• Title/Summary/Keyword: stochastic problem

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Determining minimum analysis conditions of scale ratio change to evaluate modal damping ratio in long-span bridge

  • Oh, Seungtaek;Lee, Hoyeop;Yhim, Sung-Soon;Lee, Hak-Eun;Chun, Nakhyun
    • Smart Structures and Systems
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    • v.22 no.1
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    • pp.41-55
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    • 2018
  • Damping ratio and frequency have influence on dynamic serviceability or instability such as vortex-induced vibration and displacement amplification due to earthquake and critical flutter velocity, and it is thus important to make determination of damping ratio and frequency accurate. As bridges are getting longer, small scale model test considering similitude law must be conducted to evaluate damping ratio and frequency. Analysis conditions modified by similitude law are applied to experimental test considering different scale ratios. Generally, Nyquist frequency condition based on natural frequency modified by similitude law has been used to determine sampling rate for different scale ratios, and total time length has been determined by users arbitrarily or by considering similitude law with respect to time for different scale ratios. However, Nyquist frequency condition is not suitable for multimode system with noisy signals. In addition, there is no specified criteria for determination of total time length. Those analysis conditions severely affect accuracy of damping ratio. The focus of this study is made on the determination of minimum analysis conditions for different scale ratios. Influence of signal to noise ratio is studied according to the level of noise level. Free initial value problem is proposed to resolve the condition that is difficult to know original initial value for free vibration. Ambient and free vibration tests were used to analyze the dynamic properties of a system using data collected from tests with a two degree-of-freedom section model and performed on full bridge 3D models of cable stayed bridges. The free decay is estimated with the stochastic subspace identification method that uses displacement data to measure damping ratios under noisy conditions, and the iterative least squares method that adopts low pass filtering and fourth order central differencing. Reasonable results were yielded in numerical and experimental tests.

A Study on Logconductivity-Head Cross Covariance in Two-Dimensional Nonstationary Porous Formations (비정체형 2차원 다공성 매질의 대수투수계수-수두 교차공분산에 관한 연구)

  • 성관제
    • Water for future
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    • v.29 no.5
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    • pp.215-222
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    • 1996
  • An expression for the cross covariance of the logconductivity and the head in nonstationary porous formation is obtained. This cross covariance plays a key role in the inverse problem, i.e., in inferring the statistical characteristics of the conductivity field from head data. The nonstationary logconductivity is modeled as superposition of definite linear trend and stationary fluctuation and the hydraulic head in saturated aquifers is found through stochastic analysis of a steady, two-dimensional flow. The cross covariance with a Gaussian correlation function is investigated for two particular cases where the trend is either parallel or normal to the head gradient. The results show that cross covariances are stationary except along separation distances parallel to the mean flow direction for the case where the trend is parallel to head gradient. Also, unlike the stationary model, the cross covariance along distances normal to flow direction is non-zero. From these observations we conclude that when a trend in the conductivity field is suspected, this information must be incorporated in the analysis of groundwater flow and solute transjport.

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Study on Estimations of Initial Mass Fractions of CH4/O2 in Diffusion-Controlled Turbulent Combustion Using Inverse Analysis (확산지배 난류 연소현상에서 역해석을 이용한 CH4/O2의 초기 질량분율 추정에 관한 연구)

  • Lee, Kyun-Ho;Baek, Seung-Wook
    • Transactions of the Korean Society of Mechanical Engineers B
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    • v.34 no.7
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    • pp.679-688
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    • 2010
  • The major objective of the present study is to extend the applications of inverse analysis to more realistic engineering fields with a complex combustion process rather than the traditional simple heat-transfer problems. In order to do this, the unknown initial mass fractions of $CH_4/O_2$ are estimated from the temperature measurement data by inverse analysis in the practical diffusion-controlled turbulent combustion problem. In order to ensure efficient inverse analysis, the repulsive particle swarm optimization (RPSO) method, which belongs to the class of stochastic evolutionary global optimization methods, is implemented as an inverse solver. Based on this study, it is expected that useful information can be obtained when inverse analysis is used in the diagnosis, design, or optimization of real combustion systems involving unknown parameters.

