• Tunnel and Underground Space
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• v.12 no.3
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• pp.189-197
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• 2002

In recent years, the probabilistic analysis has been used in rock slope engineering. This is because uncertainty is pervasive in rock slope engineering and most geometric and geotechnical parameters of discontinuity and rock masses are involved with uncertainty. Whilst the traditional deterministic analysis method fails to properly deal with uncertainty, the probabilistic analysis has advantages quantifying the uncertainty in parameters. As a probabilistic analysis method, the Monte Carlo simulation has been used commonly. However, the Monte Carlo simulation requires many repeated calculations and therefore, needs much effort and time to calculate the probability of failure. In contrast, the point estimate method involves a simple calculation with moments for random variables. In this study the probability of failure in rock slope is evaluated by the point estimate method and the results are compared to the probability of failure obtained by Monte Carlo simulation method.

• Journal of the Institute of Electronics Engineers of Korea TC
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• v.43 no.1 s.343
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• pp.9-18
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• 2006

This paper presents a Monte-Carlo based method to obtain a probability of interference in the 900MHz passive RFID systems. We show an efficient algorithm to calculate not only in-band interference due to unwanted emission of interfering sources for a given emission mask, but out-of-band interference, which depends on the blocking performances of a victim receiver filter. We next apply the proposed method to two types of RFID systems, one is to use simple FHSS and the other to adopt a hybrid use of FHSS and LBT, which senses the channel before transmission. Simulation is first performed with a SEAMCAT. We next make simulation with a MATLAB software which implements SEAMCAT algorithm and show both results from two softwares are similar.

• Korean Journal of Optics and Photonics
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• v.22 no.5
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• pp.207-213
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• 2011

We propose a new method to measure the phase errors of an AWG(arrayed waveguide grating) through Monte-Carlo analysis. In the frequency domain method, we used the Monte-Carlo method to fit the theory to the experimental results. The phase and amplitude values are obtained from the fitted theory. To verify our method, we carried out a simulation. Some phase errors were included to make a virtual interferogram and we measured the actual AWG phase errors from it by our method. The results show that our method gives good results if the laser tuning range is larger than 1.7 times of the AWG FSR(free spectral range) and if the phase errors are within ${\pm}50^{\circ}$.

• Proceedings of the Korean Nuclear Society Conference
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• 1998.10a
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• pp.116-116
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• 1998

• Journal of Digital Convergence
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• v.19 no.12
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• pp.339-345
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• 2021

In this paper, estimation angle performance analysis of amplitude-comparison monopulse radar under additive noise effect is dealt with. When uncorrelated white noises are added to the squinted beams, the angle estimation performance is analyzed through the mean square error(MSE). The numerical integration-based mean square error result completely overlaps the Monte Carlo-based mean square error result, which corresponds to 99.8% of the Monte Carlo-based mean square error result. In addition, the mean square error analysis method based on numerical integration has a much faster operation time than the mean square error method based on Monte Carlo. the angle estimation performance of the amplitude comparison monopulse radar can be efficiently analyzed in various noise environments through the proposed numerical integration-based mean square error method.

• Communications for Statistical Applications and Methods
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• v.15 no.4
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• pp.563-585
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• 2008

This paper presents how to improve the efficiency and accuracy in the pricing and sensitivity evaluation for derivatives, since the need for the evaluation of complicated derivatives is increased. The Monte Carlo(MC) simulation using the quasi random number instead of pseudo random number can improve the elapsed time and accuracy for the valuation of European-type derivatives. However, the quasi MC simulation method has its limit for applying it in the multi-dimensional case such as American-type and path-dependent options due to the increased correlation between dimensions as the dimension of random numbers is increased. In order to complement this problem, we develop a modified method in which correlation values are controlled to be below a pre-specified value. Thus, this method is applicable for the pricing of either derivatives ill which underlying assets or risk factors are several or derivatives having path-dependent or early redemption property. Furthermore, we illustrate that it is important to take an appropriate grid interval for the use of finite difference method(FDM) by applying the FDM to one example of non-symmetrical butterfly spreads.

