• Title/Summary/Keyword: Monte Carlo Approach

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SURE-based-Trous Wavelet Filter for Interactive Monte Carlo Rendering (몬테카를로 렌더링을 위한 슈어기반 실시간 에이트러스 웨이블릿 필터)

  • Kim, Soomin;Moon, Bochang;Yoon, Sung-Eui
    • Journal of KIISE
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    • v.43 no.8
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    • pp.835-840
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    • 2016
  • Monte Carlo ray tracing has been widely used for simulating a diverse set of photo-realistic effects. However, this technique typically produces noise when insufficient numbers of samples are used. As the number of samples allocated per pixel is increased, the rendered images converge. However, this approach of generating sufficient numbers of samples, requires prohibitive rendering time. To solve this problem, image filtering can be applied to rendered images, by filtering the noisy image rendered using low sample counts and acquiring smoothed images, instead of naively generating additional rays. In this paper, we proposed a Stein's Unbiased Risk Estimator (SURE) based $\grave{A}$-Trous wavelet to filter the noise in rendered images in a near-interactive rate. Based on SURE, we can estimate filtering errors associated with $\grave{A}$-Trous wavelet, and identify wavelet coefficients reducing filtering errors. Our approach showed improvement, up to 6:1, over the original $\grave{A}$-Trous filter on various regions in the image, while maintaining a minor computational overhead. We have integrated our propsed filtering method with the recent interactive ray tracing system, Embree, and demonstrated its benefits.

FracSys와 UDEC을 이용한 사면 파괴 양상 분석 통계적 절리망 생성 기법 및 Monte Carlo Simulation을 통한 사면 안정성 해석

  • 김태희;최재원;윤운상;김춘식
    • Proceedings of the Korean Geotechical Society Conference
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    • 2002.03a
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    • pp.651-656
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    • 2002
  • In general, the most important problem in slope stability analysis is that there is no definite way to describe the natural three-dimensional Joint network. Therefore, the many approaches were tried to anlayze the slope stability. Numerical modeling approach is one of the branch to resolve the complexity of natural system. UDEC, FLAC, and SWEDGE are widely used commercial code for the purpose on stability analysis. For the purpose on the more appropriate application of these kind of code, however, three-dimensional distribution of joint network must be identified in more explicit way. Remaining problem is to definitely describe the three dimensional network of joint and bedding, but it is almost impossible in practical sense. Three dimensional joint generation method with random number generation and the results of generation to UDEC have been applied to settle the refered problems in field site. However, this approach also has a important problem, and it is that joint network is generated only once. This problem lead to the limitation on the application to field case, in practical sense. To get rid of this limitation, Monte Carlo Simulation is proposed in this study 1) statistical analysis of input values and definition of the applied system with statistical parameter, 2) instead of the consideration of generated network as a real system, generated system is just taken as one reliable system, 3) present the design parameters, through the statistical analysis of ouput values Results of this study are not only the probability of failure, but also area of failure block, shear strength, normal strength and failure pattern, and all of these results are described in statistical parameters. The results of this study, shear strength, failure area, pattern etc, can provide the direct basement on the design, cutoff angle, support pattern, support strength and etc.

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Probabilistic Stability Analysis of Slopes by the Limit Equilibrium Method Considering Spatial Variability of Soil Property (지반물성의 공간적 변동성을 고려한 한계평형법에 의한 확률론적 사면안정 해석)

  • Cho, Sung-Eun;Park, Hyung-Choon
    • Journal of the Korean Geotechnical Society
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    • v.25 no.12
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    • pp.13-25
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    • 2009
  • In this paper, a numerical procedure of probabilistic slope stability analysis that considers the spatial variability of soil properties is presented. The procedure extends the deterministic analysis based on the limit equilibrium method of slices to a probabilistic approach that accounts for the uncertainties and spatial variation of the soil parameters. Making no a priori assumptions about the critical failure surface like the Random Finite Element Method (RFEM), the approach saves the amount of solution time required to perform the analysis. Two-dimensional random fields are generated based on a Karhunen-Lo$\grave{e}$ve expansion in a fashion consistent with a specified marginal distribution function and an autocorrelation function. A Monte Carlo simulation is then used to determine the statistical response based on the random fields. A series of analyses were performed to verify the application potential of the proposed method and to study the effects of uncertainty caused by the spatial heterogeneity on the stability of slope. The results show that the proposed method can efficiently consider the various failure mechanisms caused by the spatial variability of soil property in the probabilistic slope stability assessment.

통계적 접근을 통한 COMS 위성의 LAE 추력기 사용연료량 예측에 관한 연구

  • Park, Bong-Kyu;Han, Cho-Young;Yang, Koon-Ho;Kim, Bang-Yeop;Park, Eung-Sik
    • Aerospace Engineering and Technology
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    • v.4 no.1
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    • pp.95-102
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    • 2005
  • This paper introduces the LAE(Liquid Apogee Engine) and station acquisition fuel budget estimation method for the COMS(Communication, Ocean and Meteorological Satellite) of Korea which is planned to be launched in 2008. And the estimation results are also presented. A statistical approach, more specifically, the Monte-Carlo method was employed to have the estimation include the effect of the launch vehicle GTO injection accuracies. A case study was conducted for several potential launch vehicles to compare the fuel requirements.

