• Title/Summary/Keyword: Probability bounds

Search Result 96, Processing Time 0.02 seconds

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

  • Lee, Cheol-Eung
    • Journal of Korean Society of Coastal and Ocean Engineers
    • /
    • v.22 no.2
    • /
    • pp.120-125
    • /
    • 2010
  • A Monte-Carlo simulation method is proposed which can take uncertainties of scale and location parameters of Gumbel distribution into account straightforwardly in evaluating significant design wave heights with respect to return periods. The uncertainties of design wave heights may directly depend on the amounts of uncertainties of scale parameter and those distributions may be followed by Gumbel distribution. In case of that the expected values of maximum significant wave height during lifetime of structures are considered to be the design wave heights, more uncertainties are happened than in those evaluated according to return periods with encounter probability concepts. In addition, reliability analyses on the armor units are carried out to investigate into the effects of the uncertainties of design wave heights on the probability of failure. The failure probabilities of armor units to 5% damage level for 50 return periods are evaluated and compared according to the methods of taking uncertainties of design wave heights into account. It is found that the probabilities of failure may be distributed into wide ranges of bounds when the uncertainties of design wave heights are assumed to be same as those of annual maximum significant wave heights.

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

  • Park, Hee Chang
    • Journal of the Korean Data and Information Science Society
    • /
    • v.26 no.2
    • /
    • pp.367-376
    • /
    • 2015
  • Today, big data has become a hot keyword in that big data may be defined as collection of data sets so huge and complex that it becomes difficult to process by traditional methods. Clustering method is to identify the information in a big database by assigning a set of objects into the clusters so that the objects in the same cluster are more similar to each other clusters. The similarity measures being used in the cluster analysis may be classified into various types depending on the nature of the data. In this paper, we computed upper and lower limits for probability interestingness measure based similarity measures without marginal probability such as Yule I and II, Michael, Digby, Baulieu, and Dispersion measure. And we compared these measures by real data and simulated experiment. By Warrens (2008), Coefficients with the same quantities in the numerator and denominator, that are bounded, and are close to each other in the ordering, are likely to be more similar. Thus, results on bounds provide means of classifying various measures. Also, knowing which coefficients are similar provides insight into the stability of a given algorithm.

Distance Based Dynamic Probabilistic Broadcasting in Ad Hoc Wireless Networks

  • Kim Jae-Soo;Kim Jeong-Hong
    • Journal of Korea Multimedia Society
    • /
    • v.8 no.12
    • /
    • pp.1613-1622
    • /
    • 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.

  • PDF

Structural system reliability-based design optimization considering fatigue limit state

  • Nophi Ian D. Biton;Young-Joo Lee
    • Smart Structures and Systems
    • /
    • v.33 no.3
    • /
    • pp.177-188
    • /
    • 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
    • /
    • v.32 no.6
    • /
    • pp.972-975
    • /
    • 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.

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

  • Lee, Goo-Yeon
    • Journal of Industrial Technology
    • /
    • v.25 no.B
    • /
    • pp.221-229
    • /
    • 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.

  • PDF

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

  • Lee, Dae-Joo
    • Journal of Korean Institute of Industrial Engineers
    • /
    • v.15 no.2
    • /
    • pp.33-44
    • /
    • 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.

  • PDF

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
    • /
    • v.32 no.4
    • /
    • pp.299-308
    • /
    • 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.

  • PDF

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

  • Hwang, Gang-Uk;Sohraby, Khosrow
    • Journal of the Korean Mathematical Society
    • /
    • v.40 no.1
    • /
    • pp.87-107
    • /
    • 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.
    • Bulletin of the Korean Mathematical Society
    • /
    • v.53 no.5
    • /
    • pp.1353-1362
    • /
    • 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 $\hat{d}(G)$.