• Water for future
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• v.27 no.2
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• pp.129-137
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• 1994

The surface hydrology of large land areas is susceptible to several preferred stable states with transitions between stable states induced y stochastic fluctuation. This comes about due to the close coupling of land surface and atmospheric interaction. An interesting and important issue is the duration of residence in each mode. Mean transtion times between the stable modes are analyzed for different model parameters or climatic types. In an example situation of this differential equation exhibits a bimodal probability distribution of soil moisture states. Uncertainty analysis regarding the model parameters is performed using a Monte-Carlo simulation method. The method developed in this research may reveal some important characteristics of soil moisture or precipitation over a large area, in particular, those relating to abrupt changes in soil moisture or precipitation having extremely variable duration.

• Journal of Institute of Control, Robotics and Systems
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• v.3 no.3
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• pp.219-226
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• 1997

지구를 원궤도로 돌고 있는 위성 운동과 지진에 흔들리는 건물 진동을 선형 확률적 미분 방정식으로 나타내고 최적화 제어를 위하여 리스크 센서티브 제어기를 사용한다. 리스크 센서티브 파라미터에 따라서 코스트 함수의 평균과 분산이 변하게 된다. 이 파라미터가 무한히 커지면 리스크 센서티브 제어기는 기존의 LQG 제어기와 같아지므로 리스크 샌서티브 제어이론은 LQG 제어 이론을 포함한 종합적인 이론이다. 이 논문에서는 리스크 센서티브 이론을 소개하고, 리스크 센서티브 제어 방식의 성능 측정및 평가 방법을 도출하기 위하여 공분산을 이용하면 리스크 센서티브 제어기는 기존의 LQG 제어기 보다 우수한 성능을 나타낸다는 것을 보여준다. 시뮬레이션을 통하여 위성의 자세및 궤도 운동 제어와 건물 진동 제어에 활용된 리스크 센서티브 제어기의 향상된 성능과 안정성을 보여준다.

• Journal of the Society of Naval Architects of Korea
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• v.31 no.2
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• pp.57-64
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• 1994

The subject of this paper is the simulation of a nonlinear stochastic differential equation. The Monte-Carlo solution of stochastic problems is applied to solve it. The method has been applied to problems involving nonlinear rolling motion of ships in irregular waves. These results are compared with those obtained by the stochastic linearization method and the equivalent nonlinear equation method to demonstrate its usefulness.

• Journal of Korean Society of Transportation
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• v.24 no.4 s.90
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• pp.149-159
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• 2006

Traditional trip tables are estimated through large-scale surveys such as household survey, roadside interviews, and license Plate matching. These methods are, however, expensive and time consuming. This paper presents two origin-destination (OD) trip matrix estimation methods from link traffic counts in stochastic assignment, which contains perceived errors of drivers for alternatives. The methods are formulated based on the relation between link flows and OD demands in logit formula. The first method can be expressed to minimize the difference between observed link flows and estimated flows, derived from traffic assignment and be solved by gradient method. The second method can be formulated based on dynamic process, which nay describe the daily movement patterns of drivers and be solved by a recursive equation. A numerical example is used for assessing the methods, and shows the performances and properties of the models.

• Journal of the Korean Data and Information Science Society
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• v.26 no.2
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• pp.323-334
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• 2015

he current VaR model based on the J.P. Morgan's RiskMetrics structurally can not reflect the future economic situation. In this study, we propose a One-factor model resulting from the Wiener stochastic process decomposed into a systematic risk factor and an idiosyncratic risk factor. Therefore, we are able to perform a preemptive risk management by means of reflecting the predicted common risk factors in the model. Stocks in the portfolio are satisfied with the independence to each other because the common factors are fixed by the predicted value. Therefore, we can easily determine the investment in each stock to minimize the variance of the portfolio. In addition, the portfolio VaR is decomposed into the sum of the individual VaR. So we can effectively implement the constitution of the portfolio to meet the target maximum losses.

