• Journal of the Korean Data and Information Science Society
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• 제21권6호
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• pp.1311-1317
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• 2010

A continuous time asymmetric power GARCH(1,1) model is suggested, based on a single background driving L$\'{e}$vy process. The stochastic differential equation for the given process is derived and the strict stationarity and kth order moment conditions are examined.

• International Journal of Reliability and Applications
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• 제8권2호
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• pp.175-182
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• 2007

In this note, some comments concerning the testing procedures for the problems of stochastic comparison, testing IFR and testing NBU ageing properties are presented showing that the tests proposed in Belzunce, Candel and Ruiz(1998) are cumbersome to calculate and do not have as good asymptotic Pittman efficacies as simpler others already in the literature. This is done via new presentations of the measures on which Belzunce et al. base their tests.

• Structural Engineering and Mechanics
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• 제3권1호
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• pp.1-10
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• 1995

This study presents a methodology for the system reliability analysis of cracked structures with random material properties, which are modeled as random fields, and crack geometry under random static loads. The finite element method provides the computational framework to obtain the stress intensity solutions, and the first-order reliability method provides the basis for modeling and analysis of uncertainties. The ultimate structural system reliability is effectively evaluated by the stable configuration approach. Numerical examples are given for the case of random fracture toughness and load.

• Structural Engineering and Mechanics
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• 제36권1호
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• pp.79-94
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• 2010

This study shows how uncertainties of data like material properties quantitatively have an influence on structural topology optimization results for dynamic problems, here such as both optimal topology and shape. In general, the data uncertainties may result in uncertainties of structural behaviors like deflection or stress in structural analyses. Therefore optimization solutions naturally depend on the uncertainties in structural behaviors, since structural behaviors estimated by the structural analysis method like FEM need to execute optimization procedures. In order to quantitatively estimate the effect of data uncertainties on topology optimization solutions of dynamic problems, a so-called interval analysis is utilized in this study, and it is a well-known non-stochastic approach for uncertainty estimate. Topology optimization is realized by using a typical SIMP method, and for dynamic problems the optimization seeks to maximize the first-order eigenfrequency subject to a given material limit like a volume. Numerical applications topologically optimizing dynamic wall structures with varied supports are studied to verify the non-stochastic interval analysis is also suitable to estimate topology optimization results with dynamic problems.

• 한국측량학회지
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• 제25권4호
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• pp.319-325
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• 2007

GPS를 이용한 상대측위에 있어서 기선의 길이가 길어질수록 측위지점 사이의 상관관계 저하로 인하여 전리층 지연 효과와 같은 오차가 관측치내에 존재하는 문제가 여전히 남아있다. 본 연구에서는 중기선 이상의 상대측위에서 가장 큰 오차요인으로 알려져 있는 전리층 지연 효과를 통계적 모델을 이용하여 모델링하고, 이론적 경험적으로 가장 좋다고 알려져 있는 LAMBDA방법을 이용하여 모호정수를 결정하였다. 상시관측소데이터를 이용하여 통계적 모델을 경험적으로 Gauss-Markov 1차를 결정하였으며, 모델 파라미터인 상관시간(correlation time) 및 모델의 분산을 산출하였다. 최종적으로 개발된 알고리즘의 적용 및 정확도 분석을 위하여 상용소프트웨어 및 Bernese와 비교하였다.

• 한국지진공학회논문집
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• 제5권4호
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• pp.17-26
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• 2001

한반도 남부에서 발생 가능한 강지진동의 최대 지반운동과 주파수에 따른 특성을 추계학적 모사법을 이용하여 간접적으로 추정하였다. 또한 추계학적 모사법에 적용할 진원과 지진파 감쇠에 관한 입력자료를 계산하였다. 응력강하($\Delta$$\sigma$)는 한반도 남부와 미국 동부 및 중국의 연구결과를 종합하여 100-bar로 추정하였다. 감쇠상수는 x는 1996년 9월부터 1997년 12월까지 발생한 지진 중 비교적 기록상태가 양호한 57개의 관측자료를 이용하여 계산하였으며 진원거리(R)에 대하여 0.00112+0.000224 R로 추정되었다. 이와 같은 응력강하($\Delta$$\sigma$)와 감쇠상수 x등의 입력자료를 추계학적 모사법에 적용한 결과를 바탕으로 진원거리에 따른 강진동 감쇠공식을 유도하였다.한 결과를 바탕으로 진원거리에 따른 강진동 감쇠공식을 유도하였다.

