• Geomechanics and Engineering
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• 제12권2호
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• pp.269-294
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• 2017

This study aimed to realize the creation of fuzzy stochastic damage to describe reliability more essentially with the analysis of harmony of damage conception, probability and fuzzy degree of membership in interval [0,1]. Two kinds of fuzzy behaviors of damage development were deduced. Fuzzy stochastic damage models were established based on the fuzzy memberships functional and equivalent normalization theory. Fuzzy stochastic damage finite element method was developed as the approach to reliability simulation. The three-dimensional fuzzy stochastic damage mechanical behaviors of Jianshan mine slope were analyzed and examined based on this approach. The comprehensive results, including the displacement, stress, damage and their stochastic characteristics, indicate consistently that the failure foci of Jianshan mine slope are the slope-cutting areas where, with the maximal failure probability 40%, the hazardous Domino effects will motivate the neighboring rock bodies' sliding activities.

• 한국농공학회지
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• 제40권1호
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• pp.57-67
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• 1998

A stochastic weather generator which simulate daily precipitation, maximum and minimum daily temperature, relative humidity was developed. The model parameters were estimated using stochastic characteristics analysis of historical data of 71 weather stations. Spatial variations of the parameters for the country were also analyzed. Model parameters of ungauged Sites were determined from parameters of adjacent weather stations using inverse distance method. The model was verified on Suwon and Ulsan weather stations and showed good agreement between simulated and observed data.

• Wind and Structures
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• 제18권6호
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• pp.693-715
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• 2014

Stochastic processes are used to represent phenomena in many diverse fields. Numerical simulation method is widely applied for the solution to stochastic problems of complex structures when alternative analytical methods are not applicable. In some practical applications the stochastic processes show non-Gaussian properties. When the stochastic processes deviate significantly from Gaussian, techniques for their accurate simulation must be available. The various existing simulation methods of non-Gaussian stochastic processes generally can only simulate super-Gaussian stochastic processes with the high-peak characteristics. And these methodologies are usually complicated and time consuming, not sufficiently intuitive. By revealing the inherent coupling effect of the phase and amplitude part of discrete Fourier representation of random time series on the non-Gaussian features (such as skewness and kurtosis) through theoretical analysis and simulation experiments, this paper presents a novel approach for the simulation of non-Gaussian stochastic processes with the prescribed amplitude probability density function (PDF) and power spectral density (PSD) by amplitude modulation and phase reconstruction. As compared to previous spectral representation method using phase modulation to obtain a non-Gaussian amplitude distribution, this non-Gaussian phase reconstruction strategy is more straightforward and efficient, capable of simulating both super-Gaussian and sub-Gaussian stochastic processes. Another attractive feature of the method is that the whole process can be implemented efficiently using the Fast Fourier Transform. Cases studies demonstrate the efficiency and accuracy of the proposed algorithm.

• 한국정보통신학회논문지
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• 제25권8호
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• pp.1082-1087
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• 2021

노드 이동 모델은 활용 서비스 및 목적에 따라 제안되어야 한다. 현재 가장 널리 활용되는 무작위 이동 모델은 간편하고 구현하기가 쉽다는 장점이 있다. 이 모델에서 노드 이동 특성은 이동 속도와 이동 방향을 무작위 속성으로 처리하며, 매번 노드들의 이동이 서로 독립적으로 발생한다. 본 논문에서는 모바일 애드혹 네트워크 이동 환경에서 적용 가능한 확률론적인 이동 모델을 제안한다. 제안 확률 이동 모델에서는 네트워크의 전체 노드 이동 특성을 표현하기 위하여 이동하는 노드 수와 노드 이동 거리가 특정 확률 분포 특성을 가지도록 랜덤 변수로 처리한다. 또한, 제안 이동 모델을 대표적인 무작위 이동 모델과 비교하여 노드들의 이동 변화에 안정적인 특성을 나타냄을 보이고, 기존 라우팅 프로토콜에 제안 모델을 적용하여 에너지 소비 효율 측면에서 향상된 특성을 보임을 확인한다.

