• Computers and Concrete
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• 제26권2호
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• pp.127-136
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• 2020

There is an inherent randomness for concrete microstructure even with the same manufacturing process. Meanwhile, the concrete material under the aqueous environment is usually not fully saturated by water. This study aimed to develop a stochastic micromechanical framework to investigate the probabilistic behavior of the unsaturated concrete from microscale level. The material is represented as a multiphase composite composed of the water, the pores and the intrinsic concrete (made up by the mortar, the coarse aggregates and their interfaces). The differential scheme based two-level micromechanical homogenization scheme is presented to quantitatively predict the concrete's effective properties. By modeling the volume fractions and properties of the constituents as stochastic, we extend the deterministic framework to stochastic to incorporate the material's inherent randomness. Monte Carlo simulations are adopted to reach the different order moments of the effective properties. A distribution-free method is employed to get the unbiased probability density function based on the maximum entropy principle. Numerical examples including limited experimental validations, comparisons with existing micromechanical models, commonly used probability density functions and the direct Monte Carlo simulations indicate that the proposed models provide an accurate and computationally efficient framework in characterizing the material's effective properties. Finally, the effects of the saturation degrees and the pore shapes on the concrete macroscopic probabilistic behaviors are investigated based on our proposed stochastic micromechanical framework.

• 터널과지하공간
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• 제11권2호
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• pp.156-166
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• 2001

균열암반에서의 지하수유동 모사를 위한 추계적 연속테 모델링 기법이 개발되었다. 추계적연속체 모델은 균열수의 제한을 가지는 개별균열연결망 모델의 단점을 극복할 수 있다. 뿐만 아니라 개별균열연결망 모델에서 가능한 확률론적 해석과 전도성이 큰 균열을 통한 지하수 유동을 근접하게 모사할 수 있는 장점을 가진다. 추계적연속체 모델은 개별균열연결망 모델에 근거하여 생성된다. 개별균열연결망 모델은 일정크기의 소블록으로 나누어지며 각 소블록 투수계수의 확률밀도함수와 베리오그램 함수로부터 추계적연속체 모델에서의 투수계수의 공간적 분포를 정의할 수 있다. 이 연구에서 추계적연속체 모델과 개별균열연결망 모델의 적합성을 보여 주기 위하여 수치실험을 통하여 지하수 유동 이동시간을 계산하고 상호 비교하였다. 그리고 추계적연속체 모델은 방사성폐기물 처분장의 확률론적 안전성 펑가를 위해 필요한 지하수 유동속도의 확률분포를 제공할 수 있는 모델임을 제시할 수 있었다.

• Structural Engineering and Mechanics
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• 제80권6호
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• pp.645-655
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• 2021

Performance-based reliability analysis is a practical approach to investigate the seismic performance and stochastic nonlinear response of structures considering a random process. This is significant due to the uncertainties involved in every aspect of the analysis. Therefore, the present study aims to evaluate the performance-based reliability within a stochastic finite element (FE) framework for reinforced concrete (RC) shear walls that are considered as one of the most essential elements of structures. To accomplish this purpose, deterministic FE analyses are conducted for both squat and slender shear walls to validate numerical models through experimental results. The presented numerical analysis is performed by using the ABAQUS FE program. Afterwards, a random-effects investigation is carried out to consider the influence of different random variables on the lateral load-top displacement behavior of RC members. Using these results and through utilizing the Monte-Carlo simulation method, stochastic nonlinear analyses are also performed to generate random FE models based on input parameters and their probabilistic distributions. In order to evaluate the reliability of RC walls, failure probabilities and corresponding reliability indices are calculated at life safety and collapse prevention levels of performance as suggested by FEMA 356. Moreover, based on reliability indices, capacity reduction factors are determined subjected to shear for all specimens that are designed according to the ACI 318 Building Code. Obtained results show that the lateral load and the compressive strength of concrete have the highest effects on load-displacement responses compared to those of other random variables. It is also found that the probability of shear failure for the squat wall is slightly lower than that for slender walls. This implies that 𝛽 values are higher in a non-ductile mode of failure. Besides, the reliability of both squat and slender shear walls does not change significantly in the case of varying capacity reduction factors.

