• Title/Summary/Keyword: Stochastic order

검색결과 581건 처리시간 0.022초

Numerical Simulation of Buoyant flume Dispersion in a Stratified Atmosphere Using a Lagrangian Stochastic Model

  • Kim, Hyun-Goo;Noh, Yoo-Jeong;Lee, Choung-Mook;Park, Don-Bum
    • Journal of Mechanical Science and Technology
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    • 제17권3호
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    • pp.440-448
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    • 2003
  • In the present paper, numerical simulations of buoyant plume dispersion in a neutral and stable atmospheric boundary layer have been carride out. A Lagrangian Stochastic Model (LSM) with a Non-Linear Eddy Viscosity Model (NLEVM) for turbulence is used to generate a Reynolds stress field as an input condition of dispersion simulation. A modified plume-rise equation is included in dispersion simulation in order to consider momentum effect in an initial stage of plume rise resulting in an improved prediction by comparing with the experimental data. The LSM is validated by comparing with the prediction of an Eulerian Dispersion Model (EDM) and by the measured results of vertical profiles of mean concentration in the downstream of an elevated source in an atmospheric boundary layer. The LSM predicts accurate results especially in the vicinity of the source where the EDM underestimates the peak concentration by 40% due to inherent limitations of gradient diffusion theory. As a verification study, the LSM simulation of buoyant plume dispersions under a neutral and stable atmospheric condition is compared with a wind-tunnel experiment, which shows good qualitative agreements.

A Stochastic Approach for Prediction of Partially Measured Concentrations of Benzo[a]pyrene in the Ambient Air in Korea

  • Kim, Yongku;Seo, Young-Kyo;Baek, Kyung-Min;Kim, Min-Ji;Baek, Sung-Ok
    • Asian Journal of Atmospheric Environment
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    • 제10권4호
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    • pp.197-207
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    • 2016
  • Large quantities of air pollutants are released into the atmosphere and hence, must be monitored and routinely assessed for their health implications. This paper proposes a stochastic technique to predict unobserved hazardous air pollutants (HAPs), especially Benzo[a]pyrene (BaP), which can have negative effects on human health. The proposed approach constructs a nearest-neighbor structure by incorporating the linkage between BaP and meteorology and meteorological effects. This approach is adopted in order to predict unobserved BaP concentrations based on observed (or forecasted) meteorological conditions, including temperature, precipitation, wind speed, and air quality. The effects of BaP on human health are examined by characterizing the cancer risk. The efficient prediction provides useful information relating to the optimal monitoring period and projections of future BaP concentrations for both industrial and residential areas within Korea.

확률적 클러스터 헤드 선출 방법을 이용한 WSN 에너지 개선 (Energy Improvement of WSN Using The Stochastic Cluster Head Selection)

  • 이종용
    • 한국인터넷방송통신학회논문지
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    • 제15권1호
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    • pp.125-129
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    • 2015
  • 무선센서네트워크의 효율적인 에너지 사용과 개별 노드의 수명 증가는 센서 네트워크의 효율적인 운영을 위해 매우 중요한 요소이며 많은 라우팅 프로토콜들이 네트워크 수명을 최대화하기 위해 개발되고 있다. 특히 Wendi Heinzelman에 의해 제시된 LEACH프로토콜은 간단하고 효율적인 클러스터링 기반의 라우팅 프로토콜로 잘 알려져 있다. 그러나 LEACH프로토콜은 총 데이터 전송 량이 불규칙한 네트워크에서 효율이 떨어지게 되므로 클러스터의 안정도가 낮아지게 된다. 그러므로 본 논문에서는 클러스터링 기반의 라우팅 프로토콜에서 개선된 확률적 클러스터 헤드선출 방법을 제안한다. LEACH프로토콜과 HEED프로토콜에 대해 조사해보고 LEACH프로토콜에 새로운 확률적 클러스터 헤드 선출방법을 적용하고 비교하여 개선된 점을 보여준다.

다목적 저수지 유입량의 예측모형 (A Development of Inflow Forecasting Models for Multi-Purpose Reservior)

  • 심순보;김만식;한재석
    • 한국수자원학회:학술대회논문집
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    • 한국수자원학회 1992년도 수공학연구발표회논문집
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    • pp.411-418
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    • 1992
  • The purpose of this study is to develop dynamic-stochastic models that can forecast the inflow into reservoir during low/drought periods and flood periods. For the formulation of the models, the discrete transfer function is utilized to construct the deterministic characteristics, and the ARIMA model is utilized to construct the stochastic characteristics of residuals. The stochastic variations and structures of time series on hydrological data are examined by employing the auto/cross covariance function and auto/cross correlation function. Also, general modeling processes and forecasting method are used the model building methods of Box and Jenkins. For the verifications and applications of the developed models, the Chungju multi-purpose reservoir which is located in the South Han river systems is selected. Input data required are the current and past reservoir inflow and Yungchun water levels. In order to transform the water level at Yungchon into streamflows, the water level-streamflows rating curves at low/drought periods and flood periods are estimated. The models are calibrated with the flood periods of 1988 and 1989 and hourly data for 1990 flood are analyzed. Also, for the low/drought periods, daily data of 1988 and 1989 are calibrated, and daily data for 1989 are analyzed.

