• 제목/요약/키워드: Monte Carlo 시뮬레이션

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효과적인 경영통계 교육을 위한 시뮬레이션 활용 (Use of MonteCarlo Simulation for More Effective Teaching of Business Statistics)

  • 김영일;안철환
    • 응용통계연구
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    • 제15권1호
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    • pp.153-163
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    • 2002
  • 현재 우리나라 경영대학에서 이루어지고 있는 통계학교육은 약간의 문제점을 가지고 있다. 그 중에서도 피교육자들인 학생들이 가지고 있는 수학에 대한 거부반응은 통계학이 보급되는 과정에서 커다란 걸림돌로 작용을 한다. 그러나 경영활동의 의사결정은 미래에 발생하는 수많은 변수와 불확실성을 포함한 채 현재 시점에서 이루어지는 특성이 있기 때문에 통계학의 필요성은 날이 갈수록 증대되고 있는 실정이다. 본 논문에서는 통계학이 경영학과 접목되어 바람직한 방향으로 나가기 위한 몇 가지 방안을 제시하고자 한다. 특히 경영통계의 효과적인 교육을 위해 스프레드쉬트에서의 시뮬레이션이 어떻게 이용될 수 있는지 예제를 통하여 알아보기로 한다.

먼지 산란의 몬테카를로 시뮬레이션 (MONTE-CARLO SIMULATION OF THE DUST SCATTERING)

  • 선광일
    • 천문학논총
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    • 제24권1호
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    • pp.43-51
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    • 2009
  • 이 연구에서는 임의의 밀도 분포를 갖는 성간 먼지 구름에 의해 산란되는 산란광을 분석할 수 있는 몬테카를로 시뮬레이션 코드를 개발하였다. 개발된 코드의 신뢰성을 확보하기 위해 구 대칭의 성간먼지 구름의 중심에 별이 있고, 별빛이 얼마만큼 산란되어 나오는 지 계산하여 Code (1973)의 결과와 비교하였으며, Code의 근사식과 매우 잘 일치하는 결과를 주는 것을 확인하였다. 이 코드는 우리 은하뿐만 아니라 외부은하의 경우에도 손 쉽게 확장이 가능하다. 개발된 코드는 과학위성 1호로 관측된 원자외선 연속복사광의 분석에 적용하여 성간먼지 구름의 특성과 우리 은하의 복사장의 분포를 연구하는 데 사용하고자 한다.

몬데카를로 소프트 헨드오프 모델링 (Monte Carlo Soft Handoff Modeling)

  • 추현승;정민영;홍인기
    • 한국시뮬레이션학회논문지
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    • 제13권1호
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    • pp.1-9
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    • 2004
  • In this paper some models for obtaining the distribution of a sojourn time in CDMA cellular systems are proposed. Knowledge on this is essential for reliable modeling of the soft handoff and for solving other related problems in the analysis of cellular system. The proposed model is based on random walk and can be adopted to different conditions. Analytical results can be obtained that lead to a quite complicated numerical scheme so simulation models are used for Monte Carlo experiments. Main assumptions include different kinds of mobile carriers (pedestrians and transport passengers) and round shape of a cell. The scheme for simulation experiments is presented along with the discussion of simulation results.

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Monte-Carlo 시뮬레이션을 이용한 다중점대 점 레이블 스위치 경로 결정 방법 (A Fast multipoint-to-Point LSD Designing by using Monte Carlo Method in MPLS Network)

  • 김성관;조영종;최덕규
    • 한국정보과학회:학술대회논문집
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    • 한국정보과학회 2001년도 봄 학술발표논문집 Vol.28 No.1 (A)
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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.

몬테카를로 시뮬레이션을 이용한 시운전 선속-동력 성능에 대한 불확실성 해석 (Uncertainty Analysis for Speed and Power Performance in Sea Trial using Monte Carlo Simulation)

  • 서대원;김민수;김상엽
    • 대한조선학회논문집
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    • 제56권3호
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    • pp.242-250
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    • 2019
  • The speed and power performance of a ship is not only a guarantee issue between the ship owner and the ship-yard, but also is related with the Energy Efficiency Design Index (EEDI) regulation. Recently, International Organization for Standardization (ISO) published the procedure of the measurement and assessment for ship speed and power at sea trial. The results of speed and power performance measured in actual sea condition must inevitably include various uncertainty factors. In this study, the influence for systematic error of shaft power measurement system was examined using the Monte Carlo simulation. It is found that the expanded uncertainty of speed and power performance is approximately ${\pm}1.2%$ at the 95% confidence level(k=2) and most of the uncertainty factor is attributed to shaft torque measurement system.

