• 제목/요약/키워드: First passage time

검색결과 139건 처리시간 0.024초

직립방파제의 케이슨 활동에 대한 최초통과확률법의 허용기준 산정 (Evaluation of Allowable Criteria in First-Passage Probability Method for Caisson Sliding of Vertical Breakwater)

  • 김승우;서경덕
    • 한국해안·해양공학회논문집
    • /
    • 제25권5호
    • /
    • pp.317-326
    • /
    • 2013
  • 확률론적 설계법은 설계변수의 불확실성을 고려할 수 있기 때문에 직립방파제의 설계에 폭넓게 사용되고 있다. 대표적인 확률론적 설계법은 부분안전계수 설계법, 신뢰성 설계법, 성능설계법 등이 있다. 특히 성능설계법은 구조물의 수명 또는 설계폭풍 지속시간 동안의 누적활동량을 계산한다. 최근 설계폭풍 동안에 개별활동량의 최초통과확률을 산정할 수 있는 시간의존 성능설계법이 개발되었다. 하지만 개발된 방법의 허용기준이 없어 구조물의 안정성을 정량적으로 평가할 수 없었다. 본 연구에서는 다양한 수심과 극치파고분포의 특성을 반영한 구조물의 단면에 대하여 최초통과확률을 산정함으로써 두 가지 한계상태에 따른 허용최초통과확률을 제안하였다. 수리가능한계상태(개별 허용활동량 0.03 m)와 극한한계상태(개별 허용활동량 0.1 m)에서 허용최초통과확률은 각각 5%와 1%로 산정되었다. 제안된 허용기준을 적용하여 기후변화에 따른 파고 증가가 방파제 안정성에 미치는 영향을 평가하였다.

국제법상 북극항로에서의 통항제도에 관한 연구 (A Study on the Legal Issues relating to Navigation through Arctic Passage)

  • 문규은
    • Strategy21
    • /
    • 통권43호
    • /
    • pp.29-55
    • /
    • 2018
  • Arctic sea ice has been retreating as a result of the global warming. Arctic sea ice extent for April 2018 averaged 13.71 million square kilometers. This figure shows far less sea ice compared to the average extent from 1981 to 2010. Meanwhile, 287 times of maritime transits through the Northwest Passage have been made during the 2017 and the first ship traversed the Northern Sea Route without the assistant of ice-breaker in August 2017. Commercialization of the Arctic Passage means significant economic and strategic advantages by shortening the distance. In this article, 'Arctic Passage' means Northern Sea Route along the Arctic coast of Russia and Northwest Passage crossing Canadian Arctic Ocean. As climate changes, the potential feasibility of the Arctic Passage has been drawing international attention. Since navigation in this area remains hazardous in some aspects, IMO adopted Polar Code to promote safe, secure and sustainable shipping through the Arctic Passage. Futhermore, Russia and Canada regulate foreign vessels over the maritime zones with the authority to unilaterally exercise jurisdiction pursuant to the Article 234 of UNCLOS. The dispute over the navigation regime of the arctic passage materialized with Russia proclaimed Dmitrii Laptev and Sannikov Straits as historically belong to U.S.S.R. in the mid 1960s and Canada declared that the waters of the passage are historic internal waters in 1973 for the first time. So as to support their claims, In 1985, Russia and Canada established straight baseline including Northern Sea Route and Northwest Passage. The United States has consistently protested that the Northern Sea Route and Northwest Passage are straits used for international navigation which are subject to the regime of transit passage. Firstly, it seems that Russia and Canada do not meet the basic requirements for acquiring a historic title. Secondly, since the Law of the Sea had adopted before the establishment of straight baseline over the Russian Arctic Archipelago and the Canadian Arctic Archipelago, Ships can exercise at least the right of innocent passage. Lastly, Northern Sea Route and Northwest Passage have fulfilled the both geographical and functional criteria pertaining to the strait used for international navigation under the international law. Especially, should the arctic passage become commercially viable, it can be expected to accumulate the functional criterion. Russia and Canada regulate the ships navigate in their maritime zones by adopting the higher degree of an environmental standard than generally accepted international rules and standard mainly under the Article 234 of UNCLOS. However, the Article 234 must be interpreted restrictively as this contains constraint on the freedom of navigation. Thus, it is reasonable to consider that the Article 234 is limited only to the EEZ of coastal states. Therefore, ships navigating in the Arctic Passage with the legal status of the territorial sea and the international straits under the law of the sea have the right of innocent passage and transit passage as usual.

