• Journal of the Korean Society for Precision Engineering
• /
• v.23 no.12 s.189
• /
• pp.72-79
• /
• 2006

Vibration of a non-linear system under random parametric excitations was evaluated by probabilistic methods. The non-linear characteristic terms of a system structure were quasi-linearized and excitation terms were remained as they were An analytical method where the square mean of error was minimized was used An alternative method was an energy method where the damping energy and restoring energy of the linearized system were equalized to those of the original non-linear system. The numerical results were compared with those obtained by Monte Carlo simulation. The comparison showed the results obtained by Monte Carlo simulation located between those by the analytical method and those by the energy method.

• Proceedings of the Korean Society of Precision Engineering Conference
• /
• 2006.05a
• /
• pp.113-114
• /
• 2006

Vibration of a non-linear system under random excitations was evaluated by probabilistic methods. The non-linear characteristic terms of a system structure were quasi-linearized and excitation terms were remained as they were. An analytical method where the square mean of error was minimized was used. An alternative method was an energy method where the damping energy and restoring energy of the linearized system were equalized to those of the original non-linear system. The numerical results were compared with those obtained by Monte Carlo simulation. The comparison showed the results obtained by Monte Carlo simulation located between those by the analytical method and those by the energy method.

• JSTS:Journal of Semiconductor Technology and Science
• /
• v.15 no.1
• /
• pp.101-113
• /
• 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).

• The Journal of Korean Institute of Communications and Information Sciences
• /
• v.35 no.5C
• /
• pp.415-422
• /
• 2010

In this paper, we derive exact closed-form formulas, in terms of Meijer's G-function, for the ergodic capacity of space-time block codes (STBCs) from generalized linear complex orthogonal designs (GLCODs) and generalized coordinate interleaved orthogonal designs (GCIODs) in quasi-static frequency-nonselective i.i.d. Nakagami-m fading channels. The derived analytical results show an excellent agreement with Monte-Carlo simulation results. Thus, a useful means for analyzing and predicting the ergodic capacity performance of STBCs from GLCODs or GCIODs can be provided in various antenna configurations and different channel conditions without extensive Monte-Carlo simulations. We present some numerical results to verify the accuracy of the derived formulas.

• Structural Engineering and Mechanics
• /
• v.38 no.1
• /
• pp.125-140
• /
• 2011

This study presents an innovative method to estimate the reliability sensitivity based on the low-discrepancy sampling which is a new technique for structural reliability analysis. Two advantages are contributed to the method: one is that, by developing a general importance sampling procedure for reliability sensitivity analysis, the partial derivative of the failure probability with respect to the distribution parameter can be directly obtained with typically insignificant additional computations on the basis of structural reliability analysis; and the other is that, by combining various low-discrepancy sequences with the above importance sampling procedure, the proposed method is far more efficient than that based on the classical Monte Carlo method in estimating reliability sensitivity, especially for problems of small failure probability or problems that require a large number of costly finite element analyses. Examples involving both numerical and structural problems illustrate the application and effectiveness of the method developed, which indicate that the proposed method can provide accurate and computationally efficient estimates of reliability sensitivity.

• Geomechanics and Engineering
• /
• v.12 no.6
• /
• pp.871-882
• /
• 2017

Indirect measure of the tensile strength of laboratory samples is an important topic in rock engineering. One of the most important tests, the Brazilian strength test is performed to obtain the tensile strength of rock, concrete and other quasi brittle materials. Because the measurements are provided indirectly and the inspected rock materials may have heterogeneous properties, uncertainty quantification is required for a reliable test evaluation. In addition to the conventional measurement evaluation uncertainty methods recommended by the Guide to the Expression of Uncertainty in Measurement (GUM), such as Taylor's and Monte Carlo Methods, a fuzzy set-based approach is also proposed and resulting uncertainties are discussed. The results showed that when a tensile strength measurement is measured by a laboratory test, its uncertainty can also be expressed by one of the methods presented.

• Nuclear Engineering and Technology
• /
• v.53 no.11
• /
• pp.3517-3527
• /
• 2021

New 80-MW (electric) ultra-long-life sodium cooled fast reactor core having inherent safety characteristics is designed with heterogeneous fuel assemblies comprised of driver and blanket fuel rods. Several options using upper sodium plenum and SSFZ (Special Sodium Flowing Zone) for reducing sodium void reactivity are neutronically analyzed in this core concept in order to improve the inherent safety of the core. The SSFZ allowing the coolant flow from the peripheral fuel assemblies increases the neutron leakage under coolant expansion or voiding. The Monte Carlo calculations were used to design the cores and analyze their physics characteristics with heterogeneous models. The results of the design and analyses show that the final core design option has a small burnup reactivity swing of 618 pcm over ~54 EFPYs cycle length and a very small sodium void worth of ~35pcm at EOC (End of Cycle), which leads to the satisfaction of all the conditions for inherent safety with large margin based on the quasi-static reactivity balance analysis under ATWS (Anticipated Transient Without Scram).

• ETRI Journal
• /
• v.46 no.2
• /
• pp.175-183
• /
• 2024

Recently, polar code has attracted the attention of many scholars and has been developed as a code technology in coded-cooperative communication. We propose a polar code scheme based on Plotkin structure and quasi-uniform punching (PC-QUP). Then we apply the PC-QUP to coded-cooperative scenario and built to a new coded-cooperative scheme, which is called PCC-QUP scheme. The coded-cooperative scheme based on polar code is studied on the aspects of codeword construction and performance optimization. Further, we apply the proposed schemes to space-time block coding (STBC) to explore the performance of the scheme. Monte Carlo simulation results show that the proposed cooperative PCC-QUP-STBC scheme can obtain a lower bit error ratio (BER) than its corresponding noncooperative scheme.

• Earthquakes and Structures
• /
• v.7 no.2
• /
• pp.119-139
• /
• 2014

A new method is proposed for random vibration anaylsis of hysteretic systems subjected to non-stationary random excitations. With the Bouc-Wen model, motion equations of hysteretic systems are first transformed into quasi-linear equations by applying the concept of equivalent excitations and decoupling of the real and hysteretic displacements, and the derived equation system can be solved by either the precise time integration or the Newmark-${\beta}$ integration method. Combining the numerical solution of the auxiliary differential equation for hysteretic displacements, an explicit iteration algorithm is then developed for the dynamic response analysis of hysteretic systems. Because the computational cost for a large number of deterministic analyses of hysteretic systems can be significantly reduced, Monte-Carlo simulation using the explicit iteration algorithm is now viable, and statistical characteristics of the non-stationary random responses of a hysteretic system can be obtained. Numerical examples are presented to show the accuracy and efficiency of the present approach.

• Bulletin of the Korean Mathematical Society
• /
• v.48 no.4
• /
• pp.791-812
• /
• 2011

This is a survey on American options. An American option allows its owner the privilege of early exercise, whereas a European option can be exercised only at expiration. Because of this early exercise privilege American option pricing involves an optimal stopping problem; the price of an American option is given as a free boundary value problem associated with a Black-Scholes type partial differential equation. Up until now there is no simple closed-form solution to the problem, but there have been a variety of approaches which contribute to the understanding of the properties of the price and the early exercise boundary. These approaches typically provide numerical or approximate analytic methods to find the price and the boundary. Topics included in this survey are early approaches(trees, finite difference schemes, and quasi-analytic methods), an analytic method of lines and randomization, a homotopy method, analytic approximation of early exercise boundaries, Monte Carlo methods, and relatively recent topics such as model uncertainty, backward stochastic differential equations, and real options. We also provide open problems whose answers are expected to contribute to American option pricing.