• International Journal of Control, Automation, and Systems
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• 제1권4호
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• pp.431-443
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• 2003

This paper presents an efficient method to evaluate the performance of an extended stochastic Petri net by simple algebraic operations. The reachability graph is derived from an extended stochastic Petri net, and then converted to a timed stochastic state machine, using a semi-Markov process. The n-th moments of the performance index are derived by algebraic manipulations with each of the n-th moments of transition time and transition probability. For the derivation, three reduction rules are introduced on the transition trajectories in a well-formed regular expression. Efficient computation algorithms are provided to automate the suggested method. The presented method provides a proficient means to derive both the numerical and the symbolic solutions for the performance of an extended stochastic Petri net by simple algebraic manipulations.

• Journal of Ship and Ocean Technology
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• 제12권2호
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• pp.1-15
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• 2008

The main idea of this paper introduce stochastic structural parameters and random dynamic excitation directly into the dynamic functional variational formulations, and developed the nonlinear dynamic analysis of a stochastic variational principle and the corresponding stochastic finite element method via the weighted residual method and the small parameter perturbation technique. An interpolation method was adopted, which is based on representing the random field in terms of an interpolation rule involving a set of deterministic shape functions. Direct integration Wilson-${\theta}$ Method was adopted to solve finite element equations. Numerical examples are compared with Monte-Carlo simulation method to show that the approaches proposed herein are accurate and effective for the nonlinear dynamic analysis of structures with random parameters.

• Advances in aircraft and spacecraft science
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• 제7권5호
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• pp.405-423
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• 2020

Non-linear energy sink (NES) is an emerging passive absorber able to mitigate the dynamic response of structures without any external energy supply, resonating with all the modes of the primary structure to control. However, its inherent non-linearities hinder its large-scale use and leads to complicated design procedures. For this purpose, an approximate design approach is herein proposed in a stochastic framework. Since loads are random in nature, the stochastic analysis of non-linear systems may be performed by means of computational intensive techniques such as Monte Carlo simulations (MCS). Alternatively, the Stochastic Linearisation (SL) technique has proven to be an effective tool to investigate the performance of different passive control systems under random loads. Since controlled systems are generally non-classically damped and most of SL algorithms operate recursively, the computational burden required is still large for those problems that make intensive use of SL technique, as optimal design procedures. Herein, a procedure to speed up the Stochastic Linearisation technique is proposed by avoiding or strongly reducing numerical evaluations of response statistics. The ability of the proposed procedure to effectively reduce the computational effort and to reliably design the NES is showed through an application on a well-known case study related to the vibrations mitigation of an aircraft wing.

• 센서학회지
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• 제28권2호
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• pp.88-93
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• 2019

This paper is concerned with distributed fusion moving average prediction for continuous-time linear stochastic systems with multiple sensors. A distributed fusion with the weighted sum structure is applied to the optimal local moving average predictors. The distributed fusion prediction algorithm represents the optimal linear fusion by weighting matrices under the minimum mean square criterion. The derivation of equations for error cross-covariances between the local predictors is the key of this paper. Example demonstrates effectiveness of the distributed fusion moving average predictor.

• 한국경영과학회지
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• 제29권4호
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• pp.1-10
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• 2004

In this paper we study bounds for characteristics of stationary waiting times in (max, +)-linear systems with a Poisson arrival process. which are prevalent in manufacturing systems, kanban systems, cyclic and acyclic fork-and-join type systems, finite or infinite capacity tandem queues with various kinds of blocking, transportation systems, and telecommunication networks, and so on. Recently, some results on series expansion for characteristics, such as higher moments, Laplace transform, and tail probability, of transient and stationary waiting times in a class of (max, +)-linear systems via Taylor series expansions have been studied. In order to overcome the computational complexity in those results, we consider bounds for characteristics of stationary waiting times using valuable stochastic ordering results. Some numerical examples are also provided.