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차량 군집주행을 위한 제어 네트워크의 변수 추정 및 제어 (State Estimation and Control in a Network for Vehicle Platooning Control)

  • 최재원;황태현;김영호
    • 제어로봇시스템학회논문지
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    • 제6권8호
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    • pp.659-665
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    • 2000
  • In this paper a platoon merging control system is considered as a remotely located system with state represented by a stochastic process. in the system it is common to encounter situations where a single decision maker controls a large number of subsystems and observation and control signals are sent over a communication channel with finite capacity and significant transmission delays. Unlike a classical estimation problem where the observation is a continuous process corrupted by additive noise there is a constraint that the observation must be coded and transmitted over a digital communication channel with fintie capacity. A recursive coder-estimator sequence is a state estimation scheme based on observations transmitted with finite communication capacity constraint. in this paper we introduce a stochastic model for the lead vehicle in a platoon of vehicles in a lane considering the angle between the road surface and a horizontal plane as a stochastic process. In order to merge two platoons the lead vehicle of the following platoon is controlled by a remote control station. Using the observation transmitted over communication channel the remote control station designs the feedback controller. The simulation results show that the intervehicle spacings and the deviations from the desired intervehicle spacing are well regulated.

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SSA-based stochastic subspace identification of structures from output-only vibration measurements

  • Loh, Chin-Hsiung;Liu, Yi-Cheng;Ni, Yi-Qing
    • Smart Structures and Systems
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    • 제10권4_5호
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    • pp.331-351
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    • 2012
  • In this study an output-only system identification technique for civil structures under ambient vibrations is carried out, mainly focused on using the Stochastic Subspace Identification (SSI) based algorithms. A newly developed signal processing technique, called Singular Spectrum Analysis (SSA), capable to smooth a noisy signal, is adopted for preprocessing the measurement data. An SSA-based SSI algorithm with the aim of finding accurate and true modal parameters is developed through stabilization diagram which is constructed by plotting the identified system poles with increasing the size of data matrix. First, comparative study between different approaches, with and without using SSA to pre-process the data, on determining the model order and selecting the true system poles is examined in this study through numerical simulation. Finally, application of the proposed system identification task to the real large scale structure: Canton Tower, a benchmark problem for structural health monitoring of high-rise slender structures, using SSA-based SSI algorithm is carried out to extract the dynamic characteristics of the tower from output-only measurements.

System identification of a super high-rise building via a stochastic subspace approach

  • Faravelli, Lucia;Ubertini, Filippo;Fuggini, Clemente
    • Smart Structures and Systems
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    • 제7권2호
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    • pp.133-152
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    • 2011
  • System identification is a fundamental step towards the application of structural health monitoring and damage detection techniques. On this respect, the development of evolved identification strategies is a priority for obtaining reliable and repeatable baseline modal parameters of an undamaged structure to be adopted as references for future structural health assessments. The paper presents the identification of the modal parameters of the Guangzhou New Television Tower, China, using a data-driven stochastic subspace identification (SSI-data) approach complemented with an appropriate automatic mode selection strategy which proved to be successful in previous literature studies. This well-known approach is based on a clustering technique which is adopted to discriminate structural modes from spurious noise ones. The method is applied to the acceleration measurements made available within the task I of the ANCRiSST benchmark problem, which cover 24 hours of continuous monitoring of the structural response under ambient excitation. These records are then subdivided into a convenient number of data sets and the variability of modal parameter estimates with ambient temperature and mean wind velocity are pointed out. Both 10 minutes and 1 hour long records are considered for this purpose. A comparison with finite element model predictions is finally carried out, using the structural matrices provided within the benchmark, in order to check that all the structural modes contained in the considered frequency interval are effectively identified via SSI-data.

OPTIMAL PORTFOLIO STRATEGIES WITH A LIABILITY AND RANDOM RISK: THE CASE OF DIFFERENT LENDING AND BORROWING RATES

  • Yang, Zhao-Jun;Huang, Li-Hong
    • Journal of applied mathematics & informatics
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    • 제15권1_2호
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    • pp.109-126
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    • 2004
  • This paper deals with two problems of optimal portfolio strategies in continuous time. The first one studies the optimal behavior of a firm who is forced to withdraw funds continuously at a fixed rate per unit time. The second one considers a firm that is faced with an uncontrollable stochastic cash flow, or random risk process. We assume the firm's income can be obtained only from the investment in two assets: a risky asset (e.g., stock) and a riskless asset (e.g., bond). Therefore, the firm's wealth follows a stochastic process. When the wealth is lower than certain legal level, the firm goes bankrupt. Thus how to invest is the fundamental problem of the firm in order to avoid bankruptcy. Under the case of different lending and borrowing rates, we obtain the optimal portfolio strategies for some reasonable objective functions that are the piecewise linear functions of the firm's current wealth and present some interesting proofs for the conclusions. The optimal policies are easy to be operated for any relevant investor.

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.

Non-stochastic interval arithmetic-based finite element analysis for structural uncertainty response estimate

  • Lee, Dongkyu;Park, Sungsoo;Shin, Soomi
    • Structural Engineering and Mechanics
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    • 제29권5호
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    • pp.469-488
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    • 2008
  • Finite element methods have often been used for structural analyses of various mechanical problems. When finite element analyses are utilized to resolve mechanical systems, numerical uncertainties in the initial data such as structural parameters and loading conditions may result in uncertainties in the structural responses. Therefore the initial data have to be as accurate as possible in order to obtain reliable structural analysis results. The typical finite element method may not properly represent discrete systems when using uncertain data, since all input data of material properties and applied loads are defined by nominal values. An interval finite element analysis, which uses the interval arithmetic as introduced by Moore (1966) is proposed as a non-stochastic method in this study and serves a new numerical tool for evaluating the uncertainties of the initial data in structural analyses. According to this method, the element stiffness matrix includes interval terms of the lower and upper bounds of the structural parameters, and interval change functions are devised. Numerical uncertainties in the initial data are described as a tolerance error and tree graphs of uncertain data are constructed by numerical uncertainty combinations of each parameter. The structural responses calculated by all uncertainty cases can be easily estimated so that structural safety can be included in the design. Numerical applications of truss and frame structures demonstrate the efficiency of the present method with respect to numerical analyses of structural uncertainties.