• Title/Summary/Keyword: Monte Carlo model

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A Test for Nonlinear Causality and Its Application to Money, Production and Prices (통화(通貨)·생산(生産)·물가(物價)의 비선형인과관계(非線型因果關係) 검정(檢定))

  • Baek, Ehung-gi
    • KDI Journal of Economic Policy
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    • v.13 no.4
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    • pp.117-140
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    • 1991
  • The purpose of this paper is primarily to introduce a nonparametric statistical tool developed by Baek and Brock to detect a unidirectional causal ordering between two economic variables and apply it to interesting macroeconomic relationships among money, production and prices. It can be applied to any other causal structure, for instance, defense spending and economic performance, stock market index and market interest rates etc. A key building block of the test for nonlinear Granger causality used in this paper is the correlation. The main emphasis is put on nonlinear causal structure rather than a linear one because the conventional F-test provides high power against the linear causal relationship. Based on asymptotic normality of our test statistic, the nonlinear causality test is finally derived. Size of the test is reported for some parameters. When it is applied to a money, production and prices model, some evidences of nonlinear causality are found by the corrected size of the test. For instance, nonlinear causal relationships between production and prices are demonstrated in both directions, however, these results were ignored by the conventional F-test. A similar results between money and prices are obtained at high lag variables.

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Genetic Contribution of Indigenous Yakutian Cattle to Two Hybrid Populations, Revealed by Microsatellite Variation

  • Li, M.H.;Nogovitsina, E.;Ivanova, Z.;Erhardt, G.;Vilkki, J.;Popov, R.;Ammosov, I.;Kiselyova, T.;Kantanen, J.
    • Asian-Australasian Journal of Animal Sciences
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    • v.18 no.5
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    • pp.613-619
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    • 2005
  • Indigenous Yakutian cattle' adaptation to the hardest subarctic conditions makes them a valuable genetic resource for cattle breeding in the Siberian area. Since early last century, crossbreeding between native Yakutian cattle and imported Simmental and Kholmogory breeds has been widely adopted. In this study, variations at 22 polymorphic microsatellite loci in 5 populations of Yakutian, Kholmogory, Simmental, Yakutian-Kholmogory and Yakutian-Simmental cattle were analysed to estimate the genetic contribution of Yakutian cattle to the two hybrid populations. Three statistical approaches were used: the weighted least-squares (WLS) method which considers all allele frequencies; a recently developed implementation of a Markov chain Monte Carlo (MCMC) method called likelihood-based estimation of admixture (LEA); and a model-based Bayesian admixture analysis method (STRUCTURE). At population-level admixture analyses, the estimate based on the LEA was consistent with that obtained by the WLS method. Both methods showed that the genetic contribution of the indigenous Yakutian cattle in Yakutian-Kholmogory was small (9.6% by the LEA and 14.2% by the WLS method). In the Yakutian-Simmental population, the genetic contribution of the indigenous Yakutian cattle was considerably higher (62.8% by the LEA and 56.9% by the WLS method). Individual-level admixture analyses using STRUCTURE proved to be more informative than the multidimensional scaling analysis (MDSA) based on individual-based genetic distances. Of the 9 Yakutian-Simmental animals studied, 8 showed admixed origin, whereas of the 14 studied Yakutian-Kholmogory animals only 2 showed Yakutian ancestry (>5%). The mean posterior distributions of individual admixture coefficient (q) varied greatly among the samples in both hybrid populations. This study revealed a minor existing contribution of the Yakutian cattle in the Yakutian-Kholmogory hybrid population, but in the Yakutian-Simmental hybrid population, a major genetic contribution of the Yakutian cattle was seen. The results reflect the different crossbreeding patterns used in the development of the two hybrid populations. Additionally, molecular evidence for differences among individual admixture proportions was seen in both hybrid populations, resulting from the stochastic process in crossing over generations.

