• Title/Summary/Keyword: Stochastic analysis

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Productive Efficiency of the Coastal Fishing Business : A Comparison of Data Envelopment Analysis and Stochastic Frontier Analysis (연안어업경영의 생산효율성 분석 : DEA와 SFA 기법 비교를 중심으로)

  • Choi, Jong-Yeol;Kim, Ki-Seog;Kim, Do-Hoon
    • Journal of the Korean Operations Research and Management Science Society
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    • v.35 no.3
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    • pp.59-68
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    • 2010
  • Improving productive efficiency is important for strengthening a competitiveness of coastal fisheries. This paper examines the productive efficiency of a sample of coastal gillnet fishing business units by estimating a stochastic frontier analysis (SFA) and a data envelopment analysis (DEA) approaches and compares those estimates obtained from two approaches. The estimated mean productive efficiency by SFA is 77.6% and the mean productive efficiencies obtained for the VRS and CRS DEA are 75.9% and 45.7%, respectively. The joint use of SFA and DEA for estimating efficiency is also discussed.

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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Technical efficiency of the coastal composite fishery in Korea: a comparison of data envelopment analysis and stochastic frontier analysis

  • Kim, Do-Hoon;Seo, Ju-Nam;Lee, Sang-Go
    • The Journal of Fisheries Business Administration
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    • v.41 no.3
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    • pp.45-58
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    • 2010
  • This study estimated the technical efficiency of coastal composite fishery in Korea by using the data envelopment analysis (DEA) and the stochastic frontier analysis (SFA) methods, and the results on the respective method were compared. In the DEA method, the constant returns to scale (CRS) and the variable returns to scale (VRS) output-oriented DEA models were separated and technical efficiencies were estimated, respectively. The average estimated value of technical efficiency by the SFA method (0.633) was found to be lower than that by the VRS-DEA method (0.738), while it was higher than that by the CRS-DEA method (0.479). It was found that strong correlation exists between the SFA method and the VRS-DEA method. The method which can utilize both methods in mutually complementing way for the estimation of technical efficiency was also considered.

Stochastic response analysis of visco-elastic slit shear walls

  • Kwan, A.K.H.;Tian, Q.L.;Cheung, Y.K.
    • Structural Engineering and Mechanics
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    • v.6 no.4
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    • pp.377-394
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    • 1998
  • Slit shear walls an reinforced concrete shear wall structures with purposely built-in vertical slits. If the slits are inserted with visco-elastic damping materials, the shear walls will become viscoelastic sandwich beams. When adequately designed, this kind of structures can be quite effective in resisting earthquake loads. Herein, a simple analysis method is developed for the evaluation of the stochastic responses of visco-elastic slit shear walls. In the proposed method, the stiffness and mass matrices are derived by using Rayleigh-Ritz method, and the responses of the structures are calculated by means of complex modal analysis. Apart from slit shear walls, this analysis method is also applicable to coupled shear walls and cantilevered sandwich beams. Numerical examples are presented and the results clearly show that the seismic responses of shear wall structures can be substantially reduced by incorporating vertical slits into the walls and inserting visco-elastic damping materials into the slits.

Kalman Filtering for Linear Time-Delayed Continuous-Time Systems with Stochastic Multiplicative Noises

  • Zhang, Huanshui;Lu, Xiao;Zhang, Weihai;Wang, Wei
    • International Journal of Control, Automation, and Systems
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    • v.5 no.4
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    • pp.355-363
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    • 2007
  • The paper deals with the Kalman stochastic filtering problem for linear continuous-time systems with both instantaneous and time-delayed measurements. Different from the standard linear system, the system state is corrupted by multiplicative white noise, and the instantaneous measurement and the delayed measurement are also corrupted by multiplicative white noise. A new approach to the problem is presented by using projection formulation and reorganized innovation analysis. More importantly, the proposed approach in the paper can be applied to solve many complicated problems such as stochastic $H_{\infty}$ estimation, $H_{\infty}$ control stochastic system with preview and so on.

