• Structural Engineering and Mechanics
• /
• v.8 no.1
• /
• pp.53-72
• /
• 1999

The most important features of linear soil-foundation-structure interaction are reviewed, using stochastic modeling and considering kinematic interaction, inertial interaction, and structural distortion as three separate stages of the dynamic response to the free-field motion. The way in which each of the three dynamic stages modifies the spectral density of the motion is studied, with the emphasis being on interpretation of these results, rather than on the development of new analysis techniques. Structural distortion and inertial interaction analysis are shown to be precisely modeled as linear filtering operations. Kinematic interaction, though, is more complicated, even though it has a filter-like effect on the frequency content of the motion.

• Wind and Structures
• /
• v.22 no.5
• /
• pp.525-541
• /
• 2016

An offshore wind turbine supported by a spar buoy floating platform is the subject of this study on tower and rotor extreme loads. The platform, with a 120-meter draft and assumed to be sited in 320 meters of water, supports a 5 MW wind turbine. A baseline model for this turbine developed at the National Renewable Energy Laboratory (NREL) is employed in stochastic response simulations. The support platform, along with the mooring system consisting of three catenary lines, chosen for loads modeling, is based on the "Hywind" floating wind turbine concept. Our interest lies in gaining an understanding of the dynamic coupling between the support platform motion and the turbine loads. We first investigate short-term response statistics using stochastic simulation for a range of different environmental wind and wave conditions. From this study, we identify a few "controlling" environmental conditions for which long-term turbine load statistics and probability distributions are established.

• Proceedings of the Korea Water Resources Association Conference
• /
• 2015.05a
• /
• pp.488-488
• /
• 2015

Intermittent streamflow is common phenomenon in arid and semi-arid regions. To manage water resources of intermittent streamflows, stochactic simulation data is essential; however the seasonally stochastic modeling for intermittent streamflow is a difficult task. In this study, using the periodic Markov chain model, we simulate intermittent monthly streamflow for occurrence and the periodic gamma autoregressive and copula models for amount. The copula models were tested in a previous study for the simulation of yearly streamflow, resulting in successful replication of the key and operational statistics of historical data; however, the copula models have never been tested on a monthly time scale. The intermittent models were applied to the Colorado River system in the present study. A few drawbacks of the PGAR model were identified, such as significant underestimation of minimum values on an aggregated yearly time scale and restrictions of the parameter boundaries. Conversely, the copula models do not present such drawbacks but show feasible reproduction of key and operational statistics. We concluded that the periodic Markov chain based the copula models is a practicable method to simulate intermittent monthly streamflow time series.

• Journal of applied mathematics & informatics
• /
• v.41 no.1
• /
• pp.11-31
• /
• 2023

The paper presents a critical analysis of selected topics related to the modeling of interacting species in which prey has nonlinear reproduction, which is in competition with predator. The mathematical model's stochastic stability is investigated. The method of designing appropriate Lyapunov functions is used to identify permanence conditions among the parameters of the model and conditions for the structure to no longer be extinct. The system's two-dimensional diffusive stability is regarded and studied. The system experiences the process of saddle-node bifurcation by varying the death rate of predator parameter. Further effects of parameters that undergo inherent oscillations are numerically investigated, revealing that as the intensity of predation parameter b is increased, the device encounters non-periodic and damped oscillations.

• Proceedings of the Korean Institute of Navigation and Port Research Conference
• /
• 2023.05a
• /
• pp.252-253
• /
• 2023

Container terminal automation might offer many potential benefits, such as increased productivity, reduced cost, and improved safety. Autonomous trucks can lead to more efficient container transport. A robust lane detection method is proposed using score-based generative modeling through stochastic differential equations for image-to-image translation. Image processing techniques are combined with Density-Based Spatial Clustering of Applications with Noise (DBSCAN) and Genetic Algorithm (GA) to ensure lane positioning robustness. The proposed method is validated by a dataset collected from the port terminals under different environmental conditions and tested the robustness of the lane detection method with stochastic noise.

