• Journal of Korean Society of Transportation
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• 제26권5호
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• pp.175-184
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• 2008

Uncertainties are unavoidable in engineering applications. In this paper we propose an alpha reliable multi-variable network design problem under demand uncertainty. In order to decide the optimal capacity enhancement, three performance measures based on 3E(Efficiency, Equity, and Environmental) are considered. The objective is to minimize the total budget required to satisfy alpha reliability constraint of total travel time, equity ratio, and total emission, while considering the route choice behavior of network users. The problem is formulated as the chance-constrained model for application of alpha confidence level and solved as a lexicographic optimization problem to consider the multi-variable. A simulation-based genetic algorithm procedure is developed to solve this complex network design problem(NDP). A simple numerical example ispresented to illustrate the features of the proposed NDP model.

• Journal of the Korean Society of Fisheries and Ocean Technology
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• 제53권4호
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• pp.357-362
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• 2017

The purpose of this study is to analyze the efficiency of distant-water longline fishing vessels in the Pacific Ocean and the gap in efficiencies among individual vessels. In order to estimate the efficiency, the dependent variable is set as an amount of catch and independent variables include number of crew, number of hooks, number of vessel size, and vessels engine power associated with fishing activities of distant water longline fisheries. Analytical result was shown as follows: first, the average efficiency of distant-water longline fishing vessels in the Pacific Ocean was found to be 94%. Second, the number of hooks were found to be statistically significant in each input variable and the appropriate control of the number of hooks would be expected to have a positive effect on the efficiency. Third, the relationship between the age of a vessel and the efficiency was not found statistically.

• Economic and Environmental Geology
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• 제33권4호
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• pp.295-307
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• 2000

Probabilistic analysis is a powerful method to quantify variability and uncertainty common in engineering geology fields. In rock slope engineering, the uncertainty and variation may be in the form of scatter in orientations and geometries of discontinuities, and also test results. However, in the deterministic analysis, the factor of safety which is used to ensure stability of rock slopes, is based on the fixed representative values for each parameter without a consideration of the scattering in data. For comparison, in the probabilistic analysis, these discontinuity parameters are considered as random variables, and therefore, the reliability and probability theories are utilized to evaluate the possibility of slope failure. Therefore, in the probabilistic analysis, the factor of safety is considered as a random variable and replaced by the probability of failure to measure the level of slope stability. In this study, the stochastic properties of discontinuity parameters are evaluated and the stability of rock slope is analyzed based on the random properties of discontinuity parameters. Then, the results between the deterministic analysis and the probabilistic analysis are compared and the differences between the two analysis methods are explained.

• Environmental and Resource Economics Review
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• 제31권3호
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• pp.393-417
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• 2022

Using hourly SMP data from 2016 to 2020, this paper measures the weekly realized volatility and investigates the main force of its determinants. To this end, we extend the Bayesian variable selection by incorporating the regime-switching model which identifies important variables among a large number of predictors by regimes. We find that the increase in coal and nuclear generation, as well as solar power, reinforce the SMP volatility in both high volatility and low volatility regime. In contrast the increase in gas generation and gas price decrease SMP volatility when SMP volatility is high. These results suggest that the expansion of renewable energy according to 2050 Carbon Neutrality or energy transition policies increases SMP volatility but the increase in the gas generation or reduction of coal generation might offset its impact.

• KSCE Journal of Civil and Environmental Engineering Research
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• 제26권6A호
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• pp.1001-1011
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• 2006

It is a general agreement that exact statistical solutions can be found by a Monte Carlo technique. Due to difficulties, however, in the numerical generation of random fields, which satisfy not only the probabilistic distribution but the spectral characteristics as well, it is recognized as relatively difficult to find an exact response variability of a structural response. In this study, recognizing that the random field assumes a constant over the domain under consideration when the correlation distance tends to infinity, a semi-theoretical solution of response variability is proposed for general structures. In this procedure, the probability density function is directly used. It is particularly noteworthy that the proposed methodology provides response variability for virtually any type of probability density function, and has capability of considering correlations between multiple random variables.

• Structural Engineering and Mechanics
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• 제65권5호
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• pp.557-572
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• 2018

The academic research works about liquid storage tanks are reviewed for the purpose of providing valuable reference to the engineering practice on their aseismic design. A summary of the performance of tanks during past earthquakes is described in this paper. Next, the seismic response of tanks under unidirectional earthquake is reported, supplemented with the dynamic response under multidirectional motions. Then, researches on the influence of soil-structure interaction are brought out to help modify the seismic design approach of tanks in different areas with variable properties of soils. Afterwards, base isolation systems are reported to demonstrate their effectiveness for the earthquake-resistant design of liquid storage tanks. Further, researches about the liquid-structure interaction are reviewed with description of simplified models and numerical analytical methods, some of which consider the elastic effect of tank walls. Moreover, the liquid sloshing phenomenon on the hydrodynamic behaviors of tanks is presented by various algorithms including grid-based and meshfree method. And then the impact of baffles in changing the dynamic characteristics of the liquid-structure system is raised, which shows the energy dissipation by the vortex motion of liquid. In addition, uplifting effect is given to enhance the understanding on the capacity of unanchored tanks and some assessment of their development. At last, the concluding remarks and the aspects of extended research in the field of liquid storage tanks under seismic loads are provided, emphasizing the thermal stress analysis, the replaceable system for base isolation, the liquid-solid interaction and dynamic responses with stochastic excitations.

