• 제목/요약/키워드: stochastic comparison

검색결과 183건 처리시간 0.03초

COMPARISON FOR SOLUTIONS OF A SPDE DRIVEN BY MARTINGALE MEASURE

  • CHO, NHAN-SOOK
    • 대한수학회보
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    • 제42권2호
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    • pp.231-244
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    • 2005
  • We derive a comparison theorem for solutions of the following stochastic partial differential equations in a Hilbert space H. $$Lu^i=\alpha(u^i)M(t,\; x)+\beta^i(u^i),\;for\;i=1,\;2,$$ $where\;Lu^i=\;\frac{\partial u^i}{\partial t}\;-\;Au^{i}$, A is a linear closed operator on Hand M(t, x) is a spatially homogeneous Gaussian noise with covariance of a certain form. We are going to show that if $\beta^1\leq\beta^2\;then\;u^1{\leq}u^2$ under some conditions.

LES 해석에서 액체제트의 분열에 대한 확률론적 분열 모델링 비교 (Stochastic Model Comparison for the Breakup and Atomization of a Liquid Jet using LES)

  • 유영린;성홍계
    • 한국항공우주학회지
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    • 제45권6호
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    • pp.447-454
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    • 2017
  • 난류 유동장으로 분사되는 두가지 형태의 액체 제트 (수평분사는 디젤연료와 수직분사는 물)의 액주 분열과 미립화 현상에 관한 이상(Two-phase) 유동에 대해 3차원 LES 수치해석을 수행하였다. 기체상태의 공기 유동은 오일러리안 해법을 사용하고, 액체 제트의 액적 추적은 라그랑지안 해법을 사용하여 기체-액체간 이상유동 해석을 수행하였다. 두 종류의 확률론적 분열 모델(Stochastic breakup model)을 사용하여 액적 분열을 모사하였으며, 액체제트의 침투깊이와 액적 분포(Sauter Mean Diameter)를 실험결과와 비교하여 미세하게 분열되는 액체 제트의 분열 현상에 대해 확률론적 분열 모델링의 적합성을 제시하였다.

인공신경망 및 통계적 방법을 이용한 오존 형성의 예측 (Prediction of Ozone Formation Based on Neural Network and Stochastic Method)

  • 오세천;여영구
    • 청정기술
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    • 제7권2호
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    • pp.119-126
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    • 2001
  • 인공신경 회로망과 통계적 방법을 이용하여 오존 형성의 예측에 관한 연구를 수행하였다. 파라미터 평가방법으로는 실시간 파라미터를 평가하기 위하여 ELS 및 RML 방법이 사용되었으며 오존 형성의 모델로는 ARMAX 모델을 사용하였다. 또한 3층 구조를 갖는 인공신경 회로망 방법을 이용하여 오존 형성의 예측 시험을 수행하였으며 본 연구에 사용된 통계적 방법의 성능을 평가하기 위하여 오존 형성의 예측결과를 실제 자료와 비교 분석을 하였다. 실제 자료와의 비교를 통하여 파라미터 평가 방법 및 인공신경 회로망 방법에 근거한 예측방법이 제한된 예측 구간 내에서 만족할 만한 성능을 보임을 확인할 수 있었다.

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Preliminary strong ground motion simulation at seismic stations within nuclear power plant sites in South Korea by a scenario earthquake on the causative fault of 2016 Gyeongju earthquake

  • Choi, Hoseon
    • Nuclear Engineering and Technology
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    • 제54권7호
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    • pp.2529-2539
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    • 2022
  • Stochastic and an empirical Green's function (EGF) methods are preliminarily applied to simulate strong ground motions (SGMs) at seismic stations within nuclear power plant (NPP) sites in South Korea by an assumed large earthquake with MW6.5 (scenario earthquake) on the causative fault of the 2016 Gyeongju earthquake with MW5.5 (mainshock). In the stochastic method, a ratio of spectral amplitudes of observed and simulated waveforms for the mainshock is assumed to be an adjustment factor. In the EGF method, SGMs by the mainshock are simulated assuming SGMs by the 2016 Gyeongju earthquake with MW5.0 (foreshock) as the EGF. To simulate SGMs by the scenario earthquake, a ratio of fault length to width is assumed to be 2:1 in the stochastic method, and SGMs by the mainshock are assumed to be EGF in the EGF method. The results are similar based on a bias of the simulated response spectra by the two methods, and the simulated response spectra by the two methods exceeded commonly standard design response spectra anchored at 0.3 g of NPP sites slightly at a frequency band above 4 Hz, but considerable attention to interpretation is required since it is an indirect comparison.

