• 제목/요약/키워드: monte carlo methods

검색결과 948건 처리시간 0.023초

몬테칼로 유한차분 시간영역 방법을 이용한 프랙셔널 브라운 모션 프랙탈 완전도체 표면에서의 전자파 산란 (Electromagnetic Wave Scattering from a Perfectly Conducting Fractional Brownian Motion Fractal Surface Using a Monte-Carlo FDTD Method)

  • 최동묵;김채영
    • 한국통신학회논문지
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    • 제28권2A호
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    • pp.63-69
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    • 2003
  • 본 논문에서는 몬테칼로 유한차분 시간영역 해석법을 이용하여 프랙탈 형상을 가진 완전 도체 표면에서 산란된 장을 구하였다. 프랙탈 형상을 가진 1차원 표면은 프랙셔널 브라운 모션 모델을 사용하여 생성하였다. 프랙탈 표면의 형상을 결정하는 스펙트럼 변수(S0), 프랙탈 차원(D)에 대한 역방향 산란계수를 계산하였다. 계산에 사용된 표면의 수는 80개, 표면의 점의 수는 1024개이고, 표면의 길이는 16파장이었다. 계산된 결과의 타당성을 검증하기 위해 소 섭동 근사기법을 이용하여 계산된 결과와 비교하였다. 그 결과 양자간의 결과는 서로 잘 일치함을 알 수 있었다.

비모수 베이지안 겉보기 무관 회귀모형 (A nonparametric Bayesian seemingly unrelated regression model)

  • 조성일;석인혜;최태련
    • 응용통계연구
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    • 제29권4호
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    • pp.627-641
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    • 2016
  • 본 논문에서는 겉보기 무관 회귀모형을 고려하고 디리크레 프로세스 혼합모형을 오차항의 분포로 하는 비모수 베이지안 방법을 제안한다. 제안된 모형을 바탕으로 사후분포를 유도하고 디리크레 프로세스 혼합모형의 붕괴깁스표집 방법을 통해 마코프 체인 몬테 칼로 알고리듬을 구성하고 사후추론을 실시한다. 모형의 성능을 비교하기 위해 모의실험을 실시하고, 더 나아가 한국지역의 강수량 예측에 대한 실제 자료에 적용해 본다.

Copula modelling for multivariate statistical process control: a review

  • Busababodhin, Piyapatr;Amphanthong, Pimpan
    • Communications for Statistical Applications and Methods
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    • 제23권6호
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    • pp.497-515
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    • 2016
  • Modern processes often monitor more than one quality characteristic that are referred to as multivariate statistical process control (MSPC) procedures. The MSPC is the most rapidly developing sector of statistical process control and increases interest in the simultaneous inspection of several related quality characteristics. Most multivariate detection procedures based on a multi-normality assumptions are independent, but there are many processes that assume non-normality and correlation. Many multivariate control charts have a lack of related joint distribution. Copulas are tool to construct multivariate modelling and formalizing the dependence structure between random variables and applied in several fields. From copula literature review, there are a few copula to apply in MSPC that have multivariate control charts, and represent a successful tool to identify an out-of-control process. This paper presents various types of copulas modelling for the multivariate control chart. The performance measures of the control chart are the average run length (ARL) and the average number of observations to signal (ANOS). Furthermore, a Monte Carlo simulation is shown when the observations were from an exponential distribution.

Analysis of queuing mine-cars affecting shaft station radon concentrations in Quzhou uranium mine, eastern China

  • Hong, Changshou;Zhao, Guoyan;Li, Xiangyang
    • Nuclear Engineering and Technology
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    • 제50권3호
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    • pp.453-461
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    • 2018
  • Shaft stations of underground uranium mines in China are not only utilized as waiting space for loaded mine-cars queuing to be hoisted but also as the principal channel for fresh air taken to working places. Therefore, assessment of how mine-car queuing processes affect shaft station radon concentration was carried out. Queuing network of mine-cars has been analyzed in an underground uranium mine, located in Quzhou, Zhejiang province of Eastern China. On the basis of mathematical analysis of the queue network, a MATLAB-based quasi-random number generating program utilizing Monte-Carlo methods was worked out. Extensive simulations were then implemented via MATALB operating on a DELL PC. Thereafter, theoretical calculations and field measurements of shaft station radon concentrations for several working conditions were performed. The queuing performance measures of interest, like average queuing length and waiting time, were found to be significantly affected by the utilization rate (positively correlated). However, even with respect to the "worst case", the shaft station radon concentration was always lower than $200Bq/m^3$. The model predictions were compared with the measuring results, and a satisfactory agreement was noted. Under current working conditions, queuing-induced variations of shaft station radon concentration of the study mine are not remarkable.

