• Structural Engineering and Mechanics
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• v.32 no.1
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• pp.1-20
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• 2009

The present contribution addresses uncertainty quantification and uncertainty propagation in structural mechanics using stochastic analysis. Presently available procedures to describe uncertainties in load and resistance within a suitable mathematical framework are shortly addressed. Monte Carlo methods are proposed for studying the variability in the structural properties and for their propagation to the response. The general applicability and versatility of Monte Carlo Simulation is demonstrated in the context with computational models that have been developed for deterministic structural analysis. After discussing Direct Monte Carlo Simulation for the assessment of the response variability, some recently developed advanced Monte Carlo methods applied for reliability assessment are described, such as Importance Sampling for linear uncertain structures subjected to Gaussian loading, Line Sampling in linear dynamics and Subset simulation. The numerical example demonstrates the applicability of Line Sampling to general linear uncertain FE systems under Gaussian distributed excitation.

• Proceedings of the Korea Multimedia Society Conference
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• 2003.11b
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• pp.1006-1009
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• 2003

In a motion estimation method for use in encoding a moving picture, a full-pixel motion vector is estimated by stochastically sampling a pixel to be processed in a predetermined-sized block of a previous frame or a next frame as a reference frame for each of a plurality of equal-sized blocks in a current frame. Then, a half-pixel motion vector is estimated based on the full-pixel motion vector. Accordingly, both the calculation amount and the calculation time required for the motion estimation are effectively reduced. Further, it can be prevented that the hardware becomes complicated. .

• Journal of Electrical Engineering and Technology
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• v.8 no.1
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• pp.1-10
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• 2013

The power industry is currently facing many challenges, due to the new environment created by the introduction of smart grid technologies. In particular, the large-scale deployment of electric vehicles (EVs) may have a significant impact on demand for electricity and, thereby, influence generation and transmission system planning. However, it is difficult to deal with uncertainties in EV charging loads using deterministic planning methods. This paper presents a two-stage stochastic decomposition method with Latin-hyper rectangle sampling (LHRS) to solve the integrated generation and transmission planning problem incorporating EV deployment. The probabilistic distribution of EV charging loads is estimated by Latin-hyper rectangle sampling (LHRS) to enhance the computational performance of the proposed method. Numerical results are presented to show the effectiveness of the proposed method.

• Nuclear Engineering and Technology
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• v.55 no.4
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• pp.1563-1570
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• 2023

In this study, a DeCART/MIG uncertainty quantification (UQ) analysis code system with a multicorrelated cross section stochastic sampling (S.S.) module was established and verified through the UAM (Uncertainty Analysis in Modeling) and the BEAVRS (Benchmark for Evaluation And Validation of Reactor Simulations) benchmark calculations. For the S.S. calculations, a sample of 500 DeCART multigroup cross section sets for two major actinides, i.e., ²³⁵U and ²³⁸U, were generated by the MIG code and covariance data from the ENDF/B-VII.1 evaluated nuclear data library. In the three pin problems (i.e. TMI-1, PB2, and Koz-6) from the UAM benchmark, the uncertainties in k_inf by the DeCART/MIG S.S. calculations agreed very well with the sensitivity and uncertainty (S/U) perturbation results by DeCART/MUSAD and the S/U direct subtraction (S/U-DS) results by the DeCART/MIG. From these results, it was concluded that the multi-group cross section sampling module of the MIG code works correctly and accurately. In the BEAVRS whole benchmark problems, the uncertainties in the control rod bank worth, isothermal temperature coefficient, power distribution, and critical boron concentration due to cross section uncertainties were calculated by the DeCART/MIG code system. Overall, the uncertainties in these design parameters were less than the general design review criteria of a typical pressurized water reactor start-up case. This newly-developed DeCART/MIG UQ analysis code system by the S.S. method can be widely utilized as uncertainty analysis and margin estimation tools for developing and designing new advanced nuclear reactors.

