• Computational Structural Engineering
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• v.5 no.1
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• pp.97-108
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• 1992

This paper is an attempt to account for the uncertainty of the residual strength in the reliability analysis of structural systems. For this purpose the stochastic finite element method(SFEM) is linked to the system reliability analysis procedure. The stochastic finite element is known to be able to a more explicitly consider the effect of uncerainties of material and geometric variables on those of load effects in structural analysis procedure. The method has been applied to system as well as component reliability analysis of a plane structure. Comparison of the results by the present approach is made with the method in which the residual strength of failed component is treated as deterministic variable. Several case studies have been carried to show the effect of uncertainty in residual strength of a member after failure. Is has been conformed that reidual strength very much affect the system reliability level. It can be, hence, concluded that the uncertainties in the post-ultirnate behaviour may have to be taken into account in the system reliability analysis for a better a ssessment of the system reliability especially for a structure of which member behaviour is modelled as asemi-brittle model. And then the stochastic finite element method can efficiently evaluate the system reliability.

• The Korean Journal of Applied Statistics
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• v.26 no.3
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• pp.413-420
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• 2013

Stochastic weather generator is a commonly used tool to simulate daily weather time series. Recently, a generalized linear model(GLM) has been proposed as a convenient approach to tting these weather generators. In the present paper, a stochastic weather generator is considered to model the time series of daily temperatures for Seoul South Korea. As a covariate, precipitation occurrence is introduced to a relate short-term predictor to short-term predictands. One of the limitations of stochastic weather generators is a marked tendency to underestimate the observed interannual variance of monthly, seasonal, or annual total precipitation. To reduce this phenomenon, we incorporate a time series of seasonal mean temperatures in the GLM weather generator as a covariate.

• Proceedings of the Korea Society for Simulation Conference
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• 1994.10a
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• pp.1-2
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• 1994

With the prevalence of computers in modern organizations, simulation is receiving more atention as an effectvie decision -making tool. Simualtion is a computer-based numerical technique which uses mathmatical and logical models to approximate the behaviror of a real-world system. However, iptimization of synamic stochastic systems often defy analytical and algorithmic soluions. Although a simulation approach is often free fo the liminting assumption s of mathematical modeling, cost and time consiceration s make simulation the henayst's last resort. Therefore, whenever possible, analytical and algorithmica solutions are favored over simulation. This paper discussed the issues and procedrues for using simulation as a tool for optimization of stochastic complex systems that are dmodeled by computer simulation . Its emphasis is mostly on issues that are speicific to simulation optimization instead of consentrating on the general optimizationand mathematical programming techniques . A simulation optimization problem is an optimization problem where the objective function. constraints, or both are response that can only be evauated by computer simulation. As such, these functions are only implicit functions of decision parameters of the system, and often stochastic in nature as well. Most of optimization techniqes can be classified as single or multiple-resoneses techniques . The optimization of single response functins has been researched extensively and consists of many techniques. In the single response category, these strategies are gradient based search techniques, stochastic approximate techniques, response surface techniques, and heuristic search techniques. In the multiple response categroy, there are basically five distinct strategies for treating the responses and finding the optimum solution. These strategies are graphica techniqes, direct search techniques, constrained optimization techniques, unconstrained optimization techniques, and goal programming techniques. The choice of theprocedreu to employ in simulation optimization depends on the analyst and the problem to be solved. For many practival and industrial optimization problems where some or all of the system components are stochastic, the objective functions cannot be represented analytically. Therefore, modeling by computersimulation is one of the most effective means of studying such complex systems. In this paper, after discussion of simulation optmization techniques, the applications of above techniques will be presented in the modeling process of many flexible manufacturing systems.

• Structural Engineering and Mechanics
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• v.80 no.6
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• pp.645-655
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• 2021

Performance-based reliability analysis is a practical approach to investigate the seismic performance and stochastic nonlinear response of structures considering a random process. This is significant due to the uncertainties involved in every aspect of the analysis. Therefore, the present study aims to evaluate the performance-based reliability within a stochastic finite element (FE) framework for reinforced concrete (RC) shear walls that are considered as one of the most essential elements of structures. To accomplish this purpose, deterministic FE analyses are conducted for both squat and slender shear walls to validate numerical models through experimental results. The presented numerical analysis is performed by using the ABAQUS FE program. Afterwards, a random-effects investigation is carried out to consider the influence of different random variables on the lateral load-top displacement behavior of RC members. Using these results and through utilizing the Monte-Carlo simulation method, stochastic nonlinear analyses are also performed to generate random FE models based on input parameters and their probabilistic distributions. In order to evaluate the reliability of RC walls, failure probabilities and corresponding reliability indices are calculated at life safety and collapse prevention levels of performance as suggested by FEMA 356. Moreover, based on reliability indices, capacity reduction factors are determined subjected to shear for all specimens that are designed according to the ACI 318 Building Code. Obtained results show that the lateral load and the compressive strength of concrete have the highest effects on load-displacement responses compared to those of other random variables. It is also found that the probability of shear failure for the squat wall is slightly lower than that for slender walls. This implies that 𝛽 values are higher in a non-ductile mode of failure. Besides, the reliability of both squat and slender shear walls does not change significantly in the case of varying capacity reduction factors.

