• Title/Summary/Keyword: Monte-Carlo simulation

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Strength Evaluation and Eailure Analysis of Unidirectional Composites Using Monte-Carlo Simulation (몬테카를로 시뮬레이션을 이용한 일방향 복합재의 강도평가 및 파손 해석)

  • Kim, Jeong-Gyu;Park, Sang-Seon;Kim, Cheol-Su;Kim, Il-Hyeon
    • Transactions of the Korean Society of Mechanical Engineers A
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    • v.24 no.12
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    • pp.2917-2925
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    • 2000
  • Tensile strength and failure process of composite materials depend on the variation in fiber strength, matrix properties and fiber-matrix interfacial shear strength. A Monte-Carlo simulation considering variation in these factors has been widely used to analyze such a complicated phenomenon as a strength and simulated the failure process of unidirectional composites. In this study, a Monte Carlo simulation using 2-D and 3-D(square and hexagonal array) model was performed on unidirectional graphite/epoxy and glass/polyester composites. The results simulated by using 3-D hexagonal array model have a good agreement with the experimental data which were tensile strength and failure process of unidirectional composites.

Scanning System Method for Calculating Ion Flux in Plasma Etching Simulation (플라즈마 식각 시뮬레이션을 위한 스캔 방식의 이온 플럭스 계산 방법)

  • Shin, Sung-Sik;Yu, Dong-Hun;Gwun, Ou-Bong
    • Journal of the Institute of Electronics and Information Engineers
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    • v.50 no.10
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    • pp.124-131
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    • 2013
  • The most important thing in Plasma simulation is the etching process in which etch rate is calculated based on feature profile. Although there are various components to consider in calculating etch rate such as Ion Flux, Neutral, gas, and temperature, Addressing of this paper is limited to Ion Flux. This paper propose a scan method to compute Ion Flux faster for Plasma simulation. Also, this paper experiments and compares generally used Monte Carlo method and the proposed method based on gaussian and cosine distribution. Lastly, this paper proves that the proposed method can calculate accurate Ion Flux more efficiently than Monte Carlo method.

A Monte Carlo Simulation Approach on Supply Chain Dynamics (공급 사슬망의 동력학 문제에 대한 몬테카를로 모사에 기반한 연구)

  • Ryu, Jun-Hyung;Lee, In-Beum
    • Korean Chemical Engineering Research
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    • v.46 no.4
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    • pp.792-798
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    • 2008
  • Supply chain management (SCM) has been drawn increasing attention in industries and academia. The attention is mainly due to a need to integrate the multiple activities in a process network from the overall perspective under the constantly varying economic environment. While many researchers have been addressing various issues of SCM, there is not much research explicitly handling the overall dynamics of supply chain entities from PSE literature. In this two-part series paper, it is investigated how the overall supply chain processing times vary in response to the variation of individual entities using Monte Carlo simulation. Instead of figuring out the operation levels of individual entities, the overall operation time called TAT(Turn-Around-Time) is proposed as a performance indicator. An example of 7 entity-supply chain is presented to illustrate the proposed methodology.

A study on synthetic risk management on market risk of financial assets(focus on VaR model) (시장위험에 대한 금융자산의 종합적 위험관리(VaR모형 중심))

  • 김종권
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.22 no.49
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    • pp.43-57
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    • 1999
  • The recent trend is that risk management has more and more its importance. Neverthless, Korea's risk management is not developed. Even most banks does gap, duration in ALM for risk management, development and operation of VaR stressed at BIS have elementary level. In the case of Fallon and Pritsker, Marshall, gamma model is superior to delta model and Monte Carlo Simulation is improved at its result, as sample number is increased. And, nonparametric model is superior to parametric model. In the case of Korea's stock portfolio, VaR of Monte Carlo Simulation and Full Variance Covariance Model is less than that of Diagonal Model. The reason is that VaR of Full Variance Covariance Model is more precise than that of Diagonal Model. By the way, in the case of interest rate, result of monte carlo simulation is less than that of delta-gamma analysis on 95% confidence level. But, result of 99% is reversed. Therefore, result of which method is not dominated. It means two fact at forecast on volatility of stock and interest rate portfolio. First, in Delta-gamma method and Monte Carlo Simulation, assumption of distribution affects Value at Risk. Second, Value at Risk depends on test method. And, if option price is included, test results will have difference between the two. Therefore, If interest rate futures and option market is open, Korea's findings is supposed to like results of other advanced countries. And, every banks try to develop its internal model.

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Uncertainty Evaluation of the Estimated Release Rate for the Atmospheric Pollutant Using Monte Carlo Method (Monte Carlo 방법을 이용한 대기오염 배출률 예측의 불확실성 평가)

  • Jeong, Hyo-Joon;Kim, Eun-Han;Suh, Kyung-Suk;Hwang, Won-Tae;Han, Moon-Hee
    • Journal of Environmental Science International
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    • v.15 no.4
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    • pp.319-324
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    • 2006
  • Release rate is one of the important items for the environmental impact assessment caused by radioactive materials in case of an accidental release from the nuclear facilities. In this study, the uncertainty of the estimated release rate is evaluated using Monte Carlo method. Gaussian plume model and linear programming are used for estimating the release rate of a source material. Tracer experiment is performed at the Yeoung-Kwang nuclear site to understand the dispersion characteristics. The optimized release rate was 1.56 times rather than the released source as a result of the linear programming to minimize the sum of square errors between the observed concentrations of the experiment and the calculated ones using Gaussian plume model. In the mean time, 95% confidence interval of the estimated release rate was from 1.41 to 2.53 times compared with the released rate as a result of the Monte Carlo simulation considering input variations of the Gaussian plume model. We confirm that this kind of the uncertainty evaluation for the source rate can support decision making appropriately in case of the radiological emergencies.

