• Journal of the Korean Geosynthetics Society
• /
• v.18 no.4
• /
• pp.205-214
• /
• 2019

Load and resistance factor design of mound breakwater against circular failure was developed in this study. To achieve the goal, uncertainties of parameters of soils, mound, and concrete cap were determined. Eight design cases of domestic mound breakwaters were collected and analyzed. Monte Carlo Simulation was implemented to determine the most critical slip surfaces of the design cases. Using the results of Monte Carlo Simulation, First-Order Reliability Method (FORM) was used to perform reliability analyses. Optimal load and resistance factors were calculated using the reliability analysis results and final load and resistance factors were proposed based on the calculated optimal factors.

• Journal of the Korean Society of Hazard Mitigation
• /
• v.9 no.4
• /
• pp.21-28
• /
• 2009

Most of domestic shipyards are located at coastal regions which are affected by typhoons nearly every year. For effectiveness of shipbuilding, shipyards contain many facilities which are light-weighted and affected dominantly by wind. In the present paper, we analyze various wind fields over a shipyard including surrounding topology and structures to evaluate the structural safety of the facilities posed in the strong wind. Extreme wind speed for a study region was estimated by typhoon Monte Carlo simulation and then used for inlet wind speed for CFD analysis for wind load on the facilities. Considering geometrical wind effects, we assess the surface pressure of the elements as the pressure factor, the ratio of surface pressure to dynamic pressure. The results show that the simulated wind speed is greater than the design wind speed for the some facilities because of the shipyard's geometry. It also shows that surrounding topography in coastal area is needed to be considered and adjustment for design wind speed at wind load standard application is necessary for mooring ship and industry facilities.

• Journal of Korean Tunnelling and Underground Space Association
• /
• v.6 no.2
• /
• pp.113-128
• /
• 2004

To investigate major influencing factors on earth pressure acting on an arch-shaped cut and cover tunnel, Monte Carlo simulation based quantitative sensitivity analysis was carried out for mechanical properties of ground as well as excavation configuration-related design factors. From the sensitivity analysis, it was intended that effects of earth pressures from different influencing factors on a cut and cover tunnel should be numerically identified. Output factors used in the sensitivity analysis such as vertical and horizontal earth pressures at different tunnel positions were obtained from the finite element analysis. In this study, it was revealed that depending upon positions where horizontal as well as vertical earth pressures were acting, they were differently influenced by the same input factors. In addition, earth pressures acting an cut and cover tunnel depended mainly on the embankment at crown and the inclination of cut slope.

• Transactions of the Korean Society of Mechanical Engineers B
• /
• v.35 no.12
• /
• pp.1383-1389
• /
• 2011

The current study focuses on the consistent analysis of heat transfer in multichannel volumetric solar receivers used for concentrating solar power. Changes in the properties of the absorbing material and channel dimensions are considered in an optical model based on the Monte Carlo ray-tracing method and in a one-dimensional heat transfer model that includes conduction, convection, and radiation. The optical model results show that most of the solar radiation energy is absorbed within a very small channel length of around 15 mm because of the large length-to-radius ratio. Classification of radiation losses reveals that at low absorptivity, increased reflection losses cause reduction of the receiver efficiency, notwithstanding the decrease in the emission loss. As the average temperature increases because of the large channel radius or small mass flow rate, both emission and reflection losses increase but the effect of emission losses prevails.

• Journal of Navigation and Port Research
• /
• v.33 no.3
• /
• pp.235-240
• /
• 2009

Simulation method based on probability was developed to evaluate the durability of reinforced concrete structures about chloride attack. The effects of the probability parameters(surface chloride ion concentration, initial combined chloride ion concentration, the depth of cover thickness of concrete, and the chloride ion diffusion coefficient), probability distribution function and it's variation were calculated using the Monte Carlo method and Fick's 2nd law. From the durability design method proposed in this study, the following results were obtained. 1) The effects of the distance from the coast and the chloride ion diffusion coefficient to the corrosion probability were quite high. 2) The effect of the variation of each parameters was relatively low.

