• Journal of the Korean Operations Research and Management Science Society
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• v.41 no.3
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• pp.23-36
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• 2016

We consider a model that minimizes the total cost incurred by assigning available weapons to existing targets in order to reduce enemy threats, which is called the weapon target assignment problem (WTAP). This study addresses the stochastic versions of WTAP, in which data, such as the probability of destroying a target, are given randomly (i.e., data are identified with certain probability distributions). For each type of random data or parameter, we provide a stochastic optimization model on the basis of the expected value or scenario enumeration. In particular, when the probabilities of destroying targets depending on weapons are stochastic, we present a stochastic programming formulation with a simple recourse. We show that the stochastic model can be transformed into a deterministic equivalent mixed integer programming model under a certain discrete probability distribution of randomness. We solve the stochastic model to obtain an optimal solution via the mixed integer programming model and compare this solution with that of the deterministic model.

• Transactions of the Korean Society of Mechanical Engineers A
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• v.25 no.7
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• pp.1089-1096
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• 2001

This paper presents the fatigue behavior of composite materials with impact-induced damage under 2 level block loading. For this purpose, the 2 level block loading fatigue tests were performed on the impacted composite laminate. The fatigue life of the laminate under the block loading is greatly influenced by the impact damage; the effect of impact damage can be characterized by the present impact damage parameter. Based on this parameter, the model is developed to predict the fatigue life under block loading and the results by this model agree well with experimental results regardless of applied impact energy. Also, stochastic model is established to describe the variation of cumulative damage behavior and fatigue life due to the material nonhomogeneity.

• Water for future
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• v.14 no.2
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• pp.71-79
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• 1981

This study is established of simulation models form the stochastic and statistic analysis of monthly rainfall and monthly runoff on south Han river. The time series simulation of monthly runoff is introduced with a linear stochastic model for simulating synthetic monthly runoff data. And, time series model of monthly pricipitation and monthly runoff is introduced to be a pure random time series with known statical parameter, which is characterized by an exponential recession curve with one parameter, and is develope expressing the statistical parameter for length of carryover.

• Journal of Communications and Networks
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• v.18 no.3
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• pp.411-419
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• 2016

This article investigates the problem of distributed channel selection in opportunistic spectrum access networks from a perspective of interference minimization. The traditional physical (PHY)-layer interference model is for information theoretic analysis. When practical multiple access mechanisms are considered, the recently developed binary medium access control (MAC)-layer interference model in the previous work is more useful, in which the experienced interference of a user is defined as the number of competing users. However, the binary model is not accurate in mathematics analysis with poor achievable performance. Therefore, we propose a real-valued one called stochastic MAC-layer interference model, where the utility of a player is defined as a function of the aggregate weight of the stochastic interference of competing neighbors. Then, the distributed channel selection problem in the stochastic MAC-layer interference model is formulated as a weighted stochastic MAC-layer interference minimization game and we proved that the game is an exact potential game which exists one pure strategy Nash equilibrium point at least. By using the proposed stochastic learning-automata based uncoupled algorithm with heterogeneous learning parameter (SLA-H), we can achieve suboptimal convergence averagely and this result can be verified in the simulation. Moreover, the simulated results also prove that the proposed stochastic model can achieve higher throughput performance and faster convergence behavior than the binary one.

• Bulletin of the Korean Mathematical Society
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• v.55 no.4
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• pp.1303-1315
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• 2018

For principal component analysis (PCA) to efficiently analyze large scale matrices, it is crucial to find a few singular vectors in cheaper computational cost and under lower memory requirement. To compute those in a fast and robust way, we propose a new stochastic method. Especially, we adopt the stochastic variance reduced gradient (SVRG) method [11] to avoid asymptotically slow convergence in stochastic gradient descent methods. For that purpose, we reformulate the PCA problem as a unconstrained optimization problem using a quadratic penalty. In general, increasing the penalty parameter to infinity is needed for the equivalence of the two problems. However, in this case, exact penalization is guaranteed by applying the analysis in [24]. We establish the convergence rate of the proposed method to a stationary point and numerical experiments illustrate the validity and efficiency of the proposed method.

