• Title/Summary/Keyword: First-Passage-Time Method

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An Efficient Brownian Motion Simulation Method for the Conductivity of a Digitized Composite Medium

  • Kim, In-Chan
    • Journal of Mechanical Science and Technology
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    • v.17 no.4
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    • pp.545-561
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    • 2003
  • We use the first-passage-time formulation by Torquato, Kim and Cule [J. Appl. Phys., Vol. 85, pp. 1560∼1571 (1999) ], which makes use of the first-passage region in association with the diffusion tracer's Brownian movement, and develop a new efficient Brownian motion simulation method to compute the effective conductivity of digitized composite media. By using the new method, one can remarkably enhance the speed of the Brownian walkers sampling the medium and thus reduce the computation time. In the new method, we specifically choose the first-passage regions such that they coincide with two, four, or eight digitizing units according to the dimensionality of the composite medium and the local configurations around the Brownian walkers. We first obtain explicit solutions for the relevant first-passage-time equations in two-and three-dimensions. We then apply the new method to solve the illustrative benchmark problem of estimating the effective conductivities of the checkerboard-shaped composite media. for both periodic and random configurations. Simulation results show that the new method can reduce the computation time about by an order of magnitude.

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

  • Kim, Seung-Woo;Suh, Kyung-Duck
    • Journal of Korean Society of Coastal and Ocean Engineers
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    • v.25 no.5
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    • pp.317-326
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    • 2013
  • Probabilistic design methods can consider uncertainties of design variables and are widely used in the design of vertical breakwaters. The probabilistic design methods include a partial safety factor method, reliabilitybased design method, and performance-based design method. Especially the performance-based design method calculates the accumulated sliding distance during the lifetime of the breakwater or during a design storm. Recently a time-dependent performance-based design method has been developed based on the first-passage probability of individual sliding distance during a design storm. However, because the allowable criteria in the first-passage probability method are not established, the stability of structures cannot be quantitatively evaluated. In this study, the allowable first-passage probabilities for two limit states are proposed by calculating the first-passage probabilities for the cross-sections designed with various water depths and characteristics of extreme wave height distributions. The allowable first-passage probabilities are proposed as 5% and 1%, respectively, for the repairable limit state (allowable individual sliding distance of 0.03 m) and ultimate limit state (allowable individual sliding distance of 0.1 m). The proposed criteria are applied to the evaluation of the effect of wave-height increase due to climate change on the stability of the breakwater.

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

  • Kim, Seung-Woo;Cheon, Sehyeon;Suh, Kyung-Duck
    • Journal of Korean Society of Coastal and Ocean Engineers
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    • v.24 no.5
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    • pp.305-318
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    • 2012
  • Although the existing performance-based design method for the vertical breakwater evaluates an average sliding distance during an arbitrary time, it does not calculate the probability of the first occurrence of an event exceeding an allowable sliding distance(i.e. the first-passage probability). Designers need information about the probability that the structure is damaged for the first time for not only design but also maintenance and operation of the structure. Therefore, in this study, a time-dependent reliability design method based on a stochastic process is developed to evaluate the first-passage probability of caisson sliding. Caisson sliding can be formulated by the Poisson spike process because both occurrence time and intensity of severe waves causing caisson sliding are random processes. The occurrence rate of severe waves is expressed as a function of the distribution function of sliding distance and mean occurrence rate of severe waves. These values simulated by a performance-based design method are expressed as multivariate regression functions of design variables. As a result, because the distribution function of sliding distance and the mean occurrence rate of severe waves are expressed as functions of significant wave height, caisson width, and water depth, the first-passage probability of caisson sliding can be easily evaluated.

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

  • KIm, In-Chan
    • Transactions of the Korean Society of Mechanical Engineers B
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    • v.28 no.2
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    • pp.189-198
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    • 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.

An approximation method for sojourn time distributions in general queueing netowkrs (일반적인 큐잉네트워크에서의 체류시간분포의 근사화)

  • 윤복식
    • Journal of the Korean Operations Research and Management Science Society
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    • v.19 no.3
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    • pp.93-109
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    • 1994
  • Even though sojourn time distributions are essential information in analyzing queueing networks, there are few methods to compute them accurately in non-product form queueing networks. In this study, we model the location process of a typical customer as a GMPH semi-Markov chain and develop computationally useful formula for the transition function and the first-passage time distribution in the GMPH semi-Markov chain. We use the formula to develop an effcient method for approximating sojourn time distributions in the non-product form queueing networks under quite general situation. We demonstrate its validity through numerical examples.

