• Title/Summary/Keyword: stochastic comparison

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Evaluation of One-particle Stochastic Lagrangian Models in Horizontally - homogeneous Neutrally - stratified Atmospheric Surface Layer (이상적인 중립 대기경계층에서 라그랑지안 단일입자 모델의 평가)

  • 김석철
    • Journal of Korean Society for Atmospheric Environment
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    • v.19 no.4
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    • pp.397-414
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    • 2003
  • The performance of one-particle stochastic Lagrangian models for passive tracer dispersion are evaluated against measurements in horizontally-homogeneous neutrally-stratified atmospheric surface layer. State-of-the-technology models as well as classical Langevin models, all in class of well mixed models are numerically implemented for inter-model comparison study. Model results (far-downstream asymptotic behavior and vertical profiles of the time averaged concentrations, concentration fluxes, and concentration fluctuations) are compared with the reported measurements. The results are: 1) the far-downstream asymptotic trends of all models except Reynolds model agree well with Garger and Zhukov's measurements. 2) profiles of the average concentrations and vertical concentration fluxes by all models except Reynolds model show good agreement with Raupach and Legg's experimental data. Reynolds model produces horizontal concentration flux profiles most close to measurements, yet all other models fail severely. 3) With temporally correlated emissions, one-particle models seems to simulate fairly the concentration fluctuations induced by plume meandering, when the statistical random noises are removed from the calculated concentration fluctuations. Analytical expression for the statistical random noise of one-particle model is presented. This study finds no indication that recent models of most delicate theoretical background are superior to the simple Langevin model in accuracy and numerical performance at well.

Application of Multi-Agent Transport Simulation for Urban Road Network Operation in Incident Case (유고상황 시 MatSIM을 활용한 도시부 도로네트워크 운영 분석)

  • Kim, Joo-Young;Yu, Yeon-Seung;Lee, Seung-Jae;Hu, Hye-Jung;Sung, Jung-Gon
    • 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.

Accelerated life testing of concrete based on stochastic approach and assessment

  • Zhu, Binrong;Qiao, Hongxia;Feng, Qiong;Lu, Chenggong
    • Computers and Concrete
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    • v.19 no.1
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    • pp.111-120
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    • 2017
  • This study aimed to design the accelerated life testing (ALT) of concrete, which stimulating the special natural environment maximumly. Its evaluation indexes, such as dynamic elastic modulus, mass and ultrasonic velocity were measured, and the variation of relative mass and relative dynamic elastic modulus of concrete were studied. Meanwhile, the microanalysis method was used. Moreover, an exploratory application of the stochastic approach, the Weibull distribution and the lognormal distribution, were made to assess the durability of concrete structures. The results show that the ALT for simulating natural environment is more close to the service process of concrete structure under actual conditions; The relative dynamic elastic modulus can be used as the dominant durability evaluation parameters, because it is more sensitive to the environmental factors compared with the relative quality evaluation parameters; In the course of the concrete deterioration, the destruction of the salt freezing cycle is the dominant factor, supplemented by other factors; Both of those two stochastic approaches can be used to evaluate the reliability of concrete specimens under the condition of ALT; By comparison, The lognormal distribution method is better to describe the reliability process.

System identification of a super high-rise building via a stochastic subspace approach

  • Faravelli, Lucia;Ubertini, Filippo;Fuggini, Clemente
    • Smart Structures and Systems
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    • v.7 no.2
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    • pp.133-152
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    • 2011
  • System identification is a fundamental step towards the application of structural health monitoring and damage detection techniques. On this respect, the development of evolved identification strategies is a priority for obtaining reliable and repeatable baseline modal parameters of an undamaged structure to be adopted as references for future structural health assessments. The paper presents the identification of the modal parameters of the Guangzhou New Television Tower, China, using a data-driven stochastic subspace identification (SSI-data) approach complemented with an appropriate automatic mode selection strategy which proved to be successful in previous literature studies. This well-known approach is based on a clustering technique which is adopted to discriminate structural modes from spurious noise ones. The method is applied to the acceleration measurements made available within the task I of the ANCRiSST benchmark problem, which cover 24 hours of continuous monitoring of the structural response under ambient excitation. These records are then subdivided into a convenient number of data sets and the variability of modal parameter estimates with ambient temperature and mean wind velocity are pointed out. Both 10 minutes and 1 hour long records are considered for this purpose. A comparison with finite element model predictions is finally carried out, using the structural matrices provided within the benchmark, in order to check that all the structural modes contained in the considered frequency interval are effectively identified via SSI-data.

Determining the Efficient Solutions for Bicriteria Programming Problems with Random Variables in Both the Objective Functions and the Constraints

  • Bayoumi, B.I.;El-Sawy, A.A.;Baseley, N.L.;Yousef, I.K.;Widyan, A.M.
    • Journal of the Korean Society for Industrial and Applied Mathematics
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    • v.9 no.1
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    • pp.99-110
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    • 2005
  • This paper suggests an efficient approach for stochastic bicriteria programming problem (SBCPP) with random variables in both the objective functions and in the right-hand side of the constraints. The suggested approach uses the statistical inference through two different techniques: In one of them, the SBCPP is transformed into an equivalent deterministic bicriteria programming problem (DBCPP), then the nonnegative weighted sum approach will be used to transform the bicriteria programming problem into a single objective programming problem, and the other technique, the nonnegative weighted sum approach is used to transform the SBCPP to an equivalent stochastic single objective programming problem, then apply the same procedure to convert stochastic single objective programming problem into its equivalent deterministic single objective programming problem (DSOPP). In both techniques the resulting problem can be solved as a nonlinear programming problem to get the efficient solutions. Finally, a comparison between the two different techniques is discussed, and illustrated example is given to demonstrate the actual application of these techniques.

