• 대한전기학회논문지:전력기술부문A
• /
• 제51권12호
• /
• pp.638-646
• /
• 2002

This paper presents an efficient algorithm for evaluating the Profit and revenue of generating units in a competitive electricity market based on the probabilistic production costing technique. The accurate evaluation of the profit and revenue of generating units for long-term perspectives is one of the most important issues in a competitive electricity market environment. For efficient calculation of the profit and revenue of generating units under the equivalent load duration curve(ELDC), a new approach to figure out the marginal plants and the corresponding market clearing prices during a time period in a probabilistic manner is developed. The mathematical formulation and illustrative application of the suggested method is presented.

• Earthquakes and Structures
• /
• 제12권2호
• /
• pp.165-175
• /
• 2017

This paper studies soil properties uncertainty and its implementation in the seismic response evaluation of structures. For this, response sensitivity of two 4- and 12-story RC shear walls to the soil properties uncertainty by considering soil structure interaction (SSI) effects is investigated. Beam on Nonlinear Winkler Foundation (BNWF) model is used for shallow foundation modeling and the uncertainty of soil properties is expanded to the foundation stiffness and strength parameters variability. Monte Carlo (MC) simulation technique is employed for probabilistic evaluations. By investigating the probabilistic evaluation results it's observed that as the soil and foundation become stiffer, the soil uncertainty is found to be less important in influencing the response variability. On the other hand, the soil uncertainty becomes more important as the foundation-structure system is expected to experience nonlinear behavior to more sever degree. Since full This paper studies soil properties uncertainty and its implementation in the seismic response evaluation of structures. For this, response sensitivity of two 4- and 12-story RC shear walls to the soil properties uncertainty by considering soil structure interaction (SSI) effects is investigated. Beam on Nonlinear Winkler Foundation (BNWF) model is used for shallow foundation modeling and the uncertainty of soil properties is expanded to the foundation stiffness and strength parameters variability. Monte Carlo (MC) simulation technique is employed for probabilistic evaluations. By investigating the probabilistic evaluation results it's observed that as the soil and foundation become stiffer, the soil uncertainty is found to be less important in influencing the response variability. On the other hand, the soil uncertainty becomes more important as the foundation-structure system is expected to experience nonlinear behavior to more sever degree. Since full probabilistic analysis methods like MC commonly are very time consuming, the feasibility of simple approximate methods' application including First Order Second Moment (FOSM) method and ASCE41 proposed approach for the soil uncertainty considerations is investigated. By comparing the results of the approximate methods with the results obtained from MC, it's observed that the results of both FOSM and ASCE41 methods are in good agreement with the results of MC simulation technique and they show acceptable accuracy in predicting the response variability.

• 한국건설관리학회논문집
• /
• 제17권3호
• /
• pp.71-80
• /
• 2016

대규모 복합 프로젝트(complex project) 또는 메가 프로젝트(mega project)들에서 확률적으로 공정계획을 수립하는 대표적인 방법이 PERT (Project Evaluation and Review Technique)기법이다. PERT기법은 작업공기의 불확실성에만 중점을 두고 작업간 연결관계는 Finish-to-Start(FS)관계로 제한되기 때문에 작업간 중복관계가 존재할 경우 작업간 연결관계의 불확실성에 대한 확률적인 추정이 불가능하다. PERT기법의 이러한 한계를 극복하기 위해, 작업간 다양한 중복관계들의 불확실성을 고려하여 사업전체 공기를 추정하는 방법으로 PLET (Probabilistic Linkage Evaluation Technique)기법을 제안되었다. 그러나 PLET 기법에 의한 사업공기 추정은 작업간 연결관계의 불확실성만을 고려할 뿐, PERT기법에서의 작업공기에 대한 불확실성은 고려하지 않으므로, 완전한 사업공기 추정방법이라 할 수 없다. 본 논문은 작업공기의 불확실성을 고려하는 PERT기법과 작업간 연결관계의 불확실성을 고려하는 PLET기법을 결합시켜 사업공기를 추정하는 통합 모델을 제안하고 확률적 타당성을 검증한다. 그리고 통합 모델의 일정계산방법을 제시하고 이를 실제사례에 적용하여 검증함으로써, 고위험 건설사업의 공정계획을 수립할 때 보다 폭넓고 다양한 위험요인들을 통합적으로 고려하는 확률적 사업공기 추정 방법을 제안하는 것이다.