Development of a fast reactor multigroup cross section generation code EXUS-F capable of direct processing of evaluated nuclear data files

  • Lim, Changhyun;Joo, Han Gyu;Yang, Won Sik
    • Nuclear Engineering and Technology
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    • 제50권3호
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    • pp.340-355
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    • 2018
  • The methods and performance of a fast reactor multigroup cross section (XS) generation code EXUS-F are described that is capable of directly processing Evaluated Nuclear Data File format nuclear data files. RECONR of NJOY is used to generate pointwise XS data, and Doppler broadening is incorporated by the Gauss-Hermite quadrature method. The self-shielding effect is incorporated in the ultrafine group XSs in the resolved and unresolved resonance ranges. Functions to generate scattering transfer matrices and fission spectrum matrices are realized. The extended transport approximation is used in zero-dimensional calculations, whereas the collision probability method and the method of characteristics are used for one-dimensional cylindrical geometry and two-dimensional hexagonal geometry problems, respectively. Verification calculations are performed first for various homogeneous mixtures and cylindrical problems. It is confirmed that the spectrum calculations and the corresponding multigroup XS generations are performed adequately in that the reactivity errors are less than 50 pcm with the McCARD Monte Carlo solutions. The nTRACER core calculations are performed with the EXUS-F-generated 47 group XSs for the two-dimensional Advanced Burner Reactor 1000 benchmark problem. The reactivity error of 160 pcm and the root mean square error of the pin powers of 0.7% indicate that EXUF-F generates properly the broad-group XSs.

Design and Fabrication of CLYC-Based Rotational Modulation Collimator (RMC) System for Gamma-Ray/Neutron Dual-Particle Imager

  • Kim, Hyun Suk;Lee, Jooyub;Choi, Sanghun;Bang, Young-bong;Ye, Sung-Joon;Kim, Geehyun
    • Journal of Radiation Protection and Research
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    • 제46권3호
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    • pp.112-119
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    • 2021
  • Background: This work aims to develop a new imaging system based on a pulse shape discrimination-capable Cs2LiYCl6:Ce (CLYC) scintillation detector combined with the rotational modulation collimator (RMC) technique for dual-particle imaging. Materials and Methods: In this study, a CLYC-based RMC system was designed based on Monte Carlo simulations, and a prototype was fabricated. Therein, a rotation control system was developed to rotate the RMC unit precisely, and a graphical user interface-based software was also developed to operate the data acquisition with RMC rotation. The RMC system was developed to allow combining various types of collimator masks and detectors interchangeably, making the imaging system more versatile for various applications and conditions. Results and Discussion: Operational performance of the fabricated system was studied by checking the accuracy and precision of the collimator rotation and obtaining modulation patterns from a gamma-ray source repeatedly. Conclusion: The prototype RMC system showed reliability in its mechanical properties and reproducibility in the acquisition of modulation patterns, and it will be further investigated for its dual-particle imaging capability with various complex radioactive source conditions.

Distributed Target Localization with Inaccurate Collaborative Sensors in Multipath Environments

  • Feng, Yuan;Yan, Qinsiwei;Tseng, Po-Hsuan;Hao, Ganlin;Wu, Nan
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • 제13권5호
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    • pp.2299-2318
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    • 2019
  • Location-aware networks are of great importance for both civil lives and military applications. Methods based on line-of-sight (LOS) measurements suffer sever performance loss in harsh environments such as indoor scenarios, where sensors can receive both LOS and non-line-of-sight (NLOS) measurements. In this paper, we propose a data association (DA) process based on the expectation maximization (EM) algorithm, which enables us to exploit multipath components (MPCs). By setting the mapping relationship between the measurements and scatters as a latent variable, coefficients of the Gaussian mixture model are estimated. Moreover, considering the misalignment of sensor position, we propose a space-alternating generalized expectation maximization (SAGE)-based algorithms to jointly update the target localization and sensor position information. A two dimensional (2-D) circularly symmetric Gaussian distribution is employed to approximate the probability density function of the sensor's position uncertainty via the minimization of the Kullback-Leibler divergence (KLD), which enables us to calculate the expectation step with low computational complexity. Moreover, a distributed implementation is derived based on the average consensus method to improve the scalability of the proposed algorithm. Simulation results demonstrate that the proposed centralized and distributed algorithms can perform close to the Monte Carlo-based method with much lower communication overhead and computational complexity.

