• Journal of Korea Water Resources Association
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• 제31권6호
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• pp.855-862
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• 1998

This paper investigates the impact of the forecast error on performance of a reservoir system for hydropower production. Forecast error is measured as th Root Mean Square Error (RMSE) and parametrically varied within a Generalized Maintenance Of Variance Extension (GMOVE) procedure. A set of transition probabilities are calculated as a function of the RMSE of the GMOVE procedure and then incorporated into a Bayesian Stochastic Dynamic Programming model which derives monthly operating policies and assesses their performance. As a case study, the proposed methodology is applied to the Skagit Hydropower System (SHS) in Washington state. The results show that the system performance is a nonlinear function of RMSE and therefor suggested that continued improvements in the current forecast accuracy correspond to gradually greater increase in performance of the SHS.

• International Journal of Reliability and Applications
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• 제11권2호
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• pp.107-122
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• 2010

This paper deals with the reliability analysis of a complex system, which consists of two subsystems A and B connected in series. Subsystem A has only one unit and B has two units $B_1$ and $B_2$. Marked process has been applied to model the complex system. Present reliability model incorporated two repairmen: supervisor and novice to repair the failed units. Supervisor is always there and the novice remains in vacation and is called for repair as per demand. The repair rates for supervisor and novice follow general and exponential distributions respectively and the failure time for both the subsystems follows exponential distribution. The model is analyzed under "Head of line repair discipline". By employing supplementary variable technique, Laplace transformation and Gumbel-Hougaard family of copula various transition state probabilities, reliability, availability and cost analysis have been obtained along with the steady state behaviour of the system. At the end some special cases of the system have been taken.

• The Journal of Asian Finance, Economics and Business
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• 제7권8호
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• pp.281-287
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• 2020

In capital budgeting practices, investment project evaluations based on the net present value (NPV) and the internal rate of return (IRR) represent the traditional evaluation techniques. Compared with the traditional methods, the modified internal rate of return (MIRR) gives the opportunity to evaluate an investment in certain projet, while taking the changes in cash flows over time and issuing shares such as dividing shares, bonuses, and dividend for each end of the investment year into account. Therefore, this study aims to evaluate an investment in the Malaysian construction sector utilizing financial data for 39 public listed companies operating in the Malaysian construction sector over the period from Jan 1, 2007, to December 30, 2018, based on the MIRR method. Stochastic was studied in this study to estimate the estimated probability by applying the Markov chain model to the MIRR method where the transition matrix has two possible movements of either Good (G) or Bad (B). it is found that the long-run probability of getting a good investment is higher than the probability of getting a bad investment in the long-run, where were the probabilities of good and bad are 0.5119, 0.4881, respectively. Hence, investment in the Malaysian construction sector is recommended.

• International Journal of High-Rise Buildings
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• 제1권2호
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• pp.99-105
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• 2012

The higher the building height and the larger the temperature difference between the outdoor and indoor space, the more remarkable is the draft driven by the stack effect in high-rise buildings. Moreover, the stack effect can bring about the deterioration of habitability and the degradation of the performance of the indoor control system in high-rise buildings. In this study, as a measure to attenuate the stack effect, the E/V shaft cooling method was proposed and its performance was compared with the conventional stack effect control method for strengthening the air-tightness of the building using a numerical simulation method. The total decreasing ratios on the stack effect in a building were compared, and the probabilities of the secondary problems were analyzed. The results show that the E/V shaft cooling is very effective to decrease the stack effect in a high-rise building in terms of the reduction performance and application. Moreover, this method does not cause secondary problems, such as stack pressure transition to other walls, unlike the conventional stack effect mitigation method.

• ETRI Journal
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• 제39권5호
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• pp.718-728
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• 2017

Empirical modeling of wireless fading channels using common schemes such as autoregression and the finite state Markov chain (FSMC) is investigated. The conceptual background of both channel structures and the establishment of their mutual dependence in a confined manner are presented. The novel contribution lies in the proposal of a new approach for deriving the state transition probabilities borrowed from economic disciplines, which has not been studied so far with respect to the modeling of FSMC wireless fading channels. The proposed approach is based on equal portioning of the received signal-to-noise ratio, realized by using an alternative probability construction that was initially highlighted by Tauchen. The associated statistical procedure shows that a first-order FSMC with a limited number of channel states can satisfactorily approximate fading. The computational overheads of the proposed technique are analyzed and proven to be less demanding compared to the conventional FSMC approach based on the level crossing rate. Simulations confirm the analytical results and promising performance of the new channel model based on the Tauchen approach without extra complexity costs.

• International Journal of Reliability and Applications
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• 제13권1호
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• pp.1-17
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• 2012

This Paper deals with the stochastic behavior and failure analysis of a Viscose Staple Fibre Plant which produces fibre for making clothes. The fibre making plant is a complex system with various subsystems as: Vendor (supplies Charcoal and Sulphur, raw materials for the process), Carbon di sulphide Plant, Acid Plant, Pulp Plant and Processing Plant. The considered system can completely fail due to failure of any of the subsystems. The Carbon di Sulphide Plant can fail in two different ways, due to lack of Sulphur or Charcoal. Processing Plant has the configuration 5-out-of-10: d and 6-out-of-10: f. It is also assumed that the system can fail due to workers strike and catastrophic failure. All failures follow exponential time distribution whereas all repairs follow general time distribution. Preventive Maintenance policy has been applied to reduce the failure in the system. Various reliability characteristics such as transition state probabilities, steady state behavior, reliability, availability, M.T.T.F and the cost analysis have been obtained using supplementary variable technique and Gumbel-Hougaard copula methodology.

