• KSCE Journal of Civil and Environmental Engineering Research
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• v.13 no.1
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• pp.55-63
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• 1993

Finite element analyses are conducted with stochastic elastic moduli when truss structures are subjected to static loads of a deterministic nature. Stochastic stiffness matrix is derived from stochastic shape functions and numerical analyses are performed within the framework of the Monte Carlo method. Analysis methods are verified for the space truss and applied to cable stayed bridge for determining the cable force.

• ETRI Journal
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• v.33 no.5
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• pp.704-711
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• 2011

This paper proposes hybrid distributed stochastic addressing (HDSA), which combines the advantages of distributed addressing and stochastic addressing, to solve the problems encountered when constructing a network in a ZigBee-based wireless sensor network. HDSA can assign all the addresses for ZigBee beyond the limit of addresses assigned by the existing distributed address assignment mechanism. Thus, it can make the network scalable and can also utilize the advantages of tree routing. The simulation results reveal that HDSA has better addressing performance than distributed addressing and better routing performance than other on-demand routing methods.

• Smart Structures and Systems
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• v.14 no.2
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• pp.105-128
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• 2014

The stochastic damage locating vector (SDLV) method has been studied extensively in recent years because of its potential to determine the location of damage in structures without the need for measuring the input excitation. The SDLV method has been shown to be a particularly useful tool for damage localization in steel truss bridges through numerical simulation and experimental validation. However, several issues still need clarification. For example, two methods have been suggested for determining the observation matrix C identified for the structural system; yet little guidance has been provided regarding the conditions under which the respective formulations should be used. Additionally, the specific layout of the sensors to achieve effective performance with the SDLV method and the associated relationship to the specific type of truss structure have yet to be explored. Moreover, how the location of truss members influences the damage localization results should be studied. In this paper, these three issues are first investigated through numerical simulation and subsequently the main results are validated experimentally. The results of this paper provide guidance on the effective use of the SDLV method.

• Proceedings of the Computational Structural Engineering Institute Conference
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• 1993.10a
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• pp.207-215
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• 1993

With the aid of finite element method, this paper deals with the problem of structural response variability of transmission tower subjected to the spatial variability of material properties, Young's modulus herein. The spatial variability of material property are modeled as two-dimensional stochastic field which has an isotropic auto-correlation function. Response variability has been computed based on two numerical techniques, such as the Neumann expansion method in conjunction with the Monte Carlo simulation method. The results by these numerical methods are compared with those by the deterministic approach.

• Communications for Statistical Applications and Methods
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• v.26 no.2
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• pp.205-216
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• 2019

Diagnostic tests in medical fields detect or diagnose a disease with results measured by continuous or discrete ordinal data. The performance of a diagnostic test is summarized using the receiver operating characteristic (ROC) curve and the area under the curve (AUC). The diagnostic test is considered clinically useful if the outcomes in actually-positive cases are higher than actually-negative cases and the ROC curve is concave. In this study, we apply the stochastic ordering method in a Bayesian hierarchical model to estimate the proper ROC curve and AUC when the diagnostic test results are measured in discrete ordinal data. We compare the conventional binormal model and binormal model under stochastic ordering. The simulation results and real data analysis for breast cancer indicate that the binormal model under stochastic ordering can be used to estimate the proper ROC curve with a small bias even though the sample sizes were small or the sample size of actually-negative cases varied from actually-positive cases. Therefore, it is appropriate to consider the binormal model under stochastic ordering in the presence of large differences for a sample size between actually-negative and actually-positive groups.

• Proceedings of the Korean Institute of Building Construction Conference
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• 2007.11a
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• pp.109-113
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• 2007