• KSCE Journal of Civil and Environmental Engineering Research
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• v.26 no.4A
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• pp.647-657
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• 2006

Probabilistic Risk Assessment considering statistically random variables is performed for the preliminary design of a Cable Stayed Bridge, which is Prestressed Concrete Bridge consisted of cable and plate girders, based on the method of Working Stress Design and Strength Design. Component reliabilities of cables and girders have been evaluated using the response surface of the design variables at the selected critical sections based on the maximum shear, positive and negative moment locations. Response Surface Method (RSM) is successfully applied for reliability analyses for this relatively small probability of failure of the complex structure, which is hard to obtain through Monte-Carlo Simulations. or through First Order Second Moment Method that can not easily calculate the derivative terms of implicit limit state functions. For the analysis of system reliability, parallel resistance system consisting of cables and plate girder is changed into series connection system and the result of system reliability of total structure is presented. As a system reliability, the upper and lower probabilities of failure for the structural system have been evaluated and compared with the suggested prediction method for the combination of failure modes. The suggested prediction method for the combination of failure modes reveals the unexpected combinations of element failures in significantly reduced time and efforts compared with the previous permutation method or system reliability analysis method, which calculates upper and lower bound failure probabilities.

• Journal of the Computational Structural Engineering Institute of Korea
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• v.20 no.3
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• pp.273-279
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• 2007

Probabilistic Risk Assessment considering statistically random variables is performed for the preliminary design of an Arch Bridge. Component reliabilities of girders have been evaluated using the response surfaces of the design variables at the selected critical sections based on the maximum shear and negative moment locations. Response Surface Method (RSM) is successfully applied for reliability analyses lot this relatively small probability of failure of the complex structure, which is hard to be calculated by Monte-Carlo Simulations or by First Order Second Moment method that can not easily calculate the derivative terms in implicit limit state functions. For the analysis of system reliability, parallel resistance system composed of girders is modeled as a parallel series connection system. The upper and lower probabilities of failure for the structural system have been evaluated and compared with the suggested prediction method for the combination of failure modes. The suggested prediction method for the combination of failure modes reveals the unexpected combinations of element failures in significantly reduced time and efforts, compared with the previous permutation method or conventional system reliability analysis method.

• Journal of the Institute of Electronics Engineers of Korea SD
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• v.41 no.6
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• pp.25-31
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• 2004

In this paper, we introduce kinetic Monte Carlo (kMC) methods for simulating diffusion process in nano-scale device fabrication. At first, we review kMC theory and backgrounds and give a simple point defect diffusion process modeling in thermal annealing after ion (electron) implantation into Si crystalline substrate to help understand kinetic Monte Carlo methods. kMC is a kind of Monte Carlo but can simulate time evolution of diffusion process through Poisson probabilistic process. In kMC diffusion process, instead of. solving differential reaction-diffusion equations via conventional finite difference or element methods, it is based on a series of chemical reaction (between atoms and/or defects) or diffusion events according to event rates of all possible events. Every event has its own event rate and time evolution of semiconductor diffusion process is directly simulated. Those event rates can be derived either directly from molecular dynamics (MD) or first-principles (ab-initio) calculations, or from experimental data.

• The Journal of the Korea Contents Association
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• v.8 no.5
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• pp.276-286
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• 2008

In this paper, we introduce an adaptive e-Learning system for engineering mathematics which is based on computer algebra system (Mathematica) and on-line authoring environment. The system provides an assessment tool for individual diagnosis using Bayesian inference network. Using this system, an instructor can easily develop mathematical web contents via web interface. Examples of such content development are illustrated in the area of linear algebra, differential equation and discrete mathematics. The diagnostic module traces a student's knowledge level based on statistical inference using the conditional probability and Bayesian updating algorithm via Netica. As part of formative evaluation, we brought this system into real university settings and analyzed students' feedback using survey.

• Journal of Digital Convergence
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• v.17 no.12
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• pp.211-217
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• 2019

Location positioning systems are available in applications such as mobile, robotic tracking systems and Wireless location-based service (LBS) applications. The GPS system is the most well-known location tracking system, but it is not easy to use indoors. The method of radio frequency identification (RFID) location tracking was studied in terms of cost-effectiveness for indoor location tracking systems. Most RFID systems use active RFID tags using expendable batteries, but in this paper, an inexpensive indoor location tracking system using passive RFID tags has been developed. A pattern matching method and a system for tracing location by generating regression curves were studied to use precision tracking algorithms. The system was tested by verifying the level of error caused by noise. The three-dimensional curves are produced by the regression equation estimated the statistically meaningful coordinates by the differential equation. The proposed system could also be applied to mobile robot systems, AGVs and mobile phone LBSs.