• Title/Summary/Keyword: Upper Bounds

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A Statistical Methodology to Estimate the Economical Replacement Time of Water Pipes (상수관로의 경제적 교체시기를 산정하기 위한 통계적 방법론)

  • Park, Su-Wan
    • Journal of Korea Water Resources Association
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    • v.42 no.6
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    • pp.457-464
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    • 2009
  • This paper proposes methodologies for analyzing the accuracy of the proportional hazards model in predicting consecutive break times of water mains and estimating the time interval for economical water main replacement. By using the survival functions that are based on the proportional hazards models a criterion for the prediction of the consecutive pipe breaks is determined so that the prediction errors are minimized. The criterion to predict pipe break times are determined as the survival probability of 0.70 and only the models for the third through the seventh break are analyzed to be reliable for predicting break times for the case study pipes. Subsequently, the criterion and the estimated lower and upper bound survival functions of consecutive breaks are used in predicting the lower and upper bounds of the 95% confidence interval of future break times of an example water main. Two General Pipe Break Prediction Models(GPBMs) are estimated for an example pipe using the two series of recorded and predicted lower and upper bound break times. The threshold break rate is coupled with the two GPBMs and solved for time to obtain the economical replacement time interval.

Estimation of Shaft Resistance of Drilled Shafts Based on Hoek-Brown Criterion (Hoek-Brown 공식을 이용한 현장타설말뚝의 주면마찰력 산정)

  • 사공명;백규호
    • Journal of the Korean Geotechnical Society
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    • v.19 no.1
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    • pp.209-220
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    • 2003
  • Modification of general Hoek and Brown criterion is carried out to estimate the shaft resistance of drilled shaft socketed into rock mass. Since the general Hoek-Brown criterion can consider the in-situ state of the rock mass, the proposed method, estimating the unit shaft resistance of drilled shafts based on the Hoek-Brown criterion, has increased flexibility compared to other methods exclusively considering uniaxial compressive strength of intact rocks. The proposed method can form the upper and lower bounds, and most culled data (from 21 pile load tests) from the literature can be found between these two bounds. A comparison between the estimated and observed unit shaft resistances shows quite a good correlation even with crude assumptions for the input parameters. The best-fit line drawn from this analysis shows that at the lower strength of intact rocks (up to 10MPa), Horvath and Kenney's equation shows a good correlation with the measured values, and fur strong rocks Rosenberg and Journeaux's equation provides a close estimation with colleted data. The results of parametric studies for GSI and confining stress show that the normalized unit shaft resistance increases with these two factors. In addition, coefficient of the equational form of the estimation can vary with GSI and confining stresses.

Optimal Design of Nonsequential Batch-Storage Network (비순차 회분식 공정-저장조 망구조 최적 설계)

  • 이경범;이의수
    • Journal of Institute of Control, Robotics and Systems
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    • v.9 no.5
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    • pp.407-412
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    • 2003
  • An effective methodology is .reported for determining the optimal capacity (lot-size) of batch processing and storage networks which include material recycle or reprocessing streams. We assume that any given storage unit can store one material type which can be purchased from suppliers, be internally produced, internally consumed and/or sold to customers. We further assume that a storage unit is connected to all processing stages that use or produce the material to which that storage unit is dedicated. Each processing stage transforms a set of feedstock materials or intermediates into a set of products with constant conversion factors. The objective for optimization is to minimize the total cost composed of raw material procurement, setup and inventory holding costs as well as the capital costs of processing stages and storage units. A novel production and inventory analysis formulation, the PSW(Periodic Square Wave) model, provides useful expressions for the upper/lower bounds and average level of the storage inventory hold-up. The expressions for the Kuhn-Tucker conditions of the optimization problem can be reduced to two subproblems. The first yields analytical solutions for determining batch sizes while the second is a separable concave minimization network flow subproblem whose solution yields the average material flow rates through the networks. For the special case in which the number of storage is equal to the number of process stages and raw materials storage units, a complete analytical solution for average flow rates can be derived. The analytical solution for the multistage, strictly sequential batch-storage network case can also be obtained via this approach. The principal contribution of this study is thus the generalization and the extension to non-sequential networks with recycle streams. An illustrative example is presented to demonstrate the results obtainable using this approach.

