• Nuclear Engineering and Technology
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• 제51권4호
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• pp.968-976
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• 2019

This paper presents a number of verification case studies for a recently developed sensitivity/uncertainty code package. The code package, ROMUSE (Reduced Order Modeling based Uncertainty/Sensitivity Estimator) is an effort to provide an analysis tool to be used in conjunction with reactor core simulators, in particular the Virtual Environment for Reactor Applications (VERA) core simulator. ROMUSE has been written in C++ and is currently capable of performing various types of parameter perturbations and associated sensitivity analysis, uncertainty quantification, surrogate model construction and subspace analysis. The current version 2.0 has the capability to interface with the Design Analysis Kit for Optimization and Terascale Applications (DAKOTA) code, which gives ROMUSE access to the various algorithms implemented within DAKOTA, most importantly model calibration. The verification study is performed via two basic problems and two reactor physics models. The first problem is used to verify the ROMUSE single physics gradient-based range finding algorithm capability using an abstract quadratic model. The second problem is the Brusselator problem, which is a coupled problem representative of multi-physics problems. This problem is used to test the capability of constructing surrogates via ROMUSE-DAKOTA. Finally, light water reactor pin cell and sodium-cooled fast reactor fuel assembly problems are simulated via SCALE 6.1 to test ROMUSE capability for uncertainty quantification and sensitivity analysis purposes.

• 대한조선학회논문집
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• 제57권5호
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• pp.262-270
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• 2020

An outdoor free-running model test system was designed for assessing ship maneuverability with test uncertainty. The test model was a surface combatant of tumblehome hull geometry. The straight forward tests were conducted first to obtain the relationship between the propeller revolution rate and advance speed. During the outdoor tests, the propeller revolution rate to achieve a certain Froude number condition was higher than that in the indoor free-running model tests. Turning circle and zigzag tests for evaluating ship maneuverability criteria were carried out at the propeller revolution rate determined by the straight forward test results. The random and systematic standard uncertainties of maneuvering criteria were obtained by repeated tests and comparison with the indoor free-running model test results, respectively. The test uncertainty was largely dominated by the systematic standard uncertainty, while the random standard uncertainty was small with good repeatability.

• Geomechanics and Engineering
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• 제11권2호
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• pp.211-234
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• 2016

A total of 99 full-scale field load tests at 22 sites were compiled for this study to elucidate several issues related to the load-displacement behaviour of belled piers under axial uplift loading, including (1) interpretation criteria to define various elastic, inelastic, and "failure" states for each load test from the load-displacement curve; (2) generalized correlations among these states and determinations to the predicted ultimate uplift resistances; (3) uncertainty in the resistance model factor statistics required for reliability-based ultimate limit state (ULS) design; (4) uncertainty associated with the normalized load-displacement curves and the resulting model factor statistics required for reliability-based serviceability limit state (SLS) design; and (5) variations of the combined ULS and SLS model factor statistics for reliability-based limit state designs. The approaches discussed in this study are practical and grounded realistically on the load tests of belled piers with minimal assumptions. The results on the characterization and uncertainty of uplift load-displacement behaviour of belled piers could be served as to extend the early contributions for reliability-based ULS and SLS designs.

• 전기전자학회논문지
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• 제17권4호
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• pp.434-439
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• 2013

인공표식은 이동로봇의 위치추정에서 불확실성을 감소시키기 위해 널리 사용되어 왔다. 또한, 사용되는 인공표식의 수가 증가함에 따라 위치추정 비용이 증가하기 때문에, 인공표식의 효율적 배치를 위한 연구는 핵심적인 이슈중 하나로서 여겨져 왔다. 따라서 본 논문은 운동모델과 센서모델의 불확실성 특성을 고려함으로써 인공표식들을 효율적으로 배치하기 위한 방법을 제안한다. 운동모델과 센서모델은 서로 다른 불확실성 분포를 가지기 때문에, 최종 불확실성은 두 가지 불확실성의 효율적 조합을 통해 크게 감소될 수 있다. 제안한 기법의 유용성은 시뮬레이션 결과에 의해 입증된다.

