• Proceedings of the Korean Institute of Electrical and Electronic Material Engineers Conference
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• 2005.07a
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• pp.578-580
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• 2005

Energy distribution function for electrons in SF6-Ar mixtures gas used by MCS-BEq algorithm has been analysed over the E/N range 30~300[Td] by a two term Boltzmann equation and by a Monte Carlo Simulation using a set of electron cross sections determined by other authors, experimentally the electron swarm parameters for 0.2[%] and 0.5[%] $SF_6$-Ar mixtures were measured by TOF method, The results show that the deduced electron drift velocities, the electron ionization or attachment coefficients, longitudinal and transverse diffusion coefficients and mean energy agree reasonably well with theoretical for a rang of E/N values. The results obtained from Boltzmann equation method and Monte Carlo simulation have been compared with present and previously obtained data and respective set of electron collision cross sections of the molecules.

• The Transactions of the Korean Institute of Electrical Engineers P
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• v.56 no.1
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• pp.1-5
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• 2007

Study on the electron transport coefficient in mixtures of CF4 and Ar, have been analyzed over a range of the reduced electric field strength between 0.1 and 350[Td] by the two-term approximation of the Boltzmann equation (BEq.) method and the Monte Carlo simulation (MCS). The calculations of electron swarm parameters require the knowledge of several collision cross-sections of electron beam. Thus, published momentum transfer, ionization, vibration, attachment, electronic excitation, and dissociation cross-sections of electrons for $CF_4$ and Ar, were used. The differences of the transport coefficients of electrons in $CF_4$ mixtures of Ar, have been explained by the deduced energy distribution functions for electrons and the complete collision cross-sections for electrons. The results of the Boltzmann equation and the Monte Carlo simulation have been compared with the data presented by several workers. The deduced transport coefficients for electrons agree reasonably well with the experimental and simulation data obtained by Nakamura and Hayashi. The energy distribution function of electrons in $CF_4-Ar$ mixtures shows the Maxwellian distribution for energy. That is, $f({\varepsilon})$ has the symmetrical shape whose axis of symmetry is a most probably energy. The proposed theoretical simulation techniques in this work will be useful to predict the fundamental process of charged particles and the breakdown properties of gas mixtures. A two-term approximation of the Boltzmann equation analysis and Monte Carlo simulation have been used to study electron transport coefficients.

• The Transactions of the Korean Institute of Electrical Engineers A
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• v.53 no.2
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• pp.121-128
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• 2004

This paper presents a new approach for determining an accurate incentive levels of Direct Load Control (DLC) program using sequential Monte Carlo Simulation (MCS) techniques. The economic analysis of DLC resources needs to identify the hourly-by-hourly expected energy-not-served resulting from the random outage characteristics of generators as well as to reflect the availability and duration of DLC resources, which results the computational explosion. Therefore, the conventional methods are based on the scenario approaches to reduce the computation time as well as to avoid the complexity of economic studies. In this paper, we have developed a new technique based on the sequential MCS to evaluate the required expected load control amount in each hour and to decide the incentive level satisfying the economic constraints. In addition, the mathematical formulation for DLC programs' economic evaluations are developed. To show the efficiency and effectiveness of the suggested method, the numerical studies have been performed for the modified IEEE reliability test system.

• Journal of the Korean Society for Industrial and Applied Mathematics
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• v.24 no.1
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• pp.79-84
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• 2020

In this article, we implement a recently developed fast Monte Carlo simulation (MCS) for pricing equity-linked securities (ELS), which is most commonly issued autocallable structured financial derivative in South Korea, on the mobile platform. The fast MCS is based on Brownian bridge technique. Although mobile platform devices are easy to carry around, mobile platform devices are slow in computation compared to desktop computers. Therefore, it is essential to use a fast algorithm for pricing ELS on the mobile platform. The computational results demonstrate the practicability of Android application implementation for pricing ELS.

• Structural Engineering and Mechanics
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• v.66 no.6
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• pp.677-691
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• 2018

Reliability assessment of complex structures using simulation methods is time-consuming. Thus, surrogate models are usually employed to reduce computational cost. AK-MCS is a surrogate-based Active learning method combining Kriging and Monte-Carlo Simulation for structural reliability analysis. This paper proposes three modifications of the AK-MCS method to reduce the number of calls to the performance function. The first modification is related to the definition of an initial Design of Experiments (DoE). In the original AK-MCS method, an initial DoE is created by a random selection of samples among the Monte Carlo population. Therefore, samples in the failure region have fewer chances to be selected, because a small number of samples are usually located in the failure region compared to the safe region. The proposed method in this paper is based on a uniform selection of samples in the predefined domain, so more samples may be selected from the failure region. Another important parameter in the AK-MCS method is the size of the initial DoE. The algorithm may not predict the exact limit state surface with an insufficient number of initial samples. Thus, the second modification of the AK-MCS method is proposed to overcome this problem. The third modification is relevant to the type of regression trend in the AK-MCS method. The original AK-MCS method uses an ordinary Kriging model, so the regression part of Kriging model is an unknown constant value. In this paper, the effect of regression trend in the AK-MCS method is investigated for a benchmark problem, and it is shown that the appropriate choice of regression type could reduce the number of calls to the performance function. A stepwise approach is also presented to select a suitable trend of the Kriging model. The numerical results show the effectiveness of the proposed modifications.