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Ultrasonic Nondestructive On-Site Evaluation of Decks in-Service (초음파 비파괴시험법을 이용한 데크재의 현장평가)

  • Oh, Sei-Chang
    • Journal of the Korean Wood Science and Technology
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    • v.43 no.4
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    • pp.486-493
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    • 2015
  • The ultrasonic nondestructive test (NDT) was applied to deck in-service to inspect and evaluate the performance of decking materials using ultrasonic pulse velocity. First, the measuring method between direct and indirect method according to transducer arrangement was studied. Second, the ultrasonic pulse velocity of decks in-service was compared with the passage of time. Finally, the change of ultrasonic pulse velocity was evaluated to expect service life of decking materials. The results of comparison between direct and indirect method was statistically insignificant and the ratio of direct to indirect method was 1.02. 1.05 respectively. The ultrasonic pulse velocity of decks in-service was decreased as the passage of time and the linear relationship in the ultrasonic pulse velocity to passage of time was found. From the results, The ultrasonic NDT will be helpful as an efficient method of on-site management of decks in-service.

An efficient approximation method for phase-type distributions

  • Kim, Jung-Hee;Yoon, Bok-Sik
    • Proceedings of the Korean Operations and Management Science Society Conference
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    • 1995.09a
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    • pp.99-107
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    • 1995
  • The Phase-type(PH) distribution, defined as a distribution of the time until the absorption in a finite continuous-time Markov chain state with one absorbing state, has been widely used for various stochastic modelling. But great computational burdens often make us hesitate to apply PH methods. In this paper, we propose a seemingly efficient approximation method for phase type distributions. We first describe methods to bound the first passage time distribution in continuous-time Markov chains. Next, we adapt these bounding methods to approximate phase-tupe distributions. Numerical computation results are given to verify their efficiency.

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Development of Realtime Flood Monitoring System composed of CCD Camera and Water Level Gauge (CCD 카메라와 수위계를 조합한 철도교량 실시간 홍수위 감시시스템 개발)

  • Park, Young-Kon;Yoon, Hee-Taek;Kim, Seon-Jong;Shin, Min-Ho;Jung, Seung-Yong
    • Proceedings of the KSR Conference
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    • 2004.06a
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    • pp.224-228
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    • 2004
  • In these days, as it frequently happens that water level in the river exceeds the design floods due to irregular heavy rainfall, so it is required, first of an, to manage with railroad bridge safely. Because train control criterion under heavy rainfall is still not prepared and automatic flood monitoring system for railroad bridges is not used, worry over invisible economic loss due to train passage delay is in existence. Therefore, it is important to secure the safety and detect the risk like turnover or failure of railroad bridges through systematic disaster prevention system. And the transition from conventional monitoring method to real time monitoring method supported by sensors and communication system with high technology is rapidly needed. This research is on developing the real time flood monitoring system which prevents railroad disasters in advance by detecting continuously the water level of railroad bridge through CCD camera and water level gauge.

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A Study on the Functional Unit Trend of Carbon Dioxide Emission in the Construction Materials between 2000, 2003 and 2005 (건축재료의 이산화탄소 배출원단위 변화추이연구)

  • Lee, KangHee;Lee, HaShik;Yang, JaeHyuk
    • KIEAE Journal
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    • v.10 no.5
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    • pp.123-129
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    • 2010
  • This study aimed at analyzing the trend of carbon dioxide emission for direct and indirect areas by using inter industry relations table between 2000, 2003 and 2005 in the key building materials and components. Results of this study are as follows; First, the material and components for this study was selected in 20 industries of products such as sand, gravel, cement, concrete articles, rebar, and steel bar. Second, among the 20 selected key building materials, the group with the highest carbon-dioxide emission was shown in ready-mixed concrete, concrete articles, and primary aluminum goods. Third, as a result of analyzing the changes to the units of carbon dioxide emission according to passage of time, the number of items which is changed in such as sustained increase or decrease over time was insignificant in carbon-emission change trend.

Health Risk Management using Feature Extraction and Cluster Analysis considering Time Flow (시간흐름을 고려한 특징 추출과 군집 분석을 이용한 헬스 리스크 관리)

  • Kang, Ji-Soo;Chung, Kyungyong;Jung, Hoill
    • Journal of the Korea Convergence Society
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    • v.12 no.1
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    • pp.99-104
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    • 2021
  • In this paper, we propose health risk management using feature extraction and cluster analysis considering time flow. The proposed method proceeds in three steps. The first is the pre-processing and feature extraction step. It collects user's lifelog using a wearable device, removes incomplete data, errors, noise, and contradictory data, and processes missing values. Then, for feature extraction, important variables are selected through principal component analysis, and data similar to the relationship between the data are classified through correlation coefficient and covariance. In order to analyze the features extracted from the lifelog, dynamic clustering is performed through the K-means algorithm in consideration of the passage of time. The new data is clustered through the similarity distance measurement method based on the increment of the sum of squared errors. Next is to extract information about the cluster by considering the passage of time. Therefore, using the health decision-making system through feature clusters, risks able to managed through factors such as physical characteristics, lifestyle habits, disease status, health care event occurrence risk, and predictability. The performance evaluation compares the proposed method using Precision, Recall, and F-measure with the fuzzy and kernel-based clustering. As a result of the evaluation, the proposed method is excellently evaluated. Therefore, through the proposed method, it is possible to accurately predict and appropriately manage the user's potential health risk by using the similarity with the patient.