• KSCE Journal of Civil and Environmental Engineering Research
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• v.28 no.4B
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• pp.383-392
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• 2008

It is not always easy to estimate the parameters in hydrologic models due to insufficient hydrologic data when hydraulic structures are designed or water resources plan are established. Therefore, uncertainty analysis are inevitably needed to examine reliability for the estimated results. With regard to this point, this study applies a Bayesian Markov Chain Monte Carlo scheme to the NWS-PC rainfall-runoff model that has been widely used, and a case study is performed in Soyang Dam watershed in Korea. The NWS-PC model is calibrated against observed daily runoff, and thirteen parameters in the model are optimized as well as posterior distributions associated with each parameter are derived. The Bayesian Markov Chain Monte Carlo shows a improved result in terms of statistical performance measures and graphical examination. The patterns of runoff can be influenced by various factors and the Bayesian approaches are capable of translating the uncertainties into parameter uncertainties. One could provide against an unexpected runoff event by utilizing information driven by Bayesian methods. Therefore, the rainfall-runoff analysis coupled with the uncertainty analysis can give us an insight in evaluating flood risk and dam size in a reasonable way.

• Proceedings of the Korea Society for Industrial Systems Conference
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• 2009.05a
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• pp.196-199
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• 2009

높아지는 Graphic Processing Unit (GPU)의 연산 성능과 GPU에서의 범용 프로그래밍을 위한 개발 환경의 개발, 보급으로 인해 GPU를 일반연산에 활용하는 연구가 활발히 진행되고 있다. 이와같이 일반 연산에 활용되고 있는 GPU로 nVidia Tesla와 AMD/ATI의 FireStream 들이 있다. 특수목적 연산 장치인 GPU를 일반 연산을 위해 프로그래밍하기 위해서는 그에 맞는 프로그램 개발 환경이 필요한데 nVidia에서 개발한 CUDA (Compute Unified Device Architecture) 환경은 자사의 GPU 프로그램 개발을 위해 제공되는 개발 환경이다. CUDA 개발 환경은 nVidia GPU 프로그래밍 뿐만 아니라 차세대 이종 병렬 프로그램 개발 환경의 공개 표준으로 논의되고 있는 OpenCL (Open Computing Language) 와 유사한 특징을 보일 것으로 예상되기 때문에 그 중요성은 특정 GPU 에만 국한되지 않는다. 본 논문에서는 경로 적분 몬테 카를로 (Path Integral Monte Carlo) 방법을 CUDA 개발 환경을 사용하여 nVidia GPU 상에서 병렬화한 결과를 제시하였다.

• The Journal of Korea Robotics Society
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• v.7 no.2
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• pp.113-119
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• 2012

In this paper we propose the method that detects moving objects in autonomous navigation vehicle using LRF sensor data. Object detection and tracking methods are widely used in research area like safe-driving, safe-navigation of the autonomous vehicle. The proposed method consists of three steps: data segmentation, mobility classification and object tracking. In order to make the raw LRF sensor data to be useful, Occupancy grid is generated and the raw data is segmented according to its appearance. For classifying whether the object is moving or static, trajectory patterns are analysed. As the last step, Markov chain Monte Carlo (MCMC) method is used for tracking the object. Experimental results indicate that the proposed method can accurately detect moving objects.

• Proceedings of the KSME Conference
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• 2008.11a
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• pp.785-790
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• 2008

Vibration of a non-linear system under random parametric excitations was evaluated by probablistic methods. The non-linear characteristic terms of a system were quasi-linearized and excitation terms were remained as they were given. An analytical method where the square mean of error was minimized was ysed. An alternative method was an energy method where the damping energy and rstoring energy of the linearized system were equalized to those of the original non-linear system. The numerical results were compared with those obtained by Monte Carlo simulation. The comparison showed the results obtained by Monte Carlo simulation located between those by the analytical method and those by the energy method.