Stochastic Finite Element Analysis for Truss Structures (트러스구조물의 확률론적 유한요소 해석)

  • Bang, Myung Suk
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.13 no.1
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    • pp.55-63
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    • 1993
  • Finite element analyses are conducted with stochastic elastic moduli when truss structures are subjected to static loads of a deterministic nature. Stochastic stiffness matrix is derived from stochastic shape functions and numerical analyses are performed within the framework of the Monte Carlo method. Analysis methods are verified for the space truss and applied to cable stayed bridge for determining the cable force.

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On the Stochastic Stability Criteria for the Analysis and Simulation of Ocean Waves (수치실험조건에 따른 해양피낭특성의 통계적 안정한계)

  • RYU Cheong-Ro;KIM Hyeon-Ju
    • Korean Journal of Fisheries and Aquatic Sciences
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    • v.20 no.5
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    • pp.457-462
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    • 1987
  • Stochastic stability criterias for ocean wave analysis add simulation are studied using the data simulated by the linear superposition method. To clarify the criterias, the effects of the simulation parameters on the variance of stochastic properties of ocean waves are investigated, and the stable conditions of the parameters are estimated through the comparative study on the stochastic properties of simulated waves and well-known ocean waves. The simulation parameters considered are high frequency cut-off, data length, and number and phase angle of component waves. Statistical characteristics analysed are wave height, period and steepness, and the formation of groups of higher waves, resonance periods, steeper higher waves and extreme run-length of the run.

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Stochastic finite element analysis considering the uncertainty of shape (형상의 불확실성을 고려한 확률유한요소 해석)

  • Kim, Young-Kyoun;Hong, Jung-Pyo;Kim, Gyu-Tak;Hur, Jin
    • Proceedings of the KIEE Conference
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    • 1999.07a
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    • pp.200-202
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    • 1999
  • A method of stochastic finite element analysis is developed for yield a uncertainty of engineering problems. Where, a stochastic finite-element method for shapes modeling is proposed a6 a means to solve the models with the uncertainty and variety. This method is based on the probability and illustrated by a first-Order Second-Moment Method and considering the covariance of random variables. The validity and accuracy of the stochastic finite element method is verified through comparing with those solved by the conventional 2-D finite element method.

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Direct integration method for stochastic finite element analysis of nonlinear dynamic response

  • Zhang, S.W.;Ellingwood, B.;Corotis, R.;Zhang, Jun
    • Structural Engineering and Mechanics
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    • v.3 no.3
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    • pp.273-287
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    • 1995
  • Stochastic response of systems to random excitation can be estimated by direct integration methods in the time domain such as the stochastic central difference method (SCDM). In this paper, the SCDM is applied to compute the variance and covariance in response of linear and nonlinear structures subjected to random excitation. The accuracy of the SCDM is assessed using two-DOF systems with both deterministic and random material properties excited by white noise. For the former case, closed-form solutions can be obtained. Numerical results also are presented for a simply supported geometrically nonlinear beam. The stiffness of this beam is modeled as a random field, and the beam is idealized by the stochastic finite element method. A perturbation technique is applied to formulate the equations of motion of the system, and the dynamic structural response statistics are obtained in a time domain analysis. The effect of variations in structural parameters and the numerical stability of the SCDM also are examined.

MATHEMATICAL ANALYSIS OF AN "SIR" EPIDEMIC MODEL IN A CONTINUOUS REACTOR - DETERMINISTIC AND PROBABILISTIC APPROACHES

  • El Hajji, Miled;Sayari, Sayed;Zaghdani, Abdelhamid
    • Journal of the Korean Mathematical Society
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    • v.58 no.1
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    • pp.45-67
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    • 2021
  • In this paper, a mathematical dynamical system involving both deterministic (with or without delay) and stochastic "SIR" epidemic model with nonlinear incidence rate in a continuous reactor is considered. A profound qualitative analysis is given. It is proved that, for both deterministic models, if ��d > 1, then the endemic equilibrium is globally asymptotically stable. However, if ��d ≤ 1, then the disease-free equilibrium is globally asymptotically stable. Concerning the stochastic model, the Feller's test combined with the canonical probability method were used in order to conclude on the long-time dynamics of the stochastic model. The results improve and extend the results obtained for the deterministic model in its both forms. It is proved that if ��s > 1, the disease is stochastically permanent with full probability. However, if ��s ≤ 1, then the disease dies out with full probability. Finally, some numerical tests are done in order to validate the obtained results.