• Title/Summary/Keyword: Stochastic Effects

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Classification of Seismic Stations Based on the Simultaneous Inversion Result of the Ground-motion Model Parameters (지진동모델 파라미터 동시역산을 이용한 지진관측소 분류)

  • Yun, Kwan-Hee;Suh, Jung-Hee
    • Geophysics and Geophysical Exploration
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    • v.10 no.3
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    • pp.183-190
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    • 2007
  • The site effects of seismic stations were evaluated by conducting a simultaneous inversion of the stochastic point-source ground-motion model (STGM model; Boore, 2003) parameters based on the accumulated dataset of horizontal shear-wave Fourier spectra. A model parameter $K_0$ and frequency-dependent site amplification function A(f) were used to express the site effects. Once after a H/V ratio of the Fourier spectra was used as an initial estimate of A(f) for the inversion, the final A(f) which is considered to be the result of combined effect of the crustal amplification and loca lsite effects was calculated by averaging the log residuals at the site from the inversion and adding the mean log residual to the H/V ratio. The seismic stations were classified into five classes according to $logA_{1-10}^{max}$(f), the maximum level of the site amplification function in the range of 1 Hz < f < 10 Hz, i.e., A: $logA_{1-10}^{max}$(f) < 0.2, B: 0.2 $\leq$ $logA_{1-10}^{max}$(f) < 0.4, C: 0.4 $\leq$ $logA_{1-10}^{max}$(f) < 0.6, D: 0.6 $\leq$ $logA_{1-10}^{max}$(f) < 0.8, E: 0.8 $\leq$ $logA_{1-10}^{max}$(f). Implication of the classified result was supported by observing a shift of the dominant frequency of average A(f) for each classified stations as the class changes. Change of site classes after moving seismic stations to a better site condition was successfully described by the result of the station classification. In addition, the observed PGA (Peak Ground Acceleration)-values for two recent moderate earthquakes were well classified according to the proposed station classes.

Proof-of-principle Experimental Study of the CMA-ES Phase-control Algorithm Implemented in a Multichannel Coherent-beam-combining System (다채널 결맞음 빔결합 시스템에서 CMA-ES 위상 제어 알고리즘 구현에 관한 원리증명 실험적 연구)

  • Minsu Yeo;Hansol Kim;Yoonchan Jeong
    • Korean Journal of Optics and Photonics
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    • v.35 no.3
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    • pp.107-114
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    • 2024
  • In this study, the feasibility of using the covariance-matrix-adaptation-evolution-strategy (CMA-ES) algorithm in a multichannel coherent-beam-combining (CBC) system was experimentally verified. We constructed a multichannel CBC system utilizing a spatial light modulator (SLM) as a multichannel phase-modulator array, along with a coherent light source at 635 nm, implemented the stochastic-parallel-gradient-descent (SPGD) and CMA-ES algorithms on it, and compared their performances. In particular, we evaluated the characteristics of the CMA-ES and SPGD algorithms in the CBC system in both 16-channel rectangular and 19-channel honeycomb formats. The results of the evaluation showed that the performances of the two algorithms were similar on average, under the given conditions; However, it was verified that under the given conditions the CMA-ES algorithm was able to operate with more stable performance than the SPGD algorithm, as the former had less operational variation with the initial phase setting than the latter. It is emphasized that this study is the first proof-of-principle demonstration of the CMA-ES phase-control algorithm in a multichannel CBC system, to the best of our knowledge, and is expected to be useful for future experimental studies of the effects of additional channel-number increments, or external-phase-noise effects, in multichannel CBC systems based on the CMA-ES phase-control algorithm.

Secrecy Enhancement via Artificial Noise with Protected Zones of Transmitter and Receiver (인공 잡음 및 송수신기 보호 구역을 활용한 보안 성능 향상)

  • Chae, Seong Ho
    • Journal of the Korea Institute of Information and Communication Engineering
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    • v.20 no.3
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    • pp.558-564
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    • 2016
  • The network interference gives positive and negative effects to security and QoS simultaneously by disturbing the decoding of receiver and eavesdropper. The transmission of artificial noise enables to indirectly control these contradicting effects. This paper proposed the secrecy enhancement technique via artificial noise with protected zones of transmitter and receiver and investigated its gain by using stochastic geometry. For given arbitrary artificial noise power ratio, we first analyzed connection outage probability and secrecy outage probability for four different scenarios (separated, overlapped, included secrecy protected zones- type A, B) according to distance and size of protected zones of the transmitter and receiver. We then derive the secrecy transmission rate and find the optimal artificial noise power ratio to maximize it. Finally, with numerical examples, we investigate the effects of the system parameters such as size of protected zones of transmitter and receiver on the optimal artificial noise power ratio.

