• Title/Summary/Keyword: dynamic Monte Carlo

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A Parallel Sphere Decoder Algorithm for High-order MIMO System (고차 MIMO 시스템을 위한 저 복잡도 병렬 구형 검출 알고리즘)

  • Koo, Jihun;Kim, Jaehoon;Kim, Yongsuk;Kim, Jaeseok
    • Journal of the Institute of Electronics and Information Engineers
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    • v.51 no.5
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    • pp.11-19
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    • 2014
  • In this paper, a low complexity parallel sphere decoder algorithm is proposed for high-order MIMO system. It reduces the computational complexity compared to the fixed-complexity sphere decoder (FSD) algorithm by static tree-pruning and dynamic tree-pruning using scalable node operators, and offers near-maximum likelihood decoding performance. Moreover, it also offers hardware-friendly node operation algorithm through fixing the variable computational complexity caused by the sequential nature of the conventional SD algorithm. A Monte Carlo simulation shows our proposed algorithm decreases the average number of expanded nodes by 55% with only 6.3% increase of the normalized decoding time compared to a full parallelized FSD algorithm for high-order MIMO communication system with 16 QAM modulation.

Bayesian inference on multivariate asymmetric jump-diffusion models (다변량 비대칭 라플라스 점프확산 모형의 베이지안 추론)

  • Lee, Youngeun;Park, Taeyoung
    • The Korean Journal of Applied Statistics
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    • v.29 no.1
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    • pp.99-112
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    • 2016
  • Asymmetric jump-diffusion models are effectively used to model the dynamic behavior of asset prices with abrupt asymmetric upward and downward changes. However, the estimation of their extension to the multivariate asymmetric jump-diffusion model has been hampered by the analytically intractable likelihood function. This article confronts the problem using a data augmentation method and proposes a new Bayesian method for a multivariate asymmetric Laplace jump-diffusion model. Unlike the previous models, the proposed model is rich enough to incorporate all possible correlated jumps as well as mention individual and common jumps. The proposed model and methodology are illustrated with a simulation study and applied to daily returns for the KOSPI, S&P500, and Nikkei225 indices data from January 2005 to September 2015.

A Study on the Effects of Oil Shocks and Energy Efficient Consumption Structure with a Bayesian DSGE Model (베이지안 동태확률일반균형모형을 이용한 유가충격 및 에너지 소비구조 전환의 효과분석)

  • Cha, Kyungsoo
    • Environmental and Resource Economics Review
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    • v.19 no.2
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    • pp.215-242
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    • 2010
  • This study constructs a bayesian neoclassical DSGE model that applies oil usage. The model includes technology shocks, oil price shocks, and shocks to energy policies as exogenous driving forces. First, this study aims to analyze the roles of these exogenous shocks in the Korean business cycle. Second, this study examines the effects of long-term changes in the energy consumption structure, including the reduction in oil use as a share of energy consumption and improvement in oil efficiency. In the case of oil price shocks, results show that these shocks exert recessionary pressure on the economy in line with those obtained in the previous literature. On the other hand, shocks to energy policies, which reduce oil consumption per capital, result in opposite consequences to oil price shocks, decreasing oil consumption. Also, counterfactual exercises show that long-term changes in the energy consumption structure would mitigate the contractionary effects of oil price shocks.

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Effectiveness Analysis for the Precision Guided and Controled Underwater Vehicle system with Integrated Navigation System (복합항법센서를 갖는 수중운동체의 정밀 유도제어 정확도 분석)

  • Han, Yongsu;Hyun, Chul;Jeong, Dongmin
    • Journal of the Korea Institute of Information and Communication Engineering
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    • v.19 no.11
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    • pp.2751-2757
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    • 2015
  • To obtain the system requirement specification in the beginning of the precision guidance and control system development, the effectiveness and reliability analysis for the system are necessary. The main purpose of this research is to obtain the system requirement specification by carrying out the effectiveness analysis using the modeling and simulation(M&S) scheme. M&S model is constructed using 6-DOF dynamic model, environment model, guidanc -navigation & control model. Assume that the navigation sensor is consist of inertial navigation sensor(INS) and doppler velocity log(DVL), and the speed and direction of current is environment parameter. The effectiveness analysis is carried out using circular error probability(CEP) and variance analyze scheme. Also, the effectiveness analysis is utilized for cost-performance analysis considering the cost of commercial INS and DVL sensor. This paper shows the high-level INS and the low-level DVL configure a high price-performance integrated navigation system.

