• Journal of the Korean Data and Information Science Society
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• v.21 no.6
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• pp.1311-1317
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• 2010

A continuous time asymmetric power GARCH(1,1) model is suggested, based on a single background driving L$\'{e}$vy process. The stochastic differential equation for the given process is derived and the strict stationarity and kth order moment conditions are examined.

• International Journal of Reliability and Applications
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• v.8 no.2
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• pp.175-182
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• 2007

In this note, some comments concerning the testing procedures for the problems of stochastic comparison, testing IFR and testing NBU ageing properties are presented showing that the tests proposed in Belzunce, Candel and Ruiz(1998) are cumbersome to calculate and do not have as good asymptotic Pittman efficacies as simpler others already in the literature. This is done via new presentations of the measures on which Belzunce et al. base their tests.

• Structural Engineering and Mechanics
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• v.3 no.1
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• pp.1-10
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• 1995

This study presents a methodology for the system reliability analysis of cracked structures with random material properties, which are modeled as random fields, and crack geometry under random static loads. The finite element method provides the computational framework to obtain the stress intensity solutions, and the first-order reliability method provides the basis for modeling and analysis of uncertainties. The ultimate structural system reliability is effectively evaluated by the stable configuration approach. Numerical examples are given for the case of random fracture toughness and load.

• Structural Engineering and Mechanics
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• v.36 no.1
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• pp.79-94
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• 2010

This study shows how uncertainties of data like material properties quantitatively have an influence on structural topology optimization results for dynamic problems, here such as both optimal topology and shape. In general, the data uncertainties may result in uncertainties of structural behaviors like deflection or stress in structural analyses. Therefore optimization solutions naturally depend on the uncertainties in structural behaviors, since structural behaviors estimated by the structural analysis method like FEM need to execute optimization procedures. In order to quantitatively estimate the effect of data uncertainties on topology optimization solutions of dynamic problems, a so-called interval analysis is utilized in this study, and it is a well-known non-stochastic approach for uncertainty estimate. Topology optimization is realized by using a typical SIMP method, and for dynamic problems the optimization seeks to maximize the first-order eigenfrequency subject to a given material limit like a volume. Numerical applications topologically optimizing dynamic wall structures with varied supports are studied to verify the non-stochastic interval analysis is also suitable to estimate topology optimization results with dynamic problems.

• Journal of the Korean Society of Surveying, Geodesy, Photogrammetry and Cartography
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• v.25 no.4
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• pp.319-325
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• 2007

In case of more than 50km baseline length, the correlation between receivers is reduced. Therefore, there are still some rooms for improvement of its positional accuracy. In this paper, the stochastic modeling of the ionospheric delay is applied and its effects are analyzed. The data processing has been performed by constructing a Kalman filter with states of positions, ambiguities, and the ionospheric delays in the double differenced mode. Considering the medium or long baseline length, both double differenced GPS phase and code observations are used as observables and LAMBDA has been applied to fix the ambiguities. The ionospheric delay is stochastically modeled by well-known 1st order Gauss-Markov process. And the correlation time and variation of 1st order Gauss-Markov process are calculated. This paper gives analyzed results of developed algorithm compared with commercial software and Bernese.

• Journal of the Earthquake Engineering Society of Korea
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• v.5 no.4
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• pp.17-26
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• 2001

In order to estimate peak ground motions and frequency characteristics of strong ground motions in southern korea, we employed the stochastic simulation method with the moment magnitude(M$_{w}$) and the hypocentral distance(R). We estimated same input parameters that account for specific properties of source and propagation processes, and applied them to the stochastic simulation method. The stress drop($\Delta$$\sigma$) of 100-bar was estimated considering results of research in ENA, China, and southern korea. The attenuation parameter x was calculated by analyzing 57 seismograms recorded from September 1996 to October 1997 and the estimation result of the attenuation parameter x is 0.00112+0.000224 R where R is hypocenter distance. We estimated strong ground motion relations using the stochastic simulation method with suitable input parameters(e.g. $\Delta$$\sigma$, x, and so on). At last, we derived relations between hypocentral distances and ground motions(seismic attenuation equation) using results of the stochastic prediction.esults of the stochastic prediction.n.

