• Journal of the Earthquake Engineering Society of Korea
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• v.1 no.2
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• pp.1-15
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• 1997

This paper presents substructural identification methods for the assessment of local damages in complex and large structural systems. For this purpose, an auto-regressive and moving average with stochastic input (ARMAX) model is derived for a substructure to process the measurement data impaired by noises. Using the substructural methods, the number of unknown parameters for each identification can be significantly reduced, hence the convergence and accuracy of estimation can be improved. Secondly, the damage index is defined as the ratio of the current stiffness to the baseline value at each element for the damage assessment. The indirect estimation method was performed using the estimated results from the identification of the system matrices from the substructural identification. To demonstrate the proposed techniques, several simulation and experimental example analyses are carried out for structural models of a 2-span truss structure, a 3-span continuous beam model and 3-story building model. The results indicate that the present substructural identification method and damage estimation methods are effective and efficient for local damage estimation of complex structures.

• Journal of the Korea Computer Graphics Society
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• v.16 no.1
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• pp.9-20
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• 2010

In order to visualize participating media in 3D space, they usually calculate the incoming radiance by subdividing the ray path into small subintervals, and accumulating their respective light energy due to direct illumination, scattering, absorption, and emission. Among these light phenomena, scattering behaves in very complicated manner in 3D space, often requiring a great deal of simulation efforts. To effectively simulate the light scattering effect, several approximation techniques have been proposed. Volume photon mapping takes a simple approach where the light scattering phenomenon is represented in volume photon map through a stochastic simulation, and the stored information is explored in the rendering stage. While effective, this method has a problem that the number of necessary photons increases very fast when a higher variance reduction is needed. In an attempt to resolve such problem, we propose a different approach for rendering particle-based volume data where kernel smoothing, one of several density estimation methods, is explored to represent and reconstruct the light in-scattering effect. The effectiveness of the presented technique is demonstrated with several examples of volume data.

• Journal of Animal Science and Technology
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• v.44 no.5
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• pp.507-518
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• 2002

A multiple-trait stochastic computer simulation model was constructed to predict the breeding schemes and selection methods on Hanwoo(Korean cattle). The model could be used four kinds of selection criteria (random, phenotype and true or estimated breeding values). At the test run in various population size for 20 years, all estimated parameters of the each simulated populations were resulted similar to input parameters. The deviations between input and output values of parameter in the large population were smaller than in the small population. The simulated results obtained from ten small populations consisted with one sire and ten dams in each population for 500 years were as follows; Inbreeding coefficients of population were similar to theoretical estimating function. Mean values of each traits selected were randomly drifted by generation, but they were converged into a value when inbreeding coefficients came close to one. Additive genetic variances within each population were reduced by generation, and they were converged into zero when inbreeding coefficients came close to one. These results indicated that the simulated populations hold to statistical properties of input parameters.

• Applied Chemistry for Engineering
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• v.33 no.6
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• pp.563-573
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• 2022

This work aimed to develop a new equation for turbidity (Turb) simulation and prediction using statistical methods based on principal component analysis (PCA) and multiple linear regression (MLR). For this purpose, water samples were collected monthly over a five year period from Cheurfa dam, an important reservoir in Northwestern Algeria, and analyzed for 12 parameters, including temperature (T°), pH, electrical conductivity (EC), turbidity (Turb), dissolved oxygen (DO), ammonium (NH₄⁺), nitrate (NO₃^-), nitrite (NO₂^-), phosphate (PO₄^3-), total suspended solids (TSS), biochemical oxygen demand (BOD₅) and chemical oxygen demand (COD). The results revealed a strong mineralization of the water and low dissolved oxygen (DO) content during the summer period. High levels of TSS and Turb were recorded during rainy periods. In addition, water was charged with phosphate (PO₄^3-) in the whole period of study. The PCA results revealed ten factors, three of which were significant (eigenvalues >1) and explained 75.5% of the total variance. The F1 and F2 factors explained 36.5% and 26.7% of the total variance, respectively and indicated anthropogenic pollution of domestic agricultural and industrial origin. The MLR turbidity simulation model exhibited a high coefficient of determination (R² = 92.20%), indicating that 92.20% of the data variability can be explained by the model. TSS, DO, EC, NO₃^-, NO₂^-, and COD were the most significant contributing parameters (p values << 0.05) in turbidity prediction. The present study can help with decision-making on the management and monitoring of the water quality of the dam, which is the primary source of drinking water in this region.

• The Korean Journal of Applied Statistics
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• v.30 no.2
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• pp.243-257
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• 2017

In this paper, we compare several methods to approximate option prices: Edgeworth expansion, A-type and C-type Gram-Charlier expansions, a method using normal inverse gaussian (NIG) distribution, and an asymptotic method using nonlinear regression. We used two different types of approximation. The first (called the RNM method) approximates the risk neutral probability density function of the log return of the underlying asset and computes the option price. The second (called the OPTIM method) finds the approximate option pricing formula and then estimates parameters to compute the option price. For simulation experiments, we generated underlying asset data from the Heston model and NIG model, a well-known stochastic volatility model and a well-known Levy model, respectively. We also applied the above approximating methods to the KOSPI200 call option price as a real data application. We then found that the OPTIM method shows better performance on average than the RNM method. Among the OPTIM, A-type Gram-Charlier expansion and the asymptotic method that uses nonlinear regression showed relatively better performance; in addition, among RNM, the method of using NIG distribution was relatively better than others.

• The Journal of Engineering Geology
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• v.3 no.2
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• pp.125-148
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• 1993

Groundwater flow in fractured rock masses is controlled by combined effects of fracture networks, state of geostafic stresses and crossflow between fractures and rock matrix. Furthermore the scaie dependent, anisotropic properties of hydraulic parameters results mainly from irregular paftems of fracture system, which can not be evaluated properly with the methods available at present. The basic assumpfion of discrete fracture network model is that groundwater flows only along discrete fractures and the flow paths in rock mass are determined by geometric paftems of interconnected fractures. The characteristics of fracture distribution in space and fracture hydraulic parameters are represented as the probability density functions by stochastic simulation. The discrete fracture network modelling was aftempted to characterize the groundwater flow in the vicinity of existing large cavems located in Wonjeong-ri, Poseung-myon, Pyeungtaek-kun. The fracture data of $1\textrm{km}^2$ area were analysed. The result indicates that the fracture sets evaluated from an equal area projection can be grouped into 6 sets and the fracture sizes are distributed in longnormal. The conductive fracture density of set 1 shows the highest density of 0.37. The groundwater inflow into a carvem was calculated as 29ton/day with the fracture transmissivity of $10^{-8}\textrm{m}^2/s$. When the fracture transmissivity increases in an order, the inflow amount estimated increases dramatically as much as fold, i.e 651 ton/day. One of the great advantages of this model is a forward modelling which can provide a thinking tool for site characterization and allow to handle the quantitative data as well as qualitative data.