• Title/Summary/Keyword: low discrepancy sequence

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Enhanced-Precision LHSMC of Electrical Circuit Considering Low Discrepancy

  • Park, Eun-Suk;Oh, Deok-Keun;Kim, Ju-Ho
    • JSTS:Journal of Semiconductor Technology and Science
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    • v.15 no.1
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    • pp.101-113
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    • 2015
  • The Monte-Carlo (MC) technique is very efficient solution for statistical problem. Various MC methods can easily be applied to statistical circuit performance analysis. Recently, as the number of process parameters and their impact, has increasingly affected circuit performance, a sufficient sample size is required in order to consider high dimensionality, profound nonlinearity, and stringent accuracy requirements. Also, it is important to identify the performance of circuit as soon as possible. In this paper, Fast MC method is proposed for efficient analysis of circuit performance. The proposed method analyzes performance using enhanced-precision Latin Hypercube Sampling Monte Carlo (LHSMC). To increase the accuracy of the analysis, we calculate the effective dimension for the low discrepancy value on critical parameters. This will guarantee a robust input vector for the critical parameters. Using a 90nm process parameter and OP-AMP, we verified the accuracy and reliability of the proposed method in comparison with the standard MC, LHS and Quasi Monte Carlo (QMC).

Application of quasi-Monte Carlo methods in multi-asset option pricing (준난수 몬테칼로 방법을 이용한 다중자산 옵션 가격의 추정)

  • Mo, Eun Bi;Park, Chongsun
    • Journal of the Korean Data and Information Science Society
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    • v.24 no.4
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    • pp.669-677
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    • 2013
  • Quasi-Monte Carlo method is known to have lower convergence rate than the standard Monte Carlo method. Quasi-Monte Carlo methods are using low discrepancy sequences as quasi-random numbers. They include Halton sequence, Faure sequence, and Sobol sequence. In this article, we compared standard Monte Carlo method, quasi-Monte Carlo methods and three scrambling methods of Owen, Faure-Tezuka, Owen-Faure-Tezuka in valuation of multi-asset European call option through simulations. Moro inversion method is used in generating random numbers from normal distribution. It has been shown that three scrambling methods are superior in estimating option prices regardless of the number of assets, volatility, and correlations between assets. However, there are no big differences between them.

SEJONG OPEN CLUSTER SURVEY (SOS) - V. THE ACTIVE STAR FORMING REGION SH 2-255 - 257

  • LIM, BEOMDU;SUNG, HWANKYUNG;HUR, HYEONOH;LEE, BYEONG-CHEOL;BESSELL, MICHAEL S.;KIM, JINYOUNG S.;LEE, KANG HWAN;PARK, BYEONG-GON;JEONG, GWANGHUI
    • Journal of The Korean Astronomical Society
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    • v.48 no.6
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    • pp.343-355
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    • 2015
  • There is much observational evidence that active star formation is taking place in the Hii regions Sh 2-255 – 257. We present a photometric study of this star forming region (SFR) using imaging data obtained in passbands from the optical to the mid-infrared, in order to study the star formation process. A total of 218 members were identified using various selection criteria based on their observational properties. The SFR is reddened by at least E(B −V ) = 0.8 mag, and the reddening law toward the region is normal (RV = 3.1). From the zero-age main sequence fitting method it is confirmed that the SFR is 2.1 ± 0.3 kpc from the Sun. The median age of the identified members is estimated to be about 1.3 Myr from a comparison of the Hertzsprung-Russell diagram (HRD) with stellar evolutionary models. The initial mass function (IMF) is derived from the HRD and the near-infrared (J, J −H) color-magnitude diagram. The slope of the IMF is about Γ = −1.6 ± 0.1, which is slightly steeper than that of the Salpeter/Kroupa IMF. It implies that low-mass star formation is dominant in the SFR. The sum of the masses of all the identified members provides the lower limit of the cluster mass (169M). We also analyzed the spectral energy distribution (SED) of pre-main sequence stars using the SED fitting tool of Robitaille et al., and confirm that there is a significant discrepancy between stellar mass and age obtained from two different methods based on the SED fitting tool and the HRD.