• Structural Engineering and Mechanics
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• v.43 no.5
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• pp.637-655
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• 2012

In this study, stochastic responses of a cable-stayed bridge subjected to the spatially varying earthquake ground motion are investigated by the finite element method taking into account soil-structure interaction (SSI) effects. The considered bridge in the analysis is Quincy Bay-view Bridge built on the Mississippi River in between 1983-1987 in Illinois, USA. The bridge is composed of two H-shaped concrete towers, double plane fan type cables and a composite concrete-steel girder deck. In order to determine the stochastic response of the bridge, a two-dimensional lumped masses model is considered. Incoherence, wave-passage and site response effects are taken into account for the spatially varying earthquake ground motion. Depending on variation in the earthquake motion, the response values of the cable-stayed bridge supported on firm, medium and soft foundation soil are obtained, separately. The effects of SSI on the stochastic response of the cable-stayed bridge are also investigated including foundation as a rigidly capped vertical pile groups. In this approach, piles closely grouped together beneath the towers are viewed as a single equivalent upright beam. The soil-pile interaction is linearly idealized as an upright beam on Winkler foundation model which is commonly used to study the response of single piles. A sufficient number of springs on the beam should be used along the length of the piles. The springs near the surface are usually the most important to characterize the response of the piles surrounded by the soil; thus a closer spacing may be used in that region. However, in generally springs are evenly spaced at about half the diameter of the pile. The results of the stochastic analysis with and without the SSI are compared each other while the bridge is under the sway of the spatially varying earthquake ground motion. Specifically, in case of rigid towers and soft soil condition, it is pointed out that the SSI should be significantly taken into account for the design of such bridges.

• Proceedings of the Earthquake Engineering Society of Korea Conference
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• 2000.04a
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• pp.70-80
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• 2000

In order to reduce seismic hazard the characteristics of strong earthquakes are required. In the region where strong earthquakes do not happen frequently the stochastic simulation of strong motion is an alternative way to predict strong motions. this simulation required input parameters such as the quality factor the corner frequency the moment magnitude the stress drop and so on which can be obtained from analyses of records of small and intermediate earthquakes. Using those parameters obtained in the previous work the strong ground motions are predicted employing the stochastic method, . The results are compared to the two observed earthquakes-the Ulsan Offshore Earthquake and the Kyungju Earthquake. Although some deviations are found the predictions are similar to the observed data. Finally we computed attenuation equations for PGA PGV and ground accelerations for some frequencies using the results of predictions. These results can be used for earthquake engineering and more reliable results will come out as earthquake observations continue.

• Proceedings of the Korean Operations and Management Science Society Conference
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• 1987.10a
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• pp.35-35
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• 1987

Consider a job shop that is modelled as an open queueing network of the Jackson(l957) type. All work stations in the shop have the same number of parallel servers. Two problems are studied : the loading of stations and the assignment of servers, which are represented by loading and assingment vectors, respectively. Ma jorization and arrangement orderings are established to order, respectively, the loading and the assignment vectors. It is shown that reducing the loading vector under ma jorizat ion or increasing the assignment vector under arrangement ordering will reduce the congestion in the shop in terms of reducing the total number of jobs(in the sense of likelihood ratio ordering), the maximum queue length(in the sense of stochastic ordering), and the queue-length vector( in the sense of stochastic majorization). The results can be used to supprot production planning in certain job shops, and to aid the desing of storage capacity. (OPEN QUEUEING NETWORK; WJORIZATION; ARRANGEMENT ORDERINC; LIKELIHOOD RATIO ORDERINC; STOCHASTIC ORDERING)

• Journal of the Korean Mathematical Society
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• v.35 no.2
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• pp.423-432
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• 1998

Let p, q be integers such that 2 $\leq$ p, q $\leq$ n, and let $D_{p, q}$ denote the matrix obtained from $I_{n}$, the identity matrix of order n, by replacing each of the first p columns by an all 1's vector and by replacing each of the first two rows and each of the last q-2 rows by an all 1's vector. In this paper the permanent minimization problem over the face, determined by the matrix $D_{p, q}$, of the polytope of all n $\times$ n doubly stochastic matrices is treated.d.