Along and across-wind vibration control of shear wall-frame buildings with flexible base by using passive dynamic absorbers

  • Ivan F. Huergo;Hugo Hernandez-Barrios;Roberto Gomez-Martinez
    • Wind and Structures
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    • v.38 no.1
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    • pp.15-42
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    • 2024
  • A flexible-base coupled-two-beam (CTB) discrete model with equivalent tuned mass dampers is used to assess the effect of soil-structure interaction (SSI) and different types of lateral resisting systems on the design of passive dynamic absorbers (PDAs) under the action of along-wind and across-wind loads due to vortex shedding. A total of five different PDAs are considered in this study: (1) tuned mass damper (TMD), (2) circular tuned sloshing damper (C-TSD), (3) rectangular tuned sloshing damper (R-TSD), (4) two-way liquid damper (TWLD) and (5) pendulum tuned mass damper (PTMD). By modifying the non-dimensional lateral stiffness ratio, the CTB model can consider lateral deformations varying from those of a flexural cantilever beam to those of a shear cantilever beam. The Monte Carlo simulation method was used to generate along-wind and across-wind loads correlated along the height of a real shear wall-frame building, which has similar fundamental periods of vibration and different modes of lateral deformation in the xz and yz planes, respectively. Ambient vibration tests were conducted on the building to identify its real lateral behavior and thus choose the most suitable parameters for the CTB model. Both alongwind and across-wind responses of the 144-meter-tall building were computed considering four soil types (hard rock, dense soil, stiff soil and soft soil) and a single PDA on its top, that is, 96 time-history analyses were carried out to assess the effect of SSI and lateral resisting system on the PDAs design. Based on the parametric analyses, the response significantly increases as the soil flexibility increases for both type of lateral wind loads, particularly for flexural-type deformations. The results show a great effectiveness of PDAs in controlling across-wind peak displacements and both along-wind and across-wind RMS accelerations, on the contrary, PDAs were ineffective in controlling along-wind peak displacements on all soil types and different kind of lateral deformation. Generally speaking, the maximum possible value of the PDA mass efficiency index increases as the soil flexibility increases, on the contrary, it decreases as the non-dimensional lateral stiffness ratio of the building increases; therefore, there is a significant increase of the vibration control effectiveness of PDAs for lateral flexural-type deformations on soft soils.

Dosimetry and Medical Internal Radiation Dose of Re-188-DTPA for Endovascular Balloon Brachytherapy Against Restenosis after Coronary Angioplasty (혈관성형술 후 재협착 방지 치료에 사용하기 위한 원통형 풍선 Re-188-DTPA의 선량 분포와 내부피폭 선량)

  • Lee, Jin;Lee, Dong-Soo;Shin, Seung-Ae;Jeong, Jae-Min;Chung, June-Key;Lee, Myung-Chul
    • The Korean Journal of Nuclear Medicine
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    • v.33 no.2
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    • pp.163-171
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    • 1999
  • Purpose: Liquid beta emitter filled in angioplasty balloon could be used to perform endovascular balloon brachytherapy to prevent coronary artery restenosis. We investigated the dosimetry for Re-188-DTPA liquid-filled balloon and medical internal radiation dosimetry in case of balloon leakage. Materials and Methods: We estimated radiation dose from an angioplasty balloon (20 mm length, 3 mm diameter cylinder) to the adjacent vessel wall using Monte Carlo EGS4 code. We obtained time-activity curves of kidneys in normal dog and calculated $T_{max},\;T_{1/2}$. Using MIRDOSE3 program, we estimated absorbed doses to the major organs (kidneys, bladder) and the whole body when we assumed that balloon leaked all the isotope contained. Results: The radiation dose was 17.5 Gy at the balloon surface when we applied 3,700 MBq/ml of Re-188 for 100 seconds, Fifty percent of the energy deposited within 1 mm from the balloon surface. The estimated internal dose to the whole body was 0.005 mGy/MBq and 18.5 mGy for the spillage of 3,700 MBq of Re-188. Conclusion: We suggest that Re-188-DTPA can be used for endovascular balloon brachytherapy to inhibit coronary artery restenosis after angioplasty with tolerable whole body radiation dose in case of balloon rupture.

