• Journal of the Computational Structural Engineering Institute of Korea
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• v.23 no.6
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• pp.641-649
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• 2010

Estimation of uncertain parameters is required in many engineering problems which involve probabilistic structural analysis as well as prognosis of existing structures. In this case, Bayesian framework is often employed, which is to represent the uncertainty of parameters in terms of probability distributions conditional on the provided data. The resulting form of distribution, however, is not amenable to the practical application due to its complex nature making the standard probability functions useless. In this study, Markov chain Monte Carlo (MCMC) method is proposed to overcome this difficulty, which is a modern computational technique for the efficient and straightforward estimation of parameters. Three case studies that implement the estimation are presented to illustrate the concept. The first one is an inverse estimation, in which the unknown input parameters are inversely estimated based on a finite number of measured response data. The next one is a metamodel uncertainty problem that arises when the original response function is approximated by a metamodel using a finite set of response values. The last one is a prognostics problem, in which the unknown parameters of the degradation model are estimated based on the monitored data.

• Journal of the Korea Society of Computer and Information
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• v.11 no.3
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• pp.239-248
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• 2006

Current context-aware applications In ubiquitous computing environments make the assumption that the context they are dealing with is correct. However, in reality, both sensed and interpreted context informations are often uncertain or imperfect. In this paper, we propose a probability extension model to ontology-based model for rep resenting uncertain contexts and use Bayesian networks to resolve about uncertainty of context informations. The proposed model can support the development and operation of various context-aware services, which are required in the ubiquitous computing environment.

• Nuclear Engineering and Technology
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• v.33 no.3
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• pp.270-282
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• 2001

A simple measure of uncertainty importance based on normalized metric distance to quantify the entire change of cumulative distribution functions (CDFs) has been developed for use in probability safety assessments (PSAs). The metric distance measure developed in this study reflects the relative impact of distributional changes of inputs on the change of an output distribution, white most of the existing uncertainty importance measures reflect the magnitude of relative contribution of input uncertainties to the output uncertainty. Normalization is made to make the metric distance measure a dimensionless quantity. The present measure has been evaluated analytically for various analytical distributions to examine its characteristics. To illustrate the applicability and strength of the present measure, two examples are provided. The first example is an application of the present measure to a typical problem of a system fault tree analysis and the second one is for a hypothetical non-linear model. Comparisons of the present result with those obtained by existing uncertainty importance measures show that the metric distance measure is a useful tool to express the measure of uncertainty importance in terms of the relative impact of distributional changes of inputs on the change of an output distribution.

• Journal of the Korean Operations Research and Management Science Society
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• v.41 no.3
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• pp.23-36
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• 2016

We consider a model that minimizes the total cost incurred by assigning available weapons to existing targets in order to reduce enemy threats, which is called the weapon target assignment problem (WTAP). This study addresses the stochastic versions of WTAP, in which data, such as the probability of destroying a target, are given randomly (i.e., data are identified with certain probability distributions). For each type of random data or parameter, we provide a stochastic optimization model on the basis of the expected value or scenario enumeration. In particular, when the probabilities of destroying targets depending on weapons are stochastic, we present a stochastic programming formulation with a simple recourse. We show that the stochastic model can be transformed into a deterministic equivalent mixed integer programming model under a certain discrete probability distribution of randomness. We solve the stochastic model to obtain an optimal solution via the mixed integer programming model and compare this solution with that of the deterministic model.

• Journal of the Korean Society of Safety
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• v.27 no.6
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• pp.115-121
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• 2012

This paper, being the second in a two-part series, presents the robust performance of the proposed design method which can enhance a reliability-based design optimization(RBDO) under the uncertainties of probabilistic models. The robust performances of the solutions obtained by the proposed method, described in the Part 1, are investigated through the parametric studies. A 10-bar truss example is considered, and the uncertain parameters include the number of data observed, and the variations of applied loadings and allowable stresses. The numerical results show that the proposed method can produce a consistent result despite of the large variations in the parameters. Especially, even with the relatively small data set, the analysis results show that the exact probabilistic model can be successfully predicted with optimized design sections. This consistency of estimating appropriate probability model is also observed in the case of the variations of other parameters, which verifies the robustness of the proposed method.

