• ETRI Journal
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• 제45권1호
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• pp.119-130
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• 2023

We propose a quantized gradient search algorithm that can achieve global optimization by monotonically reducing the quantization step with respect to time when quantization is composed of integer or fixed-point fractional values applied to an optimization algorithm. According to the white noise hypothesis states, a quantization step is sufficiently small and the quantization is well defined, the round-off error caused by quantization can be regarded as a random variable with identically independent distribution. Thus, we rewrite the searching equation based on a gradient descent as a stochastic differential equation and obtain the monotonically decreasing rate of the quantization step, enabling the global optimization by stochastic analysis for deriving an objective function. Consequently, when the search equation is quantized by a monotonically decreasing quantization step, which suitably reduces the round-off error, we can derive the searching algorithm evolving from an optimization algorithm. Numerical simulations indicate that due to the property of quantization-based global optimization, the proposed algorithm shows better optimization performance on a search space to each iteration than the conventional algorithm with a higher success rate and fewer iterations.

• Geomechanics and Engineering
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• 제14권6호
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• pp.571-580
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• 2018

The failure mechanism of tunnel roof is investigated with upper bound theorem of limit analysis. The stochastic settlement and nonlinear failure criterion are considered in the present analysis. For the collapse of tunnel roof, the surface settlement is estimated by the simplified stochastic medium theory. The failure curve expressions of collapse blocks in homogeneous and in layered soils are derived, and the effects of material parameters on the potential range of failure mechanisms are discussed. The results show that the material parameters of initial cohesion, nonlinear coefficient and unit weight have significant influences on the potential range of collapse block in homogeneous media. The proportion of collapse block increases as the initial cohesion increases, while decreases as the nonlinear coefficient and the unit weight increase. The ground surface settlement increases with the tunnel radius increasing, while the possible collapse proportion decreases with increase of the tunnel radius. In layered stratum, the study is investigated to analyze the effects of material parameters of different layered media on the proportion of possible collapse block.

• Nuclear Engineering and Technology
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• 제47권5호
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• pp.546-558
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• 2015

Chord length sampling method in Monte Carlo simulations is a method used to model spherical particles with random sampling technique in a stochastic media. It has received attention due to the high calculation efficiency as well as user convenience; however, a technical issue regarding boundary effect has been noted. In this study, after analyzing the distribution characteristics of spherical particles using an explicit method, an alternative chord length sampling method is proposed. In addition, for modeling in finite media, a correction method of the boundary effect is proposed. Using the proposed method, sample probability distributions and relative errors were estimated and compared with those calculated by the explicit method. The results show that the reconstruction ability and modeling accuracy of the particle probability distribution with the proposed method were considerably high. Also, from the local packing fraction results, the proposed method can successfully solve the boundary effect problem. It is expected that the proposed method can contribute to the increasing of the modeling accuracy in stochastic media.

• KSII Transactions on Internet and Information Systems (TIIS)
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• 제10권11호
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• pp.5400-5418
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• 2016

Femtocells are envisioned as a key solution to embrace the ever-increasing high data rate and thus are extensively deployed. However, the dense and random deployments of femtocell access points (FAPs) induce severe intercell inference that in turn may degrade the performance of spectral efficiency. Hence, unrestrained proliferation of FAPs may not acquire a net throughput gain. Besides, given that numerous FAPs deployed in ultra-dense networks (UDNs) lead to significant energy consumption, the amount of FAPs deployed is worthy of more considerations. Nevertheless, little existing works present an analytical result regarding the optimal FAP density for a given User Equipment (UE) density. This paper explores the realistic scenario of randomly distributed FAPs in UDN and derives the coverage probability via Stochastic Geometry. From the analytical results, coverage probability is strictly increasing as the FAP-to-UE ratio increases, yet the growing rate of coverage probability decreases as the ratio grows. Therefore, we can consider a specific FAP-to-UE ratio as the point where further increasing the ratio is not cost-effective with regards to the requirements of communication systems. To reach the optimal FAP density, we can deploy FAPs in line with peak traffic and randomly switch off FAPs to keep the optimal ratio during off-peak hours. Furthermore, considering the unbalanced nature of traffic demands in the temporal and spatial domain, dynamically and carefully choosing the locations of active FAPs would provide advantages over randomization. Besides, with a huge FAP density in UDN, we have more potential choices for the locations of active FAPs and this adds to the demand for a strategic sleeping policy.

