• 대한수학회지
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• 제38권2호
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• pp.297-309
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• 2001

White noise distribution theory over the complex Gaussian space is established on the basis of the recently developed white noise operator theory. Unitarity condition for a white noise operator is discussed by means of the operator symbol and complex Gaussian integration. Concerning the overcompleteness of the exponential vectors, a coherent sate representation of a white noise function is uniquely specified from the diagonal coherent state representation of the associated multiplication operator.

• 대기
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• 제25권1호
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• pp.1-18
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• 2015

The most objective way to overcome the limitation of numerical weather prediction model is to represent the uncertainty of prediction by introducing probabilistic forecast. The uncertainty of the numerical weather prediction system developed due to the parameterization of unresolved scale motions and the energy losses from the sub-scale physical processes. In this study, we focused on the growth of model errors. We performed ensemble forecast to represent model uncertainty. By employing the multi-physics scheme (PHYS) and the stochastic kinetic energy backscatter scheme (SKEBS) in simulating typhoon Rusa (2002), we assessed the performance level of the two schemes. The both schemes produced better results than the control run did in the ensemble mean forecast of the track. The results using PHYS improved by 28% and those based on SKEBS did by 7%. Both of the ensemble mean errors of the both schemes increased rapidly at the forecast time 84 hrs. The both ensemble spreads increased gradually during integration. The results based on SKEBS represented model errors very well during the forecast time of 96 hrs. After the period, it produced an under-dispersive pattern. The simulation based on PHYS overestimated the ensemble mean error during integration and represented the real situation well at the forecast time of 120 hrs. The displacement speed of the typhoon based on PHYS was closest to the best track, especially after landfall. In the sensitivity tests of the model uncertainty of SKEBS, ensemble mean forecast was sensitive to the physics parameterization. By adjusting the forcing parameter of SKEBS, the default experiment improved in the ensemble spread, ensemble mean errors, and moving speed.

• 대한교통학회지
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• 제18권2호
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• pp.7-16
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• 2000

본 연구의 목적은 경제적, 사회적으로 중요한 공로수송의 중심축 역할을 담당하고 있는 고속도로를 대상으로 버스/트럭 전용차로제 설치조건에 관한 공학적인 분석을 통하여 버스/트럭 전용차로제의 운영효과를 최적화시킬 수 있는 교통조건이 존재하는지\ulcorner 그러한 교통조건이 존재한다면 설치조건은 어떠한지\ulcorner를 제시하고자 한다. 본 연구는 편도 4차로인 고속도로를 분석대상으로 FREFLO 모형과 INTEGRATION 모형을 이용하였다. 또한, 효과척도는 1일 평균 총 통행시간(대-시)이며 4가지 대안(전용차로가 없는 대안, 버스전용차로가 있는 대안, 트럭전용차로가 있는 대안과 버스 및 트럭전용차로가 있는 대안)별 효과 분석을 하였다. 분석 결과를 살펴보면 편도 4차로인 고속도로의 운영효과를 최적화시킬 수 있는 교통조건은 존재하며 1일 평균 구간 총 교통량이 8만대미만인 경우에는 버스 및 트럭전용차로가 있는 대안이 가장 적은 총 통행시간이 소요되었으나 총 교통량이 8만대/일 이상이면 버스전용차로가 있는 대안이 가장 적은 총 통행시간이 소요되는 것으로 분석되었다. 또한 결정적, 거시적 모형인 FREFLOW보다는 확율적, 미시적 모형인 INTEGRATION 모형이 대안별 민감도 분석시 예민하게 반영되는 것으로 확인되었다.

• Advances in aircraft and spacecraft science
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• 제3권4호
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• pp.471-502
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• 2016

This paper presents the dynamic instability analysis of un-damped elastically supported piezoelectric functionally graded (FG) beams subjected to in-plane static and dynamic periodic thermomechanical loadings with uncertain system properties. The elastic foundation model is assumed as one parameter Pasternak foundation with Winkler cubic nonlinearity. The piezoelectric FG beam is subjected to non-uniform temperature distribution with temperature dependent material properties. The Young's modulus and Poison's ratio of ceramic, metal and piezoelectric, density of respective ceramic and metal, volume fraction exponent and foundation parameters are taken as uncertain system properties. The basic nonlinear formulation of the beam is based on higher order shear deformation theory (HSDT) with von-Karman strain kinematics. The governing deterministic static and dynamic random instability equation and regions is solved by Bolotin's approach with Newmark's time integration method combined with first order perturbation technique (FOPT). Typical numerical results in terms of the mean and standard deviation of dynamic instability analysis are presented to examine the effect of slenderness ratios, volume fraction exponents, foundation parameters, amplitude ratios, temperature increments and position of piezoelectric layers by changing the random system properties. The correctness of the present stochastic model is examined by comparing the results with direct Monte Caro simulation (MCS).