• Structural Engineering and Mechanics
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• 제43권5호
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• pp.637-655
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• 2012

In this study, stochastic responses of a cable-stayed bridge subjected to the spatially varying earthquake ground motion are investigated by the finite element method taking into account soil-structure interaction (SSI) effects. The considered bridge in the analysis is Quincy Bay-view Bridge built on the Mississippi River in between 1983-1987 in Illinois, USA. The bridge is composed of two H-shaped concrete towers, double plane fan type cables and a composite concrete-steel girder deck. In order to determine the stochastic response of the bridge, a two-dimensional lumped masses model is considered. Incoherence, wave-passage and site response effects are taken into account for the spatially varying earthquake ground motion. Depending on variation in the earthquake motion, the response values of the cable-stayed bridge supported on firm, medium and soft foundation soil are obtained, separately. The effects of SSI on the stochastic response of the cable-stayed bridge are also investigated including foundation as a rigidly capped vertical pile groups. In this approach, piles closely grouped together beneath the towers are viewed as a single equivalent upright beam. The soil-pile interaction is linearly idealized as an upright beam on Winkler foundation model which is commonly used to study the response of single piles. A sufficient number of springs on the beam should be used along the length of the piles. The springs near the surface are usually the most important to characterize the response of the piles surrounded by the soil; thus a closer spacing may be used in that region. However, in generally springs are evenly spaced at about half the diameter of the pile. The results of the stochastic analysis with and without the SSI are compared each other while the bridge is under the sway of the spatially varying earthquake ground motion. Specifically, in case of rigid towers and soft soil condition, it is pointed out that the SSI should be significantly taken into account for the design of such bridges.

• 한국지진공학회:학술대회논문집
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• 한국지진공학회 2000년도 춘계 학술발표회 논문집 Proceedings of EESK Conference-Spring
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• pp.70-80
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• 2000

In order to reduce seismic hazard the characteristics of strong earthquakes are required. In the region where strong earthquakes do not happen frequently the stochastic simulation of strong motion is an alternative way to predict strong motions. this simulation required input parameters such as the quality factor the corner frequency the moment magnitude the stress drop and so on which can be obtained from analyses of records of small and intermediate earthquakes. Using those parameters obtained in the previous work the strong ground motions are predicted employing the stochastic method, . The results are compared to the two observed earthquakes-the Ulsan Offshore Earthquake and the Kyungju Earthquake. Although some deviations are found the predictions are similar to the observed data. Finally we computed attenuation equations for PGA PGV and ground accelerations for some frequencies using the results of predictions. These results can be used for earthquake engineering and more reliable results will come out as earthquake observations continue.

• 한국경영과학회:학술대회논문집
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• 한국경영과학회 1987년도 추계학술발표회 발표논문초록집; 중소기업협동조합중앙회, 서울; 31 Oct. 1987
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• pp.35-35
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• 1987

Consider a job shop that is modelled as an open queueing network of the Jackson(l957) type. All work stations in the shop have the same number of parallel servers. Two problems are studied : the loading of stations and the assignment of servers, which are represented by loading and assingment vectors, respectively. Ma jorization and arrangement orderings are established to order, respectively, the loading and the assignment vectors. It is shown that reducing the loading vector under ma jorizat ion or increasing the assignment vector under arrangement ordering will reduce the congestion in the shop in terms of reducing the total number of jobs(in the sense of likelihood ratio ordering), the maximum queue length(in the sense of stochastic ordering), and the queue-length vector( in the sense of stochastic majorization). The results can be used to supprot production planning in certain job shops, and to aid the desing of storage capacity. (OPEN QUEUEING NETWORK; WJORIZATION; ARRANGEMENT ORDERINC; LIKELIHOOD RATIO ORDERINC; STOCHASTIC ORDERING)

• 대한수학회지
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• 제35권2호
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• pp.423-432
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• 1998

Let p, q be integers such that 2 $\leq$ p, q $\leq$ n, and let $D_{p, q}$ denote the matrix obtained from $I_{n}$, the identity matrix of order n, by replacing each of the first p columns by an all 1's vector and by replacing each of the first two rows and each of the last q-2 rows by an all 1's vector. In this paper the permanent minimization problem over the face, determined by the matrix $D_{p, q}$, of the polytope of all n $\times$ n doubly stochastic matrices is treated.d.