• 한국대기환경학회지
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• 제19권4호
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• pp.397-414
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• 2003

The performance of one-particle stochastic Lagrangian models for passive tracer dispersion are evaluated against measurements in horizontally-homogeneous neutrally-stratified atmospheric surface layer. State-of-the-technology models as well as classical Langevin models, all in class of well mixed models are numerically implemented for inter-model comparison study. Model results (far-downstream asymptotic behavior and vertical profiles of the time averaged concentrations, concentration fluxes, and concentration fluctuations) are compared with the reported measurements. The results are: 1) the far-downstream asymptotic trends of all models except Reynolds model agree well with Garger and Zhukov's measurements. 2) profiles of the average concentrations and vertical concentration fluxes by all models except Reynolds model show good agreement with Raupach and Legg's experimental data. Reynolds model produces horizontal concentration flux profiles most close to measurements, yet all other models fail severely. 3) With temporally correlated emissions, one-particle models seems to simulate fairly the concentration fluctuations induced by plume meandering, when the statistical random noises are removed from the calculated concentration fluctuations. Analytical expression for the statistical random noise of one-particle model is presented. This study finds no indication that recent models of most delicate theoretical background are superior to the simple Langevin model in accuracy and numerical performance at well.

• 한국지반공학회:학술대회논문집
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• 한국지반공학회 2003년도 봄 학술발표회 논문집
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• pp.123-130
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• 2003

The estimation of key soil properties and subsequent quantitative assessment of the associated uncertainties has always been an important issue in geotechnical engineering. It is well recognized that soil properties vary spatially as a result of depositional and post-depositional processes. The stochastic nature of spatially varying soil properties can be treated as a random field. A practical statistical approach that can be used to systematically model various sources of uncertainty is presented in the context of reliability analysis of slope stability Newly developed expressions for probabilistic characterization of soil properties incorporate sampling and measurement errors, as well as spatial variability and its reduced variance due to spatial averaging. Reliability analyses of the probability of slope failure using the different statistical representations of soil properties show that the incorporation of spatial correlation and conditional simulation leads to significantly lower probability of failure than obtained using simple random variable approach.

• Journal of the Korean Statistical Society
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• 제20권1호
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• pp.85-92
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• 1991

A set of conditions ensuring local asymptotic normality for independent but not necessarily identically distributed observations in semiparametric models is presented here. The conditions are turned out to be more direct and easier to verify than those of Oosterhoff and van Zwet(1979) in semiparametric models. Examples considered include the simple linear regression model and Cox's proportional hazards model without censoring where the covariates are not random.

• Advances in aircraft and spacecraft science
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• 제2권2호
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• pp.217-232
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• 2015

To prevent over-testing of the test-item during random vibration testing Scharton proposed and discussed the force limited random vibration testing (FLVT) in a number of publications. Besides the random vibration specification, the total mass and the turn-over frequency of the load (test item), $C^2$ is a very important parameter for FLVT. A number of computational methods to estimate $C^2$ are described in the literature, i.e., the simple and the complex two degrees of freedom system, STDFS and CTDFS, respectively. The motivation of this work is to evaluate the method for the computation of a realistic value of $C^2$ to perform a representative random vibration test based on force limitation, when the adjacent structure (source) description is more or less unknown. Marchand discussed the formal description of getting $C^2$, using the maximum PSD of the acceleration and maximum PSD of the force, both at the interface between load and source. Stevens presented the coupled systems modal approach (CSMA), where simplified asparagus patch models (parallel-oscillator representation) of load and source are connected, consisting of modal effective masses and the spring stiffness's associated with the natural frequencies. When the random acceleration vibration specification is given the CSMA method is suitable to compute the value of the parameter $C^2$. When no mathematical model of the source can be made available, estimations of the value $C^2$ can be find in literature. In this paper a probabilistic mathematical representation of the unknown source is proposed, such that the asparagus patch model of the source can be approximated. The chosen probabilistic design parameters have a uniform distribution. The computation of the value $C^2$ can be done in conjunction with the CSMA method, knowing the apparent mass of the load and the random acceleration specification at the interface between load and source, respectively. Data of two cases available from literature have been analyzed and discussed to get more knowledge about the applicability of the probabilistic method.

• Communications for Statistical Applications and Methods
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• 제18권4호
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• pp.423-431
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• 2011

본 논문에서는 사회적으로나 개인적으로 매우 민감한 조사에서 조사하고자 하는 모집단이 여러개의 층으로 구성되어 있는 경우에, 김종호등 (1992)이 제안한 2단계 무관질문모형에서 사용한 단순임의 추출법 대신에 층화추출법을 적용하여 각 층의 모비율에 대한 추정뿐만아니라 모집단 전체 모비율에 대한 추정을 할 수 있는 층화 2단계 무관질문모형을 제안하였다. 그리고 층화 2단계 무관질문모형을 층화 3단계 무관질문 모형으로 확장하였다. 또한, 제안한 2단계와 3단계 층화 무관질문모형들에 있어서 각 층의 표본배분에 대하여 비례배분과 최적 배분 문제를 고려하여 다루었다. 마지막으로 층화 2단계 무관질문모형과 층화 3단계 무관질문모형과의 상대효율을 비교하였으며, 그 결과 층화 3단계 무관질문모형이 층화 2단계 무관질문모형보다 효율성면에 있어서 더 우수함을 알 수 있었다.

