• Communications for Statistical Applications and Methods
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• 제20권1호
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• pp.15-22
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• 2013

We find a sufficient condition for optimal Berry-Esseen bounds in the normal approximation of functionals of Gaussian fields studied by Nourdin and Peccati (2009b).

• Nuclear Engineering and Technology
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• 제53권3호
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• pp.715-731
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• 2021

Uncertainties are calculated for pressurized water reactor (PWR) spent nuclear fuel (SNF) characteristics. The deterministic code STREAM is currently being used as an SNF analysis tool to obtain isotopic inventory, radioactivity, decay heat, neutron and gamma source strengths. The SNF analysis capability of STREAM was recently validated. However, the uncertainty analysis is yet to be conducted. To estimate the uncertainty due to nuclear data, STREAM is used to perturb nuclear cross section (XS) and resonance integral (RI) libraries produced by NJOY99. The perturbation of XS and RI involves the stochastic sampling of ENDF/B-VII.1 covariance data. To estimate the uncertainty due to modeling parameters (fuel design and irradiation history), surrogate models are built based on polynomial chaos expansion (PCE) and variance-based sensitivity indices (i.e., Sobol' indices) are employed to perform global sensitivity analysis (GSA). The calculation results indicate that uncertainty of SNF due to modeling parameters are also very important and as a result can contribute significantly to the difference of uncertainties due to nuclear data and modeling parameters. In addition, the surrogate model offers a computationally efficient approach with significantly reduced computation time, to accurately evaluate uncertainties of SNF integral characteristics.

• International Journal of Naval Architecture and Ocean Engineering
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• 제2권3호
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• pp.119-126
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• 2010

The response of ship roll oscillation under random ice impulsive loads modeled by Poisson arrival process is very important in studying the safety of ships navigation in cold regions. Under both external and parametric random excitations the evolution of the probability density function of roll motion is evaluated using the path integral (PI) approach. The PI method relies on the Chapman-Kolmogorov equation, which governs the response transition probability density functions at two close intervals of time. Once the response probability density function at an early close time is specified, its value at later close time can be evaluated. The PI method is first demonstrated via simple dynamical models and then applied for ship roll dynamics under random impulsive white noise excitation.

• 제어로봇시스템학회:학술대회논문집
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• 제어로봇시스템학회 2001년도 ICCAS
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• pp.101.5-101
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• 2001

A linear input/output data-based predictive control with integral action is developed. The control input is obtained directly from the input/output data in a single step. However, the state estimation in subspace identification gives a biased estimate and there is model mismatch when the controller is applied to a nonlinear process. To overcome such difficulties, we add integral action to a linear input/output data-based predictive controller by augmenting the integrated white noise disturbance model and use each of best linear unbiased estimation(BLUE) filter and Kalman filter as a stochastic observer for the unmeasured disturbance. When applied to a continuous styrene polymerization reactor the proposed controller demonstrates.

• Structural Engineering and Mechanics
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• 제28권4호
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• pp.373-386
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• 2008

In this study stochastic analysis of non-linear dynamical systems under ${\alpha}$-stable, multiplicative white noise has been conducted. The analysis has dealt with a special class of ${\alpha}$-stable stochastic processes namely sub-Gaussian white noises. In this setting the governing equation either of the probability density function or of the characteristic function of the dynamical response may be obtained considering the dynamical system forced by a Gaussian white noise with an uncertain factor with ${\alpha}/2$- stable distribution. This consideration yields the probability density function or the characteristic function of the response by means of a simple integral involving the probability density function of the system under Gaussian white noise and the probability density function of the ${\alpha}/2$-stable random parameter. Some numerical applications have been reported assessing the reliability of the proposed formulation. Moreover a proper way to perform digital simulation of the sub-Gaussian ${\alpha}$-stable random process preventing dynamical systems from numerical overflows has been reported and discussed in detail.

• 한국전산구조공학회논문집
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• 제21권4호
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• pp.335-345
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• 2008

본 연구에서는 역학적 특성이 우수하여 다양한 구조에 적용되고 있는 복합적층판에 대한 추계론적 유한요소해석 정식화를 제안한다. 정식화의 제시는 추계론적 수치해석기법 중 그 정확도가 매우 높은 것으로 알려져 있는 가중적분법에 기초하였다. 공간적 불확실성을 가지는 인수로는 두 재료축에 대한 탄성계수와 면내 전단탄성계수가 고려되었다. 이들 재료인수들은 독립적인 추계장함수로 모델링 되었으며, 이들 추계장이 구조거동에 미치는 영향은 지수함수형태의 자기 및 상호상관함수를 적용하여 산정하였다. 수치예제를 통하여 복합적층판이 등방성 및 이방성의 재료에 의한 판 구조에 비하여 거동의 변동계수가 낮음을 보여주었으며, 제안된 해석법의 검증을 위하여 몬테카를로 해석을 동시에 수행하고 그 결과를 상호 비교하였다.

