• 제목/요약/키워드: Updating condition

검색결과 87건 처리시간 0.032초

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

  • 김극수;한건연;김광섭
    • 한국수자원학회논문집
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    • 제42권3호
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    • pp.247-257
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    • 2009
  • 본 연구에서는 다방향 흐름 분배 알고리듬과 실시간 보정 알고리듬을 개발하여 분포형 강우-유출 모형에 적용하였다. 개발된 알고리듬의 적용과 분포형 모형 적용상의 약점인 계산시간 개선을 위해 비교적 간단한 수문과정 지배 방정식들을 이용하여 분포형 강우-유출 모형을 작성하였다. DEM(Digital Elevation Model)를 이용하여 공간해상도 변화에 따른 지형정보와 흐름정보의 변동성을 파악하였다. 모의수행 전처리 과정으로 가용한 고해상도 DEM 자료를 사용하여 공간해상도 변화에 따른 흐름정보의 손실을 최소화하고 상세흐름정보를 저해상도 흐름정보에 반영시키는 다방향 흐름분배 알고리듬을 개발하였다. 또한 실시간으로 유역상태량을 보정하는 실시간 보정 알고리듬을 개발하다. 개발된 모형은 저해상도 모의에서 유출 과정의 실제적 거동 정보를 유지할 수 있다. 그러므로 예측 정확도 향상 및 계산시간의 개선이 기대된다.

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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    • 제23권1호
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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
    • 한국경영과학회지
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    • 제16권2호
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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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    • 제30권1_2호
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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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    • 제22권1호
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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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    • 제12권2호
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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
    • 한국수자원학회:학술대회논문집
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    • 한국수자원학회 2002년도 학술발표회 논문집(II)
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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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베이스 경신법을 활용한 구조물 안전성평가 개선 (Improvement in Safety Evaluation of Structures using the Bayesian Updating Approach)

  • 박기동;이상복;김준기;나창순
    • 한국전산구조공학회논문집
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    • 제29권2호
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    • pp.115-122
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    • 2016
  • 기존 건축물의 구조 안전성평가와 보수 보강 시에는 해당 건축물의 상태를 정확히 알기 위해 현장 또는 실험실에서의 실험을 수행하는 경우가 많고 최초설계 단계와 다르게 시공된 건축물의 실제 상태 등을 구조해석 모델에 반영하게 된다. 이 경우, 각종 실험값을 전통적인 통계학적 방법은 구조기술자가 지닌 경험과 지식은 구조모델링 및 해석에서 아무런 가치를 더 할 수가 없다. 본 논문은 현장 및 실험실에서 얻은 단순한 실험값을 구조기술자의 축적된 경험과 지식을 변수로 활용하여 보다 유효하게 구조해석 모델에 필요한 데이터로 개선하는 방법으로서 통계학적인 베이스 경신법을 이용한 안전성평가 방법에 대해 살펴보았다. 구조기술자의 적절한 판단이 변수로서 포함되면 적은 개수의 샘플 수로도 비교적 정확한 값의 최종 예측값을 산정할 수 있어 전통적인 통계학적 접근에 비해 보다 실제값에 근접한 예측값을 구할 수 있는 것을 확인하였다.

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

  • 지영석;한영준;한헌수
    • 한국컴퓨터정보학회논문지
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    • 제15권1호
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    • pp.91-102
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    • 2010
  • 기존의 감시 시스템이나 차량 검출 시스템은 제한되고 불안정한 조명환경에서는 객체들을 검출하기 어렵다. 본 논문에서는 불안정한 조명의 영향에 의한 문제점들을 해결하기 위해 참조 배경 영상의 적응적인 갱신 기법을 제안한다. 처음 입력영상을 참조 배경영상으로 설정하고 에지 성분에 따라 3가지 블록 크기로 나눈다. 그리고 각 블록의 밝기 변화량, 안정성, 색상 정보 그리고 에지 성분을 이용하는 블록상태 분석법이 적용된다. 참조 배경 영상에서 갱신된 블록과 같은 블록 상태를 갖는 인접하는 블록들을 하나의 블록으로 병합시킨다. 제안하는 기법은 움직이는 객체와 불안정한 조명을 구별할 수 있어 강인한 참조 배경 영상을 생성할 수 있다. 그리고 제안하는 블록 상태 분석법은 참조 배경 영상을 운영적인 측면과 시간적인 측면에서 매우 효율적으로 갱신시킨다. 본 논문은 제안하는 기법의 우수성을 입증하기 위해 조명이 빠르게 변화하는 도로 환경에서 제안하는 기법이 군집화를 통해 차량을 안정적으로 검출함을 보였다.

Optimum shape and length of laterally loaded piles

  • Fenu, Luigi;Briseghella, Bruno;Marano, Giuseppe Carlo
    • Structural Engineering and Mechanics
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    • 제68권1호
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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.