• 한국환경과학회지
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• 제20권12호
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• pp.1541-1551
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• 2011

This study applied the Bayesian method for the quantification of the parameter uncertainty of spatial linear mixed model in the estimation of the spatial distribution of probability rainfall. In the application of Bayesian method, the prior sensitivity analysis was implemented by using the priors normally selected in the existing studies which applied the Bayesian method for the puppose of assessing the influence which the selection of the priors of model parameters had on posteriors. As a result, the posteriors of parameters were differently estimated which priors were selected, and then in the case of the prior combination, F-S-E, the sizes of uncertainty intervals were minimum and the modes, means and medians of the posteriors were similar to the estimates using the existing classical methods. From the comparitive analysis between Bayesian and plug-in spatial predictions, we could find that the uncertainty of plug-in prediction could be slightly underestimated than that of Bayesian prediction.

• Earthquakes and Structures
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• 제12권2호
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• pp.165-175
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• 2017

This paper studies soil properties uncertainty and its implementation in the seismic response evaluation of structures. For this, response sensitivity of two 4- and 12-story RC shear walls to the soil properties uncertainty by considering soil structure interaction (SSI) effects is investigated. Beam on Nonlinear Winkler Foundation (BNWF) model is used for shallow foundation modeling and the uncertainty of soil properties is expanded to the foundation stiffness and strength parameters variability. Monte Carlo (MC) simulation technique is employed for probabilistic evaluations. By investigating the probabilistic evaluation results it's observed that as the soil and foundation become stiffer, the soil uncertainty is found to be less important in influencing the response variability. On the other hand, the soil uncertainty becomes more important as the foundation-structure system is expected to experience nonlinear behavior to more sever degree. Since full This paper studies soil properties uncertainty and its implementation in the seismic response evaluation of structures. For this, response sensitivity of two 4- and 12-story RC shear walls to the soil properties uncertainty by considering soil structure interaction (SSI) effects is investigated. Beam on Nonlinear Winkler Foundation (BNWF) model is used for shallow foundation modeling and the uncertainty of soil properties is expanded to the foundation stiffness and strength parameters variability. Monte Carlo (MC) simulation technique is employed for probabilistic evaluations. By investigating the probabilistic evaluation results it's observed that as the soil and foundation become stiffer, the soil uncertainty is found to be less important in influencing the response variability. On the other hand, the soil uncertainty becomes more important as the foundation-structure system is expected to experience nonlinear behavior to more sever degree. Since full probabilistic analysis methods like MC commonly are very time consuming, the feasibility of simple approximate methods' application including First Order Second Moment (FOSM) method and ASCE41 proposed approach for the soil uncertainty considerations is investigated. By comparing the results of the approximate methods with the results obtained from MC, it's observed that the results of both FOSM and ASCE41 methods are in good agreement with the results of MC simulation technique and they show acceptable accuracy in predicting the response variability.

• Journal of Korea Trade
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• 제24권4호
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• pp.1-17
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• 2020

Purpose - Since China has been South Korea's biggest export destination, uncertainty shocks originating from it would influence South Korea's exports. This paper evaluates the effects of China's economic policy uncertainty on Korea's exports to explore the transmission channels. Design/methodology - Incorporating endogeneities and nonlinearities, this study employs a quarterly time-varying parameters vector autoregressive model to investigate the relationships between China's economic policy uncertainty and Korea's exports, where the overparameterization due to time-varying specifications is overcome by a novel stochastic model specification search framework. According to previous theoretical studies, this paper assesses two channels, demand shock channel and exchange rate channel, through which foreign uncertainty affects Korea's exports. This paper identifies the primary drivers of Korea's aggregate exports and analyzes the rationales for the time-variant impacts of China's economic policy uncertainty on Korea's exports to China. Findings - Our empirical results reveal that Korea's aggregate exports are less responsive to China's economic policy uncertainty shocks and significantly move together with global demand. In contrast, its bilateral exports to China are highly responsive in a negative and time-variant way. Moreover, Chinese investment is an important channel through which China's economic policy uncertainty affects Korea's exports to China after 2010. Further, the time-variant effects of China's economic policy uncertainty on Korea's exports to China are related to changes in China's foreign trade policies, global economic conditions, and China's degree of economic freedom. Originality/value - Few previous studies touch the effects of external uncertainty shocks on South Korea's exports. This paper attempts to fill this gap and explicitly investigate the impacts of China's economic policy uncertainty on Korea's exports from a time-varying perspective. As Korea is an export-oriented economy, this study provides insights for the Korean government to understand the transmissions of external uncertainty better.

