• 제목/요약/키워드: Monte-Carlo algorithm

검색결과 506건 처리시간 0.028초

$SF_6$-Ar 혼합기체(混合氣體)의 MCS-BE_q알고리즘에 의한 확산계수 (Diffusion coefficients of electrons in $SF_6$-Ar Mixtures Gas used by MCS-BEq Algorithm)

  • 김상남;하성철
    • 한국전기전자재료학회:학술대회논문집
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    • 한국전기전자재료학회 2004년도 하계학술대회 논문집 Vol.5 No.2
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    • pp.1150-1153
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    • 2004
  • Diffusion coefficients Of electrons in $SF_6$-Ar mixtures gas used by MCS- BEq algorithm has been analysed over the E/N range $30\sim300$(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 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.

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SF6+Ar혼합기체의 MCS-BEq에 의한 전자분포함수 (Energy Distribution Function for Electrons in SF6+Ar Mixtures Gas used by MCS-BEQ Algorithm)

  • 김상남
    • 전기학회논문지P
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    • 제51권1호
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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.

An evolutionary approach for structural reliability

  • Garakaninezhad, Alireza;Bastami, Morteza
    • Structural Engineering and Mechanics
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    • 제71권4호
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    • pp.329-339
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    • 2019
  • Assessment of failure probability, especially for a complex structure, requires a considerable number of calls to the numerical model. Reliability methods have been developed to decrease the computational time. In this approach, the original numerical model is replaced by a surrogate model which is usually explicit and much faster to evaluate. The current paper proposed an efficient reliability method based on Monte Carlo simulation (MCS) and multi-gene genetic programming (MGGP) as a robust variant of genetic programming (GP). GP has been applied in different fields; however, its application to structural reliability has not been tested. The current study investigated the performance of MGGP as a surrogate model in structural reliability problems and compares it with other surrogate models. An adaptive Metropolis algorithm is utilized to obtain the training data with which to build the MGGP model. The failure probability is estimated by combining MCS and MGGP. The efficiency and accuracy of the proposed method were investigated with the help of five numerical examples.

카그라 마코브 체인 몬테칼로 모수 추정 파이프라인 분석 개발과 밀집 쌍성의 물리량 측정 (Development of a Markov Chain Monte Carlo parameter estimation pipeline for compact binary coalescences with KAGRA GW detector)

  • Kim, Chunglee;Jeon, Chaeyeon;Lee, Hyung Won;Kim, Jeongcho;Tagoshi, Hideyuki
    • 천문학회보
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    • 제45권1호
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    • pp.51.3-52
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    • 2020
  • We present the status of the development of a Markov Chain Monte Carlo (MCMC) parameter estimation (PE) pipeline for compact binary coalescences (CBCs) with the Japanese KAGRA gravitational-wave (GW) detector. The pipeline is included in the KAGRA Algorithm Library (KAGALI). Basic functionalities are benchmarked from the LIGO Algorithm Library (LALSuite) but the KAGRA MCMC PE pipeline will provide a simpler, memory-efficient pipeline to estimate physical parameters from gravitational waves emitted from compact binaries consisting of black holes or neutron stars. Applying inspiral-merge-ringdown and inspiral waveforms, we performed simulations of various black hole binaries, we performed the code sanity check and performance test. In this talk, we present the situation of GW observation with the Covid-19 pandemic. In addition to preliminary PE results with the KAGALI MCMC PE pipeline, we discuss how we can optimize a CBC PE pipeline toward the next observation run.

