• Journal of the Korean Geotechnical Society
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• v.24 no.8
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• pp.111-123
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• 2008

Geotechnical engineering problems are characterized by many sources of uncertainty. Some of these sources are connected to the uncertainties of soil properties involved in the analysis. In this paper, a numerical procedure for a probabilistic analysis that considers the spatial variability of soil properties is presented to study the response of spatially random soil. The approach integrates a commercial finite difference method and random field theory into the framework of a probabilistic analysis. Two-dimensional non-Gaussian random fields are generated based on a Karhunen-$Lo{\grave{e}}ve$ expansion in a fashion consistent with a specified marginal distribution function and an autocorrelation function. A Monte Carlo simulation is then used to determine the statistical response based on the random fields. A series of analyses were performed to study the effects of uncertainty due to the spatial heterogeneity on the settlement and bearing capacity of a rough strip footing. The simulations provide insight into the application of uncertainty treatment to the geotechnical problem and show the importance of the spatial variability of soil properties with regard to the outcome of a probabilistic assessment.

• KSCE Journal of Civil and Environmental Engineering Research
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• v.26 no.6A
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• pp.1001-1011
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• 2006

It is a general agreement that exact statistical solutions can be found by a Monte Carlo technique. Due to difficulties, however, in the numerical generation of random fields, which satisfy not only the probabilistic distribution but the spectral characteristics as well, it is recognized as relatively difficult to find an exact response variability of a structural response. In this study, recognizing that the random field assumes a constant over the domain under consideration when the correlation distance tends to infinity, a semi-theoretical solution of response variability is proposed for general structures. In this procedure, the probability density function is directly used. It is particularly noteworthy that the proposed methodology provides response variability for virtually any type of probability density function, and has capability of considering correlations between multiple random variables.

• International Journal of Ocean System Engineering
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• v.2 no.4
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• pp.250-258
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• 2012

The distribution of wave heights is assumed to be a Rayleigh distribution, based on the assumption of a narrow band and Gaussian distribution of wave elevation. The present study was started with doubts about the narrow band assumption. We selected the wave spectra widely used to simulate irregular random waves. The wave spectra used in this study included the Pierson-Moskowitz spectrum, Bretschneider-Mitsuyasu spectrum, and JONSWAP spectrum. The directionality of the waves was considered. The cosine 2-l type directional spreading function and mixed form of the half-cosine 2-s type with Mitsuyasu type directional spreading are considered here to investigate the effects of a directional spreading function on random waves. The simulated wave height distribution is compared with a Rayleigh distribution.

• Proceedings of the KSME Conference
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• 2008.11a
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• pp.502-507
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• 2008

An entire composite structure satellite is developing for the first time in Korea. All of the structure is made of CFRP-composite faced aluminum honeycomb sandwich structure. Here the random and sinusoidal spectrum analysis of the satellite was carried out by using the finite element method. The general spectrum analysis was herein performed but also the PSD (power spectrum density) function for random vibration analysis had been transformed into equivalent time domain function and then transient analysis is conducted. The time history of displacement, acceleration, stress and velocity responses with respect to the PSD input has been achieved by the time dependent transient function transformed from frequency PDS function. It enables one to perform dynamic durability analysis and then expect the life time of the composite structure. The composite faced sandwich structure's spectrum analysis of a domestically-developed satellite, STSAT-3, has been discussed in the present study.

• School Mathematics
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• v.4 no.4
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• pp.677-688
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• 2002

The context and intuitive understanding is very important in Statistics Education. Especially, there is a need to mitigate student's difficulty in studying probability density function. One of teaching method this concept is to using relative frequency histogram. But, as using this method, we should know several problems included in that. This study investigate problems in the method for teaching probability density function as gradual meaning of histogram. Also, as alternative approach, this thesis introduce the density curve concept. The application of four methods to teach the concept of the probability density function and analysis of the survey result is done in this research.

• Computers and Concrete
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• v.13 no.5
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• pp.659-677
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• 2014

A Bayesian response surface updating procedure is applied in order to update the parameters of the covariance function of a random field for concrete properties based on a limited number of available measurements. Formulas as well as a numerical algorithm are presented in order to update the parameters of response surfaces using Markov Chain Monte Carlo simulations. The parameters of the covariance function are often based on some kind of expert judgment due the lack of sufficient measurement data. However, a Bayesian updating technique enables to estimate the parameters of the covariance function more rigorously and with less ambiguity. Prior information can be incorporated in the form of vague or informative priors. The proposed estimation procedure is evaluated through numerical simulations and compared to the commonly used least square method.

• The Journal of the Acoustical Society of Korea
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• v.20 no.2
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• pp.3-9
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• 2001

In this paper, a random number generator for simulation of speech-waveform coders was designed. A random number generator having a desired probability density function and a desired power spectral density is discussed and experimental results are presented. The technique is based on Sondhi algorithm which consists of a linear filter and a memoryless nonlinearity. Several methods of obtaining memoryless nonlinearities for some typical continuous distributions are discussed. Sondhi algorithm is analyzed in the time domain using the diagonal expansion of the bivariate Gaussian probability density function. It is shown that the Sondhi algorithm gives satisfactory results when the memoryless nonlinearity is given in an antisymmetric form as in uniform, Cauchy, binary and gamma distribution. It is shown that the Sondhi algorithm does not perform well when the corresponding memoryless nonlinearity cannot be obtained analytically as in Student-t and F distributions, and when the memoryless nonlinearity can not be expressed in an antisymmetric form as in chi-squared and lognormal distributions.

• Journal of applied mathematics & informatics
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• v.33 no.5_6
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• pp.607-625
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• 2015

Recently, Wang et al. [Computers and Mathematics with Ap-plications 57 (2009) 1232-1248.] and Wang and Watada [Information Sci-ences 179 (2009) 4057-4069.] studied the renewal process and renewal reward process with fuzzy random inter-arrival times and rewards under the T-independence associated with any continuous Archimedean t-norm. But, their main results do not cover the classical theory of the random elementary renewal theorem and random renewal reward theorem when fuzzy random variables degenerate to random variables, and some given assumptions relate to the membership function of the fuzzy variable and the Archimedean t-norm of the results are restrictive. This paper improves the results of Wang and Watada and Wang et al. from a mathematical per-spective. We release some assumptions of the results of Wang and Watada and Wang et al. and completely generalize the classical stochastic renewal theorem and renewal rewards theorem.

• Communications for Statistical Applications and Methods
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• v.22 no.1
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• pp.69-80
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• 2015

In this paper, the probability that a given point is covered by a random convex hull generated by independent and identically-distributed random points in a plane is studied. It is shown that such probability can be expressed in terms of an integral that can be approximated numerically by function-evaluations over the grid-points in a 2-dimensional space. The new integral representation allows such probability be computed efficiently. The computational burdens under the proposed integral representation and those in the existing literature are compared. The proposed method is illustrated through numerical examples where the random points are drawn from (i) uniform distribution over a square and (ii) bivariate normal distribution over the two-dimensional Euclidean space. The applications of the proposed method in statistics are are discussed.

• Transactions of the Korean Society of Mechanical Engineers A
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• v.20 no.2
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• pp.473-480
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• 1996

Automatic fatigue crack length measuring system using DC electrical potential method and the system control program for automatic fatigue testing under random load condition were made in this study. And using these system and control program, fatigue tests were executed under constant and random load condition. As the result, the propagation of crack in random loading can be represented Paris equaiton and log normal probability function. But constant and random load test show different crack propagation properties.