A Diffusion Model for a System Subject to Random Shocks

  • Lee, Eui-Yong;Song, Mun-Sup;Park, Byung-Gu
    • Journal of the Korean Statistical Society
    • /
    • 제24권1호
    • /
    • pp.141-147
    • /
    • 1995
  • A diffusion model for a system subject to random shocks is introduced. It is assumed that the state of system is modeled by a Brownian motion with negative drift and an absorbing barrier at the origin. It is also assumed that the shocks coming to the system according to a Poisson process decrease the state of the system by a random amount. It is further assumed that a repairman arrives according to another Poisson process and repairs or replaces the system i the system, when he arrives, is in state zero. A forward differential equation is obtained for the distribution function of X(t), the state of the systme at time t, some boundary conditions are discussed, and several interesting characteristics are derived, such as the first passage time to state zero, F(0,t), the probability of the system being in state zero at time t, and F(0), the limit of F(0,t) as t tends to infinity.

  • PDF

직립방파제의 케이슨 활동에 대한 확률과정에 기반한 시간의존 신뢰성 설계법 개발 (Development of Time-Dependent Reliability-Based Design Method Based on Stochastic Process on Caisson Sliding of Vertical Breakwater)

  • 김승우;천세현;서경덕
    • 한국해안·해양공학회논문집
    • /
    • 제24권5호
    • /
    • pp.305-318
    • /
    • 2012
  • 직립 케이슨 방파제에 대한 기존의 성능설계법은 임의의 시간 동안의 평균활동량을 산정하지만 허용활동량을 최초로 초과하는 사건의 발생확률(최초통과확률)은 계산하지 못한다. 설계자는 구조물이 최초로 피해를 입을 확률에 대한 정보를 구조물의 설계 단계뿐 아니라 관리 및 운영에서도 필요로 한다. 따라서 본 연구에서는 케이슨 활동의 최초통과확률을 산정하기 위해 확률과정에 기반한 시간의존 신뢰성 설계법을 개발하였다. 방파제의 활동을 일으키는 폭풍파는 발생 시간과 강도의 임의성의 특징이 있기 때문에 Poisson spike process를 사용하여 케이슨 활동을 정식화할 수 있다. 여기서 방파제의 활동을 일으키는 폭풍파의 발생률은 활동량분포함수와 폭풍파의 평균발생률로 표현된다. 성능설계법으로 모의된 이들은 설계변수들의 다변량 회귀함수로 나타내진다. 결과적으로 활동량분포함수와 폭풍파의 평균발생률은 유의파고, 케이슨 폭, 수심의 함수로 표현되어 케이슨 활동에 대한 최초통과확률을 손쉽게 산정할 수 있다.

체커보드 형상을 가진 3차원 복합소재의 연결도와 전도율 (Connectivity and Conductivity of a Three-Dimensional Checkerboard-Shaped Composite Material)

  • 김인찬
    • 대한기계학회논문집B
    • /
    • 제28권2호
    • /
    • pp.189-198
    • /
    • 2004
  • We consider the problem of whether the three-dimensional checkerboard has the connectivity. For this purpose, we first consider the problem of determining the effective conductivity of a checkerboard-shaped composite material by the Brownian motion simulation method. Specifically, we use the efficient first-passage-time technique. Simulation results show that the effective conductivity of the three-dimensional checkerboard increases faster than the two-dimensional counterpart as the contrast between the phase conductivities increases. This implies that the three-dimensional checkerboard's connectivity is stronger than the two-dimensional checkerboard's and thus each phase material of the three-dimensional checkerboard is more likely to be connected than not to be connected.

