• Journal of the Korea Society for Simulation
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• v.9 no.1
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• pp.93-108
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• 2000

The stochastic manufacturing system has one or more random variables as inputs that lead to random outputs. Since the outputs are random, they can be considered only as estimates of the true characteristics of the system. These estimates could greatly differ from the corresponding real characteristics for the system. Multiple replications are necessary to get reliable information on the system and output data should be analyzed to get optimal solution. It requires too much computation time practically, In this paper a GA method, named Stochastic Genetic Algorithm(SGA) is proposed and tested to find the optimal solution fast and efficiently by reducing the number of replications.

• Proceedings of the Korea Society for Simulation Conference
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• 1999.10a
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• pp.75-80
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• 1999

This paper presents a new method to find a optimal solution for stochastic system. This method uses Genetic Algorithm(GA) and simulation. GA is used to search for new alternative and simulation is used to evaluate alternative. The stochastic system has one or more random variables as inputs. Random inputs lead to random outputs. Since the outputs are random, they can be considered only as estimates of the true characteristics of they system. These estimates could greatly differ from the corresponding real characteristics for the system. We need multiple replications to get reliable information on the system. And we have to analyze output data to get a optimal solution. It requires too much computation to be practical. We address the problem of reducing computation. The procedure on this paper use GA character, an iterative process, to reduce the number of replications. The same chromosomes could exit in post and present generation. Computation can be reduced by using the information of the same chromosomes which exist in post and present current generation.

• Earthquakes and Structures
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• v.2 no.2
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• pp.189-206
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• 2011

In this study, the subspace stochastic realization theories (SSR model I and SSR model II) have been applied to a real bridge for estimating its dynamic characteristics (natural frequencies, damping constants, and vibration modes) under ambient vibration. A numerical simulation is carried out for an arch-type steel truss bridge using a white noise excitation. The estimates obtained from this simulation are compared with those obtained from the Finite Element (FE) analysis, demonstrating good agreement and clarifying the excellent performance of this method in estimating the structural dynamic characteristics. Subsequently, these methods are applied to the vibration induced by both strong and weak winds as obtained by remote monitoring of the Kabashima bridge (an arch-type steel truss bridge of length 136 m, and situated in Nagasaki city). The results obtained with this experimental data reveal that more accurate estimates are obtained when strong wind vibration data is used. In contrast, the vibration data obtained from weak wind provides accurate estimates at lower frequencies, and inaccurate accuracy for higher modes of vibration that do not get excited by the wind of lower intensity. On the basis of the identified results obtained using both simulated data and monitored data from a real bridge, it is determined that the SSR model II realizes more accurate results than the SSR model I. In general, the approach investigated in this study is found to provide acceptable estimates of the dynamic characteristics of highway bridges as well as for the vibration monitoring of bridges.

• Journal of the Society of Naval Architects of Korea
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• v.32 no.1
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• pp.37-41
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• 1995

In order to analyze the rolling motion of a ship in random beam waves we use the partial stochastic linearization method. The quadratic damping and the nonlinear restoring moments given by the odd polynomials up to the 11th order are added to a single degree of freedom linear equation of roll motion. The irregular excitation moment is assumed to be the Gaussian white noise. The statistical characteristics of the response by the partial stochastic linearization method is compared with results by the equivalent linearization method and Monte Carlo simulation. It is fecund that the partial stochastic linearization method is not necessarily superior to the equivalent linearization method.

• Water for future
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• v.4 no.1
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• pp.51-58
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• 1971

Hydrologic data serve as an input to the water resources system. An adequate analysis of hydrologic data is one of the most important steps in the planning of the water resources development program. The natural hydrologic processes, which produce the hydrologic data, are truely 'stochastic' in the sense that natural hydrologic phenomena change with time in accordance with the law of probability as well as with sequential relationship between their occurrences. Therefore, the stochastic approach to the analysis of hydrologic data has become more popular in recent years than the conventional deterministic or probabilistic approach. This paper reviews the mathematical models which can adequately simulate the stochastic behavior of the hydrologic characteristics of a hydrologic system. The actual application of these models in the analysis of hydrologic records(precipipitation and runoff records in particular) is also presented.

• Proceedings of the Korean Society for Noise and Vibration Engineering Conference
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• 1998.04a
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• pp.450-453
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• 1998

Investigation is performed on the characteristics and new control technique for general form of dynamic system under the randomly disturbance. Also, a controller design method in stochastic domain in studied, which is preliminary result in the course of research on the control of stochastic system. The governing equation is derived via F-P-K approach in stochastic sense. A controller is designed in term of auto power density and cross power density.

• Korean Journal of Fisheries and Aquatic Sciences
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• v.20 no.5
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• pp.457-462
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• 1987

Stochastic stability criterias for ocean wave analysis add simulation are studied using the data simulated by the linear superposition method. To clarify the criterias, the effects of the simulation parameters on the variance of stochastic properties of ocean waves are investigated, and the stable conditions of the parameters are estimated through the comparative study on the stochastic properties of simulated waves and well-known ocean waves. The simulation parameters considered are high frequency cut-off, data length, and number and phase angle of component waves. Statistical characteristics analysed are wave height, period and steepness, and the formation of groups of higher waves, resonance periods, steeper higher waves and extreme run-length of the run.

• Proceedings of the IEEK Conference
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• 2007.07a
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• pp.301-302
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• 2007

A speech enhancement algorithm based on both a decomposition of speech into deterministic and stochastic components and a psychoacoustic model is proposed. Noisy speech is decomposed into deterministic and stochastic components, and then each component is enhanced preserving its individual characteristics. A psychoacoustic model is taken into account when enhancing the stochastic component. Simulation results show that the proposed algorithm performs better than some of the more popular algorithms.

• Structural Engineering and Mechanics
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• v.11 no.4
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• pp.373-392
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• 2001

The main idea behind the paper is to present two alternative methods of homogenization of the heat conduction problem in composite materials, where the heat conductivity coefficients are assumed to be random variables. These two methods are the Monte-Carlo simulation (MCS) technique and the second order perturbation second probabilistic moment method, with its computational implementation known as the Stochastic Finite Element Method (SFEM). From the mathematical point of view, the deterministic homogenization method, being extended to probabilistic spaces, is based on the effective modules approach. Numerical results obtained in the paper allow to compare MCS against the SFEM and, on the other hand, to verify the sensitivity of effective heat conductivity probabilistic moments to the reinforcement ratio. These computational studies are provided in the range of up to fourth order probabilistic moments of effective conductivity coefficient and compared with probabilistic characteristics of the Voigt-Reuss bounds.

• International Journal of Advanced Culture Technology
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• v.6 no.4
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• pp.292-302
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• 2018

This study proposes a Bayesian stochastic frontier model that is well-suited to productivity/efficiency analysis particularly using panel data. A unique feature of our proposal is that both production frontier and efficiency are estimable for each individual firm and their linkage to various firm characteristics enriches our understanding of the source of productivity/efficiency. Empirical application of the proposed analysis to Human Capital Corporate Panel data enables identification and quantification of the effects of Human Resource factors on firm efficiency in tandem with those of firm types on production frontier. A comprehensive description of the Markov Chain Monte Carlo estimation procedure is forwarded to facilitate the use of our proposed stochastic frontier analysis.