• Title/Summary/Keyword: stochastic approach

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Hydrologic Scenarios for Sustained Drought in Han River (한강수계 장기 가뭄 수문시나리오 개발)

  • Lee, Gwang-Man;Cha, Hyung-Sun;Lee, Seung-Yoon
    • Journal of Korea Water Resources Association
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    • v.41 no.6
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    • pp.629-641
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    • 2008
  • Many studies on sustained droughts have often been limited to the analysis of historic flow series. A major disadvantage in this approach can be described as the lack of long historic flow records needed to obtain a significant number of drought events for the analysis. To overcome this difficulty, one of the present study idea is to use synthetically generated hydrologic series. A methodology is presented to develop flow series based on the probabilistic analysis of the stochastic properties of the observed flows. The method can be utilized to generate a flow series of desired length so as to include many multiyear drought events within the process. In this paper, a concept of creating multiyear drought scenarios is introduced, and its development procedure is illustrated by a case study of the water supply system in Han River Basin. Also, it was found that the generated flow series can be reliably used to predict the long drought duration and sustained drought hydrologic scenarios within a given return period.

A Study on Bayesian Approach of Software Stochastic Reliability Superposition Model using General Order Statistics (일반 순서 통계량을 이용한 소프트웨어 신뢰확률 중첩모형에 관한 베이지안 접근에 관한 연구)

  • Lee, Byeong-Su;Kim, Hui-Cheol;Baek, Su-Gi;Jeong, Gwan-Hui;Yun, Ju-Yong
    • The Transactions of the Korea Information Processing Society
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    • v.6 no.8
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    • pp.2060-2071
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    • 1999
  • The complicate software failure system is defined to the superposition of the points of failure from several component point process. Because the likelihood function is difficulty in computing, we consider Gibbs sampler using iteration sampling based method. For each observed failure epoch, we applied to latent variables that indicates with component of the superposition mode. For model selection, we explored the posterior Bayesian criterion and the sum of relative errors for the comparison simple pattern with superposition model. A numerical example with NHPP simulated data set applies the thinning method proposed by Lewis and Shedler[25] is given, we consider Goel-Okumoto model and Weibull model with GOS, inference of parameter is studied. Using the posterior Bayesian criterion and the sum of relative errors, as we would expect, the superposition model is best on model under diffuse priors.

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A Monte-Carlo Least Squares Approach for CO2 Abatement Investment Options Analysis with Linearly Non-Separable Profits of Power Plants (분리불가 이윤함수를 가진 발전사의 온실가스 감축투자 옵션 연구: 몬테카를로 최소자승법)

  • Park, Hojeong
    • Environmental and Resource Economics Review
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    • v.24 no.4
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    • pp.607-627
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    • 2015
  • As observed and experienced in EU ETS, allowance price volatility is one of major concerns in decision making process for $CO_2$ abatement investment. The problem of linearly non-separable profits functions could emerge when one power company holds several power plants with different technology specifications. Under this circumstance, conventional analytical solution for investment option is no longer available, thereby calling for the development of numerical analysis. This paper attempts to develop a Monte-Carlo least squares model to analyze investment options for power companies under emission trading scheme regulations. Stochastic allowance price is considered, and simulation is performed to verify model performance.

Dynamic Analysis of Geometric Nonlinear Behavior of Suspension Bridges under Random Wind Loads (랜덤풍하중에 대한 현수교의 기하학적 비선형 거동의 동적해석)

  • Yun, Chung Bang;Hyun, Chang Hun;Yoo, Je Nam
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.8 no.2
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    • pp.185-196
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    • 1988
  • In this study, a method of nonlinear dynamic analysis of suspension bridges subjected to random wind loads is pre.sented. The nonlinearity considered is the one due to the interaction between the motion of the bridge girder and the tertsion variation of the main cables. The equation of motion is formulated using a continuum approach. The coupling between the vertical and torsional motions are included in the analysis. The equation of motion is solved by using the mode superposition method. The analysis is carried out in the frequency domain utilizing the stochastic linearization technique on to the modal equations. In the linearization procedure, the nonlinear terms are approximated as linear ones with constant terms. The verification of the method has been performed on a case with four modal degrees of freedom. Example analyses are carried out on two suspension bridges for various wind speeds and wind force parameters. Numerical results indicate that, by including the nonlinearity into the analysis, the dynamic responses of the bridges, particularly in the vertical direction, change considerably.

