• Journal of Korean Society of Coastal and Ocean Engineers
• /
• v.15 no.4
• /
• pp.214-223
• /
• 2003

A reliability analysis is straightforwardly applied to the sloped coastal structures against the random wave overtopping. A reliability function can be directly derived from a empirical formula in which may take into account many variables associated with the random wave overtopping. The probability of failure exceeded the allowable overtopping discharge can be evaluated as a function of dimensionless crest height with some reasonable statistical properties and distribution functions of each random variable. Some differences of probabilities of failure occurred from variations of the slopes of structures as well as types of armour are investigated into quantitatively. Additionally, the effects of the crest width of units placed in front of the concrete cap on the probability of failure may be analyzed. Finally, the sensitivity analyses are carried out with respect to the uncertainties of random variables. It is found that the overall characteristics similar to the known experimental results are correctly represented in this reliability analyses. Also, it should be noted that the probabilities of failure may be quantitatively obtained for several structural and hydraulic conditions, which never assess in the deterministic design method. Thus, it may be possible for determination on the crest height of sloped coastal structures to consider the probability of failure of wave overtopping, by which may be increased the efficiency of practical design.

• Proceedings of the Korea Water Resources Association Conference
• /
• 2016.05a
• /
• pp.98-98
• /
• 2016

본 연구에서는 유입량의 불확실성을 고려하여 미래 저수량을 확률론적으로 예측하였다. 월별 유입량을 표본으로 한 확률밀도함수를 핵밀도함수(kernel function)를 이용하여 추정하고, 추정된 확률분포로 월별 유입량을 모의 발생하였다. 모의 발생된 유입량을 통해 연속적인 조건부 확률을 산정하였고, 이의 누적확률분포(F(x))는 해당 저수량에 도달하지 못할 확률, 즉 실패확률을 의미하므로 1-F(x)로 해당 저수량 이상을 확보할 수 있는 확률을 산정하였다. 보령댐을 대상으로 분석한 결과 2016년 2월 말 저수량 27.8 백만$m^3$ 기준으로 3월부터 6월까지 정상용수공급환원 기준 저수량을 만족할 확률이 각각 2.3%, 12.5%, 24.2%, 33.5%로 나타났다. 지역적 가뭄에 대응하기 위해 하천유지용수 감량, 용수 대체공급, 자율 급수조정 및 금강-보령댐 도수로를 이용한 용수공급으로 20.6만$m^3/day$의 용수가 비축될 경우, 정상용수공급환원 기준 저수량을 만족할 확률이 10.2%, 40.3%, 73.8%, 78.7%로 용수비축의 효과가 크게 나타나는 것을 확인하였다. 저수량의 확률론적 예측을 통해 미래 저수량의 확률적 발생가능성을 추정할 수 있으며, 가뭄이 발생할 경우, 가뭄 대응효과를 정량적으로 나타낼 수 있어 가뭄 위험 상황 전달 및 용수공급조정 의사결정 시 활용할 수 있을 것으로 판단된다.

• Journal of the Computational Structural Engineering Institute of Korea
• /
• v.36 no.3
• /
• pp.203-211
• /
• 2023

A Markov chain Monte Carlo (MCMC) simulation is proposed for probabilistic full waveform inversion (FWI) in a layered half-space. Dynamic responses on the half-space surface are estimated using the thin-layer method when a harmonic vertical force is applied. Subsequently, a posterior probability distribution function and the corresponding objective function are formulated to minimize the difference between estimations and observed data as well as that of model parameters from prior information. Based on the gradient of the objective function, a proposal distribution and an acceptance probability for MCMC samples are proposed. The proposed MCMC simulation is applied to several layered half-space examples. It is demonstrated that the proposed MCMC simulation for probabilistic FWI can estimate probabilistic material properties such as the shear-wave velocities of a layered half-space.

• Proceedings of the Korean Information Science Society Conference
• /
• 2011.06a
• /
• pp.286-289
• /
• 2011

제약을 갖는 부분 관찰 의사결정 과정(Constrained Partially Observable Markov Decision Process; CPOMDP)는 정책이 제약(constraint)를 만족하면서 가치 함수를 최적화하도록 일반적인 부분 관찰 의사결정과정(POMDP)을 확장한 모델이다. CPOMDP는 제한된 자원을 가지거나 여러 개의 목적 함수를 가지는 문제를 자연스럽게 모델링할 수 있기 때문에 일반적인 POMDP에 비해 더 실용적인 장점을 가진다. 본 논문에서는 CPOMDP의 확률적 최적 정책 및 근사 최적 정책을 계산할 수 있는 최적 및 근사 동적 프로그래밍 알고리즘을 제안한다. 최적 알고리즘은 동적 프로그래밍의 각 단계마다 미니맥스 이차 제약 계획 문제를 계산해야 하는 반면에 근사 알고리즘은 선형 계획 문제만을 필요로 하는 점-기반(point-based) 가치 업데이트를 이용한다. 실험 결과, 확률적 정책이 결정적(deterministic) 정책보다 더 나은 성능을 보이며, 근사 알고리즘을 통해 계산 시간을 줄일 수 있음을 보였다.

