• 제목/요약/키워드: stochastic problem

검색결과 535건 처리시간 0.028초

Natural frequency of laminated composite plate resting on an elastic foundation with uncertain system properties

  • Lal, Achchhe;Singh, B.N.;Kumar, Rakesh
    • Structural Engineering and Mechanics
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    • 제27권2호
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    • pp.199-222
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    • 2007
  • Composite laminated structures supported on elastic foundations are being increasingly used in a great variety of engineering applications. Composites exhibit larger dispersion in their material properties compared to the conventional materials due to large number of parameters associated with their manufacturing and fabrication processes. And also the dispersion in elastic foundation stiffness parameter is inherent due to inaccurate modeling and determination of elastic foundation properties in practice. For a better modeling of the material properties and foundation, these are treated as random variables. This paper deals with effects of randomness in material properties and foundation stiffness parameters on the free vibration response of laminated composite plate resting on an elastic foundation. A $C^0$ finite element method has been used for arriving at an eigen value problem. Higher order shear deformation theory has been used to model the displacement field. A mean centered first order perturbation technique has been employed to handle randomness in system properties for obtaining the stochastic characteristic of frequency response. It is observed that small amount of variations in random material properties and foundation stiffness parameters significantly affect the free vibration response of the laminated composite plate. The results have been compared with those available in the literature and an independent Monte Carlo simulation.

이산형 칼만 필터를 이용한 서보 시스템의 추정자 설계 (Design of an Estimator for Servo Systems using Discrete Kalman Filter)

  • 신두진;허욱열
    • 대한전기학회논문지:전력기술부문A
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    • 제48권8호
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    • pp.996-1003
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    • 1999
  • This paper propose a position-speed controller with an estimator which can estimate states and disturbance. The overall control system consists of two parts: the position-speed controller and an estimator. The Kalman filter applied as state-feedback controller is an optimal state estimator applied to a dynamic system that involves random perturbations and gives a linear, unbiased and minimum error variance recursive algorithm to optimally estimate the unknown state. Therefore, we consider the error problem about the servo system modeling and the measurement noise as a stochastic system and implement a optimal state observer, and enhance the estimate performance of position and speed using that. Using two-degree-of freedom(TDOF) conception, we design the command input response and the closed loop characteristics independently. The servo system is to improve the closed loop characteristics without affecting the command imput response. The characteristics of the closed loop system is improved by suppressing disturbance torque effectively with the disturbance observer using a inverse-transfer matrix. Therefore, the performance of overall position-speed controller is enhanced. Finally, the performance of the proposed controller is exemplified by some simulations and by applying the real servo system.

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Online Recognition of Handwritten Korean and English Characters

  • Ma, Ming;Park, Dong-Won;Kim, Soo Kyun;An, Syungog
    • Journal of Information Processing Systems
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    • 제8권4호
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    • pp.653-668
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    • 2012
  • In this study, an improved HMM based recognition model is proposed for online English and Korean handwritten characters. The pattern elements of the handwriting model are sub character strokes and ligatures. To deal with the problem of handwriting style variations, a modified Hierarchical Clustering approach is introduced to partition different writing styles into several classes. For each of the English letters and each primitive grapheme in Korean characters, one HMM that models the temporal and spatial variability of the handwriting is constructed based on each class. Then the HMMs of Korean graphemes are concatenated to form the Korean character models. The recognition of handwritten characters is implemented by a modified level building algorithm, which incorporates the Korean character combination rules within the efficient network search procedure. Due to the limitation of the HMM based method, a post-processing procedure that takes the global and structural features into account is proposed. Experiments showed that the proposed recognition system achieved a high writer independent recognition rate on unconstrained samples of both English and Korean characters. The comparison with other schemes of HMM-based recognition was also performed to evaluate the system.

A Mathematical Analysis on Daily Inventory Clearance Pricing with Consumer's Reference Price

  • Koide, Takeshi;Sandoh, Hiroaki
    • Industrial Engineering and Management Systems
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    • 제11권1호
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    • pp.30-38
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    • 2012
  • This paper discusses a clearance pricing on daily perishable products considering a reference price of consumers. The daily perishable products are sometimes sold at a discount price before closing time to stimulate demand when the number of unsold products is more than initially envisioned. The discount pricing results both in an increase of the revenue of the day and in a decrease of the disposal cost. The discounting, however, also declines a reference price of consumers which is a mental price and serves as an anchor price to judge if a current sales price is loss or gain for the consumers. An excess discounting decreases the demand for the products sold at a regular price in the future and diminishes long-term profit. This study conducts a mathematical analysis on the clearance pricing problem for a single period with stochastic variations both on demand and on the inventory level at clearance time. The expected profit function especially depends on the response of consumers to the clearing price against their reference prices. A procedure is proposed to derive an optimal clearance price when consumers are loss-neutral. A sufficient condition is shown to obtain an optimal price for loss-averse and loss-seeking consumers by an analogous procedure.