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A Study on the Effects on Low Cycle Fatigue Life of a High Pressure Turbine Nozzle due to the Perturbation of Crystal Orientation of Grain of DS Materials (일방향 응고 재료의 결정립 성장 방향 섭동이 고압터빈 노즐 저주기 피로 수명에 미치는 영향에 대한 연구)

  • Huh, Jae Sung;Kang, Young Seok;Rhee, Dong Ho
    • Transactions of the Korean Society of Mechanical Engineers A
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    • v.40 no.7
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    • pp.653-658
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    • 2016
  • High pressure components of a gas turbine engine are generally made of nickel-base superalloys, using precision casting process due to complicated geometries with intricate channels and cooling holes. Turbine components manufactured from directionally solidified and single crystal materials have columnar grains; however, it is found that the crystals do not grow in its preferred direction, although the orientation can be controlled. This anisotropy can lead to the variations of elastic and Hill's parameters in constitutive equations, and they alter stress distributions and the low cycle fatigue life. We aims to evaluate the effects of perturbed crystal orientations on the structural integrity of a directionally solidified nozzle using low cycle fatigue life. We also attempt to show the necessity for the control of allowed manufacturing errors and stochastic analysis. Our approaches included conjugate heat transfer and structural analysis, along with low cycle fatigue life assessment.

Estimating the productive efficienct of distant-water longline vessels in Pacific Ocean using a Stochastic Frontier Approach (SFA를 이용한 태평양 원양연승어업의 어선별 생산효율성 분석)

  • CHO, Heon-Ju;KIM, Doo Nam;KIM, Do Hoon;LEE, Sung Il;KWON, Youjung;KU, Jeong Eun
    • Journal of the Korean Society of Fisheries and Ocean Technology
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    • v.53 no.4
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    • pp.357-362
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    • 2017
  • The purpose of this study is to analyze the efficiency of distant-water longline fishing vessels in the Pacific Ocean and the gap in efficiencies among individual vessels. In order to estimate the efficiency, the dependent variable is set as an amount of catch and independent variables include number of crew, number of hooks, number of vessel size, and vessels engine power associated with fishing activities of distant water longline fisheries. Analytical result was shown as follows: first, the average efficiency of distant-water longline fishing vessels in the Pacific Ocean was found to be 94%. Second, the number of hooks were found to be statistically significant in each input variable and the appropriate control of the number of hooks would be expected to have a positive effect on the efficiency. Third, the relationship between the age of a vessel and the efficiency was not found statistically.

Impact of Climate Change on Yongdam Dam Basin (기후변화가 용담댐 유역의 유출에 미치는 영향)

  • Kim, Byung-Sik;Kim, Hung-Soo;Seoh, Byung-Ha;Kim, Nam-Won
    • Journal of Korea Water Resources Association
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    • v.37 no.3
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    • pp.185-193
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    • 2004
  • The main purpose of this study is to investigate and evaluate the impact of climate change on the runoff and water resources of Yongdam basin. First, we construct global climate change scenarios using the YONU GCM control run and transient experiments, then transform the YONV GCM grid-box predictions with coarse resolution of climate change into the site-specific values by statistical downscaling techniques. The values are used to modify the parameters of the stochastic weather generator model for the simulation of the site-specific daily weather time series. The weather series fed into a semi-distributed hydrological model called SLURP to simulate the streamflows associated with other water resources for the condition of $2CO_2$. This approach is applied to the Yongdam dam basin in southern part of Korea. The results show that under the condition of $2CO_2$, about 7.6% of annual mean streamflow is reduced when it is compared with the observed one. And while Seasonal streamflows in the winter and autumn are increased, a streamflow in the summer is decreased. However, the seasonality of the simulated series is similar to the observed pattern.

