• 한국전산구조공학회:학술대회논문집
• /
• 한국전산구조공학회 1998년도 가을 학술발표회 논문집
• /
• pp.497-504
• /
• 1998

In the nonlinear dynamic structural analysis, the given ground excitation as an input should be well defined. Because of the lack of recorded accelerograms in Korea, it is required to generate an artificial earthquake by a stochastic model of ground excitation with various dynamic properties rather than recorded accelerograms. It is well own that earthquake motions are generally non-stationary with time-varying intensity and frequency content. Many researchers have proposed non-stationary random process models. Yeh and Wen (1990) proposed a non-stationary stochastic process model which can be modeled as components with an intensity function, a frequency modulation function and a power spectral density function to describe such non-stationary characteristics. This model is based on the simulation for the strong-motion earthquakes with magnitude greater than approximately 5.0~6.0, because it will be not only expected to cause structural damage but also involved the characteristics of earthquake motions. Also, the recorded earthquake motion within this range are still very scarce in Korea. Thus, it is necessary to verify the model by the application of it to the mid-magnitude (approximately 4.0~6.0) earthquakes actually recorded in domestic or foreign area. The purpose of the paper is to generate an artificial earthquake using the model of Yeh and Wen in the area with low seismicity.

• 대한교통학회지
• /
• 제11권1호
• /
• pp.67-86
• /
• 1993

A formulation of dynamic traffic assignment between multiple origins and single destination was first introduced in 1987 by Merchant and Nemhauser, and then expanded for multiple destination in the late 1980's (Carey, 1987). Based on behavioral choice theory which provides proper demand elasticities with respect to changes in policy variables, traffic phenomena can be analysed more realistically, especially in peak periods. However, algorithms for these models are not well developed so far(working with only small toy network) and solutions of these models are not unique. In this paper, a new model is developed which keeps the simplicity of static models, but provides the sensitivity of dynamic models with changes of O-D flows over time. It can be viewed as a joint departure time and route choice model, in the given time periods(6-7, 7-8, 8-9 and 9-10 am). Standard multinomial logit model has been used for simulating the choice behavior of destination, mode, route and departure time within a framework of the incremental network assignment model. The model developed is workable in a PC 386 with 175 traffic zones and 3581 links of Seoul and tested for evaluating the exclusive use of Namsan tunnel for HOV and the left-turn prohibition. Model's performance results and their statistical significance are also presented.

• 한국광학회지
• /
• 제5권2호
• /
• pp.319-325
• /
• 1994

Stochastic 접근 방식을 사용한 Manchester 코드 파장분할다중 시스템의 성능이 산탄 잡음과 광섬유 비선형성에 기인한 four-wave mixing을 고려하여 평가되었다. DPSK 변조방식에 대하여 Manchester code 시스템의 결과는 기존의 non-return-to-zero 시스템과 비교된다. 더구나 최대 입력 전력(FWM에 의해 제한)과 최소 입력 전력(수신 감도에 의해 제한)의 비로서 정의된 dynamic range가 평가되었다. $1.55.{\mu}m$ 16채널 시스템에서 DPSK Manchester 코드 시스템의 dynamic range는 NRZ에 대한 관점에서 2.1dB의 개선을 보인다. 이 결과는 분산 천이 광섬유와 기존의 광섬유에 대해서 같은 결과를 얻어졌으며 10GHz의 채널 간격과 1Gbps/channel bit rate에서 이루어졌다.

• 한국통신학회논문지
• /
• 제28권8B호
• /
• pp.691-698
• /
• 2003

네트워크의 QoS를 지원하기 위해서는 환경변화에 동적으로 대처할 수 있는 자원관리 시스템이 필요하며, 이를 위해 고전적인 제어기술 분야에 사용되는 적응적인 시스템을 도입할 수 있다. 제어기술의 적용을 위해서는 네트워크의 대역폭 할당에 따른 전송률 응답특성을 구현해주는 모델의 개발이 필수적이라고 할 수 있다. 본 연구에서는 두 가지 방식의 네트워크 모델을 제안하였다. 첫째는 "동적 시스템 모델"이며 다른 하나는 "통계학적 모델"이다. 동적 시스템 모델은 네트워크의 동적 특성을 고려하여 도입하였으며, 통계학적 모델은 측정된 전송량 데이터의 분포를 고려하여 도입하였다. 제시된 두 모델의 인자 결정을 위해 최적화 기법을 사용하였으며, 제시된 두 모델이 실제 네트워크의 동작과 유사함을 살펴보았다.

• Earthquakes and Structures
• /
• 제5권4호
• /
• pp.395-416
• /
• 2013

The magneto-rheological (MR) damper contributes to the new technology of structural vibration control. Its developments and applications have been paid significant attentions in earthquake engineering in recent years. Due to the shortages, however, inherent in deterministic control schemes where only several observed seismic accelerations are used as the trivial input and in classical stochastic optimal control theory with assumption of white noise process, the derived control policy cannot effectively accommodate the performance of randomly base-excited engineering structures. In this paper, the experimental and analytical studies on stochastic seismic response control of structures with specifically designed MR dampers are carried out. The random ground motion, as the base excitation posing upon the shaking table and the design load used for structural control system, is represented by the physically based stochastic ground motion model. Stochastic response analysis and reliability assessment of the tested structure are performed using the probability density evolution method and the theory of extreme value distribution. It is shown that the seismic response of the controlled structure with MR dampers gain a significant reduction compared with that of the uncontrolled structure, and the structural reliability is obviously strengthened as well.

