• Title/Summary/Keyword: 몬테카를로 분석기법

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Probabilistic Calibration of Computer Model and Application to Reliability Analysis of Elasto-Plastic Insertion Problem (컴퓨터모델의 확률적 보정 및 탄소성 압착문제의 신뢰도분석 응용)

  • Yoo, Min Young;Choi, Joo Ho
    • Transactions of the Korean Society of Mechanical Engineers A
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    • v.37 no.9
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    • pp.1133-1140
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    • 2013
  • A computer model is a useful tool that provides solution via physical modeling instead of expensive testing. In reality, however, it often does not agree with the experimental data owing to simplifying assumption and unknown or uncertain input parameters. In this study, a Bayesian approach is proposed to calibrate the computer model in a probabilistic manner using the measured data. The elasto-plastic analysis of a pyrotechnically actuated device (PAD) is employed to demonstrate this approach, which is a component that delivers high power in remote environments by the combustion of a self-contained energy source. A simple mathematical model that quickly evaluates the performance is developed. Unknown input parameters are calibrated conditional on the experimental data using the Markov Chain Monte Carlo algorithm, which is a modern computational statistics method. Finally, the results are applied to determine the reliability of the PAD.

Camber Reconstruction for a Prefab PSC Girder Using Collocated Strain Measurements (병치된 변형률 계측치를 이용한 프리팹 PSC 거더 캠버 재구성)

  • Kim, Hyun Young;Ko, Do Hyeon;Park, Hyun Woo
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.42 no.2
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    • pp.151-162
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    • 2022
  • Prefab members have attracted attention because they can be mass-produced in factories through smart construction technology. For prefab prestressed concrete girders, it is important to manage the shapes of the girders properly from production to the pre-installation stage for consistency with the prefab floor plate during the erection process. This paper presents a camber reconstruction method using collocated strain measurements from the top and bottom of the prefab girder. In particular, the camber reconstruction method is applied to measured strain data in which the time-dependent behavior of concrete is considered after the introduction of prestress. Through Monte Carlo numerical simulations, the statistical accuracy of the reconstructed camber for a limited number of sensors, measurement errors, and nonlinear time-dependent behaviors are analyzed and validated.

Financial Analysis Model Development by Applying Optimization Method in Residential Officetel (최적화 기법을 활용한 주거용 오피스텔 수지분석 모델 개발)

  • Jang, Jun-Ho;Ha, Sun-Geun;Son, Ki-Young;Son, Seung-Hyun
    • Journal of the Korea Institute of Building Construction
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    • v.19 no.1
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    • pp.67-76
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    • 2019
  • The domestic construction industry is changing according to its preference for demand and supply along with urbanization and economic development. Accordingly, initial risk assessments is more important than before. In particular, demand for lease-based investment products such as commercial and office buildings has surged as a substitute for financial products due to low interest rates of banks. Therefore, the objective is to suggest a basic study on financial analysis model development by applying optimization method in residential officetel. To achieve the objective, first, the previous studies are investigated. Second, the causal loop diagram is structured based on the collected data. Third, the system dynamics method is used to develop cost-income simulation and optimization model sequentially. Finally, the developed model was verifed through analyzing a case project. In the future, the proposed model can be helpful whether or not conduct execution of an officetel development project to the decision makers.

Design of Navigation Filter for Underwater Glider (수중글라이더용 항법필터 설계)

  • Yoo, Tae Suk;Cha, Ae Ri;Park, Ho Gyu;Kim, Moon Hwan
    • Journal of the Korea Institute of Information and Communication Engineering
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    • v.26 no.12
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    • pp.1890-1897
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    • 2022
  • In this paper, we design a navigation filter for an underwater glider. Underwater gliders are low-cost, reusable, and can be used for a long time. Two types of filters are designed considering characteristics such as small size, low cost, and low power. The navigation filter estimates the reference velocity of the underwater glider's body frame based on the minimum sensor output. The sensor configuration of the first filter consists of an accelerometer, a magnetometer, and a depth sensor. the second filter include extra a gyroscope in the same configuration. The estimated velocity is fused with the attitude, converted into the velocity of the navigation frame and finally the position is estimated. To analyze the performance of the proposed filter, analysis was performed using Monte Carlo numerical analysis method, and the results were analyzed with standard deviation (1σ). Standard deviations of each filter's position error are 334.34m, 125.91m.

