• Title/Summary/Keyword: stochastic approach

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Numerical simulation of unsteady flow field behind bluff body (Bluffbody 비정상 유동장에 대한 수치해석)

  • Ryu, Myeong-Seok;Gang, Seong-Mo;Kim, Yong-Mo
    • Transactions of the Korean Society of Mechanical Engineers B
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    • v.21 no.3
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    • pp.350-357
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    • 1997
  • The transient incompressible flow behind the axisymmetric bluff body is numerically simulated using the random vortex method(RVM). Based on the vorticity formulation of the unsteady Navier-Stokes equations, the Lagrangian approach with a stochastic simulation of diffusion using random walk technique is employed to account for the transport processes of the vortex elements. The numerical solutions for 2-dimensional recirculating flow behind a backward-facing step in the laminar range of Reynolds number are compared with experimental data. The present simulation focuses on the transitional flow regime where the recirculation zone behind the bluff body becomes highly unsteady and large-scale vortex eddies are shed from the bluff body wake due to intrinsic shear layer instabilities. The unsteady vertical flow structures and the mixing characteristics behind the bluff body are discussed in detail.

The Solution of Vehicle Scheduling Problems with Multiple Objectives in a Probabilistic Environment

  • Park, Yang-Byung
    • Journal of Korean Institute of Industrial Engineers
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    • v.14 no.1
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    • pp.119-131
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    • 1988
  • Vehicle Scheduling Problem (VSP) is a generic name given to a whole class of problems involving the visiting of "stations" by "vehicles," where a time is associated with each activity. The studies performed to date have the common feature of a single objective while satisfying a set of restrictions and known customer supplies or demands. However, VSPs may involve relevant multiple objectives and probabilistic supplies or demands at stations, creating multicriteria stochastic VSPs. This paper proposes a heuristic algorithm based on goal programming approach to schedule the most satisfactory vehicle routes of a bicriteria VSP with probabilistic supplies at stations. The two relevant objectives are the minimization of the expected travel distance of vehicles and the minimization of the due time violation for collection service at stations by vehicles. The algorithm developed consists of three major stages. In the first stage, an artificial capacity of vehicle is determined, on the basis of decision maker's subjective estimates. The second one clusters a set of stations into subsets by applying an efficient cluster method developed. In the third one, the stations in each subset are scheduled by applying an iterative goal programming heuristic procedure to each cluster.

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A buffer management scheme for ATM traffic with delay and loss priorities (ATM 트래픽의 지연 및 손실 우선순위 제어를 위한 버퍼 관리 기법)

  • 이문호;문영성;김병기
    • Journal of the Korean Institute of Telematics and Electronics B
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    • v.33B no.5
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    • pp.52-59
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    • 1996
  • The boroadband ISDN will transprot the traffics for a wide range of applications with different quality-of-service (QOS) requirements and the priorit control mechanism is an effective method to support multiple classes of services. This paper proposes a new mechanism to satisfy simultaneously the different levels of cell loss performance for the two classes of heterogeneous nonreal-time ATM traffics as well as the delay and loss requirements of real-time traffics. Its performance is analyzed using the stochastic integral approach with the cell arrivals of input streams modeled as markov modulated poisson processes.

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EXTRACTION OF WATERMARKS BASED ON INDEPENDENT COMPONENT ANALYSIS

  • Thai, Hien-Duy;Zensho Nakao;Yen- Wei Chen
    • Proceedings of the Korean Institute of Intelligent Systems Conference
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    • 2003.09a
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    • pp.407-410
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    • 2003
  • We propose a new logo watermark scheme for digital images which embed a watermark by modifying middle-frequency sub-bands of wavelet transform. Independent component analysis (ICA) is introduced to authenticate and copyright protect multimedia products by extracting the watermark. To exploit the Human visual system (HVS) and the robustness, a perceptual model is applied with a stochastic approach based on noise visibility function (NVF) for adaptive watermarking algorithm. Experimental results demonstrated that the watermark is perfectly extracted by ICA technique with excellent invisibility, robust against various image and digital processing operators, and almost all compression algorithms such as Jpeg, jpeg 2000, SPIHT, EZW, and principal components analysis (PCA) based compression.

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Z-axis Contact Detection Algorithm for a Wire Bonder using a Discrete Kalman Filter

  • Kim, Jung-Han
    • International Journal of Precision Engineering and Manufacturing
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    • v.8 no.1
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    • pp.52-58
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    • 2007
  • We propose a new contact detection algorithm for fine pitch wire bonding. Fast and stable contact detection of the z-axis in wire bonding is extremely important to maintain the quality of fine pitch gold wire bonding processes, which use a small pad less than $70{\mu}m$ in diameter. A small perturbation in the contact detection time causes a large difference in the size of the formed squashed ball. The new detection method is based on a statistical approach and designed for a discrete Kalman filter. It is faster and has smaller detection time variations than conventional detection methods. Experimental results are presented to demonstrate the advantages of the proposed algorithm.