Boundary-adaptive Despeckling : Simulation Study

  • Lee, Sang-Hoon
    • 대한원격탐사학회지
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    • 제25권3호
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    • pp.295-309
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    • 2009
  • In this study, an iterative maximum a posteriori (MAP) approach using a Bayesian model of Markovrandom field (MRF) was proposed for despeckling images that contains speckle. Image process is assumed to combine the random fields associated with the observed intensity process and the image texture process respectively. The objective measure for determining the optimal restoration of this "double compound stochastic" image process is based on Bayes' theorem, and the MAP estimation employs the Point-Jacobian iteration to obtain the optimal solution. In the proposed algorithm, MRF is used to quantify the spatial interaction probabilistically, that is, to provide a type of prior information on the image texture and the neighbor window of any size is defined for contextual information on a local region. However, the window of a certain size would result in using wrong information for the estimation from adjacent regions with different characteristics at the pixels close to or on boundary. To overcome this problem, the new method is designed to use less information from more distant neighbors as the pixel is closer to boundary. It can reduce the possibility to involve the pixel values of adjacent region with different characteristics. The proximity to boundary is estimated using a non-uniformity measurement based on standard deviation of local region. The new scheme has been extensively evaluated using simulation data, and the experimental results show a considerable improvement in despeckling the images that contain speckle.

EVOLUTION OF NUCLEAR FUEL MANAGEMENT AND REACTOR OPERATIONAL AID TOOLS

  • TURINSKY PAUL J.;KELLER PAUL M.;ABDEL-KHALIK HANY S.
    • Nuclear Engineering and Technology
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    • 제37권1호
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    • pp.79-90
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    • 2005
  • In this paper are reviewed the current status of nuclear fuel management and reactor operational aid tools. In addition, we indicate deficiencies in current capabilities and what future research is judged warranted. For the nuclear fuel management review the focus is on light water reactors and the utilization of stochastic optimization methods applied to the lattice, fuel bundle, core loading pattern, and for BWRs the control rod pattern/core flow design decision making problems. Significant progress in addressing separately each of these design problems on a single cycle basis is noted; however, the outstanding challenge of addressing the integrated design problem over multiple cycles under conditions of uncertainty remains to be addressed. For the reactor operational aid tools review the focus is on core simulators, used to both process core instrumentation signals and as an operator aid to predict future core behaviors under various operational strategies. After briefly reviewing the current status of capabilities, a more in depth review of adaptive core simulation capabilities, where core simulator input data are adjusted within their known uncertainties to improved agreement between prediction and measurement, is presented. This is done in support of the belief that further development of adaptive core simulation capabilities is required to further significantly advance the utility of core simulators in support of reactor operational aid tools.

Multiple Path Based Vehicle Routing in Dynamic and Stochastic Transportation Networks

  • Park, Dong-joo
    • 대한교통학회:학술대회논문집
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    • 대한교통학회 2000년도 제37회 학술발표회논문집
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    • pp.25-47
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    • 2000
  • In route guidance systems fastest-path routing has typically been adopted because of its simplicity. However, empirical studies on route choice behavior have shown that drivers use numerous criteria in choosing a route. The objective of this study is to develop computationally efficient algorithms for identifying a manageable subset of the nondominated (i.e. Pareto optimal) paths for real-time vehicle routing which reflect the drivers' preferences and route choice behaviors. We propose two pruning algorithms that reduce the search area based on a context-dependent linear utility function and thus reduce the computation time. The basic notion of the proposed approach is that ⅰ) enumerating all nondominated paths is computationally too expensive, ⅱ) obtaining a stable mathematical representation of the drivers' utility function is theoretically difficult and impractical, and ⅲ) obtaining optimal path given a nonlinear utility function is a NP-hard problem. Consequently, a heuristic two-stage strategy which identifies multiple routes and then select the near-optimal path may be effective and practical. As the first stage, we utilize the relaxation based pruning technique based on an entropy model to recognize and discard most of the nondominated paths that do not reflect the drivers' preference and/or the context-dependency of the preference. In addition, to make sure that paths identified are dissimilar in terms of links used, the number of shared links between routes is limited. We test the proposed algorithms in a large real-life traffic network and show that the algorithms reduce CPU time significantly compared with conventional multi-criteria shortest path algorithms while the attributes of the routes identified reflect drivers' preferences and generic route choice behaviors well.