Validation of a New Design of Tellurium Dioxide-Irradiated Target

  • Fllaoui, Aziz;Ghamad, Younes;Zoubir, Brahim;Ayaz, Zinel Abidine;Morabiti, Aissam El;Amayoud, Hafid;Chakir, El Mahjoub
    • Nuclear Engineering and Technology
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    • v.48 no.5
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    • pp.1273-1279
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    • 2016
  • Production of iodine-131 by neutron activation of tellurium in tellurium dioxide ($TeO_2$) material requires a target that meets the safety requirements. In a radiopharmaceutical production unit, a new lid for a can was designed, which permits tight sealing of the target by using tungsten inert gaswelding. The leakage rate of all prepared targets was assessed using a helium mass spectrometer. The accepted leakage rate is ${\leq}10^{-4}mbr.L/s$, according to the approved safety report related to iodine-131 production in the TRIGA Mark II research reactor (TRIGA: Training, Research, Isotopes, General Atomics). To confirm the resistance of the new design to the irradiation conditions in the TRIGA Mark II research reactor's central thimble, a study of heat effect on the sealed targets for 7 hours in an oven was conducted and the leakage rates were evaluated. The results show that the tightness of the targets is ensured up to $600^{\circ}C$ with the appearance of deformations on lids beyond $450^{\circ}C$. The study of heat transfer through the target was conducted by adopting a one-dimensional approximation, under consideration of the three transfer modes-convection, conduction, and radiation. The quantities of heat generated by gamma and neutron heating were calculated by a validated computational model for the neutronic simulation of the TRIGA Mark II research reactor using the Monte Carlo N-Particle transport code. Using the heat transfer equations according to the three modes of heat transfer, the thermal study of I-131 production by irradiation of the target in the central thimble showed that the temperatures of materials do not exceed the corresponding melting points. To validate this new design, several targets have been irradiated in the central thimble according to a preplanned irradiation program, going from4 hours of irradiation at a power level of 0.5MWup to 35 hours (7 h/d for 5 days a week) at 1.5MW. The results showthat the irradiated targets are tight because no iodine-131 was released in the atmosphere of the reactor building and in the reactor cooling water of the primary circuit.

Research and Verification of Distance and Dead Thickness Changes of Coaxial HPGe Detectors using PENELEOPE Simulation (PENELEOPE 시뮬레이션을 이용한 동축 HPGe 검출기의 거리 및 외부 접촉 층 두께 변화 연구 및 검증)

  • Eun-Sung Jang;Byung-In Min
    • Journal of the Korean Society of Radiology
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    • v.17 no.2
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    • pp.175-184
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    • 2023
  • Based on the actual shape of the detector and the data provided by the manufacturer, the shape of the detector was implemented through Penelope simulation and applied to the appropriate four-layer thickness based on the efficiency obtained from the measurements. Efficiency calculations to determine the effect of the simulated number of Full Energy Peak Efficiency(FEPE) channels in the detector and the outside contact layer in the crystal on the Full Energy Peak Efficiency were performed for various four-layer thicknesses of 0.3, 0.5, 0.7, 1.0, 1.2, and 1.4 mm using the Penelope Code. When the thickness of the external contact layer was increased by 5 times, the Full Energy Peak Efficiency decreased by about 36% for 59.50 keV, and the Full Energy Peak Efficiency decreased by 10% for 1836. In addition, as it increased by 10 times, the Full Energy Peak Efficiency decreased by about 20% for 59.54 keV, and 7% for 1836.01 keV. The Penelope simulated Full Energy Peak Efficiency channel decreases exponentially with the increase in the four layers. In addition, it was confirmed that the total effect curve was well matched with a relative difference of less than 3.5% in the 0.3-1.4 mm dead layer thickness region. However, it was found that the inhomogeneous dead layer is still a parameter in the Monte Carlo model.

Fate Analysis and Impact Assessment for Vehicle Polycyclic Aromatic Hydrocarbons (PAHs) Emitted from Metropolitan City Using Multimedia Fugacity Model (다매체거동모델을 이용한 대도시 자동차 배출 Polycyclic Aromatic Hydrocarbons (PAHs) 거동 해석 및 영향평가)

