• Environmental and Resource Economics Review
• /
• v.19 no.3
• /
• pp.571-595
• /
• 2010

This research applies an panel data stationarity and stochastic convergence test developed by Carrion-i-Silvestre et al. (2005), which has the advantage of considering multiple structural breaks and the presence of cross-section dependence in order to investigate the hypothesis that relative emission $CO_2$ per capita stochastically converge for 11 Asian countries from 1971~2007. We find that relative emission $CO_2$ per capita is stationary after the structural breaks and cross-section dependence are introduced into the model. We also investigate whether Environmental Kuznets Curve (EKC) hypothesis exists in 11 Asian countries. For EKC test, using the panel cointegration tests of Banerjee and Carrion-i-Silvestre (2006) and Westerlund and Edgerton(2007), we find that relative emission $CO_2$ per capita and relative GDP per capita are cointegrated. However EKC hypothesis in 11 Asian countries is not supported.

• Wind and Structures
• /
• v.19 no.4
• /
• pp.421-441
• /
• 2014

With the assistance of typhoon field data at aerial elevation level observed by meteorological satellites and wind velocity and direction records nearby the ground gathered in Guangzhou Weather Station between 1985 and 2001, some key wind field parameters under typhoon climate in Guangzhou region were calibrated based on Monte-Carlo stochastic algorithm and Meng's typhoon numerical model. By using Peak Over Threshold method (POT) and Generalized Pareto Distribution (GPD), Wind field characteristics during typhoons for various return periods in several typical engineering fields were predicted, showing that some distribution rules in relation to gradient height of atmosphere boundary layer, power-law component of wind profile, gust factor and extreme wind velocity at 1-3s time interval are obviously different from corresponding items in Chinese wind load Codes. In order to evaluate the influence of typhoon field parameters on long-span flexible bridges, 1:100 reduced-scale wind field of type B terrain was reillustrated under typhoon and normal conditions utilizing passive turbulence generators in TJ-3 wind tunnel, and wind-induced performance tests of aero-elastic model of long-span Guangzhou Xinguang arch bridge were carried out as well. Furthermore, aerodynamic admittance function about lattice cross section in mid-span arch lib under the condition of higher turbulence intensity of typhoon field was identified via using high-frequency force-measured balance. Based on identified aerodynamic admittance expressions, Wind-induced stochastic vibration of Xinguang arch bridge under typhoon and normal climates was calculated and compared, considering structural geometrical non-linearity, stochastic wind attack angle effects, etc. Thus, the aerodynamic response characteristics under typhoon and normal conditions can be illustrated and checked, which are of satisfactory response results for different oncoming wind velocities with resemblance to those wind tunnel testing data under the two types of climate modes.

• KSCE Journal of Civil and Environmental Engineering Research
• /
• v.26 no.1A
• /
• pp.21-33
• /
• 2006

The reliability analysis can be conducted more effectively by formulating the stochastic finite element method suitable for the reliability theory about the cable stayed bridge. After conducting the initial equilibrium analysis of the cable stayed bridge, the program which can conduct the linear and nonlinear stochastic finite element analysis using the perturbation method and the reliability analysis considered to the correlation of the random variable is developed. Using the results of this program about the cable stayed bridge, the characteristic of the node displacement, element force and cable tension according to the correlation of the random variable is investigated quantitatively. Also the reliability index and the failure probability are examined by the compounding the correlation of the random variable.

• Communications of the Korean Mathematical Society
• /
• v.12 no.1
• /
• pp.127-133
• /
• 1997

In order to study the limits of sequences appearing in, for example, stochastic process, A. V. Skorokhod has defined new function space topologies. We compare these topologies with the topology of compact convergence, the topology of pointwise convergence and others.

• The Transactions of the Korean Institute of Electrical Engineers P
• /
• v.66 no.3
• /
• pp.123-128
• /
• 2017

Electric utilities has been considered the necessity to introduce AM(asset management) of electric power facilities in order to reduce maintenance cost of existing facilities and to maximize profit. In order to make decisions in terms of repairs and replacements for power transformers, not only measuring by counting parts and labor costs, but comprehensive comparison including reliability and cost is needed. Therefore, this study is modeling input cost for power transformer during its entire life and also the life cycle cost (LCC) technique is applied. In particular, this paper presents an application of heuristic harmony search(HS) optimization algorithm to the convergence and the validity of economic life assessment of power transformer from LCC technique. This recently developed HS algorithm is conceptualized using the musical process of searching for a perfect state of harmony. It uses a stochastic random search instead of a gradient search so that derivative information is unnecessary. The effectiveness of the proposed identification method has been demonstrated through an economic life assessment simulation of power transformer using HS optimization algorithm.

