• Title/Summary/Keyword: stochastic dynamic

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A Study on the Analysis of Stochastic Nonlinear Dynamic System (확률적 비선형 동적계의 해석에 관한 연구)

  • 남성현;김호룡
    • Transactions of the Korean Society of Mechanical Engineers
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    • v.19 no.3
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    • pp.697-704
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    • 1995
  • The dynamic characteristics of a system can be critically influenced by system uncertainty, so the dynamic system must be analyzed stochastically in consideration of system uncertainty. This study presents the stochastic model of a nonlinear dynamic system with uncertain parameters under nonstationary stochastic inputs. And this stochastic system is analyzed by a new stochastic process closure method and moment equation method. The first moment equation is numerically evaluated by Runge-Kutta method and the second moment equation is numerically evaluated by stochastic process closure method, 4th cumulant neglect closure method and Runge-Kutta method. But the first and the second moment equations are coupled each other, so this equations are approximately evaluated by a iterative method. Finally the accuracy of the present method is verified by Monte Carlo simulation.

A Study on the Analysis of Stochastic Dynamic System (확률적 동적계의 해석에 관한 연구)

  • Nam, S.H.;Kim, H.R.
    • Journal of the Korean Society for Precision Engineering
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    • v.12 no.4
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    • pp.127-134
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    • 1995
  • The dynamic characteristics of a system can be critically influenced by system uncertainty, so the dynamic system must be analyzed stochastically in consideration of system uncertainty. This study presents a generalized stochastic model of dynamic system subjected to bot external and parametric nonstationary stochastic input. And this stochastic system is analyzed by a new stochastic process closure method and moment equation method. The first moment equation is numerically evaluated by Runge-Kutta method. But the second moment equation is founded to constitute an infinite coupled set of differential equations, so this equations are numerically evaluated by cumulant neglect closure method and Runge-Kutta method. Finally the accuracy of the present method is verified by Monte Carlo simulation.

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A Study on the Stochastic Finite Element Method for Dynamic Problem of Nonlinear Continuum

  • Wang, Qing;Bae, Dong-Myung
    • Journal of Ship and Ocean Technology
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    • v.12 no.2
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    • pp.1-15
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    • 2008
  • The main idea of this paper introduce stochastic structural parameters and random dynamic excitation directly into the dynamic functional variational formulations, and developed the nonlinear dynamic analysis of a stochastic variational principle and the corresponding stochastic finite element method via the weighted residual method and the small parameter perturbation technique. An interpolation method was adopted, which is based on representing the random field in terms of an interpolation rule involving a set of deterministic shape functions. Direct integration Wilson-${\theta}$ Method was adopted to solve finite element equations. Numerical examples are compared with Monte-Carlo simulation method to show that the approaches proposed herein are accurate and effective for the nonlinear dynamic analysis of structures with random parameters.

An Experimental Study on the Stochastic Control of a Flexible Structural System (유연한 구조물의 확률론적 제어에 대한 실험적 연구)

  • Kim, Dae-Jung;Heo, Hoon
    • Journal of KSNVE
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    • v.9 no.3
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    • pp.502-508
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    • 1999
  • Newly developed control methodology applied to dynamic system under random disturbance is investigated and its performance is verified experimentall. Flexible cantilever beam sticked with piezofilm sensor and piezoceramic actuator is modelled in physical domain. Dynamic moment equation for the system is derived via Ito's stochastic differential equation and F-P-K equation. Also system's characteristics in stochastic domain is analyzed simultaneously. LQG controller is designed and used in physical and stochastic domain as wall. It is shown experimentally that randomly excited beam on the base is controlled effectively by designed LQG controller in physical domain. By comparing the result with that of LQG controller designed in stochastic domain, it is shown that new control method, what we called $\ulcorner$Heo-stochastic controller design technique$\lrcorner$, has better performance than conventional ones as a controller.

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A Experimental Study of Stochastic Controller Realizing Technique (실험적 연구를 통한 확률제어기 구현)

  • Lee, Jong-Bok;Kim, Yong-Kwan;Yoon, Young-Soo;Choi, Won-Seok;Heo, Hoon
    • Proceedings of the Korean Society for Noise and Vibration Engineering Conference
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    • 2002.05a
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    • pp.715-718
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    • 2002
  • A control strategy for a dynamic system under Irregular disturbance by using stochastic controller is developed. In order to design stochastic controller. system dynamic model in real domain is transformed dynamic moment equation in stochastic domain by F-P-K approach. A study of real time control technique for stochastic controller is presented. The performance of stochastic controller is verified through experiment used by real time control technique method.