• Journal of the Korean Vacuum Society
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• v.5 no.4
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• pp.292-300
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• 1996

The scattering of incident ions and target atoms in the amorphous solid matters are calculated by Monte Carlo simulation method. The experimentally derived universal scattering cross-section of Kalbitzer and Oetzmann is used to describe nuclear scattering. For electronic energy loss, the Lindhard-Scharff and Bethe formula are used. Comparing the ion scattering formulas and ranges with the known results of experiment and other programs, we find our results are good agreement with others.

• Proceedings of the Korean Information Science Society Conference
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• 2001.04a
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• pp.523-525
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• 2001

MPLS(Multi-Protocol Label Switching)망에서 LSP(Label Switched Path)의 수와 레이블 수를 줄이는 것은 망 자원 관리 측면에서 매우 중요하다. 다중점대점(Multipoint-to-Point) LSP[1]는 이러한 요구사항으로 제안되었다. 하나의 다중점대점 LSP는 다수의 망 입구 노드로부터 하나의 망 출구 노드까지의 경로를 나타낸다. 다중 점대점 LSP는 미리 정의된 경로이다. 망 형태 정보가 빈번히 변하는 실제 망을 고려할 대 다중점대점 LSP는 경로가 신속히 재결정될 필요가 있다. 본 논문에서는 망의 트래픽 부하 균형을 위해 Monte-Carlo 시뮬레이션을 이용한 빠른 LSP 결정 방법을 제시한다. 또한 경로 결정시 Greedy 알고리즘을 사용하므로 최적의 다중점대점 LSP 결정에 접근하는 경로를 결정한다.

• Journal of the Society of Naval Architects of Korea
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• v.31 no.2
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• pp.57-64
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• 1994

The subject of this paper is the simulation of a nonlinear stochastic differential equation. The Monte-Carlo solution of stochastic problems is applied to solve it. The method has been applied to problems involving nonlinear rolling motion of ships in irregular waves. These results are compared with those obtained by the stochastic linearization method and the equivalent nonlinear equation method to demonstrate its usefulness.

• Journal of the Korean Society for Aeronautical & Space Sciences
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• v.43 no.1
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• pp.62-71
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• 2015

Geostationary satellites use the thruster in order to control the location change and mount the suitable amount of liquid propellant depending on the operating lifetime. Therefore the lifetime of the geostationary satellite depends on the residual propellant amount and the precise residual propellant gauging is very important for the mitigation of economic losses arised from premature removal of satellite from its orbit, satellites replacement planning, slot management and so on. The propellant gauging methods of geostationary satellite are mostly used PVT method, thermal mass method and bookkeeping method. In this paper, we analysis the modeling of COMS(Communication, Ocean & Meteorological Satellite) bipropellant system for bookkeeping method and COMS GTO(Geostationary Transfer Orbit) injection propellant estimation using Monte-Carlo method.

• The Korean Journal of Applied Statistics
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• v.34 no.1
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• pp.9-23
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• 2021

In the following paper we introduce a variational Bayes method that approximates posterior distributions with mean-field method. In particular, we introduce automatic differentiation variation inference (ADVI), which approximates joint posterior distributions using the product of Gaussian distributions after transforming parameters into real coordinate space, and then apply it to pharmacokinetic models that are models for the study of the time course of drug absorption, distribution, metabolism and excretion. We analyze real data sets using ADVI and compare the results with those based on Markov chain Monte Carlo. We implement the algorithms using Stan.

• Journal of Korea Water Resources Association
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• v.36 no.2
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• pp.315-324
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• 2003

Stream flow data was analyzed for determining the lowflow which is the standard for river maintenance flow. Lowflow quantiles were estimated based on the parametric and nonparametric methods and two methods were compared by Monte Carlo simulation study. As the results of the parametric method, three probability distributions such as gamma-2, lognormal-2 and Weibull-2, are selected as appropriate models for stream flow data of 13 stations in Han River Basins. According to simulation results, relative bias (RBIAS) and relative root mean square error (RRMSE) of the lowflow quantiles are the smallest when the applied and population models are the same. The fame statistical properties from the nonparametric models are good within the interpolation range. Among 7 bandwidth selectors used in this study, the RRMSEs of the Park and Marron method (PM) are the smallest while those of the Shoaler and Jones method (SJ) are the largest.