• Title/Summary/Keyword: Stochastic Program

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Development of Simulator based on Object-Oriented Programming for Chip Mounter Using Stochastic Petri Nets (확률 페트리 네트를 이용한 객체지향 기반의 표면 실장기 시뮬레이터 개발)

  • 박기범;박태형
    • 제어로봇시스템학회:학술대회논문집
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    • 2000.10a
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    • pp.57-57
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    • 2000
  • The purpose of this paper is show that an chip mounter can be modeled by stochastic petri nets, and that the simulator to verify a fitness of the program to assemble. The chip mounter can be constructed by using the petri net class (CPetriNet) based on the object-oriented programming. By using this simulator, we can get the information about the description of motion of the chip mounter, and moreover, we can evaluate the productivity.

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The Reliability Analysis of the Cable Stayed Bridge Considered to Correlation of the Random Variable (확률변수의 상관성을 고려한 사장교의 신뢰성해석)

  • 한성호;권의성;정인수;신재철
    • Proceedings of the Computational Structural Engineering Institute Conference
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    • 2004.10a
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    • pp.210-217
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    • 2004
  • Developed is the new program that the reliability analysis can be performed more effectively considering the correlation of structural members about the cable stayed bridge. This program is formulated the stochastic finite element method suitable for the reliability analysis and the new safety evaluation method is proposed which is different from the existing one by the deterministic method or MCS response analysis. After conducting the initial equilibrium analysis of cable stayed bridges, the stochastic finite element is formulated through the perturbation method and the reliability analysis considering the correlation of stochastic variables is conducted. The results in various types of cable stayed bridge show that the probability of failure considering the correlation is larger than the non-correlation. The fan system is more stable than other systems at the structural response and the probability failure.

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A Study on Dynamic Response Analysis of the Cable-Stayed Bridge Using the Stochastic Finite Element Method (확률유한요소법을 이응한 사장교의 동적응답해석)

  • 한성호;정인수;김진홍;신재철
    • Proceedings of the Computational Structural Engineering Institute Conference
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    • 2003.10a
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    • pp.365-372
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    • 2003
  • In this study, the program which determine the initial cable tension force by tile initial shape analysis for cable stayed bridge is developed. Also, DSFEMP(Dynamic Stochastic Finite Element Analysis Program) is developed to consider the variance of random variables at each step of dynamic response analysis, not use existing methods that apply to the theory of reliability at the final step of structural analysis. In addition, the output from the developed program was compared with the results from DMCSP(Direct Monte Carlo Simulation Program) to prove its validity.

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Identification of the Movement of Underlying Asset in Real Option Analysis: Studies on Industrial Parametric Table (실물옵션 적용을 위한 산업별 기초자산 확률과정추정)

  • Lee, Jeong-Dong;Gang, A-Ri;Jeong, Jong-Uk
    • Proceedings of the Technology Innovation Conference
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    • 2004.02a
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    • pp.222-245
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    • 2004
  • This paper has an intention of proposing useful parametric tables of each industry group within Korea. These parametric tables can be insightful criteria for those who are dealing with the exact valuation of company, technology or industry through Real Option Analysis (ROA) since the identification of the movement of underlying asset is the very first step to be done. To give the exact estimations of parameters and the most preferred model in each industry group, we cover topics on ROA, stochastic process, and parametric estimation method like Generalized Method of Moments (GMM) and Maximum Likelihood Estimation (MLE). Additionally, specific industry groups, such as, Internet service group and mobile telecommunication service group defined independently in this paper are also examined in terms of its property of movement with the suggesting of the most fitting stochastic model.

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Stochastic analysis for uncertain deformation of foundations in permafrost regions

  • Wang, Tao;Zhou, Guoqing;Wang, Jianzhou;Zhao, Xiaodong;Yin, Leijian
    • Geomechanics and Engineering
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    • v.14 no.6
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    • pp.589-600
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    • 2018
  • For foundations in permafrost regions, the displacement characteristics are uncertain because of the randomness of temperature characteristics and mechanical parameters, which make the structural system have an unexpected deviation and unpredictability. It will affect the safety of design and construction. In this paper, we consider the randomness of temperature characteristics and mechanical parameters. A stochastic analysis model for the uncertain displacement characteristic of foundations is presented, and the stochastic coupling program is compiled by Matrix Laboratory (MATLAB) software. The stochastic displacement fields of an embankment in a permafrost region are obtained and analyzed by Neumann stochastic finite element method (NSFEM). The results provide a new way to predict the deformation characteristics of foundations in permafrost regions, and it shows that the stochastic temperature has a different influence on the stochastic lateral displacement and vertical displacement. Construction disturbance and climate warming lead to three different stages for the mean settlement of characteristic points. For the stochastic settlement characteristic, the standard deviation increases with time, which imply that the results of conventional deterministic analysis may be far from the true value. These results can improve our understanding of the stochastic deformation fields of embankments and provide a theoretical basis for engineering reliability analysis and design in permafrost regions.

