• Title/Summary/Keyword: Monte Carlo 방법

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A comparison of group sequential methods in clinical trials (임상실험에서 그룹축차방법들의 비교)

  • 서의훈;안성진;임동훈
    • The Korean Journal of Applied Statistics
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    • v.10 no.2
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    • pp.353-366
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    • 1997
  • In this paper, we derive an approximate optimal Bayes group sequential design for a given loss function. We use the Monte-Carlo method to compare the ASN(average sample size) function and Bayes risk of approximate optimal Bayes group sequential design, Pocock design and O'Brien and Fleming design. Also introduced is the concept of Bayes efficiency and percentage loss of information due to grouping for the group sequential design and use it to measure the loss of information for different group sizes.

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An Introduction to Kinetic Monte Carlo Methods for Nano-scale Diffusion Process Modeling (나노 스케일 확산 공정 모사를 위한 동력학적 몬테칼로 소개)

  • Hwang, Chi-Ok;Seo, Ji-Hyun;Kwon, Oh-Seob;Kim, Ki-Dong;Won, Tae-Young
    • Journal of the Institute of Electronics Engineers of Korea SD
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    • v.41 no.6
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    • pp.25-31
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    • 2004
  • In this paper, we introduce kinetic Monte Carlo (kMC) methods for simulating diffusion process in nano-scale device fabrication. At first, we review kMC theory and backgrounds and give a simple point defect diffusion process modeling in thermal annealing after ion (electron) implantation into Si crystalline substrate to help understand kinetic Monte Carlo methods. kMC is a kind of Monte Carlo but can simulate time evolution of diffusion process through Poisson probabilistic process. In kMC diffusion process, instead of. solving differential reaction-diffusion equations via conventional finite difference or element methods, it is based on a series of chemical reaction (between atoms and/or defects) or diffusion events according to event rates of all possible events. Every event has its own event rate and time evolution of semiconductor diffusion process is directly simulated. Those event rates can be derived either directly from molecular dynamics (MD) or first-principles (ab-initio) calculations, or from experimental data.

Determination of Quality Correction Factors for a Plane-Parallel Chamber in High Energy Electron Beams using Monte Carlo Calculation (몬테칼로 계산을 이용한 평판형 전리함의 고에너지 전자선에 대한 선질보정인자 결정)

  • Jeong, Dong-Hyeok;Lee, Jeong-Ok
    • Journal of radiological science and technology
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    • v.31 no.1
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    • pp.89-95
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    • 2008
  • The quality correction factor for used beam and qualities is strongly required for clinical dosimetry by TRS-398 protocol of IAEA. In this study the quality correction factors for a commercial plane-parallel ionization chamber in high energy electron beams were calculated by Monte Carlo code(DOSRZnrc/EGSnrc). In comparison of quality correction factor, the difference between this study and TRS-398 were within 1% in 5-20 MeV. In case of 4MeV the difference was 1.9%. As an independent method of determination of quality correction factor this study can be applied to evaluate values in the protocol or calculate the factor for a new chamber.

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Metropolis-Hastings Expectation Maximization Algorithm for Incomplete Data (불완전 자료에 대한 Metropolis-Hastings Expectation Maximization 알고리즘 연구)

  • Cheon, Soo-Young;Lee, Hee-Chan
    • The Korean Journal of Applied Statistics
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    • v.25 no.1
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    • pp.183-196
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    • 2012
  • The inference for incomplete data such as missing data, truncated distribution and censored data is a phenomenon that occurs frequently in statistics. To solve this problem, Expectation Maximization(EM), Monte Carlo Expectation Maximization(MCEM) and Stochastic Expectation Maximization(SEM) algorithm have been used for a long time; however, they generally assume known distributions. In this paper, we propose the Metropolis-Hastings Expectation Maximization(MHEM) algorithm for unknown distributions. The performance of our proposed algorithm has been investigated on simulated and real dataset, KOSPI 200.

A case study on the optimal tunnel design based on risk analysis (위험도 분석에 근거한 최적 터널설계 사례)

  • You, Kwang-Ho
    • Journal of Korean Tunnelling and Underground Space Association
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    • v.12 no.5
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    • pp.379-387
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    • 2010
  • In this study, a case study was introduced for the design of a twin tunnel along high speed national highway Route 12 from Damyang to Sungsan. It was related to determine the optimal tunnel support pattern and excavation method based on a risk analysis in order to incorporate the uncertainty of ground properties. To this end, three alternatives with different amounts of support and excavation method were selected and risk analysis was performed by applying Monte Carlo simulation technique, respectively. Stability of the tunnel was quantified by the factor of safety. To improve the result, the 729 cases of the combination of ground properties (deformation modulus, cohesion, and internal friction angle) satisfying a Gaussian distribution were generated and applied. Also, stability of the tunnel was confirmed by analyzing the distribution of both displacement and shotcrete bending stress.