• Journal of the Korean Operations Research and Management Science Society
• /
• v.30 no.3
• /
• pp.81-93
• /
• 2005

This paper models supply chain uncertainties in the dynamic Newsboy Problem context. The system consists of one supplier and one retailer who place an order to the supplier every period. Demand uncertainty is modeled as stochastic period demand, and supply uncertainty as the uncertainty in quantities delivered by the supplier. The supplier delivers exactly the amount ordered by the retailer with probability of $\beta$ and the amount minus K with probability of $(1-\beta)$ We formulate the problem as a dynamic programming problem and derive the first-order optimality condition. Through a numerical study, we measure the extent to which the cost decrease due to the reduction in supply uncertainty depends on the level of demand uncertainty. One of the most important findings In this paper is that this cost decrease is relatively small if demand uncertainty is kept high, and vice versa. We also backup this numerical result by analyzing the distribution of ending Inventory under the supply and demand uncertainties.

• Structural Engineering and Mechanics
• /
• v.20 no.3
• /
• pp.293-312
• /
• 2005

In this paper, free vibration of rotating beam with random properties is studied. The cross-sectional area, elasticity modulus, moment of inertia, shear modulus and density are modeled as random fields and the rotational speed as a random variable. To study uncertainty, stochastic finite element method based on second order perturbation method is applied. To discretize random fields, the three methods of midpoint, interpolation and local average are applied and compared. The effects of rotational speed, setting angle, random property variances, discretization scheme, number of elements, correlation of random fields, correlation function form and correlation length on "Coefficient of Variation" (C.O.V.) of first mode eigenvalue are investigated completely. To determine the significant random properties on the variation of first mode eigenvalue the sensitivity analysis is performed. The results are studied for both Timoshenko and Bernoulli-Euler rotating beam. It is shown that the C.O.V. of first mode eigenvalue of Timoshenko and Bernoulli-Euler rotating beams are approximately identical. Also, compared to uncorrelated random fields, the correlated case has larger C.O.V. value. Another important result is, where correlation length is small, the convergence rate is lower and more number of elements are necessary for convergence of final response.

• Water for future
• /
• v.25 no.4
• /
• pp.109-119
• /
• 1992

The purpose of this study is to develop real-time streamflow forecasting models in order to manage effectively the flood warning system and water resources during the storm. The stochastic system models of the rainfall-runoff process using in this study are constituted and applied the Recursive Least Square and the Instrumental Variable-Approximate Maximum Likelihood algorithm which can estimate recursively the optimal parameters of the model. Also, in order to improve the performance of streamflow forecasting, initial values of the model parameter and covariance matrix of parameter estimate errors were evaluated by using the observed historical data of the hourly rainfall-runoff, and the accuracy and applicability of the models developed in this study were examined by the analysis of the I-step ahead streamflow forecasts.

• Structural Engineering and Mechanics
• /
• v.20 no.4
• /
• pp.477-493
• /
• 2005

In case of Mindlin plate, not only the bending deformation but also the shear behavior is allowed. While the bending and shear stiffness are given in the same order in terms of elastic modulus, they are in different order in case of plate thickness. Accordingly, bending and shear contributions have to be dealt with independently if the stochastic finite element analysis is performed on the Mindlin plate taking into account of the uncertain plate thickness. In this study, a formulation is suggested to give the response variability of Mindlin plate taking into account of the uncertainties in elastic modulus as well as in the thickness of plate, a geometrical parameter, and their correlation. The cubic function of thickness and the correlation between elastic modulus and thickness are incorporated into the formulation by means of the modified auto- and cross-correlation functions, which are constructed based on the general formula for n-th joint moment of random variables. To demonstrate the adequacy of the proposed formulation, a plate with various boundary conditions is taken as an example and the results are compared with those obtained by means of classical Monte Carlo simulation.

• Journal of Korean Institute of Industrial Engineers
• /
• v.20 no.3
• /
• pp.105-116
• /
• 1994

This paper presents an inventory model with partial backorders for the situation in which demand is deterministic, lead time follows normal distribution and back order ratio during the stockout period varies in proportion to the length of backorder period In this situations, an objective function is formulated to minimize a time-proportional backorder cast and a fixed penalty cost per unit lost. And then the procedure of iterative solution method for the model is developed to find optimal reorder paint and order quantity and a numerical example to illustrate the proposed method is presented.