• Title/Summary/Keyword: Monte Carlo 시뮬레이션

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Uncertainty Analysis of Long-Term Behavior of Reinforced Concrete Members Under Axial Load (축력을 받는 철근콘크리트조 부재 장기거동 예측의 불확실성 분석)

  • Yoo, Jae-Wook;Kim, Seung-Nam;Yu, Eun-Jong;Ha, Tae-Hun
    • Journal of the Korea Concrete Institute
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    • v.26 no.3
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    • pp.343-350
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    • 2014
  • A probabilistic construction stage analysis using the Monte Carlo Simulation was performed to address the effects of uncertainty regarding the material properties, environmental factors, and applied forces. In the previous research, creep and shrinkage were assumed to be completely independent random variables. However, because of the common influencing factors in the material models for the creep and shrinkage estimation, strong correlation between creep and shrinkage can be presumed. In this paper, an Monte Carlo Simulation using CEB-FIB creep and shrinkage equations were performed to actually evaluate the correlation coefficient between two phenomena, and then another Monte Carlo Simulation to evaluate the statistical properties of axial strain affected by partially correlated random variables including the material properties, environmental factors, and applied forces. The results of Monte Carlo Simulation were compared with measured strains of a column on a first story in a 58-story building. Comparison indicated that the variation due to the uncertainty related with the material properties were most severe. And measured strains was within the range of mean+standard deviation.

A Study on Monte Carlo Simulation in Resin of New Austria Tunnel Method by admixture for Shrinkage Compensating Concrete (무수축 콘크리트 혼화제를 활용한 New Austria Tunnel Method 수지에서 Monte Carlo 시뮬레이션에 관한 연구)

  • Kim, Ki-Jun;Sung, Wan-Mo;Kim, Joo-Han;Jung, Hyung-Hak
    • Journal of the Korean Applied Science and Technology
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    • v.34 no.1
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    • pp.125-131
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    • 2017
  • The influences of scatterer and absorber in turbid material by light scattering in concrete admixture were interpreted for the scattered intensity and wavelength. The molecular properties have been studied by Monte Carlo simulation in resin of New Austria Tunnel Method. It has been found that the effects of optical properties in scattering media could be investigated by the optical parameters(${\mu}_s$, ${\mu}_a$,${\mu}_t$). Monte Carlo Simulation method for modelling of light transport in the civil engineering and construction field was applied. The results using a phantom were discussed that the admixture for shrinkage compensating concrete in NATM-rasin from source to detector is measured, and scattering intensity is stronger with those obtained through Monte Carlo Simulation. It may also aid in designing the best model for coatings and corrosion for the durability of metal constructions.

A Study on Monte Carlo Simulation by Beam Scattering in Resin of New Austria Tunnel Method for Safety of Industrial Disaster (산업재해 안전을 위한 New Austria Tunnel Method 수지에서 빔산란에 관한 Monte Carlo 시뮬레이션에 관한 연구)

  • Kim, Ki-Jun;Lee, Joo-Youb
    • Journal of the Korean Applied Science and Technology
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    • v.29 no.3
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    • pp.473-479
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    • 2012
  • The influences of scatterer and absorber in turbid material by light scattering were interpreted for the scattered intensity and wavelength. The molecular properties have been studied by Monte Carlo simulation in resin of New Austria Tunnel Method. It has been found that the effects of optical properties in scattering media could be investigated by the optical parameters(${\mu}_s$, ${\mu}_a$, ${\mu}_t$). Monte Carlo Simulation method for modelling of light transport in the civil engineering and construction field was applied. The results using a phantom were discussed that the distance from source to detector is closer, and scattering intensity is stronger with those obtained through Monte Carlo Simulation. It may also aid in designing the best model for coatings and corrosion for the durability of metal constructions.

Stage Separation Analysis of Launch Vehicle Using Monte Carlo Simulation (몬테카를로 시뮬레이션을 이용한 발사체 단 분리 운동 분석)

  • Oh, Choong-Seok;Sun, Byung-Chan;Park, Yong-Kyu;Roh, Woong-Rae
    • Journal of the Korean Society for Aeronautical & Space Sciences
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    • v.43 no.4
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    • pp.341-348
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    • 2015
  • This paper addresses Monte-Carlo simulation analyses for the stage separation of the general launch vehicle. The stage separation event of the launch vehicle occurs during a very short time and is related with many dynamic parameters. The stage separation is a critical event in that the launch fails if there is a collision during the stage separation. The stage separation analyses was conducted for the general launch vehicle to confirm the separation without collision within the designed clearance in case of the random input parameters. This paper presents the stochastic results of the stage separation of the launch vehicle using the Monte-Carlo simulation.

Application of quasi-Monte Carlo methods in multi-asset option pricing (준난수 몬테칼로 방법을 이용한 다중자산 옵션 가격의 추정)

  • Mo, Eun Bi;Park, Chongsun
    • Journal of the Korean Data and Information Science Society
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    • v.24 no.4
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    • pp.669-677
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    • 2013
  • Quasi-Monte Carlo method is known to have lower convergence rate than the standard Monte Carlo method. Quasi-Monte Carlo methods are using low discrepancy sequences as quasi-random numbers. They include Halton sequence, Faure sequence, and Sobol sequence. In this article, we compared standard Monte Carlo method, quasi-Monte Carlo methods and three scrambling methods of Owen, Faure-Tezuka, Owen-Faure-Tezuka in valuation of multi-asset European call option through simulations. Moro inversion method is used in generating random numbers from normal distribution. It has been shown that three scrambling methods are superior in estimating option prices regardless of the number of assets, volatility, and correlations between assets. However, there are no big differences between them.

