• Earthquakes and Structures
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• v.2 no.3
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• pp.279-295
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• 2011

This paper develops a probabilistic methodology for the seismic reliability analysis of structures with random properties. The earthquake loading is assumed to be described in terms of response spectra. The proposed methodology takes advantage of the response spectra and thus does not require explicit dynamic analysis of the actual structure. Uncertainties in the structural properties (e.g. member cross-sections, modulus of elasticity, member strengths, mass and damping) as well as in the seismic load (due to uncertainty associated with the earthquake load specification) are considered. The structural reliability is estimated by determining the failure probability or the reliability index associated with a performance function that defines safe and unsafe domains. The structural failure is estimated using a performance function that evaluates whether the maximum displacement has been exceeded. Numerical illustrations of reliability analysis of elastic and elastic-plastic single-story frame structures are presented first. The extension of the proposed method to elastic multi-degree-of-freedom uncertain structures is also studied and a solved example is provided.

• Journal of The Korean Society of Agricultural Engineers
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• v.56 no.1
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• pp.11-20
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• 2014

Many classification studies for the community of densely-connected nodes are limited to the comprehensive analysis for detecting the communities in probabilistic networks with nodes and edge of the probabilistic distribution because of the difficulties of the probabilistic operation. This study aims to use convolution method for operating nodes and edge of probabilistic distribution. For the probabilistic hierarchy network with nodes and edges of the probabilistic distribution, the model of this study detects the communities of nodes to make the new probabilistic distribution with two distribution. The results of our model was verified through comparing with Monte-carlo Simulation and other community-detecting methods.

• Journal of the Korea Institute of Military Science and Technology
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• v.11 no.6
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• pp.30-37
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• 2008

The ARS(Attitude Reference System) calculates an attitude of a vehicle using inertial angular rate sensors and acceleration sensors. The attitude error of ARS increases due to the integration of angular rate sensor output. To reduce the attitude error an acceleration of sensor is used similar to leveling method of INS(Inertial Navigation System). When an acceleration of vehicle is increased, it is difficult to calculate the attitude error using acceleration sensor output. In this paper the estimation method of acceleration due to the attitude error only is proposed. Two methods of the attitude calculation depending on vehicle dynamics and the integration method of these two methods are proposed. To verify its performance the monte carlo simulation is performed and shows that it bounds attitude error of ARS to reasonable level.

• Proceedings of the KIEE Conference
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• 2005.11b
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• pp.226-229
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• 2005

본 논문에서는 송전선로 도체의 경년열화(thermal deterioration)를 평가하기 위해 확률적 기법을 도입하였다. 선로의 경년열화를 나타내기 위해 선로의 장력(tensile strength) 감소를 계산하며 이는 해당 선로의 과거 전류 이력과 선로가 위치한 지역의 과거 기상데이터 및 부하량의 변화를 통해 산출한다 첫째로, 과거 데이터를 통해 확률분포를 구한 후 모든 데이터는 통계적으로 서로 간에 독립적이라는 가정 하에 Monte-Carlo Simulation을 수행하였다. 둘째로, 과거 데이터의 이력을 시간순서대로 추종하여 1시간 단위로 장력변화를 누적하는 순차적 계산(dynamic calculation)을 수행하였으며 그 결과를 MCS 기법과 비교하였다 주로 백분율로 표현하는 도체의 장력 감소분은 송전선로의 수명을 결정하는데 사용할 수 있는 중요한 지수이때, 계통계획에 있어서 유용한 기준으로 사용할 수 있을 것이다.

• Proceedings of the IEEK Conference
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• 1998.06a
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• pp.421-424
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• 1998

In this paper are presented a newly proposed 3D monte carlo (MC) damage model for the dynamic simulation in order to more accurately and consistently predict the implant-induced point defect distributions of the various ions in crystalline silicon. This model was applied to phosphorus implants for the ULSI CMOS technology developement. In additon, a newly applied 3D-trajectory split method has been implemented into our model to reduce the statistical fluctuations of the implanted impurity and the defect profiles in the relatively large implanted area as compared to 1D or 2D simulations. Also, an empirical electronic energy loss model is proposed for phosphorus and silicon implants. The 3D formations of the amorphous region and the ultra-shallow junction around the implanted region could be predicted by using our model, TRICSI(Transport ions into crystal-silicon).