• Journal of the Institute of Electronics and Information Engineers
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• v.50 no.10
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• pp.124-131
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• 2013

The most important thing in Plasma simulation is the etching process in which etch rate is calculated based on feature profile. Although there are various components to consider in calculating etch rate such as Ion Flux, Neutral, gas, and temperature, Addressing of this paper is limited to Ion Flux. This paper propose a scan method to compute Ion Flux faster for Plasma simulation. Also, this paper experiments and compares generally used Monte Carlo method and the proposed method based on gaussian and cosine distribution. Lastly, this paper proves that the proposed method can calculate accurate Ion Flux more efficiently than Monte Carlo method.

• Proceedings of the Technology Innovation Conference
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• 2004.02a
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• pp.246-263
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• 2004

신뢰성 있는 프로젝트 가치평가를 위해서는 프로젝트 투자에 의해 발생하는 효과들을 정확하게 파악하고, 이를 계량적이고 객관적으로 측정할 수 있는 평가방법론을 개발하는 것이 매우 중요하다. 전통적으로 제조시스템에서의 프로젝트 가치평가는 재무적 방식에 의한 평가에 기초해 왔다. 그러나 제조시스템에서의 프로젝트 가치평가는 재무적 방식에 의한 평가에 기초해 왔다. 그러나 제조시스템에서 품질, 재고, 리드타임 등 비재무적 성과지표를 화폐가치로 정량화하는 것은 매우 어렵다. 따라서 최근에는 재무적 성과지표와 비재무적 성과지표를 모두 고려하는 성과지표 중심의 프로젝트 평가방법의 개발이 보편화되고 있으며, 전통적인 프로젝트 평가에서는 고려하지 않았던 불확실성을 확률분포로 고려하는 평가방법의 개발이 요구되고 있다. 그러나 현재까지 성과지표 간의 상호관계를 고려하여 프로젝트 투자에 의한 개별 성과지표의 개선을 정량적으로 평가하는 방법론에 관한 기존연구는 거의 없다. 본 논문은 제조시스템에서의 성과지표를 중심으로 공리적 설계에서의 정보공리의 정보량 개념을 이용한 프로젝트 평가방법론에 대해 제안한다. 본 논문에서는 개별 성과지표의 정보량 계산을 위한 수학적 모델링에 대해 고찰하고, 해석적 분석의 어려움을 해결하기 위해 몬테카를로 시뮬레이션의 적용에 대해 서술한다.

• Proceedings of the KIEE Conference
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• 2005.07a
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• pp.441-443
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• 2005

종래의 대규모계통에서 전압안정도의 여유판별을 시행 할 경우 수식적 접근법을 이용한 해석 방법이 사용되어 왔다. 하지만, 이러한 수식적 해석 방법들은 실제 계통에 적용할 경우 상태변수가 많아지고 계산식이 복잡해짐에 따라 많은 계산과정과 시간이 소요되는 문제점이 있다. 따라서 본 논문에서는 전압안정도의 여유판별을 빠르고 정확하게 해석하기 위하여 난수를 이용한 확률적 접근방식의 하나인 몬테카를로 기법을 전압 안정도의 여유계산 방안으로 제시 하고자 한다.

• Proceeding of EDISON Challenge
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• 2014.03a
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• pp.325-335
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• 2014

원자 힘 현미경 (Atomic Force Microscopy, AFM) 탐침과 표면 사이의 좁은 공간에서 형성되는 나노미터 크기의 메니스커스는 AFM으로 측정하는 표면 이미지에 영향을 주는 것으로 알려져 있다. 본 연구에서는 격자 기체 기반의 몬테카를로 방법을 이용하여 계의 상대습도 변화에 따른 시스템의 크기와 표면의 곡률이 메니스커스의 모양 및 이로 인해 발생하는 모세관 힘에 미치는 영향을 알아 보았다. 일반적으로 시스템의 크기가 작을수록, 표면의 곡률이 클수록 (표면이 거칠수록), 메니스커스 폭은 좁아지고 모세관 힘이 줄어드는 것을 확인 하였다.