• 제목/요약/키워드: stochastic models

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두 이종 혼합 모형에서의 수정된 경사 하강법 (Adaptive stochastic gradient method under two mixing heterogenous models)

  • 문상준;전종준
    • Journal of the Korean Data and Information Science Society
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    • 제28권6호
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    • pp.1245-1255
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    • 2017
  • 온라인 학습은 자료가 실시간으로 혹은 배치 단위로 축적되는 상황에서 주어진 목적함수의 해를 계산하는 방법을 말한다. 온라인 학습 알고리즘 중 배치를 이용한 확률적 경사 하강법 (stochastic gradient decent method)은 가장 많이 사용되는 방법 중 하나다. 이 방법은 구현이 쉬울 뿐만 아니라 자료가 동질적인 분포를 따른다는 가정 하에서 그 해의 성질이 잘 연구되어 있다. 하지만 자료에 특이값이 있거나 임의의 배치가 확률적으로 이질적 성질을 가질 때, 확률적 경사 하강법이 주는 해는 큰 편이를 가질 수 있다. 본 연구에서는 이러한 비정상 배치 (abnormal batch) 있는 자료 하에서 효과적으로 온라인 학습을 수행할 수 있는 수정된 경사 하강 알고리즘 (modified gradient decent algorithm)을 제안하고, 그 알고리즘을 통해 계산된 해의 수렴성을 밝혔다. 뿐만 아니라 간단한 모의실험을 통해 제안한 방법의 이론적 성질을 실증하였다.

Stochastic finite element based reliability analysis of steel fiber reinforced concrete (SFRC) corbels

  • Gulsan, Mehmet Eren;Cevik, Abdulkadir;Kurtoglu, Ahmet Emin
    • Computers and Concrete
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    • 제15권2호
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    • pp.279-304
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    • 2015
  • In this study, reliability analyses of steel fiber reinforced concrete (SFRC) corbels based on stochastic finite element were performed for the first time in literature. Prior to stochastic finite element analysis, an experimental database of 84 sfrc corbels was gathered from literature. These sfrc corbels were modeled by a special finite element program. Results of experimental studies and finite element analysis were compared and found to be very close to each other. Furthermore experimental crack patterns of corbel were compared with finite element crack patterns and were observed to be quite similar. After verification of the finite element models, stochastic finite element analyses were implemented by a specialized finite element module. As a result of stochastic finite element analysis, appropriate probability distribution functions (PDF's) were proposed. Finally, coefficient of variation, bias and strength reduction (resistance) factors were proposed for sfrc corbels as a consequence of stochastic based reliability analysis.

안정적인 서비스를 위한 2N 이중화 모델의 가용도 분석 (Availability Analysis of 2N Redundancy System Using Stochastic Models)

  • 김동현;이유태
    • 한국정보통신학회논문지
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    • 제18권11호
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    • pp.2634-2639
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    • 2014
  • 시스템 및 네트워크의 안정적인 서비스를 위한 기본적인 구조로 다양한 이중화 방식이 있다. 또한 시스템 및 네트워크의 성능을 분석하기 위하여 페트리네트에서부터 Stochastic Reward Net(SRN)에 이르기까지 다양한 성능 분석 모형이 존재한다. 본 논문에서는 정상 상태에서 하나의 액티브 서비스 유닛과 하나의 스탠바이 서비스 유닛을 가진 2N 이중화 방식을 SRN으로 모형화 한다. 성능 분석 소프트웨어인 추계적 페트리네트 패키지 SPNP를 사용하여 2N 이중화 방식의 가용도를 분석한다.

Steady- and Transient-State Analyses of Fully Ceramic Microencapsulated Fuel with Randomly Dispersed Tristructural Isotropic Particles via Two-Temperature Homogenized Model-II: Applications by Coupling with COREDAX

  • Lee, Yoonhee;Cho, Bumhee;Cho, Nam Zin
    • Nuclear Engineering and Technology
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    • 제48권3호
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    • pp.660-672
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    • 2016
  • In Part I of this paper, the two-temperature homogenized model for the fully ceramic microencapsulated fuel, in which tristructural isotropic particles are randomly dispersed in a fine lattice stochastic structure, was discussed. In this model, the fuel-kernel and silicon carbide matrix temperatures are distinguished. Moreover, the obtained temperature profiles are more realistic than those obtained using other models. Using the temperature-dependent thermal conductivities of uranium nitride and the silicon carbide matrix, temperature-dependent homogenized parameters were obtained. In Part II of the paper, coupled with the COREDAX code, a reactor core loaded by fully ceramic microencapsulated fuel in which tristructural isotropic particles are randomly dispersed in the fine lattice stochastic structure is analyzed via a two-temperature homogenized model at steady and transient states. The results are compared with those from harmonic- and volumetric-average thermal conductivity models; i.e., we compare $k_{eff}$ eigenvalues, power distributions, and temperature profiles in the hottest single channel at a steady state. At transient states, we compare total power, average energy deposition, and maximum temperatures in the hottest single channel obtained by the different thermal analysis models. The different thermal analysis models and the availability of fuel-kernel temperatures in the two-temperature homogenized model for Doppler temperature feedback lead to significant differences.

