• 대한산업공학회지
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• 제40권5호
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• pp.477-480
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• 2014

The single-period production inventory control problem under random yield is considered to analyze the impact of the yield characteristics on the firm's profit. We use the stochastic comparison as a main vehicle to compare the profits resulted under different random yields. Commonly used stochastic orderings are addressed with an analysis of their implications on the firm's profit. Moreover, a distribution-free bound on the profit is derived.

• 대한수학회보
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• 제48권4호
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• pp.725-736
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• 2011

By using the Lyapunov functional method, stochastic analysis, and LMI (linear matrix inequality) approach, the mean square exponential stability of an equilibrium solution of uncertain stochastic Hopfield neural networks with delayed is presented. The proposed result generalizes and improves previous work. An illustrative example is also given to demonstrate the effectiveness of the proposed result.

• 대한전기학회논문지
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• 제41권4호
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• pp.346-354
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• 1992

In the power-system, the active and reactive power levels of load bus randomly vary over days, months, and years which are stochastic in nature. This paper presents an algorithm for optimal Var planning considering the uncertainties of loads. The optimization problem is solved by a stochastic linear programming technique which can handle stochastic constraints to evaluate optimal Var requirement at load bus to maintain the voltage profile which results in probabilistic density function by stochastic Load Flow analysis within admissible range. The effectiveness of the proposed algorithm has been verified by the test on the IEEE-30 bus system.

• 대한전기학회:학술대회논문집
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• 대한전기학회 1985년도 하계학술회의논문집
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• pp.127-130
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• 1985

A stochastic model to predict radio interference field as caused by corona discharges on high voltage transmission lines has been developed. This model is based on corona discharge distributed randomly in time and space. A stochastic model for the corona current induced by corona discharges on power lines is proposed. On the basis of the proposed corona current model, a rigorous analysis is presented to evaluate the radio interference (RI) field caused by corona discharges on a single conductor using the stochastic method.

• 한국농공학회지
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• 제36권1호
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• pp.54-62
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• 1994

The expanding technique of the Stochastic Finite Element Method(SFEM) is proposed in this paper for adapting direct integration methods in stochastical dynamic analysis of structures. Grafting the direct integration methods and the SFEM together, one can deal with nonlinear structures and nonstationary process problems without any restriction. The stochastical central diffrence and stochastic Houbolt methods are introduced to show the expanding technique, and their adaptabilities are discussed. Results computed by the proposed method (the Stochastic Finite Element Method in Dynamics: SFEMD) for two degree-of-free- dom system are compared with those obtained by Monte Carlo Simulation.

• Steel and Composite Structures
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• 제15권1호
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• pp.15-39
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• 2013

The sensitivities of a structural response due to variation of its design parameters are prerequisite in the majority of the algorithms used for fundamental problems in engineering as system uncertainties, identification and probabilistic assessments etc. The paper presents the concept of probabilistic sensitivity of suspension bridges with respect to near-fault ground motion. In near field earthquake ground motions, large amplitude spectral accelerations can occur at long periods where many suspension bridges have significant structural response modes. Two different types of suspension bridges, which are Bosporus and Humber bridges, are selected to investigate the near-fault ground motion effects on suspension bridges random response sensitivity analysis. The modulus of elasticity is selected as random design variable. Strong ground motion records of Kocaeli, Northridge and Erzincan earthquakes are selected for the analyses. The stochastic sensitivity displacements and internal forces are determined by using the stochastic sensitivity finite element method and Monte Carlo simulation method. The stochastic sensitivity displacements and responses obtained from the two different suspension bridges subjected to these near-fault strong-ground motions are compared with each other. It is seen from the results that near-fault ground motions have different impacts stochastic sensitivity responses of suspension bridges. The stochastic sensitivity information provides a deeper insight into the structural design and it can be used as a basis for decision-making.

