• Earthquakes and Structures
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• 제12권2호
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• pp.153-163
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• 2017

The underlying goal of the present paper is to investigate soil and structural uncertainties on impedance functions and structural response of soil-shallow foundation-structure (SSFS) system using Monte Carlo simulations. The impedance functions of a rigid massless circular foundation resting on the surface of a random soil layer underlain by a homogeneous half-space are obtained using 1-D wave propagation in cones with reflection and refraction occurring at the layer-basement interface and free surface. Firstly, two distribution functions (lognormal and gamma) were used to generate random numbers of soil parameters (layer's thickness and shear wave velocity) for both horizontal and rocking modes of vibration with coefficients of variation ranging between 5 and 20%, for each distribution and each parameter. Secondly, the influence of uncertainties of soil parameters (layer's thickness, and shear wave velocity), as well as structural parameters (height of the superstructure, and radius of the foundation) on the response of the coupled system using lognormal distribution was investigated. This study illustrated that uncertainties on soil and structure properties, especially shear wave velocity and thickness of the layer, height of the structure and the foundation radius significantly affect the impedance functions, and in same time the response of the coupled system.

• Earthquakes and Structures
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• 제12권5호
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• pp.569-581
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• 2017

The Monte Carlo Simulation (MCS) based seismic fragility analysis (SFA) approach allows defining more realistic relationship between failure probability and seismic intensity. However, the approach requires simulating large number of nonlinear dynamic analyses of structure for reliable estimate of fragility. It makes the approach computationally challenging. The response surface method (RSM) based metamodeling approach which replaces computationally involve complex mechanical model of a structure is found to be a viable alternative in this regard. An adaptive moving least squares method (MLSM) based RSM in the MCS framework is explored in the present study for efficient SFA of existing structures. In doing so, the repetition of seismic intensity for complete generation of fragility curve is avoided by including this as one of the predictors in the response estimate model. The proposed procedure is elucidated by considering a non-linear SDOF system and an existing reinforced concrete frame considered to be located in the Guwahati City of the Northeast region of India. The fragility results are obtained by the usual least squares based and the proposed MLSM based RSM and compared with that of obtained by the direct MCS technique to study the effectiveness of the proposed approach.

• 한국철도학회논문집
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• 제10권2호
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• pp.137-145
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• 2007

In traditional financial theory, the discount cash flow model(DCF or NPV) operates as the basic framework for most analyses. In doing valuation analysis, the conventional view is that the net present value(NPV) of a project is the measure of the present value of expected net cash flows. Thus, investing in a positive(negative) NPV project will increase(decrease) firm value. Recently, this framework has come under some fire for failing to consider the options of the managerial flexibilities. Real option valuation(ROV) considers the managerial flexibility to make ongoing decisions regarding the implementation of investment projects and the deployment of real assets. The appeal of the framework is natural given the high degree of uncertainty that firms face in their technology investment decisions. This paper suggests an algorithm for estimating volatility of logarithmic cash flow returns of real assets based on the Black-Sholes option pricing model, the binomial option pricing model, and the Monte Carlo simulation. This paper uses those models to obtain point estimates of real option value with the G7- HSR350X(high-speed train).

• 한국정밀공학회지
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• 제24권2호
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• pp.110-117
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• 2007

In this paper, probabilistic distribution of chassis component fatigue life is determined statistically by applying the design of experiments and the Pearson system. To construct p - ${\varepsilon}$ - N curve, the case that fatigue data are random variables is attempted. Probabilistic density function (p.d.f) for fatigue life is obtained by the design of experiment and using this p.d.f fatigue reliability, any aimed fatigue life can be calculated. Lower control arm and rear torsion bar of chassis components are selected as examples for analysis. Component load histories which are obtained by multi-body dynamic simulation for Belsian load history are used. Finite element analysis is performed by using commercial software MSC Nastran and fatigue analysis is performed by using FE Fatigue. When strain-life curve itself is random variable, the probability density function of fatigue life has very little difference from log-normal distribution. And the cases of fatigue data are random variables, probability density functions are approximated to Beta distribution. Each p.d.f is verified by Monte-Carlo simulation.

• 한국항공우주학회지
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• 제42권6호
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• pp.488-494
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• 2014

유도탄 발사 시 화염은 발사 장치 및 인접 구조물에 심각한 손상을 야기할 수 있다. 본 연구는 유도탄 발사 시 함정과 유도탄의 초기 운동에 의해 유도탄의 화염이 인접 구조물에 미치는 영향을 분석하기 위하여 수행하였다. 이를 위해 함정과 유도탄의 초기 운동에 영향을 미치는 각 인자들을 확률분포로 정의하고 Monte Carlo 해석 기법을 이용하여 통계적으로 발생할 수 있는 유도탄 이탈 영역을 분석하였다. 그 후 유도탄의 화염이 인접 구조물에 가장 큰 영향을 미치는 유도탄 이탈 궤적에 대해 CFD기법을 이용하여 유동-운동해석을 수행하였다. 이와 같은 방법으로 유도탄 발사 시 함정과 유도탄의 초기 운동에 의해 유도탄 화염이 인접 구조물에 미치는 영향을 분석하였다.