다자유도 비선형계의 불규칙 진동 해석 (Random Vibration of Non-linear System with Multiple Degrees of Freedom)

  • 이신영
    • 한국공작기계학회논문집
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    • 제15권5호
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    • pp.21-28
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    • 2006
  • Vibration of a non-linear system with multiple degrees of freedom under random parametric excitations was evaluated by probabilistic method. The non-linear characteristic terms of system structure were quasi-linearized and excitation terms were remained as they were. An analytical method where the expectation values of square mean of error was minimized was used. The numerical results were compared with those obtained by Monte Carlo simulation. A linear congruential generator and Box-Muller method were used in Monte Carlo simulation. The comparison showed the results by probabilistic method agreed well with those by Monte Carlo simulation.

마르코프 연쇄 몬테 카를로 샘플링과 부분집합 시뮬레이션을 사용한 컨테이너 크레인 계류 시스템의 신뢰성 해석 (Reliability Analysis of Stowage System of Container Crane using Subset Simulation with Markov Chain Monte Carlo Sampling)

  • 박원석;옥승용
    • 한국안전학회지
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    • 제32권3호
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    • pp.54-59
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    • 2017
  • This paper presents an efficient finite analysis model and a simulation-based reliability analysis method for stowage device system failure of a container crane with respect to lateral load. A quasi-static analysis model is introduced to simulate the nonlinear resistance characteristics and failure of tie-down and stowage pin, which are the main structural stowage devices of a crane. As a reliability analysis method, a subset simulation method is applied considering the uncertainties of later load and mechanical characteristic parameters of stowage devices. An efficient Markov chain Monte Carlo (MCMC) method is applied to sample random variables. Analysis result shows that the proposed model is able to estimate the probability of failure of crane system effectively which cannot be calculated practically by crude Monte Carlo simulation method.

$SP_{6}$ 가스의 전자충돌단면적을 이용한 전자수송계수에 대한 몬테칼로 시뮬레이션 (Monte Carlo Simulation of the Electron transport coefficients using Electron collision cross sections for $SP_{6}$ Gas)

  • 서상현;전병훈;하성철
    • 한국전기전자재료학회:학술대회논문집
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    • 한국전기전자재료학회 1995년도 추계학술대회 논문집
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    • pp.152-157
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    • 1995
  • The electron transport coefficients in $SP_{6}$ gas is calculated and analysed for range of E/N values from 150∼800(Td) by a Monte Carlo simulation, using a set of electron collision cross sections determined by the authors. The result of the Monte Carlo simulation such as electron drift velocity, ionization and electron attachment coefficients, longitudinal and transverse diffusion coefficients in neatly agreement with the respective experimental and theoretical for a range of E/N. The validity of the results obtained has been confirmed by a Monte Carlo simulation carried out parallel to the analysis.

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비선형 불규칙 진동 보의 등가에너지법에 의한 선형화 (Linearization of Nonlinear Random Vibration Beam by Equivalent Energy Method)

  • 이신영
    • 한국공작기계학회논문집
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    • 제17권1호
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    • pp.71-76
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    • 2008
  • Nonlinear dynamic system under random excitation was analyzed by using stochastic method. A linearization method was used in order to linearize non-linear structural characteristics but the parametric excitation was used as it was given. An equivalent energy method which equalizes the expectation value of energy of the original nonlinear system and that of quasi-linearized system was proposed. Ito's differential rule was applied to obtain steady state moments. Quasi-linearization coefficients can be obtained the iterative calculation of linearization scheme and steady state moments. Monte Carlo simulation was used to verify the results of the proposed method. Nonlinear vibration of a slender beam was analyzed in this research. The analysis results were compared with Monte Carlo simulation result and showed good agreement. As the spectral density of the given excitation increased, the analysis results showed the better agreement with Monte Carlo simulation.

풀밴드 GaAs monte carlo 시뮬레이션을 위한 최적사면체격자의 발생 (Generation of a adaptive tetrahedral refinement mesh for GaAs full band monte carlo simulation)

  • 정학기
    • 전자공학회논문지D
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    • 제34D권7호
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    • pp.37-44
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    • 1997
  • A dadaptive refinement tetrahedron mesh has been presented for using in full band GaAs monte carlo simulation. A uniform tetrahedron mesh is used without regard to energy values and energy variety in case of the past full band simulation. For the uniform tetrahedron mesh, a fine tetrahedron is demanded for keeping up accuracy of calculation in the low energy region such as .GAMMA.-valley, but calculation time is vast due to usin gthe same tetrahedron in the high energy region. The mesh of this study, thererfore, is consisted of the fine mesh in the low energy and large variable energy region and rough mesh n the high energy. The density of states (DOS) calculated with this mesh is compared with the one of the uniform mesh. The DOS of this mesh is improved th efive times or so in root mean square error and the ten times in the correlation coefficient than the one of a uniform mesh. This refinement mesh, therefore, can be used a sthe basic mesh for the full band GaAs monte carlo simulation.

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