• Title/Summary/Keyword: stochastic approach

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A Service Life Prediction for Joint and Cracked Concrete Exposed to Carbonation Based on Stochastic Approach (신뢰성 해석을 통한 탄산화에 노출된 타설이음부 및 균열부 콘크리트의 내구수명 평가)

  • Kwon, Seung-Jun;Park, Sang-Sun;Lee, Sang-Min
    • Proceedings of the Korea Concrete Institute Conference
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    • 2006.11a
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    • pp.597-600
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    • 2006
  • In this study, field survey of carbonation for RC column in city is carried out and carbonation behavior in sound, joint, and cracked concrete is also analyzed. Futhermore, probability of durability failure with time is calculated through considering probability variables such as concrete cover depth and carbonation depth which are obtained from field survey. The probability of durability failure in cracked concrete with considering crack width and time is also calculated and service life is predicted based on intended failure probability in domestic specification. Through this study, it is known that service life in a RC column is evaluated differently for local conditions and each service life is rapidly decreased with decrease in cover depth and increase in crack width.

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Modified Illumination by Binary Phase Diffractive Patterns on the Backside of a Photomask (마스크 뒷면에 2 위상 회절 격자를 구현한 변형 조명 방법)

  • 이재철;오용호;고춘수
    • Journal of the Korean Institute of Electrical and Electronic Material Engineers
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    • v.17 no.7
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    • pp.697-700
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    • 2004
  • We propose a method that realizes the modified illumination by implementing a binary phase grating at the backside of a photomask. By modeling the relationship between the shape of a grating on the photomask and the light intensity at the pupil plane, we developed a program named MIDAS that finds the optimum grating pattern with a stochastic approach. After applying the program to several examples, we found that the program finds the grating pattern for the modified illumination that we want. By applying the grating at the backside of a photomask, the light efficiency of modified illumination may be improved.

K-Way Graph Partitioning: A Semidefinite Programming Approach (Semidefinite Programming을 통한 그래프의 동시 분할법)

  • Jaehwan, Kim;Seungjin, Choi;Sung-Yang, Bang
    • Proceedings of the Korean Information Science Society Conference
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    • 2004.10a
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    • pp.697-699
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    • 2004
  • Despite many successful spectral clustering algorithm (based on the spectral decomposition of Laplacian(1) or stochastic matrix(2) ) there are several unsolved problems. Most spectral clustering Problems are based on the normalized of algorithm(3) . are close to the classical graph paritioning problem which is NP-hard problem. To get good solution in polynomial time. it needs to establish its convex form by using relaxation. In this paper, we apply a novel optimization technique. semidefinite programming(SDP). to the unsupervised clustering Problem. and present a new multiple Partitioning method. Experimental results confirm that the Proposed method improves the clustering performance. especially in the Problem of being mixed with non-compact clusters compared to the previous multiple spectral clustering methods.

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On Compensating Nonlinear Distortions of an OFDM System Using an Efficient Adaptive Predistorter (효과적인 적응 전처리왜곡기를 이용한 OFDM 시스템에서의 비선형 왜곡 보상)

  • 강현우;조용수;윤대희
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.22 no.4
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    • pp.696-705
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    • 1997
  • This paper presents an efficient adaptive predistortion technique compensating linear and nonlinear distortions caused by high-power amplifier (HPA) with memory in OFDM systems. The efficient adaptive data predistortion techniques proposed for compensation of HPA with memory in single carrier systems cannot be applied to OFDM systems since the possible input levels for HPA is infinite in OFDM systems. Also, previous adaptive predistortion techniques, based on Volterra series modeling, are not suitable for real-time implementation due to high computational burden and slow convergence rate. In the proposed approach, the memoryless HPA preceded by a linear filter in OFDM systems is modeled by the Wiener system which is then precompensated by the proposed adaptive predistorter with a minimum number of filter taps. An adaptive algorithm for adjusting the proposed adaptive predistorter is derived using the stochastic gradient method. It is demonstrated by computer simulation that the performance of OFDM system suffering from nonlinear distortion can be greatly improved by the proposed efficient adaptive predistorter using a small number of filter taps.

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A Study on Blind Channel Equalization Based on Higher-Order Cumulants

  • Han, Soo-Whan
    • Journal of Korea Multimedia Society
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    • v.7 no.6
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    • pp.781-790
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    • 2004
  • This paper presents a fourth-order cumulants based iterative algorithm for blind channel equalization. It is robust with respect to the existence of heavy Gaussian noise in a channel and does not require the minimum phase characteristic of the channel. In this approach, the transmitted signals at the receiver are over-sampled to ensure the channel described by a full-column rank matrix. It changes a single-input/single-output (SISO) finite-impulse response (FIR) channel to a single-input/multi-output (SIMO) channel. Based on the properties of the fourth-order cumulants of the over-sampled channel outputs, the iterative algorithm is derived to estimate the deconvolution matrix which makes the overall transfer matrix transparent, i.e., it can be reduced to the identity matrix by simple reordering and scaling. Both a closed-form and a stochastic version of the proposed algorithm are tested with three-ray multi-path channels in simulation studies, and their performances are compared with a method based on conventional second-order cumulants. Relatively good results are achieved, even when the transmitted symbols are significantly corrupted with Gaussian noise.