A Review on the Application of Stochastic Methods in the Analysis of Hydrologic Records (수문기록 분석을 위한 추계학적방법의 응용에 관한 고찰)

  • 윤용남
    • Water for future
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    • v.4 no.1
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    • pp.51-58
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    • 1971
  • Hydrologic data serve as an input to the water resources system. An adequate analysis of hydrologic data is one of the most important steps in the planning of the water resources development program. The natural hydrologic processes, which produce the hydrologic data, are truely 'stochastic' in the sense that natural hydrologic phenomena change with time in accordance with the law of probability as well as with sequential relationship between their occurrences. Therefore, the stochastic approach to the analysis of hydrologic data has become more popular in recent years than the conventional deterministic or probabilistic approach. This paper reviews the mathematical models which can adequately simulate the stochastic behavior of the hydrologic characteristics of a hydrologic system. The actual application of these models in the analysis of hydrologic records(precipipitation and runoff records in particular) is also presented.

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Stochastic Project Scheduling Simulation System (SPSS III)

  • Lee Dong-Eun
    • Korean Journal of Construction Engineering and Management
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    • v.6 no.1 s.23
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    • pp.73-79
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    • 2005
  • This paper, introduces a Stochastic Project Scheduling Simulation system (SPSS III) developed by the author to predict a project completion probability in a certain time. The system integrates deterministic CPM, probabilistic PERT, and stochastic Discrete Event Simulation (DES) scheduling methods into one system. It implements automated statistical analysis methods for computing the minimum number of simulation runs, the significance of the difference between independent simulations, and the confidence interval for the mean project duration as well as sensitivity analysis method in What-if analyzer component. The SPSS 111 gives the several benefits to researchers in that it (1) complements PERT and Monte Carlo simulation by using stochastic activity durations via a web based JAVA simulation over the Internet, (2) provides a way to model a project network having different probability distribution functions, (3) implements statistical analyses method which enable to produce a reliable prediction of the probability of completing a project in a specified time, and (4) allows researchers to compare the outcome of CPM, PERT and DES under different variability or skewness in the activity duration data.

Stochastic analysis of fluid-structure interaction systems by Lagrangian approach

  • Bayraktar, Alemdar;Hancer, Ebru
    • Structural Engineering and Mechanics
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    • v.20 no.4
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    • pp.389-403
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    • 2005
  • In the present paper it is aimed to perform the stochastic dynamic analysis of fluid and fluidstructure systems by using the Lagrangian approach. For that reason, variable-number-nodes twodimensional isoparametric fluid finite elements are programmed in Fortran language by the authors and incorporated into a general-purpose computer program for stochastic dynamic analysis of structure systems, STOCAL. Formulation of the fluid elements includes the effects of compressible wave propagation and surface sloshing motion. For numerical example a rigid fluid tank and a dam-reservoir interaction system are selected and modeled by finite element method. Results obtained from the modal analysis are compared with the results of the analytical and numerical solutions. The Pacoima Dam record S16E component recorded during the San Fernando Earthquake in 1971 is used as a ground motion. The mean of maximum values of displacements and hydrodynamic pressures are compared with the deterministic analysis results.

APPLYING A STOCHASTIC LINEAR SCHEDULING METHOD TO PIPELINE CONSTRUCTION

  • Fitria H. Rachmat;Lingguang Song;Sang-Hoon Lee
    • International conference on construction engineering and project management
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    • 2009.05a
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    • pp.907-913
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    • 2009
  • Pipeline construction is a highly repetitive and resource-intensive process that is exposed to various constraints and uncertainties in the working environment. Effective look-ahead scheduling based on the most recent project performance data can greatly improve project execution and control. This study enhances the traditional linear scheduling method with stochastic simulation to incorporate activity performance uncertainty in look-ahead scheduling. To facilitate the use of this stochastic method, a computer program, Stochastic Linear Scheduling Method (SLSM), was designed and implemented. Accurate look-ahead scheduling can help schedulers to better anticipate problem areas and formulate new plans to improve overall project performance.

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Development of a Voltage Sag Assessment Program Considering Generator Scheduling and Voltage Tolerance (발전기 스케줄링과 부하 전압민감도를 고려한 순간전압강하 평가 프로그램 개발)

  • Park, Chang-Hyun
    • Journal of the Korean Institute of Illuminating and Electrical Installation Engineers
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    • v.23 no.4
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    • pp.92-100
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    • 2009
  • This paper presents a voltage sag assessment program. The program provides various functions for stochastic assessment of voltage sags such as short-circuit analysis, the determination of the area of vulnerability and the calculation of expected sag frequency(ESF). Effective data visualization functions based on computer graphics and animation were also implemented in the developed program. In this paper, the concept of voltage sag assessment and the assessment method considering generator scheduling and time-varying fault rates are presented. The influence of generator scheduling and time-varying fault rates on voltage sag prediction is also described by performing case studies using the developed program.