• Journal of the Korean Society of Safety
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• v.32 no.3
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• pp.54-59
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• 2017

This paper presents an efficient finite analysis model and a simulation-based reliability analysis method for stowage device system failure of a container crane with respect to lateral load. A quasi-static analysis model is introduced to simulate the nonlinear resistance characteristics and failure of tie-down and stowage pin, which are the main structural stowage devices of a crane. As a reliability analysis method, a subset simulation method is applied considering the uncertainties of later load and mechanical characteristic parameters of stowage devices. An efficient Markov chain Monte Carlo (MCMC) method is applied to sample random variables. Analysis result shows that the proposed model is able to estimate the probability of failure of crane system effectively which cannot be calculated practically by crude Monte Carlo simulation method.

• Nuclear Engineering and Technology
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• v.47 no.5
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• pp.546-558
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• 2015

Chord length sampling method in Monte Carlo simulations is a method used to model spherical particles with random sampling technique in a stochastic media. It has received attention due to the high calculation efficiency as well as user convenience; however, a technical issue regarding boundary effect has been noted. In this study, after analyzing the distribution characteristics of spherical particles using an explicit method, an alternative chord length sampling method is proposed. In addition, for modeling in finite media, a correction method of the boundary effect is proposed. Using the proposed method, sample probability distributions and relative errors were estimated and compared with those calculated by the explicit method. The results show that the reconstruction ability and modeling accuracy of the particle probability distribution with the proposed method were considerably high. Also, from the local packing fraction results, the proposed method can successfully solve the boundary effect problem. It is expected that the proposed method can contribute to the increasing of the modeling accuracy in stochastic media.

• Communications for Statistical Applications and Methods
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• v.7 no.1
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• pp.211-224
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• 2000

The Bayes estimation of the proportion in successive occasions sampling with randomized response model is discussed by means of Acceptance Rejection sampling. Bayesian estimation of transition probabilities in two successive occasions is suggested via Markov Chain Monte Carlo algorithm and its applicability is represented in a numerical example.

• Journal of Information Processing Systems
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• v.17 no.4
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• pp.737-753
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• 2021

As the demand for high-quality rendering for mixed reality, videogame, and simulation has increased, global illumination has been actively researched. Monte Carlo path tracing can realize global illumination and produce photorealistic scenes that include critical effects such as color bleeding, caustics, multiple light, and shadows. If the sampling rate is insufficient, however, the rendered results have a large amount of noise. The most successful approach to eliminating or reducing Monte Carlo noise uses a feature-based filter. It exploits the scene characteristics such as a position within a world coordinate and a shading normal. In general, the techniques are based on the denoised pixel or sample and are computationally expensive. However, the main challenge for all of them is to find the appropriate weights for every feature while preserving the details of the scene. In this paper, we compare the recent algorithms for removing Monte Carlo noise in terms of their performance and quality. We also describe their advantages and disadvantages. As far as we know, this study is the first in the world to compare the artificial intelligence-based denoising methods for Monte Carlo rendering.

• Nuclear Engineering and Technology
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• v.55 no.1
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• pp.324-329
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• 2023

Different types of deterministic solution methods were used to solve neutron transport equations corresponding to half-space and slab albedo problems. In these types of solution methods, in addition to the error of the numerical solutions, the obtained results contain truncation and discretization errors. In the present work, a non-analog Monte Carlo method is provided to simulate the half-space and slab albedo problems with Inönü and Anlı-Güngör strongly anisotropic scattering functions. For each scattering function, the sampling method of the direction of the scattered neutrons is presented. The effects of different beams with different angular dependencies and the effects of different scattering parameters on the reflection probability are investigated using the developed Monte Carlo method. The validity of the Monte Carlo method is also confirmed through the comparison with the published data.

• Macromolecular Research
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• v.11 no.5
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• pp.393-397
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• 2003

By applying a configurational-bias Gibbs ensemble Monte Carlo algorithm, priority simulation results regarding the conformation of non-dilute polyelectrolytes in solvents are obtained. Solutions of freely-jointed chains are considered, and a new method termed strandwise configurational-bias sampling is developed so as to effectively overcome a difficulty on the transfer of polymer chains. The structure factors of polyelectrolytes in the bulk as well as in the confined space are estimated with variations of the polymer charge density.

• Journal of the Korean Institute of Illuminating and Electrical Installation Engineers
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• v.25 no.5
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• pp.45-53
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• 2011

This paper presents a novel random sampling method for generation adequacy assessment including wind-power. Although a time sequential sampling has advantages than a random sampling in its assessment results, it takes long assessment time. Therefore, an effective random sampling method for generation adequacy assessment is highly recommended to get specific reliability indices quickly. The proposed method is based on the Monte-Carlo simulation with state sampling and it can be applied to generation adequacy assessment with other intermittent power sources.

• Journal of the Institute of Electronics Engineers of Korea SP
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• v.48 no.5
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• pp.16-22
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• 2011

This paper presents the multi-object tracking approach using the background difference and particle filtering by monte carlo sampling. We apply particle filters based on probabilistic importance sampling to multi-object independently. We formulate the object observation model by the histogram distribution using color information and the object dynaminc model for the object motion information. Our approach does not increase computational complexity and derive stable performance. We implement the whole Bayesian maximum likelihood framework and describes robust methods coping with the real-world object tracking situation by the observation and transition model.

• Structural Engineering and Mechanics
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• v.3 no.3
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• pp.201-213
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• 1995

At present Level 2 and importance sampling methods are the main tools used to estimate reliability of structural systems. But sometimes application of these techniques to realistic problems involves certain difficulties. In order to overcome the difficulties it is suggested to use Monte Carlo simulation in combination with two other techniques-extreme value and tail entropy approximations; an appropriate Pearson's curve is fit to represent simulation results. On the basis of this approach an algorithm and computer program for structural reliability estimation are developed. A number of specially chosen numerical examples are considered with the aim of checking the accuracy of the approach and comparing it with the Level 2 and importance sampling methods. The field of application of the approach is revealed.

• JSTS:Journal of Semiconductor Technology and Science
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• v.15 no.1
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• pp.101-113
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• 2015

The Monte-Carlo (MC) technique is very efficient solution for statistical problem. Various MC methods can easily be applied to statistical circuit performance analysis. Recently, as the number of process parameters and their impact, has increasingly affected circuit performance, a sufficient sample size is required in order to consider high dimensionality, profound nonlinearity, and stringent accuracy requirements. Also, it is important to identify the performance of circuit as soon as possible. In this paper, Fast MC method is proposed for efficient analysis of circuit performance. The proposed method analyzes performance using enhanced-precision Latin Hypercube Sampling Monte Carlo (LHSMC). To increase the accuracy of the analysis, we calculate the effective dimension for the low discrepancy value on critical parameters. This will guarantee a robust input vector for the critical parameters. Using a 90nm process parameter and OP-AMP, we verified the accuracy and reliability of the proposed method in comparison with the standard MC, LHS and Quasi Monte Carlo (QMC).