• Spatial Information Research
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• 제21권2호
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• pp.45-54
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• 2013

해석적 또는 시뮬레이션 오차 모델은 공간 데이터가 가지는 위치오차의 분포를 설명 하는데 유용하다. 그러나 두 오차 모델은 위치오차를 모델링을 하기위하여 다른 접근 방법을 이용하므로 정의된 조건 내에서 올바른 위치오차를 예측 하는지 확인하는 내적 검증을 필요로 한다. 이에 본 논문은 오차타원과 에러밴드 모델을 이용하여 제시한 포인트와 라인 세그먼트 시뮬레이션 오차 모델을 내부적으로 검증하는 방법을 제안하였다. 시뮬레이션 오차 모델은 분산-공분산 행렬(variance-covariance matrix)의 변수에 의해 규정된 확률분포에 따라 몬테카를로 시뮬레이션을 이용하여 위치오차들을 생성한다. 검증절차에서는 시뮬레이션 모델에 의한 위치오차의 집합을 해석적 오차 모델에 의한 이론적 위치오차와 비교하였다. 결과적으로 제안된 시뮬레이션 오차 모델은 정의된 위치오차에 따라 동일한 공간 데이터의 위치적 불확실성을 실현함을 확인할 수 있었다.

• 대한교통학회지
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• 제21권2호
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• pp.95-105
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• 2003

확률적 통행배정모형은 확정적 모형이 갖는 여러 경직된 가정들을 완화시킬 수 있다는 점에서 많은 연구자들의 연구대상이 되어왔으나, 확률개념이 모형에 내포됨에 따라 풀기가 쉽지 않다는 한계를 갖고 있다. 또한 현재까지 제시된 모형들도 교통망부하(Network loading) 단계에서 대안경로수를 제한함으로서 교통량에 종속적인 통행비용이 변하는 경우. 이를 선택대안의 변화로 반영하지 못하는 문제점과 확률적 사용자균형해를 구하는 단계에서 휴리스틱하게 접근하는 문제점들을 갖고 있다. 본 연구에서는 이들 확률적 통행배정모형의 문제점들을 해결할 수 있는 새로운 모형과 이를 풀기 위한 알고리듬을 제시하는데 목적이 있다. 제시되는 모형들은 로짓모형을 기반으로 개발되며 Wardrop의 확률적 균형상태를 도출하게 된다. 풀이 알고리듬은 링크가 아닌 경로를 기반으로 구축되는데, 모든 경로를 열거해야 하는 어려움이 있지만. 선택경로를 제한함으로서 발생되는 문제를 피할 수 있으며, 초기에 한번만 모든 경로를 열거해놓으면 이를 계속 사용하기 때문에 계산시간도 줄일 수 있다. 또한 본 연구에서 제시되는 수리최소화모형은 목적함수를 직접 평가(evaluation)하기 때문에 수렴해에 신속히 수렴하며, Sheffi(1985)가 제시한 동등 수리모형(equivalent mathematical program)보다 이해하기 쉽다는 장점이 있다. 제시된 모형을 평가하기 위하여 예제 교통망을 이용하며, 각 모형들의 장단점을 분석하였다.

• Journal of the Korean Society for Industrial and Applied Mathematics
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• 제15권4호
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• pp.277-290
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• 2011

We define some multi-type asset models derved from L$\acute{e}$vy proceses which emphasize coefficients of stochastic differential equations. Also these asset models can be represented by Doleance-Dade linear equations derived from jump-type semimartingales which are decomposed by various terms of time basically. For these asset models, we can construct optimal portfolio strategy by using filtered various information at each check time.

• Journal of the Korean Society for Industrial and Applied Mathematics
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• 제14권4호
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• pp.211-224
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• 2010

We define some asset models which are useful for portfolio construction in various terms of time. Our asset models are geometric jump-diffusions defined by the solutions of stochastic differential equations which are decomposed by various terms of time basically. We also can study pricing and hedging strategy of options in our models roughly.

• Communications for Statistical Applications and Methods
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• 제16권5호
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• pp.871-880
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• 2009

Recently, there has been much development on burn-in models in reliability area. Especially, the previous burn-in models have been extended to more general cases. For example, (i) burn-in procedures for repairable systems have been developed (ii) an extended assumption on the failure rate of the system has been proposed and (iii) a stochastic model for burn-in procedure in accelerated environment has been developed. In this paper, recent extensions and advances in burn-in models are introduced and some issues to be considered in the future study are discussed.

• 아태비즈니스연구
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• 제1권2호
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• pp.23-46
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• 2010

Despite the explosive growth of no-frill airline industry, very little is known about how consumers make purchase decision in such settings. Today's airline industry requires choice models consistent with consumers' true preference sets. This study used conjoint analysis to identify these ideal choice models. 38 percent of the subjects were found to use compensatory and 62 percent non-compensatory models. Our findings suggest a need to base choice-making promotions on ideal choice models if the promotion is to lead consumers to decisions consistent with true preferences.

• 대한교통학회지
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• 제11권1호
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• pp.67-86
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• 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.