• Title/Summary/Keyword: Monte-Carlo 모의법

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Evaluation of Target Failure Level on Sliding Mode of Vertical Breakwaters using Safety Factors (안전율을 이용한 직립 방파제의 활동에 대한 목표파괴수준 산정)

  • Lee, Cheol-Eung
    • Journal of Korean Society of Coastal and Ocean Engineers
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    • v.22 no.2
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    • pp.112-119
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    • 2010
  • A Monte-Carlo simulation method is proposed which can evaluate the target failure/safety levels on any failure modes of harbor structures as a function of central safety factor. Unlike the calibration method based on the average safety level of conventional design criteria, the target failure/safety level can be directly evaluated by only using central safety factors of the harbor structures which have been designed by safety factor method during the past several decade years. Several mathematical relationships are represented to straightforwardly connect the conventional safety factor design method with reliability-based design method. Even though limited data have been used in applying Monte-Carlo simulation method to sliding failure mode of the vertical breakwaters, it is found that target reliability indices evaluated by the suggested method in this paper is satisfactorily agreement with new criteria of reliability index of Japan.

Analysis of Failure Probability of Armor Units and Uncertainties of Design Wave Heights due to Uncertainties of Parameters in Extreme Wave Height Distributions (극치파고분포의 모수 불확실성에 따른 설계파고의 불확실성 및 피복재의 파괴확률 해석)

  • Lee, Cheol-Eung
    • Journal of Korean Society of Coastal and Ocean Engineers
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    • v.22 no.2
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    • pp.120-125
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    • 2010
  • A Monte-Carlo simulation method is proposed which can take uncertainties of scale and location parameters of Gumbel distribution into account straightforwardly in evaluating significant design wave heights with respect to return periods. The uncertainties of design wave heights may directly depend on the amounts of uncertainties of scale parameter and those distributions may be followed by Gumbel distribution. In case of that the expected values of maximum significant wave height during lifetime of structures are considered to be the design wave heights, more uncertainties are happened than in those evaluated according to return periods with encounter probability concepts. In addition, reliability analyses on the armor units are carried out to investigate into the effects of the uncertainties of design wave heights on the probability of failure. The failure probabilities of armor units to 5% damage level for 50 return periods are evaluated and compared according to the methods of taking uncertainties of design wave heights into account. It is found that the probabilities of failure may be distributed into wide ranges of bounds when the uncertainties of design wave heights are assumed to be same as those of annual maximum significant wave heights.

Hydraulic Model for Real Time Forecasting of Inundation Risk (실시간 범람위험도 예측을 위한 수리학적 모형의 개발)

  • Han, Geon-Yeon;Son, In-Ho;Lee, Jae-Yeong
    • Journal of Korea Water Resources Association
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    • v.33 no.3
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    • pp.331-340
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    • 2000
  • This study aims to develop a methodology of real time forecasting of mundation risk based on DAMBRK model and Kalman filter. The model is based on implicit, nonlinear finite difference approximatIons of the one-dimensional dynamic wave equations. The stochastic estimator uses on extended Kalman filter to provide optimal updating estimates. These are accomplished by combining the predictions of the determurustic model with real time observauons modified by the Kalman filter gain ractor. Inundation risks are also estimated by applying Monte Carlo simulation to consider the variability in cross section geometry and Manning's roughness coefficient. The model calibrated by applying to the floods ot South Han River on September, 1990 and August, 1995. The Kalman tilter model indicates that significant improvement compared to deteriministic analysis in flood routing predictions in the river. Overtopping risk of levee is also presented by comparing levee height with simulated flood level. level.

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Calibration of Parameters in QUAL2E using the Least-squares Method (최소지승법에 의한 QUAL2E 모델 반응계수 보정)

  • Kim, Kyung-Sub;Yoon, Dong-Gu;Lee, Gi-Young
    • Journal of Korea Water Resources Association
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    • v.37 no.9
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    • pp.719-727
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    • 2004
  • Water quality models can be applied to manage the regional water quality problems and to estimate the target and allowable pollution load in watershed effectively. The optimization of state variables in the given water quality model Is necessary to build up more effective model. The least-squares method is applied to fit field observations in QUAL2E developed by U.S. EPA, which is most widely used one in the world to simulate the stream water quality, and the optimization model with constraints is constructed to estimate the parameters. The objective function of the optimization model is solved by Solver in Microsoft Excel and Monte Carlo simulation is conducted to know the influence of parameter in conventional pollutants. It is found that this technique is easily implemented and rapidly convergent computational procedure to calibrate the parameters after appling this approach in Anyang stream located in Kyonggi province mainly.

