• Title/Summary/Keyword: 확률적 확산

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Error Probability of a DS/SSMA system with Hard-Limiting Correlators (부호상관기를 쓰는 DS/SSMA 계통의 오류확률)

  • 윤진선;송익호;박성일
    • The Journal of the Acoustical Society of Korea
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    • v.12 no.2E
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    • pp.27-32
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    • 1993
  • 이 논문에서는 충격성 잡음이 있는 비선택적 라이시안 페이딩 채널에서 부호 상관 수신기를 쓴 DS/SSMA 계통의 성능을 분석하였다. 이 계통의 평균 이진 오류 확률을 확산 수열이 짧을 때에는 정확한 계산으로, 확산 수열이 길 때에는 근사적인 방법으로 얻었다.

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Ruin probabilities in a risk process perturbed by diffusion with two types of claims (두 가지 유형의 보험청구가 있는 확산과정 리스크 모형의 파산확률)

  • Won, Ho Jeong;Choi, Seung Kyoung;Lee, Eui Yong
    • Journal of the Korean Data and Information Science Society
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    • v.24 no.1
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    • pp.1-12
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    • 2013
  • In this paper, we introduce a continuous-time risk model where the surplus follows a diffusion process with positive drift while being subject to two types of claims. We assume that the sizes of both types of claims are exponentially distributed and that type I claims occur more frequently, however, their sizes are smaller than type II claims. We obtain the ruin probability that the level of the surplus becomes negative, by establishing an integro-differential equation for the ruin probability. We also obtain the ruin probabilities caused by each type of claim and the probability that the level of the surplus becomes negative naturally due to the diffusion process. Finally, we illustrate a numerical example to compare the impacts of two types of claim on the ruin probability of the surplus with that of the diffusion process in the risk model.

Analysis for Effect of Diffusion Parameter with Time-dependent Diffusion Coefficient on Service Life Considering Deterministic and Probabilistic Method (시간의존성 염화물 확산계수를 고려한 확산 영향인자가 결정론적 및 확률론적 내구수명에 미치는 영향분석)

  • Kwon, Seung-Jun
    • Journal of the Korean Recycled Construction Resources Institute
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    • v.4 no.3
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    • pp.259-268
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    • 2016
  • The service life evaluation in RC(Reinforced Concrete) structure exposed to chloride attack can be classified into deterministic and probabilistic method, and it significantly varies with design parameters. The present work derives PDF (Probability of Durability Failure) and the related service life considering time-dependent diffusion coefficient and internal parameters such as reference diffusion coefficient, critical chloride content, and time-exponent. When critical chloride content increases to 133.3%, the changing ratios of service life are 134.0~145.4% for deterministic method and 149.2%~152.5% for probabilistic method, respectively. In the case of increasing time-exponent to 200%, they increase to 323.8% for deterministic method and 346.0% for probabilistic method. Through adopting time-diffusion coefficient for probabilistic method, reasonable service life evaluation can be achieved, and it is also verified that increasing time-exponent through mineral admixture is very effective to extension of service life in RC structure.

A study of epidemic model using SEIR model (SEIR 모형을 이용한 전염병 모형 예측 연구)

  • Do, Mijin;Kim, Jongtae;Choi, Boseung
    • Journal of the Korean Data and Information Science Society
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    • v.28 no.2
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    • pp.297-307
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    • 2017
  • The epidemic model is used to model the spread of disease and to control the disease. In this research, we utilize SEIR model which is one of applications the SIR model that incorporates Exposed step to the model. The SEIR model assumes that a people in the susceptible contacted infected moves to the exposed period. After staying in the period, the infectee tends to sequentially proceed to the status of infected, recovered, and removed. This type of infection can be used for research in cases where there is a latency period after infectious disease. In this research, we collected respiratory infectious disease data for the Middle East Respiratory Syndrome Coronavirus (MERSCoV). Assuming that the spread of disease follows a stochastic process rather than a deterministic one, we utilized the Poisson process for the variation of infection and applied epidemic model to the stochastic chemical reaction model. Using observed pandemic data, we estimated three parameters in the SIER model; exposed rate, transmission rate, and recovery rate. After estimating the model, we applied the fitted model to the explanation of spread disease. Additionally, we include a process for generating the Exposed trajectory during the model estimation process due to the lack of the information of exact trajectory of Exposed.

Analysis Technique on Time-dependent PDF (Probability of Durability Failure) Considering Equivalent Surface Chloride Content (균등 표면 염화물량을 고려한 시간 의존적 내구적 파괴확률 해석기법)

  • Lee, Hack-Soo;Kwon, Seung-Jun
    • Journal of the Korea institute for structural maintenance and inspection
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    • v.21 no.2
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    • pp.46-52
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    • 2017
  • Recently durability design based on deterministic or probabilistic method has been attempted since service life evaluation in RC(Reinforced Concrete) structure exposed to chloride attack is important. The deterministic durability design contains a reasonable method with time effect on surface chloride content and diffusion coefficient, however the probabilistic design procedure has no consideration of time effect on both. In the paper, a technique on PDF(Probability of Durability Failure) evaluation is proposed considering time effect on diffusion and surface chloride content through equivalent surface chloride content which has same induced chloride content within a given period and cover depth. With varying period to built-up from 10 to 30 years and maximum surface chloride content from $5.0kg/m^3$ to $10.0kg/m^3$, the changing PDF and the related service life are derived. The proposed method can be reasonably applied to actual durability design with preventing conservative design parameters and considering the same analysis conditions of the deterministic method.