Stochastic Programming for the Optimization of Transportation-Inventory Strategy

  • Deyi, Mou;Xiaoqian, Zhang
    • Industrial Engineering and Management Systems
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    • 제16권1호
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    • pp.44-51
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    • 2017
  • In today's competitive environment, supply chain management is a major concern for a company. Two of the key issues in supply chain management are transportation and inventory management. To achieve significant savings, companies should integrate these two issues instead of treating them separately. In this paper we develop a framework for modeling stochastic programming in a supply chain that is subject to demand uncertainty. With reasonable assumptions, two stochastic programming models are presented, respectively, including a single-period and a multi-period situations. Our assumptions allow us to capture the stochastic nature of the problem and translate it into a deterministic model. And then, based on the genetic algorithm and stochastic simulation, a solution method is developed to solve the model. Finally, the computational results are provided to demonstrate the effectiveness of our model and algorithm.

Transient stochastic analysis of nonlinear response of earth and rock-fill dams to spatially varying ground motion

  • Haciefendioglu, Kemal
    • Structural Engineering and Mechanics
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    • 제22권6호
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    • pp.647-664
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    • 2006
  • The main purpose of this paper is to investigate the effect of transient stochastic analysis on nonlinear response of earth and rock-fill dams to spatially varying ground motion. The dam models are analyzed by a stochastic finite element method based on the equivalent linear method which considers the nonlinear variation of soil shear moduli and damping ratio as a function of shear strain. The spatial variability of ground motion is taken into account with the incoherence, wave-passage and site response effects. Stationary as well as transient stochastic response analyses are performed for the considered dam types. A time dependent frequency response function is used throughout the study for transient stochastic responses. It is observed that stationarity is a reasonable assumption for earth and rock-fill dams to typical durations of strong shaking.

Numerical Simulation of Tribological Phenomena Using Stochastic Models

  • Shimizu, T.;Uchidate, M;Iwabuchi, A.
    • 한국윤활학회:학술대회논문집
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    • 한국윤활학회 2002년도 proceedings of the second asia international conference on tribology
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    • pp.235-236
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    • 2002
  • Tribological phenomena such as wear or transfer are influenced by various factors and have complicated behavior. Therefore, it is difficult to predict the behavior of the gribological phenomena because of their complexity. But, those tribological phenomena can be considered simply as to transfer micro material particles from the sliding interface. Then, we proposed the numerical simulation method for tribological phenomena such as wear of transfer using stochastic process models. This numerical simulation shows the change of the 3-D surface topography. In this numerical simulation, initial 3-D surface toughness data are generated by the method of non-causal 2-D AR (autoregressive) model. Processes of wear and transfer for some generated initial 3-D surface data are simulated. Simulation results show successfully the change of the 3-D surface topography.

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확률적 수요함수를 고려한 공급함수의 전략변수 내쉬균형 연구 (Supply Function Nash Equilibrium Considering Stochastic Demand Function)

  • 이광호
    • 전기학회논문지
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    • 제57권1호
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    • pp.20-24
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    • 2008
  • A bid-based pool(BBP) model is representative of energy market structure in a number of restructured electricity markets. Supply function equilibrium(SFE) models of interaction better match what is explicitly required in the bid formats of typical BBP markets. Many of the results in the SFE literature involve restrictive parametrization of the bid cost functions. In the SFE models, two parameters, intercept and slope, are available for strategic bidding. This paper addresses the realistic competition format that players can choose both parameters arbitrarily. In a fixed demand function, equilibrium conditions for generation company's profit maximization have a degree of freedom, which induces multi-equilibrium. So it is hard to choose a convergent equilibrium. However, consideration of stochastic demand function makes the equilibrium conditions independent each other based on the amount of variance of stochastic demand function. This variance provides the bidding players with incentives to change the slope parameter from an equilibrium for a fixed demand function until the slope parameter equilibrium.

인공지능기법을 이용한 일유출량의 추계학적 비선형해석 (A Stochastic Nonlinear Analysis of Daily Runoff Discharge Using Artificial Intelligence Technique)

  • 안승섭;김성원
    • 한국농공학회지
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    • 제39권6호
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    • pp.54-66
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    • 1997
  • The objectives of this study is to introduce and apply neural network theory to real hydrologic systems for stochastic nonlinear predicting of daily runoff discharge in the river catchment. Back propagation algorithm of neural network model is applied for the estimation of daily stochastic runoff discharge using historical daily rainfall and observed runoff discharge. For the fitness and efficiency analysis of models, the statistical analysis is carried out between observed discharge and predicted discharge in the chosen runoff periods. As the result of statistical analysis, method 3 which has much processing elements of input layer is more prominent model than other models(method 1, method 2) in this study.Therefore, on the basis of this study, further research activities are needed for the development of neural network algorithm for the flood prediction including real-time forecasting and for the optimal operation system of dams and so forth.

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Walking load model for single footfall trace in three dimensions based on gait experiment

  • Peng, Yixin;Chen, Jun;Ding, Guo
    • Structural Engineering and Mechanics
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    • 제54권5호
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    • pp.937-953
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    • 2015
  • This paper investigates the load model for single footfall trace of human walking. A large amount of single person walking load tests were conducted using the three-dimensional gait analysis system. Based on the experimental data, Fourier series functions were adopted to model single footfall trace in three directions, i.e. along walking direction, direction perpendicular to the walking path and vertical direction. Function parameters such as trace duration time, number of Fourier series orders, dynamic load factors (DLFs) and phase angles were determined from the experimental records. Stochastic models were then suggested by treating walking rates, duration time and DLFs as independent random variables, whose probability density functions were obtained from experimental data. Simulation procedures using the stochastic models are presented with examples. The simulated single footfall traces are similar to the experimental records.