Tests for Equality of Dispersions in the Generalized Bivariate Negative Binomial Regression Model with Heterogeneous Dispersions (서로 다른 산포를 갖는 이변량 음이항 회귀모형에서 산포의 동일성에 대한 검정)

  • Han, Sang-Moon;Jung, Byoung-Cheol
    • Communications for Statistical Applications and Methods
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    • v.18 no.2
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    • pp.219-227
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    • 2011
  • In this paper, we proposed a generalized bivariate negative binomial distribution allowing heterogeneous dispersions on two dependent variables based on a trivariate reduction technique. In this model, we propose the score and LR tests for testing the equality of dispersions and compare the efficiencies of the proposed tests using a Monte Carlo study. The Monte Carlo study shows that the proposed score and LR tests prove to be an efficient test for the equality of dispersions in the view of the significance level and power. However, the score test is easier to compute than the LR test and it shows a slightly better performance than the LR test from the Monte Carlo study, we suggest the use of score tests for testing the equality of dispersions on two dependent variables. In addition, an empirical example is provided to illustrate the results.

A MONTE CARLO SIMULATION FOR THE X-RAY DETECTION EFFICIENCY OF A MULTI-CELL PROPORTIONAL COUNTER (다중셀 비례계수기의 X-선 검출효율에 대한 수치모의 실험)

  • 이기원;최철성;남욱원;선광일
    • Journal of Astronomy and Space Sciences
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    • v.15 no.2
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    • pp.341-358
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    • 1998
  • The X-ray astronomy team of the Korea Astronomy Observatory(KAO) is planning to develop a multi-cell proportional counter, adopting an anti-coincidence method to reduce its internal background. We have developed a Monte Carlo code to determine the X-ray detection efficiency of the counter. As a check of our code, we successfully reproduced the detection efficiency of Ginga/LAC. In this paper, we report the simulation results for the counter being considered in KAO.

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A Study on the Assessment of Right-tail Prediction Ability of Extreme Distributions using Simulation Experiment (모의 실험을 이용한 Right-tail quantiles의 극치 분포형 비교 평가에 관한 연구)

  • Jung, Jinseok;Kim, Taereem;Song, Hyun-Keun;Heo, Jun-Haeng
    • Proceedings of the Korea Water Resources Association Conference
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    • 2016.05a
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    • pp.158-158
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    • 2016
  • 본 연구에서는 극치 분포의 오른쪽 꼬리 부분 예측 시 안정적인 확률수문량 산정하는 확률분포형과 매개변수 추정 방법을 평가하기 위해 Monte Carlo 모의를 수행하였다. 수문자료의 빈도해석에 적합한 것으로 알려진 generalized extreme value (GEV), Gumbel (GUM), generalized logistic (GLO), gamma3 (GAM3), normal (NOR), log-normal3 (LN3) 총 6개의 확률분포형을 바탕으로 오른쪽 꼬리 부분의 확률수문량 추정 성능을 모의 실험을 통해 평가하고자 한다. 30년 이상 자료를 보유한 기상청 지점의 지속기간별 연최대값 자료를 분석한 결과를 바탕으로 모분포를 GEV분포로 선정하였으며 평균이 1.0, 표준편차 0.5, 왜곡도 계수는 0.5, 1.0, 2.0, 3.0, 4.0이 되도록 가정하였다. 또한 자료 길이에 따른 성능 평가를 위해 표본 크기 20, 50, 100, 150, 200개에 대해 분석을 수행하였다. 위와 같은 가정으로 총 25종류(왜곡도계수 5개 ${\times}$ 표본 크기 5개)의 발생된 모분포에 6가지의 확률분포형과 3가지의 매개변수 추정방법(모멘트법, 최우도법, 확률가중모멘트법)을 조합한 18가지의 모델을 비교 분석해보았다. 평가방법으로는 평균 제곱근 오차(Root Mean Square Error, RMSE), 편의(bias), 평균 상대오차(Mean Relative Difference, MRD), 평균 절대 상대오차(Mean Absolute Relative Difference, MARD)를 사용하여 적용 모델의 성능을 비교 분석하였다.

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Improved Estimation for Expected Sliding Distance of Caisson Breakwaters by Employment of a Doubly-Truncated Normal Distribution (이중절단정규분포의 적용을 통한 케이슨 방파제 기대활동량 평가의 향상)

  • Kim Tae-Min;Hwang Kyu-Nam;Takayama Tomotsuka
    • Journal of Korean Society of Coastal and Ocean Engineers
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    • v.17 no.4
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    • pp.221-231
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    • 2005
  • The present study is deeply concerned with the reliability design method(Level III) for caisson breakwaters using expected sliding distance, and the objectives of this study are to propose the employment of a doubly-truncated normal distribution and to present the validity for it. In this study, therefore, the explanations are made for consideration of effects of uncertain factors, and a clear basis that the doubly-truncated normal distribution should be employed in the computation process of expected sliding distance by Monte-Carlo simulation is presented with introduction of the employment method. Even though only caisson breakwaters are treated in this paper, the employment of doubly-truncated normal distribution can be applied to various coastal structures as well as other engineering fields, and therefore it is expected that the present study will be extended in various fields.