OPTIMAL DESIGN OF BATCH-STORAGE NETWORK APPLICABLE TO SUPPLY CHAIN

  • Yi, Gyeong-beom;Lee, Euy-Soo;Lee, In-Beom
    • 제어로봇시스템학회:학술대회논문집
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    • 2004.08a
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    • pp.1859-1864
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    • 2004
  • An effective methodology is reported for the optimal design of multisite batch production/transportation and storage networks under uncertain demand forecasting. We assume that any given storage unit can store one material type which can be purchased from suppliers, internally produced, internally consumed, transported to or from other plant sites and/or sold to customers. We further assume that a storage unit is connected to all processing and transportation stages that consume/produce or move the material to which that storage unit is dedicated. Each processing stage transforms a set of feedstock materials or intermediates into a set of products with constant conversion factors. A batch transportation process can transfer one material or multiple materials at once between plant sites. The objective for optimization is to minimize the probability averaged total cost composed of raw material procurement, processing setup, transportation setup and inventory holding costs as well as the capital costs of processing stages and storage units. A novel production and inventory analysis formulation, the PSW(Periodic Square Wave) model, provides useful expressions for the upper/lower bounds and average level of the storage inventory. The expressions for the Kuhn-Tucker conditions of the optimization problem can be reduced to two sub-problems. The first yields analytical solutions for determining lot sizes while the second is a separable concave minimization network flow subproblem whose solution yields the average material flow rates through the networks for the given demand forecast scenario. The result of this study will contribute to the optimal design and operation of large-scale supply chain system.

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Throughput and Delay of Single-Hop and Two-Hop Aeronautical Communication Networks

  • Wang, Yufeng;Erturk, Mustafa Cenk;Liu, Jinxing;Ra, In-ho;Sankar, Ravi;Morgera, Salvatore
    • Journal of Communications and Networks
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    • v.17 no.1
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    • pp.58-66
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    • 2015
  • Aeronautical communication networks (ACN) is an emerging concept in which aeronautical stations (AS) are considered as a part of multi-tier network for the future wireless communication system. An AS could be a commercial plane, helicopter, or any other low orbit station, i.e., Unmanned air vehicle, high altitude platform. The goal of ACN is to provide high throughput and cost effective communication network for aeronautical applications (i.e., Air traffic control (ATC), air traffic management (ATM) communications, and commercial in-flight Internet activities), and terrestrial networks by using aeronautical platforms as a backbone. In this paper, we investigate the issues about connectivity, throughput, and delay in ACN. First, topology of ACN is presented as a simple mobile ad hoc network and connectivity analysis is provided. Then, by using information obtained from connectivity analysis, we investigate two communication models, i.e., single-hop and two-hop, in which each source AS is communicating with its destination AS with or without the help of intermediate relay AS, respectively. In our throughput analysis, we use the method of finding the maximum number of concurrent successful transmissions to derive ACN throughput upper bounds for the two communication models. We conclude that the two-hop model achieves greater throughput scaling than the single-hop model for ACN and multi-hop models cannot achieve better throughput scaling than two-hop model. Furthermore, since delay issue is more salient in two-hop communication, we characterize the delay performance and derive the closed-form average end-to-end delay for the two-hop model. Finally, computer simulations are performed and it is shown that ACN is robust in terms of throughput and delay performances.

LARGE TIME ASYMPTOTICS OF LEVY PROCESSES AND RANDOM WALKS

  • Jain, Naresh C.
    • Journal of the Korean Mathematical Society
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    • v.35 no.3
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    • pp.583-611
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    • 1998
  • We consider a general class of real-valued Levy processes {X(t), $t\geq0$}, and obtain suitable large deviation results for the empiricals L(t, A) defined by $t^{-1}{\int^t}_01_A$(X(s)ds for t > 0 and a Borel subset A of R. These results are used to obtain the asymptotic behavior of P{Z(t) < a}, where Z(t) = $sup_{u\leqt}\midx(u)\mid$ as $t\longrightarrow\infty$, in terms of the rate function in the large deviation principle. A subclass of these processes is the Feller class: there exist nonrandom functions b(t) and a(t) > 0 such that {(X(t) - b(t))/a(t) : t > 0} is stochastically compact, i.e., each sequence has a weakly convergent subsequence with a nondegenerate limit. The stable processes are in this class, but it is much larger. We consider processes in this class for which b(t) may be taken to be zero. For any t > 0, we consider the renormalized process ${X(u\psi(t))/a(\psi(t)),u\geq0}$, where $\psi$(t) = $t(log log t)^{-1}$, and obtain large deviation probability estimates for $L_{t}(A)$ := $(log log t)^{-1}$${\int_{0}}^{loglogt}1_A$$(X(u\psi(t))/a(\psi(t)))dv$. It turns out that the upper and lower bounds are sharp and depend on the entire compact set of limit laws of {X(t)/a(t)}. The results extend to random walks in the Feller class as well. Earlier results of this nature were obtained by Donsker and Varadhan for symmetric stable processes and by Jain for random walks in the domain of attraction of a stable law.

