• 대한토목학회논문집
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• 제26권2A호
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• pp.383-390
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• 2006

본 연구에서는 급수전개를 이용한 추계론적 유한요소해석법의 개선을 위한 등가몬테카를로 추계장함수를 제안하고 1차 Taylor전개를 이용한 추계론적 유한요소해석법인 가중적분법에 적용하였다. 일반적으로 1차 Taylor전개를 이용하는 수치해석법에서의 응답변화도는 고려하고 있는 추계장의 분산계수에 대하여 선형거동을 보인다. 그러나 몬테카를로 해석의 경우 추계장 분산계수에 대하여 비선형 거동을 나타낸다. 이는 급수전개법의 1차 Taylor전개에 따른 선형특성에 기인한다. 따라서, 가중적분법에서 사용되는 Taylor전개된 변위벡터와 몬테카를로 해석에서의 변위벡터를 비교하고 이들 두 변위벡터 사이에 상호 불일치 하는 점을 고찰하여 몬테카를로 해석에서의 변위벡터와 등가의 변위벡터를 구성하고 이를 가중적분법에 적용하였다. 제안한 등가몬테카를로 추계장은 본래의 추계장 함수에 대한 고차함수로 주어진다. 평면구조에 대한 수치해석을 통하여 제안한 등가몬테카를로 추계장을 이용한 정식화의 타당성을 고찰하였다 새로운 정식화는 기존의 l차 가중적분법을 위한 정식화 과정과 유사하게 수행할 수 있었다.

• 대한수학회보
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• 제54권1호
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• pp.17-28
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• 2017

In this paper, we deal with a class of mean-field backward stochastic differential equations (BSDEs) related to finite state, continuous time Markov chains. We obtain the existence and uniqueness theorem and a comparison theorem for solutions of one-dimensional mean-field BSDEs under Lipschitz condition.

• Structural Engineering and Mechanics
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• 제63권6호
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• pp.837-846
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• 2017

An accurate calculation of the stochastic wind field is the foundation for analyzing wind-induced structure response and reliability. In this research, the spatial correlation of structural wind field was considered based on the time domain method. A method for calculating the stochastic wind field based on cross stochastic Fourier spectrum was proposed. A flowchart of the proposed methodology is also presented in this study to represent the algorithm and workflow. Along with the analysis of regional wind speed distribution, the wind speed time history sample was calculated, and the efficiency can therefore be verified. Results show that the proposed method and programs could provide an efficient simulation for the wind-induced structure response analysis, and help determine the related parameters easily.

• 대한전기학회:학술대회논문집
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• 대한전기학회 1985년도 하계학술회의논문집
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• pp.127-130
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• 1985

A stochastic model to predict radio interference field as caused by corona discharges on high voltage transmission lines has been developed. This model is based on corona discharge distributed randomly in time and space. A stochastic model for the corona current induced by corona discharges on power lines is proposed. On the basis of the proposed corona current model, a rigorous analysis is presented to evaluate the radio interference (RI) field caused by corona discharges on a single conductor using the stochastic method.

• 대한전자공학회논문지
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• 제26권6호
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• pp.89-96
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• 1989

본 논문에서는 영역화에 기초를 둔 영상 부호화의 한 부분인 영역 부호화의 개선에 관한 연구가 수행되었다. 영역화시 texture의 효율적인 표현을 위하여 영상을 stochastic random field로 묘사 될 수 있는 stochastic 영역과 non-stochastic 영역으로 구분한다. 영역 부호화 및 복원시 stochastic 영역에 대해서는 autoregressive model을 이용하고 non-stochastic영역은 2차원 다항식 근사화를 이용한다. 제안 방식은 2차원 다항식 근사화만을 이용한 기존 방식보다 더 좋은 주관적 화질을 가지며, 상대적인 data 감축할 수 있었고 영상의 부호화 및 복원에 필요한 수행시간을 단축시켰다.

• 한국소음진동공학회논문집
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• 제21권12호
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• pp.1138-1145
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• 2011

The internal broadband noise of a centrifugal fan in a household refrigerator is predicted using hybrid CAA techniques based on stochastic turbulent synthetic model. First, the unsteady flow field around the centrifugal fan is predicted using computational fluid dynamics(CFD) method. Then, the turbulent flow field is synthesized by applying the stochastic turbulent synthetic technique to the predicted flow field. The aerodynamic noise sources of the centrifugal fan are modeled on a basis of the synthesized turbulent field. Finally, the internal broadband noise of the centrifugal fan is predicted using the boundary element method(BEM) and the modeled sources. The predicted noise spectrum is compared with the experimental data. It is found that the predicted result closely follows the experimental data. The proposed method can be used as an effective tool for designing low-noise fans without expensive computational cost required generally for the LES and DNS simulations to resolve the turbulence flow field responsible for the broadband noise.

