• Title/Summary/Keyword: Monte Carlo techniques

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Comparative Analysis of Regional and At-site Analysis for the Design Rainfall by Gamma and Non-Gamma Family (Ⅱ) (Gamma 및 비Gamma군 분포모형에 의한 강우의 지점 및 지역빈도 비교분석 (Ⅱ))

  • Lee , Soon-Hyuk;Ryoo, Kyong-Sik
    • Journal of The Korean Society of Agricultural Engineers
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    • v.46 no.5
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    • pp.15-26
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    • 2004
  • This study was conducted to derive the regional design rainfall by the regional frequency analysis based on the regionalization of the precipitation. The optimal regionalization of the precipitation data were classified by the above mentioned regionalization for all over the regions except Jeju and Ulleung islands in Korea. Design rainfalls following the consecutive duration were derived by the regional analysis using the observed and simulated data resulted from Monte Carlo techniques. Relative root mean square error (RRMSE), relative bias (RBIAS) and relative reduction (RR) in RRMSE for the design rainfall were computed and compared between the regional and at-site frequency analysis. It has shown that the regional frequency analysis procedure can substantially more reduce the RRMSE, RBIAS and RR in RRMSE than those of at-site analysis in the prediction of design rainfall. Consequently, optimal design rainfalls following the classified regions and consecutive durations were derived by the regional frequency analysis using Generalized extreme value distribution which was identified to be more optimal one than the other applied distributions. Diagrams for the design rainfall derived by the regional frequency analysis using L-moments were drawn according to the regions and consecutive durations by GIS techniques.

Development of SW-STEAM Education Program Using Monte Carlo Simulation: Focusing on Mendelian Inheritance (몬테카를로 시뮬레이션을 활용한 SW융합교육 프로그램 개발: 멘델의 유전 원리를 중심으로)

  • Kim, Bongchul;Yoo, Hyejin;Oh, Seungtak;Namgoong, Dongkook;Kim, Jonghoon
    • Journal of The Korean Association of Information Education
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    • v.26 no.2
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    • pp.97-104
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    • 2022
  • As the era of digital transformation begins in earnest, the importance of convergent thinking based on software, artificial intelligence, and big data is increasing. In line with these social needs, this study developed a 5th hour SW-STEAM education program using Monte Carlo simulation techniques for Mendelian inheritance in the field of life science. By programming and implementing Mendelian inheritance using Monte carlo simulation, the program was organized so that not only convergent thinking skills but also related knowledge could be understood in depth. In order to verify the validity of the developed education program, 11 experts in related fields were requested to test the content validity, and the validity was verified by meeting the CVR reference value of 0.59 suggested by Lawshe.

The investigation of the applicability of Monte Carlo Simulation in analyzing TBM project requirements

  • Ulku Kalayci Sahinoglu
    • Geomechanics and Engineering
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    • v.39 no.1
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    • pp.1-11
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    • 2024
  • Geotechnical parameter estimation is critical to the design, performance, safety, and cost and schedule management in Tunnel Boring Machine projects. Since these parameters vary within a certain range, relying on mean values for evaluation introduces significant risks to the project. Due to the non-homogeneous characteristics of geological formation, data may not exhibit a normal distribution and the presence of outliers might be deceptive. Therefore, the use of reliable analyses and simulation models is inevitable in the course of the data evaluation process. Advanced modeling techniques enable comprehensive analysis of the project data and allowing to model the uncertainty in geotechnical parameters. This study involves using Monte Carlo Simulation method to predict probabilistic distributions of field data, and therefore, establish a basis for designs and in turn to minimize project risks. In the study, 166 sets of geotechnical data Obtained from 35 boreholes including Standard Penetration Test, Limit Pressure, Liquid Limit, and Plastic Limit values, which are mostly utilized parameters in estimating project requirements, were used to estimate the geotechnical data distribution of the study field. In this context, firstly, the data was subjected to multi-parameter linear regression and variance analysis. Then, the obtained equations were implemented into a Monte Carlo Simulation, and probabilistic distributions of the geotechnical data of the field were simulated and corresponding to the 90% probability range, along with the minimum and maximum values at the 5% probability levels presented. Accordingly, while the average SPT N30 value is 42.86, but the highest occurrence rate is 50.81. For Net Limit Pressure, the average field data is 17.07 kg/cm2, with the maximum occurrence between 9.6 kg/cm2 and 13.7 kg/cm2. Similarly, the average Plastic Limit value is 22.32, while the most probable value is 20.6. The average Liquid Limit value is 56.73, with the highest probability at 54.48, as indicated in the statistical data distribution. Understanding the percentage distribution of data likely to be encountered in the project allows for accurate forecasting of both high and low probability scenarios, offering a significant advantage, particularly in ordering TBM requirements.

Timing Analysis Techniques Review for sub-30 nm Circuit Designs

  • Kim, Ju-Ho;Han, Sang-Woo;Jewell, Roy
    • JSTS:Journal of Semiconductor Technology and Science
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    • v.10 no.4
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    • pp.292-299
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    • 2010
  • With scaled technology, timing analysis of circuits becomes more and more difficult. In this paper, we review recently developed circuit simulation techniques created to deal with the cost issues of transistor-level simulations. Various techniques for fast SPICE simulations and Monte Carlo simulations are introduced. Moreover, process and aging variation issues are mentioned, along with promising methodologies.

