• Title/Summary/Keyword: Nonlinear equations

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Derivation of Probability Plot Correlation Coefficient Test Statistics and Regression Equation for the GEV Model based on L-moments (L-모멘트 법 기반의 GEV 모형을 위한 확률도시 상관계수 검정 통계량 유도 및 회귀식 산정)

  • Ahn, Hyunjun;Jeong, Changsam;Heo, Jun-Haeng
    • Journal of Korean Society of Disaster and Security
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    • v.13 no.1
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    • pp.1-11
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    • 2020
  • One of the important problem in statistical hydrology is to estimate the appropriated probability distribution for a given sample data. For the problem, a goodness-of-fit test is conducted based on the similarity between estimated probability distribution and assumed theoretical probability distribution. Probability plot correlation coefficient test (PPCC) is one of the goodness-of-fit test method. PPCC has high rejection power and its application is simple. In this study, test statistics of PPCC were derived for generalized extreme value distribution (GEV) models based on L-moments and these statistics were suggested by the multiple and nonlinear regression equations for its usability. To review the rejection power of the newly proposed method in this study, Monte Carlo simulation was performed with other goodness-of-fit tests including the existing PPCC test. The results showed that PPCC-A test which is proposed in this study demonstrated better rejection power than other methods, including the existing PPCC test. It is expected that the new method will be helpful to estimate the appropriate probability distribution model.

Performance Comparison of the Batch Filter Based on the Unscented Transformation and Other Batch Filters for Satellite Orbit Determination (인공위성 궤도결정을 위한 Unscented 변환 기반의 배치필터와 다른 배치필터들과의 성능비교)

  • Park, Eun-Seo;Park, Sang-Young;Choi, Kyu-Hong
    • Journal of Astronomy and Space Sciences
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    • v.26 no.1
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    • pp.75-88
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    • 2009
  • The main purpose of the current research is to introduce the alternative algorithm of the non-recursive batch filter based on the unscented transformation in which the linearization process is unnecessary. The presented algorithm is applied to the orbit determination of a low earth orbiting satellite and compared its results with those of the well-known Bayesian batch least squares estimation and the iterative UKF smoother (IUKS). The system dynamic equations consist of the Earth's geo-potential, the atmospheric drag, solar radiation pressure and the lunar/solar gravitational perturbations. The range, azimuth and elevation angles of the satellite measured from ground stations are used for orbit determination. The characteristics of the non recursive unscented batch filter are analyzed for various aspects, including accuracy of the determined orbit, sensitivity to the initial uncertainty, measurement noise and stability performance in a realistic dynamic system and measurement model. As a result, under large non-linear conditions, the presented non-recursive batch filter yields more accurate results than the other batch filters about 5% for initial uncertainty test and 12% for measurement noise test. Moreover, the presented filter exhibits better convergence reliability than the Bayesian least squares. Hence, it is concluded that the non-recursive batch filter based on the unscented transformation is effectively applicable for highly nonlinear batch estimation problems.

Comparison of Methods for the Analysis Percentile of Seismic Hazards (지진재해도의 백분위수 분석 방법 비교)

  • Rhee, Hyun-Me;Seo, Jung-Moon;Kim, Min-Kyu;Choi, In-Kil
    • Journal of the Earthquake Engineering Society of Korea
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    • v.15 no.2
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    • pp.43-51
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    • 2011
  • Probabilistic seismic hazard analysis (PSHA), which can effectively apply inevitable uncertainties in seismic data, considers a number of seismotectonic models and attenuation equations. The calculated hazard by PSHA is generally a value dependent on peak ground acceleration (PGA) and expresses the value as an annual exceedance probability. To represent the uncertainty range of a hazard which has occurred using various seismic data, a hazard curve figure shows both a mean curve and percentile curves (15, 50, and 85). The percentile performs an important role in that it indicates the uncertainty range of the calculated hazard, could be calculated using various methods by the relation of the weight and hazard. This study using the weight accumulation method, the weighted hazard method, the maximum likelihood method, and the moment method, has calculated the percentile of the computed hazard by PSHA on the Shinuljin 1, 2 site. The calculated percentile using the weight accumulation method, the weighted hazard method, and the maximum likelihood method, have similar trends and represent the range of all computed hazards by PSHA. The calculated percentile using the moment method effectively showed the range of hazards at the source which includes a site. This study suggests the moment method as effective percentile calculation method considering the almost same mean hazard for the seismotectonic model and a source which includes a site.

