• Structural Engineering and Mechanics
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• v.5 no.6
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• pp.839-851
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• 1997

Closed-form solutions are analytically derived for stochastic properties of earthquake ground motion fields, which are conditioned by an observed time series at certain observation sites and are characterized by spectra with uncertainties. The theoretical framework presented here can estimate not only the expectations of such simulated earthquake ground motions, but also the prediction errors which offer important information for the field of engineering. Before these derivations are made, the theory of conditional random fields is summarized for convenience in this study. Furthermore, a method for stochastic interpolation of power spectra is explained.

• Journal of Korea Water Resources Association
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• v.33 no.3
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• pp.341-350
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• 2000

The objectives of this study are to develop a state-space form of stochastic dynamic storage function routing model and to test the model performance for real-time flow forecast. The selected study area is the main Han River starting from Paldang Dam site to Indogyo station and the 13 flood events occurred from 1987 to 1998 are selected for computing model parameters and testing the model performance. It was shown that the optimal model parameters are quite different depending on Hood events, but the values used on field work also give reasonable results in this study area. It is also obvious that the model performance from the stochastic-dynamic model developed in this study gives more accurate and reliable results than that from the existing deterministic model. Analysis for allowable forecast lead time leads that under the current time step the reasonable predicted downstream flows in 5 hours time advance are obtained from the stochastic dynamic model on relatively less lateral inflow event in the study area.

• Journal of Korea Water Resources Association
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• v.31 no.4
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• pp.363-373
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• 1998

In this study, random flow field in a nonstationary porous formation is characterized through cross covariances of the velocity with the log conductivity and the head. The hydraulic head and the velocity in saturated aquifers are found through stochastic analysis of a steady, two-dimensional flow field without recharge. Expression for these cross covariances are obtained in quasi-analytic forms all in terms of the parameters which characterize the nonstationary conductivity field and the average head gradient. The cross covariances with a Gaussian correlation function for the log conductivity are presented for two particular cases where the trend is either parallel or perpendicular to the mean head gradient and for separation distances along and across the mean flow direction. The results may be of particular importance in transport predictions and conditioning on field measurements when the log conductivity field is suspected to be nonstationary and also serve as a benchmark for testing nonstationary numerical codes. Keywords : cross covariance, nonstationary conductivity field, saturated aquifer, stochastic analysis.

• Proceedings of the Computational Structural Engineering Institute Conference
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• 2006.04a
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• pp.857-864
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• 2006

Due to the difficulties in numerical generation of random fields that satisfy not only the probabilistic distribution but the spectral characteristics as well. it is relatively hard to find an exact response variability of a structural response with a specific random field which has its features in the spatial and spectral domains. In this study. focusing on the fact that the random field assumes a constant over the domain under consideration when the correlation distance tends to infinity, a semi-theoretical solution of response variability is proposed for in-plane and plate bending structures. In this procedure, the probability density function is used directly resulting in a semi-exact solution for the random field in the state of random variable. It is particularly noteworthy that the proposed methodology provides response variability for virtually any type of probability density functions.

• 제어로봇시스템학회:학술대회논문집
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• 1991.10b
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• pp.1858-1863
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• 1991

The theory of stock option pricing has, recently, attracted attention of many researchers interested not only in finance but also in statistics and control theory. In this field, the problem of estimating stock return volatility is, above all, of great importance in calculating actual stock option value. In this paper, we assume that the stock market is represented by the stochastic volatility model which is the same as that of Hull and White. Then, we propose an approximation function of option value. It is a type of Black-Sholes option formula in which the first and the second order moments of logarithmic stock value are modified in a special form from the original model. Finally, an algorithm of estimating the parameters of the stochastic volatility model is given, and parameters are estimated by using Nikkei 225 index option data.

• Korea-Australia Rheology Journal
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• v.16 no.1
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• pp.1-15
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• 2004

The computation of viscoelastic flow using neural networks and stochastic simulation (CVFNNSS) is developed from the point of view of Eulerian CONNFFESSIT (calculation of non-Newtonian flows: finite elements and stochastic simulation techniques). The present method is based on the combination of radial basis function networks (RBFNs) and Brownian configuration fields (BCFs) where the stress is computed from an ensemble of continuous configuration fields instead of convecting discrete particles, and the velocity field is determined by solving the conservation equations for mass and momentum with a finite point method based on RBFNs. The method does not require any kind of element-type discretisation of the analysis domain. The method is verified and its capability is demonstrated with the start-up planar Couette flow, the Poiseuille flow and the lid driven cavity flow of Hookean and FENE model materials.