한국 지역 간 보건의료수준의 상대적 위치 비교 연구: Position Value for Relative Comparison Index를 활용하여 (A Study on Regional Differences in Healthcare in Korea: Using Position Value for Relative Comparison Index)

  • 윤흰뫼;윤초아;강수현;권준현;이현지;박은철;장성인
    • 보건행정학회지
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    • 제31권4호
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    • pp.491-507
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    • 2021
  • Background: This study aims to measure regional healthcare differences in Korea, and define relatively underserved areas. Methods: We employed position value for relative comparison index (PARC) to measure the healthcare status of 250 areas using 137 indicators in five following domains: healthcare demand, supply, accessibility, service utilization, and outcome. We performed a sensitivity analysis using t-SNE (t-distributed stochastic neighboring embedding). Results: Based on PARC values, 83 areas were defined as relatively underserved areas, 49 of which were categorized as moderate and 34 as severe. The provincial regions with the most underserved areas were Gyeongbuk (16 areas), Gangwon (13), Jeonnam (13), and Gyeongnam (12). Conclusion: This study suggests a relative comparison approach to define relatively underserved areas in healthcare. Further studies incorporating various perspectives and methods are required for policy implications.

Evaluation of Probabilistic Finite Element Method in Comparison with Monte Carlo Simulation

  • 이재영;고홍석
    • 한국농공학회지
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    • 제32권E호
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    • pp.59-66
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    • 1990
  • Abstract The formulation of the probabilistic finite element method was briefly reviewed. The method was implemented into a computer program for frame analysis which has the same analogy as finite element analysis. Another program for Monte Carlo simulation of finite element analysis was written. Two sample structures were assumed and analized. The characteristics of the second moment statistics obtained by the probabilistic finite element method was examined through numerical studies. The applicability and limitation of the method were also evaluated in comparison with the data generated by Monte Carlo simulation.

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확율유한요소법의 구조시스템신뢰성해석에의 적용 (Application of the Stochastic Finite Element Method to Structural System Reliability Analysis)

  • 이주성
    • 전산구조공학
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    • 제5권1호
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    • pp.97-108
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    • 1992
  • 이 논문에서는 구조시스템신뢰성해석에 있어서 부재의 파괴후 잔류강도의 불확실성을 고려하였다. 이를 위하여 확율유한요소법(Stochastic Finite Element Method: SFEM)을 시스템신뢰성해석과정에 접합하였다. 확율유한요소법은 신뢰성해석시 재료와 기하학적 변수의 불확실성을 좀더 함축적으로 고려할 수 있는 것으로 알려져 있으며, 본 논문에서 이 방법을 구조부재와 구조시스템의 신뢰성해석에 적용해 보았다. 이 논문의 방법과 파괴된 부재의 잔류응력을 확정적으로 취급하는 방법과 그 결과를 비교하였으며, 부재가 파괴된 후 그 잔류강도의 불확실성이 구조시스템 신뢰성에 주는 영향을 보기위해 여러 경우를 고찰해 보았다. 그 결과로부터 부재의 파괴 후 잔류강도가 구조시스템신뢰성에 대단히 큰 영향을 준다는 것을 다시 확인할 수 있었다. 이 논문의 여러경우에 대한 연구로 부터 좀 더 나은 구조시스템신뢰성의 평가를 위해서 부재의 파괴후 거동이 갖는 불확실성을 구조시스템신뢰성해석시, 특히 부재의 파괴후 거동이 semi-brittle인 경우에, 고려해야 한다는 결론을 내릴 수 있겠다. 이점을 받아들인다면 확율유한요소법이 구조시스템신뢰성해석에 있어서 적합한 방법일 것이다.