• 한국시뮬레이션학회논문지
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• 제22권4호
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• pp.21-28
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• 2013

일반적으로 최적화 문제에서 군사 시뮬레이션과 같이 결과가 확률적으로 나타나는 경우를 계산할 때에는 문제를 모델링 하여 일반적인 최적화 기법을 적용하는 것에 어려움이 있다. 본 논문에서는 이러한 군사 시뮬레이션의 특징을 반영하는 복잡한 반응표면을 가진 확률적 평가 함수를 정의하였다. 그리고 이러한 확률적 시뮬레이션에 대해 기존의 PSO법이 가진 약점을 보완하는 기법을 제안하였다. 제안한 기법을 이용해 평가 함수에 대한 최적화를 시행하였으며 최적화의 속도와 정확도에 영향을 미치는 계산 조건들의 상호작용을 분석하였다. 이를 통해 본 논문에서 제안한 확률적 시뮬레이션의 최적화 전략을 제시하였다.

• Wind and Structures
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• 제29권6호
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• pp.389-403
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• 2019

In this study, two original spectral representations of stationary stochastic fields, say the continuous proper orthogonal decomposition (CPOD) and the frequency-wavenumber spectral representation (FWSR), are derived from the Fourier-Stieltjes integral at first. Meanwhile, the relations between the above two representations are discussed detailedly. However, the most widely used conventional Monte Carlo schemes associated with the two representations still leave two difficulties unsolved, say the high dimension of random variables and the incompleteness of probability with respect to the generated sample functions of the stochastic fields. In view of this, a dimension-reduction model involving merely one elementary random variable with the representative points set owing assigned probabilities is proposed, realizing the refined description of probability characteristics for the stochastic fields by generating just several hundred representative samples with assigned probabilities. In addition, for the purpose of overcoming the defects of simulation efficiency and accuracy in the FWSR, an improved scheme of non-uniform wavenumber intervals is suggested. Finally, the Fast Fourier Transform (FFT) algorithm is adopted to further enhance the simulation efficiency of the horizontal stochastic wind velocity fields. Numerical examplesfully reveal the validity and superiorityof the proposed methods.

• Journal of applied mathematics & informatics
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• 제7권2호
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• pp.507-516
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• 2000

In the present paper we consider a problem of choosing the rational way to carry on the metal processing (the problem of stochastic optimization) and the problem of determing the unknown characteristics of parameters described with random variables.

• 한국경영과학회지
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• 제26권4호
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• pp.39-45
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• 2001

Maximum and minimum of rendom variables are frequently encountered in the stochastic modelling for various OR problems. We summarize and extend characteristics of maximum and minimum, emphasizing the case in which random variables are independent and all of them except one are distributed exponential. As an application, we derive a transform-free expression for the M/G/1 queue length distribution.

• Structural Engineering and Mechanics
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• 제62권6호
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• pp.703-708
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• 2017

The goal of this study is to evaluate behavior uncertainties of structures by using interval finite element analysis based on interval factor method as a specific non-stochastic tool. The interval finite element method, i.e., interval FEM, is a finite element method that uses interval parameters in situations where it is not possible to get reliable probabilistic characteristics of the structure. The present method solves the uncertainty problems of a 2D solid structure, in which structural characteristics are assumed to be represented as interval parameters. An interval analysis method using interval factors is applied to obtain the solution. Numerical applications verify the intuitive effectiveness of the present method to investigate structural uncertainties such as displacement and stress without the application of probability theory.

• 제어로봇시스템학회:학술대회논문집
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• 제어로봇시스템학회 2005년도 ICCAS
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• pp.2362-2367
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• 2005

This paper reports a technique for discriminating double talk and echo path change using the stochastic characteristics of power change for an adaptive noise canceller. The causes of rapid error increasing are double talk and echo path change. When the echo path is changed, the system corrects the impulse response in order to reduce the error. However, in the case of double talk, the system has to suspend the updating impulse response in order to maintain the quality of the voice signal. In the conventional system, it was difficult to discriminate between the two situations. In this research, the stochastic characteristics of the voice power change in the double talk period were experimentally verified to be different from the power change during echo path changing. Based on the results, a new double talk detection method is proposed.