• Interaction and multiscale mechanics
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• v.3 no.4
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• pp.333-342
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• 2010

The Pseudo-Excitation Method (PEM) is applied to study the stochastic space vibration responses of train-bridge coupling system. Each vehicle is modeled as a four-wheel mass-spring-damper system with two layers of suspension system possessing 15 degrees-of- freedom. The bridge is modeled as a spatial beam element, and the track irregularity is assumed to be a uniform random process. The motion equations of the vehicle system are established based on the d'Alembertian principle, and the motion equations of the bridge system are established based on the Hamilton variational principle. Separate iteration is applied in the solution of equations. Comparisons with the Monte Carlo simulations show the effectiveness and satisfactory accuracy of the proposed method. The PSD of the 3-span simply-supported girder bridge responses, vehicle responses and wheel/rail forces are obtained. Based on the $3{\sigma}$ rule for Gaussian stochastic processes, the maximum responses of the coupling system are suggested.

• Proceedings of the Korea Concrete Institute Conference
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• 2006.05a
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• pp.194-197
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• 2006

This study represents results of fragility curve development for 4-span continuous bridge. 2 type bridge model is chosen frame type and 2-roller 1-hinge type. To research the response of bridge under earthquake excitation, Monte Carlo simulation is performed to study nonlinear dynamic analysis. For nonlinear time history analysis a set of 150 synthetic time histories were generated. Fragility curves in this study are represented by lognormal distribution functions with two parameters and developed as a function of PGA. Five damage states were defined to express the condition of damage based on the actual experimental damage data of bridge column. As a result of this research, the value of damage probability corresponding to each damage state were determined and frame type bridge are favorable under seismic event.

• Journal of the Korean Data and Information Science Society
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• v.28 no.6
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• pp.1565-1571
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• 2017

The standard logistic map is an iterative function, which forms a discrete-time dynamic system. The chaotic logistic map is a kind of ergodic map defined over the unit interval. In this paper we study the limiting behaviors on the several processes induced by the chaotic logistic map. We derive the law of large numbers for the process induced by the chaotic logistic map. We also derive the uniform law of large numbers for this process. When deriving the uniform law of large numbers, we study the role of bracketing of the indexed class of functions associated with the process. Then we apply the idea of DeHardt (1971) associated with the bracketing method to the process induced by the logistic map. We finally illustrate an application to Monte Carlo integration.

• Proceedings of the Korean Information Science Society Conference
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• 2008.06c
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• pp.517-521
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• 2008

HMM의 약점인 상태 지속 분포를 개선하는 새로운 개념의 확률적 전역+지역 시간 지속 분포 segment 모델(GL-STDM)을 제안한다. 즉, 시계열 신호의 전역적 시간 정보를 표현하고, 각 상태 별 duration 모델과 각 상태의 duration 정보 사이의 상관관계를 표현하는 global pattern (shape 또는 long-term dependency)을 제안한다. 그러나 제안 모델은, Markov 가정을 깨뜨리기 때문에 dynamic programming이 자랑하는 단순함, 효율성을 유지하지는 못한다. 하지만 최근 부각되는 방법인 Monte Carlo 표본 기법을 이용하여 효과적으로 문제를 해결하는 방법을 제시하였다. 본 논문에서는 제안 모델 GL-STDM의 개념과 정의, 그리고 추론 방법과 모델 평가 방법을 기술하였다.

• Journal of Technology Innovation
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• v.6 no.2
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• pp.178-207
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• 1998

This article suggests a methodology to decide the priority of investment project for venture business under the dynamic circumstance. By the Monte Carlo procedure on the probability distribution of cost and revenue, the model simulates the investment project to estimate profit ratio and risk. The profit ratio is calculated on the yearly basis for the relative comparison. The project risk is calculated as semi-variance under the target yield. After sufficient simulations in this fashion for several projects, the efficient projects with more profit and less risk are selected by the dominance principle. Then the regression equation of the selected projects is produced to find the relative value of the projects. The relative value is obtained through dividing the raw profit ratio by the estimated one on the equation. This value shows the degree to which the simulated project yields over the equation. The priority of investment is decided by this value. An examplary venture business of chemical development for semi-conductor is presented as a case study.