• Smart Structures and Systems
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• 제20권2호
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• pp.115-126
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• 2017

The modal identification of large civil structures such as bridges under the ambient vibrational conditions has been widely investigated during the past decade. Many operational modal analysis methods have been proposed and successfully used for identifying the dynamic characteristics of the constructed bridges in service. However, there is very limited research available on reliable criteria for the robustness of these identified modal parameters of the bridge structures. In this study, two time-domain operational modal analysis methods, the data-driven stochastic subspace identification (SSI-DATA) method and the covariance-driven stochastic subspace identification (SSI-COV) method, are employed to identify the modal parameters from field recorded ambient acceleration data. On the basis of the SSI-DATA method, the modal contribution indexes of all identified modes to the measured acceleration data are computed by using the Kalman filter, and their applicability to evaluate the robustness of identified modes is also investigated. Here, the benchmark problem, developed by Hong Kong Polytechnic University with field acceleration measurements under different excitation conditions of a cable-stayed bridge, is adopted to show the effectiveness of the proposed method. The results from the benchmark study show that the robustness of identified modes can be judged by using their modal contributions to the measured vibration data. A critical value of modal contribution index of 2% for a reliable identifiability of modal parameters is roughly suggested for the benchmark problem.

• Wind and Structures
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• 제24권3호
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• pp.287-306
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• 2017

In the present study, a new assessment simulation of ride safety based on a new wind-traffic-pavement-bridge coupled vibration system is developed considering stochastic characteristics of traffic flow and bridge surface. Compared to existing simulation models, the new assessment simulation focuses on introducing the more realistic three-dimensional vehicle model, stochastic characteristics of traffic, vehicle accident criteria, and bridge surface conditions. A three-dimensional vehicle model with 24 degrees-of-freedoms (DOFs) is presented. A cellular automaton (CA) model and the surface roughness are introduced. The bridge deck pavement is modeled as a boundless Euler-Bernoulli beam supported on the Kelvin model. The wind-traffic-pavement-bridge coupled equations are established by combining the equations of both the vehicles in traffic, pavement, and bridge using the displacement and interaction force relationship at the patch contact. The numerical simulation shows that the proposed method can simulate rationally useful assessment and prevention information for traffic, and define appropriate safe driving speed limits for vulnerable vehicles under normal traffic and bridge surface conditions.

• 한국수자원학회논문집
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• 제30권3호
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• pp.269-278
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• 1997

저수지 운영의 기초가 되는 운영률은 대부분 과거기록 유입량중 최대 혹은 최소의 극한치 자료를 이용하거나 평균치 자료를 이용하여 도출하기 때문에 실제 운영에서 발생할 수 있는 불확실성에 대처한 기대편익 산정이나 운영방안 수립에는 적절히 이용할 수 없다. 또한 지금까지 개발된 대부분의 운영률은 유입량을 포함하여 모든 운영변수를 이미 알고 있다는 확정론적 방법에 기초하고 있어 유입량의 불확실성을 반영하지 못하는 단점이 있다. 이를 개선할 수 있는 방법으로 추계학 분석기법에 의한 운영률을 개발할 수 있는데 이는 저수지 상태방정식의 구성요소인 유입량의 추계학적 특성을 시계열상에서 이산화된 천이확률로 처리하여 모형에 적용할 수 있다. 확정론적 방법에 의한 저수지 운영방안을 개선시키기 위하여 추계학적 방법에 의한 저수지 운영률을 개발하였다. 본 연구에서는 이와같은 방법론에 따른 양해 추계학적 동적계획기법을 이용하여 충주 저수지 시스템의 최적 운영 방안을 마련하였다. 개발된 운영률을 홍수기를 제외하고는 Lag-1 Markov 모형의 기본가정을 충실히 따르고 있어 저수지 운영률로의 이용이 가능하며, 운영단계의 유입량을 적절히 예측할 수 없는 현실에서 전단계의 유입량과 적용단계의 저류량만을 이용하는 저수지 운영률의 개발이 가능하다.

• Wind and Structures
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• 제21권6호
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• pp.693-707
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• 2015

The efficiency of wind turbines (WT) is primarily reflected in their ability to generate electricity at any time. Downtimes of WTs due to "conventional" inspections are cost-intensive and undesirable for investors. For this reason, there is a need for structural health monitoring (SHM) systems, to enable service and maintenance on demand and to increase the inspection intervals. In general, monitoring increases the cost effectiveness of WTs. This publication concentrates on the application of two vibration-based SHM algorithms for stability and structural change monitoring of offshore WTs. Only data driven, output-only algorithms based on stochastic subspace identification (SSI) in time domain are considered. The centerpiece of this paper deals with the rough mathematical description of the dynamic behavior of offshore WTs and with the basic presentation of stochastic subspace-based algorithms and their application to these structures. Due to the early stage of the industrial application of SHM on offshore WT on the one side and the required confidentiality to the plant manufacturer and operator on the other side, up to now it is not possible to analyze different isolated structural damages resp. changes in a systematic manner, directly by means of in-situ measurement and to make these "acknowledgements" publicly available. For this reason, the sensitivity of the methods for monitoring purposes are demonstrated through their application on long time measurements from a 1:10 large scale test rig of an offshore WT under different conditions: undamaged, different levels of loosened bolt connections between tower parts, different levels of fouling, scouring and structure inclination. The limitation and further requirements for the approaches and their applicability on real foundations are discussed along the paper.

