• Title/Summary/Keyword: Updating condition

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Development of Distributed Rainfall-Runoff Model Using Multi-Directional Flow Allocation and Real-Time Updating Algorithm (I) - Theory - (다방향 흐름 분배와 실시간 보정 알고리듬을 이용한 분포형 강우-유출 모형 개발(I) - 이론 -)

  • Kim, Keuk-Soo;Han, Kun-Yeun;Kim, Gwang-Seob
    • Journal of Korea Water Resources Association
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    • v.42 no.3
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    • pp.247-257
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    • 2009
  • In this study, a distributed rainfall-runoff model is developed using a multi-directional flow allocation algorithm and the real-time runoff updating algorithm. The developed model consists of relatively simple governing equations of hydrologic processes in order to apply developed algorithms and to enhance the efficiency of computational time which is drawback of distributed model application. The variability of topographic characteristics and flow direction according to various spatial resolution were analyzed using DEM(Digital Elevation Model) data. As a preliminary process using fine resolution DEM data, a multi-directional flow allocation algorithm was developed to maintain detail flow information in distributed rainfall-runoff simulation which has strong advantage in computation efficiency and accuracy. Also, a real-time updating algorithm was developed to update current watershed condition. The developed model is able to hold the information of actual behavior of runoff process in low resolution simulation. Therefore it is expected the improvement of forecasting accuracy and computational efficiency.

FINITE DIFFERENCE METHOD FOR THE TWO-DIMENSIONAL BLACK-SCHOLES EQUATION WITH A HYBRID BOUNDARY CONDITION

  • HEO, YOUNGJIN;HAN, HYUNSOO;JANG, HANBYEOL;CHOI, YONGHO;KIM, JUNSEOK
    • Journal of the Korean Society for Industrial and Applied Mathematics
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    • v.23 no.1
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    • pp.19-30
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    • 2019
  • In this paper, we develop an accurate explicit finite difference method for the two-dimensional Black-Scholes equation with a hybrid boundary condition. In general, the correlation term in multi-asset options is problematic in numerical treatments partially due to cross derivatives and numerical boundary conditions at the far field domain corners. In the proposed hybrid boundary condition, we use a linear boundary condition at the boundaries where at least one asset is zero. After updating the numerical solution by one time step, we reduce the computational domain so that we do not need boundary conditions. To demonstrate the accuracy and efficiency of the proposed algorithm, we calculate option prices and their Greeks for the two-asset European call and cash-or-nothing options. Computational results show that the proposed method is accurate and is very useful for nonlinear boundary conditions.

Shortest Path Problems:A Parametric Study

  • Lee, In-Soo
    • Journal of the Korean Operations Research and Management Science Society
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    • v.16 no.2
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    • pp.103-117
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    • 1991
  • Two important sensitivity issues over shortest path problems have been discussed. One is the problem of updating shortest paths when nodes are added and when the lengths of some arcs are increased or decreased. The other is the problem of calculating arc tolerances, that is the maximum increase of decrease in the length of a single arc without changing a given optimal tree. In this paper, assuming that there exists a parameter of interest whose perturbation causes the simultaneous changes in arc lengths, we find the invariance condition on these simultaneous changes such that the shortest path between two specified nodes remains unchanged.

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MODIFIED MULTIPLICATIVE UPDATE ALGORITHMS FOR COMPUTING THE NEAREST CORRELATION MATRIX

  • Yin, Jun-Feng;Huang, Yumei
    • Journal of applied mathematics & informatics
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    • v.30 no.1_2
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    • pp.201-210
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    • 2012
  • A modified multiplicative update algorithms is presented for computing the nearest correlation matrix. The convergence property is analyzed in details and a sufficient condition is given to guarantee that the proposed approach will not breakdown. A number of numerical experiments show that the modified multiplicative updating algorithm is efficient, and comparable with the existing algorithms.

Damage detection in steel structures using expanded rotational component of mode shapes via linking MATLAB and OpenSees

  • Toorang, Zahra;Bahar, Omid;Elahi, Fariborz Nateghi
    • Earthquakes and Structures
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    • v.22 no.1
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    • pp.1-13
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    • 2022
  • When a building suffers damages under moderate to severe loading condition, its physical properties such as damping and stiffness parameters will change. There are different practical methods besides various numerical procedures that have successfully detected a range of these changes. Almost all the previous proposed methods used to work with translational components of mode shapes, probably because extracting these components is more common in vibrational tests. This study set out to investigate the influence of using both rotational and translational components of mode shapes, in detecting damages in 3-D steel structures elements. Three different sets of measured components of mode shapes are examined: translational, rotational, and also rotational/translational components in all joints. In order to validate our assumptions two different steel frames with three damage scenarios are considered. An iterative model updating program is developed in the MATLAB software that uses the OpenSees as its finite element analysis engine. Extensive analysis shows that employing rotational components results in more precise prediction of damage location and its intensity. Since measuring rotational components of mode shapes still is not very convenient, modal dynamic expansion technique is applied to generate rotational components from measured translational ones. The findings indicated that the developed model updating program is really efficient in damage detection even with generated data and considering noise effects. Moreover, methods which use rotational components of mode shapes can predict damage's location and its intensity more precisely than the ones which only work with translational data.

