• 대한수학회보
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• 제59권2호
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• pp.507-528
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• 2022

We propose a path integral method to construct a time stepwise local volatility for the stock index market under Dupire's model. Our method is focused on the pricing with the Monte Carlo Method (MCM). We solve the problem of randomness of MCM by applying numerical integration. We reconstruct this task as a matrix equation. Our method provides the analytic Jacobian and Hessian required by the nonlinear optimization solver, resulting in stable and fast calculations.

• 대한기계학회논문집B
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• 제38권7호
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• pp.647-656
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• 2014

본 연구에서는 ISO GUM(불확도 표현 지침서)의 불확도 평가 방법을 보완하기 위해, 몬테카를로 방법(Monte Carlo Method, MCM)을 적용한 불확도 해석 프로그램을 개발하고, MCM과 GUM의 평가 결과를 비교하였다. 그 결과 다음과 같은 결과를 도출하였다. 첫째, 측정량의 확률 분포가 정규 분포가 아닌 때에도 MCM 방법은 정확한 포함 구간을 제공한다. 둘째, 정규 분포가 아닌 다른 분포들 몇몇 개가 합성되는 경우 그 확률 분포가 정규로 보이더라도 실제로는 정규가 아닌 경우가 있으며, 이의 판단은 합성 분산의 확률 분포로 할 수 있다. 셋째, 자유도가 낮은 A형 불확도가 불확도 평가에 포함된 경우 GUM은 포함 구간을 저평가하는 것을 알 수 있었고, 이러한 저평가 문제는 A형 표준 불확도에 t-분포의 표준 편차를 곱해주면 사라지는 것을 알 수 있었다. 이 경우 합성 분산의 유효 자유도는 확장 불확도 계산에 불필요하고, 신뢰의 수준 95 %의 포함 인자는 1.96이 적정한 것을 알 수 있었다.

• 한국결정성장학회지
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• 제16권1호
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• pp.43-48
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• 2006

본 2부의 연구에서는 스파크 플라스마 소결의 온도분포, 상대밀도, 입자성장을 해석 하기 위하여 1부 연구의 시뮬레이션 이론을 바탕으로 스파크 플라스마 소결공정을 유한요소법(FEM)과 몬테카를로법(MCM)으로 전산모사하고 실험치와 비교한다. 전산모사를 통하여 소결체의 소결온도가 높을수록 입자성장이 커지고 밀도가 높아져 기계적 성질이 향상되고, 고상 소결에서 몬테카르로 단계가 증가할 수록 기공의 감소와 입자크기의 증대함을 보여 준다.

• 한국결정성장학회지
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• 제16권1호
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• pp.38-42
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• 2006

본 1부 연구에서는 스파크 플라스마 열에 의한 그린 세라믹의 소결에서 열전달 및 가압력으로 인한 상대밀도의 변화를 유한요소법(FEM)으로 해석하고 그 결과에 따른 입자성장을 몬테카를로법(MCM)을 이용하여 전산모사하는 방법을 제시하기 위하여 SPS의 FEH 해석과 MCM 해석의 이론적 배경을 기술한다.

• 한국정보통신학회논문지
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• 제12권12호
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• pp.2253-2258
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• 2008

산화물 반도체 감지막이 동작온도에 따라 감응특성을 가지는 마이크로 흐름센서를 설계하기 위해서 통계적 수법에 기초한 Markov 체인 MCM을 이용하여 기초방정식을 정식화하고 마이크로 소자의 열 전달특성을 해석하였다. 계산 결과를 통하여 기존 유한차분법이 가지는 계산 정밀도와 차이가 없음을 확인하였다. 본 논문에서 제안한 Markov 체인 MCM을 활용하면 다양한 마이크로 소자의 열전달 특성과 같은 물리적 특성을 해석하고 설계하는데 유용할 것으로 판단된다.