Interval prediction on the sum of binary random variables indexed by a graph

  • Park, Seongoh;Hahn, Kyu S.;Lim, Johan;Son, Won
    • Communications for Statistical Applications and Methods
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    • 제26권3호
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    • pp.261-272
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    • 2019
  • In this paper, we propose a procedure to build a prediction interval of the sum of dependent binary random variables over a graph to account for the dependence among binary variables. Our main interest is to find a prediction interval of the weighted sum of dependent binary random variables indexed by a graph. This problem is motivated by the prediction problem of various elections including Korean National Assembly and US presidential election. Traditional and popular approaches to construct the prediction interval of the seats won by major parties are normal approximation by the CLT and Monte Carlo method by generating many independent Bernoulli random variables assuming that those binary random variables are independent and the success probabilities are known constants. However, in practice, the survey results (also the exit polls) on the election are random and hardly independent to each other. They are more often spatially correlated random variables. To take this into account, we suggest a spatial auto-regressive (AR) model for the surveyed success probabilities, and propose a residual based bootstrap procedure to construct the prediction interval of the sum of the binary outcomes. Finally, we apply the procedure to building the prediction intervals of the number of legislative seats won by each party from the exit poll data in the $19^{th}$ and $20^{th}$ Korea National Assembly elections.

Fundamental approach to development of plastic scintillator system for in situ groundwater beta monitoring

  • Lee, UkJae;Choi, Woo Nyun;Bae, Jun Woo;Kim, Hee Reyoung
    • Nuclear Engineering and Technology
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    • 제51권7호
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    • pp.1828-1834
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    • 2019
  • The performance of a plastic scintillator for use in an in situ measurement system was analyzed using simulation and experimental methods. The experimental results of four major pure beta-emitting radionuclides, namely $^3H$, $^{14}C$, $^{32}P$, and $^{90}Sr/^{90}Y$, were compared with those obtained using a Monte Carlo N-particle (MCNP) code simulation. The MCNP simulation and experimental results demonstrated good agreement for $^{32}P$ and $^{90}Sr/^{90}Y$, with a relative difference of 1.95% and 0.43% between experimental and simulation efficiencies for $^{32}P$ and $^{90}Sr/^{90}Y$, respectively. However, owing to the short range of beta particles in water, the efficiency for $^{14}C$ was extremely low, and $^3H$ could not be detected. To directly measure the low-energy beta radionuclides considering their short range, a system where the source could flow directly to the scintillator was developed. The optimal thickness of the plastic scintillator was determined based on the suggested diameter. Results showed that the detection efficiency decreases with an increase in the depth of the water. The detection efficiency decreased drastically to approximately 10 cm, and the tendency was gradually constant.

Neutronics analysis of JSI TRIGA Mark II reactor benchmark experiments with SuperMC3.3

  • Tan, Wanbin;Long, Pengcheng;Sun, Guangyao;Zou, Jun;Hao, Lijuan
    • Nuclear Engineering and Technology
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    • 제51권7호
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    • pp.1715-1720
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    • 2019
  • Jozef Stefan Institute (JSI), TRIGA Mark II reactor employs the homogeneous mixture of uranium and zirconium hydride fuel type. Since its upgrade, a series of fresh fuel steady state experimental benchmarks have been conducted. The benchmark results have provided data for testing computational neutronics codes which are important for reactor design and safety analysis. In this work, we investigated the JSI TRIGA Mark II reactor neutronics characteristics: the effective multiplication factor and two safety parameters, namely the control rod worth and the fuel temperature reactivity coefficient using SuperMC. The modeling and real-time cross section generation methods of SuperMC were evaluated in the investigation. The calculation analysis indicated the following: the effective multiplication factor was influenced by the different cross section data libraries; the control rod worth evaluation was better with Monte Carlo codes; the experimental fuel temperature reactivity coefficient was smaller than calculated results due to change in water temperature. All the results were in good agreement with the experimental values. Hence, SuperMC could be used for the designing and benchmarking of other TRIGA Mark II reactors.