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A System Dynamics Model for Negotiation strategy Analysis with North Korea (남북관계와 대북협상전략)

  • 곽상만
    • Korean System Dynamics Review
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    • v.1 no.2
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    • pp.5-31
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    • 2000
  • The summit meeting of the South North Korean leaders was a turning point in the relationships between the two countries. It was followed by the Red-Cross Meeting, Minister-Level Meeting, economic agreements, which have increased the relationship more colorful in both quantities and qualities. However, the half-century period for separation was too long to overcome all the problems by only one event. The two countries have quite different social systems; one politically strong person is governing the North, while many interest groups are involved in political decision making processes in the South. In short, it would take a long time to settle down all the problems residing between the two countries. A system dynamics model is developed to describe the long term dynamics of the relations between the South and North Koreas. As a first attempt, the model focuses only on the diplomatic meeting issues between the South and North. The model aggregates diplomatic issues into 5 categories; economic issues, security issues, infrastructure, cultural issues, and past problems. It assumes that there would not be any dramatic changes between the two countries. It is a conceptual model composed of around 200 variables, and should not be used as a forecast tool. However, it captures most of the logics discussed in the papers and conferences concerning the South and North Korea relations. Many sensitivity studies and Monte Carlo simulations have shown that the simulation results matches with mental models of experts; that is the model can be used as a learning tool or as a secondary opinion until the data required by the model is collected. In order to analyze the current situation, five scenarios are simulated and analyzed; the functional approach, the conditional approach, the balanced approach, the circumstantial approach, and the strategic approach. The functional approach represents that the South makes efforts in the area where the possibility of agreement is high for the next 10 years. The conditional approach is a scenario where the South impose all difficult issues as conditions for resolving other diplomatic issues. The balanced approach is resolving the five issues with the same priorities, while the circumstantial approach is resolving issues which seem to be resolved easily. Finally, another optimum approach has been seek using the system dynamics model developed. The optimum strategy (it is named as the strategic approach) was strikingly different from other four approaches. The optimum strategy is so complicated that no one could find it with mental model(or by just insights). Considering that the system dynamic model used to find the optimum is a simplifind (maybe over simplified) version of the reality, it is concluded that a well designed system dynamics model would be of great help to resolving the complicated diplomatic problems in any kind.

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Economic Evaluation of Port Hinterlands Using Real Option -Focusing on the Case Study for Hinterland of Busan New Port- (실물옵션을 이용한 항만배후단지의 가치평가 -부산신항 배후단지 사례분석을 중심으로-)

  • Kim, MyoungHee;Lee, Kihwan
    • Journal of Korea Port Economic Association
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    • v.28 no.3
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    • pp.235-257
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    • 2012
  • Recently the role of ports has been changed to satisfy flexibly needs of demands in global economy. A new concept for ports is not just a place for international trade but an important nodal point in logistics chain. The changing environment like this trend creates a high degree of uncertainty and leaves port managers confused with the question how to respond effectively to dynamic market. The latest studies provide that the port must have a good hinterland to achieve competitive advantages in a logistics chain. Korean Government announced "The Master Development Plan for Port Logistics Parks in Korea" in 2006. This contains the plan of hinterland construction of Busan New Port to achieve the status of logistics hub in Asian market. Previous studies rely solely on traditional DCF(discounted cash flow) analysis for investment of hinterland. However DCF method does not include irreversibility, uncertainty and the choice of timing for investment project. This thesis introduces a ROPM(real options pricing model) which overcomes the limitations of traditional valuation methods. The option valuations in this study utilize the Black-Scholes model, the binomial model and the MonteCarlo simulation to value investment opportunity of a port hinterland. In this thesis, an attempt is made to modify the NPV criterion by incorporating the real options approach, and its application is demonstrated in a hinterland construction investment plan. This research has conducted an empirical analysis by calculating economic value of the investment for a hinterland of Busan New Port.