• Title/Summary/Keyword: monte-carlo

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Decision of Error Tolerance in Sonar Array by the Monte-Carlo Method (Monte-Carlo 방법에 의한 소나배열 소자의 허용오차 규정)

  • 김형동;이용범;이준영
    • The Journal of the Acoustical Society of Korea
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    • v.21 no.3
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    • pp.221-229
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    • 2002
  • In thin paper, error tolerance of each array element which satisfies error tolerance of beam pattern is decided by using the Monte-Carlo method. Conventional deterministic method decides the error tolerance of each element from the acceptance pattern by testing all cases, but this method is not suitable for the analysis of large number of array elements because the computation resources increase exponentially as the number of array elements increases. To alleviate this problem, we applied new algorithm which reduces the increment of calculation time increased by the number of the array elements. We have validates the determined error tolerance region through several simulation.

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.

A Kinetic Monte Carlo Simulation of Individual Site Type of Ethylene and α-Olefins Polymerization

  • Zarand, S.M. Ghafelebashi;Shahsavar, S.;Jozaghkar, M.R.
    • Journal of the Korean Chemical Society
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    • v.62 no.3
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    • pp.191-202
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    • 2018
  • The aim of this work is to study Monte Carlo simulation of ethylene (co)polymerization over Ziegler-Natta catalyst as investigated by Chen et al. The results revealed that the Monte Carlo simulation was similar to sum square error (SSE) model to prediction of stage II and III of polymerization. In the case of activation stage (stage I) both model had slightly deviation from experimental results. The modeling results demonstrated that in homopolymerization, SSE was superior to predict polymerization rate in current stage while for copolymerization, Monte Carlo had preferable prediction. The Monte Carlo simulation approved the SSE results to determine role of each site in total polymerization rate and revealed that homopolymerization rate changed from site to site and order of center was different compared to copolymerization. The polymer yield was reduced by addition of hydrogen amount however there was no specific effect on uptake curve which was predicted by Monte Carlo simulation with good accuracy. In the case of copolymerization it was evolved that monomer chain length and monomer concentration influenced the rate of polymerization as rate of polymerization reduced from 1-hexene to 1-octene and increased when monomer concentration proliferate.

Evaluation of Probabilistic Finite Element Method in Comparison with Monte Carlo Simulation

  • 이재영;고홍석
    • Magazine of the Korean Society of Agricultural Engineers
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    • v.32 no.E
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    • pp.59-66
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    • 1990
  • Abstract The formulation of the probabilistic finite element method was briefly reviewed. The method was implemented into a computer program for frame analysis which has the same analogy as finite element analysis. Another program for Monte Carlo simulation of finite element analysis was written. Two sample structures were assumed and analized. The characteristics of the second moment statistics obtained by the probabilistic finite element method was examined through numerical studies. The applicability and limitation of the method were also evaluated in comparison with the data generated by Monte Carlo simulation.

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Neutron clustering in Monte Carlo iterated-source calculations

  • Sutton, Thomas M.;Mittal, Anudha
    • Nuclear Engineering and Technology
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    • v.49 no.6
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    • pp.1211-1218
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    • 2017
  • Monte Carlo neutron transport codes generally use the method of successive generations to converge the fission source distribution to-and then maintain it at-the fundamental mode. Recently, a phenomenon called "clustering" has been noted, which produces fission distributions that are very far from the fundamental mode. In this study, a mathematical model of clustering in Monte Carlo has been developed. The model draws on previous work for continuous-time birth-death processes, as well as methods from the field of population genetics.

Three dimensional Dose reconstruction based on transit dose measurement and Monte Carlo calculation (조사문 선량 분포와 Monte Carlo 계산을 이용한 삼차원 선량 재구성에 관한 연구)

  • Park, Dal;Yeo, In-Hwan;Kim, Dae-Yong;An, Yong-Chan;Heo, Seung-Jae
    • Progress in Medical Physics
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    • v.11 no.2
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    • pp.91-99
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    • 2000
  • This is a preliminary study for developing the method of the dose reconstruction in the patients, irradiated by mega-voltage photon beams from the linear accelerator, using the transit dose distributions. In this study we present the method of three-dimensional dose reconstruction and evaluate the method by computer simulation. To acquire the dose distributions in the patients (or phantoms) we first calculate the differences between the doses at the arbitrary points in the patients and the doses at the corresponding points where the transit doses are measured. Then, we can get the dose in the patients from the measured transit dose and the calculated value of the difference. The dose differences are calculated by applying the inverse square law and using the linear attenuation coefficient. The scatter to primary dose ratios, which are calculated by the Monte Carlo program using the CT data of the patient (or phantoms), are also used in the calculations. For the evaluation of this method we used various kinds of homogeneous and inhomogeneous phantoms and calculated the transit dose distributions with the Monte Carlo program. From the distributions we reconstructed the dose distributions in the phantom. We used mono-energy Photon beam of 1.5MeV and Monte Carlo program EGS4. The comparison between the dose distributions reconstructed using the method and the distributions calculated by the Monte Carlo program was done. They agreed within errors of -4%∼+2%. This method can be used to predict the dose distributions in the patient