• KIISE Transactions on Computing Practices
• /
• v.20 no.10
• /
• pp.534-542
• /
• 2014

Multiscale modeling is a new simulation approach which can manage different spatial and temporal scales of system. In this study, as part of multiscale modeling research, we propose the way of combining two different simulation methods, molecular dynamics(MD) and stochastic rotation dynamics(SRD). Our conceptual implementations are based on LAMMPS, one of the well-known molecular dynamics programs. Our prototype of multiscale modeling follows the form of the third party implementation of LAMMPS. It added MD to SRD in order to simulate the boundary area of the simulation box. Because it is important to guarantee the seamless simulation, we also designed the overlap zones and communication zones. The preliminary experimental results showed that our proposed scheme is properly worked out and the execution time is also reduced.

• Journal of Korea Port Economic Association
• /
• v.38 no.4
• /
• pp.13-23
• /
• 2022

In this study, from January 2015 to April 2020, we propose a stochastic volatility model to capture the leverage effect on daily freight yields in the dry cargo market and analyze the freight yields. Estimation involving the Bayesian Markov Chain Monte Carlo method for the leverage effect based on the negative correlation that exists between returns and volatility in stochastic volatility analysis yields similar estimates, and the statistcs indicates significant. That is, the results of the empirical analysis show that the degree of correlation between returns and volatility, and the magnitude and sign of fluctuations differ, which suggests that taking into account the leverage effect in the SV model improves the goodness of fit of the estimates. In addition to the statistical significance of the estimated model's leverage effect, the analysis by log predictive power score presents the estimated results with improved predictive power of the model considering the leveraged effect. These astatistically significant empirical results show that the stochastic volatility model considering the leverage effect is important for freight rate risk modeling in the marine industry.

• Industrial Engineering and Management Systems
• /
• v.4 no.2
• /
• pp.184-191
• /
• 2005

In this article we study the feasibility of the Ant Colony Optimisation (ACO) algorithm for finding optimal Kanban allocations in Kanban systems represented by Stochastic Petri Net (SPN) models. Like other optimisation algorithms inspired by nature, such as Simulated Annealing/Genetic Algorithms, the ACO algorithm contains a large number of adjustable parameters. Thus we study the influence of the parameters on performance of ACO on the Kanban allocation problem, and identify the most important parameters.

• Proceedings of the Korean Operations and Management Science Society Conference
• /
• 2003.05a
• /
• pp.821-826
• /
• 2003

The Purpose of this paper is to automate the representation of manufacturing line using Petri net model. In the manufacturing cell, the line can be represented using workflow which is composed of Bill of Material (BOM) and Bill of Processes (BOP). BOP shows the precedence of processes and the relationship between assembly and disassembly. As a modeling scheme, generalized stochastic Petri net is adopted. For a problem domain with flexible manufacturing cell, Petri net model is made and behavioral properties are analyzed.

• The Transactions of The Korean Institute of Electrical Engineers
• /
• v.61 no.7
• /
• pp.1007-1013
• /
• 2012

Modeling of photovoltaic power systems is significant to analytically predict its dynamics in practical applications. This paper presents a novel modeling algorithm of such system by using probability and statistic theories. We first establish a linear model basically composed of Fourier parameter sets for mapping the input/output variable of photovoltaic systems. The proposed model includes solar irradiation and ambient temperature of photovoltaic modules as an input vector and the inverter power output is estimated sequentially. We deal with these measurements as random variables and derive a parameter learning algorithm of the model in terms of statistics. Our learning algorithm requires computation of an expectation and joint expectation against solar irradiation and ambient temperature, which are analytically solved from the integral calculus. For testing the proposed modeling algorithm, we utilize realistic measurement data sets obtained from the Seokwang Solar power plant in Youngcheon, Korea. We demonstrate reliability and superiority of the proposed photovoltaic system model by observing error signals between a practical system output and its estimation.