• Title/Summary/Keyword: stochastic approach

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Simultaneous Inference in Steady-State Simulation (안정상태 시뮬레이션의 다수측도 동시추정)

  • 방준식
    • Journal of the Korea Society for Simulation
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    • v.3 no.2
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    • pp.27-36
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    • 1994
  • In many real-world simulation studies the several measures of performance are of interest simultaneously. There exist very limited number of studies that explain and suggest the methods or procedures of inferencing the system performances at the same time. This study presents a procedure for determining the number of simulation observations required to achieve the prespecified confidence level for several measures of system performance. Mean values are selected as the measures, for instance, expected ordering cost, expected holding cost, and expected shortage cost for a given period of time in the study of inventory problems. Basically, the batch means approach is applied and extended to develop an algorithm to carry out the procedure handling more than single parameter. The efficacy of the presented method is assessed through the experiments. The empirical results based on some stochastic systems such as queues and inventory problems show that the suggested method produces as excellent result in terms of the precision of estimated means and the number of observations required.

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Design of LQR controller for active suspension system of Partially Filled Tank Cars

  • Feizi, Mohammad Mahdi;Rezvani, Mohammad Ali
    • Structural Engineering and Mechanics
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    • v.49 no.3
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    • pp.329-353
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    • 2014
  • Increasing usage of tank cars and their intrinsic instability due to sloshing of contents have caused growing maintenance costs as well as more frequent hazards and defects like derailment and fatigue of bogies and axels. Therefore, varieties of passive solutions have been represented to improve dynamical parameters. In this task, assuming 22 degrees of freedom, dynamic analysis of partially filled tank car traveling on a curved track is investigated. In order to consider stochastic geometry of track; irregularities have been derived randomly by Mont Carlo method. More over the fluid tank model with 1 degree of freedom is also presented by equivalent mechanical approach in terms of pendulum. An active suspension system for described car is designed by using linear quadratic optimal control theory to decrease destructive effects of fluid sloshing. Eventually, the performance of the active suspension system has been compared with that of the passive one and a study is carried out on how active suspension may affect the dynamical parameters such as displacements and Nadal's derailment index.

Enhancement of Particle Swarm Optimization by Stabilizing Particle Movement

  • Kim, Hyunseok;Chang, Seongju;Kang, Tae-Gyu
    • ETRI Journal
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    • v.35 no.6
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    • pp.1168-1171
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    • 2013
  • We propose an improvement of particle swarm optimization (PSO) based on the stabilization of particle movement (PM). PSO uses a stochastic variable to avoid an unfortunate state in which every particle quickly settles into a unanimous, unchanging direction, which leads to overshoot around the optimum position, resulting in a slow convergence. This study shows that randomly located particles may converge at a fast speed and lower overshoot by using the proportional-integral-derivative approach, which is a widely used feedback control mechanism. A benchmark consisting of representative training datasets in the domains of function approximations and pattern recognitions is used to evaluate the performance of the proposed PSO. The final outcome confirms the improved performance of the PSO through facilitating the stabilization of PM.

An Intelligent PID Controller based on Dynamic Bayesian Networks for Traffic Control of TCP (TCP의 트래픽 제어를 위한 동적 베이시안 네트워크 기반 지능형 PID 제어기)

  • Cho, Hyun-Choel;Lee, Young-Jin;Lee, Jin-Woo;Lee, Kwon-Soon
    • Journal of Institute of Control, Robotics and Systems
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    • v.13 no.4
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    • pp.286-295
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    • 2007
  • This paper presents an intelligent PID control for stochastic systems with nonstationary nature. We optimally determine parameters of a PID controller through learning algorithm and propose an online PID control to compensate system errors possibly occurred in realtime implementations. A dynamic Bayesian network (DBN) model for system errors is additionally explored for making decision about whether an online control is carried out or not in practice. We apply our control approach to traffic control of Transmission Control Protocol (TCP) networks and demonstrate its superior performance comparing to a fixed PID from computer simulations.

Computation of dilute polymer solution flows using BCF-RBFN based method and domain decomposition technique

  • Tran, Canh-Dung;Phillips, David G.;Tran-Cong, Thanh
    • Korea-Australia Rheology Journal
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    • v.21 no.1
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    • pp.1-12
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    • 2009
  • This paper reports the suitability of a domain decomposition technique for the hybrid simulation of dilute polymer solution flows using Eulerian Brownian dynamics and Radial Basis Function Networks (RBFN) based methods. The Brownian Configuration Fields (BCF) and RBFN method incorporates the features of the BCF scheme (which render both closed form constitutive equations and a particle tracking process unnecessary) and a mesh-less method (which eliminates element-based discretisation of domains). However, when dealing with large scale problems, there appear several difficulties: the high computational time associated with the Stochastic Simulation Technique (SST), and the ill-condition of the system matrix associated with the RBFN. One way to overcome these disadvantages is to use parallel domain decomposition (DD) techniques. This approach makes the BCF-RBFN method more suitable for large scale problems.