• 한국경영과학회지
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• 제26권3호
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• pp.105-117
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• 2001

This paper models supply uncertainty in the dynamic Newsboy problem context. The system consists of one supplier and one retailer who places an order to the supplier every period to meet stochastic demand. Supply uncertainty is modeled as the uncertainty in quantities delivered by the supplier. That is, the supplier delivers exactly the amount ordered by the retailer with probability of $\beta$ and the amount minus K with probability of (1-$\beta$). We formulate the problem as a dynamic programming problem and prove that retailer’s optimal replenishment policy is a stationary base-stock policy. Through a numerical study, we found that the cost increase due to supply uncertainty is significant and that the costs increase more rapidly as supply uncertainty increases. We also identified the effects of various system parameters. One of the interesting results is that as retailer’s demand uncertainty, the other uncertainty in our model, increases, the cost increase due to supply uncertainty becomes less significant.

• Nuclear Engineering and Technology
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• 제52권4호
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• pp.755-763
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• 2020

The critical flow phenomenon has been studied because of its significant effect for design basis accidents in nuclear power plants. Transition points from thermal non-equilibrium to equilibrium are different according to the geometric effect on the critical flow. This study evaluates the uncertainty parameters of the critical flow model for analysis of DBA (Design Basis Accident) with the MARS-KS (Multi-dimensional Analysis for Reactor Safety-KINS Standard) code used as an independent regulatory assessment. The uncertainty of the critical flow model is represented by three parameters including the thermal non-equilibrium factor, discharge coefficient, and length to diameter (L/D) ratio, and their ranges are determined using large-scale Marviken test data. The uncertainty range of the thermal non-equilibrium factor is updated by the MCDA (Model Calibration through Data Assimilation) method. The updated uncertainty range is confirmed using an LBLOCA (Large Break Loss of Coolant Accident) experiment in the LOFT (Loss of Fluid Test) facility. The uncertainty ranges are also used to calculate an LBLOCA of the APR (Advanced Power Reactor) 1400 NPP (Nuclear Power Plants), focusing on the effect of the PCT (Peak Cladding Temperature). The results reveal that break flow is strongly dependent on the degree of the thermal non-equilibrium state in a ruptured pipe with a small L/D ratio. Moreover, this study provides the method to handle the thermal non-equilibrium factor, discharge coefficient, and length to diameter (L/D) ratio in the system code.

• 산업융합연구
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• 제20권2호
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• pp.11-19
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• 2022

본 연구에서는 국내 주식시장에서 경제적 불확실성이 주식가격 결정에 어떠한 역할을 하는지 살펴보았다. 이를 위해 2000년 1월부터 2017년까지 우리나라의 비금융기업을 대상으로 국내외(미국, 중국)의 경제적 불확실성 지표와 주식수익률의 관련성을 분석하였다. 분석모형은 Fama and French(1992)의 3요인 모형과 모멘텀, 유동성을 포함한 5요인모형을 이용하였다. 분석결과 경제적 불확실성의 베타가 낮은 포트폴리오보다 높은 포트폴리오의 주식수익률이 높게 나타났다. 이는 미국의 분석 결과와도 동일하였다. 또한 한국의 경제적 불확실성 지수를 통한 분석 회귀분석 결과보다 미국의 불확실성 지수를 이용한 분석 결과가 더욱 유의하게 나타났다.