• Journal of Industrial Technology
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• v.22 no.B
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• pp.3-12
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• 2002

Monte-Carlo simulation technique has advantages over deterministic simulation in various engineering analysis since Monte-Carlo simulation can take into consideration of scattering of various design variables, which is inherent characteristics of physical world. In this work, Monte-Carlo simulation of steady-state cornering behavior of a truck with design variables like hard points and busing stiffness. The purpose of the simulation is to improve understeer gradient of the truck, which exhibits a small amount of instability when the lateral acceleration is about 0.4g. Through correlation analysis, design variables that have high impacts on the cornering behavior were selected, and significant performance improvement has been achieved by appropriately changing the high impact design variables.

• Water for future
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• v.26 no.2
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• pp.89-97
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• 1993

For the system benefit optimization by considering risk or reliability from a multiple reservoir system using the Monte Carlo technique, many stochastically generated inflow series have to be used for the system analysis. In this study, the stochastically generated inflow series for the multiple reservoir system operation are preprocessed according to the considered system objectives and operating time periods. Through this procedure, several representative inflow series which have discrete probability levels and operation horizons are selected among the thousands of generated inflows. Then a deterministic optimization technique is applied to the power energy estimation from the Han River Reservoirs System which considers five reservoirs in the study. It took much lower computational requirements then using the original Monte Carlo Technique, even though estimated result was almost similar.

• Journal of the Korean Data and Information Science Society
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• v.24 no.4
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• pp.669-677
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• 2013

Quasi-Monte Carlo method is known to have lower convergence rate than the standard Monte Carlo method. Quasi-Monte Carlo methods are using low discrepancy sequences as quasi-random numbers. They include Halton sequence, Faure sequence, and Sobol sequence. In this article, we compared standard Monte Carlo method, quasi-Monte Carlo methods and three scrambling methods of Owen, Faure-Tezuka, Owen-Faure-Tezuka in valuation of multi-asset European call option through simulations. Moro inversion method is used in generating random numbers from normal distribution. It has been shown that three scrambling methods are superior in estimating option prices regardless of the number of assets, volatility, and correlations between assets. However, there are no big differences between them.

• Water for future
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• v.18 no.4
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• pp.335-345
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• 1985

The purpose of stochastic models for synthetic generation of river flows based on the short-term observed data is to provide abundant input data to the water resources systems of which the system performance and operation policy are to be determined beforehand. Among many of such models the Monte Carlo Method of synthetic generation, which is usually known to be appropriate for annual data generation, is employed to check if it can be applied for the generation of monthly flows. For the purpose of comparisons the statistical parameters of the generated monthly flows by Monte Carlo model based on the appropriate probability distribution for each month were compared with those of the generated flows by Thoms-Fiering multiseason model and with those of the observed monthly flows. On the other hand, the statistical parameters of the annual river flows obtained by adding the generated monthly flows year by year based on the Monte Carlo and Thomas-Fiering models were compared with those of the annual flows generated directly by annual Monte Carlo model with reference to those for the observed annual river flows. Based on the above comparative studies, the discussions are made and conclusions derived.

• Proceeding of EDISON Challenge
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• 2016.03a
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• pp.135-139
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• 2016

본 연구에서는 동역학적 격자기반 대정준 Monte Carlo (Kinetic Lattice Grand Canonical Monte Carlo, KLGCMC) 모의실험 방법을 이용하여 모델 이온채널 내에서 KCl과 HCl의 이온 전류를 시간의 함수로 구하였다. KLGCMC 모의실험 계산 결과로부터 이온채널의 양이온 선택성이 더 큰 것을 확인 할 수 있었다. 또한 모의실험 결과를 통해 각 이온의 확산계수가 전류에 미치는 영향을 확인 할 수 있었다. $H^+$ 이온은 농도가 매우 작음에도 확산계수가 커 전체 전류에 큰 영향을 미쳤다. 반면에 확산계수가 작은 $K^+$ 이온은 이온채널 안에서 쉽게 흐르지 못하고 정체 되며, $H^+$ 이온의 전류흐름을 방해하는 것을 확인 할 수 있었고, 이로 인해 이온전류의 패턴이 시간에 따라 변화함을 알 수 있었다.

• Journal of Korea Water Resources Association
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• v.42 no.3
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• pp.227-234
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• 2009

In this study, cross correlations among sample data at each site are calculated to obtain the asymptotic cross correlations among probability weighted moments at each site using Monte Carlo simulation. As a result, the relations between the asymptotic cross correlations among probability weighted moments and the inter-site dependence among sample data at each site are nearly a linear relation with slope 1. The smaller ratio of concurrent data size to entire sample size is, the weaker the relationship grows. Simple power function which the correction term in power function accounts for the differences of the sample size between two sites was fitted to each case to estimate the parameter. It is noted that this result can be used in the various researches which include the estimation of the variance of quantile considering cross correlations.

• Journal of Korea Water Resources Association
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• v.36 no.4
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• pp.661-671
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• 2003

The reliability model is developed for analyzing parameter uncertainty and estimating of flood inundation characteristics in a protected lowland. The approach is based on the concept of levee safety factor and the statistical analysis of model parameters affecting the variability of flood levels. Monte Carlo simulation is incorporated into the varied flow and unsteady flow analysis to quantify the impact of parameter uncertainty on the variability of flood levels. The model is applied to a main stem of the Nakdong River from Hyunpoong to Juckpogyo station. Simulation results show that the characteristics of channel overflow and return now are well simulated and the mass conservation was satisfied. The inundation depth and area are estimated by taking into consideration of the uncertainty of width and duration time of levee failure.

• Proceedings of the Korean Nuclear Society Conference
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• 1999.05a
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• pp.69-69
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• 1999

• The Korean Journal of Applied Statistics
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• v.13 no.2
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• pp.541-562
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• 2000

The generalized linear mixed model framework is for handling count-type categorical data as well as for clustered or overdispersed non-Gaussian data, or for non-linear model data. In this study, we review its general formulation and estimation methods, based on quasi-likelihood and Monte-Carlo techniques. The current research areas and topics for further development are also mentioned.

• Proceedings of the Korean Society for Noise and Vibration Engineering Conference
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• 2008.04a
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• pp.119-126
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• 2008

방위산업분야의 항공기용 전자장비는 신뢰성 설계를 위하여 MIL규격이나 실측된 PSD데이터를 이용하여 보수적으로 설계하는 것이 일반적이다. 하나의 프로젝트에서 개발되는 PCB는 수십 종에 이르고 그 장착위치나 설계변경이 병행되므로 PSD랜덤 진동해석의 대안으로 등가정적해석을 수행하게 된다. 등가정적해석결과의 보수성을 확인하기 위하여 PSD랜덤진동해석으로부터 추출된 정규분포를 갖는 각 방향 응력에 대해 Monte Carlo모의를 수행하여 결과를 비교분석하였다. 결론적으로 PSD랜덤진동 해석의 대안으로 등가정적해석결과의 유용성과 보수성을 통계적으로 비교하였고 실험을 통하여 결과의 타당성을 보였다.