• 제목/요약/키워드: Monte-Carlo simulation

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짱뚱어 자료로 살펴본 장기 시계열 자료의 순차적 몬테 칼로 추론 (A Sequential Monte Carlo inference for longitudinal data with luespotted mud hopper data)

  • 최일수
    • 한국정보통신학회논문지
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    • 제9권6호
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    • pp.1341-1345
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    • 2005
  • 비선형이고 정규분포에 따르지 않는 state-space모형분석에서 순차적 몬테 칼로(SMC)는 유용한 도구 중의 하나이다. 모수와 시그럴을 동시에 추정하기 위해 Monte Carlo particle filters를 사용할 수가 있다. 그러나 SMC는 여러단계의 반복을 요구하는 특별한 particle filtering 기법을 필요로 하게 된다. 본 논문은 particle filtering과 순차적 hybrid Monte Carlo(SHMC)을 결합하는 방법을 제시하고자 한다. 실험을 위해 짱뚱어 자료를 사용하였다.

마르코프 연쇄 몬테 카를로 샘플링과 부분집합 시뮬레이션을 사용한 컨테이너 크레인 계류 시스템의 신뢰성 해석 (Reliability Analysis of Stowage System of Container Crane using Subset Simulation with Markov Chain Monte Carlo Sampling)

  • 박원석;옥승용
    • 한국안전학회지
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    • 제32권3호
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    • pp.54-59
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    • 2017
  • This paper presents an efficient finite analysis model and a simulation-based reliability analysis method for stowage device system failure of a container crane with respect to lateral load. A quasi-static analysis model is introduced to simulate the nonlinear resistance characteristics and failure of tie-down and stowage pin, which are the main structural stowage devices of a crane. As a reliability analysis method, a subset simulation method is applied considering the uncertainties of later load and mechanical characteristic parameters of stowage devices. An efficient Markov chain Monte Carlo (MCMC) method is applied to sample random variables. Analysis result shows that the proposed model is able to estimate the probability of failure of crane system effectively which cannot be calculated practically by crude Monte Carlo simulation method.

A Comparison of Wavelength Dependence for Laser-assisted Lipolysis Effect Using Monte Carlo Simulation

  • Youn, Jong-In
    • Journal of the Optical Society of Korea
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    • 제13권2호
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    • pp.267-271
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    • 2009
  • The aim of this study is to evaluate wavelength dependence for laser-assisted lipolysis using a mathematical simulation. In this study, a Monte Carlo simulation was performed to simulate light transport in fat and dermal tissue with 3 different laser wavelengths (${\lambda}\;=\;1064\;nm$, 1320 nm, and 1444 nm) that are currently used in clinic settings for laser-assisted lipolysis. The relative rates of heat generation versus penetration depth showed that the greatest amount of heat generation was seen in the tissues at ${\lambda}\;=\;1444\;nm$. This Monte Carlo simulation may help lend insight into the thermal events occurring inside the fat and dermal tissue during laser-assisted lipolysis.

Monte Carlo simulation에 의한 nMOSFET의 hot electron 현상해석 (Analysis of Hot Electrons in nMOSFET by Monte Carlo Simulation)

  • 민병혁;한민구
    • 대한전기학회:학술대회논문집
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    • 대한전기학회 1987년도 정기총회 및 창립40주년기념 학술대회 학회본부
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    • pp.193-196
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    • 1987
  • We reported that hot electron phenomena in submicron nMOSFET by Monte Carlo method. In order to predict the influence of the hot electron effects on the device reliability, either simple analytical model or a complete two dimensional numerical simulation has been adopted. Results of numerical simulation, based on the static mobility model, may be inaccurate when gate length of MOSFET is scaled down to less than 1um. Most of device simulation packages utilize the static nobility model. Monte Carlo method based on stochastic analysis of carrier movement may be a powerful tool to characterize hot electrons. In this work, energy and velocity distribution of carriers were obtained to predict the relative degree of short channel effects for different device parameters. Our analysis shows a few interesting results when $V_{ds}$ is 5 volt, average electron energy does not increase with gate bias as evidenced by substrate current.

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소프트웨어 프로젝트 의사결정 지원을 위한 몬테카를로 시뮬레이션의 활용 (Applying Monte Carlo Simulation for Supporting Decision Makings in Software Projects)

  • 한혁수;김초이
    • 한국IT서비스학회지
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    • 제9권4호
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    • pp.123-133
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    • 2010
  • There are many occasions on which the critical decisions should be made in software projects. Those decisions are basically related to estimating and predicting project parameters such as costs, efforts, and duration. The project managers are looking for methods to make better decisions. The decisions about project parameters are recommended to be performed based on historical data of Similar projects. The measures of the tasks in past projects may have different shapes of distributions. we need to add those measures to get a predicted project measures. To add measures with different shapes of distribution, we need to use Monte Carlo Simulation. In this paper, we suggest applying Monte Carlo Simulation for supporting decision makings in software project. We implemented best-fit case and scheduling estimations with Cristal Ball, a commercial product of Monte Carlo simulation and showed how the suggested approach supports those critical decision makings.

