• Journal of the Society of Naval Architects of Korea
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• v.33 no.1
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• pp.145-152
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• 1996

In this study, the technique to evaluate the extreme design wave height of certain return period is developed from the given measured or hindcasted sea state data of concerned area for limited period. By using the order statistics and Monte Carlo Simulation method, the best fit probability distribution function with proper parameters describing the given wave height data is chosen, from which extreme design wave height can be predicted by extrapolation to the desired return period. The fitness and the confidence limit of the chosen probability function are also discussed. Application calculation is carried out for the wave height data given by applying the Wilson wave model theory to major 50 typhoon wind data affecting Korean South coast during the year from 1938 to 1987.

• Bulletin of the Korean Chemical Society
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• v.27 no.8
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• pp.1186-1188
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• 2006

In this paper a new theory is presented to treat the problem of stimulated absorption and emission of photons between energy levels from the standpoint of discrete quantum jumps. In order to implement the theory a scheme to avoid the quantum Zeno effect is proposed. Numerical simulations are performed to demonstrate that this approach does not contradict the principles of the standard wave mechanics. It is shown that with this approach one can obtain photon observation statistics as well.

• Journal of the Computational Structural Engineering Institute of Korea
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• v.36 no.3
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• pp.203-211
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• 2023

A Markov chain Monte Carlo (MCMC) simulation is proposed for probabilistic full waveform inversion (FWI) in a layered half-space. Dynamic responses on the half-space surface are estimated using the thin-layer method when a harmonic vertical force is applied. Subsequently, a posterior probability distribution function and the corresponding objective function are formulated to minimize the difference between estimations and observed data as well as that of model parameters from prior information. Based on the gradient of the objective function, a proposal distribution and an acceptance probability for MCMC samples are proposed. The proposed MCMC simulation is applied to several layered half-space examples. It is demonstrated that the proposed MCMC simulation for probabilistic FWI can estimate probabilistic material properties such as the shear-wave velocities of a layered half-space.

• Earthquakes and Structures
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• v.12 no.2
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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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• v.14 no.4
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• pp.313-322
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• 2018

The present study is dedicated to investigate the SH body-as well as Love-waves propagation effects in porous media with uncertain porosity and permeability. A unified formulation of the governing equations for one-dimensional (1-D) wave propagation in anisotropic porous layered media is presented deterministically. The uncertainties around the above two cited parameters are taken into account by random fields with the help of Monte Carlo Simulations (MCS). Random samples of the porosity and the permeability are generated according to the normal and lognormal distribution functions, respectively, with a mean value and a coefficient of variation for each one of the two parameters. After performing several thousands of samples, the mathematical expectation (mean) of the solution of the wave propagation equations in terms of amplification functions for SH waves and in terms of dispersion equation for Love-waves are obtained. The limits of the Love wave velocity in a porous soil layer overlaying a homogeneous half-space are obtained where it is found that random variations of porosity change the zeros of the wave equation. Also, the increase of uncertainties in the porosity (high coefficient of variation) decreases the mean amplification function amplitudes and shifts the fundamental frequencies. However, no effects are observed on both Love wave dispersion and amplification function for random variations of permeability. Lastly, the present approach is applied to a case study in the Adapazari town basin so that to estimate ground motion accelerations lacked in the fast-growing during the main shock of the damaging 1999 Kocaeli earthquake.

• Ocean Systems Engineering
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• v.1 no.4
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• pp.337-353
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• 2011

In the present study, an offshore platform having large partial porous cylindrical members, which are composed of permeable and impermeable cylinders, is suggested. In order to calculate the wave force on large partial porous cylindrical members, the fluid domain is divided into three regions: a single exterior region, N inner regions and N beneath regions, and the scattering wave in each fluid region is expressed by an Eigen-function expansion method. Applying Darcy's law to the porous boundary condition, the effect of porosity is simplified. Wave excitation forces and wave run up on the structures are presented for various wave conditions. For the idealized three-dimensional platform having large partial porous cylindrical members, the dynamic response evaluations of the platform due to wave forces are carried out through the modal analysis. In order to examine the effects of soil-structure interaction, the substructure method is also applied. The displacement and bending stress at the selective nodal points of the structure are computed using various input parameters, such as the shear-wave velocity of soil, the wave height and the wave period. Applying the Monte Carlo Simulation (MCS) method, the reliability evaluations at critical structure members, which contained uncertainties caused by dynamic forces and structural properties, are examined by the reliability index with the results obtained from MCS.