• 대한전기학회논문지:전력기술부문A
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• 제55권9호
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• pp.384-391
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• 2006

The harmonic currents generated along with the operating speed of electrical railroad traction are very difficult to analyze because of its nonlinear characteristics. This paper therefore presents probabilistic approach for the evaluation of harmonic currents about the operating speed of the arbitrary single traction. To use probabilistic method for railroad system, PDF(Probability Density Function) using measuring data based on the realistic h 따 monic currents per operating speed is calculated. Measuring data of harmonic current per operating speed is obtained using the result data of PSCAD/EMTDC dynamic simulation based on an IAT(Intra Airport Transit) in Incheon International Airport. The means(expected values) and variances of harmonic currents of single traction also are obtained by the PDF of the operating traction speed and harmonic currents. The uncertainty of harmonic currents can be calculated through the mean and variance of PDF. The probability of harmonic currents generated with the operating of arbitrary many tractions is calculated by the convolution of functions. The harmonics of different number of tractions are systematically investigated to assess the TDD(Total Demand Distortion) for the railroad system. The calculation of TDD was carried out using Monte-Carlo Simulations(MSCs) and the results of TDD evaluation of the power quality in the IAT power feeding system.

• 한국안전학회지
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• 제24권4호
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• pp.53-58
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• 2009

The importance of process for repair and reinforcement of the bridge is increasing because of the lack of the fatigue load and stress, a lowering of the bridge load carrying capacity owing to impact and oscillation, deterioration on cultivation periods of the bridge, etc. Typically the experimenter values the bridge load carrying capacity by the real rating factor and response modification factor in bridge load rating through static load test and dynamic load test. But the error occurred in reliability of response modification factor in bridge load rating according to experience of experimenter. so tests of connecting probability theory and valuation of the bridge recently. The study is to compute the real load carrying capacity of the bridge and the rating factor and response modification factor on grade of the bridge, and calculate the probability of over-loaded truck load from Weigh In Motion(WIM) Data in FORTRAN programming applying to Monte-Carlo Simulation. At the result of this study, it is acquired that the new grade is computed for the probability of over-loaded truck load and surface inspection. The A grade is over 1.95, B grade is $1.55{\sim}1.94$, C grade is $1.26{\sim}1.54$, D grade is $1.14{\sim}1.25$, E grade is under 1.13 of rating factor, respectively.

• 응용통계연구
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• 제24권1호
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• pp.11-23
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• 2011

Robust unit root tests are developed for dynamic panels consisting of TAR processes. The test statistics are all based on diverse combinations of individual t-type tests for significance of TAR coefficients. Limiting null distributions are established. A Monte-Carlo experiment compares the proposed tests. The tests are applied to a panel data set of Canadian unemployment rates which show asymmetric features as well as having outliers.

• 한국진공학회지
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• 제1권3호
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• pp.341-345
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• 1992

충돌에 의한 원자혼합현상에 대한 해석적모형을 개발하였다. 이 식은 Sigmund와 GrasMarti의 식보다 더 현실적인 이온-원자 충돌변수들을 포함한다. 이 식에 의해서 계산된 경량원소에 대한 혼합효율은 Sigmund 식에 의해서 계산된 것과 동일한 결과를 나타낸다. 반면, 중량원소에 대한 계산은 약간의 차이를 나타낸다. 또 이 결과는 경량원소에 대한 dynamic Monte-Carlo 모의실험결과와 잘 일치하고 있는 반면, 중량원소에 대해서는 약간 의 차이를 나타내는데, 이는 이온 조사시의 sputtering과 기지원자 재배치에 기인한 것으로 추측된다.

• 한국소음진동공학회:학술대회논문집
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• 한국소음진동공학회 1994년도 추계학술대회논문집; 한국종합전시장, 18 Nov. 1994
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• pp.29-34
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• 1994

본 연구에서는 계의 변수들이 불확실성을 갖고 비정상확률입력을 받는 비선형 동적계를 포함한 일반적인 확률적 선형/비선형 동적계의 해석을 수행하기 위하여 동적계의 확률적 모델과 새로운 확률과정근사법을 이용한 확률해석을 제시하고, 그 타당성을 Monte Carlo 시뮬레이션으로 검증하고자 한다.