• 응용통계연구
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• 제10권1호
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• pp.151-161
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• 1997

순서적 다항자료의 누적로짓 모형에 대한 베이지안 사후추론을 위하여 몬테칼로 깁스표본기법을 제안하였다. 원래의 모형에서는 깁스표본기법 적용에 필수적으로 요구되는 각 원소모수의 조건부 확률분포가 난수생성에 편리한 형태로 주어지지 않으므로 Albert and Chib(1993)과 Oh(1997)에서 이항 로짓모형에 사용한 바와 같이 적절한 잠재변수를 도입하여 깁스표본기법 적용에 매우 편리한 형태를 갖도록 한다.

• Structural Engineering and Mechanics
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• 제38권4호
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• pp.503-516
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• 2011

Uncertainty in concrete properties, including concrete modulus of elasticity and modulus of rupture, are predicted by developing a microstructural homogenization model. The homogenization model is developed by analyzing a concrete representative volume element (RVE) using the finite element (FE) method. The concrete RVE considers concrete as a three phase composite material including: cement paste, aggregate and interfacial transition zone (ITZ). The homogenization model allows for considering two sources of variability in concrete, randomly dispersed aggregates in the concrete matrix and uncertain mechanical properties of composite phases of concrete. Using the proposed homogenization technique, the uncertainty in concrete modulus of elasticity and modulus of rupture (described by numerical cumulative probability density function) are determined. Deflection uncertainty of reinforced concrete (RC) beams, propagated from uncertainties in concrete properties, is quantified using Monte Carlo (MC) simulation. Cracked plane frame analysis is used to account for tension stiffening in concrete. Concrete homogenization enables a unique opportunity to bridge the gap between concrete materials and structural modeling, which is necessary for realistic serviceability prediction.

• 전자공학회논문지A
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• 제32A권3호
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• pp.100-109
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• 1995

A new Hydrodynamic model for the high energy tail electrons(Tail Electron Hydrodynamic Model : TEHD) is developed using the moment method. The Monte Carlo method is applied to a $n^{+}-n^{-}-n^{+}$ device to calibrate the TEHD equations. the discretization method and numerical procedures are explained. New models for the impact ionization and injection into the gate oxide using the tail electron density are proposed. The simulated results of the impact ionization rate for a $n^{+}-n^{-}-n^{+}$ device and MOSFET devices, and the gate injection experiment are shown to give good agreement with the Monte Carlo simulation and the measurements.

• Steel and Composite Structures
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• 제26권1호
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• pp.1-15
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• 2018

This study reported, the effect of random variation in system properties on bending response of single wall carbon nanotube reinforced composite (SWCNTRC) plates subjected to transverse uniform loading is examined. System parameters such as the SWCNT armchair, material properties, plate thickness and volume fraction of SWCNT are modelled as basic random variables. The basic formulation is based on higher order shear deformation theory to model the system behaviour of the SWCNTRC composite plate. A C0 finite element method in conjunction with the first order perturbation technique procedure developed earlier by the authors for the plate subjected to lateral loading is employed to obtain the mean and variance of the transverse deflection of the plate. The performance of the stochastic SWCNTRC composite model is demonstrated through a comparison of mean transverse central deflection with those results available in the literature and standard deviation of the deflection with an independent First Order perturbation Technique (FOPT), Second Order perturbation Technique (SOPT) and Monte Carlo simulation.

• 응용통계연구
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• 제4권1호
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• pp.33-45
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• 1991

변화시점 모형은 지금까지 한 시점에서 단 한 개의 관측자료를 갖는 모형만 생각해 왔다. 이러한 모형을 확장시켜 각 시점에 한 개 이상의 관측자료를 갖는 변화시점 모형을 생각한다. 이러한 모형에서 비모수적인 단측 그리고 양측 검정법을 찾았다. 검정 통계량은 지금까지 소개된 검정 통계량 형태를 확장시킨 형태이고 이들의 귀무가설 분포를 구하여 보았다. 또한 Monte Carlo연구를 통해 이들의 검정력을 비교해 보았다.