  • Rhee, Gahee;Hwangbo, Soonho;Yoo, ChangKyoo
    • Korean Chemical Engineering Research
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    • v.56 no.4
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    • pp.479-495
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    • 2018
  • This study was carried out to research the multimedia fate modeling, concentration distribution and impact assessment of polycyclic aromatic hydrocarbons (PAHs) emitted from automobiles, which are known as carcinogenic and mutation chemicals. The amount of emissions of PAHs was determined based on the census data of automobiles at a target S-city and emission factors of PAHs, where multimedia fugacity modeling was conducted by the restriction of PAHs transfer between air-soil at the impervious area. PAHs' Concentrations and their distributions at several environmental media were predicted by multimedia fugacity model (level III). The residual amounts and the distributions of PAHs through mass transfer of PAHs between environment media were used to assess the health risk of PAHs at unsteady state (level IV), where the sensitivity analyses of the model parameter of each variable were conducted based on Monte Carlo simulation. The experimental result at S-city showed that Fluoranthene among PAHs substances are the highest residual concentrations (60%, 53%, 32% and 34%) at all mediums (atmospheric, water, soil, sediment), respectively, where most of the PAHs were highly accumulated in the sediment media (more than 80%). A result of PAHs concentration changes in S-city over the past 34 years identified that PAHs emissions from all environmental media increased from 1983 to 2005 and decreased until 2016, where the emission of heavy-duty vehicle including truck revealed the largest contribution to the automotive emissions of PAHs at all environment media. The PAHs concentrations in soil and water for the last 34 years showed the less value than the legal standards of PAHs, but the PAHs in air exceeded the air quality standards from 1996 to 2016. The result of this study is expected to contribute the effective management and monitoring of toxic chemicals of PAHs at various environment media of Metropolitan city.

GPU Based Feature Profile Simulation for Deep Contact Hole Etching in Fluorocarbon Plasma

  • Im, Yeon-Ho;Chang, Won-Seok;Choi, Kwang-Sung;Yu, Dong-Hun;Cho, Deog-Gyun;Yook, Yeong-Geun;Chun, Poo-Reum;Lee, Se-A;Kim, Jin-Tae;Kwon, Deuk-Chul;Yoon, Jung-Sik;Kim3, Dae-Woong;You, Shin-Jae
    • Proceedings of the Korean Vacuum Society Conference
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    • 2012.08a
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    • pp.80-81
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    • 2012
  • Recently, one of the critical issues in the etching processes of the nanoscale devices is to achieve ultra-high aspect ratio contact (UHARC) profile without anomalous behaviors such as sidewall bowing, and twisting profile. To achieve this goal, the fluorocarbon plasmas with major advantage of the sidewall passivation have been used commonly with numerous additives to obtain the ideal etch profiles. However, they still suffer from formidable challenges such as tight limits of sidewall bowing and controlling the randomly distorted features in nanoscale etching profile. Furthermore, the absence of the available plasma simulation tools has made it difficult to develop revolutionary technologies to overcome these process limitations, including novel plasma chemistries, and plasma sources. As an effort to address these issues, we performed a fluorocarbon surface kinetic modeling based on the experimental plasma diagnostic data for silicon dioxide etching process under inductively coupled C4F6/Ar/O2 plasmas. For this work, the SiO2 etch rates were investigated with bulk plasma diagnostics tools such as Langmuir probe, cutoff probe and Quadruple Mass Spectrometer (QMS). The surface chemistries of the etched samples were measured by X-ray Photoelectron Spectrometer. To measure plasma parameters, the self-cleaned RF Langmuir probe was used for polymer deposition environment on the probe tip and double-checked by the cutoff probe which was known to be a precise plasma diagnostic tool for the electron density measurement. In addition, neutral and ion fluxes from bulk plasma were monitored with appearance methods using QMS signal. Based on these experimental data, we proposed a phenomenological, and realistic two-layer surface reaction model of SiO2 etch process under the overlying polymer passivation layer, considering material balance of deposition and etching through steady-state fluorocarbon layer. The predicted surface reaction modeling results showed good agreement with the experimental data. With the above studies of plasma surface reaction, we have developed a 3D topography simulator using the multi-layer level set algorithm and new memory saving technique, which is suitable in 3D UHARC etch simulation. Ballistic transports of neutral and ion species inside feature profile was considered by deterministic and Monte Carlo methods, respectively. In case of ultra-high aspect ratio contact hole etching, it is already well-known that the huge computational burden is required for realistic consideration of these ballistic transports. To address this issue, the related computational codes were efficiently parallelized for GPU (Graphic Processing Unit) computing, so that the total computation time could be improved more than few hundred times compared to the serial version. Finally, the 3D topography simulator was integrated with ballistic transport module and etch reaction model. Realistic etch-profile simulations with consideration of the sidewall polymer passivation layer were demonstrated.