• 한국세라믹학회지
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• 제33권6호
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• pp.645-652
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• 1996

The ionic conductivity of NASICON (Na Super Ionic Conductor) solid electrolyte was simulated by using Monte Carlo Method (MCM)based on a hopping model. We assumed that the conduction path of Na ions is Na1→mid-Na→Na2 where the mid-Na sites are shallow potential sites to induce 'a breathing-like movement' of Na ions in the NASICON framework. The minimum of charge correlation factor Fc and the maximum of appeared at nearby x=2.0 The occupancy of mid-Na site affected the depth of potential barrier and the conduc-tivity of the NASICON. At above x=0.3 ln σT vs. 1/T* plots have been shown Arrhenius behavior but in (VWfc)vs. 1/T* have been shown the Arrhenius type tendency at x=1 MCM results accorded with the experi-mental procedure. The role of mid-Na on Na+ ion conduction could be explained by an additional driving force and a breating-like movement model for motions of Na+ ions in the NASICON framework. As we couldn't clearly remarked the model which is the better it seems reasonable to conclude that these hypothesies are suitable to explain the FIC behavior at NASICON.

• Structural Engineering and Mechanics
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• 제57권2호
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• pp.369-387
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• 2016

In this work, random homogenization analysis for the effective thermal properties of a three-dimensional composite material with unidirectional fibers is presented by combining the equivalent inclusion method with Random Factor Method (RFM). The randomness of the micro-structural morphology and constituent material properties as well as the correlation among these random parameters are completely accounted for, and stochastic effective thermal properties as thermal expansion coefficients as well as their correlation are then sought. Results from the RFM and the Monte-Carlo Method (MCM) are compared. The impact of randomness and correlation of the micro-structural parameters on the random homogenized results is revealed by two methods simultaneously, and some important conclusions are obtained.

• 한국세라믹학회지
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• 제32권8호
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• pp.957-965
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• 1995

The ionic conductivityof NASICON solid electrolytes was simulated by using Monte Carlo Method (MCM) based on a hopping model as functions of temoperature and composition. Two conduction paths were used : jumping from Na1 to Na2 and jumping from Na1 to Na2 and jumping from Na2 to Na2. Vacancy availability factor, V was affected by composition, temperature and the conduction paths. For β"-Alumina, it was known that the minimum of charge correlation factor, fc appears at the composition, p=0.5, but there was not shown the minimum of fc for NASICON. When the NASICON composition, x, approaches 2.5, the curve of In σT vs. 1/T* was shown Arrhenius behavior and also In (VWfc) was a linear function of 1/T*. The results of simulations on the considered conduction paths didn't agree with the experimental results. Thus it will be necessary to include the another Na sites as mid-Na site on the conduction path to obtain the better results.

• 한국전기전자재료학회:학술대회논문집
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• 한국전기전자재료학회 2003년도 하계학술대회 논문집 Vol.4 No.2
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• pp.669-672
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• 2003

With the advances on wireless internet technology, many research on minimization of wireless LAN is on the progress. To apply passive components in MCM, characteristic analysis of passive components is essential. In this paper, three square spiral inductors were modeled by HSPICE using PEEC (Partial Element Equivalent Circuit) method. Afterwards, Monte-Carlo analysis was performed to evaluate the optimized parameters. This work will give an idea on PEEC modeling of spiral inductor, and enable researchers with predictive data before large scale manufacturing.

• 한국생물정보학회:학술대회논문집
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• 한국생물정보시스템생물학회 2004년도 The 3rd Annual Conference for The Korean Society for Bioinformatics Association of Asian Societies for Bioinformatics 2004 Symposium
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• pp.221-233
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• 2004

Molecular docking falls into the general category of global optimization problems since its main purpose is to find the most stable complex consisting of a receptor and its ligand. Conformational space annealing (CSA), a powerful global optimization method, is incorporated with the Tinker molecular modeling package to perform molecular docking simulations of six receptor-ligand complexes (3PTB, 1ULB, 2CPP, 1STP, 3CPA and 1PPH) from the Protein Data Bank. In parallel, Monte Carlo with minimization (MCM) method is also incorporated into the Tinker package for comparison. The energy function, consisting of electrostatic interactions, van der Waals interactions and torsional energy terms, is calculated using the AMBER94 all-atom empirical force field. Rigid docking simulations for all six complexes and flexible docking simulations for three complexes (1STP, 3CPA and 1PPH) are carried out using the CSA and the MCM methods. The simulation results show that the docking procedures using the CSA method generally find the most stable complexes as well as the native -like complexes more efficiently and accurately than those using the MCM, demonstrating that CSA is a promising search method for molecular docking problems.