• KSII Transactions on Internet and Information Systems (TIIS)
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• v.11 no.6
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• pp.3273-3308
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• 2017

Building appropriate trust evaluation models is an important research issue for security guarantee in social networks. Most of the existing works usually consider the trust values at the current time slot, and model trust as the stochastic variable. However, in fact, trust evolves over time, and trust is a stochastic process. In this paper, we propose a novel time-variant stochastic trust evaluation (TSTE) model, which models trust over time and captures trust evolution by a stochastic process. Based on the proposed model, we derive the time-variant bound of untrustworthy probability, which provides stochastic trust guarantee. On one hand, the time-variant trust level of each node can be measured by our model. Meanwhile, by tolerating nodes with relatively poor performance, our model can effectively improve the node resource utilization rate. Numerical simulations are conducted to verify the accuracy and consistency of the analytical bounds on distinguishing misbehaved nodes from normal ones. Moreover, simulation results on social network dataset show the tradeoff between trust level and resource utilization rate, and verify that the successful transmission rate can be improved by our model.

• Steel and Composite Structures
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• v.8 no.2
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• pp.129-144
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• 2008

This paper demonstrates an application of the perturbation based stochastic finite element method (SFEM) for predicting the performance of structural systems made of composite sections with random material properties. The composite member consists of materials in contact each of which can surround a finite number of inclusions. The perturbation based stochastic finite element analysis can provide probabilistic behavior of a structure, only the first two moments of random variables need to be known, and should therefore be suitable as an alternative to Monte Carlo simulation (MCS) for realizing structural analysis. A summary of stiffness matrix formulation of composite systems and perturbation based stochastic finite element dynamic analysis formulation of structural systems made of composite sections is given. Two numerical examples are presented to illustrate the method. During stochastic analysis, displacements and sectional forces of composite systems are obtained from perturbation and Monte Carlo methods by changing elastic modulus as random variable. The results imply that perturbation based SFEM method gives close results to MCS method and it can be used instead of MCS method, especially, if computational cost is taken into consideration.

• ETRI Journal
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• v.14 no.3
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• pp.67-74
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• 1992

Discrete variable을 갖는 Mean Field Theory(MFT) neural network은 이미 많은 combinatorial optimization 문제에 적용되어져 왔다. 본 논문에서는 이를 확장하여 continuous variable을 갖는 mean field annealing을 제안하고, 이러한 network에서 integral로 표현되는 spin average를 mean field에 기초하여 어렵지 않게 구할 수 있는 one-variable stochastic simulated annealing을 제안하였다. 이런 방법으로 multi-body problem을 single-body problem으로 바꿀 수 있었다. 또한 이 방법을 이용한 응용으로서 통계학에서 잘 알려진 문제중의 하나인 quantification analysis 문제에 적용하여 타당성을 보였다.

• Journal of the Korean Society of Fisheries and Ocean Technology
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• v.32 no.4
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• pp.432-446
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• 1996

A stochastic Hamilton variational principle(SHVP) is formulated for dynamic problems of linear continuum. The SHVP allows incorporation of probabilistic distributions into the finite element analysis. The formulation is simplified by transformation of correlated random variables to a set of uncorrelated random variables through a standard eigenproblem. A procedure based on the Fourier analysis and synthesis is presented for eliminating secularities from the perturbation approach. In addition to, a method to analyse stochastic design sensitivity for structural dynamics is present. A combination of the adjoint variable approach and the second order perturbation method is used in the finite element codes. An alternative form of the constraint functional that holds for all times is introduced to consider the time response of dynamic sensitivity. The algorithms developed can readily be adapted to existing deterministic finite element codes. The numerical results for stochastic analysis by proceeding approach of cantilever, 2D-frame and 3D-frame illustrates in this paper.

• Steel and Composite Structures
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• v.11 no.2
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• pp.115-130
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• 2011

Considering the randomness of material parameters in the laminated composite plate, a scheme of stochastic finite element method to analyze the displacement response variability is suggested. In the formulation we adopted the concept of the weighted integral where the random variable is defined as integration of stochastic field function multiplied by a deterministic function over a finite element. In general the elastic modulus of composite materials has distinct value along an individual axis. Accordingly, we need to assume 5 material parameters as random. The correlations between these random parameters are modeled by means of correlation functions, and the degree of correlation is defined in terms of correlation coefficients. For the verification of the proposed scheme, we employ an independent analysis of Monte Carlo simulation with which statistical results can be obtained. Comparison is made between the proposed scheme and Monte Carlo simulation.