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Feasibility study of a novel hash algorithm-based neutron activation analysis system for arms control treaty verification

  • Xiao-Suo He;Yao-Dong Dai;Xiao-Tao He;Qing-Hua He
    • Nuclear Engineering and Technology
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    • 제56권4호
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    • pp.1330-1338
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    • 2024
  • Information on isotopic composition and geometric structure is necessary for identifying a true warhead. Nevertheless, such classified information should be protected physically or electronically. With a novel Hash encryption algorithm, this paper presents a Monte Carlo-based design of a neutron activation analysis verification module. The verification module employs a thermal neutron source, a non-uniform mask (physically encrypting information about isotopic composition and geometric structure), a gamma detector array, and a Hash encryption algorithm (for electronic encryption). In the physical field, a non-uniform mask is designed to distort the characteristic gamma rays emitted by the inspected item. Furthermore, as part of the Hash algorithm, a key is introduced to encrypt the data and improve the system resolution through electronic design. In order to quantify the difference between items, Hamming distance is used, which allows data encryption and analysis simultaneously. Simulated inspections of simple objects are used to quantify system performance. It is demonstrated that the method retains superior resolution even with 1% noise level. And the performances of anti-statistical attack and anti-brute force cracking are evaluated and found to be very excellent. The verification method lays a solid foundation for nuclear disarmament verification in the upcoming era.

몬테카를로 위치추정 알고리즘을 이용한 수중로봇의 위치추정 (Localization on an Underwater Robot Using Monte Carlo Localization Algorithm)

  • 김태균;고낙용;노성우;이영필
    • 한국전자통신학회논문지
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    • 제6권2호
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    • pp.288-295
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    • 2011
  • 본 논문에서는 몬테 카를로 방법을 사용한 수중로봇의 위치추정 방법을 제안한다. 수중로봇의 위치추정은 자율 주행을 위한 기본 기능의 하나이다. 제안된 알고리즘에 의하면 추측항법(데드 레크닝 방법)의 약점인 위치 오차 누적 문제를 해결할 수 있다. 제안된 방법은 확률적인 방법으로 로봇 동작의 불확실성과 센서 정보의 불확실성을 처리한다. 특히 칼만 필터 방법과 달리, 로봇의 비선형 운동 특성과 센서의 비가우시안 출력 분포 특성을 모델링할 수 있다. 본 논문에서는 수중로봇 위치 추정에 몬테카를로 위치추정(Monte Carlo Localization : MCL, 이하 MCL로 표기함) 알고리즘을 적용하기 위하여 오일러각을 이용하여 모션모델을 구하였다. 또한 수중로봇에 모션모델과 센서모델을 적용하여 시뮬레이션을 구현하고, 이를 통해 수중로봇에 MCL 알고리즘의 적용 가능성을 보였다.

삼목 게임을 위해 개선된 몬테카를로 트리탐색 알고리즘 (Enhanced strategic Monte-Carlo Tree Search algorithm to play the game of Tic-Tac-Toe)

  • 이병두
    • 한국게임학회 논문지
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    • 제16권4호
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    • pp.79-86
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    • 2016
  • 몬테카를로 트리탐색은 최대우선탐색 알고리즘이며, 많은 게임 특히 바둑 게임에 성공적으로 적용되어 왔다. 삼목 게임에서 MCTS 간의 대국을 통해 성능을 평가하고자 했다. 첫 번째 대국자는 항상 두 번째 대국자에 비해 압도적인 우위를 보였으며, 최선의 게임 결과가 무승부가 됨에도 불구하고 첫 번째 대국자가 두 번째 대국자에 비해 우월한 이유를 찾고자 했다. MCTS는 반복적인 무작위 샘플링을 기반으로 하는 통계적 알고리즘이기 때문에, 특히 두 번째 대국자를 위해 전략을 요하는 시급한 문제를 적절히 대처하지 못한다. 이를 위해 전략적 MCTS(S-MCTS)를 제안하며, S-MCTS는 결코 삼목 게임에서 지지 않는다는 것을 보였다.