Monte Carlo Simulation 기법을 이용한 RMR의 역산 및 그에 의한 암반시면의 안정성 분석 (Assessment of RMR with the Monte Carlo Simulation and Stability Analysis of Rock Slopes)

  • 최성웅;정소걸
    • 터널과지하공간
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    • 제14권2호
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    • pp.97-107
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    • 2004
  • 실내시험 및 현장시험 등으로부터 구해진 각종 암반 물성치를 설계에 반영시키기 위해 여러 가지 외삽법이 적용되고 있으며, 이 기법들은 대체적으로 충분한 현장 조사 및 시험을 통해 합리적인 RMR값을 도출한 뒤, 이를 토대로 강성 및 강도 정수를 산정하는 수순을 따르고 있다. 그러나 현장 여건상 충분한 시험조사가 이루어지지 못하여 RMR값의 정확한 도출이 곤란한 경우가 있을 수도 있으므로 이러한 경우를 대비하여 Monte Carlo Simulation 기법을 도입, 비교적 합리적이고 객관적인 RMR값을 역으로 추정하고 이를 통해 설계에 필요한 지반정수를 산정하는 새로운 기법을 제안코자 한다. 이렇게 제안된 새로운 지반정수 산정기법은 수치해석결과와 현장상황의 비교분석을 통해 그 타당성이 규명될 수 있을 것이다.

Reliability Analysis for Structure Design of Automatic Ocean Salt Collector Using Sampling Method of Monte Carlo Simulation

  • Song, Chang Yong
    • 한국해양공학회지
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    • 제34권5호
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    • pp.316-324
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    • 2020
  • This paper presents comparative studies of reliability analysis and meta-modeling using the sampling method of Monte Carlo simulation for the structure design of an automatic ocean salt collector (AOSC). The thickness sizing variables of structure members are considered as random variables. Probabilistic performance functions are selected from strength performances evaluated via the finite element analysis of an AOSC. The sampling methods used in the comparative studies are simple random sampling and Sobol sequences with varied numbers of sampling. Approximation methods such as the Kriging model is applied to the meta-model generation. Reliability performances such as the probability failure and distribution are compared based on the variation of the sampling method of Monte Carlo simulation. The meta-modeling accuracy is evaluated for the Kriging model generated from the Monte Carlo simulation and Sobol sequence results. It is discovered that the Sobol sequence method is applicable to not only to the reliability analysis for the structural design of marine equipment such as the AOSC, but also to Kriging meta-modeling owing to its high numerical efficiency.

Monte Carlo Simulation of Densification during Liquid-Phase Sintering

  • Lee, Jae Wook
    • 한국세라믹학회지
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    • 제53권3호
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    • pp.288-294
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    • 2016
  • The densification process during liquid-phase sintering was simulated by Monte Carlo simulation. The Potts model, which had been applied to coarsening during liquid-phase sintering, was modified to include vapor particles. The results of two- and threedimensional simulations showed a temporal decrease in porosity, in other words, densification, and an increase in the average size of pores. The results also showed growth of solid grains and the effect of wetting angle on microstructure.

신뢰성 이론을 이용한 고강도콘크리트 구조물의 축력-모멘트관계에 있어서의 해석방법에 대한 평가 (The Estimation of Analytical Method for Axial Force-Moment Relationships of High-Strength Concrete Structures using Reliability Theory)

  • 최광진;장일영;송재호;홍원기
    • 한국콘크리트학회:학술대회논문집
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    • 한국콘크리트학회 1998년도 봄 학술발표회논문집(II)
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    • pp.447-454
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    • 1998
  • The main object of the study is that axial force-moment relationships for high strength concrete structures using reliability theory(Linear statstical method, Monte Carlo Simulation) including probability conception. And mean stress factors and centroid factors proposed to high strength concrete structures using reliability theory(Linear statstical method, Monte Carlo Simulation). Finally, The established experimental data for axial force-moment relationships are compared to the analytical data(data for Linear statstical method and Monte Carlo Simulation) for axial force-moment relationships in this analytical method.

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$SiO_2$계의 Monte Carlo 시뮬레이션 (Monte Carlo Simulation of $SiO_2$ Systems)

  • 이종무
    • 한국세라믹학회지
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    • 제23권5호
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    • pp.47-54
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    • 1986
  • The structures of crystalline vitreous and liquid $SiO_2$ were Monte carlo simulated employing the potential energy function comprising Lennard-Jones 2-body and Axilrod-Teller 3-body potentials. Although the Si-O-Si angular distribution functions obtained in the simulation appear to be higher than the experimental results the other simulation results including SiO, O-O and Si-Si radial distribution functions and O-Si-O anglular distribution functions agree well with experimental data within acceptable limits. Themost important outcome in this study is that various $SiO_2$forms were successfully reproduced with the same potential energy function.

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