An Solution Algorithm for A Multi-Class Dynamic Traffic Assignment Problem (다계층운전자를 고려한 동적통행배정모형의 해법)

  • Shin, Seong-Il;Kim, Jeong-Hyun;Baik, Nam-Cheol
    • Journal of Korean Society of Transportation
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    • v.21 no.6
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    • pp.77-88
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    • 2003
  • This paper proposes a solution algorithm for solving a multi-class analytical DTA model. In the DTA model, three traveler classes are classified according to different assumptions of traveler's route choice behavior: including fixed route, Stochastic Dynamic User Optimum(SDUO), and Dynamic User Optimum(DUO). To solve this DTA model, variables of link flow and exit flow are represented solely by inflow. The resulting Linear Program(LP) subproblem in the inner iteration is solved as a typical time-dependent shortest route problem over a physical network. Accordingly, the required time-space network expansion in solving DTA models is no longer needed.

Maximizing the Selection Response by Optimal Quantitative Trait Loci Selection and Control of Inbreeding in a Population with Different Lifetimes between Sires and Dams

  • Tang, G.Q.;Li, X.W.;Zhu, L.;Shuai, S.R.;Bai, L.
    • Asian-Australasian Journal of Animal Sciences
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    • v.21 no.11
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    • pp.1559-1571
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    • 2008
  • A rule was developed to constrain the annual rate of inbreeding to a predefined value in a population with different lifetimes between sires and dams, and to maximize the selection response over generations. This rule considers that the animals in a population should be divided into sex-age classes based on the theory of gene flow, and restricts the increase of average inbreeding coefficient for new offspring by limiting the increase of the mean additive genetic relationship for parents selected. The optimization problem of this rule was formulated as a quadratic programming problem. Inputs for the rule were the BLUP estimated breeding values, the additive genetic relationship matrix of all animals, and the long-term contributions of sex-age classes. Outputs were optimal number and contributions of selected animals. In addition, this rule was combined with the optimization of emphasis given to QTL, and further increased the genetic gain over the planning horizon. Stochastic simulations of closed nucleus schemes for pigs were used to investigate the potential advantages obtained from this rule by combining the standard QTL selection, optimal QTL selection and conventional BLUP selection. Results showed that the predefined rates of inbreeding were actually achieved by this rule in three selection strategies. The rule obtained up to 9.23% extra genetic gain over truncation selection at the same rates of inbreeding. The combination of the extended rule and the optimization of emphasis given to QTL allowed substantial increases in selection response at a fixed annual rate of inbreeding, and solved substantially the conflict between short-term and long-term selection response in QTL-assisted selection schemes.

Application of the BMORE Plot to Analyze Simulation Output Data with Bivariate Performance Measures (이변량 성과척도를 가지는 시뮬레이션 결과 분석을 위한 BMORE 도표의 활용)

  • Lee, Mi Lim;Lee, Jinpyo;Park, Minjae
    • Journal of the Korea Society for Simulation
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    • v.29 no.2
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    • pp.83-93
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    • 2020
  • Bivariate measure of risk and error(BMORE) plot is originally designed to depict bivariate output data and related statistics obtained from a stochastic simulation such as sample mean, median, outliers, and a boundary of a certain percentile of simulation data. When compared to the static numbers, the plot has a big advantage in visualization that enables scholars and practitioners to understand the potential variability and risk in the simulation data. In this study, beyond just the construction of the plot to depict the variability of a certain system, we add a chance constraint to the plot and apply it for decision making such as checking the feasibility of systems, comparing performances of the systems on statistical background, and also analyzing the sensitivity of the problem parameters. In order to demonstrate an application of the plot, we employ an inventory management problem as an example. However, the techniques and algorithms suggested in this paper can be applied to any other problems comparing systems on bivariate performance measures with simulation/experiment results.

Optimal Location of FACTS Devices Using Adaptive Particle Swarm Optimization Hybrid with Simulated Annealing

