic Wave Scattering from a Perfectly Conducting Fractional Brownian Motion Fractal Surface Using a Monte-Carlo FDTD Method (몬테칼로 유한차분 시간영역 방법을 이용한 프랙셔널 브라운 모션 프랙탈 완전도체 표면에서의 전자파 산란)

  • Choi, Dong-Muk;Kim, Che-Young
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.28 no.2A
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    • pp.63-69
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    • 2003
  • In this paper, the scattered field from a perfectly conducting fractal surface by Finite-Difference Time-Domain(FDTD) method was computed. A one-dimensional fractal surface was generated by using the fractional Brownian motion model. Back scattering coefficients are calculated with different values of the spectral parameter(S0), fractal dimension(D) which determine characteristics of the fractal surface. The number of surface realization for the computed field, the point number, and the width of surface realization are set to be 80, 1024, 16λ, respectively. In order to verify the computed results these results are compared with those of small perturbation methods, which show good agreement between them.

Bayesian Computation for Superposition of MUSA-OKUMOTO and ERLANG(2) processes (MUSA-OKUMOTO와 ERLANG(2)의 중첩과정에 대한 베이지안 계산 연구)

  • 최기헌;김희철
    • The Korean Journal of Applied Statistics
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    • v.11 no.2
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    • pp.377-387
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    • 1998
  • A Markov Chain Monte Carlo method with data augmentation is developed to compute the features of the posterior distribution. For each observed failure epoch, we introduced latent variables that indicates with component of the Superposition model. This data augmentation approach facilitates specification of the transitional measure in the Markov Chain. Metropolis algorithms along with Gibbs steps are proposed to preform the Bayesian inference of such models. for model determination, we explored the Pre-quential conditional predictive Ordinate(PCPO) criterion that selects the best model with the largest posterior likelihood among models using all possible subsets of the component intensity functions. To relax the monotonic intensity function assumptions, we consider in this paper Superposition of Musa-Okumoto and Erlang(2) models. A numerical example with simulated dataset is given.

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A Comparison of the Relianility Analysis Mitheds in Stream Water Quality Modeling (강물의 수질오염 Modeling에 사용되는 신뢰도 분석방법에 대한 비교연구)

  • 윤춘경
    • Magazine of the Korean Society of Agricultural Engineers
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    • v.37 no.5
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    • pp.62-72
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    • 1995
  • 공학분야에 널리 사용되고 있는 신뢰도 분석 방법 중에서 Monte Carlo simulation (MC), Mean-value First-Order Second-Moment Method(MFOSM), and Advanced First-Order Second-Moment(AFOSM) method들을 강물의 오염물질 농도와 수질기준치사이의 신뢰도 분석에 적용하였다. 미 환경 보건국에서 개발 보급한 QUAL2E를 이용하여 Mew Jersey에 위치한 Passaic강의 수질예측에서 4가지 주요인자(용존산소, 생물학적 산소요구량, 암모니아 그리고 조류)들이 정해진 수질기준치를 유지 할 수 있는 확률을 세가지 방법에 의해 추정한 후에 상호 비교하였다. MC방법에 의해 2,000회 simulation시켜서 그 결과가 시스템의 추계학적 성질을 잘 반영한 것으로 판단하여 비교기준으로 삼고 MFOSM과 AFOSM에 의해 추정한 결과와 비교하였다. MFOSM의 결과보다는 AFOSM의 결과가 전체적으로 MC의 결과에 더 근접하였으며, 이유는 AFOSM의 계산방법이 MFOSM의 선형근사로 인한 오차를 줄일 수 있었기 때문인 것으로 판단된다. MC방법의 결과와 다른 방법들의 결과사이의 차이가 입력 변수들이 평균값에서 멀어질 때가 많았는데 이는 MC의 경우 입력 변수들이 일정범위를 벗어나서 비현실적인 상황이면 model이 정지하는데, 다른 방법들은 simulation에 의한 것이 아니고 수학적인 계산에 의해서 신뢰도가 추정되기 때문에 이러한 상황이 반영될 수 없기 때문이다. 강물의 수질을 취급하는 공학적인 측면에서 보면, 이중에 가장 간편한 MFOSM이 많은 simulation이 필요한 MC나 계산방법이 상대적으로 복잡한 AFOSM에 비해 오차가 크지 않아서 이들을 대시하여 사용될 수 있다고 판단된다. 유래의 PAF가 분비된다는 것을 알 수 있었으며, 이러한 인자는 동결처리에서도 그 기능은 전혀 변하지 않는다고 본다. 이후에 있어서 mouse LIF의 첨가는 돼지의 수정란을 배반포 이후의 단계에까지 발달시킬 수 있었다. 있어서 더 적합한 것으로 판단되었다. 5. 개발된 모형은 논 관개의 물리적 측면과 관리목표 모두를 고려한 것으로 계산된 효율은 벼, 생육 각 단계에서의 효율 비교에 양호한 방법임을 알 수 있다.은 Sharpsburg 점질양토에 대한 S.C.S 한계허용치 10ton/ha/year 이내로 나타났다. 비처리구에서의 토양유실량은 평균 2.56ton/ha/year로 높게 나타난 반면 3개의 서로 다른 추리구인 비수구, 초생수로구 및 Bromegrass구에서는 각각 0.152, 0.192 및 0.290ton/ha/year로 낮은 결과를 가져왔다. 6. 평균 침전량에 대한 L.S.D. 검정 걸과 전시험구중 비처리구가 고도의 유의차를 나타낸 반면 비수구, 초생수로구 및 Bromegrass 목초구 간에는 아무런 유의차가 인정되지 않았다. 7. 농지보전 처리구인 배수구와 초생수로구는 비처리구에 비해 낮은 침두 유출량과 낮은 토양유실량을 나타내었다.구보다 14% 절감되는 것으로 나타났다.작용하는 것으로 사료된다.된다.정량 분석한 결과이다. 시편의 조성은 33.6 at% U, 66.4 at% O의 결과를 얻었다. 산화물 핵연료의 표면 관찰 및 정량 분석 시험시 시편 표면을 전도성 물질로 증착시키지 않고, Silver Paint 에 시편을 접착하는 방법으로도 만족한 시험 결과를 얻을 수 있었다.째, 회복기 중에 일어나는 입자들의 유입은 자기폭풍의 지속시간을 연장시키는 경향을 보이며 큰 자기폭풍일수록 현저했다. 주상에서 관측된 이러한 특성은 서브스톰 확장기 활동이 자기폭풍의 발달과 밀접한 관계가

