• 한국물환경학회지
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• 제24권1호
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• pp.99-106
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• 2008

With globally increasing interests in climate-soil-vegetation system, a new stochastic model of soil water and plant water stress is derived for better understanding of the soil water and plant water stress dynamics and their role in water-controlled ecosystem. The steady-state assumption is used for simplifying the equations. The derived model is simple yet realistic that it can account for the essential features of the system. The model represents the general characteristics of rainfall, soil, and vegetation; i.e. the soil moisture constitutes the decrease form of the steady-state and the plant water stress becomes increasing with the steady state when the rainfall is decreased. With this model, further deep study for the effects of soil water and plant water stress on the system will be accomplished.

• Structural Engineering and Mechanics
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• 제25권3호
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• pp.275-289
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• 2007

In this paper a brief overview of methods to assess the reliability of mechanical systems and structures is presented. A selection of computational procedures, stochastic structural dynamics, stochastic fatigue crack growth and reliability based optimization are discussed. It is shown that reliability based methods may form the basis for a rational decision making.

• 대한수학회보
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• 제54권2호
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• pp.607-618
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• 2017

In this paper, we introduce a quadratic stochastic operators on the set of all probability measures of a measurable space. We study the dynamics of the Lebesgue quadratic stochastic operator on the set of all Lebesgue measures of the set [0, 1]. Namely, we prove the regularity of the Lebesgue quadratic stochastic operators.

• 한국농공학회지
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• 제36권1호
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• pp.54-62
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• 1994

The expanding technique of the Stochastic Finite Element Method(SFEM) is proposed in this paper for adapting direct integration methods in stochastical dynamic analysis of structures. Grafting the direct integration methods and the SFEM together, one can deal with nonlinear structures and nonstationary process problems without any restriction. The stochastical central diffrence and stochastic Houbolt methods are introduced to show the expanding technique, and their adaptabilities are discussed. Results computed by the proposed method (the Stochastic Finite Element Method in Dynamics: SFEMD) for two degree-of-free- dom system are compared with those obtained by Monte Carlo Simulation.

• Korean Journal of Mathematics
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• 제26권4호
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• pp.583-599
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• 2018

In this paper, we are concerned with the existence of random dynamics for stochastic non-autonomous reaction-diffusion equations driven by a Wiener-type multiplicative noise defined on the unbounded domains.

• Structural Engineering and Mechanics
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• 제32권1호
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• pp.21-36
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• 2009

An importance sampling method is presented for computing the first passage probability of elasto-plastic structures under stochastic excitations. The importance sampling distribution corresponds to shifting the mean of the excitation to an 'adapted' stochastic process whose future is determined based on information only up to the present. A stochastic control approach is adopted for designing the adapted process. The optimal control law is determined by a control potential, which satisfies the Bellman's equation, a nonlinear partial differential equation on the response state-space. Numerical results for a single-degree-of freedom elasto-plastic structure shows that the proposed method leads to significant improvement in variance reduction over importance sampling using design points reported recently.

• Structural Engineering and Mechanics
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• 제3권4호
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• pp.313-324
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• 1995

Flexible cantilever pipes conveying fluids with high velocity are analysed for their dynamic response and stability behaviour. The Young's modulus and mass per unit length of the pipe material have a stochastic distribution. The stochastic fields, that model the fluctuations of Young's modulus and mass density are characterized through their respective means, variances and autocorrelation functions or their equivalent power spectral density functions. The stochastic non self-adjoint partial differential equation is solved for the moments of characteristic values, by treating the point fluctuations to be stochastic perturbations. The second-order statistics of vibration frequencies and mode shapes are obtained. The critical flow velocity is first evaluated using the averaged eigenvalue equation. Through the eigenvalue equation, the statistics of vibration frequencies are transformed to yield critical flow velocity statistics. Expressions for the bounds of eigenvalues are obtained, which in turn yield the corresponding bounds for critical flow velocities.