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A Study on Developing a Model for Cancer Damage Cost Due to Risk from Benzene in Ulsan Metropolitan City (울산 지역에서 대기중 벤젠으로 인한 암 사망 손실비용 추정 모형에 관한 연구)

  • Lee, Yong-Jin;Kim, Ye-Shin;Shin, Dong-Chun;Shin, Young-Chul
    • Environmental and Resource Economics Review
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    • v.13 no.1
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    • pp.49-82
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    • 2004
  • The study aimed to evaluate cancer damage cost due to risk from benzene inhalation. We performed health risk assessment based on US EPA guideline to estimate annual population risk in Ulsan metropolitan city. Also, we estimated a willingness-to-pay amount for reducing a cancer mortality rate to evaluate a value of statistical life. We combined the annual population risk and the value of statistical life to calculate the cancer damage cost. In the health risk assessment, we applied the benzene unit risk ($2.2{\times}10^{-6}{\sim}7.8{\times}10^{-6}$) in the US EPA'S Integrated Risk Information System to assess the annual population risk. Average concentration of benzene in ambient air is $7.88{\mu}g/m^3$(min: 1.16~max: $23.32{\mu}g/m^3$). We targeted an exposure population of 516,641 persons who aged over 30 years old. Using a Monte-Carlo simulation for uncertainty analysis, we evaluated that the population risk of benzene during ten years in Ulsan city is 2.90 persons (5 percentile: 0.32~95 percentile: 9.11persons). And the monthly average WTP for 5/1,000 cancer mortality reduction during ten years is 14,852 Won(95% C.I: 13,135~16,794 Won) and the implied VSL is 36 million Won(95% C.I: 30~40 million Won). Cancer damage cost due to risk from benzene inhalation during 10 years in Ulsan city is about 104 million Won(5 percentile: 13~95 percentile: 328 million Won). Health benefit cost to reduce a cancer mortality risk of benzene is about 50 million Won is Ulsan metropolitann city. But, it is very important that this cost is not for all health damage cost of cancer mortality in some area. We just recommended a model for evaluating a cancer risk reduction, so we must re-evaluate an integrated application of total VOCs damage cost including benzene.

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Microbial Risk Assessment in Treated Wastewater Irrigation on Paddy Rice Plot (하수처리수를 관개한 후 벼재배 시험구에 대한 미생물 위해성 평가)

  • Jung, Kwang-Wook;An, Youn-Joo;Jang, Jae-Ho;Jeon, Ji-Hong;Yoon, Chun-Gyeong
    • Korean Journal of Ecology and Environment
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    • v.38 no.2 s.112
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    • pp.225-236
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    • 2005
  • The protection of public health In wastewater reclamation and reuse is one of the most important issues. Monitoring data of Escherichia coli were collected from paddy rice plots in 2003 and 2004 experiments. Five treatments were used and each one was triplicated to evaluate the changes of E. coli: surface water, biofilter effluent (secondary level), UV-disinfected water and pond treatment. Microbial risk was quantified to assess human health risk by exposure to E. coli in paddy rice plots, which were irrigated with reclaimed wastewater. Beta-Poisson model was used to estimate the microbial risk of pathogen ingestion that may occur to farmer and neighbor children. Monte-Carlo analysis (10,000 trials) was used to estimate the risk characterization of uncertainty. In the following analysis, two scenarios were related to the reduction of risk against direct ingestion and exposure times. Scenarios A and B were assumed that the risk was 1,000 and 10,000 times lower than direct ingestion.'Golfers were assumed to be 0.001 L of reclaimed water by contact with balls and their cloths. Opportunity of contact in paddy rice field with pathogens was more frequent than handing golf balls, because of agricultural activity was practiced in ponded water in paddy rice culture. As a result of microbial risk assessment using total data of experimental period, risk value of E. coli in 2003 and 2004 experiment ranged from $10^{-5}$ to $10^{-8}$ and $10^{-4}$ to $10^{-8}$, respectively. The risk values in biofilter effluent irrigation was the highest, which is $10^{-4}$ in 2003 and $10^{-5}$ in 2004 experiments with scenario A. Ranges of $10^{-6}$ to $10^{-8}$ were considered at reasonable levels of risk for communicable disease transmission from environmental exposure and the risk value above $10^{-4}$ was considered to be attributable to the risk of infection. Irrigation with UV-disinfected water in the paddy field during the agricultural Period showed significantly lower microbial risk than others, and their levels of risk value were within the range of actual paddy rice field with surface water.

