• Title/Summary/Keyword: approximation model

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Demonstration of the Effectiveness of Monte Carlo-Based Data Sets with the Simplified Approach for Shielding Design of a Laboratory with the Therapeutic Level Proton Beam

  • Lai, Bo-Lun;Chang, Szu-Li;Sheu, Rong-Jiun
    • Journal of Radiation Protection and Research
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    • v.47 no.1
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    • pp.50-57
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    • 2022
  • Background: There are several proton therapy facilities in operation or planned in Taiwan, and these facilities are anticipated to not only treat cancer but also provide beam services to the industry or academia. The simplified approach based on the Monte Carlo-based data sets (source terms and attenuation lengths) with the point-source line-of-sight approximation is friendly in the design stage of the proton therapy facilities because it is intuitive and easy to use. The purpose of this study is to expand the Monte Carlo-based data sets to allow the simplified approach to cover the application of proton beams more widely. Materials and Methods: In this work, the MCNP6 Monte Carlo code was used in three simulations to achieve the purpose, including the neutron yield calculation, Monte Carlo-based data sets generation, and dose assessment in simple cases to demonstrate the effectiveness of the generated data sets. Results and Discussion: The consistent comparison of the simplified approach and Monte Carlo simulation results show the effectiveness and advantage of applying the data set to a quick shielding design and conservative dose assessment for proton therapy facilities. Conclusion: This study has expanded the existing Monte Carlo-based data set to allow the simplified approach method to be used for dose assessment or shielding design for beam services in proton therapy facilities. It should be noted that the default model of the MCNP6 is no longer the Bertini model but the CEM (cascade-exciton model), therefore, the results of the simplified approach will be more conservative when it was used to do the double confirmation of the final shielding design.

DISCRETE MODEL REDUCTION OVER DISC-TYPE ANALYTIC DOMAINS AND $\infty$-NORM ERROR BOUND

  • Oh, Do-Chang;Lee, Kap-Rai;Um, Tae-Ho;Park, Hong-Bae
    • 제어로봇시스템학회:학술대회논문집
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    • 1996.10a
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    • pp.64-68
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    • 1996
  • In this note, we propose the discrete model reduction method over disc-type analytic domains. We define Hankel singular value over the disc that is mapped by standard bilinear mapping. And GSPA(generalized singular perturbation approximation) and DT(direct truncation) are generalized to GSPA and DT over a disc. Furthermore we show that the reduced order model over a smaller domain has a smaller L$_{\infty}$ norm error bound..

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Estimation of Temperature Distribution on Wafer Surface in Rapid Thermal Processing Systems (고속 열처리공정 시스템에서의 웨이퍼 상의 온도분포 추정)

  • Yi, Seok-Joo;Sim, Young-Tae;Koh, Taek-Beom;Woo, Kwang-Bang
    • Journal of Institute of Control, Robotics and Systems
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    • v.5 no.4
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    • pp.481-488
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    • 1999
  • A thermal model based on the chamber geometry of the industry-standard AST SHS200MA rapid thermal processing system has been developed for the study of thermal uniformity and process repeatability thermal model combines radiation energy transfer directly from the tungsten-halogen lamps and the steady-state thermal conducting equations. Because of the difficulties of solving partial differential equation, calculation of wafer temperature was performed by using finite-difference approximation. The proposed thermal model was verified via titanium silicidation experiments. As a result, we can conclude that the thermal model show good estimation of wafer surface temperature distribution.

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Simulation Study of Discrete Event Systems using Fast Approximation Method of Single Run and Optimization Method of Multiple Run (단일 실행의 빠른 근사해 기법과 반복 실행의 최적화 기법을 이용한 이산형 시스템의 시뮬레이션 연구)

  • Park, Kyoung Jong;Lee, Young Hae
    • Journal of Korean Institute of Industrial Engineers
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    • v.32 no.1
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    • pp.9-17
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    • 2006
  • This paper deals with a discrete simulation optimization method for designing a complex probabilistic discrete event simulation. The developed algorithm uses the configuration algorithm that can change decision variables and the stopping algorithm that can end simulation in order to satisfy the given objective value during single run. It tries to estimate an auto-regressive model for evaluating correctly the objective function obtained by a small amount of output data. We apply the proposed algorithm to M/M/s model, (s, S) inventory model, and known-function problem. The proposed algorithm can't always guarantee the optimal solution but the method gives an approximate feasible solution in a relatively short time period. We, therefore, show the proposed algorithm can be used as an initial feasible solution of existing optimization methods that need multiple simulation run to search an optimal solution.