• 대한수학회보
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• 제44권1호
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• pp.131-150
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• 2007

In this paper, we will define direct producted $W^*-porobability$ spaces over their diagonal subalgebras and observe the amalgamated free-ness on them. Also, we will consider the amalgamated free stochastic calculus on such free probabilistic structure. Let ($A_{j},\;{\varphi}_{j}$) be a tracial $W^*-porobability$ spaces, for j = 1,..., N. Then we can define the corresponding direct producted $W^*-porobability$ space (A, E) over its N-th diagonal subalgebra $D_{N}\;{\equiv}\;\mathbb{C}^{{\bigoplus}N}$, where $A={\bigoplus}^{N}_{j=1}\;A_{j}\;and\;E={\bigoplus}^{N}_{j=1}\;{\varphi}_{j}$. In Chapter 1, we show that $D_{N}-valued$ cumulants are direct sum of scalar-valued cumulants. This says that, roughly speaking, the $D_{N}-freeness$ is characterized by the direct sum of scalar-valued freeness. As application, the $D_{N}-semicircularityrity$ and the $D_{N}-valued$ infinitely divisibility are characterized by the direct sum of semicircularity and the direct sum of infinitely divisibility, respectively. In Chapter 2, we will define the $D_{N}-valued$ stochastic integral of $D_{N}-valued$ simple adapted biprocesses with respect to a fixed $D_{N}-valued$ infinitely divisible element which is a $D_{N}-free$ stochastic process. We can see that the free stochastic Ito's formula is naturally extended to the $D_{N}-valued$ case.

• 한국전산구조공학회논문집
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• 제20권6호
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• pp.789-799
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• 2007

본 논문에서는 구조의 재료물성치와 기하학적 인수의 공간적 불확실성에 의한 구조 응답변화도 산정을 위한 정식화를 제안하였다. 정식화는 추계론적 유한요소해석의 해석법 중의 하나인 가중적분법을 기본으로 하였다. 해석 대상 구조는 전단변형을 포함하는 평판구조로서, 평판구조에 나타날 수 있는 불확실 인수로는 재료적 측면에서는 재료탄성계수와 포아송비가 있으며, 기하학적 인수로는 평판의 두께를 들 수 있다. 선형탄성 영역에서 선형성을 나타내는 재료탄성계수와는 달리 평판의 두께는 3차함수로 강성에 기여하고, 포아송비의 경우 분수의 형태로 강성에 기여하므로 직접적으로는 이를 추계론적 해석에 고려할 수 없다. 따라서 본 연구에서는 적합행렬내의 포아송비를 Taylor전개하여 사용하였다. 제안된 정식화에 의한 결과는 기존 연구결과는 물론 몬테카를로 해석에 의한 결과와도 비교하여 제안한 정식화를 검증하였다.

• Journal of Mechanical Science and Technology
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• 제16권7호
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• pp.959-965
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• 2002

Effective hydraulic conductivity of a statistically anisotropic heterogeneous medium is obtained for steady two-dimensional flows employing stochastic analysis. Flow equations are solved up to second order and the effective conductivity is obtained in a semi-analytic form depending only on the spatial correlation function and the anisotropy ratio of the hydraulic conductivity field, hence becoming a true intrinsic property independent of the flow field. Results are obtained using a statistically anisotropic Gaussian correlation function where the anisotropy is defined as the ratio of integral scales normal and parallel to the mean flow direction. Second order results indicate that the effective conductivity of an anisotropic medium is greater than that of an isotropic one when the anisotropy ratio is less than one and vice versa. It is also found that the effective conductivity has upper and lower bounds of the arithmetic and the harmonic mean conductivities.

• 대한수학회논문집
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• 제23권2호
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• pp.269-277
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• 2008

Let $f=(f_n)$ be a nonnegative submartingale such that ${\parallel}f{\parallel}{\infty}{\leq}1\;and\;g=(g_n)$ be a martingale, adapted to the same filtration, satisfying $${\mid}d_{gn}{\mid}{\leq}{\mid}df_n{\mid},\;n=0,\;1,\;2,\;....$$ The paper contains the proof of the sharp inequality $$\limits^{sup}_ n\;\mathbb{E}{\Phi}({\mid}g_n{\mid}){\leq}{\Phi}(1)$$ for a class of convex increasing functions ${\Phi}\;on\;[0,\;{\infty}]$, satisfying certain growth condition. As an application, we show a continuous-time version for stochastic integrals and a related estimate for smooth functions on Euclidean domain.