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저가 관성센서의 오차보상을 위한 간접형 칼만필터 기반 센서융합과 소형 비행로봇의 자세 및 위치결정 (Indirect Kalman Filter based Sensor Fusion for Error Compensation of Low-Cost Inertial Sensors and Its Application to Attitude and Position Determination of Small Flying robot)

  • 박문수;홍석교
    • 제어로봇시스템학회논문지
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    • 제13권7호
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    • pp.637-648
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    • 2007
  • This paper presents a sensor fusion method based on indirect Kalman filter(IKF) for error compensation of low-cost inertial sensors and its application to the determination of attitude and position of small flying robots. First, the analysis of the measurement error characteristics to zero input is performed, focusing on the bias due to the temperature variation, to derive a simple nonlinear bias model of low-cost inertial sensors. Moreover, from the experimental results that the coefficients of this bias model possess non-deterministic (stochastic) uncertainties, the bias of low-cost inertial sensors is characterized as consisting of both deterministic and stochastic bias terms. Then, IKF is derived to improve long term stability dominated by the stochastic bias error, fusing low-cost inertial sensor measurements compensated by the deterministic bias model with non-inertial sensor measurement. In addition, in case of using intermittent non-inertial sensor measurements due to the unreliable data link, the upper and lower bounds of the state estimation error covariance matrix of discrete-time IKF are analyzed by solving stochastic algebraic Riccati equation and it is shown that they are dependant on the throughput of the data link and sampling period. To evaluate the performance of proposed method, experimental results of IKF for the attitude determination of a small flying robot are presented in comparison with that of extended Kaman filter which compensates only deterministic bias error model.

공급사슬 내의 재고관리를 위한 모의실험에 기초한 발견적 기법: 봉사척도 관점 (A Simulation-based Heuristic Algorithm for Determining a Periodic Order Policy at the Supply Chain: A Service Measure Perspective)

  • 박창규
    • 산업공학
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    • 제13권3호
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    • pp.424-430
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    • 2000
  • Supply chain management (SCM) is an area that has recently received a great deal of attention in the business community. While SCM is relatively new, the idea of coordinated planning is not. During the last decades, many researchers have investigated multi-stage inventory problems. However, only a few papers address the problem of cost-optimal coordination of multi-stage inventory control with respect to service measures. Even published approaches have a shortcoming in dealing with a delivery lead time consisted of a shipping time and a waiting time. Assumed that there is no waiting time, or that the delivery lead time is implicitly compounded of a shipping time and a waiting time, the problem is often simplified into a multi-stage buffer allocation and a single-stage stochastic buffer sizing problem at all installations. This paper presents a simulation-based heuristic algorithm and a comparison with others for the problem that cannot be decomposed into a multi-stage buffer allocation and a single-stage stochastic buffer sizing problem because the waiting time ties together all stages. The comparison shows that the simulation-based heuristic algorithm performs better than other approaches in saving average inventory cost for both Poisson and Normal demands.

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장기유출량의 추계학적 모의 발생에 관한 연구 (II) (Studies on the Stochastic Generation of Long Term Runoff (2))

  • 이순혁;맹승진;박종국
    • 한국농공학회지
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    • 제35권3호
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    • pp.117-129
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    • 1993
  • This study was conducted to get reasonable and abundant hydrological time series of monthly flows simulated by a best fitting stochastic simulation model for the establishment of rational design and the rationalization of management for agricultural hydraulic structures including reservoirs. Comparative analysis carried out for both statistical characteristics and synthetic monthly flows simulated by the multi-season first order Markov model based on Gamma distribution which is confirmed as good one in the first report of this study and by Harmonic synthetic model analyzed in this report for the six watersheds of Yeong San and Seom Jin river systems. 1.Arithmetic mean values of synthetic monthly flows simulated by Gamma distribution are much closer to the results of the observed data than those of Harmonic synthetic model in the applied watersheds. 2.In comparison with the coefficients of variation, index of fluctuation for monthly flows simulated by two kinds of synthetic models, those based on Gamma distribution are appeared closer to the observed data than those of Harmonic synthetic model both in Yeong San and Seom Jin river systems. 3.It was found that synthetic monthly flows based on Gamma distribution are considered to give better results than those of Harmonic synthetic model in the applied watersheds. 4.Continuation studies by comparison with other simulation techniques are to be desired for getting reasonable generation technique of synthetic monthly flows for the various river systems in Korea.

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