Monte Carlo Simulation Using QUALKO2 Model for Water Quality Reliability Analysis (수질 신뢰도 분석을 위한 QUALKO2 모형의 Monte Carlo 해석)

  • Han, Kun-Yeun;Choi, Hyun-Gu;Kwon, Na-Young;Im, Jae-Tae
    • Proceedings of the Korea Water Resources Association Conference
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    • 2009.05a
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    • pp.2058-2062
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    • 2009
  • 1992년 한강수계법이 제정되면서 우리나라에 도입된 오염총량관리제는 현재 2차총량관리 시행계획수립 단계에 이르렀다. 오염총량제에서 수질모델은 수계구간별로 설정된 기준유량과 목표수질 조건을 달성하는 지를 판단할 수 있는 도구로 사용되며, 다양한 모델들이 사용되고 있다. 그 중 하천수질모형으로는 주로 QUAL2E, QUALKO, QUALKO2 모형으로 압축할 수 있다. QUAL2E 모형은 1980년대에 개발되어 국내외로 널리 이용하고 있으나 SOD를 0차나 일정량으로 처리하였고, 부착조류에 의한 용존산소 변화와 부유 조류 사멸시 발생하는 유기물이 고려되지 않았다. 또한 용존산소가 부족한 상태에서 반응이 활발한 탈질화과정이 포함되지 않아 이들 반응에 의해 수질이 영향을 받는 하천에 적용하기에는 한계가 있었다. 그리고 QUAL2E 모델은 여러 개의 지류를 가진 대형 하천에는 적용하기 어려운 단점이 있다. 국내에서는 1999년 QUAL2E 모델에 WASP5의 장점을 접목시켜 QUALKO 모델을 개발하였다. 이 모델은 QUAL2E에 부유성 조류의 사멸로 인한 유기물의 내부증가, 탈질화 반응 및 부착식물의 광합성 호흡 과정을 추가한 것이다. 또한 QUAL2E 모델에서 BOD는 CBOD로 입력되고 모의되므로 bottle BOD의 개념이 결여되어 있으므로 이러한 문제점을 보완하고, 조류의 생산 및 사멸에 의한 내부생산 유기물 증가와 탈질화 반응 과정을 추가한 것이다. 우리나라에서 진행되고 있는 총량관리 대상물질은 2010년까지는 $BOD_5$이며, 2011년부터는 일부 지역에 총인이 포함될 예정이다. 2007년에 실험실에서 측정하는 BOD5나 유기성 질소 또는 유기성 인을 그대로 입력하여 계산되고 출력할 수 있으며, 향후 오염총량제의 관리대상항목으로 논의되고 있는 TOC를 모의할 수 있는 QUALKO2가 개발되었다. 이에 본 연구에서는 향후 활용도가 클 것으로 기대되는 QUALKO2 모형에 기존 QUAL2E-UNCAS 모형에 서 수행할 수 있는 불확실성 해석 기법인 Monte Carlo 모의를 가능하도록 모형을 수정하고자 한다. 실제 하천에서의 수질해석에 대한 단순한 표현인 수학적 모형은 불확실성을 내포하고 있으며, Monte Carlo 해석을 사용하여 모형의 불확실도 정량화와 매개변수의 불확실성을 통계학적으로 기술할 수 있다. 또한 각 지점에 대한 계산결과치들에 대해 빈도 및 누가빈도분포 값을 제시함으로서 모형 예측치들의 전반적인 분포경향을 평가할 수 있으며, 하천수질에 대해서 환경기준치를 위배할 가능성을 산정하는데 활용할 수 있다. 우리나라 실정에 맞는 QUALKO2 모형에 Monte Carlo 모의를 통해 신뢰도 기반의 수질해석을 수행하게 된다면 수질정책의 기초자료 제공에 기여할 것으로 판단된다.

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Development of a Monte Carlo Simulation Code (CALEFF) for Calibrating Thyroid Internal Dose Measurement and Detection Efficiency Calculation (갑상선 내부피폭선량 측정치 보정을 위한 몬테카를로 모의실험 코드 (CALEFF) 개발 및 검출효율 계산)

  • Ahn, Ki-Soo;Cho1, Hyo-Sung
    • Journal of radiological science and technology
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    • v.28 no.2
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    • pp.117-122
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    • 2005
  • According to the Para. 5 of Art 2 of the Korean Nuclear Safety Regulations, which was revised in 1999, internal dose assessment as well as external one should be performed by law for employees at a nuclear power plant from 2003, and their estimate errors should also be within 50%. Thus, more accurate internal dosimetry becomes important. Corresponding to such regulation revision, we are developing a more accurate thyroid-uptake internal dosimetric system and have developed a Monte Carlo simulation code, the so-called CALEFF, to calculate the detection efficiency of the dosimetric system. In this paper, we calculated detection efficiencies with various test conditions by using the CALEFF code and discussed their characteristics. We may use the detection efficiency calculated by the code in calibrating the thyroid internal dose from measured data.

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