• Structural Engineering and Mechanics
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• v.81 no.4
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• pp.429-441
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• 2022

A probabilistic assessment of the seismic-excited buildings with a multiple-tuned-mass-damper (MTMD) system is carried out in the presence of uncertainties of the structural model, MTMD system, and the stochastic model of the seismic excitations. A free search optimization procedure of the individual mass, stiffness and, damping parameters of the MTMD system based on the snap-drift cuckoo search (SDCS) optimization algorithm is proposed for the optimal design of the MTMD system. Considering a 10-story structure in three cases equipped with single tuned mass damper (STMS), 5-TMD and 10-TMD, sensitivity analyses are carried out using Sobol' indices based on the Monte Carlo simulation (MCS) method. Considering different seismic performance levels, the reliability analyses are done using MCS and kriging-based MCS methods. The results show the maximum structural responses are more affected by changes in the PGA and the stiffness coefficients of the structural floors and TMDs. The results indicate the kriging-based MCS method can estimate the accurate amount of failure probability by spending less time than the MCS. The results also show the MTMD gives a significant reduction in the structural failure probability. The effect of the MTMD on the reduction of the failure probability is remarkable in the performance levels of life safety and collapse prevention. The maximum drift of floors may be reduced for the nominal structural system by increasing the TMDs, however, the complexity of the MTMD model and increasing its corresponding uncertainty sources can be caused a slight increase in the failure probability of the structure.

• Proceedings of the Korean Geotechical Society Conference
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• 2006.03a
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• pp.988-997
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• 2006

In this paper, a reliability-groundwater flow program is developed by coupling the 3-D finite element numerical groundwater flow program with first and second order reliability program. The numerical groundwater program developed called DGU-FLOW is verified by solving the examples of groundwater flow through the underground excavation and comparing the results with those of commercial MODFLOW 3D programs. Reliability routine of the program is also verified by comparing the probability of failure of the flow model from FORM/SORM with that of Monte-Carlo Simulation. The difference of out-flux and total head calculated near the bottom of the excavation using the deterministic 3D groundwater flow and the commercial programs was negligible. The reliability analysis of the groundwater flow showed that the probability of failure from the first and second order reliability method are quite close that of Monte-Carlo Simulation. Therefore, the developed program is considered effective for analyzing the groundwater flow with uncertainty in hydraulic conductivity of the soils.

• Korean Journal of Hydrosciences
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• v.6
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• pp.39-49
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• 1995

The surface hydrology of large land areas is susceptible to several preferred stable states with transitions between stable states induced by stochastic fluctuation. This comes about due to the close couping of land surface and atmospheric interaction. An interesting and important issue is the duration of residence in each mode. Mean transition times between the stable modes are analyzed for different model parameters or climatic types. In an example situation of this differential equation exhibits a bimodal probability distribution of soil moisture states. Uncertainty analysis regarding the model parameters is performed using a Monte-Carlo simulation method. The method developed in this research may reveal some important characteristics of soil moisture or precipitation over a large area, in particular, those relating to abrupt change in soil moisture or preciptation having extremely variable duration.

• Transactions of the Korean Society of Mechanical Engineers A
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• v.33 no.10
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• pp.1163-1170
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• 2009

Reliability analysis is of great importance in the advanced product design, which is to evaluate reliability due to the associated uncertainties. There are three types of uncertainties: the first is the aleatory uncertainty which is related with inherent physical randomness that is completely described by a suitable probability model. The second is the epistemic uncertainty, which results from the lack of knowledge due to the insufficient data. These two uncertainties are encountered in the input variables such as dimensional tolerances, material properties and loading conditions. The third is the metamodel uncertainty which arises from the approximation of the response function. In this study, an integrated method for the reliability analysis is proposed that can address all these uncertainties in a single Bayesian framework. Markov Chain Monte Carlo (MCMC) method is employed to facilitate the simulation of the posterior distribution. Mathematical and engineering examples are used to demonstrate the proposed method.

• Journal of Korea Water Resources Association
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• v.48 no.10
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• pp.817-830
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• 2015

This study performed prediction of extreme rainfall uncertainty and its frequency analysis based on climate change scenarios by Coupled Model Intercomparison Project Phase 5 (CMIP5) for the selected nine-General Circulation Models (GCMs) in the near future (2011-2040) over the Korean Peninsula (KP). We analysed uncertainty of scenarios by multiple model ensemble (MME) technique using non-parametric quantile mapping method and bias correction method in the basin scale of the KP. During the near future, the extreme rainfall shows a significant gradually increasing tendency with the annual variability and uncertainty of extreme ainfall in the RCP4.5, and RCP8.5 scenarios. In addition to the probability rainfall frequency (such as 50 and 100-year return periods) has increased by 4.2% to 10.9% during the near future in 2040. Therefore, in the longer-term water resources master plan, based on the various climate change scenarios (such as CMIP5 GCMs) and its uncertainty can be considered for utilizing of the support tool for decision-makers in water-related disasters management.