• 제목/요약/키워드: Probability bounds

검색결과 96건 처리시간 0.02초

극치파고분포의 모수 불확실성에 따른 설계파고의 불확실성 및 피복재의 파괴확률 해석 (Analysis of Failure Probability of Armor Units and Uncertainties of Design Wave Heights due to Uncertainties of Parameters in Extreme Wave Height Distributions)

  • 이철응
    • 한국해안·해양공학회논문집
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    • 제22권2호
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    • pp.120-125
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    • 2010
  • 재현기간에 따른 설계파고 산정시 Gumbel 극치분포함수의 축척모수와 위치모수를 확률변수로 고려할 수 있는 Monte-Carlo 모의법을 제안하였다. 축척모수의 불확실성의 정도에 따라 설계파고의 불확실성의 정도가 결정되며 그 분포형태는 Gumbel 분포함수를 따른다. 또한 내용년수에 해당하는 최대 유의파고 분포특성을 이용하여 재현기간에 따른 설계파고를 산정하는 경우에 더 많은 불확실성이 포함된다. 한편 피복재의 파괴모드에 대한 신뢰성 해석을 수행하여 설계파고의 불확실성에 대한 영향을 검토하였다. 설계파고의 불확실성을 고려하는 방법에 따라 재현기간 50년 동안 5% 피해수준에 해당하는 파괴확률을 산정하여 비교하였다. 설계파고의 불확실성이 년 최대 유의파고자료의 불확실성과 같다고 가정하면 파괴확률이 넓은 범위에 걸쳐서 산정된다.

주변 확률을 고려하지 않는 확률적 흥미도 측도 계열 유사성 측도의 서열화 (A study on the ordering of PIM family similarity measures without marginal probability)

  • 박희창
    • Journal of the Korean Data and Information Science Society
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    • 제26권2호
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    • pp.367-376
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    • 2015
  • 데이터마이닝 기법 중의 하나인 군집분석은 다양한 특성을 지닌 관찰대상에 대해 유사성을 바탕으로 동질적인 군집으로 묶은 후, 동일 군집에 속해 있는 공통된 특성을 조사하는데 이용되는 기법이다. 본 논문에서는 주변 확률을 고려하지 않는 확률적 흥미도 측도 기반 유사성 측도인 Yule I과 II, Michael, Digby, Baulieu, 그리고 Dispersion 측도에 대해 상한 및 하한을 설정함으로써 이들의 대소관계를 규명하였다. 그 결과, 세 가지 유형의 대소 관계가 성립한다는 사실을 수식의 증명뿐만 아니라 실제 데이터 및 모의실험 데이터에 의해서도 확인할 수 있었다. 이들 측도들은 각 경계에 있는 측도와는 더욱 더 유사한 값을 가지므로 각 측도의 상한 및 하한은 여러 가지 측도들을 분류하는 도구가 되며, 실제 값의 관점에서 각 측도들의 관계를 알게 되면 주어진 알고리즘의 안정화에 도움이 될 수 있을 것이다.

Distance Based Dynamic Probabilistic Broadcasting in Ad Hoc Wireless Networks

  • Kim Jae-Soo;Kim Jeong-Hong
    • 한국멀티미디어학회논문지
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    • 제8권12호
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    • pp.1613-1622
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    • 2005
  • Broadcasting is fundamental and effective data dissemination mechanism for route discovery, address resolution, and many other network services in mobile ad hoc networks. Although many approaches for broadcasting have been proposed to minimize the number of retransmissions, none of them guarantee the best-suited bounds of retransmissions. Appropriate use of probabilistic method can lower the chance of contention and collision among neighboring nodes, so that it reduces the number of rebroadcasts. In this paper, we propose a probabilistic approach that dynamically adjusts the rebroadcasting probability according to the distance between the sender and the receiver. While the rebroadcast probabilities of a mobile node close to sender will be set lower, the rebroadcast probabilities of a mobile node far away from sender wi1l be set to higher, The rebroadcast probability of a node wi1l be set according to the distance from sender. We evaluate the performance of proposed approach by comparing it with flooding as well as a fixed probabilistic broadcast approach. Simulation results showed that the performance of proposed scheme outperforms by about $70\%$ than flooding scheme and outperforms by about $20\%$ than fixed probabilistic scheme.

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Structural system reliability-based design optimization considering fatigue limit state

  • Nophi Ian D. Biton;Young-Joo Lee
    • Smart Structures and Systems
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    • 제33권3호
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    • pp.177-188
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    • 2024
  • The fatigue-induced sequential failure of a structure having structural redundancy requires system-level analysis to account for stress redistribution. System reliability-based design optimization (SRBDO) for preventing fatigue-initiated structural failure is numerically costly owing to the inclusion of probabilistic constraints. This study incorporates the Branch-and-Bound method employing system reliability Bounds (termed the B3 method), a failure-path structural system reliability analysis approach, with a metaheuristic optimization algorithm, namely grey wolf optimization (GWO), to obtain the optimal design of structures under fatigue-induced system failure. To further improve the efficiency of this new optimization framework, an additional bounding rule is proposed in the context of SRBDO against fatigue using the B3 method. To demonstrate the proposed method, it is applied to complex problems, a multilayer Daniels system and a three-dimensional tripod jacket structure. The system failure probability of the optimal design is confirmed to be below the target threshold and verified using Monte Carlo simulation. At earlier stages of the optimization, a smaller number of limit-state function evaluation is required, which increases the efficiency. In addition, the proposed method can allocate limited materials throughout the structure optimally so that the optimally-designed structure has a relatively large number of failure paths with similar failure probability.