Optimal Active-Control & Development of Optimization Algorithm for Reduction of Drag in Flow Problems(3) -Construction of the Formulation for True Newton Method and Application to Viscous Drag Reduction of Three-Dimensional Flow (드래그 감소를 위한 유체의 최적 엑티브 제어 및 최적화 알고리즘의 개발(3) - 트루 뉴턴법을 위한 정식화 개발 및 유체의 3차원 최적 엑티브 제어)

  • Bark, Jai-Hyeong
    • Journal of the Computational Structural Engineering Institute of Korea
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    • v.20 no.6
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    • pp.751-759
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    • 2007
  • We have developed several methods for the optimization problem having large-scale and highly nonlinear system. First, step by step method in optimization process was employed to improve the convergence. In addition, techniques of furnishing good initial guesses for analysis using sensitivity information acquired from optimization iteration, and of manipulating analysis/optimization convergency criterion motivated from simultaneous technique were used. We applied them to flow control problem and verified their efficiency and robustness. However, they are based on quasi-Newton method that approximate the Hessian matrix using exact first derivatives. However solution of the Navier-Stokes equations are very cost, so we want to improve the efficiency of the optimization algorithm as much as possible. Thus we develop a true Newton method that uses exact Hessian matrix. And we apply that to the three-dimensional problem of flow around a sphere. This problem is certainly intractable with existing methods for optimal flow control. However, we can attack such problems with the methods that we developed previously and true Newton method.

Economies of Scale and Scope In Seoul's Urban Bus Industry (서울 시내버스운송업의 규모 및 범위의 경제성 분석)

  • 김성수;김민정
    • Journal of Korean Society of Transportation
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    • v.19 no.6
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    • pp.89-102
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    • 2001
  • Using a multiproduct translog cost function model, this paper examines the existence or absence of scale and scope economies in Seoul's urban bus industry. The Paper then conceptualizes that the bus firm produces three outputs (city, seat and local bus-kilometers) using low input factors(labor, capital, fuel and maintenance). Using 1996 annual observations for 81 Seoul's bus firms, the equation system consisting of a cost function and three input share equations is estimated with the nonlinear iterative Zellner method. The findings show that the cost function corresponding to a non-homothetic production technology with separability between local bus outputs and inputs adequately represents the structure of cost for Seoul's bus firms, and that the demand lot all input factors is quite inelastic with respect to their own price. On the other hand, nearly all firms experience mild overall economies or scale, but rather marked product-specific economies of scale with respect to all the three outputs. In addition, there appear to be substantial economies or scope associated with the joint production of city and seat bus services, while considerable diseconomies of scope associated with that of city and local bus services. These results indicate that the merger of smaller firms into larger firms with a fleet of approximately 200 buses would result in more cost-efficient bus services.

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Variation Characteristics of Wave Field around Three-Dimensional Low-Crested Structure (3차원저천단구조물(LCS) 주변에서 파동장의 변동특성)

  • Lee, Jun Hyeong;Bae, Ju Hyun;An, Sung Wook;Lee, Kwang Ho;Kim, Do Sam
    • Journal of Korean Society of Coastal and Ocean Engineers
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    • v.31 no.3
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    • pp.180-198
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    • 2019
  • In recent years, countries like Europe and Japan have been involved in many researches on the Low-Crested Structure (LCS) which is the method to protect beach erosion and it is regarded as an alternative to the submerged breakwaters, and compiled its results and released the design manual. In the past, studies on LCS have focused on two-dimensional wave transmission and calculating required weight of armor units, and these were mainly examined and discussed based on experiments. In this study, three-dimensional numerical analysis is performed on permeable LCS. The open-source CFD code olaFlow based on the Navier-Stokes momentum equations is applied to the numerical analysis, which is a strongly nonlinear analysis method that enables breaking and turbulence analysis. As a result, the distribution characteristics of the LCS such as water level, water flow, and turbulent kinetic energy were examined and discussed, then they were carefully compared and examined in the case of submerged breakwaters. The study results indicate that there is a difference between the flow patterns of longshore current near the shoreline, the spatial distribution of longshore and on-offshore directions of mean turbulent kinetic energy in case of submerged breakwaters and LCS. It is predicted that the difference in these results leads to the difference in sand movement.

Study on the Estimation of Duncan & Chang Model Parameters-initial Tangent Modulus and Ultimate Deviator Stress for Compacted Weathered Soil (다짐 풍화토의 Duncan & Chang 모델 매개변수-초기접선계수와 극한축차응력 산정에 관한 연구)

  • Yoo, Kunsun
    • Journal of the Korean GEO-environmental Society
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    • v.19 no.12
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    • pp.47-58
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    • 2018
  • Duncan & Chang(1970) proposed the Duncan-Chang model that a linear relation of transformed stress-strain plots was reconstituted from a nonlinear relation of stress-strain curve of triaxial compression test using hyperbolic theory so as to estimate an initial tangent modulus and ultimate deviator stress for the soil specimen. Although the transformed stress-strain plots show a linear relationship theoretically, they actually show a nonlinearity at both low and high values of strain of the test. This phenomenon indicates that the stress-strain curve is not a complete form of a hyperbola. So, if linear regression analyses for the transformed stress-strain plot are performed over a full range of strain of a test, error in the estimation of their linear equations is unavoidable depending on ranges of strain with non-linearity. In order to reduce such an error, a modified regression analysis method is proposed in this study, in which linear regression analyses for transformed stress-strain plots are performed over the entire range of strain except the range the non-linearity is shown around starting and ending of the test, and then the initial tangent modulus and ultimate deviator stresses are calculated. Isotropically consolidated-drained triaxial compression tests were performed on compacted weathered soil with a modified Proctor density to obtain their model parameters. The modified regression analyses for transformed stress-strain plots were performed and analyzed results are compared with results estimated by 2 points method (Duncan et al., 1980). As a result of analyses, initial tangent moduli are about 4.0% higher and ultimate deviator stresses are about 2.9% lower than those values estimated by Duncan's 2 points method.

