• Journal of the Korean Institute of Telematics and Electronics
• /
• v.18 no.2
• /
• pp.44-53
• /
• 1981

This paper deals with two quantization systems with a stochastic refernce and gives the unified statical properties of the two systems. The conditions are derived for the invariance of the output quantized signal with respect to the imput signal for the two systems and it is shown that they are same. The correlation function by a polarity method using stochastic reference signals is show to be a special case of the general properties derived here. We have also shown that the classical stochastic computing is derived from the general properties of the first system and that L.G. roberts has used a special characteristic of the general properties of the second system in his image processing.

• Journal of the Korean Statistical Society
• /
• v.31 no.3
• /
• pp.329-342
• /
• 2002

We deal with asymptotic properties of Maximum Likelihood Estimator(MLE) for the parameters appearing in a Hilbert space-valued Stochastic Differential Equation(SDE) and a Stochastic Partial Differential Equation(SPDE). In paractice, the available data are only the finite dimensional projections to the solution of the equation. Using these data we obtain MLE and consider the asymptotic properties as the dimension of projections increases. In particular we explore a relationship between the conditions for the solution and asymptotic properties of MLE.

• Journal of the Korean Geosynthetics Society
• /
• v.21 no.3
• /
• pp.1-10
• /
• 2022

In this paper, the spatial randomness and probability characteristics of material properties are inversely estimated by using a set of the stochastic fields for the material properties of geotechnical structures. By using the probability distribution and probability characteristics of these estimated material properties, topology optimization is performed on structure shape, and the results are compared with the existing deterministic topology optimization results. A set of stochastic fields for material properties is generated, and the spatial randomness of material properties in each field is simulated. The probability distribution and probability characteristics of actual material properties are estimated using the partial values of material properties in each stochastic field. The probability characteristics of the estimated actual material properties are compared with those of the stochastic field set. Also, response variability of the ground structure having a modulus of elasticity with randomness is compared with response variability of the ground structure having a modulus of elasticity without randomness. Therefore, the quantified stochastic topology optimization result can be obtained with considering the spatial randomness of actual material properties.

• Structural Engineering and Mechanics
• /
• v.49 no.1
• /
• pp.41-64
• /
• 2014

The main objective of this article is the exploitation of a stochastic hybrid mesh-free method based on stochastic generalized finite difference (SGFD), Newmark finite difference (NFD) methods and Monte Carlo simulation for thermoelastic wave propagation and coupled thermoelasticity analysis based on GN theory (without energy dissipation). A thick hollow cylinder with Gaussian uncertainty in mechanical properties is considered as an analyzed domain for the problem. The effects of uncertainty in mechanical properties with various coefficients of variations on thermo-elastic wave propagation are studied in details. Also, the time histories and distribution on thickness of cylinder of maximum, mean and variance values of temperature and radial displacement are studied for various coefficients of variations (COVs).

• Structural Engineering and Mechanics
• /
• v.82 no.1
• /
• pp.31-40
• /
• 2022

In structural engineering, the material properties of the structures such as elastic modulus, shear modulus, density, and size may not be deterministic and may vary at different locations. The dynamic response analysis of such structures may need to consider these properties as stochastic. This paper introduces a stochastic finite element method (SFEM) approach to analyze moving loads problems. Firstly, Karhunen-Loéve expansion (KLE) is applied for expressing the stochastic field of material properties. Then the mathematical expression of the random field is substituted into the finite element model to formulate the corresponding random matrix. Finally, the statistical moment of the dynamic response is calculated by the point estimation method (PEM). The accuracy and efficiency of the dynamic response obtained from the KLE-PEM are demonstrated by the example of a moving load passing through a simply supported Euler-Bernoulli beam, in which the material properties (including elastic modulus and density) are considered as random fields. The results from the KLE-PEM are compared with those from the Monte Carlo simulation. The results demonstrate that the proposed method of KLE-PEM has high accuracy and efficiency. By using the proposed SFEM, the random vertical deflection of a high-speed railway (HSR) bridge is analyzed by considering the random fields of material properties under the moving load of a train.

• Steel and Composite Structures
• /
• v.9 no.6
• /
• pp.499-518
• /
• 2009

The present paper investigates the stochastic seismic responses of steel structure systems with Partially Restrained (PR) connections by using Perturbation based Stochastic Finite Element (PSFEM) method. A stiffness matrix formulation of steel systems with PR connections and PSFEM and MCS formulations of structural systems are given. Based on the formulations, a computer program in FORTRAN language has been developed, and stochastic seismic analyses of steel frame and bridge systems have been performed for different types of connections. The connection parameters, material and geometrical properties are assumed to be random variables in the analyses. The Kocaeli earthquake occurred in 1999 is considered as a ground motion. The connection parameters, material and geometrical properties are considered to be random variables. The efficiency and accuracy of the proposed SFEM algorithm are validated by comparison with results of Monte Carlo simulation (MCS) method.

• Structural Engineering and Mechanics
• /
• v.39 no.4
• /
• pp.541-558
• /
• 2011

This paper presents an analysis of stochastic eigenvalue problem of plane bar structures. Particular attention is paid to the effect of spatial variations of the flexural properties of the structure on the first four eigenvalues. The problem of spatial variations of the structure properties and their effect on the first four eigenvalues is analyzed in detail. The stochastic eigenvalue problem was solved independently by stochastic finite element method (stochastic FEM) and Monte Carlo techniques. It was revealed that the spatial variations of the structural parameters along the structure may substantially affect the eigenvalues with quite wide gap between the two extreme cases of zero- and full-correlation. This is particularly evident for the multi-segment structures for which technology may dictate natural bounds of zero- and full-correlation cases.

• Journal of the Korean Statistical Society
• /
• v.31 no.2
• /
• pp.213-228
• /
• 2002

Asymptotic properties of minimum distance estimators for the parameter involved for a class of stochastic partial differential equations are investigated following the techniques in Kutoyants and Pilibossian (1994).

• Korean Journal of Air-Conditioning and Refrigeration Engineering
• /
• v.23 no.12
• /
• pp.836-842
• /
• 2011

It has been shown that the air-conditioning system with slab cooling storage is effective in cutting peak load and utilizing nighttime electric power. The stochastic properties of internal heat generation which has great influence on the cooling load are examined in this paper. Based on the measured cooling load and electric power consumption in an office building with slab cooling storage, stochastic time series models to simulate these random processes are investigated. Furthermore, a calculated result by an optimal control method of thermal analysis taking into account the internal heat is compared with the measured cooling load.

• The Pure and Applied Mathematics
• /
• v.14 no.4
• /
• pp.335-354
• /
• 2007

In this paper, we define an analogue of generalized Wiener measure and investigate its basic properties. We define (${\hat}It{o}$ type) stochastic integrals with respect to the generalized Wiener process and prove the ${\hat}It{o}$ formula. The existence and uniqueness of the solution of stochastic differential equation associated with the generalized Wiener process is proved. Finally, we generalize the linear filtering theory of Kalman-Bucy to the case of a generalized Wiener process.