Lossy Source Compression of Non-Uniform Binary Source via Reinforced Belief Propagation over GQ-LDGM Codes

  • Zheng, Jianping;Bai, Baoming;Li, Ying
    • ETRI Journal
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    • 제32권6호
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    • pp.972-975
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    • 2010
  • In this letter, we consider the lossy coding of a non-uniform binary source based on GF(q)-quantized low-density generator matrix (LDGM) codes with check degree $d_c$=2. By quantizing the GF(q) LDGM codeword, a non-uniform binary codeword can be obtained, which is suitable for direct quantization of the non-uniform binary source. Encoding is performed by reinforced belief propagation, a variant of belief propagation. Simulation results show that the performance of our method is quite close to the theoretic rate-distortion bounds. For example, when the GF(16)-LDGM code with a rate of 0.4 and block-length of 1,500 is used to compress the non-uniform binary source with probability of 1 being 0.23, the distortion is 0.091, which is very close to the optimal theoretical value of 0.074.

최소 평균 페이징 지연을 위한 최적의 페이징 그룹 수에 관한 연구 (A Study of Optimal Group Number to Minimize Average Paging Delay)

  • 이구연
    • 산업기술연구
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    • 제25권B호
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    • pp.221-229
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    • 2005
  • We present a numerical analysis of the optimal group number for minimizing the average paging delay. In the analysis, we consider uniform distributions for location probability conditions and apply M/D/1 queueing model to paging message queues of cells. We also get the lower bounds of group numbers and investigate the minimum transmission capacity under average paging delay constraints. Minimizing the average paging delay is important because it means minimizing the amount of bandwidth used for locating mobile terminals. Therefore, the numerical results of this paper will be very useful in PCS system when designing its signalling capacity due to its simplicity and effectiveness.

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상대적(相對的) 위험(危險)과 추계적(推計的)-통계적(統計的) 우세법칙(優勢法則) (Relative Risk Aversion and Stochastic-Statistical Dominance)

  • 이대주
    • 대한산업공학회지
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    • 제15권2호
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    • pp.33-44
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    • 1989
  • This paper presents stochastic-statistical dominance rules which eliminate dominated alternatives thereby reduce the number of satisficing alternatives to a manageable size so that the decision maker can choose the best alternative among them when neither the utility function nor the probability distribution of outcomes is exactly known. Specifically, it is assumed that only the characteristics of the utility function and the value function are known. Also, it is assumed that prior probabilities of the mutually exclusive states of nature are not known, but their relative bounds are known. First, the notion of relative risk aversion is used to describe the decision maker's attitude toward risk, which is defined with the acknowledgement that the utility function of the decision maker is a composite function of a cardinal value function and a utility function with-respect to the value function. Then, stochastic-statistical dominance rules are developed to screen out dominated alternatives according to the decision maker's attitude toward risk represented in the form of the measure of relative risk aversion.

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An Assessment of Reactor Vessel Integrity Under In-Vessel Vapor Explosion Loads

  • Bang, Kwang-Hyun;Cho, Jong-Rae;Park, Soo-Yong
    • Nuclear Engineering and Technology
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    • 제32권4호
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    • pp.299-308
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    • 2000
  • A safety assessment of reactor vessel lower head integrity under in-vessel vapor explosion loads has been performed. The core melt relocation parameters were chosen within the ranges of physically realizable bounds. The premixing and explosion calculations were performed using TRACER-II code. Using the calculated explosion pressures imposed on the lower head inner wall, strain calculations were peformed using ANSYS code. Then, the calculated strain results and the established failure criteria were used in determining the failure probability of the lower head, In the explosion analyses, it is shown that the explosion impulses are not altered significantly by the uncertain parameters of triggering location and time, fuel and vapor volume fractions in uniform premixture bounding calculations. Strain analyses show that the vapor explosion-induced lower head failure is not possible under the present framework of assessment. The result of static analysis using the conservative explosion-end pressure of 50 MPa also supports the conclusion. It is recommended, however, that an assessment of fracture mechanics for preexisting cracks be also considered to obtain a more concrete conclusion.

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POWER TAIL ASYMPTOTIC RESULTS OF A DISCRETE TIME QUEUE WITH LONG RANGE DEPENDENT INPUT

  • Hwang, Gang-Uk;Sohraby, Khosrow
    • 대한수학회지
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    • 제40권1호
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    • pp.87-107
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    • 2003
  • In this paper, we consider a discrete time queueing system fed by a superposition of an ON and OFF source with heavy tail ON periods and geometric OFF periods and a D-BMAP (Discrete Batch Markovian Arrival Process). We study the tail behavior of the queue length distribution and both infinite and finite buffer systems are considered. In the infinite buffer case, we show that the asymptotic tail behavior of the queue length of the system is equivalent to that of the same queueing system with the D-BMAP being replaced by a batch renewal process. In the finite buffer case (of buffer size K), we derive upper and lower bounds of the asymptotic behavior of the loss probability as $K\;\longrightarrow\;\infty$.

COMMUTING ELEMENTS WITH RESPECT TO THE OPERATOR Λ IN INFINITE GROUPS

  • Rezaei, Rashid;Russo, Francesco G.
    • 대한수학회보
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    • 제53권5호
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    • pp.1353-1362
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    • 2016
  • Using the notion of complete nonabelian exterior square $G\hat{\wedge}G$ of a pro-p-group G (p prime), we develop the theory of the exterior degree $\hat{d}(G)$ in the infinite case, focusing on its relations with the probability of commuting pairs d(G). Among the main results of this paper, we describe upper and lower bounds for $\hat{d}(G)$ with respect to d(G). Here the size of the second homology group $H_2(G,\mathbb{Z}_p)$ (over the p-adic integers $\mathbb{Z}_p$) plays a fundamental role. A further result of homological nature is placed at the end, in order to emphasize the influence of $H_2(G,\mathbb{Z}_p)$ both on G and $\hat{d}(G)$.