• 한국수자원학회논문집
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• 제50권11호
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• pp.735-743
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• 2017

기후변화에 대한 우려와 함께 증가하고 있는 극한호우의 피해를 줄이기 위해서는 호우사상 발생 이전에 홍수위험을 미리 파악하여 피해를 대비할 시간을 늘리는 것이 중요하다. 본 연구에서는 기상청 동네예보를 기반으로 하는 간단한 확률적 홍수위험 산정방법을 제시하였다. 예보강수를 조건부로 하는 6시간 강수량의 확률밀도함수를 이용해 다수의 임의 강수량을 생성한 후 추계학적 모형으로 1시간 단위로 분해하여 간단한 강우-유출모형에 입력하는 방법을 사용하였다. 보청천 유역의 2017년 주요 강우사상에 제안된 방법을 적용한 결과, 7월 4일 최대홍수량이 나타났던 사상에 대해서는 예보강수를 이용한 모의는 홍수위험을 과소평가하였음을 확인하였고 반면 8월 15일 사상에 대한 동네예보는 강수량을 다소 과대추정 하였지만 홍수위험을 충분히 알릴 수 있는 정보로 평가되었다. 본 연구는 확정론적 모형과 확률론적 강수량을 결합하여 기상예보의 불확실성을 고려한 자료기반 홍수위험도 산정방법을 제시한다.

• 한국시뮬레이션학회논문지
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• 제18권2호
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• pp.49-55
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• 2009

본 연구는 확률적 시스템에서 관심 성과함수의 기대치의 최적을 유도하는 서비스 자원의 최적 배분 문제를 조사하였다. 이러한 목적으로 통제변수를 활용하여 성과함수 기대치에 대한 서비스 자원 파라미터의 gradient를 구하는 방법을 제안하고 이를 최적화 기법의 탐색과정에 적용하여 가용 자원의 최적 배분 문제를 분석하였다. 제안된 gradient 추정 방법은 시뮬레이션 실험에서 입력 파라미터의 차원이 증가하더라도 추가로 표본점의 수를 증가시킬 필요가 없이 단일점에서 시뮬레이션 반응 결과만을 활용하고 또한 시뮬레이션의 발전과정에서 성과함수와 입력 파라미터 사이의 논리적인 관계를 기술할 필요가 없어 적용하기에 편리하다고 볼 수 있다. 본 연구의 결과를 다 차원 파라미터 공간으로의 확장하는 문제와 다양한 형태의 시뮬레이션 모형으로 적용 문제는 향후 연구해야 할 과제로 생각된다.

• Journal of Korea Trade
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• 제27권2호
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• pp.96-114
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• 2023

Purpose - This paper elucidates a nexus between the occurrence of rare disaster events and the volatility of economic growth by distinguishing the likelihood of rare events from stochastic volatility. We provide new empirical facts based on a quarterly time series. In particular, we focus on the role of financial liberalization in spreading the economic crisis in developing countries. Design/methodology - We use quarterly data on consumption expenditure (real per capita consumption) from 44 countries, including advanced and developing countries, ending in the fourth quarter of 2020. We estimate the likelihood of rare event occurrences and stochastic volatility for countries using the Bayesian Markov chain Monte Carlo (MCMC) method developed by Barro and Jin (2021). We present our estimation results for the relationship between rare disaster events, stochastic volatility, and growth volatility. Findings - We find the global common disaster event, the COVID-19 pandemic, and thirteen country-specific disaster events. Consumption falls by about 7% on average in the first quarter of a disaster and by 4% in the long run. The occurrence of rare disaster events and the volatility of gross domestic product (GDP) growth are positively correlated (4.8%), whereas the rare events and GDP growth rate are negatively correlated (-12.1%). In particular, financial liberalization has played an important role in exacerbating the adverse impact of both rare disasters and financial market instability on growth volatility. Several case studies, including the case of South Korea, provide insights into the cause of major financial crises in small open developing countries, including the Asian currency crisis of 1998. Originality/value - This paper presents new empirical facts on the relationship between the occurrence of rare disaster events (or stochastic volatility) and growth volatility. Increasing data frequency allows for greater accuracy in assessing a country's specific risk. Our findings suggest that financial market and institutional stability can be vital for buffering against rare disaster shocks. It is necessary to preemptively strengthen the foundation for financial stability in developing countries and increase the quality of the information provided to markets.

