• Communications for Statistical Applications and Methods
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• 제25권5호
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• pp.545-557
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• 2018

The inclusion of covariates in the model often affects not only the estimates of meaningful variables of interest but also its statistical significance. Such gap between statistical and subject-matter significance is a critical issue in huge sample studies. A popular huge sample study, the sample cohort data from Korean National Health Insurance Service, showed such gap of significance in the inference for the effect of obesity on cause of mortality, requiring careful consideration. In this regard, this paper proposes a sample size calibration method based on a Monte Carlo t (or z)-test approach without Monte Carlo simulation, and also proposes a test procedure for subject-matter significance using this calibration method in order to complement the deflated p-value in the huge sample size. Our calibration method shows no subject-matter significance of the obesity paradox regardless of race, sex, and age groups, unlike traditional statistical suggestions based on p-values.

• 대한전기학회:학술대회논문집
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• 대한전기학회 2001년도 하계학술대회 논문집 A
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• pp.530-532
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• 2001

This paper illustrates a method for evaluating nodal probabilistic production cost using the CMELDC. A new method for constructing CMELDC(the equivalent load duration curves of composite power system) was developed by authors. The CMELDC can be obtained by convolution integral processing between the probability distribution functions of the fictitious generators outage capacity and the load duration curves at each load point. Monte Carlo Methods are applied for the construction of CMELDC on this study. And IEEE-RTS 24 buses model is used as our case study with satisfactory results.

• 전기학회논문지
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• 제61권12호
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• pp.1880-1885
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• 2012

Nonlinear dynamical behaviors in thermionic low pressure discharge are investigated using a particle-in-cell(PIC) simulation. An electrostatic PIC code is developed to model the plasma discharge system including the kinetic effects. The elastic collision, excitation collision, ionization collision, and electron-ion recombination collision are considered in this code. The generated electrons and ions are traced to analyze physical characteristics of the plasma. The simulation results show that the nonlinear oscillation structures are observed for cold plasma in the system and the similar structures are observed for warm plasma with a shift in values of the bifurcation parameter. The detailed oscillation process can be subdivided into three distinct mode; anode-glow, temperature-limited, and double-layer modes.

• 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.

• 한국방재학회:학술대회논문집
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• 한국방재학회 2008년도 정기총회 및 학술발표대회
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• pp.683-686
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• 2008

Flood damage has been increased due to the abnormal climate and extreme rainfall. So, quantitative and qualitative hydrologic data should be improved in oder to enhance accuracy of hydrologic forecast. However, research regarding hydrologic data have not been thorough enough. Therefore, in this study, monte carlo simulation was applied to rainfall runoff model to improve the reliability of runoff analysis and risk analysis. Rainfall-Stage-Discharge curve was developed as a consequence of MCS and it is possible to get correct rating curve for high water level.

• Nuclear Engineering and Technology
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• 제49권6호
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• pp.1199-1210
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• 2017

A new in-line method for sampling neutrons emitted in (${\alpha}$,n) reactions based on alpha particle source information has been developed for continuous-energy Monte Carlo simulations. The new method uses a continuous-slowing-down model coupled with (${\alpha}$,n) cross section data to precompute the expected neutron yield over the alpha particle lifetime. This eliminates the complexity and computational cost associated with explicit charged particle transport. When combined with an integrated alpha particle decay source sampling capability, the proposed method provides an efficient and accurate method for sampling (${\alpha}$,n) neutrons based solely on nuclide inventories in the problem, with no additional user input required. Results from several example calculations show that the proposed method reproduces the (${\alpha}$,n) neutron yields and energy spectra from reference experiments and calculations.