An integrated monitoring system for life-cycle management of wind turbines

  • Smarsly, Kay;Hartmann, Dietrich;Law, Kincho H.
    • Smart Structures and Systems
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    • v.12 no.2
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    • pp.209-233
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    • 2013
  • With an annual growth rate of about 30%, wind energy systems, such as wind turbines, represent one of the fastest growing renewable energy technologies. Continuous structural health monitoring of wind turbines can help improving structural reliability and facilitating optimal decisions with respect to maintenance and operation at minimum associated life-cycle costs. This paper presents an integrated monitoring system that is designed to support structural assessment and life-cycle management of wind turbines. The monitoring system systematically integrates a wide variety of hardware and software modules, including sensors and computer systems for automated data acquisition, data analysis and data archival, a multiagent-based system for self-diagnosis of sensor malfunctions, a model updating and damage detection framework for structural assessment, and a management module for monitoring the structural condition and the operational efficiency of the wind turbine. The monitoring system has been installed on a 500 kW wind turbine located in Germany. Since its initial deployment in 2009, the system automatically collects and processes structural, environmental, and operational wind turbine data. The results demonstrate the potential of the proposed approach not only to ensure continuous safety of the structures, but also to enable cost-efficient maintenance and operation of wind turbines.

Simulation of Regional Climate over East Asia using Dynamical Downscaling Method

  • Oh, Jai-Ho;Kim, Tae-Kook;Min, Young-Mi
    • Proceedings of the Korea Water Resources Association Conference
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    • 2002.05b
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    • pp.1187-1194
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    • 2002
  • In this study, we have simulated regional climate over East Asia using dynamical downscaling For dynamic downscaling experiments for regional climate simulation, MM5method. with 27 km horizontal resolution and 18 layers of sigma-coordinate in vertical is nested within global-scale NCEP reanalysis data with 2.5。${\times}$2.5。 resolution in longitude and latitude. In regional simulation, January and July, 1979 monthly mean features have been obtained by both continuous integration and daily restart integration driven by updating the lateral boundary forcing at 6-hr intervals from the NCEP reanalysis data using a nudging scheme with the updating design of initial and boundary conditions in both continuous and restart integrations. In result, we may successfully generated regional detail features which might be forced by topography, lake, coastlines and land use distribution from a regional climate. There is no significant difference in monthly mean features either integrate continuously or integrate with daily restart. For climatologically long integration, the initial condition may not be significantly important. Accordingly, MM5 can be integrated for a long period without restart frequently, if a proper lateral boundary forcing is given.

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Improvement in Safety Evaluation of Structures using the Bayesian Updating Approach (베이스 경신법을 활용한 구조물 안전성평가 개선)

  • Park, Kidong;Lee, Sangbok;Kim, Junki;Rha, Changsoon
    • Journal of the Computational Structural Engineering Institute of Korea
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    • v.29 no.2
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    • pp.115-122
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    • 2016
  • The classical statistical approach using test data samples to estimate true value of Random Variables by calculating mean and variation (standard deviation or coefficient of variation) of samples is very useful to understand the existing condition of the structure. But with this classical approach, our prior knowledge through educational background and professional experience cannot provide any benefit to make decisions by the structural engineers. This paper shows the role of Bayesian methodology by providing chance of using valuable prior knowledge to come up with more accurate estimation of structural condition. This paper also shows how important it is to have a proper prior estimate of Random Variables and corresponding confidence level through gathering and studying more relevant information.

Robust Method of Updating Reference Background Image in Unstable Illumination Condition (불안정한 조명 환경에 강인한 참조 배경 영상의 갱신 기법)

  • Ji, Young-Suk;Han, Young-Joon;Hahn, Hern-Soo
    • Journal of the Korea Society of Computer and Information
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    • v.15 no.1
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    • pp.91-102
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    • 2010
  • It is very difficult that a previous surveillance system and vehicle detection system find objects on a limited and unstable illumination condition. This paper proposes a robust method of adaptively updating a reference background image for solving problems that are generated by the unstable illumination. The first input image is set up as the reference background image, and is divided into three block categories according to an edge component. Then a block state analysis, which uses a rate of change of the brightness, a stability, a color information, and an edge component on each block, is applied to the input image. On the reference background image, neighbourhood blocks having the same state of a updated block are merged as a block. The proposed method can generate a robust reference background image because it distinguishes a moving object area from an unstable illumination. The proposed method very efficiently updates the reference background image from the point of view of the management and the processing time. In order to demonstrate the superiority of the proposed stable manner in situation that an illumination quickly changes.

Optimum shape and length of laterally loaded piles

  • Fenu, Luigi;Briseghella, Bruno;Marano, Giuseppe Carlo
    • Structural Engineering and Mechanics
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    • v.68 no.1
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    • pp.121-130
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    • 2018
  • This study deals with optimum geometry design of laterally loaded piles in a Winkler's medium through the Fully Stressed Design (FSD) method. A numerical algorithm distributing the mass by means of the FSD method and updating the moment by finite elements is implemented. The FSD method is implemented here using a simple procedure to optimise the beam length using an approach based on the calculus of variations. For this aim two conditions are imposed, one transversality condition at the bottom end, and a one sided constraint for moment and mass distribution in the lower part of the beam. With this approach we derive a simple condition to optimise the beam length. Some examples referred to different fields are reported. In particular, the case of laterally loaded piles in Geotechnics is faced.