Development of Risk Analysis Structure for Large-scale Underground Construction in Urban Areas (도심지 대규모 지하공사의 리스크 분석 체계 개발)

  • Seo, Jong-Won;Yoon, Ji-Hyeok;Kim, Jeong-Hwan;Jee, Sung-Hyun
    • Journal of the Korean Geotechnical Society
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    • v.26 no.3
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    • pp.59-68
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    • 2010
  • Systematic risk management is necessary in grand scaled urban construction because of the existence of complicated and various risk factors. Problems of obstructions, adjacent structures, safety, environment, traffic and geotechnical properties need to be solved because urban construction is progressed in limited space not as general earthwork. Therefore the establishment of special risk management system is necessary to manage not only geotechnical properties but also social and cultural uncertainties. This research presents the technique analysis by the current state of risk management technique. Risk factors were noticed and the importance of each factor was estimated through survey. The systemically categorized database was established. Risk extraction module, matrix and score module were developed based on the database. Expected construction budget and time distribution can be computed by Monte Carlo analysis of probabilities and influences. Construction budgets and time distributions of before and after response can be compared and analyzed 80 the risks are manageable for entire whole construction time. This system will be the foundation of standardization and integration. Procurement, efficiency improvement, effective time and resource management are available through integrated management technique development and application. Conclusively decrease in cost and time is expected by systemization of project management.

Study on the prediction of the stopping probabilities in case of train fire in tunnel by Monte Carlo simulation method (몬테카를로 시뮬레이션에 의한 화재열차의 터널 내 정차확률 예측에 관한 연구)

  • Ryu, Ji-Oh;Kim, Jong-Yoon;Kim, Hyo-Gyu
    • Journal of Korean Tunnelling and Underground Space Association
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    • v.20 no.1
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    • pp.11-22
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    • 2018
  • The safety of tunnels is quantified by quantitative risk assessment when planning the disaster prevention facilities of railway tunnels, and it is decided whether they are appropriate. The purpose of this study is to estimate the probability of the train stopping in the tunnels at train fire, which has a significant effect on the results of quantitative risk assessment for tunnel fires. For this purpose, a model was developed to calculate the coasting distance of the train considering the coefficient of train running resistance. The probability of stopping in case of train fire in the tunnel is predicted by the Monte Carlo simulation method with the coasting distance and the emergency braking distance as parameters of the tunnel lengths and slopes, train initial driving speeds. The kinetic equations for predicting the coasting distance were analyzed by reflecting the coefficient train running resistance of KTX II. In the case of KTX II trains, the coasting distance is reduced as the slope increases in a tunnel with an upward slope, but it is possible to continue driving without stopping in a slope downward. The probability of the train stopping in the case of train fire in tunnel decreases as the train speed increases and the slope of the tunnel decreases. If human error is not taken into account, the probability that a high-speed train traveling at a speed of 250 km/h or above will stop in a tunnel due to a fire is 0% when the slope of the tunnel is 0.5% or less, and the probability of stopping increases rapidly as the tunnel slope increases and the tunnel length increases.

Research on Application of Spatial Statistics for Exploring Spatio-Temporal Changes in Patterns of Commercial Landuse (상업적 토지이용 패턴의 시공간 변화 탐색을 위한 공간통계 기법 적용 연구)

  • Shin, Jung-Yeop;Lee, Gyoung-Ju
    • Journal of the Korean Geographical Society
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    • v.42 no.4
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    • pp.632-647
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    • 2007
  • Lots of geographic phenomena have dynamic spatial patterns with time changes, and there have been lots of researches on exploring these dynamic spatial patterns. However, most of these researches focused on the static pattern analysis in a given period, rather than dealing with dynamic changes in the spatial pattern over time with the continual or cumulative perspective. For this reason, investigation of the inertia of spatial process in terms of temporal changes is needed. From this background, the purpose of this paper is to propose the methodology to explore the changes in spatial pattern cumulatively by considering the inertia of the spatial statistics over time, and to apply it to the case study That is, we introduce the new spatial statistic, and produce the z-values of the statistic using Monte Carlo Simulation, and then to explore the changes in spatial patterns over time cumulatively. To do this, the method to combine the J statistic with CUSUM statistic for exploring spatial patterns, and to apply it to the changes in the commercial landuse in Erie County, New York State. Through the proposed method for spatio-temporal Patterns, we could explore continual changes effectively in the spatial patterns reflecting the statistics by temporal spot cumulatively.