• Communications for Statistical Applications and Methods
• /
• v.15 no.4
• /
• pp.563-585
• /
• 2008

This paper presents how to improve the efficiency and accuracy in the pricing and sensitivity evaluation for derivatives, since the need for the evaluation of complicated derivatives is increased. The Monte Carlo(MC) simulation using the quasi random number instead of pseudo random number can improve the elapsed time and accuracy for the valuation of European-type derivatives. However, the quasi MC simulation method has its limit for applying it in the multi-dimensional case such as American-type and path-dependent options due to the increased correlation between dimensions as the dimension of random numbers is increased. In order to complement this problem, we develop a modified method in which correlation values are controlled to be below a pre-specified value. Thus, this method is applicable for the pricing of either derivatives ill which underlying assets or risk factors are several or derivatives having path-dependent or early redemption property. Furthermore, we illustrate that it is important to take an appropriate grid interval for the use of finite difference method(FDM) by applying the FDM to one example of non-symmetrical butterfly spreads.

• Computational Structural Engineering
• /
• v.8 no.2
• /
• pp.115-121
• /
• 1995

The object of this study is to propose a rational method of resistance strength and flexural deformation for structures using high strength concrete(400-700kgf/cm/sup 2/). The material property(stress-strain relationship) is to be modelize using regression analysis of experimental result. And the applicability of trapezoidal stress model is to be verified. An analytical method is used by the moment-curvature relationship which is based on stress-strain relationships of material for discreted element of section. The evaluation method of moment-curvature of high strength concrete structures is also proposed by using the Monte Carlo Simulation based on a probabilistic concept that could minimize an error due to iterated calculations and random variable of material properties.

• Journal of Korean Society of Transportation
• /
• v.26 no.4
• /
• pp.195-204
• /
• 2008

Multi-Criteria Analysis is one method for optimizing decisions that include numerous characteristics and objective functions. The Analytic Hierarchy Process (AHP) is used as a general Multi-Criteria Analysis considering many critical issues. However, since validation procedures for the decision reliability of AHP valuers had been left off existing methodologies, a new methodology including such validation procedures is required to make more reliable decisions. In this research, idea decision results are derived using Monte Carlo Simulation in cases where AHP valuers do not have expertise in the specific project, and these results are compared with the results derived from experts to develop a new analysis model to make more reliable decisions. Finally, this new analysis is applied to various field case studies of road and rail carried out by the Korea Development Institute (KDI) between 2003 and 2006 to validate the new analysis model. The study found that approximately 20% of decisions resulting from the existing methodology are considered prudent. In future studies, the authors suggest analyzing the correlation between initial weights and final results since final results are enormously influenced by the initial weight.

• Journal of the Korean Geotechnical Society
• /
• v.23 no.12
• /
• pp.61-73
• /
• 2007

As a part of Load and Resistance Factor Design(LRFD) code development in Korea, in this paper an intensive reliability analysis was performed to evaluate reliability levels of the two static bearing capacity methods for driven steel pipe piles adopted in Korean Standards for Structure Foundations by the representative reliability methods of First Order Reliability Method(FORM) and Monte Carlo Simulation(MCS). The resistance bias factors for the two static design methods were evaluated by comparing the representative measured bearing capacities with the design values. In determination of the representative bearing capacities of driven steel pipe piles, the 58 data sets of static load tests and soil property tests were collected and analyzed. The static bearing capacity formula and the Meyerhof method using N values were applied to the calculation of the expected design bearing capacity of the piles. The two representative reliability methods(FORM, MCS) based computer programs were developed to facilitate the reliability analysis in this study. Mean Value First Order Second Moment(MVFOSM) approach that provides a simple closed-form solution and two advanced methods of FORM and MCS were used to conduct the intensive reliability analysis using the resistance bias factor statistics obtained, and the results were then compared. In addition, a parametric study was conducted to identify the sensibility and the influence of the random variables on the reliability analysis under consideration.

• Transactions of the Korean Society of Mechanical Engineers A
• /
• v.28 no.6
• /
• pp.685-692
• /
• 2004

A stochastic approach has been presented for superplastic deformation of Ti-6Al-4V alloy, and probability functions are used to model the heterogeneous phase distributions. The experimentally observed spatial correlation functions are developed, and microstructural evolutions together with superplastic deformation behavior have been investigated by means of the two-point and three-point probability functions. The results have shown that the probability varies approximately linearly with separation distance, and deformation enhanced probability changes during the process. The stress-strain behavior with the evolutions of probability function can be correctly predicted by the model. The finite element implementation using Monte Carlo simulation associated with reconstructed microstructures shows that better agreement with experimental data of failure strain on the test specimen.