  • Ajami, Ali;Aghajani, Gh.;Pourmahmood, M.
    • Journal of Electrical Engineering and Technology
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    • v.5 no.2
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    • pp.179-190
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    • 2010
  • This paper describes a new stochastic heuristic algorithm in engineering problem optimization especially in power system applications. An improved particle swarm optimization (PSO) called adaptive particle swarm optimization (APSO), mixed with simulated annealing (SA), is introduced and referred to as APSO-SA. This algorithm uses a novel PSO algorithm (APSO) to increase the convergence rate and incorporate the ability of SA to avoid being trapped in a local optimum. The APSO-SA algorithm efficiency is verified using some benchmark functions. This paper presents the application of APSO-SA to find the optimal location, type and size of flexible AC transmission system devices. Two types of FACTS devices, the thyristor controlled series capacitor (TCSC) and the static VAR compensator (SVC), are considered. The main objectives of the presented method are increasing the voltage stability index and over load factor, decreasing the cost of investment and total real power losses in the power system. In this regard, two cases are considered: single-type devices (same type of FACTS devices) and multi-type devices (combination of TCSC, SVC). Using the proposed method, the locations, type and sizes of FACTS devices are obtained to reach the optimal objective function. The APSO-SA is used to solve the above non.linear programming optimization problem for better accuracy and fast convergence and its results are compared with results of conventional PSO. The presented method expands the search space, improves performance and accelerates to the speed convergence, in comparison with the conventional PSO algorithm. The optimization results are compared with the standard PSO method. This comparison confirms the efficiency and validity of the proposed method. The proposed approach is examined and tested on IEEE 14 bus systems by MATLAB software. Numerical results demonstrate that the APSO-SA is fast and has a much lower computational cost.

A Design and Analysis of Improved Firefly Algorithm Based on the Heuristic (휴리스틱에 의하여 개선된 반딧불이 알고리즘의 설계와 분석)

  • Rhee, Hyun-Sook;Lee, Jung-Woo;Oh, Kyung-Whan
    • The KIPS Transactions:PartB
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    • v.18B no.1
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    • pp.39-44
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    • 2011
  • In this paper, we propose a method to improve the Firefly Algorithm(FA) introduced by Xin-She Yang, recently. We design and analyze the improved firefly algorithm based on the heuristic. We compare the FA with the Particle Swarm Optimization (PSO) which the problem domain is similar with the FA in terms of accuracy, algorithm convergence time, the motion of each particle. The compare experiments show that the accuracy of FA is not worse than PSO's, but the convergence time of FA is slower than PSO's. In this paper, we consider intuitive reasons of slow convergence time problem of FA, and propose the improved version of FA using a partial mutation heuristic based on the consideration. The experiments using benchmark functions show the accuracy and convergence time of the improved FA are better than them of PSO and original FA.

EEDARS: An Energy-Efficient Dual-Sink Algorithm with Role Switching Mechanism for Event-Driven Wireless Sensor Networks

  • Eslaminejad, Mohammadreza;Razak, Shukor Abd;Ismail, Abdul Samad Haji
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • v.6 no.10
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    • pp.2473-2492
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    • 2012
  • Energy conservation is a vital issue in wireless sensor networks. Recently, employing mobile sinks for data gathering become a pervasive trend to deal with this problem. The sink can follow stochastic or pre-defined paths; however the controlled mobility pattern nowadays is taken more into consideration. In this method, the sink moves across the network autonomously and changes its position based on the energy factors. Although the sink mobility would reduce nodes' energy consumption and enhance the network lifetime, the overhead caused by topological changes could waste unnecessary power through the sensor field. In this paper, we proposed EEDARS, an energy-efficient dual-sink algorithm with role switching mechanism which utilizes both static and mobile sinks. The static sink is engaged to avoid any periodic flooding for sink localization, while the mobile sink adaptively moves towards the event region for data collection. Furthermore, a role switching mechanism is applied to the protocol in order to send the nearest sink to the recent event area, hence shorten the path. This algorithm could be employed in event-driven and multi-hop scenarios. Analytical model and extensive simulation results for EEDARS demonstrate a significant improvement on the network metrics especially the lifetime, the load and the end-to-end delay.

Actor-Critic Reinforcement Learning System with Time-Varying Parameters

  • Obayashi, Masanao;Umesako, Kosuke;Oda, Tazusa;Kobayashi, Kunikazu;Kuremoto, Takashi
    • 제어로봇시스템학회:학술대회논문집
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    • 2003.10a
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    • pp.138-141
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    • 2003
  • Recently reinforcement learning has attracted attention of many researchers because of its simple and flexible learning ability for any environments. And so far many reinforcement learning methods have been proposed such as Q-learning, actor-critic, stochastic gradient ascent method and so on. The reinforcement learning system is able to adapt to changes of the environment because of the mutual action with it. However when the environment changes periodically, it is not able to adapt to its change well. In this paper we propose the reinforcement learning system that is able to adapt to periodical changes of the environment by introducing the time-varying parameters to be adjusted. It is shown that the proposed method works well through the simulation study of the maze problem with aisle that opens and closes periodically, although the conventional method with constant parameters to be adjusted does not works well in such environment.

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