An Experimental Study and Value Analysis for Performance Assessment of the Embo-thane Membrane Waterproofing Method (엘보탄도막방수공법의 성능평가를 위한실험적 연구 및 VE분석)

  • Yoon, Cha-Woong;Lee, Seung-Soo;Kim, Sang-Rok;Seo, Jong-Won
    • Korean Journal of Construction Engineering and Management
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    • v.10 no.5
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    • pp.123-134
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    • 2009
  • Since 1970s, urethane waterproofing method is broadly used in rooftops, underground spaces, and sports stadium for its outstanding ultraviolet blockage, watertightness, and elasticity. However, development of slippage-resistance and endurance, improvement of function considering convenience and visually pleasing of users, urethane waterproofing method is necessary, since rooftops and underground spaces have slippage and external force risks. Therefore, many improved waterproofing methods are being developed and, recently, embo-thane waterproofing method, which applies embo-spray coating system, has been developed. This paper explains exposure, nonexposure, and floor-material of embo-thane waterproofing method, and then perform experimental study for comparison with urethane waterproofing method about tensile strength, coefficient of expansion, performance of bond, anti-abrasion, and slippage-resistance. In addition, the performance index was presented for the superiority of embo-thane waterproofing method compared to urethane by setting up evaluation criteria considering not only physical performance but also design side of embo-thane waterproofing method, and Value Analysis applying AHP. Also for an assessment considering uncertain result, Monte Carlo Simulation Method was used to operate reliability analysis through statistic approach method.

Average Data Rate Analysis for Data Exchanging Nodes via Relay by Concurrent Transmission (데이타 교환 노드의 동시 전송 릴레이 이용을 위한 평균 데이터 전송률 분석)

  • Kwon, Taehoon
    • The Journal of Korea Institute of Information, Electronics, and Communication Technology
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    • v.11 no.6
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    • pp.638-644
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    • 2018
  • Relay systems have recently gained attentions because of its capability of cell coverage extension and the power gain as the one of key technologies for 5G. Relays can be exploited for small-cell base stations and the autonomous network, where communication devices communicate with each other cooperatively. Therefore, the relay technology is expected to enable the low power and large capacity communication. In order to maximize the benefits of using a limited number of relays, the efficient relay selection method is required. Especially, when two nodes exchange their data with each other via relay, the relay selection can maximize the average data rate by the spatial location of the relay. For this purpose, the average data rate is analyzed first according to the relay selection. In this paper, we analyzed the average data rate when two nodes exchange their data via dual-hop decode and forward relaying considering the interference by the concurrent transmission under Nakagami-m fading channel. The correctness of the analysis is verified by the Monte Carlo simulation. The results show that the concurrent transmission is superior to the non-concurrent transmission in the high required data rate region rather than in the low required data rate region.

Bayesian inference on multivariate asymmetric jump-diffusion models (다변량 비대칭 라플라스 점프확산 모형의 베이지안 추론)

  • Lee, Youngeun;Park, Taeyoung
    • The Korean Journal of Applied Statistics
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    • v.29 no.1
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    • pp.99-112
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    • 2016
  • Asymmetric jump-diffusion models are effectively used to model the dynamic behavior of asset prices with abrupt asymmetric upward and downward changes. However, the estimation of their extension to the multivariate asymmetric jump-diffusion model has been hampered by the analytically intractable likelihood function. This article confronts the problem using a data augmentation method and proposes a new Bayesian method for a multivariate asymmetric Laplace jump-diffusion model. Unlike the previous models, the proposed model is rich enough to incorporate all possible correlated jumps as well as mention individual and common jumps. The proposed model and methodology are illustrated with a simulation study and applied to daily returns for the KOSPI, S&P500, and Nikkei225 indices data from January 2005 to September 2015.