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Simulation-Based Assessment of Seismic Slope Stability (시뮬레이션 기법을 이용한 지진 시 사면안정 해석)

  • 김진만
    • Proceedings of the Earthquake Engineering Society of Korea Conference
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    • 2003.03a
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    • pp.157-164
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    • 2003
  • A simulation-based approach that can be used to systematically model the uncertainties of seismic loading and geotechnical property is presented in the context of reliability analysis of slope stability. The uncertainty of seismic loading is studied by generating a large series of hazard-compatible artificial motions, and by using them in subsequent response analyses. The stochastic nature of spatially varying material properties and also the uncertainty arising from insufficient information are treated in the framework of random fields. The simulation-based analyses indicate that in a seismically less active region, a moderate variability in soil properties has a relatively large effect as much as characterization of earthquake hazard on the computed risk of slope failure and excessive slope deformations.

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Empirical Mode Decomposition (EMD) and Nonstationary Oscillation Resampling (NSOR): I. their background and model description

  • Lee, Tae-Sam;Ouarda, TahaB.M.J.;Kim, Byung-Soo
    • Proceedings of the Korea Water Resources Association Conference
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    • 2011.05a
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    • pp.90-90
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    • 2011
  • Long-term nonstationary oscillations (NSOs) are commonly observed in hydrological and climatological data series such as low-frequency climate oscillation indices and precipitation dataset. In this work, we present a stochastic model that captures NSOs within a given variable. The model employs a data-adaptive decomposition method named empirical mode decomposition (EMD). Irregular oscillatory processes in a given variable can be extracted into a finite number of intrinsic mode functions with the EMD approach. A unique data-adaptive algorithm is proposed in the present paper in order to study the future evolution of the NSO components extracted from EMD.

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Theory of Diffusion-Influenced Bimolecular Reactions in Solution : Effects of a Stochastic Gating Mode

  • Kim Joohyun;Lee Sangyoub
    • Bulletin of the Korean Chemical Society
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    • v.13 no.4
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    • pp.398-404
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    • 1992
  • We have investigated the kinetics of diffusion-influenced bimolecular reactions in which one reactant has an internal mode, called the gating mode, that activates or deactivates its reactivity intermittently. The rate law and an expression for the time-dependent rate coefficient have been obtained from the general formalism based on the hierarchy of kinetic equations involving reactant distribution functions. The analytic expression obtained for the steady-state reaction rate constant coincides with the one obtained by Szabo et al., who derived the expression by employing the conventional concentration-gradient approach. For the time-dependent reaction rate coefficient, we obtained for the first time an exact analytic expression in the Laplace domain which was then inverted numerically to give the time-domain results.

ROBUST OPTIMAL PROPORTIONAL REINSURANCE AND INVESTMENT STRATEGY FOR AN INSURER WITH ORNSTEIN-UHLENBECK PROCESS

  • Ma, Jianjing;Wang, Guojing;Xing, Yongsheng
    • Bulletin of the Korean Mathematical Society
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    • v.56 no.6
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    • pp.1467-1483
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    • 2019
  • This paper analyzes a robust optimal reinsurance and investment strategy for an Ambiguity-Averse Insurer (AAI), who worries about model misspecification and insists on seeking robust optimal strategies. The AAI's surplus process is assumed to follow a jump-diffusion model, and he is allowed to purchase proportional reinsurance or acquire new business, meanwhile invest his surplus in a risk-free asset and a risky-asset, whose price is described by an Ornstein-Uhlenbeck process. Under the criterion for maximizing the expected exponential utility of terminal wealth, robust optimal strategy and value function are derived by applying the stochastic dynamic programming approach. Serval numerical examples are given to illustrate the impact of model parameters on the robust optimal strategies and the loss utility function from ignoring the model uncertainty.

Human and Robot Tracking Using Histogram of Oriented Gradient Feature

  • Lee, Jeong-eom;Yi, Chong-ho;Kim, Dong-won
    • Journal of Platform Technology
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    • v.6 no.4
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    • pp.18-25
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    • 2018
  • This paper describes a real-time human and robot tracking method in Intelligent Space with multi-camera networks. The proposed method detects candidates for humans and robots by using the histogram of oriented gradients (HOG) feature in an image. To classify humans and robots from the candidates in real time, we apply cascaded structure to constructing a strong classifier which consists of many weak classifiers as follows: a linear support vector machine (SVM) and a radial-basis function (RBF) SVM. By using the multiple view geometry, the method estimates the 3D position of humans and robots from their 2D coordinates on image coordinate system, and tracks their positions by using stochastic approach. To test the performance of the method, humans and robots are asked to move according to given rectangular and circular paths. Experimental results show that the proposed method is able to reduce the localization error and be good for a practical application of human-centered services in the Intelligent Space.