• Title/Summary/Keyword: Deterministic sensitivity

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SOLVING BI-OBJECTIVE TRANSPORTATION PROBLEM UNDER NEUTROSOPHIC ENVIRONMENT

  • S. SANDHIYA;ANURADHA DHANAPAL
    • Journal of applied mathematics & informatics
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    • v.42 no.4
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    • pp.831-854
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    • 2024
  • The transportation problem (TP) is one of the earliest and the most significant implementations of linear programming problem (LPP). It is a specific type of LPP that mostly works with logistics and it is connected to day-to-day activities in our everyday lives. Nowadays decision makers (DM's) aim to reduce the transporting expenses and simultaneously aim to reduce the transporting time of the distribution system so the bi-objective transportation problem (BOTP) is established in the research. In real life, the transportation parameters are naturally uncertain due to insufficient data, poor judgement and circumstances in the environment, etc. In view of this, neutrosophic bi-objective transportation problem (NBOTP) is introduced in this paper. By introducing single-valued trapezoidal neutrosophic numbers (SVTrNNs) to the co-efficient of the objective function, supply and demand constraints, the problem is formulated. The DM's aim is to determine the optimal compromise solution for NBOTP. The extended weighted possibility mean for single-valued trapezoidal neutrosophic numbers based on [40] is proposed to transform the single-valued trapezoidal neutrosophic BOTP (SVTrNBOTP) into its deterministic BOTP. The transformed deterministic BOTP is then solved using the dripping method [10]. Numerical examples are provided to illustrate the applicability, effectiveness and usefulness of the solution approach. A sensitivity analysis (SA) determines the sensitivity ranges for the objective functions of deterministic BOTP. Finally, the obtained optimal compromise solution from the proposed approach provides a better result as compared to the existing approaches and conclusions are discussed for future research.

A Study on Stability of Marine Embankment Using Reliability Analysis (신뢰성해석을 이용한 호안제체의 안정성에 관한 연구)

  • 박준모;장연수;오세웅
    • Proceedings of the Korean Geotechical Society Conference
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    • 2003.03a
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    • pp.789-796
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    • 2003
  • A reliability analysis is performed to investigate the influence of the uncertainty from the limited in-situ samples and the inherent heterogeneity of the ground on the probability of piping for the marine embankment near shore. The result are compared with those of the deterministic piping stability analysis performed using the fininte element flow analysis. The random variables used are hydraulic conductivity of the ground subsurface and embankment, and the water level of both internal and external side of the embankment. The probability of piping is most sensitive to the mean and standard deviation of internal water level of the embankment among the random variables included in the reliability analysis. It is found that the lower limits of internal water level which satisfies the allowable proability of piping failure for the embankment studied were E.L(-) 1.83m and E.L(-) 1.48m during and after the construction of the embankment, respectively.

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A MULTIVARIATE JUMP DIFFUSION PROCESS FOR COUNTERPARTY RISK IN CDS RATES

  • Ramli, Siti Norafidah Mohd;Jang, Jiwook
    • Journal of the Korean Society for Industrial and Applied Mathematics
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    • v.19 no.1
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    • pp.23-45
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    • 2015
  • We consider counterparty risk in CDS rates. To do so, we use a multivariate jump diffusion process for obligors' default intensity, where jumps (i.e. magnitude of contribution of primary events to default intensities) occur simultaneously and their sizes are dependent. For these simultaneous jumps and their sizes, a homogeneous Poisson process. We apply copula-dependent default intensities of multivariate Cox process to derive the joint Laplace transform that provides us with joint survival/default probability and other relevant joint probabilities. For that purpose, the piecewise deterministic Markov process (PDMP) theory developed in [7] and the martingale methodology in [6] are used. We compute survival/default probability using three copulas, which are Farlie-Gumbel-Morgenstern (FGM), Gaussian and Student-t copulas, with exponential marginal distributions. We then apply the results to calculate CDS rates assuming deterministic rate of interest and recovery rate. We also conduct sensitivity analysis for the CDS rates by changing the relevant parameters and provide their figures.

Sensitivity Analysis of Steel Frames Subjected to Progressive Collapse (철골구조물의 연쇄붕괴에 대한 민감도 해석)

  • Park, Jun-Hei;Hong, Su-Min;Kim, Jin-Koo
    • Proceedings of the Computational Structural Engineering Institute Conference
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    • 2008.04a
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    • pp.307-312
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    • 2008
  • Local damage may cause sequential collapse of structure, which is called progressive collapse. Current progressive collapse analysis is based on the mean value of design variables. This deterministic approach has a low reliability as it doesn't consider uncertainty of variables. In this study the sensitivity of design variables for progressive collapse of structure is evaluated by Monte Calro simulation and Tornado diagram. The analysis results show that the behaviour of model structures is highly sensitive to variation of the yield force of beams and the structural damping ratio.

