• Bulletin of the Korean Mathematical Society
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• v.51 no.1
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• pp.221-227
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• 2014

Our goal is to relax a sufficient condition for the exponential almost sure stability of a certain class of stochastic differential equations. Compared to the existing theory, we prove the almost sure stability, replacing Lipschitz continuity and linear growth conditions by the existence of a strong solution of the underlying stochastic differential equation. This result is extendable for the regime-switching system. An explicit example is provided for the illustration purpose.

• Journal of applied mathematics & informatics
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• v.20 no.1_2
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• pp.391-399
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• 2006

In order to solve the optimization problem of designing the trajectory of three-dimensional horizontal well, we establish a multi-phase, nonlinear, stochastic dynamic system of the trajectory of horizontal well. We take the precision of hitting target and the total length of the trajectory as the performance index. By the integration of the state equation, this model can be transformed into a nonlinear stochastic programming. We discuss here the necessary conditions under which a local solution exists and depends in a continuous way on the parameter (perturbation). According to the properties we propose a revised Hooke-Jeeves algorithm and work out corresponding software to calculate the local solution of the nonlinear stochastic programming and the expectancy of the performance index. The numerical results illustrate the validity of the proposed model and algorithm.

• Korean Journal of Fisheries and Aquatic Sciences
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• v.20 no.5
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• pp.457-462
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• 1987

Stochastic stability criterias for ocean wave analysis add simulation are studied using the data simulated by the linear superposition method. To clarify the criterias, the effects of the simulation parameters on the variance of stochastic properties of ocean waves are investigated, and the stable conditions of the parameters are estimated through the comparative study on the stochastic properties of simulated waves and well-known ocean waves. The simulation parameters considered are high frequency cut-off, data length, and number and phase angle of component waves. Statistical characteristics analysed are wave height, period and steepness, and the formation of groups of higher waves, resonance periods, steeper higher waves and extreme run-length of the run.

• Journal of information and communication convergence engineering
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• v.19 no.3
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• pp.136-141
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• 2021

Research on wireless sensor networks has focused on the monitoring and characterization of large-scale physical environments and the tracking of various environmental or physical conditions, such as temperature, pressure, and wind speed. We propose a stochastic mobility model that can be applied to a MANET (Mobile Ad-hoc NETwork). environment, and apply this mobility model to a newly proposed clustering-based routing protocol. To verify its stability and durability, we compared the proposed stochastic mobility model with a random model in terms of energy efficiency. The FND (First Node Dead) was measured and compared to verify the performance of the newly designed protocol. In this paper, we describe the proposed mobility model, quantify the changes to the mobile environment, and detail the selection of cluster heads and clusters formed using a fuzzy inference system. After the clusters are configured, the collected data are sent to a base station. Studies on clustering-based routing protocols and stochastic mobility models for MANET applications have shown that these strategies improve the energy efficiency of a network.

• Journal of Korean Society of Transportation
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• v.28 no.5
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• pp.107-116
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• 2010

The vehicle travel time between locations in a downtown is greatly influenced by both complex road conditions and traffic situation that changes real time according to various external variables. The customer's demands also stochastically change by time period. Most vehicle routing problems suggest a vehicle route considering travel distance, average vehicle speed, and deterministic demand; however, they do not consider the dynamic external environment, including items such as traffic conditions and stochastic demand. A realistic vehicle routing problem which considers traffic (smooth, delaying, and stagnating) and stochastic demands is suggested in this study. A mathematical programming model and hybrid genetic algorithm are suggested to minimize the total travel time. By comparing the results considering traffic and stochastic demands, the suggested algorithm gives a better solution than existing algorithms.

• Structural Engineering and Mechanics
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• v.15 no.4
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• pp.381-394
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• 2003

While constructing multistorey buildings with reinforced concrete framed structures it is a common practice to provide parking space for vehicles at the ground floor level. This floor will generally consist of open frames without any infilled walls and is called an open-storey. From a post disaster damage survey carried out, it was noticed that during the January 26, 2001 Bhuj (Gujarat, India) earthquake, a large number of reinforced concrete framed buildings with open-storey at ground floor level, suffered extensive damage and in some cases catastrophic collapse. This has brought into sharp focus the need to carry out systematic studies on the seismic vulnerability of such buildings. Determination of vulnerability requires realistic structural response estimations taking into account the stochasticity in the loading and the system parameters. The stochastic finite element method can be effectively used to model the random fields while carrying out such studies. This paper presents the details of stochastic finite element analysis of a five-storey three-bay reinforced concrete framed structure with open-storey subjected to standard seismic excitation. In the present study, only the stochasticity in the system parameters is considered. The stochastic finite element method used for carrying out the analysis is based on perturbation technique. Each random field representing the stochastic geometry/material property is discretised into correlated random variables using spatial averaging technique. The uncertainties in geometry and material properties are modelled using the first two moments of the corresponding parameters. In evaluating the stochastic response, the cross-sectional area and Young' modulus are considered as independent random fields. To study the influence of correlation length of random fields, different correlation lengths are considered for random field discretisation. The spatial expectations and covariances for displacement response at any time instant are obtained as the output. The effect of open-storey is modelled by suitably considering the stiffness of infilled walls in the upper storey using cross bracing. In order to account for changes in soil conditions during strong motion earthquakes, both fixed and hinged supports are considered. The results of the stochastic finite element based seismic analysis of reinforced concrete framed structures reported in this paper demonstrate the importance of considering the effect of open-storey with appropriate support conditions to estimate the realistic response of buildings subjected to earthquakes.