• 제어로봇시스템학회:학술대회논문집
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• 제어로봇시스템학회 1994년도 Proceedings of the Korea Automatic Control Conference, 9th (KACC) ; Taejeon, Korea; 17-20 Oct. 1994
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• pp.152-155
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• 1994

The presence of joint elasticity or the arm flexibility causes low damped oscillatory position error along a desired trajectory. We utilize a stochastic model for describing the fast dynamics and the approximation error. A second order shaping filter is synthesized such that its spectrum matches that of the fast dynamics. Augmenting the state vector of slow part with that of shaping filter, we obtain a nonlinear dynamics to which a Gaussian white noise is injected. This modeling approach leads us to the design of an extended Kalman filter(KEF) and a linear quadratic Gaussian(LQG) control scheme. We present the simulation results of this control method. The simulation results show us that our Kalman filtering approach is one of prospective methods in controlling the flexible arms.

• Earthquakes and Structures
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• 제3권5호
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• pp.719-747
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• 2012

In this paper a novel approach is proposed to address the problem of deriving non-stationary stochastic processes which are compatible in the mean sense with a given (target) response (uniform hazard) spectrum (UHS) as commonly desired in the aseismic structural design regulated by contemporary codes of practice. The appealing feature of the approach is that it is non-iterative and "one-step". This is accomplished by solving a standard over-determined minimization problem in conjunction with appropriate median peak factors. These factors are determined by a plethora of reported new Monte Carlo studies which on their own possess considerable stochastic dynamics merit. In the proposed approach, generation and treatment of samples of the processes individually on a deterministic basis is not required as is the case with the various "two-step" approaches found in the literature addressing the herein considered task. The applicability and usefulness of the approach is demonstrated by furnishing extensive numerical data associated with the elastic design UHS of the current European (EC8) and the Chinese (GB 50011) aseismic code provisions. Purposely, simple and thus attractive from a practical viewpoint, uniformly modulated processes assuming either the Kanai-Tajimi (K-T) or the Clough-Penzien (C-P) spectral form are employed. The Monte Carlo studies yield damping and duration dependent median peak factor spectra, given in a polynomial form, associated with the first passage problem for UHS compatible K-T and C-P uniformly modulated stochastic processes. Hopefully, the herein derived stochastic processes and median peak factor spectra can be used to facilitate the aseismic design of structures regulated by contemporary code provisions in a Monte Carlo simulation-based or stochastic dynamics-based context of analysis.

• Earthquakes and Structures
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• 제3권3_4호
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• pp.581-609
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• 2012

In this paper a novel non-iterative approach is proposed to address the problem of deriving non-stationary stochastic processes which are compatible in the mean sense with a given (target) response (uniform hazard) spectrum (UHS) as commonly desired in the aseismic structural design regulated by contemporary codes of practice. This is accomplished by solving a standard over-determined minimization problem in conjunction with appropriate median peak factors. These factors are determined by a plethora of reported new Monte Carlo studies which on their own possess considerable stochastic dynamics merit. In the proposed approach, generation and treatment of samples of the processes individually on a deterministic basis is not required as is the case with the various approaches found in the literature addressing the herein considered task. The applicability and usefulness of the approach is demonstrated by furnishing extensive numerical data associated with the elastic design UHS of the current European (EC8) and the Chinese (GB 50011) aseismic code provisions. Purposely, simple and thus attractive from a practical viewpoint, uniformly modulated processes assuming either the Kanai-Tajimi (K-T) or the Clough-Penzien (C-P) spectral form are employed. The Monte Carlo studies yield damping and duration dependent median peak factor spectra, given in a polynomial form, associated with the first passage problem for UHS compatible K-T and C-P uniformly modulated stochastic processes. Hopefully, the herein derived stochastic processes and median peak factor spectra can be used to facilitate the aseismic design of structures regulated by contemporary code provisions in a Monte Carlo simulation-based or stochastic dynamics-based context of analysis.