Efficiency and Robustness of Fully Adaptive Simulated Maximum Likelihood Method

  • Oh, Man-Suk;Kim, Dai-Gyoung
    • Communications for Statistical Applications and Methods
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    • 제16권3호
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    • pp.479-485
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    • 2009
  • When a part of data is unobserved the marginal likelihood of parameters given the observed data often involves analytically intractable high dimensional integral and hence it is hard to find the maximum likelihood estimate of the parameters. Simulated maximum likelihood(SML) method which estimates the marginal likelihood via Monte Carlo importance sampling and optimize the estimated marginal likelihood has been used in many applications. A key issue in SML is to find a good proposal density from which Monte Carlo samples are generated. The optimal proposal density is the conditional density of the unobserved data given the parameters and the observed data, and attempts have been given to find a good approximation to the optimal proposal density. Algorithms which adaptively improve the proposal density have been widely used due to its simplicity and efficiency. In this paper, we describe a fully adaptive algorithm which has been used by some practitioners but has not been well recognized in statistical literature, and evaluate its estimation performance and robustness via a simulation study. The simulation study shows a great improvement in the order of magnitudes in the mean squared error, compared to non-adaptive or partially adaptive SML methods. Also, it is shown that the fully adaptive SML is robust in a sense that it is insensitive to the starting points in the optimization routine.

Monte Carlo Simulation of Small Photon Beam Measurements by Beam Intensity Scanner System(BISS)

  • Park, Kwangyl;Vahc, Young-Woo;Ohyun Kwon;Park, Kyung-Ran;Lee, Yong-Ha;Yi, Byung-Yong;Kim, Sookil
    • 한국의학물리학회:학술대회논문집
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    • 한국의학물리학회 2002년도 Proceedings
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    • pp.282-284
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    • 2002
  • We have developed and used BISS as a radiation detector to verify patient dose and determine the physical characteristics of beams used in Stereotatic Radio Surgery(SRS) and Intensity Modulated Radiation Therapy(IMRT). In order to confirm the function and accuracy of our BISS, we simulate our measurements by BISS under the radiation of 6MV photons from a Varian Clinac 21EX equipped with a 60 leaf pairs MLC. For the simulation based on the Monte Carlo algorithm, which remains the most comprehensive and accurate theoretical method to verify beam profiles, we use the BEAM code. Compared with the measurements by BISS, our simulation of variously shaped phantom measurements show good agreements. Our simulation results can be used as a theoretical standard to compare and confirm measurements by BISS and other dosimeters such as ultramicro cylindrical ionization chamber(UCIC) and radiographic film.

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개선된 평가점 선정기법을 이용한 응답면기법 (Improved Response Surface Method Using Modified Selection Technique of Sampling Points)

  • 김상효;나성원;황학주
    • 한국전산구조공학회:학술대회논문집
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    • 한국전산구조공학회 1993년도 가을 학술발표회논문집
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    • pp.248-255
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    • 1993
  • Recently, due to the increasing attention to the structural safety under uncertain environments, many researches on the structural reliability analysis have been peformed. Some useful methods are available to evaluate performance reliability of structures with explicit limit states. However, for large structures, in which structural behaviors can be analyzed with finite element models and the limit states are only expressed implicitly, Monte-Carlo simulation method has been mainly used. However, Monte-Carlo simulation method spends too much computational time on repetitive structural analysis. Many alternative methods are suggested to reduce the computational work required in Monte-Carlo simulation. Response surface method is widely used to improve the efficiency of structural reliability analysis. Response surface method is based on the concept of approximating simple polynomial function of basic random variables for the limit state which is not easily expressed in explicit forms of design random variables. The response surface method has simple algorithm. However, the accuracy of results highly depends on how properly the stochastic characteristics of the original limit state has been represented by approximated function, In this study, an improved response surface method is proposed in which the sampling points for creating response surface are modified to represent the failure surface more adequately and the combined use of a linear response surface function and Rackwitz-Fiessler method has been employed. The method is found to be more effective and efficient than previous response surface methods. In addition more consistent convergence is achieved, Accuracy of the proposed method has been investigated through example.

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