Cross Correlations between Probability Weighted Moments at Each Sites Using Monte Carlo Simulation (Monte Carlo 모의를 이용한 지점 간 확률가중모멘트의 교차상관관계)

  • Shin, Hong-Joon;Jung, Young-Hun;Heo, Jun-Haeng
    • Journal of Korea Water Resources Association
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    • v.42 no.3
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    • pp.227-234
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    • 2009
  • In this study, cross correlations among sample data at each site are calculated to obtain the asymptotic cross correlations among probability weighted moments at each site using Monte Carlo simulation. As a result, the relations between the asymptotic cross correlations among probability weighted moments and the inter-site dependence among sample data at each site are nearly a linear relation with slope 1. The smaller ratio of concurrent data size to entire sample size is, the weaker the relationship grows. Simple power function which the correction term in power function accounts for the differences of the sample size between two sites was fitted to each case to estimate the parameter. It is noted that this result can be used in the various researches which include the estimation of the variance of quantile considering cross correlations.

Monte Carlo Simulation of Phonon Transport in One-Dimensional Transient Conduction and ESD Event (1 차원 과도 전도와 정전기 방전 현상에 관한 포논 전달의 몬테 카를로 모사)

  • Oh, Jang-Hyun;Lee, Joon-Sik
    • Proceedings of the KSME Conference
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    • 2007.05b
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    • pp.2165-2170
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    • 2007
  • At nanoscales, the Boltzmann transport equation (BTE) can best describe the behavior of phonons which are energy carriers in crystalline materials. Through this study, the phonon transport in some micro/nanoscale problems was simulated with the Monte Carlo method which is a kind of the stochastic approach to the BTE. In the Monte Carlo method, the superparticles of which the number is the weighted value to the actual number of phonons are allowed to drift and be scattered by other ones based on the scattering probability. Accounting for the phonon dispersion relation and polarizations, we have confirmed the one-dimensional transient phonon transport in ballistic and diffusion limits, respectively. The thermal conductivity for GaAs was also calculated from the kinetic theory by using the proposed model. Besides, we simulated the electrostatic discharge event in the NMOS transistor as a two-dimensional problem by applying the Monte Carlo method.

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Error Analysis and Alignment Tolerancing for Confocal Scanning Microscope using Monte Carlo Method (Monte Carlo 방법을 이용한 공초점 주사 현미경의 오차 분석과 정렬 공차 할당에 관한 연구)

  • 유홍기;강동균;이승우;권대갑
    • Journal of the Korean Society for Precision Engineering
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    • v.21 no.2
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    • pp.92-99
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    • 2004
  • The errors can cause the serious loss of the performance of a precision machine system. In this paper, we proposed the method of allocating the alignment tolerances of the parts and applied this method to get the optimal tolerances of a Confocal Scanning Microscope. In general, tight tolerances are required to maintain the performance of a system, but a high cost of manufacturing and assembling is required to preserve the tight tolerances. The purpose of allocating the optimal tolerances is minimizing the cost while keeping the high performance of the system. In the optimal problem, we maximized the tolerances while maintaining the performance requirements. The Monte Carlo Method, a statistical simulation method, is used in tolerance analysis. Alignment tolerances of optical components of the confocal scanning microscope are optimized to minimize the cost and to maintain the observation performance of the microscope. We can also apply this method to the other precision machine system.

자유분자 Monte Carlo 유동해석에 의한 터보분자펌프 성능 평가

  • Kim, In-Chan
    • Proceedings of the Korean Vacuum Society Conference
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    • 2013.08a
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    • pp.105.2-105.2
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    • 2013
  • 배기속도 2500 L/s, 최고진공도 10-10 mbar의 구현을 목표로 하는 대용량 복합 분자펌프 설계를 위한 3차원 유동해석을 실시하였다. 진공도가 10-5 mbar 이상이 되는 고진공도에서는 Knudsen 수가 102 이상이 되어러 분자간 충돌을 거의 무시할 수 있게 되며, 이때의 유체해석 방법으로서는 통상 희박기체 해석법으로 많이 쓰이는 Direct simulation Monte Carlo 방법보다, 충돌이 없는 분자의 자유운동을 모사하는 Monte Carlo 방법이 더 적합할 수 있다. 본 연구에서는 다단계 rotor와 stator로 구성되는 복합분자 내 유동장에 Monte Carlo 해석법을 적용하여 유동해석을 실시하였다. 다양한 변수의 조합에 대한 수치적 해석에서, 복합분자펌프의 성능에 영향을 미치는 중요한 설계변수는 rotor-stator의 날개각, 유동방향 회전축의 두께 변화 등, 진행방향 분자의 모멘텀에 직접적인 영향을 미치는 변수들임이 확인되었다.

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Stabilization effect of fission source in coupled Monte Carlo simulations

  • Olsen, Borge;Dufek, Jan
    • Nuclear Engineering and Technology
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    • v.49 no.5
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    • pp.1095-1099
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    • 2017
  • A fission source can act as a stabilization element in coupled Monte Carlo simulations. We have observed this while studying numerical instabilities in nonlinear steady-state simulations performed by a Monte Carlo criticality solver that is coupled to a xenon feedback solver via fixed-point iteration. While fixed-point iteration is known to be numerically unstable for some problems, resulting in large spatial oscillations of the neutron flux distribution, we show that it is possible to stabilize it by reducing the number of Monte Carlo criticality cycles simulated within each iteration step. While global convergence is ensured, development of any possible numerical instability is prevented by not allowing the fission source to converge fully within a single iteration step, which is achieved by setting a small number of criticality cycles per iteration step. Moreover, under these conditions, the fission source may converge even faster than in criticality calculations with no feedback, as we demonstrate in our numerical test simulations.