• Economic and Environmental Geology
• /
• v.52 no.3
• /
• pp.231-241
• /
• 2019

Kinematic analysis determines the stability of rock slope by analyzing the relationship between the slope face orientation and the discontinuity orientation. In this study, terrestrial LiDAR was used to obtain a large amount of discontinuity orientation data and then, the probabilistic characteristics of the orientation data obtained using terrestrial LiDAR were analyzed. Subsequently, the probabilistic kinematic analysis was carried out using the discontinuity orientations generated randomly from Fisher function in Monte Carlo simulation. In addition, the probabilistic kinematic analysis was also performed using the actual orientation data obtained from the terrestrial LiDAR to compare their results. Consequently, the results of both probabilistic analyses showed similar results. Therefore, if sufficient orientation data are provided by other means such as terrestrial LiDAR, the probabilistic analysis will show reasonable results using the actual field data without randomly generating orientation data. In addition, the deterministic kinematic analysis was also carried out using representative orientation of discontinuity sets. The analysis result of the probabilistic analysis showed similar results with the deterministic analysis because the dispersion of the discontinuity orientations in a joint set is not large.

• Proceedings of the KIEE Conference
• /
• 2015.07a
• /
• pp.493-494
• /
• 2015

전원설비 투자계획은 주어진 기간 하에서 최적 발전기 투입용량 및 시기를 결정하는 문제이다. 전원설비의 준공일정은 다양한 사회적 요인의 영향으로 불확실성에 노출되어 있다. 본 논문에서는 전원설비 준공 불확실성을 고려한 전원설비 계획 문제를 제시한다. 발전설비의 준공지연 불확실성은 이산 확률론적 밀도함수를 갖는 확률변수로 표현된다. 최적화 문제에서 확률변수를 고려하기 위해 2단계 확률론적 계획법이 도입된다. 주문제-부문제로 분해된 최적화 문제는 쌍대함수 정보를 교환하는 반복연산을 수행하여 최적 전역해에 도달할 수 있다.

• Journal of the Society of Disaster Information
• /
• v.11 no.4
• /
• pp.493-505
• /
• 2015

Based on the typhoon paths landed on the southern coast of Korea, the distribution of typhoon moving directions follow the Beta probability density function and that of pressure drops in typhoon eyes follow the Rayleigh probability density function. Consequently, the extreme typhoon simulation scenarios for six landing positions are determined as most probable one in moving direction and extreme one of Typhoon Maemi level in pressure drop. The variation of storm surges in Masan bay associated with simulated typhoon landing position is analyzed through the numerical experiments in the next paper as the second part.

• Journal of the Korean Society for Precision Engineering
• /
• v.16 no.6
• /
• pp.100-107
• /
• 1999

This paper describes a probabilistic remaining life assessment program for the creep crack growth. The probabilistic life assessment program is developed to increase the reliability of life assessment. The probabilistic life assessment involves some uncertainties, such as, initial crack size, material properties, and loading condition, and a triangle distribution function is used for random variable generation. The resulting information provides the engineer with an assessment of the probability of structural failure as a function of operating time given the uncertainties in the input data. This study forms basis of the probabilistic life assessment technique and will be extended to other damage mechanisms.

• Journal of Korean Society of Coastal and Ocean Engineers
• /
• v.24 no.1
• /
• pp.1-9
• /
• 2012

Tidal residual is being an important factor by the influence of the climate change in terms of the coastal safety and defense. It is one of the most important factor for the determination of the reference sea level in order to check the safety and performance of the coastal structures in company with the typhoon intensity variation. The probability density function (pdf) of tidal residuals in the Korean coasts have a non-ignorable skewness and high kurtosis. It is highly restricted to the application of the normal pdf assumption as an approximated pdf of tidal residuals. In this study, the pdf of tidal residuals estimated using the Kernel function is suggested as a more reliable and accurate pdf of tidal residuals than the normal function. This suggested pdf shows a good agreement with the empirical cumulative distribution function and histogram. It also gives the more accurate estimation result on the extreme values in comparison with the results based on the normal pdf assumption.

• Journal of the Korean Institute of Telematics and Electronics S
• /
• v.36S no.1
• /
• pp.123-132
• /
• 1999

In this paper, a quadratic sigmoid neural equalizer(QSNE) is proposed to improve the performance of conventional neural equalizer in terms of bit error probability by using a quadratic sigmoid function as the activation function of neural networks. Conventional neural equalizers which have been used to compensate for nonlinear distortions adopt the sigmoid function. In the case of sigmoid neural equalizer, each neuron has one linear decision boundary. So many neurons are required when the neural equalizer has to separate complicated structure. But in case of the proposed QSNF and quadratic sigmoid neural decision feedback equalizer(QSNDFE), each neuron separates decision region with two parallel lines. Therefore, QSNE and QSNDFE have better performance and simpler structure than the conventional neural equalizers in terms of bit error probability. When the proposed QSNDFE is applied to communication systems and digital magnetic recording systems, it is an improvement of approximately 1.5dB~8.3dB in signal to moise ratio(SNR) over the conventional decision feedback equalizer(DEF) and neural decision feedback equalizer(NDFE). As intersymbol interference(ISI) and nonlinear distortions become severer, QSNDFE shows astounding SNR shows astounding SNR performance gain over the conventional equalizers in the same bit error probability.