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Dynamic Decisions using Variable Neighborhood Search for Stochastic Resource-Constrained Project Scheduling Problem (확률적 자원제약 스케줄링 문제 해결을 위한 가변 이웃탐색 기반 동적 의사결정)

  • Yim, Dong Soon
    • Journal of Korean Institute of Industrial Engineers
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    • v.43 no.1
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    • pp.1-11
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    • 2017
  • Stochastic resource-constrained project scheduling problem is an extension of resource-constrained project scheduling problem such that activity duration has stochastic nature. In real situation where activity duration is not known until the activity is finished, open-loop based static policies such as activity-based policy and priority-based policy will not well cope with duration variability. Then, a dynamic policy based on closed-loop decision making will be regarded as an alternative toward achievement of minimal makespan. In this study, a dynamic policy designed to select activities to start at each decision time point is illustrated. The performance of static and dynamic policies based on variable neighborhood search is evaluated under the discrete-event simulation environment. Experiments with J120 sets in PSPLIB and several probability distributions of activity duration show that the dynamic policy is superior to static policies. Even when the variability is high, the dynamic policy provides stable and good solutions.

A Study of Realizing Technique for Stochastic Controller (확률제어기의 실시간 적용을 위한 연구)

  • Kim, Y. K.;Lee, J. B.;Yoon, Y. S.;Choi, W. S.;Heo, H.
    • Proceedings of the Korean Society of Precision Engineering Conference
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    • 2002.05a
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    • pp.215-218
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    • 2002
  • A control strategy for a dynamic system under irregular disturbance by using stochastic controller is developed. In order to design stochastic controller, system dynamic model in real domain i transformed dynamic moment equation in stochastic domain by F-P-K approach. A study of real time control technique four stochastic controller is performed in this paper.

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Basin-Wide Multi-Reservoir Operation Using Reinforcement Learning (강화학습법을 이용한 유역통합 저수지군 운영)

  • Lee, Jin-Hee;Shim, Myung-Pil
    • Proceedings of the Korea Water Resources Association Conference
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    • 2006.05a
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    • pp.354-359
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    • 2006
  • The analysis of large-scale water resources systems is often complicated by the presence of multiple reservoirs and diversions, the uncertainty of unregulated inflows and demands, and conflicting objectives. Reinforcement learning is presented herein as a new approach to solving the challenging problem of stochastic optimization of multi-reservoir systems. The Q-Learning method, one of the reinforcement learning algorithms, is used for generating integrated monthly operation rules for the Keum River basin in Korea. The Q-Learning model is evaluated by comparing with implicit stochastic dynamic programming and sampling stochastic dynamic programming approaches. Evaluation of the stochastic basin-wide operational models considered several options relating to the choice of hydrologic state and discount factors as well as various stochastic dynamic programming models. The performance of Q-Learning model outperforms the other models in handling of uncertainty of inflows.

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A Study of 'Mode Selecting Stochastic Controller' for a Dynamic System Under Random Vibration

  • Kim Yong-Kwan;Lee Jong-Bok;Heo Hoon
    • Journal of Mechanical Science and Technology
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    • v.19 no.10
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    • pp.1846-1855
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    • 2005
  • This paper presents a new stochastic controller applied on the vibration control system under irregular disturbances based on the mode selection scheme. Measured displacement and frequency characteristics are simultaneously used in designing a mode selecting controller. This technique is validated by applying to the suppression problem of a flexible beam with randomly vibrated circumstances. The presented method, called Mode Selecting Stochastic Controller, uses the frequency measurement of the flexible system based on a Fast-Fourier transformation algorithm. This controller is constructed by combining mode selection method with previous known Stochastic Controller in real time: Numerical simulations and several experiments are conducted to validate the proposed method. The performance of the proposed method is compared with a stochastic controller developed recently. This method was improved compared with previous one.

Probability density evolution analysis on dynamic response and reliability estimation of wind-excited transmission towers

  • Zhang, Lin-Lin;Li, Jie
    • Wind and Structures
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    • v.10 no.1
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    • pp.45-60
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    • 2007
  • Transmission tower is a vital component in electrical system. In order to accurately compute the dynamic response and reliability of transmission tower under the excitation of wind loading, a new method termed as probability density evolution method (PDEM) is introduced in the paper. The PDEM had been proved to be of high accuracy and efficiency in most kinds of stochastic structural analysis. Consequently, it is very hopeful for the above needs to apply the PDEM in dynamic response of wind-excited transmission towers. Meanwhile, this paper explores the wind stochastic field from stochastic Fourier spectrum. Based on this new viewpoint, the basic random parameters of the wind stochastic field, the roughness length $z_0$ and the mean wind velocity at 10 m heigh $U_{10}$, as well as their probability density functions, are investigated. A latticed steel transmission tower subject to wind loading is studied in detail. It is shown that not only the statistic quantities of the dynamic response, but also the instantaneous PDF of the response and the time varying reliability can be worked out by the proposed method. The results demonstrate that the PDEM is feasible and efficient in the dynamic response and reliability analysis of wind-excited transmission towers.