• 제목/요약/키워드: Stochastic Program

검색결과 119건 처리시간 0.021초

Stochastic 구조를 이용한 신경회로망의 구현 (VLSI implementation of neural network with stochastic architecture)

  • 정덕진;한상욱
    • 대한전기학회논문지
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    • 제45권2호
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    • pp.319-324
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    • 1996
  • Using random pulse stream, a number can be transformed to the pulse stream with the probability value. So the digital value are computed by simple digital gates. Thus it will be possible to build a small and strong noise immunity processing element. We propose a faster convergence algorithm using a new methods for better performance of Random Number Generator(RNG) an the nonlinear transfer function(Sigmoid function)in this paper. And a feedback circuit were fitted for pulse stream in this paper. We proposed method is simulated with C program language and conformed by circuit implementation. Finally a system for hand written number recognition is constructed by FPGA and its performance verified.

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차등보정법에 의한 항성풍인자의 결정 (DETERMINATION OF WIND PARAMETERS BY THE METHOD OF DIFFERENTIAL CORRECTIONS)

  • 김유경;강영운
    • Journal of Astronomy and Space Sciences
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    • 제11권1호
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    • pp.107-114
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    • 1994
  • Zeta Aurigae형 쌍성의 항성풍인자들 즉, 질량손실율, 항성풍의 속도, stochastic velocity를 결정하는 방법을 제시하였다. 이들 인자덜을 최소자승법으로 보정하기 위하여 Baade(1989)의 컴퓨터코드를 개선하였다. 이 개선된 코드는 자동차보정법으로 반복계산하여 항성풍인자들을 수렴시키는 것이다. 개선된 코드를 32 Cyg에 대하여 IUE 인공위성이 관측한 Fe II 공명선에 적용하여 질량손실율 $2.18\times10^{-8}M_\odot/yr$, 항성풍의 속도 132.12km/s, stochastic velocty 39.82km/s를 구하였다.

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Reliability analysis of reinforced concrete haunched beams shear capacity based on stochastic nonlinear FE analysis

  • Albegmprli, Hasan M.;Cevik, Abdulkadir;Gulsan, M. Eren;Kurtoglu, Ahmet Emin
    • Computers and Concrete
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    • 제15권2호
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    • pp.259-277
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    • 2015
  • The lack of experimental studies on the mechanical behavior of reinforced concrete (RC) haunched beams leads to difficulties in statistical and reliability analyses. This study performs stochastic and reliability analyses of the ultimate shear capacity of RC haunched beams based on nonlinear finite element analysis. The main aim of this study is to investigate the influence of uncertainty in material properties and geometry parameters on the mechanical performance and shear capacity of RC haunched beams. Firstly, 65 experimentally tested RC haunched beams and prismatic beams are analyzed via deterministic nonlinear finite element method by a special program (ATENA) to verify the efficiency of utilized numerical models, the shear capacity and the crack pattern. The accuracy of nonlinear finite element analyses is verified by comparing the results of nonlinear finite element and experiments and both results are found to be in a good agreement. Afterwards, stochastic analyses are performed for each beam where the RC material properties and geometry parameters are assigned to take probabilistic values using an advanced simulating procedure. As a result of stochastic analysis, statistical parameters are determined. The statistical parameters are obtained for resistance bias factor and the coefficient of variation which were found to be equal to 1.053 and 0.137 respectively. Finally, reliability analyses are accomplished using the limit state functions of ACI-318 and ASCE-7 depending on the calculated statistical parameters. The results show that the RC haunched beams have higher sensitivity and riskiness than the RC prismatic beams.

