• Title/Summary/Keyword: Monte-Carlo

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Reliability Estimation of Static Design Methods for Driven Steel Pipe Piles in Korea (국내 항타강관말뚝 설계법의 신뢰성평가)

  • Huh, Jung-Won;Park, Jae-Hyun;Kim, Kyung-Jun;Lee, Ju-Hyung;Kwak, Ki-Seok
    • Journal of the Korean Geotechnical Society
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    • v.23 no.12
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    • pp.61-73
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    • 2007
  • As a part of Load and Resistance Factor Design(LRFD) code development in Korea, in this paper an intensive reliability analysis was performed to evaluate reliability levels of the two static bearing capacity methods for driven steel pipe piles adopted in Korean Standards for Structure Foundations by the representative reliability methods of First Order Reliability Method(FORM) and Monte Carlo Simulation(MCS). The resistance bias factors for the two static design methods were evaluated by comparing the representative measured bearing capacities with the design values. In determination of the representative bearing capacities of driven steel pipe piles, the 58 data sets of static load tests and soil property tests were collected and analyzed. The static bearing capacity formula and the Meyerhof method using N values were applied to the calculation of the expected design bearing capacity of the piles. The two representative reliability methods(FORM, MCS) based computer programs were developed to facilitate the reliability analysis in this study. Mean Value First Order Second Moment(MVFOSM) approach that provides a simple closed-form solution and two advanced methods of FORM and MCS were used to conduct the intensive reliability analysis using the resistance bias factor statistics obtained, and the results were then compared. In addition, a parametric study was conducted to identify the sensibility and the influence of the random variables on the reliability analysis under consideration.

A cosmic ray muons tomography system with triangular bar plastic scintillator detectors and improved 3D image reconstruction algorithm: A simulation study

  • Yanwei Zhao;Xujia Luo;Kemian Qin;Guorui Liu;Daiyuan Chen;R.S. Augusto;Weixiong Zhang;Xiaogang Luo;Chunxian Liu;Juntao Liu;Zhiyi Liu
    • Nuclear Engineering and Technology
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    • v.55 no.2
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    • pp.681-689
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    • 2023
  • Purpose: Muons are characterized by a strong penetrating ability and can travel through thousands of meters of rock, making them ideal to image large volumes and substances typically impenetrable to, for example, electrons and photons. The feasibility of 3D image reconstruction and material identification based on a cosmic ray muons tomography (MT) system with triangular bar plastic scintillator detectors has been verified in this paper. Our prototype shows potential application value and the authors wish to apply this prototype system to 3D imaging. In addition, an MT experiment with the same detector system is also in progress. Methods: A simulation based on GEANT4 was developed to study cosmic ray muons' physical processes and motion trails. The yield and transportation of optical photons scintillated in each triangular bar of the detector system were reproduced. An image reconstruction algorithm and correction method based on muon scattering, which differs from the conventional PoCA algorithm, has been developed based on simulation data and verified by experimental data. Results: According to the simulation result, the detector system's position resolution is below 1 ~ mm in simulation and 2 mm in the experiment. A relatively legible 3D image of lead bricks in size of 20 cm × 5 cm × 10 cm used our inversion algorithm can be presented below 1× 104 effective events, which takes 16 h of acquisition time experimentally. Conclusion: The proposed method is a potential candidate to monitor the cosmic ray MT accurately. Monte Carlo simulations have been performed to discuss the application of the detector and the simulation results have indicated that the detector can be used in cosmic ray MT. The cosmic ray MT experiment is currently underway. Furthermore, the proposal also has the potential to scan the earth, buildings, and other structures of interest including for instance computerized imaging in an archaeological framework.

Comparative Study on the Estimation Methods of Traffic Crashes: Empirical Bayes Estimate vs. Observed Crash (교통사고 추정방법 비교 연구: 경험적 베이즈 추정치 vs. 관측교통사고건수)

  • Shin, Kangwon
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.30 no.5D
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    • pp.453-459
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    • 2010
  • In the study of traffic safety, it is utmost important to obtain more reliable estimates of the expected crashes for a site (or a segment). The observed crashes have been mainly used as the estimate of the expected crashes in Korea, while the empirical Bayes (EB) estimates based on the Poisson-gamma mixture model have been used in the USA and several European countries. Although numerous studies have used the EB method for estimating the expected crashes and/or the effectiveness of the safety countermeasures, no past studies examine the difference in the estimation errors between the two estimates. Thus, this study compares the estimation errors of the two estimates using a Monte Carlo simulation study. By analyzing the crash dataset at 3,000,000 simulated sites, this study reveals that the estimation errors of the EB estimates are always less than those of the observed crashes. Hence, it is imperative to incorporate the EB method into the traffic safety research guideline in Korea. However, the results show that the differences in the estimation errors between the two estimates decrease as the uncertainty of the prior distribution increases. Consequently, it is recommended that the EB method be used with reliable hyper-parameter estimates after conducting a comprehensive examination on the estimated negative binomial model.