This paper introduces a system, Simulation based Stochastic Markup Estimation System (S2ME), for estimating optimum markup for a project. The system was designed and implemented to better represent the real world system involved in construction bidding. The findings obtained from the analysis of existing assumptions used in the previous quantitative markup estimation methods were incorporated to improve the accuracy and predictability of the S2ME. The existing methods has four categories of assumption as follows; (1) The number of competitors and who is the competitors are known, (2) A typical competitor, who is fictitious, is assumed for easy computation, (3) the ratio of bid price against cost estimate (B/C) is assumed to follow normal distribution, (4) The deterministic output obtained from the probabilistic equation of existing models is assumed to be acceptable. However, these assumptions compromise the accuracy of prediction. In practice, the bidding patterns of the bidders are randomized in competitive bidding. To complement the lack of accuracy contributed by these assumptions, bidding project was randomly selected from the pool of bidding database in the simulation experiment. The probability to win the bid in the competitive bidding was computed using the profile of the competitors appeared in the selected bidding project record. The expected profit and probability to win the bid was calculated by selecting a bidding record randomly in an iteration of the simulation experiment under the assumption that the bidding pattern retained in historical bidding DB manifest revival. The existing computation, which is handled by means of deterministic procedure, were converted into stochastic model using simulation modeling and analysis technique as follows; (1) estimating the probability distribution functions of competitors' B/C which were obtained from historical bidding DB, (2) analyzing the sensitivity against the increment of markup using normal distribution and actual probability distribution estimated by distribution fitting, (3) estimating the maximum expected profit and optimum markup range. In the case study, the best fitted probability distribution function was estimated using the historical bidding DB retaining the competitors' bidding behavior so that the reliability was improved by estimating the output obtained from simulation experiment.

• Journal of Korea Water Resources Association
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• v.43 no.11
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• pp.933-944
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• 2010

This study compares the CEM and SGS methods which are geostatistical stochastic simulation methods for assessing the uncertainty by spatial variability in the estimation of the spatial distribution of probability rainfall. In the stochastic simulations using CEM and SGS, two methods show almost similar results for the reproduction of spatial correlation structure, the statistics (standard deviation, coefficient of variation, interquartile range, and range) of realizations as uncertainty measures, and the uncertainty distribution of basin mean rainfall. However, the CEM is superior to SGS in aspect of simulation efficiency.

• Journal of the Korea Society for Simulation
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• v.1 no.1
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• pp.77-86
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• 1992

In this paper, we study validation test methods of DEVSA(Descrete Event system Specification) models using SPN(Stochastic Petri Net) models. We discuss conventional validation test methods, by which DEVS models can be transformed to SPN models, by reviewing the features of DEVS model. Based on the model transformation method, we define a new homogeneous function for validation test and suggest a new validation test method of DEVS models using the property of SPN models and the new homogeneous function.

• Journal of Korea Port Economic Association
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• v.31 no.3
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• pp.1-14
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• 2015

This study utilizes Monte Carlo simulation to forecast the time charter rate of vessels, the three-month Libor interest rate, and the ship demolition price, to mitigate future uncertainties involving these factors. The simulation was performed 10,000 times to obtain an exact result. For the empirical analysis - based on considerations in ordering ships in 2010-a comparison between the Monte Carlo simulation-based stochastic discounted cash flow (DCF) method and traditional DCF methods was made. The analysis revealed that the net present value obtained through Monte Carlo simulation was lower than that obtained via regular DCF methods, alerting the owners to risks and preventing them from placing injudicious orders for ships. This research has implications in reducing the uncertainties that future shipping markets face, through the use of a stochastic DCF approach with relevant variables and probability methods.

• Earthquakes and Structures
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• v.2 no.2
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• pp.189-206
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• 2011

In this study, the subspace stochastic realization theories (SSR model I and SSR model II) have been applied to a real bridge for estimating its dynamic characteristics (natural frequencies, damping constants, and vibration modes) under ambient vibration. A numerical simulation is carried out for an arch-type steel truss bridge using a white noise excitation. The estimates obtained from this simulation are compared with those obtained from the Finite Element (FE) analysis, demonstrating good agreement and clarifying the excellent performance of this method in estimating the structural dynamic characteristics. Subsequently, these methods are applied to the vibration induced by both strong and weak winds as obtained by remote monitoring of the Kabashima bridge (an arch-type steel truss bridge of length 136 m, and situated in Nagasaki city). The results obtained with this experimental data reveal that more accurate estimates are obtained when strong wind vibration data is used. In contrast, the vibration data obtained from weak wind provides accurate estimates at lower frequencies, and inaccurate accuracy for higher modes of vibration that do not get excited by the wind of lower intensity. On the basis of the identified results obtained using both simulated data and monitored data from a real bridge, it is determined that the SSR model II realizes more accurate results than the SSR model I. In general, the approach investigated in this study is found to provide acceptable estimates of the dynamic characteristics of highway bridges as well as for the vibration monitoring of bridges.