• Title/Summary/Keyword: stochastic performance function

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Numerical analysis of quantization-based optimization

  • Jinwuk Seok;Chang Sik Cho
    • ETRI Journal
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    • v.46 no.3
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    • pp.367-378
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    • 2024
  • We propose a number-theory-based quantized mathematical optimization scheme for various NP-hard and similar problems. Conventional global optimization schemes, such as simulated and quantum annealing, assume stochastic properties that require multiple attempts. Although our quantization-based optimization proposal also depends on stochastic features (i.e., the white-noise hypothesis), it provides a more reliable optimization performance. Our numerical analysis equates quantization-based optimization to quantum annealing, and its quantization property effectively provides global optimization by decreasing the measure of the level sets associated with the objective function. Consequently, the proposed combinatorial optimization method allows the removal of the acceptance probability used in conventional heuristic algorithms to provide a more effective optimization. Numerical experiments show that the proposed algorithm determines the global optimum in less operational time than conventional schemes.

Importance of the Temporal Variability of Rainfall Statistics in Stochastic Rainfall Modeling (추계강우모형에서의 강우통계의 시간적 변동성 연구)

  • Kim, Dong-Kyun;Lee, Jin-Woo;Cho, Yong-Sik
    • 한국방재학회:학술대회논문집
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    • 2010.02a
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    • pp.51.2-51.2
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    • 2010
  • A novel approach of Poisson cluster stochastic rainfall generator was validated in its ability to reproduce important rainfall and watershed response characteristics at 104 locations of the United States. The suggested novel approach - The Hybrid Model(THM), as compared to the traditional ones, has an additional function to account for the year-to-year variability of rainfall statistics. The two-sample Kolmogorov-Smirnov test was used to see how well THM and traditional approach of Poisson cluster rainfall model reproduce the distribution of the following hydrologic variables: monthly maximum rainfall depths with 1, 3, 6, 12, and 24 hour duration, monthly maximum flow peaks at the virtual watersheds with Curve Number of 50, 60, 70, 80 and 90; and monthly runoff depths at the same virtual watersheds. In all of the testing variables, THM significantly outperformed the traditional approach. This result indicates that the year-to-year variability of rainfall statistics contains important information about the characteristics of rainfall processes that were not considered by the conventional approach of Poisson cluster rainfall modeling and that further considering it in rainfall simulation will enhance the performance of the rainfall models.

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Reproduction of Long-term Memory in hydroclimatological variables using Deep Learning Model

  • Lee, Taesam;Tran, Trang Thi Kieu
    • Proceedings of the Korea Water Resources Association Conference
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    • 2020.06a
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    • pp.101-101
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    • 2020
  • Traditional stochastic simulation of hydroclimatological variables often underestimates the variability and correlation structure of larger timescale due to the difficulty in preserving long-term memory. However, the Long Short-Term Memory (LSTM) model illustrates a remarkable long-term memory from the recursive hidden and cell states. The current study, therefore, employed the LSTM model in stochastic generation of hydrologic and climate variables to examine how much the LSTM model can preserve the long-term memory and overcome the drawbacks of conventional time series models such as autoregressive (AR). A trigonometric function and the Rössler system as well as real case studies for hydrological and climatological variables were tested. Results presented that the LSTM model reproduced the variability and correlation structure of the larger timescale as well as the key statistics of the original time domain better than the AR and other traditional models. The hidden and cell states of the LSTM containing the long-memory and oscillation structure following the observations allows better performance compared to the other tested conventional models. This good representation of the long-term variability can be important in water manager since future water resources planning and management is highly related with this long-term variability.

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Reliability-based design of semi-rigidly connected base-isolated buildings subjected to stochastic near-fault excitations

  • Hadidi, Ali;Azar, Bahman Farahmand;Rafiee, Amin
    • Earthquakes and Structures
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    • v.11 no.4
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    • pp.701-721
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    • 2016
  • Base isolation is a well-established passive strategy for seismic response control of buildings. In this paper, an efficient framework is proposed for reliability-based design optimization (RBDO) of isolated buildings subjected to uncertain earthquakes. The framework uses reduced function evaluations method, as an efficient tool for structural reliability analysis, and an efficient optimization algorithm for optimal structural design. The probability of failure is calculated considering excessive base displacement, superstructure inter-storey drifts, member stress ratios and absolute accelerations of floors of the isolated building as failure events. The behavior of rubber bearing isolators is modeled using nonlinear hysteretic model and the variability of future earthquakes is modeled by applying a probabilistic approach. The effects of pulse component of stochastic near-fault ground motions, fixity-factor of semi-rigid beam-to-column connections, values of isolator parameters, earthquake magnitude and epicentral distance on the performance and safety of semi-rigidly connected base-isolated steel framed buildings are studied. Suitable RBDO examples are solved to illustrate the results of investigations.

Reliability Modeling of Shared Database System (공유 데이터베이스 시스템의 신뢰도 모델링)

  • Ro, Cheul-Woo;Kim, Ti-Na;Kang, Gi-Hyung
    • Proceedings of the Korean Institute of Information and Commucation Sciences Conference
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    • v.9 no.1
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    • pp.189-192
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    • 2005
  • In this paper, we present a Petri Net (PN) model for reliability analysis of a shared database system. The system consists of components; a database, two processors, two memory and a bus. The database should be operational and at least one of the component should be also operational. Otherwise system will be down. Each component can be failed and repaired individually. Stochastic Reward Net (SRN) Model for reliability analysis is developed. SRN is potential to define various reward function and can be easily used to obtain performance measures. The modeling techniques using variable cardinality, enabling function, timed transition priority in SRN are shown.