A Stochastic Study for the Emergency Treatment of Carbon Monoxide Poisoning in Korea (일산화탄소중독(一酸化炭素中毒)의 진료대책(診療對策) 수립(樹立)을 위한 추계학적(推計學的) 연구(硏究))

  • Kim, Yong-Ik;Yun, Dork-Ro;Shin, Young-Soo
    • Journal of Preventive Medicine and Public Health
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    • v.16 no.1
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    • pp.135-152
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    • 1983
  • Emergency medical service is an important part of the health care delivery system, and the optimal allocation of resources and their efficient utilization are essentially demanded. Since these conditions are the prerequisite to prompt treatment which, in turn, will be crucial for life saving and in reducing the undesirable sequelae of the event. This study, taking the hyperbaric chamber for carbon monoxide poisoning as an example, is to develop a stochastic approach for solving the problems of optimal allocation of such emergency medical facility in Korea. The hyperbaric chamber, in Korea, is used almost exclusively for the treatment of acute carbon monoxide poisoning, most of which occur at home, since the coal briquette is used as domestic fuel by 69.6 per cent of the Korean population. The annual incidence rate of the comatous and fatal carbon monoxide poisoning is estimated at 45.5 per 10,000 of coal briquette-using population. It offers a serious public health problem and occupies a large portion of the emergency outpatients, especially in the winter season. The requirement of hyperbaric chambers can be calculated by setting the level of the annual queueing rate, which is here defined as the proportion of the annual number of the queued patients among the annual number of the total patients. The rate is determined by the size of the coal briquette-using population which generate a certain number of carbon monoxide poisoning patients in terms of the annual incidence rate, and the number of hyperbaric chambers per hospital to which the patients are sent, assuming that there is no referral of the patients among hospitals. The queueing occurs due to the conflicting events of the 'arrival' of the patients and the 'service' of the hyperbaric chambers. Here, we can assume that the length of the service time of hyperbaric chambers is fixed at sixty minutes, and the service discipline is based on 'first come, first served'. The arrival pattern of the carbon monoxide poisoning is relatively unique, because it usually occurs while the people are in bed. Diurnal variation of the carbon monoxide poisoning can hardly be formulated mathematically, so empirical cumulative distribution of the probability of the hourly arrival of the patients was used for Monte Carlo simulation to calculate the probability of queueing by the number of the patients per day, for the cases of one, two or three hyperbaric chambers assumed to be available per hospital. Incidence of the carbon monoxide poisoning also has strong seasonal variation, because of the four distinctive seasons in Korea. So the number of the patients per day could not be assumed to be distributed according to the Poisson distribution. Testing the fitness of various distributions of rare event, it turned out to be that the daily distribution of the carbon monoxide poisoning fits well to the Polya-Eggenberger distribution. With this model, we could forecast the number of the poisonings per day by the size of the coal-briquette using population. By combining the probability of queueing by the number of patients per day, and the probability of the number of patients per day in a year, we can estimate the number of the queued patients and the number of the patients in a year by the number of hyperbaric chamber per hospital and by the size of coal briquette-using population. Setting 5 per cent as the annual queueing rate, the required number of hyperbaric chambers was calculated for each province and for the whole country, in the cases of 25, 50, 75 and 100 per cent of the treatment rate which stand for the rate of the patients treated by hyperbaric chamber among the patients who are to be treated. Findings of the study were as follows. 1. Probability of the number of patients per day follows Polya-Eggenberger distribution. $$P(X=\gamma)=\frac{\Pi\limits_{k=1}^\gamma[m+(K-1)\times10.86]}{\gamma!}\times11.86^{-{(\frac{m}{10.86}+\gamma)}}$$ when$${\gamma}=1,2,...,n$$$$P(X=0)=11.86^{-(m/10.86)}$$ when $${\gamma}=0$$ Hourly arrival pattern of the patients turned out to be bimodal, the large peak was observed in $7 : 00{\sim}8 : 00$ a.m., and the small peak in $11 : 00{\sim}12 : 00$ p.m. 2. In the cases of only one or two hyperbaric chambers installed per hospital, the annual queueing rate will be at the level of more than 5 per cent. Only in case of three chambers, however, the rate will reach 5 per cent when the average number of the patients per day is 0.481. 3. According to the results above, a hospital equipped with three hyperbaric chambers will be able to serve 166,485, 83,242, 55,495 and 41,620 of population, when the treatmet rate are 25, 50, 75 and 100 per cent. 4. The required number of hyperbaric chambers are estimated at 483, 963, 1,441 and 1,923 when the treatment rate are taken as 25, 50, 75 and 100 per cent. Therefore, the shortage are respectively turned out to be 312, 791. 1,270 and 1,752. The author believes that the methodology developed in this study will also be applicable to the problems of resource allocation for the other kinds of the emergency medical facilities.

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