• Nuclear Engineering and Technology
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• 제48권2호
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• pp.545-553
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• 2016

The failure probabilities of the reactor pressure vessel (RPV) for low temperature over-pressurization (LTOP) and cool-down transients are calculated in this study. For the cool-down transient, a pressure-temperature limit curve is generated in accordance with Section XI, Appendix G of the American Society of Mechanical Engineers (ASME) code, from which safety margin factors are deliberately removed for the probabilistic fracture mechanics analysis. Then, sensitivity analyses are conducted to understand the effects of some input parameters. For the LTOP transient, the failure of the RPV mostly occurs during the period of the abrupt pressure rise. For the cool-down transient, the decrease of the fracture toughness with temperature and time plays a main role in RPV failure at the end of the cool-down process. As expected, the failure probability increases with increasing fluence, Cu and Ni contents, and initial reference temperature-nil ductility transition ($RT_{NDT}$). The effect of warm prestressing on the vessel failure probability for LTOP is not significant because most of the failures happen before the stress intensity factor reaches the peak value while its effect reduces the failure probability by more than one order of magnitude for the cool-down transient.

• Bulletin of the Korean Chemical Society
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• 제13권1호
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• pp.11-17
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• 1992

Vibration-to-vibration energy transfer probabilities for $HF(v=n)+H_2(v=0){\to}HF(v=n-1)+H_2(v=1)$ and $DF(v=n)+D_2(v=0){\to}DF(v=n-1)+D_2(v=1)$ including both the vibration-to-vibration and translation (V-V, T) and vibration-to-vibration and rotation (V-V, R) energy transfer paths have been calculated semiclassically using a simplified collision model and Morse-type intermolecular interaction potential. The calculated results are in reasonably good agreement with those obtained by experimental studies. They also show that the transition processes for $HF(v=1-3)+H_2(v=0){\to}HF(v=0-2)+H_2(v=1)$ and $DF(v=1,\;4)+D_2(v=0){\to}DF(v=0,\;3)+D_2(v=1)$ are strongly dependent on the V-V, T path at low temperature but occur predominantly via the V-V, R path with rising temperature. The vibration-to-vibration energy transfer for $HF(v=4)+H_2(v=0){\to}HF(v=3)+H_2(v=1)$ and $DF(v=2-3)+D_2(v=0){\to}DF(v=1-2)+D_2(v=1)$ occur predominantly via V-V, R path and V-V, T path through whole temperatures, respectively.

• Journal of the Korean Physical Society
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• 제73권11호
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• pp.1774-1786
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• 2018

Phenotypic variation among clones (individuals with identical genes, i.e. isogenic individuals) has been recognized both theoretically and experimentally. We investigate the effects of phenotypic variation on evolutionary dynamics of a population. In a population, the individuals are assumed to be haploid with two genotypes : one genotype shows phenotypic variation and the other does not. We use an individual-based Moran model in which the individuals reproduce according to their fitness values and die at random. The evolutionary dynamics of an individual-based model is formulated in terms of a master equation and is approximated as the Fokker-Planck equation (FPE) and the coupled non-linear stochastic differential equations (SDEs) with multiplicative noise. We first analyze the deterministic part of the SDEs to obtain the fixed points and determine the stability of each fixed point. We find that there is a discrete phase transition in the population distribution when the probability of reproducing the fitter individual is equal to the critical value determined by the stability of the fixed points. Next, we take demographic stochasticity into account and analyze the FPE by eliminating the fast variable to reduce the coupled two-variable FPE to the single-variable FPE. We derive a quasi-stationary distribution of the reduced FPE and predict the fixation probabilities and the mean fixation times to absorbing states. We also carry out numerical simulations in the form of the Gillespie algorithm and find that the results of simulations are consistent with the analytic predictions.

• Journal of information and communication convergence engineering
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• 제20권2호
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• pp.79-89
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• 2022

To compute the mean and variance of component-based reliability software, we focused on path-based reliability analysis. System reliability depends on the transition probabilities of components within a system and reliability of the individual components as basic input parameters. The uncertainty in these parameters is estimated from the test data of the corresponding components and arises from the software architecture, failure behaviors, software growth models etc. Typically, researchers perform Monte Carlo simulations to study uncertainty. Thus, we considered a Markov chain Monte Carlo (MCMC) simulation to calculate uncertainty, as it generates random samples through sequential methods. The MCMC approach determines the input parameters from the probability distribution, and then calculates the average approximate expectations for a reliability estimation. The comparison of different techniques for uncertainty analysis helps in selecting the most suitable technique based on data requirements and reliability measures related to the number of components.