• Bulletin of the Korean Chemical Society
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• 제27권10호
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• pp.1525-1530
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• 2006

A simple oscillating reaction model subject to additive Gaussian white noise is investigated as the model is located in the dynamic region of oscillations. The model is composed of three ordinary differential equations representing the time evolutions of X, Y, and Z, respectively. Initially, a uniform random noise is separately added to the three equations to study the effect of noise on the oscillatory cycle of X, Y, and Z. For a given value of noise intensity, the amplitude of oscillation increases monotonically with time. Furthermore, the noise is added to any one of the three equations to study the impact of noise on one species on the bifurcation behavior of the other.

• Journal of environmental and Sanitary engineering
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• 제15권2호
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• pp.65-74
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• 2000

The purpose of this study is to develop the stochastic stream water quality model for the intake station of Chung-Ju city waterworks in the Han river system. This model was based on the theory of Box-Jenkins Multiplicative ARIMA(SARIMA) and the state space model to simulate changes of water qualities. Variable of water qualities included in the model are temperature and dissolved oxygen(DO). The models development were based on the data obtained from Jan. 1990 to Dec. 1997 and followed the typical procedures of the Box-Jenkins method including identification and estimation. The seasonality of DO and temperature data to formulate for the SARIMA model are conspicuous and the period of revolution was twelve months. Both models had seasonality of twelve months and were formulates as SARIMA {TEX}$(2,1,1)(1,1,1)_{12}${/TEX} for DO and temperature. The models were validated by testing normality and independency of the residuals. The prediction ability of SARIMA model and state space model were tested using the data collected from Jan. 1998 to Oct. 1999. There were good agreements between the model predictions and the field measurements. The performance of the SARIMA model and state space model were examined through comparisons between the historical and generated monthly dissolved oxygen series. The result reveal that the state space model lead to the improved accuracy.

• International journal of advanced smart convergence
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• 제5권1호
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• pp.34-46
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• 2016

Networked Control System (NCS) has evolved in the past decade through the advances in communication technology. The problems involved in NCS are broadly classified into two categories namely network issues due to network and control performance due to system network. The network problems are related to bandwidth allocation, scheduling and network security, and the control problems deal with stability analysis and delay compensation. Various delays with variable length occur due to sharing a common network medium. Though most delays are very less and mostly neglected, the network induced delay is significant. It occurs when sensors, actuators, and controllers exchange data packet across the communication network. Networked induced delay arises from sensor to controller and controller to actuator. This paper presents an adaptive delay compensation process for efficient control. Though Smith predictor has been commonly used as dead time compensators, it is not adaptive to match with the stochastic behavior of network characteristics. Time delay adaptive compensation gives an effective control to solve dead time, and creates a virtual environment using the plant model and computed delay which is used to compensate the effect of delay. This approach is simulated using TrueTime simulator that is a Matlab Simulink based simulator facilitates co-simulation of controller task execution in real-time kernels, network transmissions and continuous plant dynamics for NCS. The simulation result is analyzed, and it is confirmed that this control provides good performance.

• Communications for Statistical Applications and Methods
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• 제27권3호
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• pp.385-395
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• 2020

We present a new maximum likelihood approach to estimate demographic history using genomic data sampled from two populations. A demographic model such as an isolation-with-migration (IM) model explains the genetic divergence of two populations split away from their common ancestral population. The standard probability model for an IM model contains a latent variable called genealogy that represents gene-specific evolutionary paths and links the genetic data to the IM model. Under an IM model, a genealogy consists of two kinds of evolutionary paths of genetic data: vertical inheritance paths (coalescent events) through generations and horizontal paths (migration events) between populations. The computational complexity of the IM model inference is one of the major limitations to analyze genomic data. We propose a fast maximum likelihood approach to estimate IM models from genomic data. The first step analyzes genomic data and maximizes the likelihood of a coalescent tree that contains vertical paths of genealogy. The second step analyzes the estimated coalescent trees and finds the parameter values of an IM model, which maximizes the distribution of the coalescent trees after taking account of possible migration events. We evaluate the performance of the new method by analyses of simulated data and genomic data from two subspecies of common chimpanzees in Africa.