• Title/Summary/Keyword: Stochastic order

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Continuous Review (Q, r) Inventory Model with Stochastic Lead Time (확률적 조달기간을 갖는 연속조사 (Q,r) 재고모형)

  • Lee Chang-Hui;Min Gye-Ryo
    • Journal of the military operations research society of Korea
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    • v.18 no.2
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    • pp.181-191
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    • 1992
  • In this paper in order to prevent break of operation of equipments resulted from the delay of parts supply, the continuous review(Q, r) inventory model with probabilistic lead time is developed. If the lead tire is random varivable, the cycle also is stochastic. Then it is not easy to obtain the total cost equation of this inventory model. Therefore it is assumed that one cycle is the interval of reorder points. When the lead time is assumed to have exponential probability distribution, the lot-size and reorder point which minimize total cost are obtained. And as the lead time increases, the order quantity and the total cost are greater, but the reorder point increases by a certain point of time and then decreases.

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Solution Algorithms for Logit Stochastic User Equilibrium Assignment Model (확률적 로짓 통행배정모형의 해석 알고리듬)

  • 임용택
    • Journal of Korean Society of Transportation
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    • v.21 no.2
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    • pp.95-105
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    • 2003
  • Because the basic assumptions of deterministic user equilibrium assignment that all network users have perfect information of network condition and determine their routes without errors are known to be unrealistic, several stochastic assignment models have been proposed to relax this assumption. However. it is not easy to solve such stochastic assignment models due to the probability distribution they assume. Also. in order to avoid all path enumeration they restrict the number of feasible path set, thereby they can not preciously explain the travel behavior when the travel cost is varied in a network loading step. Another problem of the stochastic assignment models is stemmed from that they use heuristic approach in attaining optimal moving size, due to the difficulty for evaluation of their objective function. This paper presents a logit-based stochastic assignment model and its solution algorithm to cope with the problems above. We also provide a stochastic user equilibrium condition of the model. The model is based on path where all feasible paths are enumerated in advance. This kind of method needs a more computing demand for running the model compared to the link-based one. However, there are same advantages. It could describe the travel behavior more exactly, and too much computing time does not require than we expect, because we calculate the path set only one time in initial step Two numerical examples are also given in order to assess the model and to compare it with other methods.

Production and Remanufacturing Planning under Uncertain Supply of Recovery Cores and a Disassemble-to-order Environment (재생품 공급량이 불확실한 주문시분해 환경에서의 생산 및 재제조 계획)

  • Kang, Changmuk
    • Journal of the Korean Operations Research and Management Science Society
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    • v.38 no.2
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    • pp.43-63
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    • 2013
  • Remanufacturing is a process of recovering end-of-life products into serviceable parts for producing new products. Due to the limited supply of recovery cores to remanufacture, a remanufacturing firm also needs to produce or procure new parts for fulfilling the demand. This paper is targeted for solving the problem of determining the optimal amount of newly produced and remanufacturing parts, which is called production and remanufacturing planning (PRP) problem, under uncertain supply of recovery cores. The new production mitigates the risk of insufficient core supply while it takes more costs than the remanufacturing. The PRP model in this paper also considers disassemble-to-order (DTO) environment, in which multiple kinds of parts are remanufactured from multiple products on order of the parts. Whereas existing studies presents only heuristic solutions for DTO remanufacturing, this paper provides an exact solution for this problem and analytical sensitivity of the involved cost parameters, adopting multi-dimensional newsvendor modeling and stochastic linear programming techniques. The result shows that production and remanufacturing plans for multiple products are mutually dependent, and a change of cost parameters involved in only one part is propagated to all other parts.

Stochastic finite element based seismic analysis of framed structures with open-storey

  • Manjuprasad, M.;Gopalakrishnan, S.;Rao, K. Balaji
    • Structural Engineering and Mechanics
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    • v.15 no.4
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    • pp.381-394
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    • 2003
  • While constructing multistorey buildings with reinforced concrete framed structures it is a common practice to provide parking space for vehicles at the ground floor level. This floor will generally consist of open frames without any infilled walls and is called an open-storey. From a post disaster damage survey carried out, it was noticed that during the January 26, 2001 Bhuj (Gujarat, India) earthquake, a large number of reinforced concrete framed buildings with open-storey at ground floor level, suffered extensive damage and in some cases catastrophic collapse. This has brought into sharp focus the need to carry out systematic studies on the seismic vulnerability of such buildings. Determination of vulnerability requires realistic structural response estimations taking into account the stochasticity in the loading and the system parameters. The stochastic finite element method can be effectively used to model the random fields while carrying out such studies. This paper presents the details of stochastic finite element analysis of a five-storey three-bay reinforced concrete framed structure with open-storey subjected to standard seismic excitation. In the present study, only the stochasticity in the system parameters is considered. The stochastic finite element method used for carrying out the analysis is based on perturbation technique. Each random field representing the stochastic geometry/material property is discretised into correlated random variables using spatial averaging technique. The uncertainties in geometry and material properties are modelled using the first two moments of the corresponding parameters. In evaluating the stochastic response, the cross-sectional area and Young' modulus are considered as independent random fields. To study the influence of correlation length of random fields, different correlation lengths are considered for random field discretisation. The spatial expectations and covariances for displacement response at any time instant are obtained as the output. The effect of open-storey is modelled by suitably considering the stiffness of infilled walls in the upper storey using cross bracing. In order to account for changes in soil conditions during strong motion earthquakes, both fixed and hinged supports are considered. The results of the stochastic finite element based seismic analysis of reinforced concrete framed structures reported in this paper demonstrate the importance of considering the effect of open-storey with appropriate support conditions to estimate the realistic response of buildings subjected to earthquakes.