• Journal of the Computational Structural Engineering Institute of Korea
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• v.22 no.6
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• pp.627-637
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• 2009

Composite materials have been employed in the various engineering applications due to high mechanical performances including high strength-weight ratio and high degree of free formability. Due to complex manufacturing process, however, it can have intrinsic randomness in the material constants which affect the deterministic behavior of the composite structures. In this study, we suggest a formulation for stochastic finite element analysis considering the spatial randomness of Poisson's ratio. Considering the reciprocal relation between elastic moduli and Poisson's ratios in the two mutually orthogonal axes, one of two values of Poisson's ratio can be expressed in terms of the other. Using this, the relation between stress resultants and strains is derived in the ascending order of power of the stochastic field function, which can be directly used in the formulation to obtain the coefficient of variation of responses. The adequacy of the proposed scheme is demonstrated by comparison with the results of Monte Carlo analysis.

• International conference on construction engineering and project management
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• 2009.05a
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• pp.1209-1215
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• 2009

Recently, Construction Projects are being much bigger and more complex. So the importance of Construction Planning and Management is increasing and increasing because of the Construction Projects is involved in a variety of construction-related subjects. Competitive of the Construction Industry decided Cost, Construction Duration and Productivity. But they were just focused on Cost Saving instead of Construction Duration and Productivity. However, they have to finish construction projects using minimum cost and duration with quality and function of required level for successful Construction projects. Thus, current high exchange rate and high period, it is clear to decrease construction cost and to do economic construction in huge Construction Projects and it means more advanced Construction Schedule Management needs for economic construction. But Construction Scheduling Planning, basic of Construction Schedule Management, adjusted contract period without Pre-Planning, just depending on experience and ability of Construction Engineer. Because of that, this study suggests new Duration Estimate Method using Stochastic Model in BIM Environment for advanced Construction Schedule Management. Existing Duration Estimate Methods are just modified wrong points of them or analyzed effective factors of construction schedule. However, New Duration Estimate Method is just consists of Stochastic Model and BIM Environment without existing Duration Estimate Methods. So, new method has creativity and specialty. After this research, it would be a great model in construction industry field.

• Journal of the Computational Structural Engineering Institute of Korea
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• v.20 no.6
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• pp.789-799
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• 2007

In this paper, we propose a stochastic finite element formulation which takes into account the randonmess in the material and geometrical parameters. The formulation is proposed for plate structures, and is based on the weighted integral approach. Contrary to the case of elastic modulus, plate thickness contributes to the stiffness as a third-order function. Furthermore, Poisson's ratio is even more complex since this parameter appears in the constitutive relations in the fraction form. Accordingly, we employ Taylor's expansion to derive decomposed stochastic field functions in ascending order. In order to verify the proposed formulation, the results obtained using the proposed scheme are compared with those in the literature and those of Monte Carlo analysis as well.

• Earthquakes and Structures
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• v.11 no.4
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• pp.701-721
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• 2016

Base isolation is a well-established passive strategy for seismic response control of buildings. In this paper, an efficient framework is proposed for reliability-based design optimization (RBDO) of isolated buildings subjected to uncertain earthquakes. The framework uses reduced function evaluations method, as an efficient tool for structural reliability analysis, and an efficient optimization algorithm for optimal structural design. The probability of failure is calculated considering excessive base displacement, superstructure inter-storey drifts, member stress ratios and absolute accelerations of floors of the isolated building as failure events. The behavior of rubber bearing isolators is modeled using nonlinear hysteretic model and the variability of future earthquakes is modeled by applying a probabilistic approach. The effects of pulse component of stochastic near-fault ground motions, fixity-factor of semi-rigid beam-to-column connections, values of isolator parameters, earthquake magnitude and epicentral distance on the performance and safety of semi-rigidly connected base-isolated steel framed buildings are studied. Suitable RBDO examples are solved to illustrate the results of investigations.