• 대한기계학회논문집
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• 제18권8호
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• pp.1920-1929
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• 1994

The stochastic finite element method(SFEM) based structural optimal design is presented. Random system response including uncertainties for the design variable is calculated with first order perturbation method. A method for calculating the sensitivity coefficients is developed using the equilibrium equation and first-order perturbed equation. Numerical results are presented for a truss, frame and plate structures with displacement and stress constraints. The sensitivity calculation proposed here is compared with finite difference method. A nonlinear programming technique is used to solve the problem. The procedure is easily incorporated with existing deterministic structural optimization.

• 대한수학회보
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• 제42권4호
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• pp.855-867
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• 2005

Shattering or disintegration of mass is a well known phenomenon in fragmentation processes first introduced by Kol­mogorov and Filippop and extensively studied by many physicists. Though the mass is conserved in each break-up, the total mass decreases in finite time. We investigate this phenomenon in the n particle system. In this system, shattering can be interpreted such that, in uniformly bounded time on n, order n of mass is located in order o(n) of clusters. It turns out that the tagged particle processes associated with the systems are useful tools to analyze the phenomenon. For the newly defined stochastic shattering based on the above ideas, we derive far sharper conditions of fragmentation kernels which guarantee the occurrence of such a phenomenon than our previous work [9].

• 제어로봇시스템학회:학술대회논문집
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• 제어로봇시스템학회 2005년도 ICCAS
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• pp.2362-2367
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• 2005

This paper reports a technique for discriminating double talk and echo path change using the stochastic characteristics of power change for an adaptive noise canceller. The causes of rapid error increasing are double talk and echo path change. When the echo path is changed, the system corrects the impulse response in order to reduce the error. However, in the case of double talk, the system has to suspend the updating impulse response in order to maintain the quality of the voice signal. In the conventional system, it was difficult to discriminate between the two situations. In this research, the stochastic characteristics of the voice power change in the double talk period were experimentally verified to be different from the power change during echo path changing. Based on the results, a new double talk detection method is proposed.

• Journal of Advanced Marine Engineering and Technology
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• 제36권7호
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• pp.919-926
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• 2012

In order to control a LTI(Linear Time Invariant) system subjected to system noise and measurement noise, first of all, it is necessary to estimate the state of system with reliability. Kalman filtering technique has been widely used to estimate the state of the stochastic LTI system with stationary noise characteristics because of its estimation ability versus algorithm simplicity. However, it often fails to estimate the state of the LTI system of which system parameter uncertainty exists partly and/or input uncertainty exists. In this paper, a new estimation technique based on Kalman filter is suggested for stochastic LTI system under parameter uncertainty and/or input uncertainty. A fuzzy estimation algorithm against uncertainties is introduced so as to compensate the state estimate filtered by Kalman filter. In order to verify the state estimation performance of the suggested technique, several simulations are accomplished.

• 한국소음진동공학회논문집
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• 제17권10호
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• pp.912-917
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• 2007

Recently, dynamic system has been enlarged and is normally exposed to various types of disturbance. Thus designing controller for these dynamic systems under random disturbance is not practically easy. As a result, the exact analysis for the system which is exposed to various irregular disturbance is quite important. In order to perform analysis, conventional BMR(balance model reduction) method is adopted and applied to moment equation in stochastic domain. Reliable reduced order system model has been obtained.

• 대한기계학회:학술대회논문집
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• 대한기계학회 2007년도 춘계학술대회A
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• pp.921-926
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• 2007

A dynamic system under random disturbance is considered in the study. In order to control the system efficiently, proper reduction of system dimension is indispensible in design stage. The reduction method using component cost analysis in conjunction with stochastic analysis is proposed for the control of a system. System response is obtained in terms of dynamic moment equation via Fokker-Plank-Kolmogorov(F-P-K) equation. The dynamic moment response of the system under random disturbance are reduced by using of deterministic version of component cost analysis. The reduced system via proposed "stochastic component cost analysis" is successfully implemented for dynamic response and shows remarkable control performance effectively utilizing "stochastic controller" in physical time domain.

• Journal of applied mathematics & informatics
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• 제25권1_2호
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• pp.183-199
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• 2007

In this paper we research the problem in which the objective is to minimize the sum of squared deviations of job expected completion times from the due date, and the job processing times are stochastic. In the problem the machine is subject to stochastic breakdowns and all jobs are preempt-repeat. In order to show that the replacing ESSD by SSDE is reasonable, we discuss difference between ESSD function and SSDE function. We first give an express of the expected completion times for both cases without resampling and with resampling. Then we show that the optimal sequence of the problem V-shaped with respect to expected occupying time. A dynamic programming algorithm based on the V-shape property of the optimal sequence is suggested. The time complexity of the algorithm is pseudopolynomial.

• 한국CDE학회논문집
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• 제17권2호
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• pp.111-122
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• 2012

Capacity planning plays an important role not only for master production plan but also for facility or layout design in shipbuilding. Product work breakdown structure, attributes of production resources, and production method or process data are associated in order to make the discrete event simulation model of shipyard layout plan. The production amount of each process and the process time is assumed to be stochastic. Based on the stochastic discrete event simulation model, the production capacity of each facility in shipyard is estimated. The stochastic model of product arrival time, process time and transferring time is introduced for each process. Also, the production capacity is estimated for the assumed master production schedule.

• Structural Engineering and Mechanics
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• 제75권3호
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• pp.311-325
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• 2020

In applying the spectral stochastic finite element methods to the frequency response analysis, the conventional methods are known to give unstable and inaccurate results near the natural frequencies. To address this issue, a new sensitivity based stabilized formulation for stochastic frequency response analysis is proposed in this paper. The main difference over the conventional spectral methods is that the polynomials of random variables are applied to both numerator and denominator in approximating the harmonic response solution. In order to reflect the resonance behavior of the structure, the denominator polynomials is constructed by utilizing the natural frequency sensitivity and the random mode superposition. The numerator is approximated by applying a polynomial chaos expansion, and its coefficients are obtained through the Galerkin or the spectral projection method. Through various numerical studies, it is seen that the proposed method improves accuracy, especially in the vicinities of structural natural frequencies compared to conventional spectral methods.

• Journal of the Korean Statistical Society
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• 제29권4호
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• pp.473-488
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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 one N(t) 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.