• Proceedings of the KIEE Conference
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• 2000.07a
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• pp.360-362
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• 2000

This paper presents a probabilistic method for describing the transfer capability of one area in an interconnected power system. The approach is based on Monte Carlo simulation scheme. The result of this method is the probability distribution of transfer capability. The distribution yield a general framework for probabilistic analysis of STC. IEEE RTS-24 power system is utilized to evaluate the proposed method.

• The Transactions of the Korean Institute of Electrical Engineers A
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• v.53 no.2
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• pp.121-128
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• 2004

This paper presents a new approach for determining an accurate incentive levels of Direct Load Control (DLC) program using sequential Monte Carlo Simulation (MCS) techniques. The economic analysis of DLC resources needs to identify the hourly-by-hourly expected energy-not-served resulting from the random outage characteristics of generators as well as to reflect the availability and duration of DLC resources, which results the computational explosion. Therefore, the conventional methods are based on the scenario approaches to reduce the computation time as well as to avoid the complexity of economic studies. In this paper, we have developed a new technique based on the sequential MCS to evaluate the required expected load control amount in each hour and to decide the incentive level satisfying the economic constraints. In addition, the mathematical formulation for DLC programs' economic evaluations are developed. To show the efficiency and effectiveness of the suggested method, the numerical studies have been performed for the modified IEEE reliability test system.

• Proceedings of the KIEE Conference
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• 1999.07c
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• pp.1114-1116
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• 1999

This paper presents a new algorithm which evaluates production cost and reliability indices under various constraints of the thermal generation system. In order to consider the operational constraints of thermal units effectively, the proposed algorithm is based on Monte Carlo techniques instead of analytical ones which have difficulty in modelling the units with additional constraints. At that point, generating units are modelled into two types, base load units and peaking units. These generating unit models are used in state duration sampling simulation for which approach can readily consider the peaking unit operating cycles and easily calculates frequency-duration indices. The proposed production simulation algorithm is applied to the IEEE Reliability Test System, and performs the production simulation under the given constraints. The results show that the proposed algorithm is accurate, reliable and useful.

• KCI Concrete Journal
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• v.12 no.2
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• pp.11-21
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• 2000

It is not easy to correctly predict deflections of reinforced concrete beams and one-way slabs due to the variability of parameters involved in the calculation of deflections. Monte Carlo simulation is used to assess the variability of deflections with known statistical data and probability distributions of variables. A deterministic deflection value is obtained using the layered beam model based on the finite element approach in which a finite element is divided into a number of layers over the depth. The model takes into account nonlinear effects such as cracking, creep and shrinkage. Statistical parameters were obtained from the literature. For the assessment of variability of deflections, 12 cases of one-way slabs and T-beams are designed on the basis of ultimate moment capacity. Several results of a probabilistic study are presented to indicate general trends indicated by results and demonstrate the effect of certain design parameters on the variability of deflections. From simulation results, the variability of deflections relies primarily on the ratio of applied moment to cracking moment and the corre-sponding reinforcement ratio.

• Journal of Mechanical Science and Technology
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• v.19 no.spc1
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• pp.350-356
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• 2005

A method of dynamic analysis of mechanical systems considering probabilistic properties is proposed in this paper. Probabilistic properties that result from manufacturing tolerances can be represented by means and standard deviations (or variances). The probabilistic characteristics of dynamic responses of constrained multi-body systems are obtained by two ways : the proposed analytical approach and the Monte Carlo simulation. The formerpaper, necessitates sensitivity information to calculate the standard deviations. In this a direct differentiation method is employed to find the sensitivities of constrained multi-body systems. To verify the accuracy of the proposed method, numerical examples are solved and the results obtained by using the proposed method are compared to those obtained by Monte Carlo simulation.

• Communications for Statistical Applications and Methods
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• v.9 no.2
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• pp.305-313
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• 2002

Regarding to inference about a scalar measure of internal scatter of Ρ-variate normal population, this paper considers an interval estimation of the generalized variance, │$\Sigma$│. Due to complicate sampling distribution, fully parametric frequentist approach for the interval estimation is not available and thus Bayesian method is pursued to calculate the highest probability density (HPD) interval for the generalized variance. It is seen that the marginal posterior distribution of the generalized variance is intractable, and hence a weighted Monte Carlo method, a variant of Chen and Shao (1999) method, is developed to calculate the HPD interval of the generalized variance. Necessary theories involved in the method and computation are provided. Finally, a simulation study is given to illustrate and examine the proposed method.

• International Journal of Aeronautical and Space Sciences
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• v.12 no.4
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• pp.385-395
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• 2011

An ejector was developed for man-portable missiles. The ejector can be separated from the missile after the completion of the ejection function even without any additional separation devices. This paper introduces the particular separation mechanism of the ejector and presents the methodology, based on a probabilistic design method, to predict the ejection-and-separation reliability. This approach using Monte Carlo simulation can also be applicable to the reliability prediction of one-shot items suffering from difficulties in estimating or in demonstrating their reliability due to the lack of the number of tests available.

• Journal of the Korean Society of Safety
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• v.21 no.1 s.73
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• pp.28-34
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• 2006

A procedure of estimating failure probability is demonstrated for a pressurized pipe of CrMo steel used at $538^{\circ}C$. Probabilistic fracture mechanics were employed considering variations of pressure loading, material properties and geometry. Probability density functions of major material variables were determined by statistical analyses of implemented data obtained by previous experiments. Distributions of the major variables were reflected in Monte Carlo simulation and failure probability as a function of operating time was determined. The creep crack growth life assessed by conventional deterministic approach was shown to be conservative compared with those obtained by probabilistic one. Sensitivity analysis for each input variable was also conducted to understand the most influencing variables to the residual life analysis. Internal pressure, creep crack growth coefficient and creep coefficient were more sensitive to failure probability than other variables.

• Journal of the Korea Society for Simulation
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• v.13 no.1
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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.

• The Transactions of the Korean Institute of Electrical Engineers A
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• v.52 no.1
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• pp.9-16
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• 2003

In this paper, we propose a reliability evaluation method considering the momentary interruptions of power distribution systems. The results of research are concentrated on two parts. One is the analytic and probabilistic reliability evaluation of power distribution system considering the momentary interruptions and the other is the reliability cost evaluation that unifies the cost of sustained and momentary interruptions. This proposed reliability cost evaluation methodology is also divided into the analytic and probabilistic approach and the time sequential Monte Carlo method is used for the probabilistic method. The proposed methods are tested using the modified RBTS (Roy Billinton Test System) form and historical reliability data of KEPCO (Korea Electric Power Corporation) system. Through the case studies, it is verified that the proposed reliability evaluation and its cost/worth assessment methodologies can be applied to the actual reliability studies.