• Title/Summary/Keyword: Deterministic dynamic system

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A Study on the Stochastic Sensitivity Analysis in Dynamics of Shell Structure (쉘 구조물의 확률적 동적 민감도 해석에 관한 연구)

  • Bae, Dong-Myung;Lee, Chang-Hoon
    • Journal of the Korean Society of Fisheries and Ocean Technology
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    • v.34 no.3
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    • pp.328-338
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    • 1998
  • It is main objective of this approach to present a method to analyse stochastic design sensitivity for problems of structural dynamics with randomness in design parameters. A combination of the adjoint variable approach and the second oder perturbation method is used in the finite element approach. An alternative form of the constant functional that holds for all times is introduced to consider the time response of dynamic sensitivity. The terminal problem of the adjoint system is solved using equivalent homogeneous equations excited by initial velocities. The numerical procedures are shown to be much more efficient when based on the fold superposition method : the generalized co-ordinates are normalized and the correlated random variables are transformed to uncorrelated variables, where as the secularities are eliminated by the fast Fourier transform of complex valued sequences. Numerical algorithms have been worked out and proved to be accurate and efficient : they codes whose element derivative matrices can be explicitly generated. The numerical results of two cases - 2-dimensional portal frame and 3/4-cylindrical shell structure - for the deterministic and stochastic sensitivity analysis illustrates in this paper.

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A Numerical Study of Smoke Movement In Atrium Space (아트리움 공간에 있어서 연기 유동에 관한 수치해석적 연구)

  • 노재성;유홍선;정연태;김충익;윤명오
    • Fire Science and Engineering
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    • v.11 no.4
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    • pp.3-14
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    • 1997
  • The smoke filling process for the atrium space containing a fire source is simulated using two types of deterministic fire model : Zone model and Field model. The zone model used is the CFAST(version 1.6) model developed at the Building and Fire Research Laboratories, NIST in the USA. The field model is a self-developed frie field model based on Computational Fluid Dynamic (CFD) theories. This article is focused on finding out the smoke movement and temperature distribution in atrium space which is cubic in shape. For solving the liked set of velocity and pressure equation, the PISO algorithm, which strengthened the velocity-pressure coupling, was used. Since PISO algorithm is a time-marching procedure, computing time si very fast. A computational procedure for predicting velocity and temperature distribution in fire-induced flow is based on the solution, in finite volume method and non-staggered grid system, of 3-dimensional equations for the conservation of mass, momentum, energy, species and so forth. The fire model i.e Zone model and Field model predicted similar results for clear heights and the smoke layer temperature.

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Detecting Nonlinearity of Hydrologic Time Series by BDS Statistic and DVS Algorithm (BDS 통계와 DVS 알고리즘을 이용한 수문시계열의 비선형성 분석)

  • Choi, Kang Soo;Kyoung, Min Soo;Kim, Soo Jun;Kim, Hung Soo
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.29 no.2B
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    • pp.163-171
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    • 2009
  • Classical linear models have been generally used to analyze and forecast hydrologic time series. However, there is growing evidence of nonlinear structure in natural phenomena and hydrologic time series associated with their patterns and fluctuations. Therefore, the classical linear techniques for time series analysis and forecasting may not be appropriate for nonlinear processes. In recent, the BDS (Brock-Dechert-Scheinkman) statistic instead of conventional techniques has been used for detecting nonlinearity of time series. The BDS statistic was derived from the statistical properties of the correlation integral which is used to analyze chaotic system and has been effectively used for distinguishing nonlinear structure in dynamic system from random structures. DVS (Deterministic Versus Stochastic) algorithm has been used for detecting chaos and stochastic systems and for forecasting of chaotic system. This study showed the DVS algorithm can be also used for detecting nonlinearity of the time series. In this study, the stochastic and hydrologic time series are analyzed to detect their nonlinearity. The linear and nonlinear stochastic time series generated from ARMA and TAR (Threshold Auto Regressive) models, a daily streamflow at St. Johns river near Cocoa, Florida, USA and Great Salt Lake Volume (GSL) data, Utah, USA are analyzed, daily inflow series of Soyang dam and the results are compared. The results showed the BDS statistic is a powerful tool for distinguishing between linearity and nonlinearity of the time series and DVS plot can be also effectively used for distinguishing the nonlinearity of the time series.