Stochastic ship roll motion via path integral method

  • Cottone, G.;Paola, M. Di;Ibrahim, R.;Pirrotta, A.;Santoro, R.
    • International Journal of Naval Architecture and Ocean Engineering
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    • v.2 no.3
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    • pp.119-126
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    • 2010
  • The response of ship roll oscillation under random ice impulsive loads modeled by Poisson arrival process is very important in studying the safety of ships navigation in cold regions. Under both external and parametric random excitations the evolution of the probability density function of roll motion is evaluated using the path integral (PI) approach. The PI method relies on the Chapman-Kolmogorov equation, which governs the response transition probability density functions at two close intervals of time. Once the response probability density function at an early close time is specified, its value at later close time can be evaluated. The PI method is first demonstrated via simple dynamical models and then applied for ship roll dynamics under random impulsive white noise excitation.

Stochastic Estimation of Voltage Sags Based on Voltage Monitoring (전압 모니터링에 기반한 순간전압강하 확률적 추계 방법)

  • Son, Jeongdae;Park, Chang-Hyun
    • The Transactions of The Korean Institute of Electrical Engineers
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    • v.67 no.10
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    • pp.1271-1277
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    • 2018
  • This paper deals with a voltage sag assessment based on a voltage monitoring program. The voltage sag performance at a specific site can be evaluated by analyzing voltage monitoring data recorded for a long time period. Although an assessment based on voltage monitoring is an effective way to understand voltage sag performance at a measurement site, the statistical confidence of voltage sag frequency estimation heavily depends on the length of monitoring period and the number of recorded events. Short monitoring period and insufficient recorded data can not provide a reliable assessment result. This paper proposes a compensation assessment method by combining a computer simulation approach for in case that monitoring period and data are not enough for a valid assessment.

No Blind Spot: Network Coverage Enhancement Through Joint Cooperation and Frequency Reuse

  • Zhong, Yi;Qiao, Pengcheng;Zhang, Wenyi;Zheng, Fu-chun
    • Journal of Communications and Networks
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    • v.18 no.5
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    • pp.773-783
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    • 2016
  • Both coordinated multi-point transmission and frequency reuse are effective approaches to mitigate inter-cell interference and improve network coverage. The motivation of this work is to explore the manner to effectively utilize the spectrum resource by reasonably combining cooperation and frequency reuse. The $Mat{\acute{e}}rn$ cluster process, which is appropriate to model networks with hot spots, is used to model the spatial distribution of base stations. Two cooperative mechanisms, coherent and non-coherent joint transmission (JT), are analyzed and compared. We also evaluate the effect of multiple antennas and imperfect channel state information. The simulation reveals that the proposed approach to combine cooperation and frequency reuse is effective to improve the network coverage for users located at both the center and the boundary of the cooperative region.

Nonlinear approach to modeling heteroscedasticity in transfer function analysis (시계열 전이함수분석 이분산성의 비선형 모형화)

  • 황선영;김순영;이성덕
    • The Korean Journal of Applied Statistics
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    • v.15 no.2
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    • pp.311-321
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    • 2002
  • Transfer function model(TFM) capturings conditional heteroscedastic pattern is introduced to analyze stochastic regression relationship between the two time series. Nonlinear ARCH concept is incorporated into the TFM via threshold ARCH and beta- ARCH models. Steps for statistical analysis of the proposed model are explained along the lines of the Box & Jenkins(1976, ch. 10). For illustration, dynamic analysis between KOSPI and NASDAQ is conducted from which it is seen that threshold ARCH performs the best.

Conditional Bootstrap Methods for Censored Survival Data

  • Kim, Ji-Hyun
    • Journal of the Korean Statistical Society
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    • v.24 no.1
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    • pp.197-218
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    • 1995
  • We first consider the random censorship model of survival analysis. Efron (1981) introduced two equivalent bootstrap methods for censored data. We propose a new bootstrap scheme, called Method 3, that acts conditionally on the censoring pattern when making inference about aspects of the unknown life-time distribution F. This article contains (a) a motivation for this refined bootstrap scheme ; (b) a proof that the bootstrapped Kaplan-Meier estimatro fo F formed by Method 3 has the same limiting distribution as the one by Efron's approach ; (c) description of and report on simulation studies assessing the small-sample performance of the Method 3 ; (d) an illustration on some Danish data. We also consider the model in which the survival times are censered by death times due to other caused and also by known fixed constants, and propose an appropriate bootstrap method for that model. This bootstrap method is a readily modified version of the Method 3.

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