• International conference on construction engineering and project management
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• 2015.10a
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• pp.114-116
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• 2015

This paper presents a Stochastic Time-Cost Tradeoff analysis system (STCT) that identifies optimal construction methods for activities, hence reducing the project completion time and cost simultaneously. It makes use of schedule information obtained from critical path method (CPM), applies alternative construction methods data obtained from estimators to respective activities, computes an optimal set of genetic algorithm (GA) parameters, executes simulation based GA experiments, and identifies near optimal solution(s). A test case verifies the usability of STCT.

• Journal of Mechanical Science and Technology
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• v.20 no.5
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• pp.652-657
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• 2006

Although many methods about the control of irregular external noise have been introduced and implemented, it is still necessary to design a controller that will be more effective and efficient methods to exclude for various noises. Accumulation of errors due to model tracking, internal noises (thermal noise, shot noise and 1/f noise) that come from elements such as resistor, diode and transistor etc. in the circuit system and numerical errors due to digital process often destabilize the system and reduce the system performance. New stochastic controller is adopted to remove those noises using conventional controller simultaneously. Design method of a model tracking dual controller is proposed to improve the stability of system while removing external and internal noises. In the study, design process of the model tracking dual stochastic controller is introduced that improves system performance and guarantees robustness under irregular internal noises which can be created internally. The model tracking dual stochastic controller utilizing F-P-K stochastic control technique developed earlier is implemented to reveal its performance via simulation.

• Wind and Structures
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• v.16 no.5
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• pp.433-455
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• 2013

A phase delay spectrum model towards the representation of spatial coherence of stochastic wind fields is proposed. Different from the classical coherence functions used in the spectral representation methods, the model is derived from the comprehensive description of coherence of fluctuating wind speeds and from the thorough analysis of physical accounts of random factors affecting phase delay, building up a consistent mapping between the simulated fluctuating wind speeds and the basic random variables. It thus includes complete probabilistic information of spatial stochastic wind fields. This treatment prompts a ready and succinct scheme for the simulation of fluctuating wind speeds, and provides a new perspective to the accurate assessment of dynamic reliability of wind-induced structures. Numerical investigations and comparative studies indicate that the developed model is of rationality and of applicability which matches well with the measured data at spatial points of wind fields, whereby the phase spectra at defined datum mark and objective point are feasibly obtained using the numerical scheme associated with the starting-time of phase evolution. In conjunction with the stochastic Fourier amplitude spectrum that we developed previously, the time history of fluctuating wind speeds at any spatial points of wind fields can be readily simulated.

• Journal of Korean Society of Industrial and Systems Engineering
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• v.28 no.3
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• pp.149-155
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• 2005

In this paper, we optimize simulation model of a manufacturing system using the real-coded genetic algorithm. Because the manufacturing system expressed by simulation model has stochastic process, the objective functions such as the throughput of a manufacturing system or the resource utilization are not optimized by simulation itself. So, in order to solve it, we apply optimization methods such as a genetic algorithm to simulation method. Especially, the genetic algorithm is known to more effective method than other methods to find global optimum, because the genetic algorithm uses entity pools to find the optimum. In this study, therefore, we apply the real-coded genetic algorithm to simulation optimization of a manufacturing system, which is known to more effective method than the binary-coded genetic algorithm when we optimize the constraint problems. We use the reproduction operator of the applied real-coded genetic algorithm as technique of the remainder stochastic sample with replacement and the crossover operator as the technique of simple crossover. Also, we use the mutation operator as the technique of the dynamic mutation that configures the searching area with generations.

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

• International Journal of Highway Engineering
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• v.14 no.4
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• pp.163-173
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• 2012

PURPOSES : The purpose of this study is to check the possibilities of traffic pattern analysis using MatSIM for urban road network operation in incident case. METHODS : One of the stochastic dynamic models is MatSIM. MatSIM is a transportation simulation tool based on stochastic dynamic model and activity based model. It is an open source software developed by IVT, ETH zurich, Switzerland. In MatSIM, various scenario comparison analyses are possible and analyses results are expressed using the visualizer which shows individual vehicle movements and traffic patterns. In this study, trip distribution in 24-hour, traffic volume, and travel speed using MatSIM are similar to those of measured values. Therefore, results of MatSIM are reasonable comparing with measured values. Traffic patterns are changed according to incident from change of individual behavior. RESULTS : The simulation results and the actual measured values are similar. The simulation results show reasonable ranges which can be used for traffic pattern analysis. CONCLUSIONS : The change of traffic pattern including trip distribution, traffic volumes and speeds according to various incident scenarios can be used for traffic control policy decision to provide effective operation of urban road network.

