• Title/Summary/Keyword: monte-carlo

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TEACHING PROBABILISTIC CONCEPTS AND PRINCIPLES USING THE MONTE CARLO METHODS

  • LEE, SANG-GONE
    • Honam Mathematical Journal
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    • v.28 no.1
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    • pp.165-183
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    • 2006
  • In this article, we try to show that concepts and principles in probability can be taught vividly through the use of the Monte Carlo method to students who have difficulty with probability in the classrooms. We include some topics to demonstrate the application of a wide variety of real world problems that can be addressed.

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Monte Carlo Study of Layered Heisenberg Ferromagnet

  • Lee, Kyuwon
    • Journal of Magnetics
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    • v.6 no.4
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    • pp.119-121
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    • 2001
  • Monte Carlo simulation was employed to study the phase transition in the classical Heisenberg ferromagnet with variable interlayer interactions. The measured transition temperatures show a strong logarithmic dependence on J/J'where J and J'are the intralayer and the interlayer exchange interaction, respectively. The results were compared with the theoretical expectations and an empirical formula for the critical coupling was stained.

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Monte Carlo Simulation of Phonon Transport in One-Dimensional Transient Conduction and ESD Event (1 차원 과도 전도와 정전기 방전 현상에 관한 포논 전달의 몬테 카를로 모사)

  • Oh, Jang-Hyun;Lee, Joon-Sik
    • Proceedings of the KSME Conference
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    • 2007.05b
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    • pp.2165-2170
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    • 2007
  • At nanoscales, the Boltzmann transport equation (BTE) can best describe the behavior of phonons which are energy carriers in crystalline materials. Through this study, the phonon transport in some micro/nanoscale problems was simulated with the Monte Carlo method which is a kind of the stochastic approach to the BTE. In the Monte Carlo method, the superparticles of which the number is the weighted value to the actual number of phonons are allowed to drift and be scattered by other ones based on the scattering probability. Accounting for the phonon dispersion relation and polarizations, we have confirmed the one-dimensional transient phonon transport in ballistic and diffusion limits, respectively. The thermal conductivity for GaAs was also calculated from the kinetic theory by using the proposed model. Besides, we simulated the electrostatic discharge event in the NMOS transistor as a two-dimensional problem by applying the Monte Carlo method.

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Comparison of Monte Carlo Simulation and Fuzzy Math Computation for Validation of Summation in Quantitative Risk Assessment

  • Im, Myung-Nam;Lee, Seung-Ju
    • Food Science and Biotechnology
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    • v.16 no.3
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    • pp.361-366
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    • 2007
  • As the application of quantitative risk assessment (QRA) to food safety becomes widespread, it is now being questioned whether experimental results and simulated results coincide. Therefore, this paper comparatively analyzed experimental data and simulated data of the cross contamination, which needs summation of the simplest calculations in QRA, of chicken by Monte Carlo simulation and fuzzy math computation. In order to verify summation, the following basic operation was performed. For the experiment, thigh, breast, and a mixture of both parts were preserved for 24 hr at $20^{\circ}C$, and then the cell number of Salmonella spp. was measured. In order to examine the differences between experimental results and simulated results, we applied the descriptive statistics. The result was that mean value by fuzzy math computation was more similar to the experimental than that by Monte Carlo simulation, whereas other statistical descriptors by Monte Carlo simulation were more similar.

Error Analysis and Alignment Tolerancing for Confocal Scanning Microscope using Monte Carlo Method (Monte Carlo 방법을 이용한 공초점 주사 현미경의 오차 분석과 정렬 공차 할당에 관한 연구)

  • 유홍기;강동균;이승우;권대갑
    • Journal of the Korean Society for Precision Engineering
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    • v.21 no.2
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    • pp.92-99
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    • 2004
  • The errors can cause the serious loss of the performance of a precision machine system. In this paper, we proposed the method of allocating the alignment tolerances of the parts and applied this method to get the optimal tolerances of a Confocal Scanning Microscope. In general, tight tolerances are required to maintain the performance of a system, but a high cost of manufacturing and assembling is required to preserve the tight tolerances. The purpose of allocating the optimal tolerances is minimizing the cost while keeping the high performance of the system. In the optimal problem, we maximized the tolerances while maintaining the performance requirements. The Monte Carlo Method, a statistical simulation method, is used in tolerance analysis. Alignment tolerances of optical components of the confocal scanning microscope are optimized to minimize the cost and to maintain the observation performance of the microscope. We can also apply this method to the other precision machine system.