• Structural Engineering and Mechanics
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• 제63권6호
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• pp.703-712
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• 2017

The composite blades of offshore wind turbines accumulate structural damage such as fatigue cracking due to harsh operation environments during their service time, leading to premature structural failures. This paper investigates various fatigue crack models for reproducing crack development in composite blades and proposes a stochastic approach to predict fatigue crack evolution and to analyse failure probability for the composite blades. Three typical fatigue models for the propagation of fatigue cracks, i.e., Miner model, Paris model and Reifsnider model, are discussed to reproduce the fatigue crack evolution in composite blades subjected to cyclical loadings. The lifetime probability of fatigue failure of the composite blades is estimated by stochastic deterioration modelling such as gamma process. Based on time-dependent reliability analysis and lifecycle cost analysis, an optimised maintenance policy is determined to make the optimal decision for the composite blades during the service time. A numerical example is employed to investigate the effectiveness of predicting fatigue crack growth, estimating the probability of fatigue failure and evaluating an optimal maintenance policy. The results from the numerical study show that the stochastic gamma process together with the proper fatigue models can provide a useful tool for remaining useful life predictions and optimum maintenance strategies of the composite blades of offshore wind turbines.

• Structural Engineering and Mechanics
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• 제63권6호
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• pp.837-846
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• 2017

An accurate calculation of the stochastic wind field is the foundation for analyzing wind-induced structure response and reliability. In this research, the spatial correlation of structural wind field was considered based on the time domain method. A method for calculating the stochastic wind field based on cross stochastic Fourier spectrum was proposed. A flowchart of the proposed methodology is also presented in this study to represent the algorithm and workflow. Along with the analysis of regional wind speed distribution, the wind speed time history sample was calculated, and the efficiency can therefore be verified. Results show that the proposed method and programs could provide an efficient simulation for the wind-induced structure response analysis, and help determine the related parameters easily.

• Geomechanics and Engineering
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• 제7권5호
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• pp.525-537
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• 2014

The typical design of ground improvement with prefabricated vertical drains (PVD) and surcharge preloading involves a series of deterministic analyses using averaged or mean soil properties for the various combination of the PVD spacing and surcharge preloading height that would meet the criteria for minimum consolidation time and required degree of consolidation. The optimum design combination is then selected in which the total cost of ground improvement is a minimum. Considering the variability and uncertainties of the soil consolidation parameters, as well as considering the effects of soil disturbance (smear zone) and drain resistance in the analysis, this study presents a stochastic cost optimization of ground improvement with PVD and surcharge preloading. Direct Monte Carlo (MC) simulation and importance sampling (IS) technique is used in the stochastic analysis by limiting the sampled random soil parameters within the range from a minimum to maximum value while considering their statistical distribution. The method has been verified in a case study of PVD improved ground with preloading, in which average results of the stochastic analysis showed a good agreement with field monitoring data.

• Wind and Structures
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• 제10권1호
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• pp.45-60
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• 2007

Transmission tower is a vital component in electrical system. In order to accurately compute the dynamic response and reliability of transmission tower under the excitation of wind loading, a new method termed as probability density evolution method (PDEM) is introduced in the paper. The PDEM had been proved to be of high accuracy and efficiency in most kinds of stochastic structural analysis. Consequently, it is very hopeful for the above needs to apply the PDEM in dynamic response of wind-excited transmission towers. Meanwhile, this paper explores the wind stochastic field from stochastic Fourier spectrum. Based on this new viewpoint, the basic random parameters of the wind stochastic field, the roughness length $z_0$ and the mean wind velocity at 10 m heigh $U_{10}$, as well as their probability density functions, are investigated. A latticed steel transmission tower subject to wind loading is studied in detail. It is shown that not only the statistic quantities of the dynamic response, but also the instantaneous PDF of the response and the time varying reliability can be worked out by the proposed method. The results demonstrate that the PDEM is feasible and efficient in the dynamic response and reliability analysis of wind-excited transmission towers.