• Title/Summary/Keyword: first passage time

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Evaluation of Allowable Criteria in First-Passage Probability Method for Caisson Sliding of Vertical Breakwater (직립방파제의 케이슨 활동에 대한 최초통과확률법의 허용기준 산정)

  • Kim, Seung-Woo;Suh, Kyung-Duck
    • Journal of Korean Society of Coastal and Ocean Engineers
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    • v.25 no.5
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    • pp.317-326
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    • 2013
  • Probabilistic design methods can consider uncertainties of design variables and are widely used in the design of vertical breakwaters. The probabilistic design methods include a partial safety factor method, reliabilitybased design method, and performance-based design method. Especially the performance-based design method calculates the accumulated sliding distance during the lifetime of the breakwater or during a design storm. Recently a time-dependent performance-based design method has been developed based on the first-passage probability of individual sliding distance during a design storm. However, because the allowable criteria in the first-passage probability method are not established, the stability of structures cannot be quantitatively evaluated. In this study, the allowable first-passage probabilities for two limit states are proposed by calculating the first-passage probabilities for the cross-sections designed with various water depths and characteristics of extreme wave height distributions. The allowable first-passage probabilities are proposed as 5% and 1%, respectively, for the repairable limit state (allowable individual sliding distance of 0.03 m) and ultimate limit state (allowable individual sliding distance of 0.1 m). The proposed criteria are applied to the evaluation of the effect of wave-height increase due to climate change on the stability of the breakwater.

A Study on the Legal Issues relating to Navigation through Arctic Passage (국제법상 북극항로에서의 통항제도에 관한 연구)

  • Moon, Kyu-Eun
    • Strategy21
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    • s.43
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    • pp.29-55
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    • 2018
  • Arctic sea ice has been retreating as a result of the global warming. Arctic sea ice extent for April 2018 averaged 13.71 million square kilometers. This figure shows far less sea ice compared to the average extent from 1981 to 2010. Meanwhile, 287 times of maritime transits through the Northwest Passage have been made during the 2017 and the first ship traversed the Northern Sea Route without the assistant of ice-breaker in August 2017. Commercialization of the Arctic Passage means significant economic and strategic advantages by shortening the distance. In this article, 'Arctic Passage' means Northern Sea Route along the Arctic coast of Russia and Northwest Passage crossing Canadian Arctic Ocean. As climate changes, the potential feasibility of the Arctic Passage has been drawing international attention. Since navigation in this area remains hazardous in some aspects, IMO adopted Polar Code to promote safe, secure and sustainable shipping through the Arctic Passage. Futhermore, Russia and Canada regulate foreign vessels over the maritime zones with the authority to unilaterally exercise jurisdiction pursuant to the Article 234 of UNCLOS. The dispute over the navigation regime of the arctic passage materialized with Russia proclaimed Dmitrii Laptev and Sannikov Straits as historically belong to U.S.S.R. in the mid 1960s and Canada declared that the waters of the passage are historic internal waters in 1973 for the first time. So as to support their claims, In 1985, Russia and Canada established straight baseline including Northern Sea Route and Northwest Passage. The United States has consistently protested that the Northern Sea Route and Northwest Passage are straits used for international navigation which are subject to the regime of transit passage. Firstly, it seems that Russia and Canada do not meet the basic requirements for acquiring a historic title. Secondly, since the Law of the Sea had adopted before the establishment of straight baseline over the Russian Arctic Archipelago and the Canadian Arctic Archipelago, Ships can exercise at least the right of innocent passage. Lastly, Northern Sea Route and Northwest Passage have fulfilled the both geographical and functional criteria pertaining to the strait used for international navigation under the international law. Especially, should the arctic passage become commercially viable, it can be expected to accumulate the functional criterion. Russia and Canada regulate the ships navigate in their maritime zones by adopting the higher degree of an environmental standard than generally accepted international rules and standard mainly under the Article 234 of UNCLOS. However, the Article 234 must be interpreted restrictively as this contains constraint on the freedom of navigation. Thus, it is reasonable to consider that the Article 234 is limited only to the EEZ of coastal states. Therefore, ships navigating in the Arctic Passage with the legal status of the territorial sea and the international straits under the law of the sea have the right of innocent passage and transit passage as usual.

A Diffusion Model for a System Subject to Random Shocks

  • Lee, Eui-Yong;Song, Mun-Sup;Park, Byung-Gu
    • Journal of the Korean Statistical Society
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    • v.24 no.1
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    • pp.141-147
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    • 1995
  • A diffusion model for a system subject to random shocks is introduced. It is assumed that the state of system is modeled by a Brownian motion with negative drift and an absorbing barrier at the origin. It is also assumed that the shocks coming to the system according to a Poisson process decrease the state of the system by a random amount. It is further assumed that a repairman arrives according to another Poisson process and repairs or replaces the system i the system, when he arrives, is in state zero. A forward differential equation is obtained for the distribution function of X(t), the state of the systme at time t, some boundary conditions are discussed, and several interesting characteristics are derived, such as the first passage time to state zero, F(0,t), the probability of the system being in state zero at time t, and F(0), the limit of F(0,t) as t tends to infinity.

