• 대한교통학회지
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• 제12권1호
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• pp.43-54
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• 1994

The major concern of this paper is to investigate the properties of a stochastic equilibrium for each model system in terms of a consumer welfare measure. The primary assumption for this study is that a trip-maker would choose the trip from his origin zone which maximizes his personal welfare. This assumption, finally, leads to a singly constrained gravity model. The consumer welfare measure is derived from the concept of expected welfare of randomly sampled trip-makers. Each of the four different models considered in this paper is differentiated depending on the complexity of its model or the definition of its travel function. In this study, three different regions are chosen for the purpose of taking into account the effects of different zone-systems on the properties of a stochastic equilibrium : (i) Archerville region (5 zone) ; (ii) San Francisco Bay regions (30 zones) ; (iii) Houston, TX region (199 zones). It is concluded that almost identical, "global" consumer welfare values can be obtained in some cases of the gravity-type trip distribution models based on a stochastic equilibrium.

• Structural Engineering and Mechanics
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• 제32권1호
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• pp.71-94
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• 2009

In this paper a procedure for Monte Carlo simulation of univariate stationary stochastic processes with the aid of neural networks is presented. Neural networks operate model-free and, thus, circumvent the need of specifying a priori statistical properties of the process, as needed traditionally. This is particularly advantageous when only limited data are available. A neural network can capture the "pattern" of a short observed time series. Afterwards, it can directly generate stochastic process realizations which capture the properties of the underlying data. In the present study a simple feed-forward network with focused time-memory is utilized. The proposed procedure is demonstrated by examples of Monte Carlo simulation, by synthesis of future values of an initially short single process record.

• 한국수산과학회지
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• 제20권5호
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• pp.457-462
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• 1987

Stochastic stability criterias for ocean wave analysis add simulation are studied using the data simulated by the linear superposition method. To clarify the criterias, the effects of the simulation parameters on the variance of stochastic properties of ocean waves are investigated, and the stable conditions of the parameters are estimated through the comparative study on the stochastic properties of simulated waves and well-known ocean waves. The simulation parameters considered are high frequency cut-off, data length, and number and phase angle of component waves. Statistical characteristics analysed are wave height, period and steepness, and the formation of groups of higher waves, resonance periods, steeper higher waves and extreme run-length of the run.

• Steel and Composite Structures
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• 제26권1호
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• pp.1-15
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• 2018

This study reported, the effect of random variation in system properties on bending response of single wall carbon nanotube reinforced composite (SWCNTRC) plates subjected to transverse uniform loading is examined. System parameters such as the SWCNT armchair, material properties, plate thickness and volume fraction of SWCNT are modelled as basic random variables. The basic formulation is based on higher order shear deformation theory to model the system behaviour of the SWCNTRC composite plate. A C0 finite element method in conjunction with the first order perturbation technique procedure developed earlier by the authors for the plate subjected to lateral loading is employed to obtain the mean and variance of the transverse deflection of the plate. The performance of the stochastic SWCNTRC composite model is demonstrated through a comparison of mean transverse central deflection with those results available in the literature and standard deviation of the deflection with an independent First Order perturbation Technique (FOPT), Second Order perturbation Technique (SOPT) and Monte Carlo simulation.

• 대한수학회지
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• 제50권6호
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• pp.1165-1181
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• 2013

In this paper, we consider a class of periodic It$\hat{o}$ stochastic delay differential equations by using the properties of periodic Markov processes, and some sufficient conditions for the existence of periodic solution of the delay equations are given. These existence theorems improve the results obtained by It$\hat{o}$ et al. [6], Bainov et al. [1] and Xu et al. [15]. As applications, we study the existence of periodic solution of periodic stochastic logistic equation and periodic stochastic neural networks with infinite delays, respectively. The theorem for the existence of periodic solution of periodic stochastic logistic equation improve the result obtained by Jiang et al. [7].

• Geomechanics and Engineering
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• 제20권1호
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• pp.19-28
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• 2020

The spatial variability of geotechnical properties can lead to the uncertainty of settlement for frozen soil foundation around the oil pipeline, and it can affect the stability of permafrost foundation. In this paper, the elastic modulus, cohesion, angle of internal friction and poisson ratio are taken as four independent random fields. A stochastic analysis model for the uncertain settlement characteristic of frozen soil foundation around an oil pipeline is presented. The accuracy of the stochastic analysis model is verified by measured data. Considering the different combinations for the coefficient of variation and scale of fluctuation, the influences of spatial variability of geotechnical properties on uncertain settlement are estimated. The results show that the stochastic effects between elastic modulus, cohesion, angle of internal friction and poisson ratio are obviously different. The deformation parameters have a greater influence on stochastic settlement than the strength parameters. The overall variability of settlement reduces with the increase of horizontal scale of fluctuation and vertical scale of fluctuation. These results can improve our understanding of the influences of spatial variability of geotechnical properties on uncertain settlement and provide a theoretical basis for the reliability analysis of pipeline engineering in permafrost regions.

• Journal of applied mathematics & informatics
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• 제35권5_6호
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• pp.543-550
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• 2017

In this paper, we introduced a new asymptotic pairwise negatively dependent(APND) structure of stochastic processes. We are also important to know the degree of APND-ness and to compare pairs of stochastic vectors as to their APND-ness. So, we introduced a definitions and some basic properties of APND ordering. Some preservation results of APND ordering are derived. Finally, we shown some examples and applications.

• 제어로봇시스템학회:학술대회논문집
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• 제어로봇시스템학회 1993년도 한국자동제어학술회의논문집(국내학술편); Seoul National University, Seoul; 20-22 Oct. 1993
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• pp.324-329
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• 1993

A reduction method of GSPN (generalized stochastic Petri net) is proposed. A GSPN is basically a SPN (stochastic Petri net) with transition a that are either timed or immediate. Then the proposed method is defined on the basis of the dynamic behavior and the structure of the net. The reduction preserves the properties such as liveness, boundedness, and allows easy analysis of the GSPN.

• 한국콘크리트학회:학술대회논문집
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• 한국콘크리트학회 1999년도 봄 학술발표회 논문집(I)
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• pp.217-222
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• 1999

Usually, the failure of quasi-brittle materials is numerically difficult to describe because of the localization process with softening behavior. In this study, ADLE(Axial Deformation Link Elements) with stochastic material properties are developed to simulate the quasi-brittle material failure behavior. The ADLE method is adopted both Fictitious Crack Model and stochastic method to implement the fracture behavior with the localization behavior of quasi-brittle materials. The main objective of this paper is to show the mash independency and the capability of ADLE for the failure behavior of a quasi-brittle materials.

• 한국전산구조공학회:학술대회논문집
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• 한국전산구조공학회 1998년도 봄 학술발표회 논문집
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• pp.157-164
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• 1998

An elasto-plastic stochastic finite element method is developed to evaluate the probability of failure of the underground structure. The Mohr-Coulomb failure criteria is adopted for yield condition. The material properties such as the elastic modulus and the cohesion are assumed to be statistically independent random variables which are modeled as spatial stochastic fields. The displacements around the excavated area and the probability of the failure are examined by varying the coefficient of variance for each variables. It is found that the developed procedure can provide the proper probabilistic information about the failure of the underground structure