• Ocean Systems Engineering
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• v.6 no.2
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• pp.161-189
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• 2016

This paper provides a practical stochastic method by which the maximum equilibrium scour depth around a vertical pile exposed to random waves plus a current on mild slopes can be derived. The approach is based on assuming the waves to be a stationary narrow-band random process, adopting the Battjes and Groenendijk (2000) wave height distribution for mild slopes including the effect of breaking waves, and using the empirical formulas for the scour depth on the horizontal seabed by Sumer and Fredsøe (2002). The present approach is valid for wave-dominant flow conditions. Results for random waves alone and random wave plus currents have been presented and discussed by varying the seabed slope and water depth. An approximate method is also proposed, and comparisons are made with the present stochastic method. For random waves alone it appears that the approximate method can replace the stochastic method, whereas the stochastic method is required for random waves plus currents. Tentative approaches to related random wave-induced scour cases on mild slopes are also suggested.

• Ocean Systems Engineering
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• v.7 no.3
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• pp.275-298
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• 2017

This paper provides a practical stochastic method by which the maximum equilibrium scour depth below a pipeline exposed to random waves plus a current on mild slopes can be derived. The approach is based on assuming the waves to be a stationary narrow-band random process, adopting the Battjes and Groenendijk (2000) wave height distribution for mild slopes including the effect of breaking waves, and using the empirical formulas for the scour depth on the horizontal seabed by Sumer and Fredsøe (1996). The present approach is valid for wave-dominant flow conditions. Results for random waves alone and random wave plus currents have been presented and discussed by varying the seabed slope and water depth. An approximate method is also proposed, and comparisons are made with the present stochastic method. For random waves alone it appears that the approximate method can replace the stochastic method, whereas the stochastic method is required for random waves plus currents. Tentative approaches to related random wave-induced scour cases for random waves alone are also suggested.

• Computers and Concrete
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• v.9 no.3
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• pp.195-213
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• 2012

This paper presents the investigation of the stochastic responses of seismically isolated bridges subjected to spatially varying earthquake ground motions including incoherence, wave-passage and site-response effects. The incoherence effect is examined by considering Harichandran and Vanmarcke coherency model. The effect of the wave-passage is dealt with various wave velocities in the response analysis. Homogeneous firm, medium and soft soil conditions are selected for considering the site-response effect where the bridge supports are constructed. The ground motion is described by filtered white noise and applied to each support points. For seismic isolation of the bridge, single and double concave friction pendulum bearings are used. Due to presence of friction on the concave surfaces of the isolation systems, the equation of motion of is non-linear. The non-linear equation of motion is solved by using equivalent linearization technique of non-linear stochastic analyses. Solutions obtained from the stochastic analyses of non-isolated and isolated bridges to spatially varying earthquake ground motions compared with each other for the special cases of the ground motion model. It is concluded that friction pendulum systems having single and double concave surfaces have important effects on the stochastic responses of bridges to spatially varying earthquake ground motions.

• Journal of Korean Society of Transportation
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• v.10 no.3
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• pp.7-20
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• 1992

The common cycle time for the linded signals is usually determined for the critical intersecion, just because the cpacity of a signalized intersection depends on the cycle time. This may not be optimal since the interactions between the flow and the spatial structure of the route or the area are disregarded in this case. It is common to separate the total delay incurred at signals into two parts, a deterministic or uniform delay and a stochastic or random delay. The deterministic delays and the stochastic delays on the artery particularly related to signal cycle time. For this purpose a microscopic simulation technique is used to evaluate deterministic delays, and a macroscopic simulation technique based on the principles of Markov chains is used to evaluate stochastic delays with over flow queue. As a result of investigating the relations between deterministic delays and cycle time in the various circumstances of spacing of signals and traffic volume. As for stochastic delays the resalts of comparisons of the macroscopic simulation and Newell's approximation with the microscopic simulation indicate that the former is valid for the degree of saturation less than 0.95 and the latter is for that above 0.95. Newell's argument that the total stochastic delay on an arterial is dominated by that at or caused by critical intersection is certified by the simulation experiments. The comprehensive analyses of the values of optimal cycle time with various conditions lead to a model. The cycle time determined by this model shows to be approximately 70% of that calculated by Webster's.