• Bulletin of the Korean Chemical Society
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• 제33권3호
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• pp.971-974
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• 2012

The facilitated diffusion effect on protein-DNA binding is studied. A rigorous theoretical approach is presented to deal with the coupling between one-dimensional and three-dimensional diffusive motions. For a simplified model, the present approach can provide numerically exact results, which are confirmed by the lattice-based Monte Carlo simulations.

• 한국방재학회:학술대회논문집
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• 한국방재학회 2007년도 정기총회 및 학술발표대회
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• pp.85-89
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• 2007

Data of the typhoon affecting Korean peninsula from 1951 to 2005 are obtained from the RSMC best track and six climatological characteristics of the typhoons are examined. Local wind speeds are obtained by the physical model for wind fields. Typhoons are generated by the Monte Carlo simulation and their wind speeds are distributed using Weibull CDF. Simulated typhoon wind speeds are used to obtain different wind speeds corresponding their mean recurrence intervals.

• Journal of the Korean Statistical Society
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• 제23권2호
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• pp.445-461
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• 1994

This paper deals with the problem of obtaining some Bayes estimators and Bayesian credible regions of a reliability function for the Rayleigh distribution. Using several priors for a reliability function some Bayes estimators and Bayes credible sets are proposed and studied under squared error loss and Harris loss. Also the performances and behaviors of the proposed Bayes estimators are examined via Monte Carlo simulations and some numericla examples are given.

• Communications for Statistical Applications and Methods
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• 제17권1호
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• pp.99-106
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• 2010

In this paper, we present two methods for obtaining prediction intervals for the times to failure of units censored in multiple stages in a progressively censored sample from proportional hazard rate models. A numerical example and a Monte Carlo simulation study are presented to illustrate the prediction methods.

• 대한전자공학회:학술대회논문집
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• 대한전자공학회 2002년도 하계종합학술대회 논문집(2)
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• pp.53-56
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• 2002

We have developed a Monte Carlo (MC) simulator for electron beam lithography in multi-layer resists and multi-layer substrates in order to fabricate and develop high-speed PHEMT devices for millimeter- wave applications. For the deposited energy calculation to multi-layer resists by electron beam in MC simulation, we modeled newly for multi-layer resists and heterogeneous multi-layer substrates. Using this model, we simulated T-gate or r-gate fabrication process in PHEMT device and showed our results with SEM observations.

• Communications for Statistical Applications and Methods
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• 제9권1호
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• pp.115-128
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• 2002

Hierarchical models are widely used for inference on correlated parameters as a compromise between underfitting and overfilling problems. In this paper, we take a Bayesian approach to analyzing hierarchical models and suggest a Markov chain Monte Carlo methods to get around computational difficulties in Bayesian analysis of the hierarchical models. We apply the method to a real data on smoking and lung cancer which are collected from cities in China.

• 한국시뮬레이션학회논문지
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• 제10권3호
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• pp.31-46
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• 2001

Repeated measurements on units under different conditions are common in biological and biomedical studies. In a number of growth and pharmacokinetic studies, the relationship between the response and the covariates is assumed to be nonlinear in some unknown parameters and the form remains the same for all units. Nonlinear random coefficient models are used to analyze such repeated measurement data. Extended least squares methods are proposed in the literature for estimating the parameters of the model. However, neither objective function has closed form expression in practice. This paper proposes Monte Carlo methods to estimate the objective functions and the corresponding estimators. A simulation study that compare various methods is included.

• Journal of the Korean Statistical Society
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• 제26권4호
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• pp.477-491
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• 1997

A new predictive classification rule for assigning future cases into one of two multivariate normal population (with unknown normal mixture model) is considered. The development involves calculation of posterior probability of each possible normal-mixture model via a default Bayesian test criterion, called intrinsic Bayes factor, and suggests predictive distribution for future cases to be classified that accounts for model uncertainty by weighting the effect of each model by its posterior probabiliy. In this paper, our interest is focused on constructing the classification rule that takes care of uncertainty about the types of covariance matrices (homogeneity/heterogeneity) involved in the model. For the constructed rule, a Monte Carlo simulation study demonstrates routine application and notes benefits over traditional predictive calssification rule by Geisser (1982).

• 한국정보통신학회:학술대회논문집
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• 한국해양정보통신학회 1999년도 춘계종합학술대회
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• pp.385-388
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• 1999

Non-local impact ionization 현상의 해석에 사용될 수 있는 새로운 local model이 제시되었다. 새로운 모델은 임의의 점에서 가상의 선형 전기장과 path integral로 계산되는 유효전기장의 값을 이용한다. 이 모델은 불순물 농도, 전자 및 홀 농도, 전기장의 기울기 둥의 local 변수만을 이용함으로써 기존의 drift-diffusion 소자 시뮬레이터에 쉽게 적용될 수 있다. 결과를 Monte Carlo 시뮬레이션과 비교하여 새로운 모델이 non-local 현상을 잘 설명하는 것을 확인할 수 있었다.

• 한국항만경제학회지
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• 제31권3호
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• pp.1-14
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• 2015

본 연구의 목적은 몬테카를로 시뮬레이션을 활용하여 현금흐름할인법의 순현재가치 분석에 필요한 용선수익과 3개월 리보금리, 해체가격을 예측하여 미래 불확실성을 경감시킬 수 있는 선박의 가치를 측정하고자 했다. 정확한 연구분석을 위해 총 10,000회의 시뮬레이션을 수행하였으며, 연구 결과의 실증 분석을 위해 2010년 기준 선박 도입에 따른 선박 가치 분석을 일반적인 현금흐름할인법과 몬테카를로 시뮬레이션을 활용한 확률론적 현금흐름할인법을 비교 분석하였다. 본 연구의 분석 결과 지난 2010년 기준 몬테카를로 시뮬레이션을 활용하여 현금흐름할인법을 시행할 경우 일반적인 현금흐름할인법을 통한 결과보다 부정적인 순현재가치가 산출되어 선주들의 무분별한 선박발주에 경각심을 일으키는 계기가 될 수 있었다. 본 연구에서 사용한 몬테카를로 시뮬레이션을 활용한 확률론적 현금흐름할인법 기반의 선박 가치평가방법은 확률분포를 통해 기존 현금흐름할인법에서의 고정된 현재가치가 아닌 미래의 불확실성에 대한 변수를 반복 검증함으로서 선주들이 현금흐름에 대한 유동성 리스크에 대처할 수 있는 정보를 제공한다는 가치를 가지고 있다.