• 자원ㆍ환경경제연구
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• 제19권3호
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• pp.571-595
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• 2010

본 연구는 1971년~2007년까지 아시아 11개국에 대한 일인당 상대(relative per capita) $CO_2$배출량의 확률적 수렴성(stochastic convergence)을 검정하고 일인당 상대 GDP와의 환경쿠즈네츠곡선(Environmental Kuznets Curve: EKC)가설을 검정하고자 하였다. 본 분석을 위하여 다중의 내생적 구조변화(multiple structural breaks)를 허용하고 횡단면 주체간 의존성(cross-sectional dependence)을 고려하는 Carrion-i-Silvestre et al. (2005)의 패널정상성검정(panel stationarity test)과 Banerjee and Carrion-i-Silvestre (2006)과 Westerlund and Edgerton (2007)의 패널공적분(panel cointegration) 검정 방법 등을 사용하였다. 분석 결과 아시아 국가들에서의 일인당 상대 $CO_2$배출량에서 장기 그룹평균 수준으로 확률적 수렴이 이루어지고 있었고 일인당 상대 GDP와의 사이에 공적분관계가 성립하였지만 EKC 가설의 존재를 발견하지 못하였다. 경제성장 발전에 우선적으로 정책을 집행하고 있는 아시아 국가에서는 오염배출량 감소보다 증가하는 국가들의 영향력이 크게 나타나 EKC 가설이 성립하지 않는 것으로 나타났다.

• Wind and Structures
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• 제19권4호
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• pp.421-441
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• 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.

• 대한토목학회논문집
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• 제26권1A호
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• pp.21-33
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• 2006

사장교 구조물을 대상으로 확률유한요소법을 신뢰성이론에 적합하도록 정식화하여 신뢰성해석을 보다 효율적으로 수행하고자 한다. 사장교의 초기평형해석을 수행한 후, 섭동법을 이용하여 선형 비선형 확률유한요소해석을 수행할 수 있으며, 확률변수의 상관성에 따른 신뢰성해석을 수행할 수 있는 프로그램을 작성하였다. 작성된 프로그램을 이용하여 사장교의 응답해석을 검토한 결과, 확률변수의 상호간 상관성에 따른 절점변위, 부재력 및 케이블긴장력에 대한 분산특성을 정량적으로 평가할 수 있었다. 또한 신뢰성지수 및 파괴확률을 검토하여 사장교 구조물의 안전성을 명확하게 파악하였다.

• 대한수학회논문집
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• 제12권1호
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• pp.127-133
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• 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.

• 전기학회논문지P
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• 제66권3호
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• pp.123-128
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• 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.

• 한국경영과학회지
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• 제30권3호
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• pp.81-93
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• 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
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• 제20권3호
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• pp.293-312
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• 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.

• 물과 미래
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• 제25권4호
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• pp.109-119
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• 1992

본 연구에서는 호우시 홍수예경보 및 수자원의 효율적 관리를 위한 실시간 유출예측모형을 개발하고자 하였다. 그 방법으로 강우-유출과저의 추계학적 시스템모형을 구성하고 모형의 매개변수를 순환 최적추정할 수 있는 RLS 및 IV-AML 알고리즘을 적용하였다. 또한 기존에 관측된 시간별 강우-유출자료로부터 매개변수 및 추정오차의 공분산행렬의 초기치들을 산정하여 유출예측의 성과도를 향상시키고자 하였으며, 1단계전 유출예측치를 분석함으로서 본 연구에서 개발된 모형의 정확성과 적용가능성을 검토해 보았다.

• Structural Engineering and Mechanics
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• 제20권4호
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• pp.477-493
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• 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.

• 대한산업공학회지
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• 제20권3호
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• pp.105-116
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• 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.