• Transactions of the Korean Society of Mechanical Engineers A
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• v.33 no.11
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• pp.1314-1319
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• 2009

The design methods of mechanical systems are largely classified into deterministic methods and stochastic methods. In deterministic methods, design parameters are assumed to have fixed values. On the other hand, in stochastic methods, design parameters are assumed to be statistically distributed. When a stochastic method is employed, statistical characteristics of the populations of design variables are assumed to be known. However, very often, it is almost impossible or very expensive to obtain the statistical characteristics of the populations. Therefore a sample survey method is usually employed for stochastic methods. This paper describes the procedure of estimating the statistical characteristics of populations by employing sample data sets. An example of AFM micro cantilever beam is employed to show the effectiveness of the procedure.

• Structural Engineering and Mechanics
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• v.20 no.4
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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.

• Steel and Composite Structures
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• v.15 no.1
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• pp.15-39
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• 2013

The sensitivities of a structural response due to variation of its design parameters are prerequisite in the majority of the algorithms used for fundamental problems in engineering as system uncertainties, identification and probabilistic assessments etc. The paper presents the concept of probabilistic sensitivity of suspension bridges with respect to near-fault ground motion. In near field earthquake ground motions, large amplitude spectral accelerations can occur at long periods where many suspension bridges have significant structural response modes. Two different types of suspension bridges, which are Bosporus and Humber bridges, are selected to investigate the near-fault ground motion effects on suspension bridges random response sensitivity analysis. The modulus of elasticity is selected as random design variable. Strong ground motion records of Kocaeli, Northridge and Erzincan earthquakes are selected for the analyses. The stochastic sensitivity displacements and internal forces are determined by using the stochastic sensitivity finite element method and Monte Carlo simulation method. The stochastic sensitivity displacements and responses obtained from the two different suspension bridges subjected to these near-fault strong-ground motions are compared with each other. It is seen from the results that near-fault ground motions have different impacts stochastic sensitivity responses of suspension bridges. The stochastic sensitivity information provides a deeper insight into the structural design and it can be used as a basis for decision-making.

• Wind and Structures
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• v.29 no.6
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• pp.389-403
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• 2019

In this study, two original spectral representations of stationary stochastic fields, say the continuous proper orthogonal decomposition (CPOD) and the frequency-wavenumber spectral representation (FWSR), are derived from the Fourier-Stieltjes integral at first. Meanwhile, the relations between the above two representations are discussed detailedly. However, the most widely used conventional Monte Carlo schemes associated with the two representations still leave two difficulties unsolved, say the high dimension of random variables and the incompleteness of probability with respect to the generated sample functions of the stochastic fields. In view of this, a dimension-reduction model involving merely one elementary random variable with the representative points set owing assigned probabilities is proposed, realizing the refined description of probability characteristics for the stochastic fields by generating just several hundred representative samples with assigned probabilities. In addition, for the purpose of overcoming the defects of simulation efficiency and accuracy in the FWSR, an improved scheme of non-uniform wavenumber intervals is suggested. Finally, the Fast Fourier Transform (FFT) algorithm is adopted to further enhance the simulation efficiency of the horizontal stochastic wind velocity fields. Numerical examplesfully reveal the validity and superiorityof the proposed methods.

• Communications of the Korean Mathematical Society
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• v.26 no.4
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• pp.669-684
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• 2011

In this note, we obtain the expression of the characteristic fucntion of the random variable $\int_o^TB_s^{{\alpha},{\beta}}dB_s^{H,K}$, where $B^{{\alpha},{\beta}}$ and $B^{H,K}$ are two independent bifractional Brownian motions with indices ${\alpha}{\in}(0,1),{\beta}{\in}(0, 1]$ and $HK{\in}(\frac{1}{2},\;1)$ respectively.