• 전기학회논문지P
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• 제63권1호
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• pp.19-23
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• 2014

This paper describes the electron transport characteristics in $SF_6$-He gas calculated E/N values 0.1~700[Td] by the Monte Carlo simulation and Boltzmann equation method using a set of electron collision cross sections determined by the authors and the values of electron swarm parameters obtained by TOF method. This study gained the values of the electron swarm parameters such as the electron drift velocity, the electron ionization or attachment coefficients, longitudinal and transverse diffusion coefficients for $SF_6$-He gas at a range of E/N. A set of electron collision cross section has been assembled and used in Monte Carlo simulation to predict values of swarm parameters. The result of Boltzmann equation and Monte Carlo Simulation has been compared with experimental data by Ohmori, Lucas and Carter. The swarm parameter from the swarm study are expected to sever as a critical test of current theories of low energy scattering by atoms and molecules.

• 인터넷정보학회논문지
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• 제25권2호
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• pp.93-99
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• 2024

본 논문에서는 점프 항을 포함하는 이자율 기간구조 모형의 채권 가격을 결정하기 위하여 이토의 보조정리(Ito's Lemma)를 적용하여 채권가격편미분방정식(Partial Differential Bond Price Equation; PDBPE)을 유도한다. PDBPE으로부터, 지수함수에 대한 매클로린 급수 (Maclaurin series; MS)와 적률생성함수(moment-generating function; MGF)를 이용하여 채권 가격의 수치해(Numerical Solution; NS)를 구한다. 그리고 몬테 카르로 시뮬레이션(Monte Carlo Simulation; MCS) 기법을 이용하여 채권의 가격을 결정하기 위한 알고리즘을 제안하고, 시뮬레이션 과정을 통하여 채권의 가격을 결정한다. 수치적 분석을 이용한 채권 가격의 NS와 MCS를 이용하여 얻은 채권 가격의 결과를 비교하기 위하여, NS의 값과 MCS의 값의 비율인 상대오차(Relative Error; RE)를 구한다. 이로부터 얻은 RE가 약 2.2%보다 작음을 확인할 수 있고, 이것은 수치적 분석뿐만 아니라 제안한 알고리즘을 이용해도 채권의 가격을 매우 정확하게 예측할 수 있음을 의미한다. 또한, 지수함수에 대한 MS를 이용하여 얻은 채권 가격의 NS가 MGF를 적용하여 구한 채권 가격의 NS보다 상대적으로 오차가 작다는 것을 확인할 수 있다.

• 항공우주시스템공학회지
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• 제12권3호
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• pp.53-57
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• 2018

몬테카를로 시뮬레이션 방법과 측정불확도 표현 지침은 불확도 평가를 위해 가장 널리 사용되는 방법들이다. 본 논문에서는 자체 개발된 질량관성모멘트 측정장비의 신뢰도를 평가하기 위해 몬테카를로 방법과 GUM방법이 사용되었다. 결과에 따르면 GUM방법에 의해 평가된 불확도가 몬테카를로 방법에 의한 것보다 약간 과소평가되었고 그 차이는 GUM방법의 근사화에 기인한 것으로, 두 방법에 의해 평가된 관성모멘트 불확도들은 추정량의 1% 미만으로 개발된 관성모멘트 측정시스템의 높은 측정신뢰성을 보여준다.

• 전기학회논문지P
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• 제63권4호
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• pp.317-321
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• 2014

This paper describes the information for quantitative simulation of weakly ionized plasma. We must grasp the meaning of the plasma state condition to utilize engineering application and to understand materials of plasma state. Using quantitative simulations of weakly ionized plasma, we can analyze gas characteristic. In this paper, the electron Ionization and diffusion Coefficients in $CH_4$ has been analysed over the E/N range 0.1~300[Td], at the 300[$^{\circ}K$] by the two term approximation Boltzmann equation method and Monte Carlo Simulation. Boltzmann equation method has also been used to predict swarm parameter using the same cross sections as input. The behavior of electron has been calculated to give swarm parameter for the electron energy distribution function has been analysed in $CH_4$ at E/N=10, 100 for a case of the equilibrium region in the mean energy. A set of electron collision cross section has been assembled and used in Monte Carlo simulation to predict values of swarm parameters. The result of Boltzmann equation and Monte Carlo Simulation has been compared with experimental data by Ohmori, Lucas and Carter. The swarm parameter from the swarm study are expected to sever as a critical test of current theories of low energy scattering by atoms and molecules.

