• 대한기계학회논문집
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• 제6권4호
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• pp.308-314
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• 1982

An experimental study has been made for the dispersion phenomena by a stochastic model in a turbulent pipe flow. Local instantaneous passage of suspended solid particles were recorded in two dimensions, employing a periscopic system coupled vidicon camera. Probability density of passage was calculated. Second moment shows qualitatively that dispersive action is dependent on particle's geometric characteristics in vertical pipe flow. In case that density of the solid particles is larger than that of liquid, particles have a tendency to approach from the center of pipe to the wall, and in the contrary case the approach the center of pipe. It seems that there exists a field of radial accelerations, centrifugal or centripetal according to the sign of density difference between two phases.

• 제어로봇시스템학회:학술대회논문집
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• 제어로봇시스템학회 1991년도 한국자동제어학술회의논문집(국제학술편); KOEX, Seoul; 22-24 Oct. 1991
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• pp.1858-1863
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• 1991

The theory of stock option pricing has, recently, attracted attention of many researchers interested not only in finance but also in statistics and control theory. In this field, the problem of estimating stock return volatility is, above all, of great importance in calculating actual stock option value. In this paper, we assume that the stock market is represented by the stochastic volatility model which is the same as that of Hull and White. Then, we propose an approximation function of option value. It is a type of Black-Sholes option formula in which the first and the second order moments of logarithmic stock value are modified in a special form from the original model. Finally, an algorithm of estimating the parameters of the stochastic volatility model is given, and parameters are estimated by using Nikkei 225 index option data.

• Korea-Australia Rheology Journal
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• 제16권1호
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• pp.1-15
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• 2004

The computation of viscoelastic flow using neural networks and stochastic simulation (CVFNNSS) is developed from the point of view of Eulerian CONNFFESSIT (calculation of non-Newtonian flows: finite elements and stochastic simulation techniques). The present method is based on the combination of radial basis function networks (RBFNs) and Brownian configuration fields (BCFs) where the stress is computed from an ensemble of continuous configuration fields instead of convecting discrete particles, and the velocity field is determined by solving the conservation equations for mass and momentum with a finite point method based on RBFNs. The method does not require any kind of element-type discretisation of the analysis domain. The method is verified and its capability is demonstrated with the start-up planar Couette flow, the Poiseuille flow and the lid driven cavity flow of Hookean and FENE model materials.

• 한국신재생에너지학회:학술대회논문집
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• 한국신재생에너지학회 2007년도 추계학술대회 논문집
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• pp.357-360
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• 2007

Any investment analysis has to deal with the uncertainty that arises over the course of operating the invested project. When it comes to an wind power, such analysis gets even more complicated, as the wind resource or the current is inherently unstable and unpredictable. Different from predecessors in the field of analyzing wind power economics, this paper proposes a stochastic methodology of analyzing the economic efficiency of an investment in wind power to explicitly address those uncertainties or risks. A probability distribution is assigned to each variable to generate a probability distribution of the economic value of an investment through a Monte-Carlo simulation

• 한국농공학회지
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• 제34권1호
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• pp.100-106
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• 1992

The objective of this study is to develop a real-time runoff forecasting model considering stochastic component. The model is composed of deterministic and stochastic components. Simplified tank model was selected as a deterministic runoff forecasting model. The time series of estimation residual resulting from the tank model simulation was analyzed and was best suited to the second-order autoregressive model. ARTANK model which combined the tank model with the autoregressive process was developed. And it was applied to a BANWEOL basin for validation. The simulation results showed a good agreement with the observed field data.

• Structural Engineering and Mechanics
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• 제8권1호
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• pp.53-72
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• 1999

The most important features of linear soil-foundation-structure interaction are reviewed, using stochastic modeling and considering kinematic interaction, inertial interaction, and structural distortion as three separate stages of the dynamic response to the free-field motion. The way in which each of the three dynamic stages modifies the spectral density of the motion is studied, with the emphasis being on interpretation of these results, rather than on the development of new analysis techniques. Structural distortion and inertial interaction analysis are shown to be precisely modeled as linear filtering operations. Kinematic interaction, though, is more complicated, even though it has a filter-like effect on the frequency content of the motion.

• Structural Engineering and Mechanics
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• 제86권2호
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• pp.237-247
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• 2023

Fourier series-based models in the time domain are frequently established to represent individual bouncing loads, which neglects the stochastic property of human bouncing activity. A power spectral density (PSD) model in the frequency domain for individual bouncing loads is developed herein. An experiment was conducted on individual bouncing loads, resulting in 957 records linked to form long samples to achieve a fine frequency resolution. The Welch method was applied to the linked samples to obtain the experimental PSD, which was normalized by the bouncing frequency and the harmonic order. The energy, energy distribution center, and energy distribution shape of the experimental PSD were investigated to establish the PSD model. The proposed model was used to analyze structural vibration responses using stochastic vibration theory, which was verified via field measurements. It is believed that this framework can evaluate the vibration capacity of structures excited by bouncing crowds, such as concert halls and grandstands.

• 충청수학회지
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• 제22권3호
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• pp.507-517
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• 2009

We prove a functional central limit theorem for a linear random field generated by negatively associated multi-dimensional random variables. Under finite second moment condition we extend the result in Kim, Ko and Choi[Kim,T.S, Ko,M.H and Choi, Y.K.,2008. The invariance principle for linear multi-parameter stochastic processes generated by associated fields. Statist. Probab. Lett. 78, 3298-3303] to the negatively associated case.

• ETRI Journal
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• 제14권3호
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• pp.67-74
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• 1992

Discrete variable을 갖는 Mean Field Theory(MFT) neural network은 이미 많은 combinatorial optimization 문제에 적용되어져 왔다. 본 논문에서는 이를 확장하여 continuous variable을 갖는 mean field annealing을 제안하고, 이러한 network에서 integral로 표현되는 spin average를 mean field에 기초하여 어렵지 않게 구할 수 있는 one-variable stochastic simulated annealing을 제안하였다. 이런 방법으로 multi-body problem을 single-body problem으로 바꿀 수 있었다. 또한 이 방법을 이용한 응용으로서 통계학에서 잘 알려진 문제중의 하나인 quantification analysis 문제에 적용하여 타당성을 보였다.

• Journal of Mechanical Science and Technology
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• 제16권7호
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• pp.959-965
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• 2002

Effective hydraulic conductivity of a statistically anisotropic heterogeneous medium is obtained for steady two-dimensional flows employing stochastic analysis. Flow equations are solved up to second order and the effective conductivity is obtained in a semi-analytic form depending only on the spatial correlation function and the anisotropy ratio of the hydraulic conductivity field, hence becoming a true intrinsic property independent of the flow field. Results are obtained using a statistically anisotropic Gaussian correlation function where the anisotropy is defined as the ratio of integral scales normal and parallel to the mean flow direction. Second order results indicate that the effective conductivity of an anisotropic medium is greater than that of an isotropic one when the anisotropy ratio is less than one and vice versa. It is also found that the effective conductivity has upper and lower bounds of the arithmetic and the harmonic mean conductivities.