Probabilistic Risk Assessment of a Cable-Stayed Bridge Based on the Prediction Method for the Combination of Failure Modes (붕괴모드 조합 예측법에 의한 PSC사장교의 위험도평가)

  • Park, Mi-Yun;Cho, Hyo-Nam;Cho, Taejun
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.26 no.4A
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    • pp.647-657
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    • 2006
  • Probabilistic Risk Assessment considering statistically random variables is performed for the preliminary design of a Cable Stayed Bridge, which is Prestressed Concrete Bridge consisted of cable and plate girders, based on the method of Working Stress Design and Strength Design. Component reliabilities of cables and girders have been evaluated using the response surface of the design variables at the selected critical sections based on the maximum shear, positive and negative moment locations. Response Surface Method (RSM) is successfully applied for reliability analyses for this relatively small probability of failure of the complex structure, which is hard to obtain through Monte-Carlo Simulations. or through First Order Second Moment Method that can not easily calculate the derivative terms of implicit limit state functions. For the analysis of system reliability, parallel resistance system consisting of cables and plate girder is changed into series connection system and the result of system reliability of total structure is presented. As a system reliability, the upper and lower probabilities of failure for the structural system have been evaluated and compared with the suggested prediction method for the combination of failure modes. The suggested prediction method for the combination of failure modes reveals the unexpected combinations of element failures in significantly reduced time and efforts compared with the previous permutation method or system reliability analysis method, which calculates upper and lower bound failure probabilities.

A Study on Seismic Capacity Assessment of Long-Span Suspension Bridges by Construction Methods Considering Earthquake Characteristics (지진특성을 고려한 장경간 현수교량의 시공방안별 내진성능 평가에 관한 연구)

  • Han, Sung Ho;Jang, Sun Jae;Lim, Nam Hyung
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.30 no.2A
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    • pp.93-102
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    • 2010
  • The numerical analysis and safety assessment by construction stages were considered the essential examination particular in order to solving the unstability of long-span bridges in the middle a construction. When estimating structural response characteristics by the construction stage analysis of long-span bridges, the influence of the near-field ground motion (NFGM) would be evaluated as a critical factor for the seismic design because it indicates clearly different aspects from the existing input earthquake motion data. Therefore, this study re-examined the response aspect of long-span bridges considering NFGM characteristics based on the response spectrum result, and advanced the presented numerical analysis program by the related research for conducting the construction stage analysis and reliability assessment of long-span bridges efficiently. The excellency of various construction schemes was assessed using the time history analysis result of critical member considering NFGM characteristics. For evaluating quantitative safety level, the reliability analysis was conducted considering the influence of external uncertainties included in random variables, and presented the safety index and failure probability of the critical construction stage by NFGM characteristics. In addition, the reliability result was examined the influence of internal uncertainties using monte carlo simulation (MCS), and assessed the distribution aspect of the essential analysis result. It is expected that this study will provide the basic information for the construction safety improvement when performing seismic design of long-span bridges considering NFGM characteristics.

Informative Role of Marketing Activity in Financial Market: Evidence from Analysts' Forecast Dispersion