• Proceedings of the Korea Water Resources Association Conference
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• 2006.05a
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• pp.354-359
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• 2006

The analysis of large-scale water resources systems is often complicated by the presence of multiple reservoirs and diversions, the uncertainty of unregulated inflows and demands, and conflicting objectives. Reinforcement learning is presented herein as a new approach to solving the challenging problem of stochastic optimization of multi-reservoir systems. The Q-Learning method, one of the reinforcement learning algorithms, is used for generating integrated monthly operation rules for the Keum River basin in Korea. The Q-Learning model is evaluated by comparing with implicit stochastic dynamic programming and sampling stochastic dynamic programming approaches. Evaluation of the stochastic basin-wide operational models considered several options relating to the choice of hydrologic state and discount factors as well as various stochastic dynamic programming models. The performance of Q-Learning model outperforms the other models in handling of uncertainty of inflows.

• Proceedings of the Korean Operations and Management Science Society Conference
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• 1993.04a
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• pp.302-302
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• 1993

• Korean Management Science Review
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• v.28 no.2
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• pp.17-29
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• 2011

The purpose of this paper is to schedule elective surgery patients using a stochastic programming approach and to illustrate how operating room utilization behaves when a decision-maker varies costs associated with utilization. Because of the uncertainty in surgery durations, the underage and overage costs that a decision-maker considers plays an important role in allocating surgery cases into available operating room capacity. We formulate the problem as a stochastic mixed integer programming and propose a sampling-based approximation method for a computational purpose. Newsvendor model is employed to explain the results from numerical experiments that are conducted with the actual data from a hospital. The results show that the operating room utilization is more sensitive when the unit overtime cost is relatively larger than the unit cost for underutilized time.

• Computational Structural Engineering
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• v.10 no.4
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• pp.143-154
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• 1997

Astochastic finite element model which reflects both the effect of discontinuities and the uncertainty of material properties in underground rock mass has been developed. Latin Hypercube Sampling technique has been mobilized and compared with the Monte Carlo simulation method. To consider the effect of discontinuities, the joint finite element model, which is known to be suitable to explain faults, cleavage, things of that nature, has been used in this study. To reflect the uncertainty of material properties, multi-random variables are assumed as the joint normal stiffness and the joint shear stiffness, which could be simulated in terms of normal distribution. The developed computer program in this study has been verified by practical example and has been applied to analyze the circular cavern with discontinuous rock mass.

• Water Engineering Research
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• v.1 no.3
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• pp.209-222
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• 2000

A spectral formalism was applied to quantify the sampling errors due to spatial and/or temporal gaps in soil moisture measurements. The lack of temporal measurements of the two-dimensional soil moisture field makes it difficult to compute the spectra directly from observed records. Therefore, the space-time soil moisture spectra derived by stochastic models of rainfall and soil moisture was used in their record. Parameters for both models were tuned with Southern Great Plains Hydrology Experiment(SGP'97) data and the Oklahoma Mesonet data. The structure of soil moisture data is discrete in space and time. A design filter was developed to compute the sampling errors for discrete measurements in space and time. This filter has the advantage in its general form applicable for all kinds of sampling designs. Sampling errors of the soil moisture estimation during the SGP'97 Hydrology Experiment period were estimated. The sampling errors for various sampling designs such as satedlite over pass and point measurement ground probe were estimated under the climate condition between June and August 1997 and soil properties of the SGP'97 experimental area. The ground truth design was evaluated to 25km and 50km spatial gap and the temporal gap from zero to 5 days.

• The Transactions of the Korean Institute of Electrical Engineers P
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• v.57 no.2
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• pp.115-120
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• 2008

The EKF(Extended Kalman filter) method which is the state estimation algorithm of nonlinear stochastic system depends on the initial error and the estimated states. Therefore, the divergence of the estimated state can be caused if the initial values of the estimated states are not chosen as approximate real state values. In this paper, the demerit of the existing EKF method is improved using the EKF algorithm transformated by STWS(Single Term Walsh Series). This method linearizes each sampling interval of continous-time system through the derivation of an algebraic iterative equation without discretizing continuous system by the characteristic of STWS, the convergence of the estimated states can be improved. The validity of the proposed method is checked through comparison with the existing EKF method in simulation.