• Communications for Statistical Applications and Methods
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• 제28권3호
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• pp.251-265
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• 2021

This paper discusses the pricing of autocallable structured product with knock-in (KI) feature using the exit probability with the Brownian Bridge technique. The explicit pricing formula of autocallable ELS derived in the existing paper handles the part including the minimum of the Brownian motion using the inclusion-exclusion principle. This has the disadvantage that the pricing formula is complicate because of the probability with minimum value and the computational volume increases dramatically as the number of autocall chances increases. To solve this problem, we applied an efficient and robust simulation method called the Brownian Bridge technique, which provides the probability of touching the predetermined barrier when the initial and terminal values of the process following the Brownian motion in a certain interval are specified. We rewrite the existing pricing formula and provide a brief theoretical background and computational algorithm for the technique. We also provide several numerical examples computed in three different ways: explicit pricing formula, the Crude Monte Carlo simulation method and the Brownian Bridge technique.

• 한국안전학회지
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• 제27권1호
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• pp.86-95
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• 2012

The BWIM(Bridge Weigh-In-Motion) is a technology to identify vehicle properties, such as weight, speed, axle spacing and running lane, passing over a bridge by using dynamic response of bridge member. Such information will be used for assessing durability and establishing a maintenance strategy of roadway structures. In this paper, as a first step for developing BWIM system, analytical and experimental studies were conducted in order to verify whether the response of vertical stiffener in steel girder bridge can be used to identify vehicle properties running on the bridge. It was known from this study that such vehicle information could be estimated reasonably by using strain time history curve of a vertical stiffener due to running vehicles. It is because the effect of each axle-load of vehicle appears definitely in the curve. However, as the magnitude of strain of vertical stiffener is effected by running pattern of vehicles, further study is necessary to reduce error when estimating vehicle weight.

• Earthquakes and Structures
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• 제18권1호
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• pp.1-14
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• 2020

The vehicle-bridge interaction (VBI) analysis might be cumbersome and computationally expensive in bridge engineering due to the necessity of solving large number of coupled system of equations. However, VBI analysis can provide valuable insights into the dynamic behavior of highway bridges under specific loading conditions. Hence, this paper presents a numerical study on the dynamic behavior of a conventional highway bridge under strong near-field and far-field earthquake motions considering the VBI effects. A recursive substructuring method, which enables solving bridge and vehicle equations of motion separately and suitable to be adapted to general purpose finite element softwares, was used. A thorough analysis that provides valuable information about the effect of various traffic conditions, vehicle velocity, road roughness and effect of soil conditions under far-field and near-field strong earthquake motions has been presented. A real-life concrete highway bridge was chosen for numerical demonstrations. In addition, sprung mass models of vehicles consist of conventional truck and car models were created using physical and dynamic properties adopted from literature. Various scenarios, of which the results may help to highlight the different aspects of the dynamic response of concrete highway bridges under strong earthquakes, have been considered.

• 한국지진공학회논문집
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• 제10권6호
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• pp.1-8
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• 2006

본 논문에서는 교량 모니터링 시스템의 일부분으로 서해대교에 설치된 교량 하중측정 시스템(BWIM system)으로부터 획득한 신호를 분석하여 통행차량의 정보를 추출하기 위한 알고리즘의 개발과정과 이를 위해 수행한 현장 차량주행시험에 대하여 기술하였다. 개발된 BWIM 시스템은 포장층에 매설하는 축감지기가 없는 형태로, 바닥판과 가로보에 설치된 변형률계로부터 측정한 시간이력 변형률신호만을 이용하였다. 이들 측정신호로부터 추출하고자 하는 차량의 정보는 통과차로, 통과속도, 차 축수 및 총 중량이며, 이들 정보의 추출을 위해 패턴인식기법의 일종인 인공신경망(Aritificial Neural Network, ANN) 기법을 사용하였다. 현장 차량주행시험을 통하여 기지차량 및 미지차량 통행시의 BWIM 응답 데이터를 측정하였으며, 이들 실측데이터를 사용하여 인공신경망의 학습 및 성능검증을 수행하였다. 개발된 기법을 사용하여 추출되는 차량의 정보들은 현재의 교량상태 및 피로수명 평가시 활용될 수 있을 것이며, 향후 설계트럭 하중모델의 개정시 기초자료로도 활용될 수 있을 것으로 기대된다.

• Earthquakes and Structures
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• 제23권2호
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• pp.169-181
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• 2022

To research the dynamic response of the high-rise structure under the rocking ground motion, which we believed that the effect cannot be ignored, especially accompanied by vertical ground motion. Theoretical analysis and shaking table seismic simulation tests were used to study the response of a high-rise structure to excitation of a H-V-R ground motion that included horizontal, vertical, and rocking components. The use of a wavelet analysis filtering technique to extract the rocking component from data for the primary horizontal component in the first part, based on the principle of horizontal pendulum seismogram and the use of a wavelet analysis filtering technique. The dynamic equation of motion for a high-rise structure under H-V-R ground motion was developed in the second part, with extra P-△ effect due to ground rocking displacement was included in the external load excitation terms of the equation of motion, and the influence of the vertical component on the high-rise structure P-△ effect was also included. Shaking table tests were performed for H-V-R ground motion using a scale model of a high-rise TV tower structure in the third part, while the results of the shaking table tests and theoretical calculation were compared in the last part, and the following conclusions were made. The results of the shaking table test were consistent with the theoretical calculation results, which verified the accuracy of the theoretical analysis. The rocking component of ground motion significantly increased the displacement of the structure and caused an asymmetric displacement of the structure. Thus, the seismic design of an engineering structure should consider the additional P-△ effect due to the rocking component. Moreover, introducing the vertical component caused the geometric stiffness of the structure to change with time, and the influence of the rocking component on the structure was amplified due to this effect.