• Structural Engineering and Mechanics
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• 제21권5호
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• pp.507-518
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• 2005

In the shear-lag analysis of structures deterministic procedure is insufficient to provide complete information. Probabilistic analysis is a holistic approach for analyzing shear-lag effects considering uncertainties in structural parameters. This paper proposes an efficient and accurate algorithm to analyze shear-lag effects of structures with parameter uncertainties. The proposed algorithm integrated the advantages of the response surface method (RSM), finite element method (FEM) and Monte Carlo simulation (MCS). Uncertainties in the structural parameters can be taken into account in this algorithm. The algorithm is verified using independently generated finite element data. The proposed algorithm is then used to analyze the shear-lag effects of a simply supported beam with parameter uncertainties. The results show that the proposed algorithm based on the central composite design is the most promising one in view of its accuracy and efficiency. Finally, a parametric study was conducted to investigate the effect of each of the random variables on the statistical moment of structural stress response.

• Steel and Composite Structures
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• 제9권6호
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• pp.499-518
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• 2009

The present paper investigates the stochastic seismic responses of steel structure systems with Partially Restrained (PR) connections by using Perturbation based Stochastic Finite Element (PSFEM) method. A stiffness matrix formulation of steel systems with PR connections and PSFEM and MCS formulations of structural systems are given. Based on the formulations, a computer program in FORTRAN language has been developed, and stochastic seismic analyses of steel frame and bridge systems have been performed for different types of connections. The connection parameters, material and geometrical properties are assumed to be random variables in the analyses. The Kocaeli earthquake occurred in 1999 is considered as a ground motion. The connection parameters, material and geometrical properties are considered to be random variables. The efficiency and accuracy of the proposed SFEM algorithm are validated by comparison with results of Monte Carlo simulation (MCS) method.

• Journal of Magnetics
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• 제19권3호
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• pp.266-272
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• 2014

In this paper, we suggest reliability as a metric to evaluate the robustness of a design for the optimal design of electromagnetic devices, with respect to constraints under the uncertainties in design variables. For fast numerical efficiency, we applied the sensitivity-assisted Monte Carlo simulation (S-MCS) method to perform reliability calculation. Furthermore, we incorporated the S-MCS with single-objective and multi-objective particle swarm optimization algorithms to achieve reliability-based optimal designs, undertaking probabilistic constraint and multi-objective optimization approaches, respectively. We validated the performance of the developed optimization algorithms through application to the optimal design of a superconducting magnetic energy storage system.

• 대한전기학회:학술대회논문집
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• 대한전기학회 2005년도 학술대회 논문집 전문대학교육위원
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• pp.97-100
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• 2005

This paper describes the electron transport characteristics in SiH4 has been analysed over the E/N range 0.5${\sim}$300[Td] and Pressure value 0.5, 1, 2.5 [Torr] by a two-term approximation Boltzmann equation method and by a Monte Carlo simulation. The motion has been calculated to give swarm parameters for the electron drift velocity, diffusion coefficient, electron ionization, mean energy and the electron energy distribution function. The electron energy distribution function has been analysed in $SiH_4$ at E/N=30, 50[Td] for a case of the equilibrium region in the mean electron energy and respective set of electron collision cross sections. The results of Boltzmann equation and Monte carlo simulation have been compared with experimental data by Pollock, Ohmori, cottrell and Walker.

• Structural Engineering and Mechanics
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• 제11권4호
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• pp.373-392
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• 2001

The main idea behind the paper is to present two alternative methods of homogenization of the heat conduction problem in composite materials, where the heat conductivity coefficients are assumed to be random variables. These two methods are the Monte-Carlo simulation (MCS) technique and the second order perturbation second probabilistic moment method, with its computational implementation known as the Stochastic Finite Element Method (SFEM). From the mathematical point of view, the deterministic homogenization method, being extended to probabilistic spaces, is based on the effective modules approach. Numerical results obtained in the paper allow to compare MCS against the SFEM and, on the other hand, to verify the sensitivity of effective heat conductivity probabilistic moments to the reinforcement ratio. These computational studies are provided in the range of up to fourth order probabilistic moments of effective conductivity coefficient and compared with probabilistic characteristics of the Voigt-Reuss bounds.

• 대한전기학회논문지:전력기술부문A
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• 제55권7호
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• pp.273-280
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• 2006

This paper suggests the method that forecasts Dynamic Line Rating (DLR). Thermal Overload Risk Probability (TORP) of the next time is forecasted based on the present weather conditions and DLR value by Monte Carlo Simulation (MCS). To model weather elements of transmission line for MCS process, this paper will propose the use of statistical weather models that time series is applied. Also, through the case study, it is confirmed that the forecasted TORP can be utilized as a criterion that decides DLR of next time. In short, proposed method may be used usefully to keep security and reliability of transmission line by forecasting transmission capacity of the next time.