Markovian Perfect Debugging Model and Its Related Measures

  • 이종형;남경현;박동호
    • 한국통계학회:학술대회논문집
    • /
    • 한국통계학회 2000년도 추계학술발표회 논문집
    • /
    • pp.57-64
    • /
    • 2000
  • In this paper we consider a Markovian perfect debugging model for which the software failure is caused by two types of faults, one which is easily detected and the other which is difficult to detect. When a failure occurs, a perfect debugging is immediately performed and consequently one fault is reduced from fault contents. We also treat the debugging time as a variable to develop a new debugging model. Several measures, including the distribution of first passage time to the specified number of removed faults, are also obtained using the proposed debugging model, Numerical examples are provided for illustrative purposes.

  • PDF

First Passage Time between Ends of a Polymer Chain

  • 성재영
    • 대한화학회지
    • /
    • 제51권3호
    • /
    • pp.227-231
    • /
    • 2007
  • 윌렘스키-픽스만(Wilehemski-Fixmann)의 사슬고분자 내 화학반응동력학 이론을 반응 그룹들 간의 배제효과를 고려하여 개선하였다. 가우스 체인 양극단 반응 모델의 반응 동력학에 대한 해석적인 표현을 얻어 이를 브라운 동력학 모의 실험결과와 비교하였다. 비교결과 본 이론의 예측이 기존 이론들의 예측 보다 모의실험 결과와 더 잘 일치하였다.

Estimation of parameters including a quadratic failure rate semi-Markov reliability model

  • El-Gohary, A.;Alshamrani, A.
    • International Journal of Reliability and Applications
    • /
    • 제12권1호
    • /
    • pp.1-14
    • /
    • 2011
  • This paper discusses the stochastic analysis and the statistical inference of a quadratic failure rate semi-Markov reliability model. Maximum likelihood procedure will be used to obtain the estimators of the parameters included in this reliability model. Based on the assumption that the lifetime and repair time of the system units are random variables with quadratic failure rate, the reliability function of this system is obtained. Also, the distribution of the first passage time of this system is derived. Many important special cases are discussed.

  • PDF

On Convergence in p-Mean of Randomly Indexed Partial Sums and Some First Passage Times for Random Variables Which Are Dependent or Non-identically Distributed

  • Hong, Dug-Hun
    • Journal of the Korean Statistical Society
    • /
    • 제25권2호
    • /
    • pp.175-183
    • /
    • 1996
  • Let $S_n,n$ = 1, 2,... denote the partial sums of not necessarily in-dependent random variables. Let N(c) = min${ n ; S_n > c}$, c $\geq$ 0. Theorem 2 states that N (c), (suitably normalized), tends to 0 in p-mean, 1 $\leq$ p < 2, as c longrightarrow $\infty$ under mild conditions, which generalizes earlier result by Gut(1974). The proof follows by applying Theorem 1, which generalizes the known result $E$\mid$S_n$\mid$^p$ = o(n), 0 < p< 2, as n .rarw..inf. to randomly indexed partial sums.

  • PDF

Parameters Estimation of Generalized Linear Failure Rate Semi-Markov Reliability Models

  • El-Gohary, A.;Al-Khedhair, A.
    • International Journal of Reliability and Applications
    • /
    • 제11권1호
    • /
    • pp.1-16
    • /
    • 2010
  • In this paper we will discuss the stochastic analysis of a three state semi-Markov reliability model. Maximum likelihood procedure will be used to obtain the estimators of the parameters included in this reliability model. Based on the assumption that the lifetime and repair time of the system units are generalized linear failure rate random variables, the reliability function of this system is obtained. Also, the distribution of the first passage time of this system will be derived. Some important special cases are discussed.

  • PDF