• Structural Engineering and Mechanics
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• v.32 no.1
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• pp.21-36
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• 2009

An importance sampling method is presented for computing the first passage probability of elasto-plastic structures under stochastic excitations. The importance sampling distribution corresponds to shifting the mean of the excitation to an 'adapted' stochastic process whose future is determined based on information only up to the present. A stochastic control approach is adopted for designing the adapted process. The optimal control law is determined by a control potential, which satisfies the Bellman's equation, a nonlinear partial differential equation on the response state-space. Numerical results for a single-degree-of freedom elasto-plastic structure shows that the proposed method leads to significant improvement in variance reduction over importance sampling using design points reported recently.

• Journal of Mechanical Science and Technology
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• v.19 no.10
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• pp.1846-1855
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• 2005

This paper presents a new stochastic controller applied on the vibration control system under irregular disturbances based on the mode selection scheme. Measured displacement and frequency characteristics are simultaneously used in designing a mode selecting controller. This technique is validated by applying to the suppression problem of a flexible beam with randomly vibrated circumstances. The presented method, called Mode Selecting Stochastic Controller, uses the frequency measurement of the flexible system based on a Fast-Fourier transformation algorithm. This controller is constructed by combining mode selection method with previous known Stochastic Controller in real time: Numerical simulations and several experiments are conducted to validate the proposed method. The performance of the proposed method is compared with a stochastic controller developed recently. This method was improved compared with previous one.

• Transactions of the Korean Society of Machine Tool Engineers
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• v.13 no.2
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• pp.81-87
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• 2004

This paper deals with a new approach to tolerance optimization problems. Optimal tolerance allotment problems can be formulated as stochastic optimization problems. Most schemes to solve the stochastic optimization problems have been found to exhibit difficulties in multivariate integration of the probability density function. As a typical example of stochastic optimization the optimal tolerance allotment problem has the same difficulties. In this stochastic model, manufacturing system is represented by Gauss-Markov stochastic process and the manufacturing unit availability is characterized for realistic optimization modeling. The new algorithm performed robustly for a large deviation approximation. A significant reduction in computation time was observed compared to the results obtained in previous studies.

• Journal of the Korean Institute of Telematics and Electronics A
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• v.31A no.6
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• pp.159-168
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• 1994

Stochastic computation is adopted to reduce the silicon area of the multipliers in implementing neural network in VLSI. In addition to this advantage, the stochastic computation has inherent random errors which is required for implementing Boltzmann machine. This random noise is useful for the simulated annealing which is employed to achieve the global minimum for the Boltzmann Machine. In this paper, we propose a method to implement the Boltzmann machine with stochastic computation and discuss the addition problem in stochastic computation and its simulated annealing in detail. According to this analysis Boltzmann machine using stochastic computation is suitable for the pattern recognition/completion problems. We have verified these results through the simulations for XOR, full adder and digit recognition problems, which are typical of the pattern recognition/completion problems.

• Journal of Ship and Ocean Technology
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• v.12 no.2
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• pp.1-15
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• 2008

The main idea of this paper introduce stochastic structural parameters and random dynamic excitation directly into the dynamic functional variational formulations, and developed the nonlinear dynamic analysis of a stochastic variational principle and the corresponding stochastic finite element method via the weighted residual method and the small parameter perturbation technique. An interpolation method was adopted, which is based on representing the random field in terms of an interpolation rule involving a set of deterministic shape functions. Direct integration Wilson-${\theta}$ Method was adopted to solve finite element equations. Numerical examples are compared with Monte-Carlo simulation method to show that the approaches proposed herein are accurate and effective for the nonlinear dynamic analysis of structures with random parameters.

• Journal of the Korean Statistical Society
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• v.20 no.2
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• pp.99-107
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• 1991

Behrens-Fisher problem is viewed from a model selection approach. Normal distribution is regarded as an approximating model, A criterion, called TIC, is derived and is compared with selection criteria such as AIC and a bootstrap estimator. Stochastic approximation is used since no closed form expression is available for the bootstrap estimator.

• Proceedings of the IEEK Conference
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• 2008.06a
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• pp.197-198
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• 2008

In this paper, we study an opportunistic scheduling scheme for the OFDMA system with streaming services. The service is modeled by using the appropriate utility function. We formulate a stochastic optimization problem that aims at maximizing network utility while satisfying the QoS requirement of each user. The problem is solved by using the dual approach and the stochastic sub-gradient algorithm.

• Communications for Statistical Applications and Methods
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• v.3 no.2
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• pp.77-83
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• 1996

This paper is concerned with an estimation problem for the AR(1) process $Y_t, t=0, {\pm}1, {\cdots}$with time carying autoregressive coefficient, where coefficient itself is also stochastic process. Attention is directed to the problem of finding a consistent estimator of ${\Phi}$, the mean level of autoregressive coefficient. The asymptotic distribution of the resulting consistent estimator of ${\Phi}$, is them discussed. We do not assume any time series model for the time varying autoregressive coefficient.

• Proceedings of the Korea Society for Simulation Conference
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• 1994.10a
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• pp.1-2
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• 1994

With the prevalence of computers in modern organizations, simulation is receiving more atention as an effectvie decision -making tool. Simualtion is a computer-based numerical technique which uses mathmatical and logical models to approximate the behaviror of a real-world system. However, iptimization of synamic stochastic systems often defy analytical and algorithmic soluions. Although a simulation approach is often free fo the liminting assumption s of mathematical modeling, cost and time consiceration s make simulation the henayst's last resort. Therefore, whenever possible, analytical and algorithmica solutions are favored over simulation. This paper discussed the issues and procedrues for using simulation as a tool for optimization of stochastic complex systems that are dmodeled by computer simulation . Its emphasis is mostly on issues that are speicific to simulation optimization instead of consentrating on the general optimizationand mathematical programming techniques . A simulation optimization problem is an optimization problem where the objective function. constraints, or both are response that can only be evauated by computer simulation. As such, these functions are only implicit functions of decision parameters of the system, and often stochastic in nature as well. Most of optimization techniqes can be classified as single or multiple-resoneses techniques . The optimization of single response functins has been researched extensively and consists of many techniques. In the single response category, these strategies are gradient based search techniques, stochastic approximate techniques, response surface techniques, and heuristic search techniques. In the multiple response categroy, there are basically five distinct strategies for treating the responses and finding the optimum solution. These strategies are graphica techniqes, direct search techniques, constrained optimization techniques, unconstrained optimization techniques, and goal programming techniques. The choice of theprocedreu to employ in simulation optimization depends on the analyst and the problem to be solved. For many practival and industrial optimization problems where some or all of the system components are stochastic, the objective functions cannot be represented analytically. Therefore, modeling by computersimulation is one of the most effective means of studying such complex systems. In this paper, after discussion of simulation optmization techniques, the applications of above techniques will be presented in the modeling process of many flexible manufacturing systems.

• Journal of Korean Society of Transportation
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• v.28 no.5
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• pp.107-116
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• 2010

The vehicle travel time between locations in a downtown is greatly influenced by both complex road conditions and traffic situation that changes real time according to various external variables. The customer's demands also stochastically change by time period. Most vehicle routing problems suggest a vehicle route considering travel distance, average vehicle speed, and deterministic demand; however, they do not consider the dynamic external environment, including items such as traffic conditions and stochastic demand. A realistic vehicle routing problem which considers traffic (smooth, delaying, and stagnating) and stochastic demands is suggested in this study. A mathematical programming model and hybrid genetic algorithm are suggested to minimize the total travel time. By comparing the results considering traffic and stochastic demands, the suggested algorithm gives a better solution than existing algorithms.