Probabilistic Approach of Stability Analysis for Rock Wedge Failure (확률론적 해석방법을 이용한 쐐기파괴의 안정성 해석)

  • Park, Hyuck-Jin
    • Economic and Environmental Geology
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    • v.33 no.4
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    • pp.295-307
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    • 2000
  • Probabilistic analysis is a powerful method to quantify variability and uncertainty common in engineering geology fields. In rock slope engineering, the uncertainty and variation may be in the form of scatter in orientations and geometries of discontinuities, and also test results. However, in the deterministic analysis, the factor of safety which is used to ensure stability of rock slopes, is based on the fixed representative values for each parameter without a consideration of the scattering in data. For comparison, in the probabilistic analysis, these discontinuity parameters are considered as random variables, and therefore, the reliability and probability theories are utilized to evaluate the possibility of slope failure. Therefore, in the probabilistic analysis, the factor of safety is considered as a random variable and replaced by the probability of failure to measure the level of slope stability. In this study, the stochastic properties of discontinuity parameters are evaluated and the stability of rock slope is analyzed based on the random properties of discontinuity parameters. Then, the results between the deterministic analysis and the probabilistic analysis are compared and the differences between the two analysis methods are explained.

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Improved AntHocNet with Bidirectional Path Setup and Loop Avoidance (양방향 경로 설정 및 루프 방지를 통한 개선된 AntHocNet)

  • Rahman, Shams ur;Nam, Jae-Choong;Khan, Ajmal;Cho, You-Ze
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.42 no.1
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    • pp.64-76
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    • 2017
  • Routing in mobile ad hoc networks (MANETs) is highly challenging because of the dynamic nature of network topology. AntHocNet is a bio-inspired routing protocol for MANETs that mimics the foraging behavior of ants. However, unlike many other MANET routing protocols, the paths constructed in AntHocNet are unidirectional, which requires a separate path setup if a route in the reverse direction is also required. Because most communication sessions are bidirectional, this unidirectional path setup approach is often inefficient. Moreover, AntHocNet suffers from looping problems because of its property of multiple paths and stochastic data routing. In this paper, we propose a modified path setup procedure that constructs bidirectional paths. We also propose solutions to some of the looping problems in AntHocNet. Simulation results show that performance is significantly enhanced in terms of overhead, end-to-end delay, and delivery ratio when loops are prevented. Performance is further improved, in terms of overhead, when bidirectional paths setup is employed.

Resolving a velocity inversion at the geotechnical scale using the microtremor (passive seismic) survey method

  • Roberts James C.;Asten Michael W.
    • Geophysics and Geophysical Exploration
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    • v.7 no.1
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    • pp.14-18
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    • 2004
  • High levels of ambient noise and safety factors often limit the use of 'active-source' seismic methods for geotechnical investigations in urban environments. As an alternative, shear-wave velocity-depth profiles can be obtained by treating the background microtremor wave field as a stochastic process, rather than adopting the traditional approach of calculating velocity based on ray path geometry from a known source. A recent field test in Melbourne demonstrates the ability of the microtremor method, using only Rayleigh waves, to resolve a velocity inversion resulting from the presence of a hard, 12 m thick basalt flow overlying 25 m of softer alluvial sediments and weathered mudstone. Normally the presence of the weaker underlying sediments would lead to an ambiguous or incorrect interpretation with conventional seismic refraction methods. However, this layer of sediments is resolved by the microtremor method, and its inclusion is required in one-dimensional layered-earth modelling in order to reproduce the Rayleigh-wave coherency spectra computed from observed seismic noise records. Nearby borehole data provided both a guide for interpretation and a confirmation of the usefulness of the passive Rayleigh-wave microtremor method. Sensitivity analyses of resolvable modelling parameters demonstrate that estimates of shear velocities and layer thicknesses are accurate to within approximately $10\%\;to\;20\%$ using the spatial autocorrelation (SPAC) technique. Improved accuracy can be obtained by constraining shear velocities and/or layer thicknesses using independent site knowledge. Although there exists potential for ambiguity due to velocity-thickness equivalence, the microtremor method has significant potential as a site investigation tool in situations where the use of traditional seismic methods is limited.