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Structural Optimization Using Stochastic Finite Element Method (확률 유한요소법을 사용한 구조물 최적설계)

  • 임오강;이병우
    • Transactions of the Korean Society of Mechanical Engineers
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    • v.18 no.8
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    • pp.1920-1929
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    • 1994
  • The stochastic finite element method(SFEM) based structural optimal design is presented. Random system response including uncertainties for the design variable is calculated with first order perturbation method. A method for calculating the sensitivity coefficients is developed using the equilibrium equation and first-order perturbed equation. Numerical results are presented for a truss, frame and plate structures with displacement and stress constraints. The sensitivity calculation proposed here is compared with finite difference method. A nonlinear programming technique is used to solve the problem. The procedure is easily incorporated with existing deterministic structural optimization.

A Study on the Sensitivity Analysis of the Deterministic Sediment Yield Formulas (결정론적 유사량 산정공식의 민감도 분석에 관한 연구)

  • 김성원;고병련;조정석
    • Journal of Environmental Science International
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    • v.7 no.5
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    • pp.581-590
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    • 1998
  • This st at the development of the adequate sediment yield formulas in Wi-Stream basin ; IHP representative basin in Korea. As a result of applying outstanding sediment yield formulas among the existing formulas, it is analyzed that including the Engelund & Hansen formula, Yang formula is proper to the Wi-Stream basin. And as a result of sensitivity analysis to the sediment parameters it is analyzed that Rijn and Actors & White formula is more sensible than any other formulas which has been applied the velocity and depth among the parameters. Also, Engelund & Hansen and Yang formula is less sensible than any other formulas. In Wi-Stream basin, it is analyzed that Yang and Engelund & Hansen formula is the most suitable sediment yield formula in this study. But because the existing formulas had been developed in foreign countries and applied the foreign natural livers and reservoirs, it makes careful use of Korean alluvial river and hoped that it will be developed the most adequate formula in Wi-Stream basin.

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Design Sensitivity Studies for Statistical Energy Analysis Modeling of Construction Vehicles (통계적 에너지 해석 모델을 이용한 건설 장비 설계에 관한 연구)

  • ;Manning, Jerome E.;Tracey, Brian H.
    • Proceedings of the Korean Society for Noise and Vibration Engineering Conference
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    • 1997.10a
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    • pp.385-390
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    • 1997
  • In recent years there has been an increasing emphasis on shortening design cycles for bringing products to market. This requires the development of computer aided engineering tools which allow analysts to quickly evaluate the effect of design changes on noise, vibration, and harshness. Statistical Energy Analysis (SEA) modeling is a valuable tool for predicting noise and vibration as SEA models are inherently simpler and more robust than deterministic models. SEA modeling can be combined with design sensitivity analysis (DSA) to identify design changes which give the largest performance benefit. This paper describes SEA modeling of an equipment cab. SEA predictions are compared to test data, showing good agreement. The use of design sensitivity analysis in improving cab design is then demonstrated.

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A Sensitivity Study on Nuclide Release from the Near-field of a Pyroprocessed Waste Repository System: Part 2. A Deterministic Approach (파이로처리 폐기물 처분 시스템 근계 영역 내 핵종 유출 민감도: 제 2 부 결정론적 접근)

  • Lee, Youn-Myoung;Jeong, Jongtae
    • Journal of Nuclear Fuel Cycle and Waste Technology(JNFCWT)
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    • v.12 no.1
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    • pp.37-43
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    • 2014
  • A parametric sensitivity to the annual exposure dose rate to the farming exposure group has been deterministically carried out for three principal elements identified in the near-field of the pyroprocessed waste repository system as a series study of Part 1 of the coupled paper with the same title. Credit time for both metal and ceramic containers, annual nuclide release rete and the degree of loss of bentonite buffer around the container are selected and investigated deterministically for important nuclides. To this end the A-KRS has been assessed and then compared among each other with the normal, the worst, and the best case scenarios associated with their extreme values these elements could have. All the elements are shown to be sensitive to the results as was in Part 1. Methodology studied through this study and the results are expected to make a good feedback to the repository design.

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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An Inventory Policy for Partial Backorders Case with Interest Rate (이자율(利子率)을 고려한 부분(部分) 부재고(負在庫) 재고(在庫) 모형(模型)에 관한 연구)

  • Kim, Jae-Wan;O, Se-Ho
    • Journal of Korean Institute of Industrial Engineers
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    • v.13 no.2
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    • pp.1-8
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    • 1987
  • In this paper, a deterministic EOQ model with interest rate in which a proportion (${\beta}$) of the demand is backlogged and the rest (1-${\beta}$) is lost. The optimal order quantity is derived and the corresponding average cost is obtained, Sensitivity analysis is performed to sec the influence of interest rate on the optimal order quantity and the average cost. Finally a numerical example is given in which optimum quantities of the model developed in this study and those of the conventional EOQ model are compared.

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