A Methodology on Treating Uncertainty of LCI Data using Monte Carlo Simulation (몬테카를로 시뮬레이션을 이용한 LCI data 불활실성 처리 방법론)

  • Park Ji-Hyung;Seo Kwang-Kyu
    • Journal of the Korean Society for Precision Engineering
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    • v.21 no.12
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    • pp.109-118
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    • 2004
  • Life cycle assessment (LCA) usually involves some uncertainty. These uncertainties are generally divided in two categories such lack of data and data inaccuracy in life cycle inventory (LCI). This paper explo.es a methodology on dealing with uncertainty due to lack of data in LCI. In order to treat uncertainty of LCI data, a model for data uncertainty is proposed. The model works with probabilistic curves as inputs and with Monte Carlo Simulation techniques to propagate uncertainty. The probabilistic curves were derived from the results of survey in expert network and Monte Carlo Simulation was performed using the derived probabilistic curves. The results of Monte Carlo Simulation were verified by statistical test. The proposed approach should serve as a guide to improve data quality and deal with uncertainty of LCI data in LCA projects.

Homogenized limit analysis of masonry structures with random input properties: polynomial Response Surface approximation and Monte Carlo simulations

  • Milani, G.;Benasciutti, D.
    • Structural Engineering and Mechanics
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    • v.34 no.4
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    • pp.417-447
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    • 2010
  • The uncertainty often observed in experimental strengths of masonry constituents makes critical the selection of the appropriate inputs in finite element analysis of complex masonry buildings, as well as requires modelling the building ultimate load as a random variable. On the other hand, the utilization of expensive Monte Carlo simulations to estimate collapse load probability distributions may become computationally impractical when a single analysis of a complex building requires hours of computer calculations. To reduce the computational cost of Monte Carlo simulations, direct computer calculations can be replaced with inexpensive Response Surface (RS) models. This work investigates the use of RS models in Monte Carlo analysis of complex masonry buildings with random input parameters. The accuracy of the estimated RS models, as well as the good estimations of the collapse load cumulative distributions obtained via polynomial RS models, show how the proposed approach could be a useful tool in problems of technical interest.

Reliability Evaluation of Transmission System using Monte Carlo Simulation Method (Monte Carlo Simulation기법을 이용한 송전계통의 신뢰도 평가)

  • Moon, Seung-Pil;Kim, Hong-Sik;Choi, Jae-Seok;Cha, Jun-Min
    • Proceedings of the KIEE Conference
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    • 2001.05a
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    • pp.169-171
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    • 2001
  • This paper presents a method fer evaluation nodal probabilistic congestion and reliability indices of transmission systems using Monte Carlo simulation methods. Quantitative evaluation of transmission system reliability is very important because successful operation of an electric power system. In the deregulated electricity market depends on transmission system reliability management Monte Carlo methods are often preferable, when complex operating conditions are involved and/or the number of sever events is relatively large. To evaluate the reliability of a real power system, Monte Carlo Methods will be more useful. The characteristics and effectiveness of this methodology are illustrated by the case study using a small test system.

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Probabilistic determination of initial cable forces of cable-stayed bridges under dead loads

  • Cheng, Jin;Xiao, Ru-Cheng;Jiang, Jian-Jing
    • Structural Engineering and Mechanics
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    • v.17 no.2
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    • pp.267-279
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    • 2004
  • This paper presents an improved Monte Carlo simulation for the probabilistic determination of initial cable forces of cable-stayed bridges under dead loads using the response surfaces method. A response surface (i.e. a quadratic response surface without cross-terms) is used to approximate structural response. The use of the response surface eliminates the need to perform a deterministic analysis in each simulation loop. In addition, use of the response surface requires fewer simulation loops than conventional Monte Carlo simulation. Thereby, the computation time is saved significantly. The statistics (e.g. mean value, standard deviation) of the structural response are calculated through conventional Monte Carlo simulation method. By using Monte Carlo simulation, it is possible to use the existing deterministic finite element code without modifying it. Probabilistic analysis of a truss demonstrates the proposed method' efficiency and accuracy; probabilistic determination of initial cable forces of a cable-stayed bridge under dead loads verifies the method's applicability.