• 대한전자공학회논문지
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• 제18권2호
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• pp.44-53
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• 1981

Stochastic feference를 가진 두개의 양자화 시스템을 분석하고 비교하였다. 양자화된 출력신호에 대하여 invariance 성격을 갖기 위한 조건이 서로 같다는 것이 보여졌다. Stochastic fererence 신호를 이용한 polarity coincidence 방법에 의한 상관관계 함수 추정이 여기서 구한 일반적 성질의 특수한 경우이다. 과거의 stochastic computing은 여기서 고려한 첫 번째 system으로부터 나오고 그리고 LG Robert가 이용한 특성은 두 번째 시스템의 일반적 성질의 특수한 경우를 이용했다는 것을 보였다.

• Journal of the Korean Statistical Society
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• 제31권3호
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• pp.329-342
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• 2002

We deal with asymptotic properties of Maximum Likelihood Estimator(MLE) for the parameters appearing in a Hilbert space-valued Stochastic Differential Equation(SDE) and a Stochastic Partial Differential Equation(SPDE). In paractice, the available data are only the finite dimensional projections to the solution of the equation. Using these data we obtain MLE and consider the asymptotic properties as the dimension of projections increases. In particular we explore a relationship between the conditions for the solution and asymptotic properties of MLE.

• 한국지반신소재학회논문집
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• 제21권3호
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• pp.1-10
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• 2022

본 논문에서는 지반 구조물의 재료 물성치에 대한 추계장 세트를 이용하여 재료 물성치의 공간적 임의성 및 확률 특성을 역추정한다. 이러한 추정된 재료 물성치의 확률분포 및 확률특성을 이용하여 구조 형상에 대한 위상 최적화를 수행하고, 기존의 결정론적 위상 최적화 결과와 비교한다. 재료 물성치에 대한 한 세트의 추계장들을 생성하고, 각 추계장에서 재료 물성치의 공간적 임의성을 모사한다. 각 추계장에서 재료 물성치의 부분값들을 이용하여 실제 재료 물성치의 확률분포와 확률 특성을 추정한다. 추정된 실제 재료 물성치의 확률특성을 추계장 세트의 확률 특성과 비교한다. 또한, 임의성을 가진 재료탄성계수를 가지는 지반구조물의 최적화 응답변화도와 임의성이 없는 재료탄성계수를 가지는 지반구조의 응답변화도를 비교한다. 따라서, 실제 재료 물성치의 공간적 임의성을 고려한 정량화된 확률론적 위상 최적화 결과를 얻을 수 있다.

• Structural Engineering and Mechanics
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• 제49권1호
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• pp.41-64
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• 2014

The main objective of this article is the exploitation of a stochastic hybrid mesh-free method based on stochastic generalized finite difference (SGFD), Newmark finite difference (NFD) methods and Monte Carlo simulation for thermoelastic wave propagation and coupled thermoelasticity analysis based on GN theory (without energy dissipation). A thick hollow cylinder with Gaussian uncertainty in mechanical properties is considered as an analyzed domain for the problem. The effects of uncertainty in mechanical properties with various coefficients of variations on thermo-elastic wave propagation are studied in details. Also, the time histories and distribution on thickness of cylinder of maximum, mean and variance values of temperature and radial displacement are studied for various coefficients of variations (COVs).

• Structural Engineering and Mechanics
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• 제82권1호
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• pp.31-40
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• 2022

In structural engineering, the material properties of the structures such as elastic modulus, shear modulus, density, and size may not be deterministic and may vary at different locations. The dynamic response analysis of such structures may need to consider these properties as stochastic. This paper introduces a stochastic finite element method (SFEM) approach to analyze moving loads problems. Firstly, Karhunen-Loéve expansion (KLE) is applied for expressing the stochastic field of material properties. Then the mathematical expression of the random field is substituted into the finite element model to formulate the corresponding random matrix. Finally, the statistical moment of the dynamic response is calculated by the point estimation method (PEM). The accuracy and efficiency of the dynamic response obtained from the KLE-PEM are demonstrated by the example of a moving load passing through a simply supported Euler-Bernoulli beam, in which the material properties (including elastic modulus and density) are considered as random fields. The results from the KLE-PEM are compared with those from the Monte Carlo simulation. The results demonstrate that the proposed method of KLE-PEM has high accuracy and efficiency. By using the proposed SFEM, the random vertical deflection of a high-speed railway (HSR) bridge is analyzed by considering the random fields of material properties under the moving load of a train.

• Steel and Composite Structures
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• 제9권6호
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• pp.499-518
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• 2009

The present paper investigates the stochastic seismic responses of steel structure systems with Partially Restrained (PR) connections by using Perturbation based Stochastic Finite Element (PSFEM) method. A stiffness matrix formulation of steel systems with PR connections and PSFEM and MCS formulations of structural systems are given. Based on the formulations, a computer program in FORTRAN language has been developed, and stochastic seismic analyses of steel frame and bridge systems have been performed for different types of connections. The connection parameters, material and geometrical properties are assumed to be random variables in the analyses. The Kocaeli earthquake occurred in 1999 is considered as a ground motion. The connection parameters, material and geometrical properties are considered to be random variables. The efficiency and accuracy of the proposed SFEM algorithm are validated by comparison with results of Monte Carlo simulation (MCS) method.

• Structural Engineering and Mechanics
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• 제39권4호
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• pp.541-558
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• 2011

This paper presents an analysis of stochastic eigenvalue problem of plane bar structures. Particular attention is paid to the effect of spatial variations of the flexural properties of the structure on the first four eigenvalues. The problem of spatial variations of the structure properties and their effect on the first four eigenvalues is analyzed in detail. The stochastic eigenvalue problem was solved independently by stochastic finite element method (stochastic FEM) and Monte Carlo techniques. It was revealed that the spatial variations of the structural parameters along the structure may substantially affect the eigenvalues with quite wide gap between the two extreme cases of zero- and full-correlation. This is particularly evident for the multi-segment structures for which technology may dictate natural bounds of zero- and full-correlation cases.

• Journal of the Korean Statistical Society
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• 제31권2호
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• pp.213-228
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• 2002

Asymptotic properties of minimum distance estimators for the parameter involved for a class of stochastic partial differential equations are investigated following the techniques in Kutoyants and Pilibossian (1994).

• 설비공학논문집
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• 제23권12호
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• pp.836-842
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• 2011

It has been shown that the air-conditioning system with slab cooling storage is effective in cutting peak load and utilizing nighttime electric power. The stochastic properties of internal heat generation which has great influence on the cooling load are examined in this paper. Based on the measured cooling load and electric power consumption in an office building with slab cooling storage, stochastic time series models to simulate these random processes are investigated. Furthermore, a calculated result by an optimal control method of thermal analysis taking into account the internal heat is compared with the measured cooling load.

• 한국수학교육학회지시리즈B:순수및응용수학
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• 제14권4호
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• pp.335-354
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• 2007

In this paper, we define an analogue of generalized Wiener measure and investigate its basic properties. We define (${\hat}It{o}$ type) stochastic integrals with respect to the generalized Wiener process and prove the ${\hat}It{o}$ formula. The existence and uniqueness of the solution of stochastic differential equation associated with the generalized Wiener process is proved. Finally, we generalize the linear filtering theory of Kalman-Bucy to the case of a generalized Wiener process.