• Title/Summary/Keyword: randomness and correlation

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Probabilistic Power Flow Studies Incorporating Correlations of PV Generation for Distribution Networks

  • Ren, Zhouyang;Yan, Wei;Zhao, Xia;Zhao, Xueqian;Yu, Juan
    • Journal of Electrical Engineering and Technology
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    • v.9 no.2
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    • pp.461-470
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    • 2014
  • This paper presents a probabilistic power flow (PPF) analysis method for distribution network incorporating the randomness and correlation of photovoltaic (PV) generation. Based on the multivariate kernel density estimation theory, the probabilistic model of PV generation is proposed without any assumption of theoretical parametric distribution, which can accurately capture not only the randomness but also the correlation of PV resources at adjacent locations. The PPF method is developed by combining the proposed PV model and Monte Carlo technique to evaluate the influence of the randomness and correlation of PV generation on the performance of distribution networks. The historical power output data of three neighboring PV generators in Oregon, USA, and 34-bus/69-bus radial distribution networks are used to demonstrate the correctness, effectiveness, and application of the proposed PV model and PPF method.

Homogenized thermal properties of 3D composites with full uncertainty in the microstructure

  • Ma, Juan;Wriggers, Peter;Li, Liangjie
    • Structural Engineering and Mechanics
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    • v.57 no.2
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    • pp.369-387
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    • 2016
  • In this work, random homogenization analysis for the effective thermal properties of a three-dimensional composite material with unidirectional fibers is presented by combining the equivalent inclusion method with Random Factor Method (RFM). The randomness of the micro-structural morphology and constituent material properties as well as the correlation among these random parameters are completely accounted for, and stochastic effective thermal properties as thermal expansion coefficients as well as their correlation are then sought. Results from the RFM and the Monte-Carlo Method (MCM) are compared. The impact of randomness and correlation of the micro-structural parameters on the random homogenized results is revealed by two methods simultaneously, and some important conclusions are obtained.

Stochastic finite element analysis of composite plates considering spatial randomness of material properties and their correlations

  • Noh, Hyuk-Chun
    • Steel and Composite Structures
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    • v.11 no.2
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    • pp.115-130
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    • 2011
  • Considering the randomness of material parameters in the laminated composite plate, a scheme of stochastic finite element method to analyze the displacement response variability is suggested. In the formulation we adopted the concept of the weighted integral where the random variable is defined as integration of stochastic field function multiplied by a deterministic function over a finite element. In general the elastic modulus of composite materials has distinct value along an individual axis. Accordingly, we need to assume 5 material parameters as random. The correlations between these random parameters are modeled by means of correlation functions, and the degree of correlation is defined in terms of correlation coefficients. For the verification of the proposed scheme, we employ an independent analysis of Monte Carlo simulation with which statistical results can be obtained. Comparison is made between the proposed scheme and Monte Carlo simulation.

Inverse Estimation Method for Spatial Randomness of Material Properties and Its Application to Topology Optimization on Shape of Geotechnical Structures (재료 물성치의 공간적 임의성에 대한 역추정 방법 및 지반구조 형상의 위상 최적화 적용)

  • Kim, Dae-Young;Song, Myung Kwan
    • Journal of the Korean Geosynthetics Society
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    • v.21 no.3
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    • pp.1-10
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    • 2022
  • In this paper, the spatial randomness and probability characteristics of material properties are inversely estimated by using a set of the stochastic fields for the material properties of geotechnical structures. By using the probability distribution and probability characteristics of these estimated material properties, topology optimization is performed on structure shape, and the results are compared with the existing deterministic topology optimization results. A set of stochastic fields for material properties is generated, and the spatial randomness of material properties in each field is simulated. The probability distribution and probability characteristics of actual material properties are estimated using the partial values of material properties in each stochastic field. The probability characteristics of the estimated actual material properties are compared with those of the stochastic field set. Also, response variability of the ground structure having a modulus of elasticity with randomness is compared with response variability of the ground structure having a modulus of elasticity without randomness. Therefore, the quantified stochastic topology optimization result can be obtained with considering the spatial randomness of actual material properties.

Methodology to Verify the Unpredictability of True Random Number Generators (실난수 발생기 통계적 예측 불가능성 확인 방법)

  • Moon-Seok Kim;Seung-Bae Jeon
    • Convergence Security Journal
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    • v.24 no.2
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    • pp.123-132
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    • 2024
  • In the era of the Internet of Things, 7 billion diverse devices have been interconnected worldwide. Ensuring information security across these varied devices is crucial in this hyper-connected age. To achieve essential security functions such as confidentiality, integrity, and authentication, it is imperative to implement true random number generators (TRNGs). Therefore, this study proposes a method to rapidly characterize the randomness of TRNGs. While there are international standards for formally characterizing the randomness of TRNGs, adhering to these standards often requires significant time and resources. This study aims to help TRNG developers enhance efficiency in both time and cost by characterizing rough randomness and unpredictability. Firstly, we propose applying auto-correlation and cross-correlation metrics for analog signals. Secondly, we suggest adopting joint entropy and mutual information metrics for digital signals.

