• Title/Summary/Keyword: stochastic simulation.

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On the modification of particle dispersion in isotropic turbulence by free rotation of particle (등방성 난류에서 입자의 회전에 의한 분산 특성의 변화)

  • Park, Yong-Nam;Lee, Chang-Hoon
    • Proceedings of the KSME Conference
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    • 2008.11b
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    • pp.2554-2557
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    • 2008
  • Effect of a particle's spin is investigated numerically by considering the effect of lift occurring due to difference of rotations of a particle and of fluid such as the Saffman lift and Magnus force. These lift forces have been neglected in many previous works on particle-laden turbulence. The trajectory of particles can be changed by the lift forces, resulting in significant modification of the stochastic characteristics of heavy particles. Probability density functions and autocorrelations are examined of velocity, acceleration of solid particle and acceleration of fluid at the position of solid particle. Changes in velocity statistics are negligible but statistics related with acceleration are a little bit changed by particle's rotation. When a laden particle encounters with coherent structures during the motion, the particle's rotation might significantly affects the motion due to intermittently large fluid acceleration near coherent structures.

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Length-biased Rayleigh distribution: reliability analysis, estimation of the parameter, and applications

  • Kayid, M.;Alshingiti, Arwa M.;Aldossary, H.
    • International Journal of Reliability and Applications
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    • v.14 no.1
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    • pp.27-39
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    • 2013
  • In this article, a new model based on the Rayleigh distribution is introduced. This model is useful and practical in physics, reliability, and life testing. The statistical and reliability properties of this model are presented, including moments, the hazard rate, the reversed hazard rate, and mean residual life functions, among others. In addition, it is shown that the distributions of the new model are ordered regarding the strongest likelihood ratio ordering. Four estimating methods, namely, method of moment, maximum likelihood method, Bayes estimation, and uniformly minimum variance unbiased, are used to estimate the parameters of this model. Simulation is used to calculate the estimates and to study their properties. Finally, the appropriateness of this model for real data sets is shown by using the chi-square goodness of fit test and the Kolmogorov-Smirnov statistic.

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Improved Weighted Integral Method and Application to Analysis of Semi-infinite Domain (개선된 가중적분법과 반무한 영역의 해석)

  • 노혁천;최창근
    • Proceedings of the Computational Structural Engineering Institute Conference
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    • 2002.04a
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    • pp.369-376
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    • 2002
  • The stochastic analysis of semi-infinite domain is presented using the weighted integral method, which is improved to include the higher order terms in expanding the displacement vector. To improve the weighted integral method, the Lagrangian remainder is taken into account in the expansion of the status variable with respect to the mean value of the random variables. In the resulting formulae only the 'proportionality coefficients' are introduced in the resulting equation, therefore no additional computation time and memory requirement is needed. The equations are applied in analyzing the semi-infinite domain. The results obtained by the improved weighted integral method are reasonable and are in good agreement with those of the Monte Carlo simulation. To model the semi-infinite domain, the Bettess's infinite element is adopted, where the theoretical decomposition of the strain-displacement matrix to calculate the deviatoric stiffness of the semi-infinite domains is introduced. The calculated value of mean and the covariance of the displacement are revealed to be larger than those given by the finite domain assumptions which is thought to be rational and should be considered in the design of structures on semi-infinite domains.

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An Advanced GERT Evaluation Model for Research and Development (연구개발 프로젝트를 위한 새로운 GERT평가모델)

  • 권철신
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.3 no.3
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    • pp.13-22
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    • 1980
  • Research and Development has a property that involves uncertainity and risk in itself. Therefore, in order to scheduling of R & D activity, it Is needed of a certain probabilistic network technique with due regard to feedback process used to occur in the R & D proceeding. It is GERT that was developed as the need arises . In this study, the network structure of GERT-I and GERT-II was combined and then simulation analysis was used to it. According to that analysis , an advanced GERT model which covers the following stochastic problems was examined. 1 Evaluating success feasibility under the complex condition (time and cost). 2 Selecting acceptance range for the worst. 3. Selecting optimum path on basis of time, cost and success. 4. Evaluating project utility among the project alternatives. It is for managing R&D projects more effectively.

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Comparative analysis among deterministic and stochastic collision damage models for oil tanker and bulk carrier reliability

  • Campanile, A.;Piscopo, V.;Scamardella, A.
    • International Journal of Naval Architecture and Ocean Engineering
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    • v.10 no.1
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    • pp.21-36
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    • 2018
  • The incidence of collision damage models on oil tanker and bulk carrier reliability is investigated considering the IACS deterministic model against GOALDS/IMO database statistics for collision events, substantiating the probabilistic model. Statistical properties of hull girder residual strength are determined by Monte Carlo simulation, based on random generation of damage dimensions and a modified form of incremental-iterative method, to account for neutral axis rotation and equilibrium of horizontal bending moment, due to cross-section asymmetry after collision events. Reliability analysis is performed, to investigate the incidence of collision penetration depth and height statistical properties on hull girder sagging/hogging failure probabilities. Besides, the incidence of corrosion on hull girder residual strength and reliability is also discussed, focussing on gross, hull girder net and local net scantlings, respectively. The ISSC double hull oil tanker and single side bulk carrier, assumed as test cases in the ISSC 2012 report, are taken as reference ships.