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Use of Monte Carlo code MCS for multigroup cross section generation for fast reactor analysis

  • Nguyen, Tung Dong Cao;Lee, Hyunsuk;Lee, Deokjung
    • Nuclear Engineering and Technology
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    • 제53권9호
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    • pp.2788-2802
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    • 2021
  • Multigroup cross section (MG XS) generation by the UNIST in-house Monte Carlo (MC) code MCS for fast reactor analysis using nodal diffusion codes is reported. The feasibility of the approach is quantified for two sodium fast reactors (SFRs) specified in the OECD/NEA SFR benchmark: a 1000 MWth metal-fueled SFR (MET-1000) and a 3600 MWth oxide-fueled SFR (MOX-3600). The accuracy of a few-group XSs generated by MCS is verified using another MC code, Serpent 2. The neutronic steady-state whole-core problem is analyzed using MCS/RAST-K with a 24-group XS set. Various core parameters of interest (core keff, power profiles, and reactivity feedback coefficients) are obtained using both MCS/RAST-K and MCS. A code-to-code comparison indicates excellent agreement between the nodal diffusion solution and stochastic solution; the error in the core keff is less than 110 pcm, the root-mean-square error of the power profiles is within 1.0%, and the error of the reactivity feedback coefficients is within three standard deviations. Furthermore, using the super-homogenization-corrected XSs improves the prediction accuracy of the control rod worth and power profiles with all rods in. Therefore, the results demonstrate that employing the MCS MG XSs for the nodal diffusion code is feasible for high-fidelity analyses of fast reactors.

Improvement of inspection system for common crossings by track side monitoring and prognostics

  • Sysyn, Mykola;Nabochenko, Olga;Kovalchuk, Vitalii;Gruen, Dimitri;Pentsak, Andriy
    • Structural Monitoring and Maintenance
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    • 제6권3호
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    • pp.219-235
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    • 2019
  • Scheduled inspections of common crossings are one of the main cost drivers of railway maintenance. Prognostics and health management (PHM) approach and modern monitoring means offer many possibilities in the optimization of inspections and maintenance. The present paper deals with data driven prognosis of the common crossing remaining useful life (RUL) that is based on an inertial monitoring system. The problem of scheduled inspections system for common crossings is outlined and analysed. The proposed analysis of inertial signals with the maximal overlap discrete wavelet packet transform (MODWPT) and Shannon entropy (SE) estimates enable to extract the spectral features. The relevant features for the acceleration components are selected with application of Lasso (Least absolute shrinkage and selection operator) regularization. The features are fused with time domain information about the longitudinal position of wheels impact and train velocities by multivariate regression. The fused structural health (SH) indicator has a significant correlation to the lifetime of crossing. The RUL prognosis is performed on the linear degradation stochastic model with recursive Bayesian update. Prognosis testing metrics show the promising results for common crossing inspection scheduling improvement.

Monte Carlo burnup and its uncertainty propagation analyses for VERA depletion benchmarks by McCARD

  • Park, Ho Jin;Lee, Dong Hyuk;Jeon, Byoung Kyu;Shim, Hyung Jin
    • Nuclear Engineering and Technology
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    • 제50권7호
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    • pp.1043-1050
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    • 2018
  • For an efficient Monte Carlo (MC) burnup analysis, an accurate high-order depletion scheme to consider the nonlinear flux variation in a coarse burnup-step interval is crucial accompanied with an accurate depletion equation solver. In a Seoul National University MC code, McCARD, the high-order depletion schemes of the quadratic depletion method (QDM) and the linear extrapolation/quadratic interpolation (LEQI) method and a depletion equation solver by the Chebyshev rational approximation method (CRAM) have been newly implemented in addition to the existing constant extrapolation/backward extrapolation (CEBE) method using the matrix exponential method (MEM) solver with substeps. In this paper, the quadratic extrapolation/quadratic interpolation (QEQI) method is proposed as a new high-order depletion scheme. In order to examine the effectiveness of the newly-implemented depletion modules in McCARD, four problems in the VERA depletion benchmarks are solved by CEBE/MEM, CEBE/CRAM, LEQI/MEM, QEQI/MEM, and QDM for gadolinium isotopes. From the comparisons, it is shown that the QEQI/MEM predicts ${k_{inf}}^{\prime}s$ most accurately among the test cases. In addition, statistical uncertainty propagation analyses for a VERA pin cell problem are conducted by the sensitivity and uncertainty and the stochastic sampling methods.