• The Transactions of the Korean Institute of Electrical Engineers P
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• v.51 no.1
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• pp.28-32
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• 2002

Energy distribution function for electrons in $SF_6+Ar$ mixtures gas used by MCS-BEq algorithm bas been analysed over the E/N range 30-300[Td] by a two term Boltzmann equation and by a Monte Carlo Simulation using a set of electron cross sections determined by other authors, experimentally the electron swarm parameters for 0.2[%] and 0.5[%] $SF_6+Ar$ mixtures were measured by time-of-flight(TOF) method. The results show that the deduced electron drift velocities, the electron ionization or attachment coefficients, longitudinal and transverse diffusion coefficients and mean energy agree reasonably well with theoretical for a rang of E/N values.

• Journal of the Korean Society for Aeronautical & Space Sciences
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• v.34 no.8
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• pp.24-32
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• 2006

Using a deterministic design optimization, the effect of uncertainty can result in violation of constraints and deterioration of performances. For this reason, design optimization is required to guarantee reliability for constraints and ensure robustness for an objective function under uncertainty. Therefore, this study drew Monte Carlo Simulation(MCS) for the evaluation of reliability and robustness, and selected an artificial neural network as an approximate model that is suitable for MCS. Applying to the aero-structural optimization problem of aircraft wing, we can explore robuster optima satisfying the sigma level of reliability than the baseline.

• KSCE Journal of Civil and Environmental Engineering Research
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• v.33 no.4
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• pp.1433-1446
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• 2013

In this study, we proposed a methodology to develop Rating Curves for high water level using rainfall generation by the Monte Carlo Simulation (MCS) technique, optimized rainfall-runoff model, and flood routing model in an urban stream. The developed stage discharge Rating Curve based on observed data was contained flow measurement errors and uncertainties. The standard error ($S_e$) for observations was 0.056, and the random uncertainty ($2S_{mr}$) was analyzed by ${\pm}1.43%$ on average, and up to ${\pm}4.27%$. Moreover, it was found that the Rating Curve extensions by way of logarithmic and Stevens methods were overestimated to compare with the urban basin scale. Finally, we confirmed that the high water level extension by random generation of hydrological data using MCS can be reduced uncertainty of the high water level, and it will consider as a more reliable approach for high water level extension. In the near future, this results can be applied to real-time flood alert system for urban streams through construction of the high water level extension system using MCS procedures.

• Steel and Composite Structures
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• v.8 no.2
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• pp.129-144
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• 2008

This paper demonstrates an application of the perturbation based stochastic finite element method (SFEM) for predicting the performance of structural systems made of composite sections with random material properties. The composite member consists of materials in contact each of which can surround a finite number of inclusions. The perturbation based stochastic finite element analysis can provide probabilistic behavior of a structure, only the first two moments of random variables need to be known, and should therefore be suitable as an alternative to Monte Carlo simulation (MCS) for realizing structural analysis. A summary of stiffness matrix formulation of composite systems and perturbation based stochastic finite element dynamic analysis formulation of structural systems made of composite sections is given. Two numerical examples are presented to illustrate the method. During stochastic analysis, displacements and sectional forces of composite systems are obtained from perturbation and Monte Carlo methods by changing elastic modulus as random variable. The results imply that perturbation based SFEM method gives close results to MCS method and it can be used instead of MCS method, especially, if computational cost is taken into consideration.

• Journal of Korean Society of Environmental Engineers
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• v.30 no.11
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• pp.1123-1131
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• 2008

In this study, measurement uncertainty of instrumental neutron activation analysis was evaluated for ambient As concentration in PM2.5. Expanded uncertainties of the measurements were calculated by applying both ISO-GUM approximation and Monte Carlo Simulation(MCS). The estimate of As concentration on a specific day by the Monte Carlo Simulation differed from that of ISO-GUM approximation by less than 4%. Relative expanded uncertainties of As concentrations from a total number of 60 PM2.5 samples were also estimated to be more or less than 10% with 95% confidence level using the Monte Carlo Simulation. Sensitivity test of the measurement uncertainties showed that $\gamma$-ray counting error(62.3%), efficiency(18.5%), air volume(12.3%), neutron flux(2.3%), and absolute gamma-intensity(1.8%) are major factors of uncertainty variations.