• 한국경영과학회지
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• 제20권2호
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• pp.39-60
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• 1995

In this paper, an integration of stochastic dynamic programming (SDP), integer goal programming (IGP) and analytic hierarchy process (AHP) is proposed to handle multiobjective-multicriteria sequential decision making problems under uncertainty inherent in R & D investment planning. SDP has its capability to handle problems which are sequential and stochastic. In the SDP model, the probabilities of the funding levels in any time period are generated using a subjective model which employs functional relationships among interrelated parameters, scenarios of future budget availability and subjective inputs elicited from a group of decision makers. The SDP model primarily yields an optimal investment planning policy considering the possibility that actual funding received may be less than anticipated one and thus the projects being selected under the anticipated budget would be interrupted. IGP is used to handle the multiobjective issues such as tradoff between economic benefit and technology accumulation level. Other managerial concerns related to the determination of the optimal project portifolio within each stage of the SDP model. including project selection, project scheduling and annual budget allocation are also determined by the IGP. AHP is proposed for generating scenario-based transformation probabilities under budgetary uncertainty and for quantifying the environmental risk to be considered.

• Nuclear Engineering and Technology
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• 제49권2호
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• pp.395-403
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• 2017

An efficient evaluation method for the probability of a tornado missile strike without using the Monte Carlo method is proposed in this paper. A major part of the proposed probability evaluation is based on numerical results computed using an in-house code, Tornado-borne missile analysis code, which enables us to evaluate the liftoff and flight behaviors of unconstrained objects on the ground driven by a tornado. Using the Tornado-borne missile analysis code, we can obtain a stochastic correlation between local wind speed and flight distance of each object, and this stochastic correlation is used to evaluate the conditional strike probability, $Q_V(r)$, of a missile located at position r, where the local wind speed is V. In contrast, the annual exceedance probability of local wind speed, which can be computed using a tornado hazard analysis code, is used to derive the probability density function, p(V). Then, we finally obtain the annual probability of tornado missile strike on a structure with the convolutional integration of product of $Q_V(r)$ and p(V) over V. The evaluation method is applied to a simple problem to qualitatively confirm the validity, and to quantitatively verify the results for two extreme cases in which an object is located just in the vicinity of or far away from the structure.

• Structural Engineering and Mechanics
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• 제56권6호
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• pp.959-982
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• 2015

In this study, a non-stationary random earthquake Clough-Penzien model is used to describe earthquake ground motion. Using stochastic direct integration in combination with an equivalent linear method, a solution is established to describe the non-stationary response of lead-rubber bearing (LRB) system to a stochastic earthquake. Two parameters are used to develop an optimization method for bearing design: the post-yielding stiffness and the normalized yield strength of the isolation bearing. Using the minimization of the maximum energy response level of the upper structure subjected to an earthquake as an objective function, and with the constraints that the bearing failure probability is no more than 5% and the second shape factor of the bearing is less than 5, a calculation method for the two optimal design parameters is presented. In this optimization process, the radial basis function (RBF) response surface was applied, instead of the implicit objective function and constraints, and a sequential quadratic programming (SQP) algorithm was used to solve the optimization problems. By considering the uncertainties of the structural parameters and seismic ground motion input parameters for the optimization of the bearing design, convex set models (such as the interval model and ellipsoidal model) are used to describe the uncertainty parameters. Subsequently, the optimal bearing design parameters were expanded at their median values into first-order Taylor series expansions, and then, the Lagrange multipliers method was used to determine the upper and lower boundaries of the parameters. Moreover, using a calculation example, the impacts of site soil parameters, such as input peak ground acceleration, bearing diameter and rubber shore hardness on the optimization parameters, are investigated.

• 제어로봇시스템학회:학술대회논문집
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• 제어로봇시스템학회 2002년도 ICCAS
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• pp.100.3-100
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• 2002

This paper presents the method for detection and tracking of multiple humans robustly in mobile platform. The perception of human is performed in real time through the processing of images acquired from a moving stereo vision system. We performed multi-cue integration such as human shape, skin color and depth information to detect and track each human in moving background scene. Human shape is measured by edge-based template matching on distance transformed image. Improving robustness for human detection, we apply the human face skin color in HSV color space. And we could increase the accuracy and the robustness in both detection and tracking by applying random sampling stochastic estimati...

• Ocean Systems Engineering
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• 제1권3호
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• pp.249-261
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• 2011

The stochastic nonlinear dynamic behavior and probability density function of ship rolling are studied using the nonlinear dynamical systems approach and probability theory. The probability density function of the rolling response is evaluated through solving the Fokker Planck Equation using the path integral method based on a Gauss-Legendre interpolation scheme. The time-dependent probability of ship rolling restricted to within the safe domain is provided and capsizing is investigated from the probability point of view. The random differential equation of ships' rolling motion is established considering the nonlinear damping, nonlinear restoring moment, white noise and colored noise wave excitation.

• 한국경영과학회지
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• 제30권1호
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• pp.17-26
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• 2005

There is the uncertainty of demands at each retailer in the supply chain. To satisfy customers' demand, retailer must have enough inventory. Nevertheless, stockout is occurred for some retailers. A lateral transshipment policy can be effectively used to deal with stockout. The new lateral transshipment policy, referred to service level adjustment (SLA), is suggested. The difference between SLA and previous policies is the integration of an emergency lateral 'transshipment with a preventive lateral transshipment to efficiently respond customers' demand in the proposed policy. Additionally, the service level to decide the quantity of products is considered. Simulation experiment is executed to treat stochastic factors in the two-echelon supply chain. The proposed policy can reduce total cost and is more effective to the change of demand, penalty cost, and ordering cost than the currently used policies.