Investigation of the Central Carbon Metabolism of Sorangium cellulosum: Metabolic Network Reconstruction and Quantification of Pathway Fluxes

  • Bolten, Christoph J.;Heinzle, Elmar;Muller, Rolf;Wittmann, Christoph
    • Journal of Microbiology and Biotechnology
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    • v.19 no.1
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    • pp.23-36
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    • 2009
  • In the present work, the metabolic network of primary metabolism of the slow-growing myxobacterium Sorangium cellulosum was reconstructed from the annotated genome sequence of the type strain So ce56. During growth on glucose as the carbon source and asparagine as the nitrogen source, So ce56 showed a very low growth rate of $0.23\;d^{-1}$, equivalent to a doubling time of 3 days. Based on a complete stoichiometric and isotopomer model of the central metabolism, $^{13}C$ metabolic flux analysis was carried out for growth with glucose as carbon and asparagine as nitrogen sources. Normalized to the uptake flux for glucose (100%), cells recruited glycolysis (51%) and the pentose phosphate pathway (48%) as major catabolic pathways. The Entner-Doudoroff pathway and glyoxylate shunt were not active. A high flux through the TCA cycle (118%) enabled a strong formation of ATP, but cells revealed a rather low yield for biomass. Inspection of fluxes linked to energy metabolism revealed that S. cellulosum utilized only 10% of the ATP formed for growth, whereas 90% is required for maintenance. This explains the apparent discrepancy between the relatively low biomass yield and the high flux through the energy-delivering TCA cycle. The total flux of NADPH supply (216%) was higher than the demand for anabolism (156%), indicating additional reactions for balancing of NADPH. The cells further exhibited a highly active metabolic cycle, interconverting $C_3$ and $C_4$ metabolites of glycolysis and the TCA cycle. The present work provides the first insight into fluxes of the primary metabolism of myxobacteria, especially for future investigation on the supply of cofactors, building blocks, and energy in myxobacteria, producing natural compounds of biotechnological interest.

Cyclic Alternating Pattern : Implications for Insomnia (불면증에서 순환교대파형의 의미)

  • Cyn, Jae-Gong
    • Sleep Medicine and Psychophysiology
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    • v.17 no.2
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    • pp.75-84
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    • 2010
  • The cyclic alternating pattern (CAP) is a periodic EEG activity in NREM sleep, characterized by sequences of transient electrocortical events that are distinct from background EEG activities. A CAP cycle consists of two periodic EEG features, phase A and subsequent phase B whose durations are 2-60 s. At least two consecutive CAP cycles are required to define a CAP sequence. The CAP phase A is a phasic EEG event, such as delta bursts, vertex sharp transients, K-complex sequences, polyphasic bursts, K-alpha, intermittent alpha, and arousals. Phase B is repetitive periods of background EEG activity. The absence of CAP more than 60 seconds or an isolated phase A is classified as non-CAP. Phase A activities can be classified into three subtypes (A1, A2, and A3), based on the amounts of high-voltage slow waves (EEG synchrony) and low-amplitude fast rhythms (EEG desynchrony). CAP rate, the percentage of CAP durations in NREM sleep is considered to be a physiologic marker of the NREM sleep instability. In insomnia, the frequent discrepancy between self-reports and polysomnographic findings could be attributed to subtle abnormalities in the sleep tracing, which are overlooked by the conventional scoring methods. The conventional scoring scheme has superiority in analysis of macrostructure of sleep but shows limited power in finding arousals and transient EEG events that are major component of microstructure of sleep. But, it has recently been found that a significant correlation exists between CAP rate and the subjective estimates of the sleep quality in insomniacs and sleep-improving treatments often reduce the amount of CAP. Thus, the extension of conventional sleep measures with the new CAP variables, which appear to be the more sensitive to sleep disturbance, may improve our knowledge on the diagnosis and management of insomnia.

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