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A Study on the Validation of Effective Angle of Particle Deposition according to the Detection Efficiency of High-purity Germanium Gamma-ray Detector (고순도 저마늄 감마선 검출기의 검출효율에 따른 유효입체각 검증에 관한 연구)

  • Chang, Boseok
    • Journal of the Korean Society of Radiology
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    • v.14 no.4
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    • pp.487-494
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    • 2020
  • The distance between the source and the detector, the diameter of the detector, and the volume effect of the radiation source result in a change in solid angle at the detector entrance, which affects the determination of detection efficiency by causing a difference in path length within the detector. A typical analysis method for calculating solid angles was useful only for a source (60Co) with a simple geometric structure, so in this experiment, the distance between the detector and the source was measured by switching on for up to 25 cm with the reference point of window cap 0.5 cm. In addition, 450 and 1000 ㎖ Marinelli beaker of standard volumetric sources were closely adhered to the detector. For circular point sources co-axial with the detector, the change in the solid angle to the distance from the detector window is equal to half the square radius of the source versus the square radius of the detector, if the resulting relationship of the calculation analysis results in the detector being less than the radius of the source. Since the solid angular difference is 0.5 the result of Monte Carlo is acceptable. The relationship between detector and source distance is shown. Solid angles have been verified to decrease rapidly with distance. Measurement and simulation results for a volumetric source show a difference of ±1.01% from a distance of 0 cm and less than 4 % when the distance is reduced to 5 and 10 cm. It can be seen that the longer distance, the smaller efficiency angle, and the exponential increase in attenuation as the energy decreases, is reflected in the calculation of efficiency. Thus, the detection efficiency has proved sufficient for the use of solid angle and Monte Carlo codes.

Variation of the Detection Efficiency of a HPGe Detector with the Density of the Sample in the Radioactivity Analysis (방사능 분석에서 밀도에 따른 HPGe 검출기의 검출효율 변화)

  • Seo, Bum-Kyoung;Lee, Kil-Yong;Yoon, Yoon-Yeol;Jung, Ki-Jung;Oh, Won-Zin;Lee, Kune-Woo
    • Analytical Science and Technology
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    • v.18 no.1
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    • pp.59-65
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    • 2005
  • When the low level radioactivity sample is measured, it is required to have many samples. For increase of the sample volume, a scattering and absorbing probability of the emitted gamma-ray in the sample are to be increased. In order to correct the self-absorption effect, the counting efficiency must be calibrated according to a geometrical condition and sample density. But, it is impossible to determine efficiency for counting sample using standard source with the same geometrical condition and density. In this study, the measuring efficiencies were determined with various counting containers and densities. In order to compare the self-absorption effect with the sample density in the various sample container, the variation of the counting efficiency with the densities was investigated by adding NaI, which has high solubility and density. Also, they were compared with Monte Carlo simulation. The self-absorption effect was found to be significant in the low energy region below 0.5 MeV.

A Study on Non-proportionality of Phoswich Detector Using Monte Carlo Simulation (몬테칼로 전산모사를 이용한 Phoswich 계측기의 비선형성 연구)

