• 한국가시화정보학회:학술대회논문집
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• 2004.04a
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• pp.19-28
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• 2004

유동장의 특성을 구분할 수 있는 척도는 평균자유행로와 특성거리의 비인 누센수이다. 누센수에 따라서 유장은 연속체영역, 미끄럼영역, 천이영역, 및 자유분자영역으로 나누어진다. 고고도에서 비행체 주위의 유동장, 진공에서의 유동장 등이 비연속체영역 즉 저밀도유동장에 해당된다. 비연속체영역에 해당되는 또 다른 중요한 분야는 미세 유동장이다. 최근에 관심이 대두되고 있는 미세항공기(MAV)와 실리콘혁명 이래 유망한 미래기술중의 하나인 MEMS 장치 주위의 유동장 등이 바로 미세 유동장이다. 비연속체영역에서 유체의 이동 및 전달현상을 기술하기 위하여는 Boltzmann 방정식을 해석하여야한다. Navier-Stokes 방정식을 이용한 기존의 CFD 기법이 적용되지 않는 새로운 유동영역이기 때문이다. 본 발표에서는 Boltzmann 방정식의 유력한 해법인 직접모사(Direct Simulation Monte Carlo)법을 이용한 저밀도 유동장 해석이 소개될 것이다. 또한 직접모사법이 이용되기 어려운 다양한 저속 유동장에 대한 해석결과도 소개될 것이다.

• The Korean Journal of Applied Statistics
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• v.7 no.2
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• pp.1-7
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• 1994

Using a Monte-Carlo simulation technique we evaluate the empiricla distribution of a pseudo-chi-square statistic based on symmetrically Winsorized sum of squares when the population is normally distributed, and search for a chi-square distribution with appropriate degrees of freedom which can be referred to an approximate distribution for Winsorized chi-square.

• The Korean Journal of Applied Statistics
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• v.15 no.1
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• pp.139-151
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• 2002

This study is concerned with model selection and diagnostics for nonlinear regression model through Bayes factor. In this paper, we use informative prior and simulate observations from the posterior distribution via Markov chain Monte Carlo. We propose the Laplace approximation method and apply the Laplace-Metropolis estimator to solve the computational difficulty of Bayes factor.

• Journal of Institute of Control, Robotics and Systems
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• v.22 no.8
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• pp.665-670
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• 2016

This paper proposes a repeat-back jamming signal detection scheme using a correlation ratio test metric of a combined pseudo-random noise signal for global navigation satellite systems. The correlation ratio test metric allows for the monitoring of possible distortions in the signal correlation. The proposed scheme is a modified version of the correlation ratio test metric to detect a repeat-back jamming signal in a multipath environment. Through a Monte-Carlo simulation, it is confirmed that the proposed scheme detects almost the whole case, which is received a repeat-back jamming signal under the 6 dB jamming to signal power ratio.

• The Journal of Engineering Research
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• v.2 no.1
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• pp.95-102
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• 1997

In this paper, we investigate the effects of various station distribution patterns in the DMSA system which is a random access LAN protocol. Via Monte Carlo simulation, we investigate the utilization achieved by the individual stations for several station distribution types. We then investigate the effects of the number of stations to the utilization-delay performance.

• Journal of Korean Port Research
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• v.13 no.2
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• pp.427-436
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• 1999

Simulation model for diffusion of oil spill is developed. The model can perform real time simulation in the case of oil spill accident in the ocean. The model consists of three dimensional ocean circulation model and model for diffusion of oil spill. Real time flow fields which are used in the calculation of advection of oil spill are obtained in the three dimensional ocean circulation model. The model for diffusion of oil spill includes the evaporation dissolution emulsification and downward diffusion. For the verification of the model it is applied to the oil spill from the accident of Sea Prince. The results shows good agreement.

• IE interfaces
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• v.25 no.2
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• pp.163-169
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• 2012

This paper proposes an efficient portfolio management methodology named sSPPM with consideration of risk and required return. sSPPM employs Markowitz's portfolio model to select securities and adopts ($s$, $S$) policy that is a well-known technique in the inventory control area to revise the current portfolio. Computational experiments using virtual stock prices generated by monte carlo simulation method as well as real stock ones of KOSPI for recent 4 years are conducted to show the excellence of the portfolio management under ($s$, $S$) policy framework. The result shows that sSPPM is remarkably superior to both 6 or 12 months based periodic portfolio revision method and market (KOSPI index).

• The Journal of Korean Institute of Communications and Information Sciences
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• v.21 no.7
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• pp.1803-1813
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• 1996

This paper describes an automatic threshold decision using a maximum mismatched correlation value in the direct sequence spread spectrum (DS-SS) system. For received PN codes with different single-to-noise ratio (SNR), this scheme is able to detect a desired threshold value in the search mode, i.e. a maximum mismstched correlation value, so that value is utilized as a threshold for the verification mode. Performance of the proposed scheme in both the additive white gaussian noise (AWGN) and frequency-selective Rayleigh fading channels is analyzed through the Monte Carlo simulation. And hardware implementation of this scheme using a DSP processor is demonstrated. The proposed acquisition shceme is compared to the conventional constant threshold (CT) scheme, and significant improvement of performance is shown. Analysis of system performance in the verification mode is presented, and key quantities such as the false alarm probability and the detection probability are derived in a AWGN channel.

• Journal of Korean Society of Industrial and Systems Engineering
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• v.24 no.63
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• pp.33-43
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• 2001

To estimate the reliability of a large and complex network with a small variance, we propose two dynamic Monte Carlo sampling methods: the sequential minimal cut set (SMCS) and the sequential minimal path set (SMPS) methods. These methods do not require all minimal cut sets or path sets to be given in advance and do not simulate all arcs at each trial, which can decrease the valiance of network reliability. Based on the proposed methods, we develop the importance sampling estimators, the total hazard (or safety) estimator and the hazard (or safety) importance sampling estimator, and compare the performance of these simulation estimators. It is found that these estimators can significantly reduce the variance of the raw simulation estimator and the usual importance sampling estimator. Especially, the SMCS algorithm is very effective in case that the failure probabilities of arcs are low. On the contrary, the SMPS algorithm is effective in case that the success Probabilities of arcs are low.

• Journal of ILASS-Korea
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• v.3 no.4
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• pp.65-76
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• 1998

An experimental and numerical study of a spray flow is performed to investigate the spray characteristics using an air-assisted atomizer. A Partical Dynamic Analyzer(PDA) is used to measure SMD, dmp velocity, and drop number density whose the initial conditions have considerable effect on the numerical results. The measured experimental data have been used to asses the accuracy of model predictions. Numerical investigation is made with the Eulerian - Lagrangian formulism. Turbulent dispersion effects using a Monte-Carlo method, turbulent modulation effect and entrainment of air are also numerically simulated. Results show that the numerical predictions of SSF(Stochastic Separated Flow) analysis yielded reasonable agreement with the experimental data. However, the model calculations for small drops produced the inconsistent numerical results due to the effect of surrounding air entrainment.