Performance-based reliability assessment of RC shear walls using stochastic FE analysis

  • Nosoudi, Arina;Dabbagh, Hooshang;Yazdani, Azad
    • Structural Engineering and Mechanics
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    • 제80권6호
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    • pp.645-655
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    • 2021
  • Performance-based reliability analysis is a practical approach to investigate the seismic performance and stochastic nonlinear response of structures considering a random process. This is significant due to the uncertainties involved in every aspect of the analysis. Therefore, the present study aims to evaluate the performance-based reliability within a stochastic finite element (FE) framework for reinforced concrete (RC) shear walls that are considered as one of the most essential elements of structures. To accomplish this purpose, deterministic FE analyses are conducted for both squat and slender shear walls to validate numerical models through experimental results. The presented numerical analysis is performed by using the ABAQUS FE program. Afterwards, a random-effects investigation is carried out to consider the influence of different random variables on the lateral load-top displacement behavior of RC members. Using these results and through utilizing the Monte-Carlo simulation method, stochastic nonlinear analyses are also performed to generate random FE models based on input parameters and their probabilistic distributions. In order to evaluate the reliability of RC walls, failure probabilities and corresponding reliability indices are calculated at life safety and collapse prevention levels of performance as suggested by FEMA 356. Moreover, based on reliability indices, capacity reduction factors are determined subjected to shear for all specimens that are designed according to the ACI 318 Building Code. Obtained results show that the lateral load and the compressive strength of concrete have the highest effects on load-displacement responses compared to those of other random variables. It is also found that the probability of shear failure for the squat wall is slightly lower than that for slender walls. This implies that 𝛽 values are higher in a non-ductile mode of failure. Besides, the reliability of both squat and slender shear walls does not change significantly in the case of varying capacity reduction factors.

Evaluation of Probabilistic Finite Element Method in Comparison with Monte Carlo Simulation

  • 이재영;고홍석
    • 한국농공학회지
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    • 제32권E호
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    • pp.59-66
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    • 1990
  • Abstract The formulation of the probabilistic finite element method was briefly reviewed. The method was implemented into a computer program for frame analysis which has the same analogy as finite element analysis. Another program for Monte Carlo simulation of finite element analysis was written. Two sample structures were assumed and analized. The characteristics of the second moment statistics obtained by the probabilistic finite element method was examined through numerical studies. The applicability and limitation of the method were also evaluated in comparison with the data generated by Monte Carlo simulation.

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VERT를 이용한 위험 분석 사례연구 (Case study of risk analysis using VERT)

  • 안병찬;이정구
    • 경영과학
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    • 제12권3호
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    • pp.77-95
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    • 1995
  • This paper shows the case study of risk analysis in an weapon system research and development project. For risk analysis, an advanced stochastic networking technique-VERT (Venture Evaluation and Review Technique) is used. Assumptions for activities of network diagram and conversion methods from PERT ( Program Evaluation and Review Technique) to VERT are discussed. Also, simulation result is presented and discussed.

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지진하중을 받는 사장교의 확률유한요소해석 및 신뢰성해석 (The Stochastic Finite Element Analysis and Reliability Analysis of the Cable Stayed Bridge Subjected to Earthquake Load)

  • 신재철;한성호
    • 한국전산구조공학회논문집
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    • 제18권1호
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    • pp.29-42
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    • 2005
  • 구조물에 포함되어 있는 불확실성에 의한 영향은 논리적으로 구조물의 안전도 해석에 활용할 수 있는 신뢰성 평가방법에 의해 안전성 검토를 수행하는 것이 합리적일 것이다. 따라서 본 연구에서는 지진하중을 받는 사장교 구조물을 대상으로 확률유한요소법을 기존의 신뢰성이론에 적합하도록 정식화하여 구조물의 동적응답해석 및 신뢰성해석을 보다 효율적으로 수행할 수 있는 프로그램을 작성하였다. 이를 바탕으로 하여 확률변수에 따른 변위, 부재력 및 케이블긴장력 등에 대한 평균, 표준편차 및 변동계수 등을 검토함으로써 동적응답특성을 정량적으로 분석하였다. 또한 신뢰성지수 및 파괴확률을 검토하여 사장교 구조물의 안전성을 평가하였다.

