• Computers and Concrete
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• 제26권2호
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• pp.127-136
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• 2020

There is an inherent randomness for concrete microstructure even with the same manufacturing process. Meanwhile, the concrete material under the aqueous environment is usually not fully saturated by water. This study aimed to develop a stochastic micromechanical framework to investigate the probabilistic behavior of the unsaturated concrete from microscale level. The material is represented as a multiphase composite composed of the water, the pores and the intrinsic concrete (made up by the mortar, the coarse aggregates and their interfaces). The differential scheme based two-level micromechanical homogenization scheme is presented to quantitatively predict the concrete's effective properties. By modeling the volume fractions and properties of the constituents as stochastic, we extend the deterministic framework to stochastic to incorporate the material's inherent randomness. Monte Carlo simulations are adopted to reach the different order moments of the effective properties. A distribution-free method is employed to get the unbiased probability density function based on the maximum entropy principle. Numerical examples including limited experimental validations, comparisons with existing micromechanical models, commonly used probability density functions and the direct Monte Carlo simulations indicate that the proposed models provide an accurate and computationally efficient framework in characterizing the material's effective properties. Finally, the effects of the saturation degrees and the pore shapes on the concrete macroscopic probabilistic behaviors are investigated based on our proposed stochastic micromechanical framework.

• 한국농공학회지
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• 제44권5호
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• pp.41-53
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• 2002

This study was conducted to derive the regional design rainfall by the regional frequency analysis based on the regionalization of the precipitation suggested by the first report of this project. According to the regions and consecutive durations, optimal design rainfalls were derived by the regional frequency analysis for L-moment in the second report of this project. Using the LH-moment ratios and Kolmogorov-Smirnov test, the optimal regional probability distribution was identified to be the Generalized extreme value (GEV) distribution among applied distributions. regional and at-site parameters of the GEV distribution were estimated by the linear combination of the higher probability weighted moments, LH-moment. Design rainfall using LH-moments following the consecutive duration were derived by the regional and at-site analysis using the observed and simulated data resulted from Monte Carlo techniques. Relative root-mean-square error (RRMSE), relative bias (RBIAS) and relative reduction (RR) in RRMSE for the design rainfall were computed and compared in the regional and at-site frequency analysis. Consequently, it was shown that the regional analysis can substantially more reduce the RRMSE, RBIAS and RR in RRMSE than at-site analysis in the prediction of design rainfall. Relative efficiency (RE) for an optimal order of L-moments was also computed by the methods of L, L1, L2, L3 and L4-moments for GEV distribution. It was found that the method of L-moments is more effective than the others for getting optimal design rainfall according to the regions and consecutive durations in the regional frequency analysis. Diagrams for the design rainfall derived by the regional frequency analysis using L-moments were drawn according to the regions and consecutive durations by GIS techniques.

• Communications for Statistical Applications and Methods
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• 제14권3호
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• pp.561-576
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• 2007

Five plotting positions are applied to the computation of probability weighted moments (PWM) on the parameters of the generalized logistic distribution. Over a range of parameter values with some finite sample sizes, the effects of five plotting positions are investigated via Monte Carlo simulation studies. Our simulation results indicate that the Landwehr plotting position frequently tends to document smaller biases than others in the location and scale parameter estimations. On the other hand, the Weibull plotting position often tends to cause larger biases than others. The plotting position (i - 0.35)/n seems to report smaller root mean square errors (RMSE) than other plotting positions in the negative shape parameter estimation under small samples. In comparison to the maximum likelihood (ML) method under the small sample, the PWM do not seem to be better than the ML estimators in the location and scale parameter estimations documenting larger RMSE. However, the PWM outperform the ML estimators in the shape parameter estimation when its magnitude is near zero. Sensitivity of right tail quantile estimation regarding five plotting positions is also examined, but superiority or inferiority of any plotting position is not observed.

• 대한기계학회논문집A
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• 제32권1호
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• pp.29-34
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• 2008

The efforts of reflecting the system's uncertainties in design step have been made and robust optimization or reliability-based design optimization are examples of the most famous methodologies. In their formulation, the mean and standard deviation of a performance function and constraints expressed by probability conditions are involved. Therefore, it is essential to effectively and accurately calculate them and, in addition, the sensitivity results are required to obtain when the nonlinear programming is utilized during optimization process. We aim to obtain the new and efficient sensitivity formulation, which is based on integral form, on statistical moments such as the mean and standard deviation, and probability constraints. It does not require the additional functional calculation when statistical moments and failure or satisfaction probabilities are already obtained at a design point. Moreover, some numerical examples have been calculated and compared with the exact solution or the results of Monte Carlo Simulation method. The results seem to be very satisfactory.