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Deformation and Failure Analysis of Heterogeneous Microstructures of Ti-6Al-4V Alloy using Probability Functions (확률함수를 이용한 비균질 Ti-6Al-4V 합금의 변형 및 파손해석)

  • Kim, Tae-Won;Ko, Eun-Young
    • Transactions of the Korean Society of Mechanical Engineers A
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    • v.28 no.6
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    • pp.685-692
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    • 2004
  • A stochastic approach has been presented for superplastic deformation of Ti-6Al-4V alloy, and probability functions are used to model the heterogeneous phase distributions. The experimentally observed spatial correlation functions are developed, and microstructural evolutions together with superplastic deformation behavior have been investigated by means of the two-point and three-point probability functions. The results have shown that the probability varies approximately linearly with separation distance, and deformation enhanced probability changes during the process. The stress-strain behavior with the evolutions of probability function can be correctly predicted by the model. The finite element implementation using Monte Carlo simulation associated with reconstructed microstructures shows that better agreement with experimental data of failure strain on the test specimen.

A Study on Interference Analysis of PCS BS affecting to IMT-2000 FDD BS, depending on Service Environments (서비스 환경에 따른 PCS기지국에서 IMT-2000 FDD 기지국으로의 간섭분석 연구)

  • 송영중;이일근
    • Proceedings of the IEEK Conference
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    • 1998.10a
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    • pp.67-70
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    • 1998
  • In this paper, an interference analyzer for communication and/or broadcasting services is developed and presented based on Monte Carlo technique, which is now under study in the International Telecommunication Union(ITU). Monte Carlo technology is a statistical approach which functions by considering many trials. For each simulation trial, a scenario is built up using a number of different random variables, such as signal and interference strengths, transmitting and receiving antenna heights, antenna gains, etc.. Furthermore, this paper shows and application example of the analyzer to examine interference influence of the PCS(IS-95) base stations affecting to the IMT-2000 FDD base station, depending on serveral service environments like rural, suburban, and urban areas. The wave propagation model used in this simulation is the modified Hata model, which is known to the suitable to Korean environments.

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Bayesian analysis of cumulative logit models using the Monte Carlo Gibbs sampling (몬테칼로깁스표본기법을 이용한 누적로짓 모형의 베이지안 분석)

  • 오만숙
    • The Korean Journal of Applied Statistics
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    • v.10 no.1
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    • pp.151-161
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    • 1997
  • An easy Monte Carlo Gibbs sampling approach is suggested for Bayesian analysis of cumulative logit models for ordinal polytomous data. Because in the cumulative logit model the posterior conditional distributions of parameters are not given in convenient forms for random sample generation, appropriate latent variables are introduced into the model so that in the new model all the conditional distributions are given in very convenient forms for implementation of the Gibbs sampler.

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Probabilistic Approach to Predicting Residual Longitudinal Strength of Damaged Double HullVLCC

  • Huynh, Van-Vu;Lee, Seung-Hyun;Cho, Sang-Rai
    • Journal of Ocean Engineering and Technology
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    • v.25 no.3
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    • pp.1-10
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    • 2011
  • This paper estimates the residual longitudinal strength of a damaged double hull VLCC (Very Large Crude Carrier) under combined vertical and horizontal bending moments using Smith's method. The damage estimated in this study occurred due to collision or grounding accidents. The effects of the randomness of the yield stress, plate thickness, extent of damage, and the combination of these three parameters on the ultimate hull girder strength were investigated. Random variables were generated by a Monte Carlo simulation and applied to the double hull VLCC described by the ISSC (International Ship and Offshore Structures Congress) 2000 report.

Stochastic Response of a Hinged-Clamped Beam (Hinged-clamped 보의 확률적 응답특성)

  • Cho, Duk-Sang
    • Journal of the Korean Society of Industry Convergence
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    • v.3 no.1
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    • pp.43-51
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    • 2000
  • The response statistics of a hinged-clamped beam under broad-band random excitation is investigated. The random excitation is applied at the nodal point of the second mode. By using Galerkin's method the governing equation is reduced to a system of nonautonomous nonlinear ordinary differential equations. A method based upon the Markov vector approach is used to generate a general first-order differential equation in the dynamic moment of response coordinates. By means of the Gaussian and non-Gaussian closure methods the dynamic moment equations for the random responses of the system are reduced to a system of autonomous ordinary differential equations. The case of two mode interaction is considered in order to compare it with the case of three mode interaction. The analytical results for two and three mode interactions are also compared with results obtained by Monte Carlo simulation.

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Multi-Generation Diffusion Model for Economic Assessment of New Technology (신기술의 경제성 평가를 위한 다세대 확산모형 연구)

  • Sohn, So-Young;Ahn, Byung-Joo
    • Journal of Korean Institute of Industrial Engineers
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    • v.27 no.4
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    • pp.337-344
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    • 2001
  • As cost invested in developing the specified technology is increasing, investors are paying more attention to cost to benefit analysis (CBA). One of the basic elements of CBA for new technological development is the diffusion pattern of demand of such technology. Many studies of technology evaluation have adopted a single generation model to simulate the diffusion pattern of demand. This approach, however, considers the diffusion of the new technology itself, not taking into account a newer generation that can replace the one just invented. In this paper, we show how a multi-generation technology diffusion model can be applied for more accurate CBA for information technology. Monte Carlo simulation is performed to find influential factors on the CBA of a Cybernetic Building System.

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