New-directional Approach : Plastic Collapse Design of Grillages (그릴리지 구조의 소성 붕괴 설계)

  • 김윤영;박제웅
    • Proceedings of the Korea Committee for Ocean Resources and Engineering Conference
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    • 2000.04a
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    • pp.96-103
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    • 2000
  • This research is a new design method, which will be presented as a basic concept for a more efficient minimum weight design of grillages, as an attempt to describe true collapse mechanism in as overall search as possible. It serves as introduction to the numerical technique of Linear Programming(LP) and Automatic Modified Direct Plastic Frame Analysis(AMDPFA). Attention is directed to both analysis and design, and emphasis is placed on the physical significance of Systematic Searching Techniques(SST) involved. In weight minimum grillages design, the parameterisation study in optimum beam configuration which was carried out over the range of beam sections for a given plastic section modulus likely to occur in structures by suing an adaptive stochastic optimisation technique, Genetic Algorithms.

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APPROXIMATE ANALYSIS OF AN N-DESIGN CALL CENTER WITH TWO TYPES OF AGENTS

  • Park, Chul-Geun;Han, Dong-Hwan;Baik, Kwang-Hyun
    • Journal of applied mathematics & informatics
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    • v.26 no.5_6
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    • pp.1021-1035
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    • 2008
  • In this paper, we analyze an N-design call center with skill-based routing, in which one pool of agents handles two types of calls and another pool of agents handles only one type of calls. The approximate analysis is motivated by a computational complexity that has been observed in the direct stochastic approach and numerical method for finding performance measures. The workforce staffing policy is very important to the successful management of call centers. So the allocation scheduling of the agents can be considered as the optimization problem of the corresponding queueing system to the call center. We use a decomposition algorithm which divides the state space of the queueing system into the subspaces for the approximate analysis of the N-design call center with two different types of agents. We also represent some numerical examples and show the impact of the system parameters on the performance measures.

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Particle Dispersion and Effect of Spin in the Turbulent Boundary Layer Flow (난류 경계층 유동에서 입자의 확산과 스핀의 영향)

  • Kim, Byung-Gu;Lee, Chang-Hoon
    • Transactions of the Korean Society of Mechanical Engineers B
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    • v.28 no.1
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    • pp.89-98
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    • 2004
  • In this paper, we develope a dispersion model based on the Generalized Langevin Model. Thomson's well-mixed condition is the well known criterion to determine particle dispersion. But, it has 'non-uniqueness problem'. To resolve this, we adopt a turbulent model which is a new approach in this field of study. Our model was greatly simplified under the self-similarity condition, leaving model only two model constants $C_{0}$ and ${\gamma}$$_{5}$ that control the dispersion and spin which measures rotational property of the Lagrangian particle trajectory. We investigated the sign of spin as well as magnitude by using the Direct Numerical Simulation. Model calculations were performed on the neutrally stable boundary layer flow. We found that spin has weak effect on the particle dispersion but it shows the significant effect on the horizontal flux compared to the zero-spin model.

Modeling Deformation Behavior of Heterogenous Microstructure of Ti-6AI-4V Alloy using Probability Functions (확률함수를 이용한 비균질 Ti-6Al-4V 합금의 변형거동 모델링)

  • Ko, Eun-Young;Kim, Tae-Won
    • Proceedings of the KSME Conference
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    • 2003.04a
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    • pp.292-297
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    • 2003
  • A stochastic approach has been presented for superplastic deformation of Ti-6AJ-4V alloy, and probability function are used to heterogeneous phase distributions. The experimentally observed spatial correlation function are developed, and microstructural evolutions together with superplastic deformation behavior have investigated by means of the probability function. The result have shown that the probability varies approximately linearly with separation with distance, and significant deformation enhanced probability changes during the deformation. The stress-strain behavior with the evolutions of probability function can be correctly predicted by the model. The finite clement implementation using Monte Carlo simulation associated with phase re-distributions shows that better agreement with experimental data of failure strain on the test specimen.

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A Robust Control Approach for Maneuvering a Flexible Spacecraft

  • Sung, Yoon-Gyeoung;Lee, Jea-Won;Kim, Hunmo
    • Journal of Mechanical Science and Technology
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    • v.15 no.2
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    • pp.143-151
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    • 2001
  • In the paper, a robust control mechanism is presented to maneuver a flexible spacecraft with the deflection reduction during large slewing operation at the same time. For deflection reduction and maneuvering of the flexible spacecraft, a control mechanism is developed with the application of stochastic optimal sliding-mode control, a linear tracking model and input shaping technique. A start-coast-stop maneuver is employed as a slewing strategy. It is shown that the control mechanism with he strategic maneuver results in better performance and is more efficient than rigid-body-like maneuver, by applying to the Spacecraft Control Laboratory Experiment (SCOLE) system in a space environment.

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