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Physically Based Landslide Susceptibility Analysis Using a Fuzzy Monte Carlo Simulation in Sangju Area, Gyeongsangbuk-Do (Fuzzy Monte Carlo simulation을 이용한 물리 사면 모델 기반의 상주지역 산사태 취약성 분석)

  • Jang, Jung Yoon;Park, Hyuck Jin
    • Economic and Environmental Geology
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    • v.50 no.3
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    • pp.239-250
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    • 2017
  • Physically based landslide susceptibility analysis has been recognized as an effective analysis method because it can consider the mechanism of landslide occurrence. The physically based analysis used the slope geometry and geotechnical properties of slope materials as input. However, when the physically based approach is adopted in regional scale area, the uncertainties were involved in the analysis procedure due to spatial variation and complex geological conditions, which causes inaccurate analysis results. Therefore, probabilistic method have been used to quantify these uncertainties. However, the uncertainties caused by lack of information are not dealt with the probabilistic analysis. Therefore, fuzzy set theory was adopted in this study because the fuzzy set theory is more effective to deal with uncertainties caused by lack of information. In addition, the vertex method and Monte Carlo simulation are coupled with the fuzzy approach. The proposed approach was used to evaluate the landslide susceptibility for a regional study area. In order to compare the analysis results of the proposed approach, Monte Carlo simulation as the probabilistic analysis and the deterministic analysis are used to analyze the landslide susceptibility for same study area. We found that Fuzzy Monte Carlo simulation showed the better prediction accuracy than the probabilistic analysis and the deterministic analysis.

Dose Computational Time Reduction For Monte Carlo Treatment Planning

  • Park, Chang-Hyun;Park, Dahl;Park, Dong-Hyun;Park, Sung-Yong;Shin, Kyung-Hwan;Kim, Dae-Yong;Cho, Kwan-Ho
    • Proceedings of the Korean Society of Medical Physics Conference
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    • 2002.09a
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    • pp.116-118
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    • 2002
  • It has been noted that Monte Carlo simulations are the most accurate method to calculate dose distributions in any material and geometry. Monte Carlo transport algorithms determine the absorbed dose by following the path of representative particles as they travel through the medium. Accurate Monte Carlo dose calculations rely on detailed modeling of the radiation source. We modeled the effects of beam modifiers such as collimators, blocks, wedges, etc. of our accelerator, Varian Clinac 600C/D to ensure accurate representation of the radiation source using the EGSnrc based BEAM code. These were used in the EGSnrc based DOSXYZ code for the simulation of particles transport through a voxel based Cartesian coordinate system. Because Monte Carlo methods use particle-by-particle methods to simulate a radiation transport, more particle histories yield the better representation of the actual dose. But the prohibitively long time required to get high resolution and accuracy calculations has prevented the use of Monte Carlo methods in the actual clinical spots. Our ultimate aim is to develop a Monte Carlo dose calculation system designed specifically for radiation therapy planning, which is distinguished from current dose calculation methods. The purpose of this study in the present phase was to get dose calculation results corresponding to measurements within practical time limit. We used parallel processing and some variance reduction techniques, therefore reduced the computational time, preserving a good agreement between calculations of depth dose distributions and measurements within 5% deviations.

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A Study on Comparison between the Propagation of Uncertainty by GUM and Monte-Carlo Simulation (측정 불확도 표현 지침서(GUM)와 Monte-Carlo Simulation에 의한 불확도 전파 결과의 비교 연구)

  • Jungkee Shu;Hyungsik Min;Minsu Park;Jin-Chun Woo;Jongsang Kim
    • Journal of the Korean Chemical Society
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    • v.47 no.1
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    • pp.31-37
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    • 2003
  • The expanded uncertainties calculated by the application of GUM -approximation and Monte-Carlo simulation were compared about the model equation of one-point calibration which is widely used for the measurements and chemical analysis. For the comparisons, we assumed a set of artificial data at the various level of concentration and dispersion of t or normal distribution. Mistakes of more then 50 % was revealed at the values calculated by GUM-approximation in comparison with those of Monte-Carlo simulation because of the excess dispersion from t-distribution and non-linearity by division in the equation. In contrary, the mistake of calculation due to non-linearity of the equation was not observed in the level of detection limits with the equation of one-point calibration, because of the relatively large values of uncertainty in response.

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.