• Earthquakes and Structures
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• 제8권6호
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• pp.1481-1497
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• 2015

Vertical earthquake ground motion may magnify vertical dynamic responses of structures, and thus cause serious damage to bridges. As main support structures, piers and bearings play an important role in vertical seismic response analysis of girder bridges. In this study, the pier and bearing are simplified as a vertical series spring system without mass. Then, based on the assumption of small displacement, the equation of motion governing the simply-supported straight girder bridge under vertical ground motion is established including effects of vertical deformation of support structures. Considering boundary conditions, the differential quadrature method (DQM) is applied to discretize the above equation of motion into a MDOF (multi-degree-of-freedom) system. Then seismic responses of this MDOF system are calculated by a step-by-step integration method. Effects of support structures on vertical dynamic responses of girder bridges are studied under different vertical strong earthquake motions. Results indicate that support structures may remarkably increase or decrease vertical seismic responses of girder bridges. So it is of great importance to consider effects of support structures in structural seismic design of girder bridges in near-fault region. Finally, optimization of support structures to resist vertical strong earthquake motions is discussed.

• 한국지진공학회:학술대회논문집
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• 한국지진공학회 2003년도 춘계 학술발표회논문집
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• pp.182-189
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• 2003

Member actions of long-span suspension bridge due to multiple-support motion are generally larger than those for synchronous support motion frequently employed in aseismic design of a conventional structure. In this study, all the sources of the asynchronous support motion are considered including the loss of coherence and the soil-structure interaction as well as the time delay due to wave propagation of seismic waves. The substructure technique analyzing total soil-foundation-structure system as a superposition of two sub-structures including soil-foundation system and structure itself is employed for the seismic response analysis of the suspension bridge. Finally, an application example is presented to demonstrate applicability of the proposed methodology.

• 한국구조물진단유지관리공학회 논문집
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• 제25권3호
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• pp.57-67
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• 2021

간선도로망을 효율적으로 관리하기 위해서는 도로를 통행하는 교통에 대한 최신의 정확한 정보가 지속적으로 제공되어야 한다. 중차량의 교통량 및 중량 분포를 효과적으로 얻는 방법 중의 하나가 BWIM 기법이며, 이에 대한 연구가 활발히 진행되고 있다. 이 연구는 기존 연구와 달리 교량의 구조적 특성을 활용하여 간편하게 주행차량의 축간거리 및 중량을 추정할 수 있는 단순화된 BWIM(Bridge Weigh-In-Motion) 알고리즘을 개발하기 위해 수행되었다. 가로보가 설치되지 않은 단지간의 RC-T빔교를 연구대상으로 선정하고, 예비현장 실험을 통해 바닥판 및 주거더의 변형률 응답 특성을 확인하였다. 예비현장실험결과에 기초하여 연구대상 교량에 적합한 단순화된 BWIM 알고리즘을 도출하였다. 이 연구를 통해 도출된 BWIM 알고리즘의 타탕성 및 정확성을 현장실험을 통해 검증하였다. 검증실험 결과, 제안된 BWIM 알고리즘은 주행차량의 축간거리 및 총 중량을 3% 미만의 평균 오차를 가지고 추정하는 결과를 나타내었다.

• Structural Engineering and Mechanics
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• 제23권3호
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• pp.233-247
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• 2006

Most codes of practice state that for large in-plane structures it is necessary to account for the spatial variability of earthquake ground motion. There are essentially three effects that contribute for this variation: (i) wave passage effect, due to finite propagation velocity; (ii) incoherence effect, due to differences in superposition of waves; and (iii) the local site amplification due to spatial variation in geological conditions. This paper discusses the procedures to be undertaken in the time domain analysis of a cable-stayed bridge under spatial variability of earthquake ground motion. The artificial synthesis of correlated displacements series that simulate the earthquake load is discussed first. Next, it is described the 3D model of the International Guadiana Bridge used for running tests with seismic analysis. A comparison of the effects produced by seismic waves with different apparent propagation velocities and different geological conditions is undertaken. The results in this study show that the differences between the analysis with and without spatial variability of earthquake ground motion can be important for some displacements and internal forces, especially those influenced by symmetric modes.

• Earthquakes and Structures
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• 제17권6호
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• pp.635-647
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• 2019

Tests and theoretical studies for seismic responses of a transmission tower-line system under coupled horizontal and tilt (CHT) ground motion were conducted. The method of obtaining the tilt component from seismic motion was based on comparisons from the Fourier spectrum of uncorrected seismic waves. The collected data were then applied in testing and theoretical analysis. Taking an actual transmission tower-line system as the prototype, shaking table tests of the scale model of a single transmission tower and towers-line systems under horizontal, tilt, and CHT ground motions were carried out. Dynamic equations under CHT ground motion were also derived. The additional P-∆ effect caused by tilt motion was considered as an equivalent horizontal lateral force, and it was added into the equations as the excitation. Test results were compared with the theoretical analysis and indicated some useful conclusions. First, the shaking table test results are consistent with the theoretical analysis from improved dynamic equations and proved its correctness. Second, the tilt component of ground motion has great influence on the seismic response of the transmission tower-line system, and the additional P-∆effect caused by the foundation tilt, not only increases the seismic response of the transmission tower-line system, but also leads to a remarkable asymmetric displacement effect. Third, for the tower-line system, transmission lines under ground motion weaken the horizontal displacement and acceleration responses of transmission towers. This weakening effect of transmission lines to the main structure, however, will be decreased with consideration of tilt component.