Development of regression functions for human and economic flood damage assessments in the metropolises (대도시에서의 인적·물적 홍수피해 추정을 위한 회귀함수 개발)

  • Lim, Yeon Taek;Lee, Jong Seok;Choi, Hyun Il
    • Journal of Korea Water Resources Association
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    • v.53 no.12
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    • pp.1119-1130
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    • 2020
  • Flood disasters have been recently increasing worldwide due to climate change and extreme weather events. Since flood damage recovery has been conducted as a common coping strategy to flood disasters in the Republic of Korea, it is necessary to predict the regional flood damage costs by rainfall characteristics for a preventative measure to flood damage. Therefore, the purpose of this study is to present the regression functions for human and economic flood damage assessments for the 7 metropolises in the Republic of Korea. A comprehensive regression analysis was performed through the total 48 simple regression models on the two types of flood damage records for human and economic costs over the past two decades from 1998 to 2017 using the four kinds of nonlinear equations with each of the six rainfall variables. The damage assessment functions for each metropolis were finally selected by the evaluation of the regression results with the coefficient of determination and the statistical significance test, and then used for the human and economic flood damage assessments for 100-year rainfall in the 7 metropolises. The results of this study are expected to provide the basic information on flood damage cost assessments for flood damage mitigation measures.

Approximate Analytical Formula for Minimum Principal Stress Satisfying the Generalized Hoek-Brown Failure Criterion (일반화된 Hoek-Brown 파괴기준식을 만족하는 최소주응력의 해석적 근사식)

  • Lee, Youn-Kyou
    • Tunnel and Underground Space
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    • v.31 no.6
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    • pp.480-493
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    • 2021
  • Since the generalized Hoek-Brown criterion (GHB) provides an efficient way of identifying its strength parameter values with the consideration of in-situ rock mass condition via Geological Strength Index (GSI), this criterion is recognized as one of the standard rock mass failure criteria in rock mechanics community. However, the nonlinear form of the GHB criterion makes its mathematical treatment inconvenient and limits the scope of its application. As an effort to overcome this disadvantage of the GHB criterion, the explicit approximate analytical equations for the minimum principal stress, which is associated with the maximum principal stress at failure, are formulated based on the Taylor polynomial approximation of the original GHB criterion. The accuracy of the derived approximate formula for the minimum principal stress is verified by comparing the resulting approximate minimum principal stress with the numerically calculated exact values. To provide an application example of the approximate formulation, the equivalent friction angle and cohesion for the expected plastic zone around a circular tunnel in a GHB rock mass are calculated by incorporating the formula for the approximate minimum principal stress. It is found that the simultaneous consideration of the values of mi, GSI and far-field stress is important for the accurate calculation of equivalent Mohr-Coulomb parameter values of the plastic zone.

Implicit Numerical Integration of Two-surface Plasticity Model for Coarse-grained Soils (Implicit 수치적분 방법을 이용한 조립토에 관한 구성방정식의 수행)

  • Choi, Chang-Ho
    • Journal of the Korean Geotechnical Society
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    • v.22 no.9
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    • pp.45-59
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    • 2006
  • The successful performance of any numerical geotechnical simulation depends on the accuracy and efficiency of the numerical implementation of constitutive model used to simulate the stress-strain (constitutive) response of the soil. The corner stone of the numerical implementation of constitutive models is the numerical integration of the incremental form of soil-plasticity constitutive equations over a discrete sequence of time steps. In this paper a well known two-surface soil plasticity model is implemented using a generalized implicit return mapping algorithm to arbitrary convex yield surfaces referred to as the Closest-Point-Projection method (CPPM). The two-surface model describes the nonlinear behavior of coarse-grained materials by incorporating a bounding surface concept together with isotropic and kinematic hardening as well as fabric formulation to account for the effect of fabric formation on the unloading response. In the course of investigating the performance of the CPPM integration method, it is proven that the algorithm is an accurate, robust, and efficient integration technique useful in finite element contexts. It is also shown that the algorithm produces a consistent tangent operator $\frac{d\sigma}{d\varepsilon}$ during the iterative process with quadratic convergence rate of the global iteration process.