• Communications for Statistical Applications and Methods
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• v.21 no.6
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• pp.521-528
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• 2014

A stochastic Gompertz diffusion model for tumor growth is a topic of active interest as cancer is a leading cause of death in Korea. The direct maximum likelihood estimation of stochastic differential equations would be possible based on the continuous path likelihood on condition that a continuous sample path of the process is recorded over the interval. This likelihood is useful in providing a basis for the so-called continuous record or infill likelihood function and infill asymptotic. In practice, we do not have fully continuous data except a few special cases. As a result, the exact ML method is not applicable. In this paper we proposed a method of parameter estimation of stochastic Gompertz differential equation via Markov chain Monte Carlo methods that is applicable for several data structures. We compared a Markov transition data structure with a data structure that have an initial point.

• Journal of the Earthquake Engineering Society of Korea
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• v.5 no.4
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• pp.17-26
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• 2001

In order to estimate peak ground motions and frequency characteristics of strong ground motions in southern korea, we employed the stochastic simulation method with the moment magnitude(M$_{w}$) and the hypocentral distance(R). We estimated same input parameters that account for specific properties of source and propagation processes, and applied them to the stochastic simulation method. The stress drop($\Delta$$\sigma$) of 100-bar was estimated considering results of research in ENA, China, and southern korea. The attenuation parameter x was calculated by analyzing 57 seismograms recorded from September 1996 to October 1997 and the estimation result of the attenuation parameter x is 0.00112+0.000224 R where R is hypocenter distance. We estimated strong ground motion relations using the stochastic simulation method with suitable input parameters(e.g. $\Delta$$\sigma$, x, and so on). At last, we derived relations between hypocentral distances and ground motions(seismic attenuation equation) using results of the stochastic prediction.esults of the stochastic prediction.n.

• Transactions of the Korean Society of Mechanical Engineers A
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• v.23 no.7 s.166
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• pp.1139-1146
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• 1999

Reliability analysis of structures based on fracture mechanics requires knowledge on statistical characteristics of the parameter C and m in the fatigue crack growth law, $da/dN=C({\Delta}K)^m$. The purpose of the present study is to investigate if it is possible to predict fatigue crack growth rate by only the fluctuation of the parameter C. In this study, Paris-Erdogan law is adopted, where the author treat the parameter C as random and m as constant. The fluctuation of crack growth rate is assumed only due to the parameter C. The growth resistance coefficient of material to fatigue crack growth (Z=1/C) was treated as a spatial stochastic process, which varies randomly on the crack path. The theoretical crack growth rates at various stress intensity factor range are discussed. Constant ${\Delta}K$ fatigue crack growth tests were performed on the structural steel, SM45C. The experimental data were analyzed to determine the autocorrelation function and Weibull distributions of the fatigue crack growth resistance. And also, the effect of the parameter m of Paris' law due to variation of fatigue crack growth resistance was discussed.

• Wind and Structures
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• v.7 no.3
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• pp.173-186
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• 2004

Flutter derivatives provide the basis of predicting the critical wind speed in flutter and buffeting analysis of long-span cable-supported bridges. In this paper, one popular stochastic system identification technique, covariance-driven Stochastic Subspace Identification(SSI in short), is firstly presented for estimation of the flutter derivatives of bridge decks from their random responses in turbulent flow. Secondly, wind tunnel tests of a streamlined thin plate model and a ${\Pi}$ type blunt bridge section model are conducted in turbulent flow and the flutter derivatives are determined by SSI. The flutter derivatives of the thin plate model identified by SSI are very comparable to those identified by the unifying least-square method and Theodorson's theoretical values. As to the ${\Pi}$ type section model, the effect of turbulence on aerodynamic damping seems to be somewhat notable, therefore perhaps the wind tunnel tests for flutter derivative estimation of those models with similar blunt sections should be conducted in turbulent flow.

• Journal of applied mathematics & informatics
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• v.20 no.1_2
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• pp.391-399
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• 2006

In order to solve the optimization problem of designing the trajectory of three-dimensional horizontal well, we establish a multi-phase, nonlinear, stochastic dynamic system of the trajectory of horizontal well. We take the precision of hitting target and the total length of the trajectory as the performance index. By the integration of the state equation, this model can be transformed into a nonlinear stochastic programming. We discuss here the necessary conditions under which a local solution exists and depends in a continuous way on the parameter (perturbation). According to the properties we propose a revised Hooke-Jeeves algorithm and work out corresponding software to calculate the local solution of the nonlinear stochastic programming and the expectancy of the performance index. The numerical results illustrate the validity of the proposed model and algorithm.