• Journal of Korean Institute of Industrial Engineers
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• v.40 no.5
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• pp.477-480
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• 2014

The single-period production inventory control problem under random yield is considered to analyze the impact of the yield characteristics on the firm's profit. We use the stochastic comparison as a main vehicle to compare the profits resulted under different random yields. Commonly used stochastic orderings are addressed with an analysis of their implications on the firm's profit. Moreover, a distribution-free bound on the profit is derived.

• Earthquakes and Structures
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• v.14 no.5
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• pp.477-492
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• 2018

Recently, the adaptive nonlinear static analysis method has been widely used in the field of performance based earthquake engineering. However, the proposed methods are almost deterministic and cannot directly consider the seismic record uncertainties. In the current study an innovative Stochastic Adaptive Pushover Analysis, called "SAPA", based on equivalent hysteresis system responses is developed to consider the earthquake record to record uncertainties. The methodology offers a direct stochastic analysis which estimates the seismic demands of the structure in a probabilistic manner. In this procedure by using a stochastic linearization technique in each step, the equivalent hysteresis system is analyzed and the probabilistic characteristics of the result are obtained by which the lateral force pattern is extracted and the actual structure is pushed. To compare the results, three different types of analysis have been considered; conventional pushover methods, incremental dynamic analysis, IDA, and the SAPA method. The result shows an admirable accuracy in predicting the structure responses.

• Journal of Mechanical Science and Technology
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• v.19 no.10
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• pp.1846-1855
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• 2005

This paper presents a new stochastic controller applied on the vibration control system under irregular disturbances based on the mode selection scheme. Measured displacement and frequency characteristics are simultaneously used in designing a mode selecting controller. This technique is validated by applying to the suppression problem of a flexible beam with randomly vibrated circumstances. The presented method, called Mode Selecting Stochastic Controller, uses the frequency measurement of the flexible system based on a Fast-Fourier transformation algorithm. This controller is constructed by combining mode selection method with previous known Stochastic Controller in real time: Numerical simulations and several experiments are conducted to validate the proposed method. The performance of the proposed method is compared with a stochastic controller developed recently. This method was improved compared with previous one.

• Transactions of the Korean Society of Mechanical Engineers A
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• v.23 no.11 s.170
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• pp.2007-2013
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• 1999

A Newly proposed control methodology applied to the aeroelastic system experiencing flutter is investigated and its performance is verified experimentally. The flexible cantilever beam slicked with piezofilm sensor and piezoceramic actuator is modelled in physical domain. Dynamic moment equation for the system is derived via Ito's stochastic differential equation and F-P-K equation. Also system's characteristics in stochastic domain is analyzed simultaneously. LQG controller is designed and used in physical and stochastic domain. It is shown experimentally that the vibration of beam is controlled effectively by designed LQG controller in physical domain. By comparing the result with that of LQG controller designed in stochastic domain, it is shown that the new control method, called Heo-stochastic control technique, has better performance as a controller.

• Magazine of the Korean Society of Agricultural Engineers
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• v.31 no.4
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• pp.72-80
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• 1989

Various analyses were made to investigate the stochastic structure of the daily rainfall in Korea. Records of daily rainfall amounts from 1951 to 1984 at Chinju Metesrological Station were used for this study. Obtained results are as follows : 1. Time series of the daily rainfall at Chinju were positively, serially correlated for the lag as large as one day. 2. Rainfall events, defined as a sequence of consecutive wet days separated by one or more dry days, showed a seasonal variation in the occurrence frequency. 3. The marginal distribution of event characteristics of each month showed significant dif- ferences each other. Events occurred in summer had longer duration and higher magnitude with higher intensity than those of events occurred in winter. 4. There were significant positive correlations among four event characteristics ; dura- tion, magnitude, average intensity, and maximum intensity. 5. Correlations among the daily rainfall amounts within an event were not significant in general. 6. There were no consistant significancy in identity or difference between the distribu- tions of daily rainfall amounts for different days within events. 7. Above mentioned characteristics of daily rainfall time series must be considered in building a stochastic model of daily rainfall.