A Study on the Effects of Oil Shocks and Energy Efficient Consumption Structure with a Bayesian DSGE Model (베이지안 동태확률일반균형모형을 이용한 유가충격 및 에너지 소비구조 전환의 효과분석)

  • Cha, Kyungsoo
    • Environmental and Resource Economics Review
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    • v.19 no.2
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    • pp.215-242
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    • 2010
  • This study constructs a bayesian neoclassical DSGE model that applies oil usage. The model includes technology shocks, oil price shocks, and shocks to energy policies as exogenous driving forces. First, this study aims to analyze the roles of these exogenous shocks in the Korean business cycle. Second, this study examines the effects of long-term changes in the energy consumption structure, including the reduction in oil use as a share of energy consumption and improvement in oil efficiency. In the case of oil price shocks, results show that these shocks exert recessionary pressure on the economy in line with those obtained in the previous literature. On the other hand, shocks to energy policies, which reduce oil consumption per capital, result in opposite consequences to oil price shocks, decreasing oil consumption. Also, counterfactual exercises show that long-term changes in the energy consumption structure would mitigate the contractionary effects of oil price shocks.

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China's Economic Policy Uncertainty Shocks and South Korea's Exports: A TVP-VAR Approach with an SMSS Structure

  • Liu, Lin;Zhang, Manman;Li, Wei
    • Journal of Korea Trade
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    • v.24 no.4
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    • pp.1-17
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    • 2020
  • Purpose - Since China has been South Korea's biggest export destination, uncertainty shocks originating from it would influence South Korea's exports. This paper evaluates the effects of China's economic policy uncertainty on Korea's exports to explore the transmission channels. Design/methodology - Incorporating endogeneities and nonlinearities, this study employs a quarterly time-varying parameters vector autoregressive model to investigate the relationships between China's economic policy uncertainty and Korea's exports, where the overparameterization due to time-varying specifications is overcome by a novel stochastic model specification search framework. According to previous theoretical studies, this paper assesses two channels, demand shock channel and exchange rate channel, through which foreign uncertainty affects Korea's exports. This paper identifies the primary drivers of Korea's aggregate exports and analyzes the rationales for the time-variant impacts of China's economic policy uncertainty on Korea's exports to China. Findings - Our empirical results reveal that Korea's aggregate exports are less responsive to China's economic policy uncertainty shocks and significantly move together with global demand. In contrast, its bilateral exports to China are highly responsive in a negative and time-variant way. Moreover, Chinese investment is an important channel through which China's economic policy uncertainty affects Korea's exports to China after 2010. Further, the time-variant effects of China's economic policy uncertainty on Korea's exports to China are related to changes in China's foreign trade policies, global economic conditions, and China's degree of economic freedom. Originality/value - Few previous studies touch the effects of external uncertainty shocks on South Korea's exports. This paper attempts to fill this gap and explicitly investigate the impacts of China's economic policy uncertainty on Korea's exports from a time-varying perspective. As Korea is an export-oriented economy, this study provides insights for the Korean government to understand the transmissions of external uncertainty better.

Colonization and Extinction Patterns of a Metapopulation of Gold-spotted Pond Frogs, Rana plancyi chosenica

  • Park, Dae-Sik;Park, Shi-Ryong;Sung, Ha-Cheol
    • Journal of Ecology and Environment
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    • v.32 no.2
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    • pp.103-107
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    • 2009
  • We investigated colonization and extinction patterns in a meta population of the gold-spotted pond frog (Rana planeyi ehoseniea) near the Korea National University of Education, Chungbuk, Korea, by surveying the frogs in the nine occupied habitat patches in the study area four times per breeding season for three years (2006$\sim$2008) and recording whether the patches were occupied by frogs as well as how many frogs were calling in the patches. We then developed five a priori year-specific models using the Akaike Information Criterion (AIC). The models predicted that: 1) probabilities of colonization and local extinction of the frogs were better explained by year-dependent models than by constant models, 2) there are high local extinction and low colonization probabilities, 3) approximately 31% number of patches will be occupied at equilibrium, and 4) that considerable variation in occupation rate should occur over a 30-year period, due to demographic stochasticity (in our model, the occupation rate ranged from 0.222 to 0.889). Our results suggest that colonization is important in this metapopulation system, which is governed by mainly stochastic components, and that more constructive conservation effects are needed to increase local colonization rates.