Development of Reservoir Operating Rule Using Explicit Stochastic Dynamic Programming (양해 추계학적 동적계획기법에 의한 저수지 운영률 개발)

  • Go, Seok-Gu;Lee, Gwang-Man;Lee, Han-Gu
    • Journal of Korea Water Resources Association
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    • v.30 no.3
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    • pp.269-278
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    • 1997
  • Operating rules, the basic principle of reservoir operation, are mostly developed from maximum or minimum, mean inflow series so that those rules cannot be used in practical operating situations to estimate the expected benefits or provide the operating policies for uncertainty conditions. Many operating rules based on the deterministic method that considers all operation variables including inflows as known variables can not reflect to uncertainties of inflow variations. Explicit operating rules can be developed for improving the weakness. In this method, stochastic trend of inflow series, one of the reservoir operation variables, can be directly method, the stochastic technique was applied to develop reservoir operating rule. In this study, stochastic dynamic programming using the concepts was applied to develop optimal operating rule for the Chungju reservoir system. The developed operating rules are regarded as a practical usage because the operating policy is following up the basic concept of Lag-1 Markov except for flood season. This method can provide reservoir operating rule using the previous stage's inflow and the current stage's beginning storage when the current stage's inflow cannot be predicted properly.

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Development of An Adaptive Route Guidance Strategy under Non-recurrent Traffic Congestion (돌발적 교통혼잡하에서 적응형 경로 안내 전략의 수립 및 평가에 관한 연구)

  • 이상건
    • Journal of Korean Society of Transportation
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    • v.15 no.1
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    • pp.175-192
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    • 1997
  • 첨단 교통정보 시스템(ATIS)의 핵심요소라고 할 수 있는 동적경로안내 시스템 (Dynamic Route Guidance System)은 운전자가 목적지에 도착하기까지 실시간 교통정보를 토대로 최적경로를 안내해줌으로써 날로 심화되고 있는 교통혼잡을 최소화 할 수 있으리라 기대를 모으고 있다. 특히 교통사고나 긴급 도로공사 등으로 인해 발생하는 돌발적 교통혼잡하에서는 DRGS의 역할이 더욱 커질 것으로 예상되고 있다. 본 논문은 돌발적 교통혼잡하에서 보다 효과적인 DRGS의 경로안내 전략을 수립하고 평가하는데 그 목적이 있다. 이를 위해 우선 하부구조기반 DRGS와 개인차량기반 DRGS의 장단점을 비교하고 시스템 아키텍쳐와 경로안내전략의 관계를 규명하였다. 또한 효율적인 경로안내를 위해 사용자평형 (User Equilibrium) 경로안내전략과 시스템 최적화(System Optimal) 경로안내 전략을 이상형교통망 (Idealized Network)을 통해 비교 분석하였다. 그리고 돌발적 교통 혼잡하에서 사용자평형 경로 안내를 사용할 경우 야기될 수 있는 Braess Paradox 문제와 시스템 최적경로안내를 사용할 경우 일어날 수 있는 사용자 호응도(User Compliance) 문제를 동시에 감안한 적응 형 경로안내 전략을 개발하였다. 이 방법은 위의 경로 안내 전략들이 가지고 있는 장단점을 상황에 따라 평가하여 경로안내 전략을 선택하는 과정을 수행시간을 절약하지 못할 것으로 평가되면 사용자 호응도를 고려하여 사용자 평형 전략을 선택하도록 하였다. 돌발적 교통 혼잡하에서 통행 시간을 동적으로 예측하기 위해서는 이산 확정적 대기행렬모형 (Discrete Deterministic Queueing Model)이 적용되었다. 한편, 적응형 전략의 효율성을 평가하기 위 해 이상형교통망과 실제 미국 Virginia 주의 Fairfax Country에 소재한 주간 고속도로 66번 과 인접 교통망을 대상으로 각종 돌발교통혼잡상황을 전제로 한 Traffic Simulation과 정보 제공 시나리오를 INTEGRATION Model을 사용하여 실행하였다. 그 결과 적응형전략이 단지 사용자평형 경로안내전략만 사용하는 경우에 비해 교통 혼잡도와 유고상황의 체류정도에 따라 3%에서 10%정도까지 전체통행시간을 절약할 수 있다는 결론을 얻었다.