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Analysis of a relative rate switch algorithm for the ABR service in ATM networks (ATM망에서 ABR서비스를 위한 Relative Rate 스위치 알고리즘의 성능 해석)

  • 김동호;조유제
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.23 no.5
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    • pp.1384-1396
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    • 1998
  • This paper ivestigates the performance of a relative rate (RR) switch algorithm for the rate-based available bit rate (ABR) flow control in asynchronous transfer mode (ATM) networks. A RR switch may notify the network congestion status to the source by suing the congestion indication (CI) bit or no increase (NI)bit in the backward RM (BRM) cells. A RR switch can be differently implemented according to the congestion detectio and notification methods. In this paper, we propose three implementation schemes for the RR switch with different congestion detection and notification methods, and analyze the allowed cell rate (ACR) of a source and the queue length of a switch in steady state. In addition, we derive the upper and lower bounds for the maximum and minimum queue lengths for each scheme respectively, and evaluate the effects of the ABR parameter values on the queue length. Furthermore, we suggest the range of the rage increase factor (RIF) and rate decrease factor (RDF) parameter values which can prevent buffer overflow and underflow at a switch.

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A Video Traffic Model based on the Shifting-Level Process (Part II : An Efficient Analysis Method for SL/D/1/K Queueing System) (Shifting-Level Process에 기반한 영상트래픽 모델(2부: SL/D/1/K 대기체계 분석 방법))

  • 안희준;김재균
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.24 no.10B
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    • pp.1979-1985
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    • 1999
  • In this paper, we offer an analysis method for SL/D/1/K queueing system, where the shifting-level (SL) process proposed in the part I of this study[1]. Since an exact analysis of SL/D/1/K queueing system is very difficult, we propose an approximation method, where the queze sizes at input state transition epochs is quantized and thus the name 'quantization reduction method'. We provide the upper and lower bounds of the approximation for the system size distribution also, In addition, since the continuos version of well-known DAR(1) model is a kind of SL process with exponential correlation term only, the proposed method can be directly applied to the analysis of DAR(1)/D/1/K queueing system as well.

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Analysis of Link Error Effects in MANET Address Autoconfiguration Protocols

  • Kim, Sang-Chul;Chung, Jong-Moon
    • Journal of Communications and Networks
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    • v.11 no.1
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    • pp.84-93
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    • 2009
  • This paper focuses on message complexity performance analysis of mobile ad hoc network (MANET) address autoconfiguration protocols (AAPs) in reference to link errors generated by mobile wireless nodes. An enhancement was made using a proposed retransmission limit, S, to be computed for error recovery (based on the link error probability), to measure message complexity of AAPs in reference to the link error probability, $P_e$. The control procedures for the retransmission limit have been included for each of the AAPs. Retransmission limit control is critical for efficient energy consumption of MANET nodes operating on limited portable energy. O-notation has been applied to analyze the upper bound of the number of messages generated by a MANET group of nodes. The AAPs investigated in this paper are strong duplicate address detection (DAD), weak DAD with proactive routing protocol (WDP), weak DAD with on-demand routing protocol (WDO), and MANETConf. Each AAP reacts different to link errors, as each AAP has different operational procedures. The required number of broadcasting, unicasting, relaying, and received messages of the nodes participating in a single-node joining procedure is investigated to asymptotically calculate the message complexity of each AAP. Computer simulation was conducted and the results have been analyzed to verify the theoretical message complexity bounds derived. The message complexity of WDP was lowest, closely followed byWDO, based on the simulation results and analysis of the message complexity under nominal situations. The message complexity of MANETConf was higher than WDO, and strong DAD resulted to be most complex among the four AAPs.

Optimal Design Of Batch-Storage Network with Financial Transactions and Cash Flows (현금흐름을 포함하는 회분식 공정-저장조 망구조의 최적설계)

  • ;Lee, Euy-Soo;Lee, In-Beom;Yi, Gyeong-Beom
    • Journal of Institute of Control, Robotics and Systems
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    • v.11 no.11
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    • pp.956-962
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    • 2005
  • This paper presents an integrated analysis of production and financing decisions. We assume that a cash storage unit is installed to manage the cash flows related with production activities such as raw material procurement, process operating setup, Inventory holding cost and finished product sales. Temporarily financial investments are allowed for more profit. The production plant is modeled by the Batch-Storage Network with Recycle Streams in Yi and Reklaitis (2003). The objective function of the optimization is minimizing the opportunity costs of annualized capital investment and cash/material inventory while maximizing stockholder's benefit. No depletion of all the material and cash storage units is major constraints of the optimization. A novel production and inventory analysis formulation, the PSW(Periodic Square Wave) model, provides useful expressions for the upper/lower bounds and average level of the cash and material inventory holdups. The expressions for the Kuhn-Tucker conditions of the optimization problem can be reduced to two subproblems and analytical lot sizing equations under a mild assumption about the cash flow pattern of stockholder's dividend. The first subproblem is a separable concave minimization network flow problem whose solution yields the average material flow rates through the networks. The second subproblem determines the decisions about financial Investment. Finally, production and financial transaction lot sizes and startup times can be determined by analytical expressions as far as the average flow rates are calculated. The optimal production lot and storage sizes considering financial factors are smaller than those without such consideration. An illustrative example is presented to demonstrate the results obtainable using this approach.