Micromechanical investigation for the probabilistic behavior of unsaturated concrete

  • Chen, Qing;Zhu, Zhiyuan;Liu, Fang;Li, Haoxin;Jiang, Zhengwu
    • Computers and Concrete
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    • v.26 no.2
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    • pp.127-136
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    • 2020
  • There is an inherent randomness for concrete microstructure even with the same manufacturing process. Meanwhile, the concrete material under the aqueous environment is usually not fully saturated by water. This study aimed to develop a stochastic micromechanical framework to investigate the probabilistic behavior of the unsaturated concrete from microscale level. The material is represented as a multiphase composite composed of the water, the pores and the intrinsic concrete (made up by the mortar, the coarse aggregates and their interfaces). The differential scheme based two-level micromechanical homogenization scheme is presented to quantitatively predict the concrete's effective properties. By modeling the volume fractions and properties of the constituents as stochastic, we extend the deterministic framework to stochastic to incorporate the material's inherent randomness. Monte Carlo simulations are adopted to reach the different order moments of the effective properties. A distribution-free method is employed to get the unbiased probability density function based on the maximum entropy principle. Numerical examples including limited experimental validations, comparisons with existing micromechanical models, commonly used probability density functions and the direct Monte Carlo simulations indicate that the proposed models provide an accurate and computationally efficient framework in characterizing the material's effective properties. Finally, the effects of the saturation degrees and the pore shapes on the concrete macroscopic probabilistic behaviors are investigated based on our proposed stochastic micromechanical framework.

Efficient Relay Node Selection in Stochastic DTN Model (확률적 DTN 모델에서 효율적인 중계 노드 선택 방법)

  • Dho, Yoon-Hyng;Lee, Kang-Whan
    • Proceedings of the Korean Institute of Information and Commucation Sciences Conference
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    • 2017.05a
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    • pp.367-370
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    • 2017
  • This paper proposes a method for selecting efficient relay nodes in stochastic DTN model. Delay Tolerant Network (DTN) uses the Carry and Forward method, which creates a bundle layer for efficient communication, selects relay nodes between different networks and heterogeneous networks, and forwards messages. DTN is basically composed of mobile nodes so DTN has no fixed routing route and it has long latency due to intermittent connection. Therefore, the nodes constituting the DTN necessarily have the characteristics to store the messages, and the capacity of the stored messages and nodes affects the performance of the network. Stochastic DTN model proposed a Markov model that changes randomly over time to analyze the performance of DTN. In this paper, we use stochastic message distribution and node contact probabilities using contact time analyzed through message generation and extinction in order to select efficient relay nodes in stochastic DTN model.

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AGV Dispatching with Stochastic Simulation (확률적 시뮬레이션 기반 AGV 배차)

  • Choe, Ri;Park, Tae-Jin;Ryu, Kwang-Ryel
    • Journal of Navigation and Port Research
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    • v.32 no.10
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    • pp.837-844
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    • 2008
  • In an automated container terminal, various factors affect the operation of container handling equipment such as quay cranes and AGVs, and thus calculating the exact operation time is nearly infeasible. This uncertainty makes it difficult to dispatch AGVs well. In this paper, we propose a simulation-based AGV dispatching algorithm When dispatching an AGV to an operation, the proposed algorithm conducts multiple stochastic simulation for the succeeding AGV operations for the predetermined period to collect stochastic samples of the result of the dispatching. In the stochastic simulation, the uncertainty of crane operations is represented as a simple probability distribution and the operation time of a crane is determined according to this. A dispatching option is evaluated by the total delay time of quay cranes which is estimated by averaging the quay crane delay of each simulation In order to collect a sufficient number of samples that guarantee the credibility of the evaluation, we devised a high-speed simulator that simulates AGV operation The effectiveness of the proposed algorithm is validated by simulation experiments.

Case study of random vibration analysis of train-bridge systems subjected to wind loads

  • Zhu, Siyu;Li, Yongle;Togbenou, Koffi;Yu, Chuanjin;Xiang, Tianyu
    • Wind and Structures
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    • v.27 no.6
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    • pp.399-416
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    • 2018
  • In order to reveal the independent relationship between track irregularity and wind loads, the stochastic characteristics of train-bridge coupling systems subjected to wind loads were investigated by the multi-sample calculation. The vehicle was selected as 23 degrees of freedom dynamical model, and the bridge was described by three-dimensional finite element model. It was assumed that the wind loads were random processes with strong spatial correlation, while the track irregularities were stationary random ones. As a case study, a high-speed train running on a cable-stayed bridge subjected to wind loads was studied. The effect of rail irregularities was deemed to be independent of the effect of wind excitations on the coupling system in the same wind circumstance for the same project, leading to the conclusion that the effect of wind loads and moving vehicle could be calculated separately. The variance results of the stochastic responses of vehicle-bridge coupling system under the action of wind loads and rail irregularities together were equivalent to the sum of the variance of the responses induced by each excitation. Therefore, when one of the input excitations is different, only the effect of changed loads needs to be assessed. Moreover, the new calculated results were combined with the effect of unchanged loads to present the stochastic response of coupling system subjected to the different excitations, reducing the cost of computations. The stochastic characteristics, the CFD (cumulative distribution function) of the coupling system with different wind velocities, vehicle speed, and vehicle marshalling were studied likewise.

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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    • v.80 no.6
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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.