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Development of Intelligent ATP System Using Genetic Algorithm (유전 알고리듬을 적용한 지능형 ATP 시스템 개발)

  • Kim, Tai-Young
    • Journal of Intelligence and Information Systems
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    • v.16 no.4
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    • pp.131-145
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    • 2010
  • The framework for making a coordinated decision for large-scale facilities has become an important issue in supply chain(SC) management research. The competitive business environment requires companies to continuously search for the ways to achieve high efficiency and lower operational costs. In the areas of production/distribution planning, many researchers and practitioners have developedand evaluated the deterministic models to coordinate important and interrelated logistic decisions such as capacity management, inventory allocation, and vehicle routing. They initially have investigated the various process of SC separately and later become more interested in such problems encompassing the whole SC system. The accurate quotation of ATP(Available-To-Promise) plays a very important role in enhancing customer satisfaction and fill rate maximization. The complexity for intelligent manufacturing system, which includes all the linkages among procurement, production, and distribution, makes the accurate quotation of ATP be a quite difficult job. In addition to, many researchers assumed ATP model with integer time. However, in industry practices, integer times are very rare and the model developed using integer times is therefore approximating the real system. Various alternative models for an ATP system with time lags have been developed and evaluated. In most cases, these models have assumed that the time lags are integer multiples of a unit time grid. However, integer time lags are very rare in practices, and therefore models developed using integer time lags only approximate real systems. The differences occurring by this approximation frequently result in significant accuracy degradations. To introduce the ATP model with time lags, we first introduce the dynamic production function. Hackman and Leachman's dynamic production function in initiated research directly related to the topic of this paper. They propose a modeling framework for a system with non-integer time lags and show how to apply the framework to a variety of systems including continues time series, manufacturing resource planning and critical path method. Their formulation requires no additional variables or constraints and is capable of representing real world systems more accurately. Previously, to cope with non-integer time lags, they usually model a concerned system either by rounding lags to the nearest integers or by subdividing the time grid to make the lags become integer multiples of the grid. But each approach has a critical weakness: the first approach underestimates, potentially leading to infeasibilities or overestimates lead times, potentially resulting in excessive work-inprocesses. The second approach drastically inflates the problem size. We consider an optimized ATP system with non-integer time lag in supply chain management. We focus on a worldwide headquarter, distribution centers, and manufacturing facilities are globally networked. We develop a mixed integer programming(MIP) model for ATP process, which has the definition of required data flow. The illustrative ATP module shows the proposed system is largely affected inSCM. The system we are concerned is composed of a multiple production facility with multiple products, multiple distribution centers and multiple customers. For the system, we consider an ATP scheduling and capacity allocationproblem. In this study, we proposed the model for the ATP system in SCM using the dynamic production function considering the non-integer time lags. The model is developed under the framework suitable for the non-integer lags and, therefore, is more accurate than the models we usually encounter. We developed intelligent ATP System for this model using genetic algorithm. We focus on a capacitated production planning and capacity allocation problem, develop a mixed integer programming model, and propose an efficient heuristic procedure using an evolutionary system to solve it efficiently. This method makes it possible for the population to reach the approximate solution easily. Moreover, we designed and utilized a representation scheme that allows the proposed models to represent real variables. The proposed regeneration procedures, which evaluate each infeasible chromosome, makes the solutions converge to the optimum quickly.

Comparison of the Characteristics between the Dynamical Model and the Artificial Intelligence Model of the Lorenz System (Lorenz 시스템의 역학 모델과 자료기반 인공지능 모델의 특성 비교)

  • YOUNG HO KIM;NAKYOUNG IM;MIN WOO KIM;JAE HEE JEONG;EUN SEO JEONG
    • The Sea:JOURNAL OF THE KOREAN SOCIETY OF OCEANOGRAPHY
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    • v.28 no.4
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    • pp.133-142
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    • 2023
  • In this paper, we built a data-driven artificial intelligence model using RNN-LSTM (Recurrent Neural Networks-Long Short-Term Memory) to predict the Lorenz system, and examined the possibility of whether this model can replace chaotic dynamic models. We confirmed that the data-driven model reflects the chaotic nature of the Lorenz system, where a small error in the initial conditions produces fundamentally different results, and the system moves around two stable poles, repeating the transition process, the characteristic of "deterministic non-periodic flow", and simulates the bifurcation phenomenon. We also demonstrated the advantage of adjusting integration time intervals to reduce computational resources in data-driven models. Thus, we anticipate expanding the applicability of data-driven artificial intelligence models through future research on refining data-driven models and data assimilation techniques for data-driven models.