Effects of Noise on a Model of Oscillatory Chemical Reaction

  • Basavaraja, C.;Bagchi, Biman;Park, Do-Young;Choi, Young-Min;Park, Hyun-Tae;Choe, Sang-Joon;Huh, Do-Sung
    • Bulletin of the Korean Chemical Society
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    • v.27 no.10
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    • pp.1525-1530
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    • 2006
  • A simple oscillating reaction model subject to additive Gaussian white noise is investigated as the model is located in the dynamic region of oscillations. The model is composed of three ordinary differential equations representing the time evolutions of X, Y, and Z, respectively. Initially, a uniform random noise is separately added to the three equations to study the effect of noise on the oscillatory cycle of X, Y, and Z. For a given value of noise intensity, the amplitude of oscillation increases monotonically with time. Furthermore, the noise is added to any one of the three equations to study the impact of noise on one species on the bifurcation behavior of the other.

Dynamic Analysis of Guyed Tower Subjected to Random Waves (랜덤파랑하중에 대한 Guyed Tower의 동적 거동해석)

  • 유정선;윤정봉
    • Journal of Ocean Engineering and Technology
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    • v.1 no.1
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    • pp.57-64
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    • 1987
  • Methods of nonlinear stochastic analysis of guyed towers are studied in this paper. Two different kinds of nonlinearities are considered. They are the nonlinear restoring force from the guying system and the nonlinear hydrodynamic force. Analyses are carried out mainly in the frequency domain using linearization techniques. Two methods for the linearization of the nonlinear stiffness are presented, in which the effects of the steady offset and the oscillating component of the structural motion can be adequately analyzed. those two methods are the equivalent linearization method and the average stiffness method. The linearization of the nonlinear drag force is also carried out considering the effect of steady current as well as oscillatory wave motions. Example analyses are performed for guyed tower in 300m water. Transfer functions and the expected maximum values of the deck displacement and the bending moment near the middle of the tower are calculated. Numerical results show that both of the frequency domain methods presented in this paper predict the responses of the sturcture very reasonably compared with those by the time integration method utilzing the random simulations wave particla motions.

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Distributed Control of DC Servo Motor on LonWorks-IP Virtual Device Network for Predictive and Preventive Maintenance (LonWorks-IP 가상 디바이스 네트워크상에서 예지 및 예방보전을 위한 DC 서보모터의 분산제어)

  • Song, Ki-Won
    • Journal of the Korean Society of Safety
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    • v.21 no.4 s.76
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    • pp.25-32
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    • 2006
  • LonWorks over IP(LonWorks-IP) virtual device network(VDN) is an integrated form of LonWorks device network and IP data network. In especially real-time distributed servo applications on the factory floor, timely response is essential for predictive and preventive maintenance. The time delay in servo control on LonWorks-IP based VDN has highly stochastic nature. LonWorks-IP based VDN induced transmission delay deteriorates the performance and stability of the real-time distributed control system and can't give an effective preventive and predictive maintenance. In order to guarantee the stability and performance of the system, and give an effective preventive and predictive maintenance, LonWorks-IP based VDN induced time-varying uncertain time delay needs to be predicted and compensated. In this paper new Pill control scheme based on Smith predictor, disturbance observer and band pass filter is proposed and tested through computer simulation about position control of DC servo motor. It is shown that how can the proposed control scheme be designed to minimize the effects of uncertain varying time delay and model uncertainties. The validity of the proposed control scheme is compared and demonstrated with the comparison of internal model controllers(IMC) based on Smith predictor with and without disturbance observer.

Earthquake response of isolated cable-stayed bridges under spatially varying ground motions

  • Ates, Sevket;Soyluk, Kurtulus;Dumanoglu, A. Aydin;Bayraktar, Alemdar
    • Structural Engineering and Mechanics
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    • v.31 no.6
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    • pp.639-662
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    • 2009
  • A comprehensive investigation of the stochastic response of an isolated cable-stayed bridge subjected to spatially varying earthquake ground motion is performed. In this study, the Jindo Bridge built in South Korea is chosen as a numerical example. The bridge deck is assumed to be continuous from one end to the other end. The vertical movement of the stiffening girder is restrained and freedom of rotational movement on the transverse axis is provided for all piers and abutments. The longitudinal restraint is provided at the mainland pier. The A-frame towers are fixed at the base. To implement the base isolation procedure, the double concave friction pendulum bearings are placed at each of the four support points of the deck. Thus, the deck of the cable-stayed bridge is isolated from the towers using the double concave friction pendulum bearings which are sliding devices that utilize two spherical concave surfaces. The spatially varying earthquake ground motion is characterized by the incoherence and wave-passage effects. Mean of maximum response values obtained from the spatially varying earthquake ground motion case are compared for the isolated and non-isolated bridge models. It is pointed out that the base isolation of the considered cable-stayed bridge model subjected to the spatially varying earthquake ground motion significantly underestimates the deck and the tower responses.