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McCARD/MIG stochastic sampling calculations for nuclear cross section sensitivity and uncertainty analysis

  • Ho Jin Park
    • Nuclear Engineering and Technology
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    • v.54 no.11
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    • pp.4272-4279
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    • 2022
  • In this study, a cross section stochastic sampling (S.S.) capability is implemented into both the McCARD continuous energy Monte Carlo code and MIG multiple-correlated data sampling code. The ENDF/B-VII.1 covariance data based 30 group cross section sets and the SCALE6 covariance data based 44 group cross section sets are sampled by the MIG code. Through various uncertainty quantification (UQ) benchmark calculations, the McCARD/MIG results are verified to be consistent with the McCARD stand-alone sensitivity/uncertainty (S/U) results and the XSUSA S.S. results. UQ analyses for Three Mile Island Unit 1, Peach Bottom Unit 2, and Kozloduy-6 fuel pin problems are conducted to provide the uncertainties of keff and microscopic and macroscopic cross sections by the McCARD/MIG code system. Moreover, the SNU S/U formulations for uncertainty propagation in a MC depletion analysis are validated through a comparison with the McCARD/MIG S.S. results for the UAM Exercise I-1b burnup benchmark. It is therefore concluded that the SNU formulation based on the S/U method has the capability to accurately estimate the uncertainty propagation in a MC depletion analysis.

Comparison of Stochastic Frontier Models in Application to Analysis on R&D and Production Efficiency (R&D와 생산효율성 관계에 관한 계량모형 비교연구: 확률적 생산변경모형을 중심으로)

  • Lee, Young Hoon
    • Economic Analysis
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    • v.17 no.1
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    • pp.103-130
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    • 2011
  • This paper intends to provide applied economists which study the effects of research and development with valuable information on econometric model selection. It includes extensive discussion on econometric models which have been applied for the study on the relationship between research and development and productivity. In particular, it compares various stochastic production frontier models which have been developed recently. The discussion decomposes them into models with scaling property and the ones with nonscaling property as well as models with monotonic and nonmonotonic relationships between research and development and productivity. Finally, this paper applies the models to two different panel data sets (firm level data and country level data) and compare estimation results from competing econometric models.

Random vibration analysis of structures by a time-domain explicit formulation method

  • Su, Cheng;Xu, Rui
    • Structural Engineering and Mechanics
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    • v.52 no.2
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    • pp.239-260
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    • 2014
  • Non-stationary random vibration of linear structures with uncertain parameters is investigated in this paper. A time-domain explicit formulation method is first presented for dynamic response analysis of deterministic structures subjected to non-stationary random excitations. The method is then employed to predict the random responses of a structure with given values of structural parameters, which are used to fit the conditional expectations of responses with relation to the structural random parameters by the response surface technique. Based on the total expectation theorem, the known conditional expectations are averaged to yield the random responses of stochastic structures as the total expectations. A numerical example involving a frame structure is investigated to illustrate the effectiveness of the present approach by comparison with the power spectrum method and the Monte Carlo simulation method. The proposed method is also applied to non-stationary random seismic analysis of a practical arch bridge with structural uncertainties, indicating the feasibility of the present approach for analysis of complex structures.

A Study on the Stochastic Sensitivity Analysis in Dynamics of Frame Structure (프레임 구조물의 확률론적 동적 민감도 해석에 관한 연구)

  • 부경대학교
    • Journal of the Korean Society of Fisheries and Ocean Technology
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    • v.35 no.4
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    • pp.435-447
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    • 1999
  • It is main objective of this approach to present a method to analyse stochastic design sensitivity for problems of structural dynamics with randomness in design parameters. A combination of the adjoint variable approach and the second order perturbation method is used in the finite element approach. An alternative form of the constant functional that holds for all times is introduced to consider the time response of dynamic sensitivity. The terminal problem of the adjoint system is solved using equivalent homogeneous equations excited by initial velocities. The numerical procedures are shown to be much more efficient when based on the fold superposition method: the generalized co-ordinates are normalized and the correlated random variables are transformed to uncorrelated variables, whereas the secularities are eliminated by the fast Fourier transform of complex valued sequences. Numerical algorithms have been worked out and proved to be accurate and efficient : they can be readily adapted to fit into the existing finite element codes whose element derivative matrices can be explicitly generated. The numerical results of two cases -2 dimensional portal frame for the comparison with reference and 3-dimensional frame structure - for the deterministic sensitivity analysis are presented.

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Comparison Between Two Analytical Solutions for Random Vibration Responses of a Spring-Pendulum System with Internal Resonance (내부공진을 가진 탄성진자계의 불규칙진동응답을 위한 두 해석해의 비교)

  • 조덕상;이원경
    • Proceedings of the Korean Society for Noise and Vibration Engineering Conference
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    • 1998.04a
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    • pp.399-406
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    • 1998
  • An investigation into the stochastic bifurcation and response statistits of an autoparameteric system under broad-band random excitation is made. The specific system examined is a spring-pendulum system with internal resonance, which is known to be a good model for a variety of engineering systems, including ship motions with nonlinear coupling between pitching and rolling motions. The Fokker-Planck equations is used to generate a general first-order differential equation in the dynamic moment of response coordinates. By means of the Gaussian and non-Gaussian closure methods the dynamic moment equations for the random responses of the system are reduced to a system of autonomous ordinary differential equations. In view of equilibrium solutions of this system and their stability we examine the stochastic bifurcation and response statistics. The analytical results are compared with results obtained by Monte Carlo simulation.

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