• 한국해안·해양공학회논문집
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• 제24권2호
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• pp.138-148
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• 2012

경사제에 불규칙하게 작용하는 임의 크기의 다중하중으로 인해 피복재의 안정성에 대한 성능이 시간에 따라 어떻게 달라지는지를 해석할 수 있는 추계학적 신뢰성 해석 모형이 개발되었다. Hudson의 공식과 Melby 공식을 이용하여 재현기간에 따른 파고의 함수로 경사제 피복재의 초기 저항력 크기와 피해율을 확률적으로 산정할 수 있는 새로운 방법이 제시되었다. 생애기간에 대한 신뢰성 분석을 실시하여 시간에 따른 다중하중의 작용과 사용한계나 극한한계 등 한계상태에 따른 구조물의 성능을 올바로 해석할 수 있었다. 마지막으로 보수보강 목표확률을 시간에 따른 누적파괴확률의 결과와 조합하여 구조물 유지관리에서 가장 중요한 변수인 보수보강 시점을 정량적으로 산정할 수 있는 방법이 제시되었다.

• 대한기계학회논문집A
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• 제39권1호
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• pp.63-69
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• 2015

본 논문의 주 목적은 최대하중조건을 변화시키면서 확률변수의 잔차를 이용하여 확률론적 피로균열전파모델들을 평가하고, Mg-Al-Zn 합금의 피로균열성장거동의 변동성을 묘사하기에 적합한 확률론적 모델을 제시하는 것이다. 평가에 사용된 모델은 피로균열성장의 변동성을 나타내기 위하여 실험적 피로균열전파모델인 Paris-Erdogan 모델, Walker 모델, Forman 모델과 수정 Forman 모델에 확률변수를 도입한 모델이다. 최대하중조건에 따른 Mg-Al-Zn 합금의 피로균열전파거동의 확률적 변동성을 묘사하기에 적합한 모델은 '확률론적 Paris-Erdogan 모델'과 '확률론적 Walker 모델'임을 밝혔으며, 최대하중조건이 피로균열성장의 확률적 변동성에 미치는 영향 또한 고찰하였다.

• Journal of the Korean Statistical Society
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• 제24권1호
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• pp.149-160
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• 1995

We consider the problem of optimal adaptive estiamtion of the euclidean parameter vector $\theta$ of the univariate non-linerar autogressive time series model ${X_t}$ which is defined by the following system of stochastic difference equations ; $X_t = \sum^p_{i=1} \theta_i \cdot T_i(X_{t-1})+e_t, t=1, \cdots, n$, where $\theta$ is the unknown parameter vector which descrives the deterministic dynamics of the stochastic process ${X_t}$ and ${e_t}$ is the sequence of white noises with unknown density $f(\cdot)$. Under some general growth conditions on $T_i(\cdot)$ which guarantee ergodicity of the process, we construct a sequence of adaptive estimatros which is locally asymptotic minimax (LAM) efficient and also attains the least possible covariance matrix among all regular estimators for arbitrary symmetric density.

• Communications for Statistical Applications and Methods
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• 제22권3호
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• pp.295-304
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• 2015

This paper considers the problem of estimation of the Hurst parameter H ${\in}$ (1/2, 1) from longitudinal data with the error term of a fractional Brownian motion with Hurst parameter H that gives the amount of the long memory of its increment. We provide a new estimator of Hurst parameter H using a two scale sampling method based on $A{\ddot{i}}t$-Sahalia and Jacod (2009). Asymptotic behaviors (consistent and central limit theorem) of the proposed estimator will be investigated. For the proof of a central limit theorem, we use recent results on necessary and sufficient conditions for multi-dimensional vectors of multiple stochastic integrals to converges in distribution to multivariate normal distribution studied by Nourdin et al. (2010), Nualart and Ortiz-Latorre (2008), and Peccati and Tudor (2005).

• Management Science and Financial Engineering
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• 제16권3호
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• pp.21-47
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• 2010

Quantity discounts provide a practical foundation for supply chain inventory policies, improving the supplier's profit and reducing the buyer's inventory cost simultaneously. Traditional quantity-discount research, which deals with inventory coordination between a buyer and a supplier, is extended to a stationary stochastic environment. This research shows that the magnitude of the optimal discounts scheduled by the deterministic quantity discount models may not be large enough to cover the buyer's additional inventory stocking risks under uncertain conditions. As a result, the buyer's total inventory cost may often increase rather than decrease. In contrast, the proposed model allows the supplier to identify the discount level, which shares the buyer's amplified risk associated with temporary overstocking and ensures that both buyer and supplier benefit economically. The performance of the proposed model was tested in the continuous review environments via numerical experiments. The experimental results support the proposed method as a feasible alternative in coordinating inventory decisions under stochastic demand.

• International Journal of Aeronautical and Space Sciences
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• 제18권4호
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• pp.816-826
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• 2017

In this paper, a generalized discretization scheme is proposed that can derive general-order finite difference equations representing the joint probability density function of dynamic response of stochastic systems. The various order of finite difference equations are applied to solutions of the Fokker-Planck-Kolmogorov (FPK) equation. The finite difference equations derived by the proposed method can greatly increase accuracy even at the tail parts of the probability density function, giving accurate reliability estimations. Compared with exact solutions and finite element solutions, the generalized finite difference method showed increasing accuracy as the order increases. With the proposed method, it is allowed to use different orders and types (i.e. forward, central or backward) of discretization in the finite difference method to solve FPK and other partial differential equations in various engineering fields having requirements of accuracy or specific boundary conditions.