Optimal Design for the Low Drag Tail Shape of the MIRA Model (MIRA Model 후미의 저저항 최적 설계)

  • Hur Nahmkeon;Kim Wook
    • Journal of computational fluids engineering
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    • v.4 no.1
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    • pp.34-40
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    • 1999
  • Drag reduction on vehicles are the main concern for the body shape designers in order to lower the fuel consumption rate and to aid the driving stability. The drag of bluff bodies like transportation vehicles is mostly pressure drag due to the flow separation, which can be minimized by controlling the location and size of the separation bubble. In the present study, the TURBO-3D code is incorporated with optimal algorithm based on analytical approximation method to obtain an optimal afterbody shape of the MIRA Model corresponding to the lowest drag coefficient. For this purpose three mutually independent afterbody angles are chosen as design variables, while the drag coefficient is chosen as an objective function. It is demonstrated in the present study that an optimal body shape having the lowest drag coefficient which is about 6% lower than that of the original shape has been successfully obtained within number of iterations of tile optimal design loop.

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A study of parameter estimation of stochastic volatility model

  • Tsukui, Makiko;Furuta, Katsuhisa
    • 제어로봇시스템학회:학술대회논문집
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    • 1991.10b
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    • pp.1858-1863
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    • 1991
  • The theory of stock option pricing has, recently, attracted attention of many researchers interested not only in finance but also in statistics and control theory. In this field, the problem of estimating stock return volatility is, above all, of great importance in calculating actual stock option value. In this paper, we assume that the stock market is represented by the stochastic volatility model which is the same as that of Hull and White. Then, we propose an approximation function of option value. It is a type of Black-Sholes option formula in which the first and the second order moments of logarithmic stock value are modified in a special form from the original model. Finally, an algorithm of estimating the parameters of the stochastic volatility model is given, and parameters are estimated by using Nikkei 225 index option data.

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CALCULATION METHODS OF SOLAR ATMOSPHERIC MODEL (태양대기모델 계산법)

  • KIM KAP-SUNG
    • Publications of The Korean Astronomical Society
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    • v.15 no.spc2
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    • pp.65-71
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    • 2000
  • We have investigated the numerical methods to calculate model atmosphere for the analysis of spectral lines emitted from the sun and stars. Basic equations used in our calculations are radiative transfer, statistical equilibrium and charge-particle conservations. Transfer equation has been solved to get emitting spectral line profile as an initial value problem using Adams-Bashforth-Moulton method with accuracy as high as 12th order. And we have calculated above non linear differential equations simultaneously as a boundary value problem by finite difference method of 3 points approximation through Feautrier elimination scheme. It is found that all computing programs coded by above numerical methods work successfully for our model atmosphere.

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Estimation and variable selection in censored regression model with smoothly clipped absolute deviation penalty

  • Shim, Jooyong;Bae, Jongsig;Seok, Kyungha
    • Journal of the Korean Data and Information Science Society
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    • v.27 no.6
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    • pp.1653-1660
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    • 2016
  • Smoothly clipped absolute deviation (SCAD) penalty is known to satisfy the desirable properties for penalty functions like as unbiasedness, sparsity and continuity. In this paper, we deal with the regression function estimation and variable selection based on SCAD penalized censored regression model. We use the local linear approximation and the iteratively reweighted least squares algorithm to solve SCAD penalized log likelihood function. The proposed method provides an efficient method for variable selection and regression function estimation. The generalized cross validation function is presented for the model selection. Applications of the proposed method are illustrated through the simulated and a real example.

DEFAULTABLE BOND PRICING USING REGIME SWITCHING INTENSITY MODEL

  • Goutte, Stephane;Ngoupeyou, Armand
    • Journal of applied mathematics & informatics
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    • v.31 no.5_6
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    • pp.711-732
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    • 2013
  • In this paper, we are interested in finding explicit numerical formulas to evaluate defaultable bonds prices of firms. For this purpose, we use a default intensity whose values depend on the credit rating of these firms. Each credit rating corresponds to a state of the default intensity. Then, this regime switches as soon as one of the credit rating of a firm also changes. Moreover, this regime switching default intensity model allows us to capture well some market features or economics behaviors. Thus, we obtain two explicit different formulas to evaluate the conditional Laplace transform of a regime switching Cox Ingersoll Ross model. One using the property of semi-affine of the model and the other one using analytic approximation. We conclude by giving some numerical illustrations of these formulas and real data estimation results.

Equivalent Circuit Model of RF passive components based on its simulated frequency response data (EM Solver 의 주파수 응답 데이터를 이용한 RF 수동 소자의 등가회로 모델링에 관한 연구)

  • Oh, Sang-Bae;Ko, Jae-Hyeong;Han, Hyeong-Seok;Kim, Hyeong-Seok
    • 한국정보통신설비학회:학술대회논문집
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    • 2007.08a
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    • pp.27-30
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    • 2007
  • This paper deals with an equivalent circuit model for RF passive components. Rational functions are obtained from the frequency responses of EM simulation by using Foster canonical partial fraction expressions. The Vector Fitting(VF) and the Adaptive Frequency Sampling(AFS) scheme are also implemented to obtain the rational functions. A passivity enforcement algorithm is applied to ensure the stability of the equivalent circuit model. In order to verify the schemes, S parameters of the equivalent circuit model is compared to those of EM simulation in case of the microstrip line structure with 3 slots in ground.

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