• 한국정밀공학회지
• /
• 제16권6호
• /
• pp.100-107
• /
• 1999

This paper describes a probabilistic remaining life assessment program for the creep crack growth. The probabilistic life assessment program is developed to increase the reliability of life assessment. The probabilistic life assessment involves some uncertainties, such as, initial crack size, material properties, and loading condition, and a triangle distribution function is used for random variable generation. The resulting information provides the engineer with an assessment of the probability of structural failure as a function of operating time given the uncertainties in the input data. This study forms basis of the probabilistic life assessment technique and will be extended to other damage mechanisms.

• Geomechanics and Engineering
• /
• 제23권1호
• /
• pp.15-30
• /
• 2020

The probabilistic bearing capacity of a strip footing placed on the edge of a purely cohesive reinforced soil slope is computed by combining lower bound finite element limit analysis technique with random field method and Monte Carlo simulation technique. To simulate actual field condition, anisotropic random field model of undrained soil shear strength is generated by using the Cholesky-Decomposition method. With the inclusion of a single layer of reinforcement, dimensionless bearing capacity factor, N always increases in both deterministic and probabilistic analysis. As the coefficient of variation of the undrained soil shear strength increases, the mean N value in both unreinforced and reinforced slopes reduces for particular values of correlation length in horizontal and vertical directions. For smaller correlation lengths, the mean N value of unreinforced and reinforced slopes is always lower than the deterministic solutions. However, with the increment in the correlation lengths, this difference reduces and at a higher correlation length, both the deterministic and probabilistic mean values become almost equal. Providing reinforcement under footing subjected to eccentric load is found to be an efficient solution. However, both the deterministic and probabilistic bearing capacity for unreinforced and reinforced slopes reduces with the consideration of loading eccentricity.

• 전자공학회지
• /
• 제36권11호
• /
• pp.66-82
• /
• 2009

Probabilistic atlases for the human brain structure are more suitable than single brain atlases for representing population anatomy. In this study, we hypothesized the group-specific probabilistic atlas for accurate characteristic feature coding. Our proposed method for a new group comparison study, using a subpopulation specific probabilistic atlas, was based on this hypothesis. A knowledge-based automatic labeling technique using nonlinear registration was applied to encode group-specific regional probabilistic information. Direct atlas-based comparison using volume counting above the probability threshold, distance measurement and correlation analysis were performed based on the probabilistic atlas. Here, we applied this method for comparison between Korean and occidental groups. The results showed that this method could provide simple but intuitive regions of interest-based group analysis for the entire cortex area.

• Geomechanics and Engineering
• /
• 제24권4호
• /
• pp.399-406
• /
• 2021

It is a key issue in the tunnel design to evaluate the stability of the excavation face. Two efficient analytical models in the context of the limit equilibrium method (LEM) and the limit analysis method (LAM) are used to carry out the deterministic calculations of the safety factor. The safety factor obtained by these two models agrees well with that provided by the numerical modelling by FLAC 3D, but consuming less time. A simple probabilistic approach based on the Mote-Carlo Simulation technique which can quickly calculate the probability distribution of the safety factor was used to perform the probabilistic analysis on the tunnel face stability. Both the cumulative probabilistic distribution and the probability density function in terms of the safety factor were obtained. The obtained results show the effectiveness of this probabilistic approach in the tunnel design.

• 대한전기학회논문지:전력기술부문A
• /
• 제55권3호
• /
• pp.109-115
• /
• 2006

The Weibull distribution is a good candidate for accurate probabilistic model with its rich shape-forming ability and relatively simple CDF(cumulative distribution function). If there are sufficient information to get convincible mean and variance for a probabilistic event, reliable parameters of the Weibull distribution can be determined uniquely. However, sufficient information is not given as usual. There needs more deliberate model building method for that case. This Paper presents an effective parameter estimation technique for Weibull distribution with limited failure data.

• East Asian mathematical journal
• /
• 제36권1호
• /
• pp.55-60
• /
• 2020

We study a probabilistic approach for valuing an exchange option with default risk. The structural model of Klein [6] is used for modeling default risk. Under the structural model, we derive the closed-form pricing formula of the exchange option with default risk. Specifically, we provide the pricing formula of the option with the bivariate normal cumulative function via a change of measure technique and a multidimensional Girsanov's theorem.

• 한국농공학회지
• /
• 제39권2호
• /
• pp.95-102
• /
• 1997

The technique of the calculation for probabilistic functions used in the reliability analysis of agricultural structures is proposed in this paper for adapting the standardization method using a numerical intergration. The proposed standardization method deals with the structures whose deviations of material properties and loads are large such that the deviation range from 20% to 70%. The results computed by the proposed method are compared with those obtained by the Monte Carlo Simulation. Deterministic values such as deflection, stress, obtained by conventional structural analysis can be directly changed to probabilistic distributions by the proposed method.