An Efficient ATM Traffic Generator for the Real-Time Production of a Large Class of Complex Traffic Profiles

  • Loukatos Dimitrios;Sarakis Lambros;Kontovasilis Kimon;Mitrou Nikolas
    • Journal of Communications and Networks
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    • v.7 no.1
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    • pp.54-64
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    • 2005
  • This paper presents an advanced architecture for a traffic generator capable of producing ATM traffic streams according to fully general semi-Markovian stochastic models. The architecture employs a basic traffic generator platform and enhances it by adding facilities for 'driving' the cell generation process through high-level specifications. Several kinds of optimization are employed for enhancing the software's speed to match the hardware's potential and for ensuring that traffic streams corresponding to models with a wide range of parameters can be generated efficiently and reliably. The proposed traffic generation procedure is highly modular. Thus, although this paper deals with ATM traffic, the main elements of the architecture can be used equally well for generating traffic loads on other networking technologies, IP-based networks being a notable example.

A Study on the Flow Control with Retransmission Algorithm (흐름 제어에서 재 전송 알고리즘의 해석에 관한 연구)

  • 박동준;이사운;강준길
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.16 no.12
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    • pp.1417-1422
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    • 1991
  • In this paper we develop an analytic model for end-to-end communication protocols and study the window mechanism for flow control in store-and-forward computer networks. We develop a flow control model in which the parameters of the system are not dynamically adjusted to the stochastic fluctuation of the system load. Simulation results are presented and it is shown that the throughput-delay performance of a network can be improved by proper selection of the design parameter, such as timeout, the number of retransmission, etc.

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Internet Traffic Control Using Dynamic Neural Networks

  • Cho, Hyun-Cheol;Fadali, M. Sami;Lee, Kwon-Soon
    • Journal of Electrical Engineering and Technology
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    • v.3 no.2
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    • pp.285-291
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    • 2008
  • Active Queue Management(AQM) has been widely used for congestion avoidance in Transmission Control Protocol(TCP) networks. Although numerous AQM schemes have been proposed to regulate a queue size close to a reference level, most of them are incapable of adequately adapting to TCP network dynamics due to TCP's non-linearity and time-varying stochastic properties. To alleviate these problems, we introduce an AQM technique based on a dynamic neural network using the Back-Propagation(BP) algorithm. The dynamic neural network is designed to perform as a robust adaptive feedback controller for TCP dynamics after an adequate training period. We evaluate the performances of the proposed neural network AQM approach using simulation experiments. The proposed approach yields superior performance with faster transient time, larger throughput, and higher link utilization compared to two existing schemes: Random Early Detection(RED) and Proportional-Integral(PI)-based AQM. The neural AQM outperformed PI control and RED, especially in transient state and TCP dynamics variation.

Improved Attenuation Estimation of Ultrasonic Signals Using Frequency Compounding Method

  • Kim, Hyungsuk;Shim, Jaeyoon;Heo, Seo Weon
    • Journal of Electrical Engineering and Technology
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    • v.13 no.1
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    • pp.430-437
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    • 2018
  • Ultrasonic attenuation is an important parameter in Quantitative Ultrasound and many algorithms have been proposed to improve estimation accuracy and repeatability for multiple independent estimates. In this work, we propose an improved algorithm for estimating ultrasonic attenuation utilizing the optimal frequency compounding technique based on stochastic noise model. We formulate mathematical compounding equations in the AWGN channel model and solve optimization problems to maximize the signal-to-noise ratio for multiple frequency components. Individual estimates are calculated by the reference phantom method which provides very stable results in uniformly attenuating regions. We also propose the guideline to select frequency ranges of reflected RF signals. Simulation results using numerical phantoms show that the proposed optimal frequency compounding method provides improved accuracy while minimizing estimation bias. The estimation variance is reduced by only 16% for the un-compounding case, whereas it is reduced by 68% for the uniformly compounding case. The frequency range corresponding to the half-power for reflected signals also provides robust and efficient estimation performance.

Path Planning Based on Spline D* for Mobile-robot (이동로봇을 위한 스플라인 D* 기반의 경로 계획)

  • Ryu, Hee-Rack;Choi, Yun-Won;Saitov-Sinl, Dilshat;Lee, Suk-Gyu
    • The Transactions of The Korean Institute of Electrical Engineers
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    • v.63 no.1
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    • pp.92-98
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    • 2014
  • This paper proposes a hermite spline based D* algorithm for effective path planning of mobile robot to improve the detecting speed. In conventional path planning research, a robot is supposed to pass through predetermined centers of grid partitions of area. However it doesn't guarantee the optimal path during its navigation. In addition, a robot is hard to avoid obstacles effectively. The proposed algorithm in this paper makes use of stochastic characteristics of nonholonomic mobile robot and estimation of shortest path to curvature movement of the robot. The performance evaluation of the improved spline D* algorithm performed through simulation shows its effectiveness. Moreover, the experiment verifies that a robot can find the shortest path by building the curve paths while it is moving on the path in spline.