  • Oh, Yun Kyung
    • Asia Marketing Journal
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    • v.15 no.3
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    • pp.53-77
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    • 2013
  • As advertising and promotions are categorized as operating expenses, managers tend to reduce marketing budget to improve their short term profitability. Gauging the value and accountability of marketing spending is therefore considered as a major research priority in marketing. To respond this call, recent studies have documented that financial market reacts positively to a firm's marketing activity or marketing related outcomes such as brand equity and customer satisfaction. However, prior studies focus on the relation of marketing variable and financial market variables. This study suggests a channel about how marketing activity increases firm valuation. Specifically, we propose that a firm's marketing activity increases the level of the firm's product market information and thereby the dispersion in financial analysts' earnings forecasts decreases. With less uncertainty about the firm's future prospect, the firm's managers and shareholders have less information asymmetry, which reduces the firm's cost of capital and thereby increases the valuation of the firm. To our knowledge, this is the first paper to examine how informational benefits can mediate the effect of marketing activity on firm value. To test whether marketing activity contributes to increase in firm value by mitigating information asymmetry, this study employs a longitudinal data which contains 12,824 firm-year observations with 2,337 distinct firms from 1981 to 2006. Firm value is measured by Tobin's Q and one-year-ahead buy-and-hold abnormal return (BHAR). Following prior literature, dispersion in analysts' earnings forecasts is used as a proxy for the information gap between management and shareholders. For model specification, to identify mediating effect, the three-step regression approach is adopted. All models are estimated using Markov chain Monte Carlo (MCMC) methods to test the statistical significance of the mediating effect. The analysis shows that marketing intensity has a significant negative relationship with dispersion in analysts' earnings forecasts. After including the mediator variable about analyst dispersion, the effect of marketing intensity on firm value drops from 1.199 (p < .01) to 1.130 (p < .01) in Tobin's Q model and the same effect drops from .192 (p < .01) to .188 (p < .01) in BHAR model. The results suggest that analysts' forecast dispersion partially accounts for the positive effect of marketing on firm valuation. Additionally, the same analysis was conducted with an alternative dependent variable (forecast accuracy) and a marketing metric (advertising intensity). The analysis supports the robustness of the main results. In sum, the results provide empirical evidence that marketing activity can increase shareholder value by mitigating problem of information asymmetry in the capital market. The findings have important implications for managers. First, managers should be cognizant of the role of marketing activity in providing information to the financial market as well as to the consumer market. Thus, managers should take into account investors' reaction when they design marketing communication messages for reducing the cost of capital. Second, this study shows a channel on how marketing creates shareholder value and highlights the accountability of marketing. In addition to the direct impact of marketing on firm value, an indirect channel by reducing information asymmetry should be considered. Potentially, marketing managers can justify their spending from the perspective of increasing long-term shareholder value.

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Modeling Consumers' WOM (Word-Of-Mouth) Behavior with Subjective Evaluation and Objective Information on High-tech Products (하이테크 제품에 대한 소비자의 주관적 평가와 객관적 정보 구전 활동에 대한 연구)

  • Chung, Jaihak
    • Asia Marketing Journal
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    • v.11 no.1
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    • pp.73-92
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    • 2009
  • Consumers influence other consumers' brand choice behavior by delivering a variety of objective or subjective information on a particular product, which is called WOM (Word-Of-Mouth) activities. For WOM activities, WOM senders should choose messages to deliver to other consumers. We classify the contents of the messages a consumer chooses for WOM delivery into two categories: Subjective (positive or negative) evaluation and objective information on products. In our study, we regard WOM senders' activities as a choice behavior and introduce a choice model to study the relationship between the choice of different WOM information (WOM with positive or negative subjective evaluation and WOM with objective information) and its influencing factors (information sources and consumer characteristics) by developing two bivariate Probit models. In order to consider the mediating effects of WOM senders' product involvement, product attitude, and their characteristics (gender and age), we develop three second-level models for the propagation of positive evaluations, of negative evaluations, and of objective information on products in an hierarchical Bayesian modeling framework. Our empirical results show that WOM senders' information choice behavior differs according to the types of information sources. The effects of information sources on WOM activities differ according to the types of WOM messages (subjective evaluation (positive or negative) and objective information). Therefore, our study concludes that WOM activities can be partially managed with effective communication plans influencing on consumers' WOM message choice behavior. The empirical results provide some guidelines for consumers' propagation of information on products companies want.

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Material Discrimination Using X-Ray and Neutron