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Development of Time-Dependent Reliability-Based Design Method Based on Stochastic Process on Caisson Sliding of Vertical Breakwater (직립방파제의 케이슨 활동에 대한 확률과정에 기반한 시간의존 신뢰성 설계법 개발)

  • Kim, Seung-Woo;Cheon, Sehyeon;Suh, Kyung-Duck
    • Journal of Korean Society of Coastal and Ocean Engineers
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    • v.24 no.5
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    • pp.305-318
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    • 2012
  • Although the existing performance-based design method for the vertical breakwater evaluates an average sliding distance during an arbitrary time, it does not calculate the probability of the first occurrence of an event exceeding an allowable sliding distance(i.e. the first-passage probability). Designers need information about the probability that the structure is damaged for the first time for not only design but also maintenance and operation of the structure. Therefore, in this study, a time-dependent reliability design method based on a stochastic process is developed to evaluate the first-passage probability of caisson sliding. Caisson sliding can be formulated by the Poisson spike process because both occurrence time and intensity of severe waves causing caisson sliding are random processes. The occurrence rate of severe waves is expressed as a function of the distribution function of sliding distance and mean occurrence rate of severe waves. These values simulated by a performance-based design method are expressed as multivariate regression functions of design variables. As a result, because the distribution function of sliding distance and the mean occurrence rate of severe waves are expressed as functions of significant wave height, caisson width, and water depth, the first-passage probability of caisson sliding can be easily evaluated.

Connectivity and Conductivity of a Three-Dimensional Checkerboard-Shaped Composite Material (체커보드 형상을 가진 3차원 복합소재의 연결도와 전도율)

  • KIm, In-Chan
    • Transactions of the Korean Society of Mechanical Engineers B
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    • v.28 no.2
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    • pp.189-198
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    • 2004
  • We consider the problem of whether the three-dimensional checkerboard has the connectivity. For this purpose, we first consider the problem of determining the effective conductivity of a checkerboard-shaped composite material by the Brownian motion simulation method. Specifically, we use the efficient first-passage-time technique. Simulation results show that the effective conductivity of the three-dimensional checkerboard increases faster than the two-dimensional counterpart as the contrast between the phase conductivities increases. This implies that the three-dimensional checkerboard's connectivity is stronger than the two-dimensional checkerboard's and thus each phase material of the three-dimensional checkerboard is more likely to be connected than not to be connected.

Markovian Perfect Debugging Model and Its Related Measures

  • Lee Chong Hyung;Nam Kyung Hyun;Park Dong Ho
    • Proceedings of the Korean Statistical Society Conference
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    • 2000.11a
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    • pp.57-64
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    • 2000
  • In this paper we consider a Markovian perfect debugging model for which the software failure is caused by two types of faults, one which is easily detected and the other which is difficult to detect. When a failure occurs, a perfect debugging is immediately performed and consequently one fault is reduced from fault contents. We also treat the debugging time as a variable to develop a new debugging model. Several measures, including the distribution of first passage time to the specified number of removed faults, are also obtained using the proposed debugging model, Numerical examples are provided for illustrative purposes.

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First Passage Time between Ends of a Polymer Chain

  • Sung, Jae-Young
    • Journal of the Korean Chemical Society
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    • v.51 no.3
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    • pp.227-231
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    • 2007
  • We improve Wilehemski-Fixmann theory for intrachain reaction dynamics of a polymer chain by taking into account excluded volume effects between reactive groups in the polymerchain. An approximate analytic expression for the intra-chain reaction dynamics is obtained for Gaussian chain model and compared to Brownian dynamics simulation results. The results of the present theory are in a better agreement to Brownian dynamics simulation results than those calculated by previously reported theories.

Estimation of parameters including a quadratic failure rate semi-Markov reliability model

  • El-Gohary, A.;Alshamrani, A.
    • International Journal of Reliability and Applications
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    • v.12 no.1
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    • pp.1-14
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    • 2011
  • This paper discusses the stochastic analysis and the statistical inference of a quadratic failure rate semi-Markov reliability model. Maximum likelihood procedure will be used to obtain the estimators of the parameters included in this reliability model. Based on the assumption that the lifetime and repair time of the system units are random variables with quadratic failure rate, the reliability function of this system is obtained. Also, the distribution of the first passage time of this system is derived. Many important special cases are discussed.

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On Convergence in p-Mean of Randomly Indexed Partial Sums and Some First Passage Times for Random Variables Which Are Dependent or Non-identically Distributed

  • Hong, Dug-Hun
    • Journal of the Korean Statistical Society
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    • v.25 no.2
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    • pp.175-183
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    • 1996
  • Let $S_n,n$ = 1, 2,... denote the partial sums of not necessarily in-dependent random variables. Let N(c) = min${ n ; S_n > c}$, c $\geq$ 0. Theorem 2 states that N (c), (suitably normalized), tends to 0 in p-mean, 1 $\leq$ p < 2, as c longrightarrow $\infty$ under mild conditions, which generalizes earlier result by Gut(1974). The proof follows by applying Theorem 1, which generalizes the known result $E$\mid$S_n$\mid$^p$ = o(n), 0 < p< 2, as n .rarw..inf. to randomly indexed partial sums.

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Parameters Estimation of Generalized Linear Failure Rate Semi-Markov Reliability Models

  • El-Gohary, A.;Al-Khedhair, A.
    • International Journal of Reliability and Applications
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    • v.11 no.1
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    • pp.1-16
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    • 2010
  • In this paper we will discuss the stochastic analysis of a three state semi-Markov reliability model. Maximum likelihood procedure will be used to obtain the estimators of the parameters included in this reliability model. Based on the assumption that the lifetime and repair time of the system units are generalized linear failure rate random variables, the reliability function of this system is obtained. Also, the distribution of the first passage time of this system will be derived. Some important special cases are discussed.

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