• 한국전산구조공학회논문집
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• 제13권4호
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• pp.427-436
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• 2000

이 논문은 불규칙 가진력을 받는 회전-고정보의 비선형 응답특성을 나타낸다. 불규칙 가진력은 두 번째 고유모드의 절점과 최대변위점에 가했다. 비선형 편미분 방정식과 경계조건으로 표현되는 이 문제를 Galerkin의 방법을 이용하여 연립 비선형 상미분방정식으로 변환하였다. 이 상미분방정식으로부터 Fokker-Planck방정식과 모멘트 방정식을 얻은 후 Gaussian closure 방법 및 non-Gaussian closure 방법을 이용하여 3 모드 근사시 각각 27개 및 209개의 자율 상미분방정식을 구하였다. Gaussian closure 방법과 non-Gaussian closure 방법으로 2 모드 및 3 모드 근사해석을 수행하였고 해석적 결과들은 Monte Carlo 시뮬레이션 결과와 비교되었다. 해석결과 2 모드 근사해와 3 모드 근사해가 거의 일치하였고 2 모드 내부공진만 고려하여도 해석결과에 별 영향을 주지 않는다는 것을 알 수 있다.

• 한국산업정보학회논문지
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• 제22권1호
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• pp.61-67
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• 2017

프로젝트 네트워크 분석에서 사업완성시간의 분포를 추정하는 것은 매우 기본적이다. 본 논문에서는 활동시간이 상호 독립적이고 정규분포를 따른다는 가정 하에서 사업완성시간의 적률(평균, 분산, 왜도, 첨도)을 추정하기 위한 방법을 제안한다. 제안된 방법은 연속형의 활동시간 분포를 이산형 분포로 근사화하기 위한 이산화 기법과 난수발생을 이용한다. 제안된 방법은 대규모 네트워크에 대해서도 쉽게 적용 가능하며, 그리고 제안된 방법에 의한 결과는 몬테칼로 시뮬레이션에 의해 얻어진 결과와 비교할 때 매우 정확함을 보여준다.

• 대한조선학회논문집
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• 제32권1호
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• pp.37-41
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• 1995

불규칙 해상에서의 선체의 횡동요운동을 해석하기 위하여 통계적 부분선형화 방법을 사용하였다. 선형 1자유도계인 횡동요 운동 모델에 2차의 비선형 감쇠항과 3차 및 5차, 7차, 9차, 11차의 비선형 복원모멘트를 추가하였으며 불규칙 기진모멘트는 가우스 백색잡음으로 가정하였다. 이 해석 결과를 등가선형화 방법으로 구한결과와 비교한 결과 부분선형화 방법이 반드시 더 정확한 결과를 주는 것은 아니란 점을 확인하였다.

• Communications for Statistical Applications and Methods
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• 제17권1호
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• pp.27-37
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• 2010

This article concerns the forecasting in binomial AR(p) models which is proposed by Wei$\ss$ (2009b) for time series of binomial counts. Our method extends to binomial AR(p) models a recent result by Jung and Tremayne (2006) for integer-valued autoregressive model of second order, INAR(2), with simple Poisson innovations. Forecasts are produced by conditional median which gives 'coherent' forecasts, and we estimate the forecast distributions of future values of binomial AR(p) models by means of a Monte Carlo method allowing for parameter uncertainty. Model parameters are estimated by the method of moments and estimated standard errors are calculated by means of block of block bootstrap. The method is fitted to log data set used in Wei$\ss$ (2009b).

• Communications for Statistical Applications and Methods
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• 제24권5호
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• pp.493-505
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• 2017

Maximum likelihood estimation (MLE) of the generalized extreme value distribution (GEVD) is known to sometimes over-estimate the positive value of the shape parameter for the small sample size. The maximum penalized likelihood estimation (MPLE) with Beta penalty function was proposed by some researchers to overcome this problem. But the determination of the hyperparameters (HP) in Beta penalty function is still an issue. This paper presents some data adaptive methods to select the HP of Beta penalty function in the MPLE framework. The idea is to let the data tell us what HP to use. For given data, the optimal HP is obtained from the minimum distance between the MLE and MPLE. A bootstrap-based method is also proposed. These methods are compared with existing approaches. The performance evaluation experiments for GEVD by Monte Carlo simulation show that the proposed methods work well for bias and mean squared error. The methods are applied to Blackstone river data and Korean heavy rainfall data to show better performance over MLE, the method of L-moments estimator, and existing MPLEs.

• Structural Engineering and Mechanics
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• 제20권1호
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• pp.85-110
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• 2005

This paper aims at formulating various statistical models for the study of a ten year Weigh-in-Motion (WIM) data collected from various WIM stations in Hong Kong. In order to study the bridge live load model it is important to determine the mathematical distributions of different load affecting parameters such as gross vehicle weights, axle weights, axle spacings, average daily number of trucks etc. Each of the above parameters is analyzed by various stochastic processes in order to obtain the mathematical distributions and the Maximum Likelihood Estimation (MLE) method is adopted to calculate the statistical parameters, expected values and standard deviations from the given samples of data. The Kolmogorov-Smirnov (K-S) method of approach is used to check the suitability of the statistical model selected for the particular parameter and the Monte Carlo method is used to simulate the distributions of maximum value stochastic processes of a series of given stochastic processes. Using the statistical analysis approach the maximum value of gross vehicle weight and axle weight in bridge design life has been determined and the distribution functions of these parameters are obtained under both free-flowing traffic and dense traffic status. The maximum value of bending moments and shears for wide range of simple spans are obtained by extrapolation. It has been observed that the obtained maximum values of the gross vehicle weight and axle weight from this study are very close to their legal limitations of Hong Kong which are 42 tonnes for gross weight and 10 tonnes for axle weight.