  • Kim, Jae-Cheon;Kim, Jong-Kyung;Kim, Soon-Young;Kim, Yong-Kyun;Lee, Woo-Gyo
    • Journal of Radiation Protection and Research
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    • v.29 no.4
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    • pp.263-268
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    • 2004
  • Using the Monte Carlo simulation, a study on the lion-proportionality of the prototype phoswich detector with $2'{\times}2'$ CSI(Tl) and plastic scintillator, which was made by KAERI, has been carried. The defector response functions (DRFs) calculated by simulations were compared with the experimental measurement on the $^{137}Cs\;and\;^{60}Co$. To precisely simulate the DRF for the phoswich, the CSI(Tl) non-proportionality was calculated using the electron response and the simplified electron cascade sequence for treating the photoelectric absorption event. The resulting DRFs of $^{137}Cs\;and\;^{60}Co$ sources obtained by simulations were compared with experiments for verification. For $^{137}Cs$, gamma-ray responses simulated by MCNP5 are generally good agreement with the measured ones. But the DRF of $^{60}Co$ does not match well with the results of experiment in the energy region below second peak due to the coincidence effect of two gamma-rays (1.17 MeV and 1.33 MeV). Through the analysis of the non-proportionality of CsI(Tl) in the prototype phoswich, the improved DRFs considering non-proportionality were produced and the simulation results were verified using the experimental measurements. However, to more precisely reproduce the DRF for the phoswich, further studies in relation to the electron channeling effect and the Doppler broadening effect of a scintillator are still needed as well as considering that effect of the transfer contribution.

A study on slim-hole density logging based on numerical simulation (소구경 시추공에서의 밀도검층 수치모델링 연구)

  • Ku, Bonjin;Nam, Myung Jin;Hwang, Seho
    • Geophysics and Geophysical Exploration
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    • v.15 no.4
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    • pp.227-234
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    • 2012
  • In this study, we make simulation of density log using a Monte Carlo N-Particle (MCNP) algorithm to make an analysis on density logging under different borehole environments, since density logging is affected by various borehole conditions like borehole size, density of borehole fluid, thickness and type of casing, and so on. MCNP algorithm has been widely used for simulation of problems of nuclear particle transportation. In the simulation, we consider the specific configuration of a tool (Robertson Geologging Co. Ltd) that Korea institute of geoscience and mineral resources (KIGAM) has used. In order to measure accurate bulk density of a formation, it is essential to make a calibration and correction chart for the tool under considerations. Through numerical simulation, this study makes calibration plot of the density tool in material with several known bulk densities and with boreholes of several different diameters. In order to make correction charts for the density logging, we simulate and analyze measurements of density logging under different borehole conditions by considering borehole size, density of borehole fluid, and presence of casing.

Analysis of the 2015 reform plan of government employees pension system (GEPS) through monte carlo simulations (모의실험을 통한 2015년 공무원 연금제도 개정안의 효과분석)

  • Lee, Jieun;Song, Seongjoo
    • Journal of the Korean Data and Information Science Society
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    • v.27 no.1
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    • pp.19-32
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    • 2016
  • Due to the increasing fiscal burden and structural unbalanced premium/benefit costs, the new reform on the government employees pension system (GEPS) was considered even after the recent reform in 2009. This article examines the various effects of recent amendment in 2015 on GEPS using a simple probabilistic model. We consider effects on both sides, the pensioners and the government. First of all, the expected net value of pension payment for an individual employee was calculated based on the supposed survival distribution. The fairness of individual pension holders was compared using the benefit-cost ratio. Secondly, from pension system users' point of view, the default probability and the government subsidy were examined by Monte-carlo simulation. From the simulation experiment, we could see that the 2015 reform plan indeed reduces the default probability and the size of the fiscal burden of government by increasing the premium and decreasing the benefit. However, the size of the effect is not very standout at this moment because the number of new employees who are fully subject to the reform will be much smaller than the number of previous employees for a while. Thus, the effect of the reform is expected to appear in a slow manner.

Distributed GIS-Based Watershed Rainfall-Runoff Model Development and Its Calibration using Weather Radar (기상레이더와 지형정보시스템을 이용한 분포형 강우-유출 유역모형의 개발과 검정)

  • Skahill, Brian E.;Choi, Woo-Hee;Kim, Min-Hwan;Kim, Sung-Kyun;Johnson, Lynn E.
    • Journal of Korea Water Resources Association
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    • v.36 no.2
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    • pp.285-300
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    • 2003
  • An event-based, kinematic, infiltration-excess, and distributed rainfall-runoff model using weather radar and Geographic Information System(GIS) was developed to acknowledge and account lot the spatial variability and uncertainty of several parameters relevant to storm surface runoff and surface flow The developed model is compatible with raster GIS and spatially and temporally varied rainfall data. To calibrate the model, Monte Carlo simulation and a likelihood measure are utilized; allowing for a range of possible system responses from the calibrated model. Using rain gauge adjusted radar-rainfall estimates, the developed model was applied and evaluated to a limited number of historical events for the Ralston Creek and Goldsmith Gulch basins within the Denver Urban Drainage and Flood Control District (UDFCD) that contain mixed land use classifications. While based on a limited number of Monte Carlo simulations and considered flood events, Nash and Sutcliffe efficiency score ranges of -0.19∼0.95 / -0.75∼0.81 were obtained from the calibrated models for the Ralston Creek and Goldsmith Gulch basins, based on a comparison of observed and simulated hydrographs. For the Ralston Creek and Goldsmith Gulch basins, Nash and Sutcliffe efficiency scores of 0.88/0.10, 0.14/0.71, and 0.99/0.95 for runoff volume, peak discharge, and time to peak, respectively, were obtained from the model.