Methods and Techniques for Variance Component Estimation in Animal Breeding - Review -

  • Lee, C.
    • Asian-Australasian Journal of Animal Sciences
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    • v.13 no.3
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    • pp.413-422
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    • 2000
  • In the class of models which include random effects, the variance component estimates are important to obtain accurate predictors and estimators. Variance component estimation is straightforward for balanced data but not for unbalanced data. Since orthogonality among factors is absent in unbalanced data, various methods for variance component estimation are available. REML estimation is the most widely used method in animal breeding because of its attractive statistical properties. Recently, Bayesian approach became feasible through Markov Chain Monte Carlo methods with increasingly powerful computers. Furthermore, advances in variance component estimation with complicated models such as generalized linear mixed models enabled animal breeders to analyze non-normal data.

Development of a Web-based Integrated System for Flow of Agricultural Products (Web 기반의 농산물 유통분석 통합 시스템 개발)

  • Suh, Kyo;Lee, Jeong-Jae;Kim, Tae-Gon
    • Journal of Korean Society of Rural Planning
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    • v.11 no.2 s.27
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    • pp.1-8
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    • 2005
  • This study is to develop a web-based integrated system for flow of agricultural products based on recent researches with engineering approach. The system stands on the basis of web for accessibility and usability. Three parts of the system consist of analysis of regional shipping characteristics using tank model, estimation of pallet load efficiency with Monte Carlo Simulation, a long term prediction of market price with reliability analysis. Besides a decision support module for selecting optimal shipping market is added through synthesizing techniques and spatial analysis using GIS and applied to Chinese cabbage of Pyeongchang in 2004.

CONCEPTUAL DESIGN BY APPLIED COMPUTATIONAL ENGINEERING FOR THE MOON EXPLORER PAYLOAD DEVELOPMENT (달탐사용 탑재체 개발을 위한 전산응용 개념 설계)

  • Kim, Jung-Hoon;Jun, Hyoung-Yoll;Ju, Gwang-Hyeok;Kim, Byoung-Soo
    • 한국전산유체공학회:학술대회논문집
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    • 2011.05a
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    • pp.173-178
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    • 2011
  • Nowadays, SELENE-2 is under development for the moon explorer rover in Japan. AXS(Active X-ray Spectrometer) sensor development among the candidated payloads will be on going by the world-wide co-operation. The thermal design, analysis and test will be specially performed by Korean institutes. CFD techniques are used for the conceptual design and analysis. Thin-shell plate meshes being applied by Monte-Carlo Ray Tracing Method are generated for the thermal radiation analysis. Lumped capacity model is employed for the thermal conduction simulation of the AXS payload itself. Various shapes of the payload configuration with thermal boundary conditions are proposed and selected on the purpose of the analysis of the initial design. The results of the analysis are supposed to be used as the baseline for the further detailed design of the AXS payload in the future.

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Estimation of Design Rainfall Using 3 Parameter Probability Distributions (3변수 확률분포에 의한 설계강우량 추정)

  • Lee, Soon Hyuk;Maeng, Sung Jin;Ryoo, Kyong Sik
    • Proceedings of the Korea Water Resources Association Conference
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    • 2004.05b
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    • pp.595-598
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    • 2004
  • This research seeks to derive the design rainfalls through the L-moment with the test of homogeneity, independence and outlier of data on annual maximum daily rainfall at 38 rainfall stations in Korea. To select the appropriate distribution of annual maximum daily rainfall data by the rainfall stations, Generalized Extreme Value (GEV), Generalized Logistic (GLO), Generalized Pareto (GPA), Generalized Normal (GNO) and Pearson Type 3 (PT3) probability distributions were applied and their aptness were judged using an L-moment ratio diagram and the Kolmogorov-Smirnov (K-S) test. Parameters of appropriate distributions were estimated from the observed and simulated annual maximum daily rainfall using Monte Carlo techniques. Design rainfalls were finally derived by GEV distribution, which was proved to be more appropriate than the other distributions.

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RELTSYS: A computer program for life prediction of deteriorating systems

  • Enright, Michael P.;Frangopol, Dan M.
    • Structural Engineering and Mechanics
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    • v.9 no.6
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    • pp.557-568
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    • 2000
  • As time-variant reliability approaches become increasingly used for service life prediction of the aging infrastructure, the demand for computer solution methods continues to increase. Effcient computer techniques have become well established for the reliability analysis of structural systems. Thus far, however, this is largely limited to time-invariant reliability problems. Therefore, the requirements for time-variant reliability prediction of deteriorating structural systems under time-variant loads have remained incomplete. This study presents a computer program for $\underline{REL}$iability of $\underline{T}$ime-Variant $\underline{SYS}$tems, RELTSYS. This program uses a combined technique of adaptive importance sampling, numerical integration, and fault tree analysis to compute time-variant reliabilities of individual components and systems. Time-invariant quantities are generated using Monte Carlo simulation, whereas time-variant quantities are evaluated using numerical integration. Load distribution and post-failure redistribution are considered using fault tree analysis. The strengths and limitations of RELTSYS are presented via a numerical example.

On eigenvalue problem of bar structures with stochastic spatial stiffness variations

  • Rozycki, B.;Zembaty, Z.
    • Structural Engineering and Mechanics
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    • v.39 no.4
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    • pp.541-558
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    • 2011
  • This paper presents an analysis of stochastic eigenvalue problem of plane bar structures. Particular attention is paid to the effect of spatial variations of the flexural properties of the structure on the first four eigenvalues. The problem of spatial variations of the structure properties and their effect on the first four eigenvalues is analyzed in detail. The stochastic eigenvalue problem was solved independently by stochastic finite element method (stochastic FEM) and Monte Carlo techniques. It was revealed that the spatial variations of the structural parameters along the structure may substantially affect the eigenvalues with quite wide gap between the two extreme cases of zero- and full-correlation. This is particularly evident for the multi-segment structures for which technology may dictate natural bounds of zero- and full-correlation cases.