• Journal of the Korean Society of Groundwater Environment
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• v.1 no.2
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• pp.90-99
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• 1994

Heterogeneous hydraulic conductivity in a flow domain is generated under the assumption that it is a random variable with a lognormal, spatially-correlated distribution. The hydraulic head and the conductivity in a groundwater flow system are represented as a stochastic process. The method of Monte Carlo Simulation (MCS) and the finite element method (FEM) are used to determine the statistics of the head and the logconductivity. The second moments of the head and the logconductivity indicate that the cross-covariance of the logconductivity with the head has characteristic distribution patterns depending on the properties of sources, boundary conditions, head gradients, and correlation scales. The negative cross-correlation outlines a weak-response zone where the flow system is weakly responding to a stress change in the flow domain. The stochastic approach has a potential to quantitatively delineate the zone of influence through computations of the cross-covariance distribution.

• Journal of the Computational Structural Engineering Institute of Korea
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• v.21 no.4
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• pp.335-345
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• 2008

In this study, we suggest a stochastic finite element scheme for the probabilistic analysis of the composite laminated plates, which have been applied to variety of mechanical structures due to their high strength to weight ratios. The applied concept in the formulation is the weighted integral method, which has been shown to give the most accurate results among others. We take into account the elastic modulus and in-plane shear modulus as random. For individual random parameters, independent stochastic field functions are assumed, and the effect of these random parameters on the response are estimated based on the exponentially varying auto- and cross-correlation functions. Based on example analyses, we suggest that composite plates show a less coefficient of variation than plates of isotropic and orthotropic materials. For the validation of the proposed scheme, Monte Carlo analysis is also performed, and the results are compared with each other.

• Journal of the Korean Institute of Intelligent Systems
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• v.22 no.3
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• pp.386-393
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• 2012

Portfolio selection methods based on stochastic receding horizon approach, which were recently reported in the field of financial engineering, can explicitly consider the dynamic characteristics of wealth evolution and various constraints in the process of performing optimal portfolio selection. In view of the theoretical value, versatility, and effectiveness that receding horizon approach has achieved in many engineering problems, dynamic portfolio selection methods based on stochastic receding horizon optimization technique have the possibility of becoming an important breakthrough. This paper observes through theoretical investigations that the SDP(semi-definite program)-based portfolio selection procedure can be simplified, and has obtained meaningful performance on returns from simulation studies applying the simplified version to Korean financial markets.

• Economic and Environmental Geology
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• v.28 no.5
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• pp.503-512
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• 1995

Groundwater flow in fracture networks is simulated using a discrete fracture (DF) model which assume that groundwater flows only through the fracture network. This assumption is available if the permeability of rock matrix is very low. It is almost impossible to describe fracture networks perfectly, so a stochastic approach is used. The stochastic approach assumes that the characteristic parameters in fracture network have special distribution patterns. The stochastic model generates fracture networks with some characteristic parameters. The finite element method is used to compute fracture flows. One-dimensional line element is the element type of the finite elements. The simulation results are shown by dominant flow paths in the fracture network. The dominant flow path can be found from the simulated groundwater flow field. The model developed in this study provides the tool to estimate the influences of characteristic parameters on groundwater flow in fracture networks. The influences of some characteristic parameters on the frcture flow are estimated by the Monte Carlo simulation based on 30 realizations.

• Earthquakes and Structures
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• v.11 no.4
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• pp.701-721
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• 2016

Base isolation is a well-established passive strategy for seismic response control of buildings. In this paper, an efficient framework is proposed for reliability-based design optimization (RBDO) of isolated buildings subjected to uncertain earthquakes. The framework uses reduced function evaluations method, as an efficient tool for structural reliability analysis, and an efficient optimization algorithm for optimal structural design. The probability of failure is calculated considering excessive base displacement, superstructure inter-storey drifts, member stress ratios and absolute accelerations of floors of the isolated building as failure events. The behavior of rubber bearing isolators is modeled using nonlinear hysteretic model and the variability of future earthquakes is modeled by applying a probabilistic approach. The effects of pulse component of stochastic near-fault ground motions, fixity-factor of semi-rigid beam-to-column connections, values of isolator parameters, earthquake magnitude and epicentral distance on the performance and safety of semi-rigidly connected base-isolated steel framed buildings are studied. Suitable RBDO examples are solved to illustrate the results of investigations.