• 응용통계연구
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• 제27권2호
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• pp.239-247
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• 2014

본 논문에서는 사회적으로나 개인적으로 매우 민감한 조사에서 조사하고자 하는 모집단이 여러 개의 층으로 구성되어 있고, 각 층이 양적인 속성으로 되어 있는 경우에 Himmelfarb-Edgell의 가법 모형과 Gjestvang-Singh의 가법 모형에 단순임의추출법 대신에 층화추출법을 적용한 층화 가법 양적속성 확률화응답모형을 제안하였다. 제안한 두 모형으로부터 각 층의 양적속성에 대한 모평균의 추정뿐만 아니라 모집단 전체 모평균에 대한 추정을 할 수 있는 이론적 체계를 마련하였다. 그리고 제안한 두 모형에서 비례배분과 최적배분 문제를 다루었으며, 각 배분법에 따른 분산식을 도출하였다. 마지막으로 두 층화 가법 양적속성 확률화응답모형들 간의 효율성을 비교해 본 결과 Gjestvang-Singh의 층화 가법 모형이 Himmelfarb-Edgell의 층화 가법 모형보다 효율적으로 나타났고, 특히 hh값이 작을수록 즉, 제시한 모형의 특성이 직접질문에 가까워질수록 Gjestvang-Singh의 층화 가법 모형의 효율성이 커짐을 알 수 있었다.

• 한국경영과학회지
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• 제41권3호
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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.

• 한국전자파학회지:전자파기술
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• 제3권2호
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• pp.40-45
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• 1992

A simple emission model applicable for low scattering (scattering << absorption) anisotropic layer is developed and applied to the interpretation of measurements of microwave emission from row crops. The vegetation layer of row crops is modeled as a random slab embedded with small spheroid with major axis aligend paralel to the crop-row direction. The total emission is given in a simple algebraic form based on the zero-order radiative transfer theory. The single scattering albedo for spheroid and its polarimetric phase function are presented. The effects of layer azimuthal dependence on emission are accounted for by using an anisotropic albedo in the zero-order transfer theory. The developed emission theory favorably compares with the brightness temperature measured over soybeans canopy.

• Structural Engineering and Mechanics
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• 제64권4호
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• pp.413-426
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• 2017

Probabilistic methods are used in engineering where a computational model contains random variables. The proposed method under development: Direct Optimized Probabilistic Calculation (DOProC) is highly efficient in terms of computation time and solution accuracy and is mostly faster than in case of other standard probabilistic methods. The novelty of the DOProC lies in an optimized numerical integration that easily handles both correlated and statistically independent random variables and does not require any simulation or approximation technique. DOProC is demonstrated by a collection of deliberately selected simple examples (i) to illustrate the efficiency of individual optimization levels and (ii) to verify it against other highly regarded probabilistic methods (e.g., Monte Carlo). Efficiency and other benefits of the proposed method are grounded on a comparative case study carried out using both the DOProC and MC techniques. The algorithm has been implemented in mentioned software applications, and has been used effectively several times in solving probabilistic tasks and in probabilistic reliability assessment of structures. The article summarizes the principles of this method and demonstrates its basic possibilities on simple examples. The paper presents unpublished details of probabilistic computations based on this method, including a reliability assessment, which provides the user with the probability of failure affected by statistically dependent input random variables. The study also mentions the potential of the optimization procedures under development, including an analysis of their effectiveness on the example of the reliability assessment of a slender column.

• 한국해양공학회지
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• 제34권5호
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• pp.316-324
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• 2020

This paper presents comparative studies of reliability analysis and meta-modeling using the sampling method of Monte Carlo simulation for the structure design of an automatic ocean salt collector (AOSC). The thickness sizing variables of structure members are considered as random variables. Probabilistic performance functions are selected from strength performances evaluated via the finite element analysis of an AOSC. The sampling methods used in the comparative studies are simple random sampling and Sobol sequences with varied numbers of sampling. Approximation methods such as the Kriging model is applied to the meta-model generation. Reliability performances such as the probability failure and distribution are compared based on the variation of the sampling method of Monte Carlo simulation. The meta-modeling accuracy is evaluated for the Kriging model generated from the Monte Carlo simulation and Sobol sequence results. It is discovered that the Sobol sequence method is applicable to not only to the reliability analysis for the structural design of marine equipment such as the AOSC, but also to Kriging meta-modeling owing to its high numerical efficiency.