• Structural Engineering and Mechanics
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• v.32 no.1
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• pp.71-94
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• 2009

In this paper a procedure for Monte Carlo simulation of univariate stationary stochastic processes with the aid of neural networks is presented. Neural networks operate model-free and, thus, circumvent the need of specifying a priori statistical properties of the process, as needed traditionally. This is particularly advantageous when only limited data are available. A neural network can capture the "pattern" of a short observed time series. Afterwards, it can directly generate stochastic process realizations which capture the properties of the underlying data. In the present study a simple feed-forward network with focused time-memory is utilized. The proposed procedure is demonstrated by examples of Monte Carlo simulation, by synthesis of future values of an initially short single process record.

• International Journal of Aeronautical and Space Sciences
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• v.4 no.2
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• pp.9-16
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• 2003

Piezoelectric materials are widely used to construct smart or adaptive structures. Although extensive efforts have been devoted to the analysis of piezoelectric materials in recent years, most researches have been conducted by assuming that the material properties are fixed and have no uncertainties. Intrinsically, material properties have a certain amount of scatter and such uncertainties can affect the performance of component. In this paper, the convex modeling is used to consider such uncertainties in calculating the crack extension force of piezoelectric material and the results are compared with the one obtained via the Monte Carlo simulation. Numerical results show that crack extension forces increase when uncertainties considered, which indicates that such uncertainties should not be ignored for reliable lifetime prediction. Also, the results obtained by the convex modeling and the Monte Carlo simulation show good agreement, which demonstrates the effectiveness of the convex modeling.

• The Transactions of the Korean Institute of Electrical Engineers P
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• v.54 no.1
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• pp.29-33
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• 2005

Energy distribution function for electrons in $SF_6$-Ar mixtures gas by MCS-BEq algorithm has been analysed over the E/N range $30{\sim}300$[Td] by a two term Boltana equation and by a Monte Carlo Simulation using a set of electron cross sections determined by other, authors, experimentally the electron swarm parameters for 0.2[%} and 0.5[%] $SF_6$-Ar mixtures were measured by time-of-flight(TOF) method. The result show that the deduced electron drift velocities, the electron ionization or attachment coefficients, longitudinal and transverse diffusion coefficients and mean energy agree reasonably well with theoretical for a rang of E/N values. The results obtained from Booltemann equation method and Monte Carlo simulation have been compared with present and previously obtained data and respective set of electron collision cross sections of the molecules.

• Proceedings of the Korea Concrete Institute Conference
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• 2009.05a
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• pp.301-302
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• 2009

Uncertainties in carbonation process of concrete structures are treated by probability-based durability analysis for carbonation using Monte Carlo simulation technique. The results requires the minimum cover thickness of 53mm for 10% of corrosion probability under 4mm/$year^{0.5}$ of carbonation coefficient. The more researches on statistical properties of design variables may give reliable durability analysis/design methods for carbonation of concrete structures.

• Journal of the Korean Institute of Electrical and Electronic Material Engineers
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• v.14 no.2
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• pp.169-174
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• 2001

The electron transport coefficients(the electron drift velocity, W, and the longitudinal and transverse diffusion coefficient, D$_{L}$ and D$_{T}$) in SiH$_4$-Ar mixtures containing 0.5% and 5.0% monosilane were calculated over the E/N range from 0.01 to 300 Td and over the gas pressure range 0.5, 1.0 and 1.5 Torr by the time-of-flight(TOF) method of the Boltzmann equation(BE.) and Monte-Carlo simulation(MCS). The electron energy distribution function in each SiH$_4$-Ar mixtures at E/N=10 Td and L=0.2 cm, which in equilibrium region in the mean electron enregy were compared.red.

• The Transactions of the Korean Institute of Electrical Engineers A
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• v.53 no.2
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• pp.121-128
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• 2004

This paper presents a new approach for determining an accurate incentive levels of Direct Load Control (DLC) program using sequential Monte Carlo Simulation (MCS) techniques. The economic analysis of DLC resources needs to identify the hourly-by-hourly expected energy-not-served resulting from the random outage characteristics of generators as well as to reflect the availability and duration of DLC resources, which results the computational explosion. Therefore, the conventional methods are based on the scenario approaches to reduce the computation time as well as to avoid the complexity of economic studies. In this paper, we have developed a new technique based on the sequential MCS to evaluate the required expected load control amount in each hour and to decide the incentive level satisfying the economic constraints. In addition, the mathematical formulation for DLC programs' economic evaluations are developed. To show the efficiency and effectiveness of the suggested method, the numerical studies have been performed for the modified IEEE reliability test system.

• Fibers and Polymers
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• v.2 no.2
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• pp.81-85
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• 2001

The effects of rate of phase separation to ester interchange reactions and the repulsive pair interaction energy on the phase behavior in a phase-separated immiscible polyester blend are investigated using a Monte Carlo simulation method. The time evolution of structure factor and the degree of randomness are monitored as a function of homogenization time. When the phase separation is dominant over ester interchange reactions, the domain size slowly increases with homogenization time. However, when the pair interaction becomes less repulsive, the domain size does not significantly change with homogenization time. On the other hand, when ester interchange reactions are dominant over the phase separation, the homogenization proceeds without a change in the domain size. The higher the extent of phase separation, the lower the increasing rate of the DR. However, when the phase separation is sufficiently dominant, the effect of the extent of phase separation on the increasing rate of the degree of randomness become less significant.

• Journal of Mechanical Science and Technology
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• v.17 no.1
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• pp.97-104
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• 2003

The main objectives of this study are to examine the random responses of a vibration absorber system with autoparametric coupling in the neighborhood of internal resonance subjected to narrow band random excitation by Gaussian closure scheme and to compare the results with those obtained by Monte Carlo simulation. The Monte Carlo simulation is found to support the main features of the nonlinear modal interaction in the neighborhood of internal resonance conditions. The jump phenomenon of the cantilever mode and saturation phenomenon of the main system are shown to occur if the excitation bandwidth is sufficiently small.

• Transactions of the Korean Society for Noise and Vibration Engineering
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• v.22 no.9
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• pp.889-895
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• 2012

A vertical launching system(VLS) is a system for holding and firing missiles on surface ships. When a missile is launched in VLS, relative motion between canister and missile and drag force induced by wind can cause initial unstability of a missile. Thus dynamic analysis of initial behavior of vertically launched missile should be performed to prevent collision with any structure of a ship. In this study, dynamic analyses of initial behavior of vertically launched missile are performed using Monte-Carlo simulation, which relys on random sampling and probabilistic distribution of variables. Each parameter related with dynamic behavior of a missile is modeled with probability variables and Recurdyn, a commercial software for multi body dynamic analysis, is used to perform Monte-Carlo simulation. As a result, initial behavior of a missile is evaluated with respect to various performance indexes in a probabilistic sense and sensitivity of the each parameters is calculated.

• Journal of the Korean Society for Industrial and Applied Mathematics
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• v.24 no.1
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• pp.79-84
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• 2020

In this article, we implement a recently developed fast Monte Carlo simulation (MCS) for pricing equity-linked securities (ELS), which is most commonly issued autocallable structured financial derivative in South Korea, on the mobile platform. The fast MCS is based on Brownian bridge technique. Although mobile platform devices are easy to carry around, mobile platform devices are slow in computation compared to desktop computers. Therefore, it is essential to use a fast algorithm for pricing ELS on the mobile platform. The computational results demonstrate the practicability of Android application implementation for pricing ELS.