• 한국소음진동공학회:학술대회논문집
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• 한국소음진동공학회 2011년도 추계학술대회 논문집
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• pp.627-632
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• 2011

The internal broadband noise of a centrifugal fan in a household refrigerator is predicted by using hybrid CAA technique based on stochastic turbulent synthetic model. First, the unsteady flow field around the centrifugal fan is predicted using Computational Fluid Dynamics (CFD) method. Then, the turbulent flow field is synthesized by applying the stochastic turbulent synthetic technique to the predicted flow field. The aerodynamic noise sources of the centrifugal fan are modeled on a basis of the synthesized turbulent field. Finally, the broadband noise of the centrifugal fan is predicted using Boundary Element Method (BEM) and the modeled sources. The predicted result is compared with the experimental data. It is found that the predicted result closely follows the experimental data. The proposed method can be used as an effective tool for designing low-noise fans without expensive computational cost required generally for the LES and DNS simulations to resolve the turbulence flow field responsible for the broadband noise.

• 대한교통학회지
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• 제9권1호
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• pp.47-56
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• 1991

With respect to stochastic delays at linked signals the solid quantitative information has not been available as yet. On the basis of field data the values of "I" (variance-mean ration of flow) were related with the rate of flow. The stochastic delays with specific "I" values were obtained from the distribution of overflow queue, which were calculated by the use of Markov chains. This examination of the results led to the derivation of a simple method for calculating stochastic dclays through the introduction of "I" into Miller's model. The good agreement was shown between the model and the field. The relationships between the cycle lengths and delays were examinated in a large number of conditions with regard to degree of saturation. signal split and link length. Within the practical range of cycle length uniform delays were dominant and no critical point was found in terms of minimum, delay. In highly saturated conditions however the weight of stochastic delay is noticeable.

• 한국국방경영분석학회지
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• 제31권2호
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• pp.28-44
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• 2005

The previous studies approach the field artillery fire scheduling problem as deterministic and do not explicitly include information on the potential scenario changes. Unfortunately, the effort used to optimize fire sequences and reduce the total time of engagement is often inefficient as the collected military intelligence changes. Instead of modeling the fire sequencing problem as deterministic model, we consider a stochastic artillery fire scheduling model and devise a solution methodology to integrate possible enemy attack scenarios in the evaluation of artillery fire sequences. The goal is to use that information to find robust solutions that withstand disruptions in a better way, Such an approach is important because we can proactively consider the effects of certain unique scheduling decisions. By identifying more robust schedules, cascading delay effects will be minimized. In this paper we describe our stochastic model for the field artillery fire sequencing problem and offer revised robust stochastic model which considers worst scenario first. The robust stochastic model makes the solution more stable than the general two-stage stochastic model and also reduces the computational cost dramatically. We present computational results demonstrating the effectiveness of our proposed method by EVPI, VSS, and Variances.

• Structural Engineering and Mechanics
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• 제86권3호
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• pp.349-359
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• 2023

This paper presents a technique for determining the optimal number of elements in stochastic finite element analysis based on reliability analysis. Using the change-of-variable perturbation stochastic finite element approach, the probability density function of the dynamic responses of stochastic structures is explicitly determined. This method combines the perturbation stochastic finite element method with the change-of-variable technique into a united model. To further examine the relationships between the random fields, discretization of the random field parameters, such as the variance function and the scale of fluctuation, is also performed. Accordingly, the reliability index is calculated based on the explicit probability density function of responses with Gaussian or non-Gaussian random fields in any number of elements corresponding to the random field discretization. The numerical examples illustrate the effectiveness of the proposed method for a one-dimensional cantilever reinforced concrete column and a two-dimensional steel plate shear wall. The benefit of this method is that the probability density function of responses can be obtained explicitly without the use simulation techniques. Any type of random variable with any statistical distribution can be incorporated into the calculations, regardless of the restrictions imposed by the type of statistical distribution of random variables. Consequently, this method can be utilized as a suitable guideline for the efficient implementation of stochastic finite element analysis of structures, regardless of the statistical distribution of random variables.