A method of Calculating Optimal Duration and Cost Using Monte Carlo Simulation and Linear Programming (몬테카를로 시뮬레이션과 선형계획법을 이용한 최적의 일정 및 비용 산정방법)

  • Kim Yong-Deuk;Lee Young-Dae
    • Proceedings of the Korean Institute Of Construction Engineering and Management
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    • 2004.11a
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    • pp.210-215
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    • 2004
  • In can occur to many problems on progressing step without close scope definition, interrelation definition between activities, resource plan, and schedule plan on planning step. But it have not closely defined performance system on planning step because of many constraints of domestic construction industry. Therefore this paper intends to discuss a method of calculating optimal cost and duration using Linear Programming that solves maximing or minimizing problems among decision making methodology and Monte Carlo Simulation that decreases to probability errors. With outcoms applying Linear programming and Monte Carlo Simulation for calculating optimal cost and duration, follow as : With outcomes applying Monte Carlo Simulation, it could calculate reliable estimator about project duration through removing various constraints. With outcomes applying Linear programming, it could calculate optimal value about project cost through defining various variables and constraints on many activities.

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A method for determination of diffusion parameters of adatoms using kinetic monte calo simulation (Kinetic Monte Carlo 시뮬레이션을 이용한 흡착 원자의 확산 계수 결정)

    • Journal of the Korean Vacuum Society
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    • v.9 no.4
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    • pp.419-427
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    • 2000
  • We propose a method to obtain various diffusion parameters of deposited atom. By comparing the results of kinetic Mote Carlo (KMC) simulation with the results of STM, HRLEED experiments, we can determine diffusion parameters including the hopping barrier of an adatom on terrace, detachment barrier at the step edge, and well known Schwoebel barrier. It is found that the branch-width, island density, and roughness were suitable atomic scale structure parameters for comparing simulation calculation with experimental results, and especially, it is found that the parameter branch-width which is not widely used in thin film growth study, plays an important role in determining diffusion barriers.

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Monte-Carlo Simulation and measuring for Error Analysis of 3-axis SCARA Robot using Observability (관측성을 이용한 3축 SCARA Robot의 오차분석을 위한 Monte-Carlo simulation 및 측정)

  • Ju, Ji-Hun;Chung, Won-Jee;Kim, Jung-Hyun
    • Transactions of the Korean Society of Machine Tool Engineers
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    • v.17 no.4
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    • pp.8-14
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    • 2008
  • This paper aims at finding out dominant robot configurations with maximal position errors, which can be attributed to the parameter errors, by using Monte-Carlo simulation for error analysis of a 3-axis SCARA(Selective Compliance Assembly Robot Arm) type robot. In particular, the Monte-Carlo simulation is used for virtually measuring on the position errors, instead of physical measurement. In order to measure the observability of the model parameters with respect to a set of robot configurations, we propose the observability index which is defined as the product of singular values for error propagation matrices. Thus the index can be used for discriminating dominant robot configurations from a set of simulated ones in conjunction with standard deviation of positional errors, This paper analyzed error by robot positional error.

Monte-Carlo Approach to Develop Probabilistic Reliability Assessment Program (확률 기반의 신뢰도평가 기법 개발: Monte-Carlo 접근법)

  • Kim, Tai-Hyun;Chung, Koo-Hyung;Oh, Tae-Kyoo
    • Proceedings of the KIEE Conference
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    • 2008.11a
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    • pp.330-332
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    • 2008
  • 본 논문에서는 전력계통의 신뢰도를 평가하는 새로운 패러다임인 확률론에 근거한 신뢰도 평가에 대하여 살펴보았다. 확률론 신뢰도 평가 기법의 적용을 통하여 기존 결정론 접근법에서 다루지 못하였던 전력계통에서 발생하는 여러 가지 불확실성을 고려한 신뢰도 평가가 가능 하였으며 확률 신뢰도 평가 기법 중 시뮬레이션 기반 Monte-Carlo 기법을 적용하여 발전 및 부하의 블확실성까지 고려한 통합적인 신뢰도 평가 틀을 개발하였다. 더하여 개발된 신뢰도 평가 틀을 시험 계통에 적용하여 검증을 수행하였다.

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Monte Carlo Simulation of $SiO_2$ Systems ($SiO_2$계의 Monte Carlo 시뮬레이션)

  • 이종무
    • Journal of the Korean Ceramic Society
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    • v.23 no.5
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    • pp.47-54
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    • 1986
  • The structures of crystalline vitreous and liquid $SiO_2$ were Monte carlo simulated employing the potential energy function comprising Lennard-Jones 2-body and Axilrod-Teller 3-body potentials. Although the Si-O-Si angular distribution functions obtained in the simulation appear to be higher than the experimental results the other simulation results including SiO, O-O and Si-Si radial distribution functions and O-Si-O anglular distribution functions agree well with experimental data within acceptable limits. Themost important outcome in this study is that various $SiO_2$forms were successfully reproduced with the same potential energy function.

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