Modeling of 2-D Advection-Diffusion in Natural Streams Using Particle Discrete Probability Distribution Model (입자의 이산확률분포 모형을 이용한 자연하천의 2차원 이송-확산)

  • Kim, Yeong-Do;Seo, Il-Won
    • Journal of Korea Water Resources Association
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    • v.34 no.5
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    • pp.499-509
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    • 2001
  • 2-D transport model based on a discrete probability distribution for a particle displacement was developed too solve advection-diffusion problems in natural stream. In this proposed model, the probabilities expressed as an average and variance function were used to predict the mass transfer between cells in one time step. The proposed model produces solutions without numerical dispersion for constant velocity, diffusion coefficient, and cross-sectional area. When the stability and positivity restrictions were satisfied, the model produced excellent results compared to analytical solutions and other finite difference methods. The proposed model is tested against the dispersion data collected in the Grand River, Canada. The simulation results show that the proposed model can properly describe the two-dimensional mixing phenomena in the natural stream.

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Error Probability of an FHSS System in Impulsive Nonselective Fading Channels (충격성잡음과 비선택적 페이딩 매체에서 한 주파수 도약 확산 대역 계통의 오류확률)

  • 박성일;송익호;윤진선
    • The Journal of the Acoustical Society of Korea
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    • v.12 no.5
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    • pp.14-20
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    • 1993
  • 이 논문에서는 충격성 잡음과 비선택적 다중경로 페이딩 특성이 있는 매체에서 주파수 도약대역 확산 통신 계통의 성능을 살펴보았다. 충격성 잡음을 나타내는 데에는 ε 혼합모델을 썼고, 통신 매체와 계통의 여러 가지 매개 변수를 바꾸어 가며 이 통신 계통의 오류확률을 수치 계산 방식으로 얻었다.

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Latent Semantic Indexing Using Semantic Diffusion (의미 확산을 이용한 잠재 의미 색인 방법)

  • Kim, Jin-Hwa;Kim, Yong-Hyuk
    • Proceedings of the Korean Information Science Society Conference
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    • 2010.06c
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    • pp.16-21
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    • 2010
  • 잠재 의미를 색인하는 것은 문서 색인에 있어서 그 색인 품질에 주요한 요인을 차지한다. 본 논문에서 살펴보는 의미 확산 방법은 문서 집합에 나타나는 단어들의 의미적 연관성을 바탕으로 활성화 작용 모델(spreading activation model)을 구축하고 색인 대상 문서의 단어 분포를 출발점으로 삼아, 그 모델 안에서 의미적으로 수렴할 수 있도록 랜덤 워크 방법(random walk method)1)을 수정한 변형 방법을 이용해 확률을 확산시킨다. 이 방법은 단어 사이의 연관성을 따라 탐색하며 동의어와 다의어 등 단순 단어 일치로는 알 수 없는 의미적 유사 단어들이 의미 있는 확률 분포를 갖게 한다. 이는 단어들의 의미 분포를 가중치 그래프를 통해 보다 합리적으로 다루게 된다. 실험에서는 문서 분류를 시행하여 평균 정확도 및 정확도-재현율 곡선을 산출하였고, 비교 실험을 통해서 전반적인 우수성을 관찰할 수 있었다.

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Service Life Evaluation through Probabilistic Method Considering Time-Dependent Chloride Behavior (염해 시간의존성을 고려한 확률론적 내구수명 평가)

  • Kwon, Seung-Jun
    • Journal of the Korea Concrete Institute
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    • v.28 no.2
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    • pp.149-156
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    • 2016
  • The service life in RC (Reinforced Concrete) is very important and it is usually obtained through deterministic method based on Fick's 2nd law and probabilistic method. This paper presents an evaluation of $P_{df}$(durability failure probability) and the related service life considering time-dependent behaviors in chloride diffusion and surface chloride content. For the work, field investigation is performed for RC structures exposed to chloride attack for 3.5~4.5years, focusing tidal zone (6.0 m) and sea shore (9.0 m), respectively. Random variables like cover depth, chloride diffusion coefficient, and surface chloride content are obtained, and $P_{df}$ and the service life are evaluated. Unlike the results from deterministic method using LIFE 365, probabilistic method with time effects on diffusion and surface chloride shows a relatively rapid change in the result, which is a significant reductions of service life in the case with low surface chloride content. For probabilistic evaluation of durability, high surface chloride content over $10.0kg/m^3$ is required and reasonable service life can be derived with consideration of time-dependent diffusion coefficient.

A Note on Series Approximation of Transition Density of Diffusion Processes (확산모형 전이확률밀도의 급수근사법과 그 계수)

  • Lee, Eun-Kyung;Choi, Young-Soo;Lee, Yoon-Dong
    • The Korean Journal of Applied Statistics
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    • v.23 no.2
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    • pp.383-392
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    • 2010
  • Modelling financial phenomena with diffusion processes is frequently used technique. This study reviews the earlier researches on the approximation problem of transition densities of diffusion processes, which takes important roles in estimating diffusion processes, and consider the method to obtain the coefficients of series efficiently, in series approximation method of transition densities. We developed a new efficient algorithm to compute the coefficients which are represented by repeated Dynkin operator on Hermite polynomial.