• Steel and Composite Structures
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• 제26권1호
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• pp.1-15
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• 2018

This study reported, the effect of random variation in system properties on bending response of single wall carbon nanotube reinforced composite (SWCNTRC) plates subjected to transverse uniform loading is examined. System parameters such as the SWCNT armchair, material properties, plate thickness and volume fraction of SWCNT are modelled as basic random variables. The basic formulation is based on higher order shear deformation theory to model the system behaviour of the SWCNTRC composite plate. A C0 finite element method in conjunction with the first order perturbation technique procedure developed earlier by the authors for the plate subjected to lateral loading is employed to obtain the mean and variance of the transverse deflection of the plate. The performance of the stochastic SWCNTRC composite model is demonstrated through a comparison of mean transverse central deflection with those results available in the literature and standard deviation of the deflection with an independent First Order perturbation Technique (FOPT), Second Order perturbation Technique (SOPT) and Monte Carlo simulation.

• 대한조선학회논문집
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• 제32권1호
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• pp.37-41
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• 1995

불규칙 해상에서의 선체의 횡동요운동을 해석하기 위하여 통계적 부분선형화 방법을 사용하였다. 선형 1자유도계인 횡동요 운동 모델에 2차의 비선형 감쇠항과 3차 및 5차, 7차, 9차, 11차의 비선형 복원모멘트를 추가하였으며 불규칙 기진모멘트는 가우스 백색잡음으로 가정하였다. 이 해석 결과를 등가선형화 방법으로 구한결과와 비교한 결과 부분선형화 방법이 반드시 더 정확한 결과를 주는 것은 아니란 점을 확인하였다.

• 한국통계학회:학술대회논문집
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• 한국통계학회 2000년도 추계학술발표회 논문집
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• pp.105-108
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• 2000

We consider a Markovian retrial queue with waiting space in which the service rates and retrial rates depend on the number of customers in the service facility and in the orbit, respectively. Each arriving customer from outside or orbit decide either to enter the facility or to join the orbit in Bernoulli manner whose entering probability depend on the number of customers in the service facility. In this paper, a stochastic order relation between two bivariate processes (C(t), N(t)) representing the number of customers C(t) in the service facility and N(t) one in the orbit is deduced in terms of corresponding parameters by constructing the equivalent processes on a common probability space. Some applications of the results to the stochastic bounds of the multi-server retrial model are presented.

• 한국경영과학회지
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• 제39권1호
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• pp.113-127
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• 2014

The stochastic dominance approach is to form a portfolio that stochastically dominates a predetermined benchmark portfolio such as KOSPI. This study is to search a set of portfolio weights for the first-order stochastic dominance with maximum utility defined in terms of mean and variance by managing the constraint set and the objective function in an iterative manner. A nonlinear programming algorithm was developed and tested with promising results against Korean stock market data sets.

• International Journal of Naval Architecture and Ocean Engineering
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• 제6권4호
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• pp.1148-1159
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• 2014

Different procedures for estimation of the extreme global wave hydroelastic responses in ships are discussed. Firstly, stochastic procedures for application in detailed numerical studies (CFD) are outlined. The use of the First Order Reliability Method (FORM) to generate critical wave episodes of short duration, less than 1 minute, with prescribed probability content is discussed for use in extreme response predictions including hydroelastic behaviour and slamming load events. The possibility of combining FORM results with Monte Carlo simulations is discussed for faster but still very accurate estimation of extreme responses. Secondly, stochastic procedures using measured time series of responses as input are considered. The Peak-over-Threshold procedure and the Weibull fitting are applied and discussed for the extreme value predictions including possible corrections for clustering effects.

• 한국전산구조공학회:학술대회논문집
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• 한국전산구조공학회 2007년도 정기 학술대회 논문집
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• pp.465-470
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• 2007

In order to investigate the stochastic behavior of Mindlin plate under imperfection in the material and geometrical parameters, a stochastic finite element formulation is proposed. The effects of inter-correlations between random parameters on the response variability are also observed. The contribution from the random Poisson ratio is taken into account adopting a stochastic decomposition scheme. which expands the constitutive matrix into an infinite series of sub-matrices. In order to demonstrate the adequacy of the proposed scheme, a square plate with simple and fixed support is taken as an example, and the results are compared with those given in previous research in the literature as well as with the results of Monte Carlo analysis.

• Communications for Statistical Applications and Methods
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• 제25권1호
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• pp.79-89
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• 2018

In this paper, we study the maximal property of the volume of the convex hull of d-dimensional independent random vectors. We show that the volume of the random convex hull from a multivariate location-scale family indexed by ${\Sigma}$ is stochastically maximized in simple stochastic order when ${\Sigma}$ is diagonal. The claim can be applied to a broad class of multivariate distributions that include skewed/unskewed multivariate t-distributions. We numerically investigate the proven stochastic relationship between the dependent and independent random convex hulls with the Gaussian random convex hull. The numerical results confirm our theoretical findings and the maximal property of the volume of the independent random convex hull.

• 대한수학회지
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• 제58권1호
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• pp.45-67
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• 2021

In this paper, a mathematical dynamical system involving both deterministic (with or without delay) and stochastic "SIR" epidemic model with nonlinear incidence rate in a continuous reactor is considered. A profound qualitative analysis is given. It is proved that, for both deterministic models, if ��d > 1, then the endemic equilibrium is globally asymptotically stable. However, if ��d ≤ 1, then the disease-free equilibrium is globally asymptotically stable. Concerning the stochastic model, the Feller's test combined with the canonical probability method were used in order to conclude on the long-time dynamics of the stochastic model. The results improve and extend the results obtained for the deterministic model in its both forms. It is proved that if ��s > 1, the disease is stochastically permanent with full probability. However, if ��s ≤ 1, then the disease dies out with full probability. Finally, some numerical tests are done in order to validate the obtained results.

• 한국경영과학회지
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• 제41권3호
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• pp.23-36
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• 2016

We consider a model that minimizes the total cost incurred by assigning available weapons to existing targets in order to reduce enemy threats, which is called the weapon target assignment problem (WTAP). This study addresses the stochastic versions of WTAP, in which data, such as the probability of destroying a target, are given randomly (i.e., data are identified with certain probability distributions). For each type of random data or parameter, we provide a stochastic optimization model on the basis of the expected value or scenario enumeration. In particular, when the probabilities of destroying targets depending on weapons are stochastic, we present a stochastic programming formulation with a simple recourse. We show that the stochastic model can be transformed into a deterministic equivalent mixed integer programming model under a certain discrete probability distribution of randomness. We solve the stochastic model to obtain an optimal solution via the mixed integer programming model and compare this solution with that of the deterministic model.

• 한국정밀공학회:학술대회논문집
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• 한국정밀공학회 2002년도 춘계학술대회 논문집
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• pp.215-218
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• 2002

A control strategy for a dynamic system under irregular disturbance by using stochastic controller is developed. In order to design stochastic controller, system dynamic model in real domain i transformed dynamic moment equation in stochastic domain by F-P-K approach. A study of real time control technique four stochastic controller is performed in this paper.