• Journal of the Korea Society of Computer and Information
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• v.25 no.6
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• pp.119-129
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• 2020

Software development activities are influenced by stochastic theory rather than deterministic one due to having process variability. Stochastic methods factor in the uncertainties associated with project activities and provides insight into the expected project outputs as probability distributions rather than as deterministic approximations. Thus, successful software projects systematically manage and balance five objectives based on historical probability: scope, size, cost, effort, schedule, and quality. Although software size estimation having much uncertainty in initial development has traditionally performed using deterministic methods: LOC(Lines Of Code), COCOMO(COnsructive COst MOdel), FP(Function Point), SLIM(Software LIfecycle Management). This research aims to present a function point method based on stochastic distribution and a case study based on Monte Carlo Simulation applying on an automotive electrical and electronics system software development. It is expected that the result of this paper is used as guidance for establishing of function point method in organizations and tools for helping project managers make decisions correctly.

• Journal of the Earthquake Engineering Society of Korea
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• v.28 no.3
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• pp.159-164
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• 2024

Recent earthquakes in Korea, like Gyeongju and Pohang, have highlighted the need for accurate seismic hazard assessment. The lack of substantial ground motion data necessitates stochastic simulation methods, traditionally used with a simplistic point-source assumption. However, as earthquake magnitude increases, the influence of finite faults grows, demanding the adoption of finite faults in simulations for accurate ground motion estimates. We analyzed variations in simulated ground motions with and without the finite fault method for earthquakes with magnitude (Mw) ranging from 5.0 to 7.0, comparing pseudo-spectral acceleration. We also studied how slip distribution and hypocenter location affect simulations for a virtual earthquake that mimics the Gyeongju earthquake with Mw 5.4. Our findings reveal that finite fault effects become significant at magnitudes above Mw 5.8, particularly at high frequencies. Notably, near the hypocenter, the virtual earthquake's ground motion significantly changes using a finite fault model, especially with heterogeneous slip distribution. Therefore, applying finite fault models is crucial for simulating ground motions of large earthquakes (Mw ≥ 5.8 magnitude). Moreover, for accurate simulations of actual earthquakes with complex rupture processes having strong localized slips, incorporating finite faults is essential even for more minor earthquakes.

• Journal of the Korea Society for Simulation
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• v.7 no.1
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• pp.27-37
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• 1998

Simulation output is generally stochastic and autocorrelated, and includes the initial condition bias. To exclude the bias, the determination of truncation point has been one of important issues for the steady-state simulation output analysis. In this paper, two methods are presented for detection of truncation point in order to estimate efficiently the steady-state measure of simulation output. They are based on the Euclidean distance equation, and the backpropagation algorithm in Neural Networks. The experimental results obtained by M/M/1 and M/M/2 show that the proposed methods are very promising with respect to coverage and relative bias. The methods could be used for the on-line analysis of simulation outputs.

• International Journal of Fuzzy Logic and Intelligent Systems
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• v.13 no.1
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• pp.19-30
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• 2013

Recently, the constrained index tracking problem, in which the task of trading a set of stocks is performed so as to closely follow an index value under some constraints, has often been considered as an important application domain for control theory. Because this problem can be conveniently viewed and formulated as an optimal decision-making problem in a highly uncertain and stochastic environment, approaches based on stochastic optimal control methods are particularly pertinent. Since stochastic optimal control problems cannot be solved exactly except in very simple cases, approximations are required in most practical problems to obtain good suboptimal policies. In this paper, we present a procedure for finding a suboptimal solution to the constrained index tracking problem based on approximate dynamic programming. Illustrative simulation results show that this procedure works well when applied to a set of real financial market data.