• Structural Engineering and Mechanics
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• 제20권4호
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• pp.389-403
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• 2005

In the present paper it is aimed to perform the stochastic dynamic analysis of fluid and fluidstructure systems by using the Lagrangian approach. For that reason, variable-number-nodes twodimensional isoparametric fluid finite elements are programmed in Fortran language by the authors and incorporated into a general-purpose computer program for stochastic dynamic analysis of structure systems, STOCAL. Formulation of the fluid elements includes the effects of compressible wave propagation and surface sloshing motion. For numerical example a rigid fluid tank and a dam-reservoir interaction system are selected and modeled by finite element method. Results obtained from the modal analysis are compared with the results of the analytical and numerical solutions. The Pacoima Dam record S16E component recorded during the San Fernando Earthquake in 1971 is used as a ground motion. The mean of maximum values of displacements and hydrodynamic pressures are compared with the deterministic analysis results.

• 한국경영과학회:학술대회논문집
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• 대한산업공학회/한국경영과학회 1991년도 춘계공동학술대회 발표논문 및 초록집; 전북대학교, 전주; 26-27 Apr. 1991
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• pp.147-159
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• 1991

Stochastic convexity(concvity) of a stochastic process is a very useful concept for various stochastic optimization problems. In this study we first establish stochastic convexity of a certain class of Markov additive processes through the probabilistic construction based on the sample path approach. A Markov additive process is obtained by integrating a functional of the underlying Markov process with respect to time, and its stochastic convexity can be utilized to provide efficient methods for optimal design or for optimal operation schedule of a wide range of stochastic systems. We also clarify the conditions for stochatic monotonicity of the Markov process, which is required for stochatic convexity of the Markov additive process. This result shows that stochastic convexity can be used for the analysis of probabilistic models based on birth and death processes, which have very wide application area. Finally we demonstrate the validity and usefulness of the theoretical results by developing efficient methods for the optimal replacement scheduling based on the stochastic convexity property.

• 한국경영과학회지
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• 제16권1호
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• pp.76-88
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• 1991

Stochastic convexity (concavity) of a stochastic process is a very useful concept for various stochastic optimization problems. In this study we first establish stochastic convexity of a certain class of Markov additive processes through probabilistic construction based on the sample path approach. A Markov additive process is abtained by integrating a functional of the underlying Markov process with respect to time, and its stochastic convexity can be utilized to provide efficient methods for optimal design or optimal operation schedule wide range of stochastic systems. We also clarify the conditions for stochastic monotonicity of the Markov process. From the result it is shown that stachstic convexity can be used for the analysis of probabilitic models based on birth and death processes, which have very wide applications area. Finally we demonstrate the validity and usefulness of the theoretical results by developing efficient methods for the optimal replacement scheduling based on the stochastic convexity property.

• KSII Transactions on Internet and Information Systems (TIIS)
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• 제14권11호
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• pp.4355-4371
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• 2020

Phase retrieval, recovering a signal from phaseless measurements, is generally considered to be an NP-hard problem. This paper adopts an amplitude-based nonconvex optimization cost function to develop a new stochastic gradient algorithm, named stochastic reweighted phase retrieval (SRPR). SRPR is a stochastic gradient iteration algorithm, which runs in two stages: First, we use a truncated sample stochastic variance reduction algorithm to initialize the objective function. The second stage is the gradient refinement stage, which uses continuous updating of the amplitude-based stochastic weighted gradient algorithm to improve the initial estimate. Because of the stochastic method, each iteration of the two stages of SRPR involves only one equation. Therefore, SRPR is simple, scalable, and fast. Compared with the state-of-the-art phase retrieval algorithm, simulation results show that SRPR has a faster convergence speed and fewer magnitude-only measurements required to reconstruct the signal, under the real- or complex- cases.

• 제어로봇시스템학회논문지
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• 제4권6호
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• pp.703-706
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• 1998

본 논문에서는 확률 최적 제어문제에서 발생되는 Elliptic type H-J-B(Hamilton-Jacobi-Bellman) 방정식에 대한 수치해를 구하였다. 수치해를 구하기 위하여 Contraction 사상 및 유한차분법을 이용하였으며, 시스템은 It/sub ∧/ 형태의 Stochastic 방정식으로 취하였다. 수치해는 수학적인 테스트 케이스를 설정하여 검증하였으며, 최적제어 Map을 방정식의 해를 구하면서 동시에 구하였다.