• Water for future
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• v.19 no.2
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• pp.167-180
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• 1986

Disaggregation model has recently become a major technique in the field of synthetic generation and the model is possibly one of the most widely acepted tools in stochastic hydrology. The application of disaggregation model is evaluated with the streamflow data at the Waegwan and Hyunpung stage gaugin station on the main stem of the Nakdong River. The disaggregation process of annual streamflow data and the method of parameter estimation for the model is reviewed and the statistical analysis of the generated monthly streamflows such as a computation of moment estimation of covariance and correlogram analysis is made. The results, disaggregated monthly streamflow, obtained by Disaggregation Basic Model for single site are compared with the historical streamflow data and also with the other model, Thomas-Fiering Model. The generated monthly streamflow data by two models have been investigated and verified by comparision of mean and standard deviation between the historical and generated data.

• Journal of Korean Society of Coastal and Ocean Engineers
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• v.19 no.4
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• pp.303-312
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• 2007

There is still a controversy going on about how to model energy dissipation due to breaking over frequency domain. In this study, we unveil the exact structure of energy dissipation using stochastic wave breaking model. It turns out that contrary to our present understanding, energy dissipation is cubically distributed over frequency domain. The verification of proposed model is conducted using the acquired data during SUPERTANK Laboratory Data Collection Project (Krauss et al., 1992). For further verification, we numerically simulate the nonlinear shoaling process of Conoidal wave over a beach of uniform slope, and obtain very promising results from the viewpoint of a skewness and asymmetry of wave field, usually regarded as the most fastidious parameter to satisfy.

• Journal of Biomedical Engineering Research
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• v.23 no.4
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• pp.329-332
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• 2002

We have investigated the role of slow inhibitory neurons in spontaneous activity using a model network controlled by stochastic mean field theory based on Integrated-and-Fire excitatory and fast inhibitory neurons. It is found that inputting slow inhibitory neurons to such network induces stable spontaneous activity at a much lower threshold than without slow inhibitory neurons in the network. This threshold range is low enough to be considered as biological threshold of cortical neurons. Only slow inhibitory neurons can give adjustable negative feedback in the network keeping lower rate and lower threshold.

• Wind and Structures
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• v.37 no.3
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• pp.191-209
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• 2023

This work investigates the subcritical free-shear prism wake at Re=22,000 by the Koopman analysis using the Dynamic Mode Decomposition (DMD) algorithm. The Koopman model linearized nonlinearities in the stochastic, homogeneous anisotropic turbulent wake, generating temporally orthogonal eigen tuples that carry meaningful, coherent structures. Phenomenological analysis of dominant modes revealed their physical interpretations: Mode 1 renders the mean-field dynamics, Modes 2 describes the roll-up of the Strouhal vortex, Mode 3 describes the Bloor-Gerrard vortex resulting from the Kelvin-Helmholtz instability inside shear layers, its superposition onto the Strouhal vortex, and the concurrent flow entrainment, Modes 6 and 10 describe the low-frequency shedding of turbulent separation bubbles (TSBs) and turbulence production, respectively, which contribute to the beating phenomenon in the lift time history and the flapping motion of shear layers, Modes 4, 5, 7, 8, and 9 are the relatively trivial harmonic excitations. This work demonstrates the Koopman analysis' ability to provide insights into free-shear flows. Its success in subcritical turbulence also serves as an excellent reference for applications in other nonlinear, stochastic systems.

• Journal of the Korean Society for Marine Environment & Energy
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• v.18 no.3
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• pp.233-244
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• 2015

Marine ecosystem modelling has become a more widely used decision-making tool in coastal ecosystem-based management. However, it is not trivial to develop a well calibrated/validated model with potential applicability and practicality because understanding ecological processes with complexities is a pre-requisite for developing robust ecosystem models and this accompanies a great deal of well coordinated efforts among field-going ecologists, laboratory scientists, modelers, stake-holders and managers. This report aims to provide a brief introduction on two different approaches in marine ecological models: deterministic (mechanistic) and stochastic (statistical) approach. We also included definitions, historical overview of past researches, case studies, and contextual suggestions for coastal management in Korea. A long list of references this report included in this study might be used as an introductory material for those who wish to enter ecosystem modelling field.