Topology Optimization based on Monte Carlo Analysis (몬테카를로 해석 기반 확률적 위상최적화)

  • Kim, Dae Young;Noh, Hyuk Chun
    • Journal of the Computational Structural Engineering Institute of Korea
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    • v.30 no.2
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    • pp.153-158
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    • 2017
  • In this paper, we take into account topology optimization problems considering spatial randomness in the material property of elastic modulus. Based on 88 lines MATLAB Code, Monte Carlo analysis has been performed for MBB(messerschmidt-$b{\ddot{o}}lkow$-blohm) model using 5,000 random sample fields which are generated by using the spectral representation scheme. The random elastic modulus is assumed to be Gaussian in the spatial domain of the structure. The variability of the volume fraction of the material, which affects the optimum topology of the given problem, is given in terms of correlation distance of the random material. When the correlation distance is small, the randomness in the topology is high and vice versa. As the correlation distance increases, the variability of the volume fraction of the material decreases, which comply with the feature of the linear static analysis. As a consequence, it is suggested that the randomness in the material property is need to be considered in the topology optimization.

Stochastic finite element analysis of plate structures by weighted integral method

  • Choi, Chang-Koon;Noh, Hyuk-Chun
    • Structural Engineering and Mechanics
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    • v.4 no.6
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    • pp.703-715
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    • 1996
  • In stochastic analysis, the randomness of the structural parameters is taken into consideration and the response variability is obtained in addition to the conventional (mean) response. In the present paper the structural response variability of plate structure is calculated using the weighted integral method and is compared with the results obtained by different methods. The stochastic field is assumed to be normally distributed and to have the homogeneity. The decomposition of strain-displacement matrix enabled us to extend the formulation to the stochastic analysis with the quadratic elements in the weighted integral method. A new auto-correlation function is derived considering the uncertainty of plate thickness. The results obtained in the numerical examples by two different methods, i.e., weighted integral method and Monte Carlo simulation, are in a close agreement. In the case of the variable plate thickness, the obtained results are in good agreement with those of Lawrence and Monte Carlo simulation.

A Randomness Test by the Entropy (Entropy에 의한 Randomness 검정법)

  • 최봉대;신양우;이경현
    • Proceedings of the Korea Institutes of Information Security and Cryptology Conference
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    • 1991.11a
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    • pp.105-133
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    • 1991
  • 본 논문에서는 임의의 이진 난수발생기의 source가 $BMS_{p}$ 이거나 M-memory를 갖는 마르코프연쇄로 모델화 되었을 경우에 비트당 entropy와 관련이 있는 새로운 randomness에 관한 통계적 검정법을 제안한다. 기존에 알려진 이진 난수발생기의 randomness검정법이 0또는 1의 분포의 편향성(bias)이나 연속된 비트간의 상관성(correlation)중의 한 종류만의 non-randomness를 추적해낼 수 있는 반면에 새로운 검정법은 위의 두가지 검정을 통과하였을 때 암호학적으로 중요한 측도인 비트당 entropy 를 측정하여 암호학적인 약점을 검정할 수 있다. 또한 대칭(비밀키) 암호시스템의 통계적 결점을 바탕으로 하여 키를 찾는 공격자의 최적 전략( optimal strategy)문제를 분석하여 이 최적 전략이 이진 수열의 비트당 entropy와 밀접한 관계가 있음을 보이고 이 비트당 entropy와 관련이 있는 새로운 통계량을 도입하여 이진 난수 발생기의 source의 이진수열이 다음 3가지 경우, 즉, i.i.d. symmetric인 경우, $BMS_{p}$ 인 경우, M-memory를 갖는 마르코프연쇄인 경우의 각각에 대하여 특성을 조사하고 새로운 통계량의 평균과 분산을 구한다. 이때 구한 새로운 통계량은 잘 알려진 중심 극한 정리에 의하여 근사적으로 정규분포를 따르므로 위의 평균과 분산을 이용하여 스트림 암호시스템에서 구성요소로 많이 사용되는 몇 몇 간단한 이진 난수 발생기에 적용하여 통계적 검정을 실시함으로써 entropy 관점의 검정법이 새로운 randomness 검정법으로 타당함을 보인다.

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Stream Cipher Algorithm using the Modified S-box (변형된 S박스를 이용한 스트림 암호 알고리즘)

  • 박미옥;최연희;전문석
    • Journal of the Korea Institute of Information Security & Cryptology
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    • v.13 no.5
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    • pp.137-145
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    • 2003
  • Nowadays, people can communicate with each other on any time at my place by development of wireless communications. But, the openness of mobile communications Poses serious security threats and the security is necessary on mobile communications to support the secure communication channel. The most commonly method is stream cipher for mobile communications. Generally, this stream cipher is implemented by LFSR(Linear Feedback Shift Register). On this paper proposes the modified mechanism of the S box is usually used in block cipher to advance security og the stream cipher and this mechanism is the modified three one in consideration og the randomness. Generally, S box that is function with nonlinear property makes data more strong by attack. The randomness test of the proposed algorithm is used Ent Pseudorandom Number Sequence Test Program and by the test result it proves that it has better randomness and serial correlation value than the based stream cipher on respective test.

Probabilistic Reliability Evaluation of Power Systems Including Wind Turbine Generators Considering Wind Speed Correlation

  • Wu, Liang;Park, Jeong-Je;Choi, Jae-Seok;Ei-Keib, A.A.
    • Journal of Electrical Engineering and Technology
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    • v.4 no.4
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    • pp.485-491
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    • 2009
  • The importance of renewable energy sources has been growing at a high rate as a result of being environment friendly. In particular, wind power is one of the most successfully utilized of such sources to produce electrical energy. Because of the randomness of wind speed, the reliability impact on this highly variable energy power is important aspect that needs to be assessed. In this paper, the impact on the reliability indices of wind speed correlation between two farms is considered.