Monte Carlo analysis of earthquake resistant R-C 3D shear wall-frame structures

  • Taskin, Beyza;Hasgur, Zeki
    • Structural Engineering and Mechanics
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    • 제22권3호
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    • pp.371-399
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    • 2006
  • The theoretical background and capabilities of the developed program, SAR-CWF, for stochastic analysis of 3D reinforced-concrete shear wall-frame structures subject to seismic excitations is presented. Incremental stiffness and strength properties of system members are modeled by extended Roufaiel-Meyer hysteretic relation for bending while shear deformations for walls by Origin-Oriented hysteretic model. For the critical height of shear-walls, division to sub-elements is performed. Different yield capacities with respect to positive and negative bending, finite extensions of plastic hinges and P-${\delta}$ effects are considered while strength deterioration is controlled by accumulated hysteretic energy. Simulated strong motions are obtained from a Gaussian white-noise filtered through Kanai-Tajimi filter. Dynamic equations of motion for the system are formed according to constitutive and compatibility relations and then inserted into equivalent It$\hat{o}$-Stratonovich stochastic differential equations. A system reduction scheme based on the series expansion of eigen-modes of the undamaged structure is implemented. Time histories of seismic response statistics are obtained by utilizing the computer programs developed for different types of structures.

확률론적 응답면 기법을 이용한 저수지 제체의 침투수량 해석 (The Analysis of the Seepage Quantity of Reservoir Embankment using Stochastic Response Surface Method)

  • 봉태호;손영환;노수각;최우석
    • 한국농공학회논문집
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    • 제55권3호
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    • pp.75-84
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    • 2013
  • The seepage quantity analysis of reservoir embankment is very important for assessment of embankment safety. However, the conventional analysis does not consider uncertainty of soil properties. Permeability is known that the coefficient of variation is larger than other soil properties and seepage quantity is highly dependent on the permeability of embankment. Therefore, probabilistic analysis should be carried out for seepage analysis. To designers, however, the probabilistic analysis is not an easy task. In this paper, the method that can be performed probabilistic analysis easily and efficiently through the numerical analysis based commercial program is proposed. Stochastic response surface method is used for approximate the limit state function and when estimating the coefficients, the moving least squares method is applied in order to reduce local error. The probabilistic analysis is performed by LHC-MCS through the response surface. This method was applied to two type (homogeneous, core zone) earth dams and permeability of embankment body and core are considered as random variables. As a result, seepage quantity was predicted effectively by response surface and probabilistic analysis could be successfully implemented.

Islamic Bank Efficiency in Indonesia: Stochastic Frontier Analysis

  • OCTRINA, Fajra;MARIAM, Alia Gantina Siti
    • The Journal of Asian Finance, Economics and Business
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    • 제8권1호
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    • pp.751-758
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    • 2021
  • This research is conducted to measure the efficiency level of Islamic banking in Indonesia and also to analyze the factors that can affect its efficiency level. This research used a purposive sampling technique to determine the sample size that will be used, with criteria that the bank has been operating since 2010 and consistently published its financial reports during the research period from 2011 until 2019; therefore, the total sample obtained was 11 samples. Analysis for efficiency level is done by using linear programming Stochastic Frontier Analysis (SFA), with test tool in the form of Frontier 4.1 and Eviews9 to find out what factors that affect efficiency. Efficiency test is done by involving input and output, while influence test used bank-specific variables comprising bank size, bank financial ratio, and macro-economy variable. Research result shows that there are only two banks that are almost close to being fully efficient firms, but the result still does not indicate that Islamic bank works efficiently. Results of the influence test show that factors affecting Islamic banking efficiency in Indonesia are bank size, Capital Adequacy Ratio (CAR), Non-Performing Finance (NPF), and Financing to Deposit Ratio (FDR), while other factors are not influential over the study period.