Retrofit strategy issues for structures under earthquake loading using sensitivity-optimization procedures

  • Manolis, G.D.;Panagiotopoulos, C.G.;Paraskevopoulos, E.A.;Karaoulanis, F.E.;Vadaloukas, G.N.;Papachristidis, A.G.
    • Earthquakes and Structures
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    • v.1 no.1
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    • pp.109-127
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    • 2010
  • This work aims at introducing structural sensitivity analysis capabilities into existing commercial finite element software codes for the purpose of mapping retrofit strategies for a broad group of structures including heritage-type buildings. More specifically, the first stage sensitivity analysis is implemented for the standard deterministic environment, followed by stochastic structural sensitivity analysis defined for the probabilistic environment in a subsequent, second phase. It is believed that this new generation of software that will be released by the industrial partner will address the needs of a rapidly developing specialty within the engineering design profession, namely commercial retrofit and rehabilitation activities. In congested urban areas, these activities are carried out in reference to a certain percentage of the contemporary building stock that can no longer be demolished to give room for new construction because of economical, historical or cultural reasons. Furthermore, such analysis tools are becoming essential in reference to a new generation of national codes that spell out in detail how retrofit strategies ought to be implemented. More specifically, our work focuses on identifying the minimum-cost intervention on a given structure undergoing retrofit. Finally, an additional factor that arises in earthquake-prone regions across the world is the random nature of seismic activity that further complicates the task of determining the dynamic overstress that is being induced in the building stock and the additional demands placed on the supporting structural system.

A Study on EEG bionic signals management for using the non-linear analysis methods (라벤더 향 자극에 대한 EEG 생체신호의 비선형 분석)

  • 강근;안광민;이형
    • Proceedings of the Korea Society of Information Technology Applications Conference
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    • 2002.11a
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    • pp.461-467
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    • 2002
  • Signals reduced from the brain had been considered as a noise that is caused by the stochastic process until 1980. The recent non-linear dynamic theory researches, however, reported that these signals are meaningful and deterministic chaos signals in which they show how the brain deals with various information Since this report, a wide range of researches has been carried out and still in progress. Thus, by using the correlational dimension, one of the non-linear analytical methods, the characteristics of the brain signals can be analyzed. In this thesis, the scent of lavender, which stimulates the olfactory sense, is introduced to measure EEG with the International 10-20 electrode system on 16 channels, and to analyze the interrelationship between the original signals before the stimulation and the changed signals after the stimulation. Finally, the effect of the scent stimulation to the brain is analyzed. The purpose of this thesis is to apply these analyzed results to the computerized mapping of the brain signals and possible ways of specifying the source of the brain signals through various medical applications.

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A Study on EEG bionic signals management for using the non-linear analysis methods (라벤더 향 자극에 대한 EEG 생체신호의 비선형 분석)

  • Kang, Kun;Ahn, Kwang-Min;Lee, Hyoung
    • Proceedings of the Korea Society for Industrial Systems Conference
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    • 2002.11a
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    • pp.461-467
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    • 2002
  • Signals produced from the brain had been considered as a noise that is caused by the stochastic process until 1980. The recent non-linear dynamic theory researches, however, reported that these signals are meaningful and deterministic chaos signals in which they show how the brain deals with various information Since this report a wide range of researches has been carried out and still in progress. Thus, by using the correlational dimension, one of the non-linear analytical methods, the characteristics of the brain signals can be analyzed. In this thesis, the scent of lavender, which stimulates the olfactory sense, is introduced to measure EEG with the International 10-20 electrode system on 16 channels, and to analyze the interrelationship between the original signals before the stimulation and the changed signals after the stimulation. Finally, the effect of the scent stimulation to the brain is analyzed. The purpose of this thesis is to apply these analyzed results to the computerized mapping of the brain signals and possible ways of specifying the source of the brain signals through various medical applications.

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