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.

Comparative Analysis on the Labor Market Outcomes between IT Graduates and Non-IT Graduates (IT학과와 비IT학과 졸업자간의 노동시장성과 비교분석연구)

  • Lee, Sang-Don;Lee, Sang-Jun;Lee, Ee-Kyu;Lee, Jung-Mann
    • The Journal of the Korea Contents Association
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    • v.9 no.5
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    • pp.355-364
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    • 2009
  • This study investigated the labor market outcomes between IT graduates and non-IT graduates in terms of employment, wage, and work period through Monte-Carlo and Calibration method. The empirical result of the movement from work to unemployment implied that IT major graduates have stable work period irrespective of continuous employment, and but the number of work period of non-IT graduates decreases. It also showed that IT related department graduates got relatively paid more than non-IT graduates and IT major graduates was 0.8% higher wage premium than non-IT graduates.

Characterization Study of Detector Module with Crystal Array for Small Animal PET: Monte Carlo Simulation (소동물 전용 양전자방출단층시스템의 섬광체 배열에 따른 특성 평가: 몬테칼로 시뮬레이션 연구)

  • Baek, Cheol-Ha
    • The Journal of the Korea Contents Association
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    • v.15 no.4
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    • pp.350-356
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    • 2015
  • The aim of this study is to perform simulations to design the detector module with crystal array by Monte Carlo simulation. For this purpose, a small animal PET scanner, employing module with 1~8 crystal array discrimination scheme, was designed. The proposed scanner has an inner diameter of 100 mm with detector modules in crystal array. Each module is composed of a 5.0 mm LSO crystal with a $2.0{\times}2.0mm^2$ sensitive area with a pitch 2.1 mm and 10.0 mm thickness. The LSO crystals are attached to the SiPM which has a dimension of $2.0{\times}2.0mm^2$. The detector module with crystal array of the designed PET detector was simulated using the Monte Carlo code GATE(Geant4 Application for Tomographic Emission). The detector is enough compensation for the loss of data in sinogram due to gaps between modules. The results showed that the high sensitivity and effectively reduced the problem about the missing data were greatly improved by using the detector module with 1 crystal array.

The Effect of Speed of Deposited Atom on Growth Morphology (증착원자의 속력이 성장 지형에 미치는 영향)

  • Seo, J.;Shim, H.S.;Kim, S.H.
    • Journal of the Korean Vacuum Society
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    • v.21 no.2
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    • pp.86-92
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    • 2012
  • We have studied the effect of speed of deposited atom on morphology evolution during Glancing Angle Deposition (GLAD). Using Kinetic Monte Carlo simulation that incorporate molecular dynamics simulations, we have shown that the rough surface morphology became smoother as the speed of deposited atom is increased. The growth exponent ${\beta}$ change from 0.97 to 0.67 as the speed increase from ${\upsilon}_0$ to $10{\upsilon}_0$ in the case of GLAD. We also examined the effect of speed of deposited atom for the case of chemical vapor deposition (CVD) simulation. Compared to GLAD, the variation in scaling exponent ${\beta}$ is small but the speed of deposited atom also have considerable effect on growth morpholgy in the case of CVD.

Development of Tomographic Scan Method for Industrial Plants (산업공정반응기의 감마선 전산 단층촬영기술 개발)

  • Kim, Jong-Bum;Jung, Sung-Hee;Moon, Jin-Ho;Kwon, Taek-Yong;Cho, Gyu-Seong
    • Journal of the Korean Society for Nondestructive Testing
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    • v.30 no.1
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    • pp.20-30
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    • 2010
  • In this paper, a new tomographic scan method with fixed installed detectors and rotating source from gamma projector was presented to diagnose the industrial plants which were impossible to be examined by conventional tomographic systems. Weight matrix calculation method which was suitable for volumetric detector and statistical iterative reconstruction method were applied for reconstructing the simulation and experimental data. Monte Carlo simulations had been performed for two kinds of phantoms. Lab scale experiment with a same condition as one of phantoms, had been carried out. Simulation results showed that reconstruction from photopeak counting measurement gave the better results than from the gross counting measurement although photopeak counting measurement had large statistical errors. Experimental data showed the similar result as Monte Carlo simulation. Those results appeared to be promising for industrial tomographic applications, especially for petrochemical industries.