• Structural Engineering and Mechanics
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• 제78권5호
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• pp.529-543
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• 2021

Inevitable source-uncertainties in geometry configuration, boundary condition, and material properties may deviate the structural dynamics from its expected responses. This paper aims to examine the influence of these uncertainties on the vibration of functionally graded beams. Finite element procedures are presented for Timoshenko beams and utilized to generate reliable datasets. A prerequisite to the uncertainty quantification of the beam vibration using Monte Carlo simulation is generating large datasets, that require executing the numerical procedure many times leading to high computational cost. Utilizing artificial neural networks to model beam vibration can be a good approach. Initially, the optimal network for each beam configuration can be determined based on numerical performance and probabilistic criteria. Instead of executing thousands of times of the finite element procedure in stochastic analysis, these optimal networks serve as good alternatives to which the convergence of the Monte Carlo simulation, and the sensitivity and probabilistic vibration characteristics of each beam exposed to randomness are investigated. The simple procedure presented here is efficient to quantify the uncertainty of different stochastic behaviors of composite structures.

• Nuclear Engineering and Technology
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• 제55권11호
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• pp.4228-4237
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• 2023

The Improved Deterministic Truncation of Monte Carlo (iDTMC) is a powerful acceleration and variance reduction scheme in the Monte Carlo analysis. The concept of the iDTMC method and correlated sampling-based real variance estimation are briefly introduced. Moreover, the application of the iterative scheme to the correlated sampling is discussed. The iDTMC method is utilized in a 3-dimensional small modular reactor (SMR) model problem. The real variances of burnup-dependent criticality and power distribution are evaluated and compared with the ones obtained from 30 independent iDTMC calculations. The impact of the inactive cycles on the correlated sampling is also evaluated to investigate the consistency of the correlated sample scheme. In addition, numerical performances and sensitivity analysis on the real variance estimation are performed in view of the figure of merit of the iDTMC method. The numerical results show that the correlated sampling accurately estimates the real variances with high computational efficiencies.

• 한국항공우주학회지
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• 제36권11호
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• pp.1056-1062
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• 2008

인공위성의 추력기에서 발생되는 플룸과 기저면의 상호 작용에 관한 연구를 직접모사법을 사용하여 실시하였다. 질소와 수소 분자의 충돌에 의한 회전-병진 에너지의 교환을 정확하게 모사하기 위하여 최근에 연구 되어진 질소와 수소 분자의 회전 에너지 이완 모델을 사용하였다. 추력기 플룸과 기저면의 상호 작용 해석을 위하여 플룸 분자들의 수밀도 분포와 회전, 병진 온도 분포, 열전달량, 압력 등에 대하여 다양한 운영 조건에 맞추어 해석을 실시하였다. 그 결과 기저면에서는 질소 분자보다 수소 분자의 분포가 매우 큰 것과, 분포하는 대부분의 수소 분자가 회전 에너지에 대해 비평형 상태로 분포 하는 것을 확인 하였다. 이는 수소 분자의 정확한 회전 에너지 이완 모델의 필요성을 보여주고 있는 결과이며, 본 연구의 경우 가장 최근의 수소의 회전 에너지에 관련된 모델을 사용함으로써 플룸과 기저면의 상호 작용 해석에 대한 정확도를 증진 시켰다.

• 한국수자원학회논문집
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• 제31권3호
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• pp.337-345
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• 1998

댐 붕괴에 따른 홍수류의 해석시의 불확실도를 규명하기 위해서 범용 프로그램인 DAMBRK 모형을 Monte-Carlo 기법을 이용하여 수정, 보완함으로써 댐 및 하천제방에 대한 붕괴 위험도를 산정할 수 있는 DAMBRK-U 모형을 개발하였다. 본 모형은 하천의 홍수추적에 있어서 불확실도에 기인한 홍수위 해석결과를 살펴보기 위해 확대하도, 균일하도 및 축소하도 구간에 적용하여 모형에 대한 비교검토를 실시하였는데, 축소하도 구간에서 유량과 수심에 있어 큰 변동치를 가지는 것으로 나타났다. 또한 본 모형은 1996년 7월 연천댐 붕괴에 따른 한탄강에서의 홍수범람 해석을 모의함으로써 모형의 실제 적용성을 입증하였다. 연천댐 유역에서 여러 가지 방류유량 조건에 따른 댐의 위험도를 계산하였다. 한탄강 유원지 지점에서의 제방고와 홍수위를 비교하여 월류 위험도를 산정한 결과 홍수위에 있어 제방고를 1,266~0.782m로 상회하는 월류가 발생하였고, 이 구간에서의 월류위험도는 100%로 나타났다.