  • Jaehyun Lee;Jinhyung Park;Jae Yeon Park;Moonsik Chae;Jungho Mun;Jong Hyun Jung
    • Journal of Radiation Protection and Research
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    • v.48 no.4
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    • pp.167-174
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    • 2023
  • Background: A nondestructive test is commonly used to inspect the surface defects and internal structure of an object without any physical damage. X-rays generated from an electron accelerator or a tube are one of the methods used for nondestructive testing. The high penetration of X-rays through materials with low atomic numbers makes it difficult to discriminate between these materials using X-ray imaging. The interaction characteristics of neutrons with materials can supplement the limitations of X-ray imaging in material discrimination. Materials and Methods: The radiation image acquisition process for air-cargo security inspection equipment using X-rays and neutrons was simulated using a GEometry ANd Tracking (Geant4) simulation toolkit. Radiation images of phantoms composed of 13 materials were obtained, and the R-value, representing the attenuation ratio of neutrons and gamma rays in a material, was calculated from these images. Results and Discussion: The R-values were calculated from the simulated X-ray and neutron images for each phantom and compared with those obtained in the experiments. The R-values obtained from the experiments were higher than those obtained from the simulations. The difference can be due to the following two causes. The first reason is that there are various facilities or equipment in the experimental environment that scatter neutrons, unlike the simulation. The other is the difference in the neutron signal processing. In the simulation, the neutron signal is the sum of the number of neutrons entering the detector. However, in the experiment, the neutron signal was obtained by superimposing the intensities of the neutron signals. Neutron detectors also detect gamma rays, and the neutron signal cannot be clearly distinguished in the process of separating the two types of radiation. Despite these differences, the two results showed similar trends and the viability of using simulation-based radiation images, particularly in the field of security screening. With further research, the simulation-based radiation images can replace ones from experiments and be used in the related fields. Conclusion: The Korea Atomic Energy Research Institute has developed air-cargo security inspection equipment using neutrons and X-rays. Using this equipment, radiation images and R-values for various materials were obtained. The equipment was reconstructed, and the R-values were obtained for 13 materials using the Geant4 simulation toolkit. The R-values calculated by experiment and simulation show similar trends. Therefore, we confirmed the feasibility of using the simulation-based radiation image.

Monte Carlo Simulation of Absorbed Energy by Gold Nano-Particles for Proton (양성자에 대한 금 나노입자의 밀도에 따른 흡수 에너지의 몬테카를로 전산모사)

  • Kwon Su Chon
    • Journal of the Korean Society of Radiology
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    • v.18 no.1
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    • pp.1-9
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    • 2024
  • Proton therapy is known for its superior treatment method due to Bragg peak. To enhance the therapeutic effects of protons, research has been conducted on distributing gold nanoparticles within tumors to increase the absorbed dose. While previous studies focused on handling gold nanoparticles at micrometer and nonometer scale, this study proposes a method to computationally estimate the effect of gold nanoparticles at the millimeter scale. The Geant4 toolkit was applied to computational modeling. Assuming a uniform distribution of water, similar to the human body, and gold nanoparticles, the concentration of gold nanoparticles was adjusted using density ratios. When the density ratio was 5%, the gain in absorbed energy due to gold nanoparticles was nearly twice that of the pure water phantom at the Bragg peak. As the density ratio increased, the gain in absorbed energy linearly increased. When gold nanoparticles were distributed in only one voxel at the Bragg peak, the energy of the protons affected only the neighboring voxels. However, in cases where gold nanoparticles were distributed over a wide area, the volume showing 95% of the maximum absorbed energy (9.46 keV) for the pure water phantom (9.95 keV) exhibited an improvement in absorbed energy over a region 16 times larger, and this region increased as the density ratio increased. Further research is needed to quantify the relationship between the density ratio of gold nanoparticles and the relative biological effect (RBE) in the millimeter scale.

High-Frequency Bottom Loss Measured at Near-Normal Incidence Grazing Angle in Jinhae Bay (진해만에서 측정된 높은 수평입사각에서의 고주파 해저면 반사손실)

  • La, Hyoung-Sul;Park, Chi-Hyung;Cho, Sung-Ho;Choi, Jee-Woong;Na, Jung-Yul;Yoon, Kwan-Seob;Park, Kyung-ju;Park, Joung-Soo
    • The Journal of the Acoustical Society of Korea
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    • v.29 no.4
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    • pp.223-228
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    • 2010
  • High-frequency bottom loss measurements for grazing angle of $82^{\circ}$ in frequency range 17-40 kHz were made in Jinhae bay in the southern part of Korea. Observations of bottom loss showed the strong variation as a function of frequency, which were compared to the predicted values using two-layered sediment reflection model. The geoacoustic parameters including sound speed, density and attenuation coefficient for the second sediment layer were predicted from the empirical relations with the mean grain size obtained from sediment core analysis. The geoacoustic parameters for the surficial sediment layer were inverted using Monte Carlo inversion algorithm. A sensitivity study for the geoacoustic parameters showed that the thickness of surficial sediment layer was most sensitive to the variation of the bottom loss.