• Journal of the Korean Operations Research and Management Science Society
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• v.29 no.4
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• pp.1-10
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• 2004

In this paper we study bounds for characteristics of stationary waiting times in (max, +)-linear systems with a Poisson arrival process. which are prevalent in manufacturing systems, kanban systems, cyclic and acyclic fork-and-join type systems, finite or infinite capacity tandem queues with various kinds of blocking, transportation systems, and telecommunication networks, and so on. Recently, some results on series expansion for characteristics, such as higher moments, Laplace transform, and tail probability, of transient and stationary waiting times in a class of (max, +)-linear systems via Taylor series expansions have been studied. In order to overcome the computational complexity in those results, we consider bounds for characteristics of stationary waiting times using valuable stochastic ordering results. Some numerical examples are also provided.

• Smart Structures and Systems
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• v.16 no.1
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• pp.141-162
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• 2015

The magneto-rheological visco-elastomer (MRVE) is used as a smart core to control the stochastic micro-vibration of a sandwich plate with supported mass. The micro-vibration response of the sandwich plate with MRVE core and supported mass under stochastic support motion excitations is studied and compared to evaluate the vibration suppression capability. The effects of the supported mass and localized magnetic field on the stochastic micro-vibration response of the MRVE sandwich plate are taken into account. The dynamic characteristics of the MRVE core in micro-vibration are described by a non-homogeneous complex modulus dependent on vibration frequency and controllable by applied magnetic fields. The partial differential equations for the coupled transverse and longitudinal motions of the MRVE sandwich plate with supported mass are derived from the dynamic equilibrium, constitutive and geometric relations. The simplified ordinary differential equations are obtained for the transverse vibration of the MRVE sandwich plate under localized magnetic fields. A frequency-domain solution method for the stochastic micro-vibration response of sandwich plates with supported mass is developed based on the Galerkin method and random vibration theory. The expressions of frequency-response functions, response power spectral densities and root-mean-square velocity responses of the plate in terms of the one-third octave frequency band are obtained for micro-vibration evaluation. Finally, numerical results are given to illustrate the large response reduction capacity of the MRVE sandwich plate with supported mass under stochastic support motion excitations, and the influences of MRVE parameters, supported mass and localized magnetic field placement on the micro-vibration response.

• Journal of Mechanical Science and Technology
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• v.19 no.8
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• pp.1582-1596
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• 2005

Groundwater flow and behavior have to be investigated based on heterogeneous subsurface formation since the homogeneity assumption of this formation is not valid. Over the past twenty years, stochastic approach and Monte Carlo technique have been utilized very efficiently to understand the groundwater flow behavior. However, these techniques require lots of computational and numerical efforts according to the various researchers' comments. Therefore, utilizing new techniques with much less computational efforts such as Artificial Neural Network (ANN) in the prediction of the stochastic behavior for the groundwater based on heterogeneous subsurface formation is highly appreciated. The current paper introduces the ANN technique to investigate and predict the stochastic behavior of a well draw down in a confined aquifer based on subsurface heterogeneous hydraulic conductivity. Several ANN models are developed in this research to predict the unsteady two dimensional well draw down and its stochastic characteristics in a confined aquifer. The results of this study showed that ANN method with less computational efforts was very efficiently capable of simulating and predicting the stochastic behavior of the well draw down resulted from the continuous constant pumping in the middle of a confined aquifer with subsurface heterogeneous hydraulic conductivity.

• Journal of Institute of Control, Robotics and Systems
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• v.6 no.11
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• pp.974-980
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• 2000

In this paper, we present a method that has flexibility of exact assignment of eigenstructure with the stochastic robustness for LTI(Linear-Time-Invariant) systems. The stochastic robustness of LTI systems is determined by the probability distributions of closed-loop eigenvalues. The probabilistic stability region is presented stochastically using the Monte Carlo evaluations. The proposed scheme is applied to designing a simple system and a flight control system with stochastic parameter variations to confirm the usefulness of the scheme.

• Proceedings of the Korean Society for Noise and Vibration Engineering Conference
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• 2003.05a
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• pp.1054-1057
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• 2003

A Real Time Mode Selecting Stochastic Controller (RTMSSC) is developed as a new control strategy for a vibrating system under irregular disturbance. Displacement information and frequency characteristics obtained from me::id analysis of the system are used to design a Mode Selecting Controller. This Paper explains design technique of RTNSSC by applying it to the suppression of a flexible beam experiencing random vibration. The RTMSSC is designed by stochastic control from the modal information. The frequency information of the flexible system is utilized from the Mode Selecting Unit (MSU) based on a Fast-Fourier Transformation algorithm. The performance of the proposed technique, RTMSSC, is compared with that of Real Time Stochastic Controller developed recently, which show quite promising results.