• Advances in materials Research
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• v.13 no.4
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• pp.299-319
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• 2024

Due to higher strength-to-weight ratio of composite laminates, they find uses in many weight-sensitive applications like aerospace, automobile and marine structures. From a reliability point of view, accurate prediction of failure of these structures is important. Due to the complexities in the manufacturing processes of composite laminates, there is a variation in the material properties and geometric parameters. Hence stochastic aspects are important while designing the composite laminates. Many existing works of composite laminate failure analysis are based on the deterministic approach but it is important to consider the randomness in the material properties, geometry and loading to predict accurate failure loads. In this paper the statistics of the ultimate failure load of the [0/θ]_s laminated composite plate (LCP) containing the edge crack and voids subjected to the tensile loading are presented in terms of the mean and coefficient of variance (COV). The objective is to better the efficacy of laminate failure by predicting the statistics of the ultimate failure load of LCP with random material, geometric and loading parameters. The stochastic analysis is done by using the extended finite element method (XFEM) combined with the second-order perturbation technique (SOPT). The ultimate failure load of the LCP is obtained by ply-by-ply failure analysis using the ply discount method combined with the Tsai-Wu failure criterion. The aim is to know the effect of the stacking sequence, crack length, crack angle, location of voids and number of voids on the mean and corresponding COV of the ultimate failure load of LCP is investigated. The results of the ultimate failure load obtained by the present method are in good agreement with the existing experimental and numerical results. It is observed that [0/θ]_s LCPs are very sensitive to the randomness in the crack length, applied load, transverse tensile strength of the laminate and modulus of elasticity of the material, so precise control of these parameters is important. The novelty of the present study is, the stochastic implementation in XFEM for the failure prediction of LCPs containing crack and voids.

• The Journal of Korean Institute of Communications and Information Sciences
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• v.31 no.7A
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• pp.649-658
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• 2006

Recently, Software Development was applied to new-approach methods as a various form : client-server system and web-programing, object-orient concept, distributed development with a network environments. On the other hand, it be concerned about the distributed development technology and increasing of object-oriented methodology. These technology is spread out the software quality and improve of software production, reduction of the software develop working. Futures, we considered about the distributed software development technique with a many workstation. In this paper, we discussed optimal release problem based on a stochastic differential equation model for the distributed Software development environments. In the past, the software reliability applied to quality a rough guess with a software development process and approach by the estimation of reliability for a test progress. But, in this paper, we decided to optimal release times two method: first, SRGM with an error counting model in fault detection phase by NHPP. Second, fault detection is change of continuous random variable by SDE(stochastic differential equation). Here, we decide to optimal release time as a minimum cost form the detected failure data and debugging fault data during the system test phase and operational phase. Especially, we discussed to limitation of reliability considering of total software cost probability distribution.

• Proceedings of the KIEE Conference
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• 1986.07a
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• pp.274-277
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• 1986

• 한국전산유체공학회:학술대회논문집
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• 2008.08a
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• pp.57.4-58
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• 2008

• Journal of the Chungcheong Mathematical Society
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• v.31 no.1
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• pp.65-73
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• 2018

We investigate the optimal consumption and investment problem of working agent who faces tax system on consumption, labor income, savings and investment. By applying martingale method, we obtain the closed-form solutions so it is possible to verify the effect of tax system analytically.

• Journal of the Korean Operations Research and Management Science Society
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• v.35 no.2
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• pp.19-35
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• 2010

Many papers have used a two-stage approach of first calculating DEA efficiency scores and then seeking to correlate these scores with various environmental variables. Most of the studies have not checked whether such a two-stage approach is statistically valid for identifying significant environmental variables. Recently Simar and Wilson (2007) (SW) introduce a sensible data generating process and bootstrap procedure based on truncated regression for the two-stage approach. Banker and Natarajan (2008) (BN) provide a statistical foundation for the two-stage approach comprising a DEA followed by an ordinary least squares or maximum likelihood estimation. Researchers have to identify an approach suitable for their research circumstances in terms of properties, merits, demerits, and robustness to plausible departures from its chosen data generating process. We summarize the foundations and properties of the two-stage procedures suggested by SW and BN. And we discuss merits and demerits of those procedures. Also using Monte Carlo simulation we assess their relative performance under several misspecified settings.