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Post-processing Technique for Improving the Odor-identification Performance based on E-Nose System

  • Byun, Hyung-Gi
    • Journal of Sensor Science and Technology
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    • v.24 no.6
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    • pp.368-372
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    • 2015
  • In this paper, we proposed a post-processing technique for improving classification performance of electronic nose (E-Nose) system which may be occurred drift signals from sensor array. An adaptive radial basis function network using stochastic gradient (SG) and singular value decomposition (SVD) is applied to process signals from sensor array. Due to drift from sensor's aging and poisoning problems, the final classification results may be showed bias and fluctuations. The predicted classification results with drift are quantized to determine which identification level each class is on. To mitigate sharp fluctuations moving-averaging (MA) technique is applied to quantized identification results. Finally, quantization and some edge correction process are used to decide levels of the fluctuation-smoothed identification results. The proposed technique has been indicated that E-Nose system was shown correct odor identification results even if drift occurred in sensor array. It has been confirmed throughout the experimental works. The enhancements have produced a very robust odor identification capability which can compensate for decision errors induced from drift effects with sensor array in electronic nose system.

International Environmental Efficiency with CO2 Using Meta Stochastic Frontier Analysis (메타확률 프런티어를 사용한 CO2의 국제환경효율)

  • Li, Ziyao;Kang, Sangmok
    • Environmental and Resource Economics Review
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    • v.30 no.3
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    • pp.471-501
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    • 2021
  • We measure Environmental Efficiency (EE) based on CO2 in four income groups from 1998 to 2018, using the Meta Stochastic Frontier Analysis method by Input Distance Function. Our results showed that economic growth and energy consumption would increase carbon dioxide emissions, and increasing labor and capital input will reduce it. Moreover, we compared Group Environmental Efficiency (GEE), Meta Environmental Efficiency (MEE), and Environmental Gap Ratio (EGR). The results showed that GEEs were be overestimated. Furthermore, the MEE showed a downward trend during this period. The lower-middle-income group had the highest EGR performance. High-income and upper-middle-income groups showed less efficiency in MEE and EGR. To improve environmental efficiency, we must reduce fossil fuels and find more scientific and technological ways to solve existing environmental problems as soon as possible.

Design Optimization of Composite Radar Absorbing Structures to Improve Stealth Performance

  • Jang, Byungwook;Kim, Myungjun;Park, Jungsun;Lee, Sooyong
    • International Journal of Aeronautical and Space Sciences
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    • v.17 no.1
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    • pp.20-28
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    • 2016
  • In this study, an efficient method of designing laminate composite radar absorbing structures (RAS) is proposed with consideration given to the structural shape so as to improve aircraft stealth performance. The calculation of the radar cross section (RCS) should be decreased to enhance the efficiency of the stochastic optimization when designing an RAS. In the proposed method, RAS are optimized to match up the input impedance of the minimal RCS, which is obtained by using physical optics and the transmission line theory. Single and double layer dielectric RAS for aircraft wings are employed as numerical examples and designed using the proposed method, RCS minimization and reflection coefficient minimization. The availability of the proposed method is assessed by comparing the similarity of the results and computation time with other design methods. According to the results, the proposed method produces the same results as the stochastic optimization, which adopts the RCS as the objective function, and can improve RAS design efficiency by reducing the number of RCS analyses.

Optimal design of Base Isolation System considering uncertain bounded system parameters

  • Roy, Bijan Kumar;Chakraborty, Subrata
    • Structural Engineering and Mechanics
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    • v.46 no.1
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    • pp.19-37
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    • 2013
  • The optimum design of base isolation system considering model parameter uncertainty is usually performed by using the unconditional response of structure obtained by the total probability theory, as the performance index. Though, the probabilistic approach is powerful, it cannot be applied when the maximum possible ranges of variations are known and can be only modelled as uncertain but bounded type. In such cases, the interval analysis method is a viable alternative. The present study focuses on the bounded optimization of base isolation system to mitigate the seismic vibration effect of structures characterized by bounded type system parameters. With this intention in view, the conditional stochastic response quantities are obtained in random vibration framework using the state space formulation. Subsequently, with the aid of matrix perturbation theory using first order Taylor series expansion of dynamic response function and its interval extension, the vibration control problem is transformed to appropriate deterministic optimization problems correspond to a lower bound and upper bound optimum solutions. A lead rubber bearing isolating a multi-storeyed building frame is considered for numerical study to elucidate the proposed bounded optimization procedure and the optimum performance of the isolation system.

Passive control of seismically excited structures by the liquid column vibration absorber

  • Konar, Tanmoy;Ghosh, Aparna Dey
    • Structural Engineering and Mechanics
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    • v.36 no.5
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    • pp.561-573
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    • 2010
  • The potential of the liquid column vibration absorber (LCVA) as a seismic vibration control device for structures has been explored in this paper. In this work, the structure has been modeled as a linear, viscously damped single-degree-of-freedom (SDOF) system. The governing differential equations of motion for the damper liquid and for the coupled structure-LCVA system have been derived from dynamic equilibrium. The nonlinear orifice damping in the LCVA has been linearized by a stochastic equivalent linearization technique. A transfer function formulation for the structure-LCVA system has been presented. The design parameters of the LCVA have been identified and by applying the transfer function formulation the optimum combination of these parameters has been determined to obtain the most efficient control performance of the LCVA in terms of the reduction in the root-mean-square (r.m.s.) displacement response of the structure. The study has been carried out for an example structure subjected to base input characterized by a white noise power spectral density function (PSDF). The sensitivity of the performance of the LCVA to the coefficient of head loss and to the tuning ratio have also been examined and compared with that of the liquid column damper (LCD). Finally, a simulation study has been carried out with a recorded accelerogram, to demonstrate the effectiveness of the LCVA.