• Journal of Korean Society of Coastal and Ocean Engineers
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• v.25 no.4
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• pp.191-199
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• 2013

It is estimated and analyzed that the design wave height and the confidence interval (hereafter CI) according to the return period using the fourteen-year wave data obtained at Pusan New Port. The functions used in the extreme value analysis are the Gumbel function, the Weibull function, and the Kernel function. The CI of the estimated wave heights was predicted using one of the Monte-Carlo simulation methods, the Bootstrap method. The analysis results of the estimated CI of the design wave height indicate that over 150 years of data is necessary in order to satisfy an approximately ${\pm}$10% CI. Also, estimating the number of practically possible data to be around 25~50, the allowable error was found to be approximately ${\pm}$16~22% for Type I PDF and ${\pm}$18~24% for Type III PDF. Whereas, the Kernel distribution method, a typical non-parametric method, shows that the CI of the method is below 40% in comparison with the CI of the other methods and the estimated design wave height is 1.2~1.6 m lower than that of the other methods.

• Journal of Korean Society of Coastal and Ocean Engineers
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• v.25 no.6
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• pp.394-404
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• 2013

In the present study, the characteristics of spectral peakedness parameter $Q_p$, bandwidth parameter ${\varepsilon}$, and spectral width parameter ${\nu}$ were analyzed as a first step to define the swell waves quantitatively. For the analysis, the joint probability density function of significant wave heights and peak periods were newly developed. The MCMC(Markov Chain Monte Carlo) simulations have been performed to generate the significant wave heights and peak periods from the developed probability density functions. Applying the simulated significant wave heights and peak periods to the theoretical wave spectrum models, the spectral shapes parameters were obtained and analyzed. Among the spectral shape parameters, only the spectral peakedness parameter $Q_p$, is shown to be independent with the significant wave height and peak wave period. It also best represents the peakedness of the spectral shape, and henceforth $Q_p$ should be used to define the swell waves with a wave period. For the field verification of the results, wave data obtained from Hupo port and Ulleungdo were analyzed and results showed the same trend with the MCMC simulation results.

• Journal of the Korean Chemical Society
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• v.42 no.4
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• pp.398-410
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• 1998

For non-linear solution of the Boltzmann equation, the cumulant moment method has been studied. To apply the method to the normal shock wave problem, we restricted ourselves to the monatomic Maxwell molecular gases. The method is based on the iterative approach developed by Maxwell-Ikenberry-Truesdell (MIT). The original MIT approach employs the equilibrium distribution function for the initial values in beginning the iteration. In the present work, we use the Mott-Smith bimodal distribution function to calculate the initial values and follow the MIT iteration procedure. Calculations have been carried out up to the second iteration for the profiles of density, temperature, stress, heat flux, and shock thickness of strong shocks, including the weak shock thickness of Mach range less than 1.4. The first iteration gives a simple analytic expression for the shock profile, and the weak shock thickness limiting law which is in exact accord with the Navier-Stokes theory. The second iteration shows that the calculated strong shock profiles are consistent with the Monte Carlo values quantitatively.

• Nuclear Engineering and Technology
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• v.39 no.6
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• pp.717-724
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• 2007

A measurement-based time-domain noise simulation of radiation detector-preamplifier (front-end) noise in nuclear spectroscopy is described. The time-domain noise simulation was performed by generating "noise random numbers" using Monte Carlo's inverse method. The probability of unpredictable noise was derived from the empirical cumulative distribution function via the sampled noise, which was measured from a preamplifier output. Results of the simulated noise were investigated as functions of time, frequency, and statistical domains. Noise behavior was evaluated using the signal wave-shaping function, and was compared with the actual noise. Similarities between the response characteristics of the simulated and the actual preamplifier output noises were found. The simulated noise and the computed nuclear pulse signal were also combined to generate a simulated preamplifier output signal. Such simulated output signals could be used in nuclear spectroscopy to determine energy resolution degradation from front-end noise effect.