• Communications for Statistical Applications and Methods
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• v.28 no.3
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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.

• Journal of the Korean Society of Safety
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• v.27 no.1
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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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• v.18 no.1
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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.

• Journal of the Earthquake Engineering Society of Korea
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• v.10 no.6 s.52
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• pp.1-8
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• 2006

This paper describes the procedures developing the algorithm for analyzing signals acquired from the Bridge Weigh-in-Motion (BWIM) system installed in Seohae Bridge as a part of the bridge monitoring system. Through the analysis procedure, information about heavy traffics such as weight, speed, and number of axles are attempted to be extracted from time domain strain data of the BWIM system. One of numerous pattern recognition techniques, artificial neural network (ANN) is employed since it can effectively include dynamic effects, bridge-vehicle interaction, etc. A number of vehicle running experiments with sufficient load cases are executed to acquire training and/or test set of ANN. Extracted traffic information can be utilized for developing quantitative database of loading effect. Also, it can contribute to estimate fatigue lift or current health condition, and design truck can be revised based on the database reflecting recent trend of traffic.

• Earthquakes and Structures
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• v.23 no.2
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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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• v.8 no.6
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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.

• Proceedings of the Earthquake Engineering Society of Korea Conference
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• 2003.03a
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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.

• Journal of the Korea institute for structural maintenance and inspection
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• v.25 no.3
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• pp.57-67
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• 2021

A thorough administration of the arterial road network requires a continuous supply of updated and accurate information about the traffic that travels on the roads. One of the ways to effectively obtain the traffic volume and weight distribution of heavy vehicles is the BWIM technique, which is actively being studied. Unlike previous studies, this study was performed to develop a simplified Bridge Weigh-In-Motion (BWIM) algorithm that can easily estimate the axle spacing and weight of a traveling vehicle by utilizing the structural characteristics of the bridge. A short span RC T-beam bridge with no crossbeam installed was selected for the study, and then the strain response characteristics of bridge deck and girder was checked through preliminary field test. Based on the preliminary field test results, a simplified BWIM algorithm suitable for the bridge to be studied was derived. The validity and accuracy of the BWIM algorithm derived in this study were verified through field test. As a result of the verification test, the proposed BWIM algorithm can estimate the axle spacing and gross weight of the travelling vehicles with the average percent error of less than 3%.

• Structural Engineering and Mechanics
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• v.23 no.3
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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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• v.17 no.6
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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.