• Computers and Concrete
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• 제32권1호
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• pp.99-117
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• 2023

The crack under the influence of the higher intensities of the stresses grows and the structure gets collapsed with the time when the crack length reaches to critical value. Therefore, the fracture behavior of a structure in terms of stress intensity factors (SIF) becomes important to determine the remaining fracture strength and capacity of material and structure for avoiding catastrophic failure, increasing safety and further improvement in the design. The robustness of the method has been demonstrated by comparing the numerical results with analytical and experimental results of some problems. XFEM is used to model cracks and holes in structures and predict their strength and reliability under service conditions. Further, XFEM is extended with a stochastic method for predicting the sensitivity in terms of output COVs and fracture strength in terms of mean values of stress intensity factors (SIFs) of a structure with discontinuities (cracks and holes) under tensile loading condition with input individual and combined randomness in different system parameters. In stochastic technique, the second order perturbation technique (SOPT) has been used for the predicting the fracture behavior of the structures. The stochastic/perturbation technique is also known as Taylor series expansion method and it provides the reliable results if the input randomness is less than twenty percentage. From the present numerical analysis it is observed that, the crack tip near to the hole is under the influence of the stress concentration and the variational effect of the input random parameters on the crack tip in terms of the SIFs are lesser so the COVs are the less sensitive. The COVs of mixed mode SIFs are the most sensitive for the crack angles (α=45° to 90°) for all the values of c₁ and d₁. The plate with the shorter distance between hole and crack is the most sensitive with all the crack angles but the crack tip which is much nearer to the hole has the highest sensitivity.

• ETRI Journal
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• 제37권2호
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• pp.395-405
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• 2015

We address the problem of uncooperative person recognition through continuous monitoring. Multiple modalities, such as face, height, clothes color, and voice, can be used when attempting to recognize a person. In general, not all modalities are available for a given frame; furthermore, only some modalities will be useful as some frames in a video sequence are of a quality that is too low to be able to recognize a person. We propose a method that makes use of stochastic information updates of temporal modalities and environment estimators to improve person recognition performance. The environment estimators provide information on whether a given modality is reliable enough to be used in a particular instance; such indicators mean that we can easily identify and eliminate meaningless data, thus increasing the overall efficiency of the method. Our proposed method was tested using movie clips acquired under an unconstrained environment that included a wide variation of scale and rotation; illumination changes; uncontrolled distances from a camera to users (varying from 0.5 m to 5 m); and natural views of the human body with various types of noise. In this real and challenging scenario, our proposed method resulted in an outstanding performance.

• Smart Structures and Systems
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• 제10권4_5호
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• pp.331-351
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• 2012

In this study an output-only system identification technique for civil structures under ambient vibrations is carried out, mainly focused on using the Stochastic Subspace Identification (SSI) based algorithms. A newly developed signal processing technique, called Singular Spectrum Analysis (SSA), capable to smooth a noisy signal, is adopted for preprocessing the measurement data. An SSA-based SSI algorithm with the aim of finding accurate and true modal parameters is developed through stabilization diagram which is constructed by plotting the identified system poles with increasing the size of data matrix. First, comparative study between different approaches, with and without using SSA to pre-process the data, on determining the model order and selecting the true system poles is examined in this study through numerical simulation. Finally, application of the proposed system identification task to the real large scale structure: Canton Tower, a benchmark problem for structural health monitoring of high-rise slender structures, using SSA-based SSI algorithm is carried out to extract the dynamic characteristics of the tower from output-only measurements.