• 한국정보통신학회:학술대회논문집
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• 한국해양정보통신학회 2001년도 추계종합학술대회
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• pp.656-659
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• 2001

최근 반도체 기술의 발달로 소자의 크기가 줄어들면서 높은 에너지를 갖는 핫 캐리어 전송 해석이 매우 중요하게 되었다. Auger 과정과는 반대인 임팩트이온화현상은 핫 캐리어에 의한 산란에 의하여 전자-정공쌍을 생성하는 과정으로 소자의 전송특성 해석을 위한 시뮬레이션에 정확한 임팩트 이온화모델이 필수적이다. 본 연구에서는 Monte Carlo 시뮬레이터를 이용한 임팩트이온화 모델과 TCAD 그리고 Micro-Tec을 이용한 임팩트이온화 모델을 분석하여 보다 정확한 임팩트이온화 모델을 제시하고자 한다.

• Journal of Advanced Marine Engineering and Technology
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• 제18권4호
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• pp.33-42
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• 1994

The radiative heat transfer analysis in the fluidized particles layer has important application in many technological areas such as combustion chambers at high pressure and temperature, plasma generators for nuclear fusion, MHD generator using pulverized coal and the liquid droplet radiator used to reject wasted heat from a power plant operating in space. To accurately model the radiation properties of the fluidized particles layer, it is necessary to know the radiation interchange factors of particles in each layer. But the solutions are usually not possible for the equations of radiative heat transfer because it has an inherent difficulty in treating the governing intergo- differential equations, which are derived from the remote effects of radiative heat transfer. In this study, the analysis uses the Monte Carlo simulation method with optical depth model to calculate the radiation interchange factors of particles in each layer with wall and with each other.

• Nuclear Engineering and Technology
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• 제54권9호
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• pp.3390-3397
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• 2022

Among the different techniques available, nuclear methods, including gamma-gamma logging tools, are of special importance. Though the real environment which surrounds the drilled borehole is a complex fractured medium which the fluid can flow through the porosities, simulation studies generally use the traditional model of a homogeneous mixture of formation and the liquid. Considering a previously published study, which shows that modeling of fluid flow in fractured reservoirs and simulating the formation as an inhomogeneous fractured medium leads to different results compared with those of homogeneous mixture, here we study the effect of the presence of drilling fluid (mudcake) on the response of the detectors in both the models. To study this effect, a typical gamma-gamma logging tool was modeled by using the MCNPX Monte Carlo code. The results show that the responses of the detectors in the mixture model in the presence of various thicknesses of mudcake are sensitive to the density of the formation material. However, this effect is not notable in the inhomogeneous fractured medium. These results emphasize the importance of the model employed for simulation of the medium in gamma-gamma well-logging.

• 대한수학회보
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• 제60권2호
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• pp.361-388
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• 2023

In this study, we deal with American lookback option prices on dividend-paying assets under a stochastic volatility (SV) model. By using the asymptotic analysis introduced by Fouque et al. [17] and the Laplace-Carson transform (LCT), we derive the explicit formula for the option prices and the free boundary values with a finite expiration whose volatility is driven by a fast mean-reverting Ornstein-Uhlenbeck process. In addition, we examine the numerical implications of the SV on the American lookback option with respect to the model parameters and verify that the obtained explicit analytical option price has been obtained accurately and efficiently in comparison with the price obtained from the Monte-Carlo simulation.

• Communications for Statistical Applications and Methods
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• 제31권1호
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• pp.55-64
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• 2024

In this study, we consider the sample size determination problem for clustered count data with many zeros. In general, zero-inflated Poisson and binomial models are commonly used for zero-inflated data; however, in real data the assumptions that should be satisfied when using each model might be violated. We calculate the required sample size based on a discrete Weibull regression model that can handle both underdispersed and overdispersed data types. We use the Monte Carlo simulation to compute the required sample size. With our proposed method, a unified model with a low failure risk can be used to cope with the dispersed data type and handle data with many zeros, which appear in groups or clusters sharing a common variation source. A simulation study shows that our proposed method provides accurate results, revealing that the sample size is affected by the distribution skewness, covariance structure of covariates, and amount of zeros. We apply our method to the pancreas disorder length of the stay data collected from Western Australia.