• 한국소음진동공학회:학술대회논문집
• /
• 한국소음진동공학회 2001년도 춘계학술대회논문집
• /
• pp.892-896
• /
• 2001

백색잡음 불규칙 과정으로 모델링된 난류형태의 유체운동에 의하여 가진되는 비선형 시스템의 특성과 제어기법에 대해 연구하였다. 고려된 물리적인 모델은 주질량과 끝단 집중질량을 갖는 보형태의 구조물이다. 그 지배방정식은 확률론적 관점에서 F-P-K 접근법으로 유도되었고, 비선형 해석법으로 Gaussian Closure방법을 이용하였다. 비선형 시스템의 제어기법으로는 슬라이딩 모드 제어기를 최초로 확률영역에서 설계하고 그 효과를 확률영역 및 시간영역에서 고찰하였다.

• 한국지능시스템학회논문지
• /
• 제23권4호
• /
• pp.348-353
• /
• 2013

최근들어, 확률론적 최적제어를 포함한 제어이론과 각종 기계학습 기반 인공지능 방법론은 금융공학 분야의 주요 도구로 자리를 잡아 가고 있다. 본 논문에서는 평균회귀 현상을 보이는 시장을 위한 페어 트레이딩 전략 분야와 추세 추종형 트레이딩 전략 분야에 대해 확률론적 최적제어 이론을 활용한 최신 논문 몇 편을 간단히 살펴보고, 보다 융통성 있고 접근성이 좋은 도구를 확보하기 위하여 확률론적 최적제어이론과 기계학습 기법을 동시에 응용하는 전략을 고려한다. 예시를 위하여 실시한 시뮬레이션은 본 논문에서 고려한 전략이 실제 금융시장 데이터를 대상으로 적용될 때 고무적인 결과를 제공할 수 있음을 보여준다.

• Structural Engineering and Mechanics
• /
• 제33권4호
• /
• pp.407-428
• /
• 2009

The effects of the uniform and spatially varying ground motions on the stochastic response of fluid-structure interaction system during an earthquake are investigated by using the displacement based fluid finite elements in this paper. For this purpose, variable-number-nodes two-dimensional fluid finite elements based on the Lagrangian approach is programmed in FORTRAN language and incorporated into a general-purpose computer program SVEM, which is used for stochastic dynamic analysis of solid systems under spatially varying earthquake ground motion. The spatially varying earthquake ground motion model includes wave-passage, incoherence and site-response effects. The effect of the wave-passage is considered by using various wave velocities. The incoherence effect is examined by considering the Harichandran-Vanmarcke and Luco-Wong coherency models. Homogeneous medium and firm soil types are selected for considering the site-response effect where the foundation supports are constructed. A concrete gravity dam is selected for numerical example. The S16E component recorded at Pacoima dam during the San Fernando Earthquake in 1971 is used as a ground motion. Three different analysis cases are considered for spatially varying ground motion. Displacements, stresses and hydrodynamic pressures occurring on the upstream face of the dam are calculated for each case and compare with those of uniform ground motion. It is concluded that spatially varying earthquake ground motions have important effects on the stochastic response of fluid-structure interaction systems.

• Wind and Structures
• /
• 제16권5호
• /
• pp.433-455
• /
• 2013

A phase delay spectrum model towards the representation of spatial coherence of stochastic wind fields is proposed. Different from the classical coherence functions used in the spectral representation methods, the model is derived from the comprehensive description of coherence of fluctuating wind speeds and from the thorough analysis of physical accounts of random factors affecting phase delay, building up a consistent mapping between the simulated fluctuating wind speeds and the basic random variables. It thus includes complete probabilistic information of spatial stochastic wind fields. This treatment prompts a ready and succinct scheme for the simulation of fluctuating wind speeds, and provides a new perspective to the accurate assessment of dynamic reliability of wind-induced structures. Numerical investigations and comparative studies indicate that the developed model is of rationality and of applicability which matches well with the measured data at spatial points of wind fields, whereby the phase spectra at defined datum mark and objective point are feasibly obtained using the numerical scheme associated with the starting-time of phase evolution. In conjunction with the stochastic Fourier amplitude spectrum that we developed previously, the time history of fluctuating wind speeds at any spatial points of wind fields can be readily simulated.

• 한국대기환경학회지
• /
• 제7권3호
• /
• pp.156-168
• /
• 1991

The purpose of this paper is to develop a stochastic model for daily sulphur dioxide $(SO_2)$ concentrations prediction in urban area (Seoul). For this, the influence of the meteorological parameters on the $SO_2$ concentrations is investigated by a statistical analysis of the 24-hr averaged $SO_2$ levels of Seoul area during 1989 $\sim$ 1990. The annual fluctuations of the regression trend, periodicity and dependence of the daily concentration are also analyzed. Based on these, a nonlinear regression transfer function model for the prediction of daily $SO_2$ concentrations is derived. A statistical procedure for using the model to predict the concentration level is also proposed.