• Title/Summary/Keyword: stochastic simulation.

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Reservoir Operating System Using Sampling Stochastic Dynamic Programming for the Han River Basin (표본 추계학적 동적계획법을 사용한 한강수계 저수지 운영시스템 개발)

  • Eum, Hyung-Il;Park, Myung-Ky
    • Journal of Korea Water Resources Association
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    • v.43 no.1
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    • pp.67-79
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    • 2010
  • Korea water resources corporation (K-Water) has developed the real-time water resources management system for the Nakdong and the Geum River basin to efficiently operate multi-purpose dams in the basins. This study has extended to the Han River basin for providing an effective ending target storage of a month to the real-time water resources management system using Sampling Stochastic Dynamic Programming (SSDP), consequently increasing the efficiency of the reservoir system. The optimization model were developed for three reservoirs, named Soyang, Chungju, and Hwacheon, with high priority in terms of the amounts of effective capacity and water supply for the basin. The number of storage state variable for each dam to set an optimization problem has been assigned from the results of sensitivity analysis. Compared with the K-water operating policy with the target water supply elevations, the optimization model suggested in this study showed that the shortfalls are decreased by 37.22 MCM/year for the required water demands in the basin, even increasing 171 GWh in hydro electronic power generation. In addition, the result of a reservoir operating system during the drawdown period applied to real situation demonstrates that additional releases for water quality or hydro electronic power generation would be possible during the drawdown period between 2007 and 2008. On the basis of these simulation results, the applicability of the SSDP model and the reservoir operating system is proved. Therefore, the more efficient reservoir operation can be achieved if the reservoir operating system is extended further to other Korean basins.

Two-dimensional Inundation Analysis Using Stochastic Rainfall Variation and Geographic Information System (추계학적 강우변동생성 기법과 GIS를 연계한 2차원 침수해석)

  • Lee, Jin-Young;Cho, Wan-Hee;Han, Kun-Yeun;Ahn, Ki-Hong
    • Journal of the Korean Association of Geographic Information Studies
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    • v.13 no.1
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    • pp.101-113
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    • 2010
  • Recently actual rainfall pattern is decreasing rainy days and increasing in rainfall intensity and the frequency of flood occurrence is also increased. To consider recent situation, Engineers use deterministic methods like a PMP(Probable Maximum Precipitation). If design storm wouldn't occur, increasing of design criteria is extravagant. In addition, the biggest structure cause trouble with residents and environmental problem. And then it is necessary to study considering probability of rainfall parameter in each sub-basin for design of water structure. In this study, stochastic rainfall patterns are generated by using log-ratio method, Johnson system and multivariate Monte Carlo simulation. Using the stochastic rainfall patterns, hydrological analysis, hydraulic analysis and 2nd flooding analysis were performed based on GIS for their applicability. The results of simulations are similar to the actual damage area so the methodology of this study should be used about making a flood risk map or regidental shunting rout map against the region.

Stochastic investigation on three-dimensional diffusion of chloride ions in concrete

  • Ye Tian;Yifei Zhu;Guoyi Zhang;Zhonggou Chen;Huiping Feng;Nanguo Jin;Xianyu Jin;Hongxiao Wu;Yinzhe Shao;Yu Liu;Dongming Yan;Zheng Zhou;Shenshan Wang;Zhiqiang Zhang
    • Computers and Concrete
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    • v.32 no.3
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    • pp.247-261
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    • 2023
  • Due to the non-uniform distribution of meso-structure, the diffusion of chloride ions in concrete show the characteristics of characteristics of randomness and fuzziness, which leads to the non-uniform distribution of chloride ions and the non-uniform corrosion of steel rebar in concrete. This phenomenon is supposed as the main reason causing the uncertainty of the bearing capacity deterioration of reinforced concrete structures. In order to analyze and predict the durability of reinforced concrete structures under chloride environment, the random features of chloride ions transport in concrete were studied in this research from in situ meso-structure of concrete. Based on X-ray CT technology, the spatial distribution of coarse aggregates and pores were recognized and extracted from a cylinder concrete specimen. In considering the influence of ITZ, the in situ mesostructure of concrete specimen was reconstructed to conduct a numerical simulation on the diffusion of chloride ions in concrete, which was verified through electronic microprobe technology. Then a stochastic study was performed to investigate the distribution of chloride ions concentration in space and time. The research indicates that the influence of coarse aggregate on chloride ions diffusion is the synthetic action of tortuosity and ITZ effect. The spatial distribution of coarse aggregates and pores is the main reason leading to the non-uniform distribution of chloride ions both in spatial and time scale. The chloride ions concentration under a certain time and the time under a certain concentration both satisfy the Lognormal distribution, which are accepted by Kolmogorov-Smirnov test and Chi-square test. This research provides an efficient method for obtain mass stochastic data from limited but representative samples, which lays a solid foundation for the investigation on the service properties of reinforced concrete structures.

Comparison of Delay Estimates for Signalized Intersection (신호교차로 지체 산정 비교)

  • Jo, Jun-Han;Jo, Yong-Chan;Kim, Seong-Ho
    • Journal of Korean Society of Transportation
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    • v.23 no.1
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    • pp.67-80
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    • 2005
  • In this paper, the primary objective of the research are to review the methods currently avaliable for estimating the delay incurred by vehicles at signalized intersections. The paper compares the delay estimates from a deterministic queueing model, a model based on shock wave theory , the steady-state Webster model, the queue-based models defined in the 1994 and 2001 version of the High way Capacity Manual, in addition to the delays estimated from the TRANSYT-7F macroscopic simulation and NETSIM microscopic simulation. More especially, this paper is to compare the delay estimates obtained using macroscopic and microscopic simulation tools against state-of-the practice analytical models that are derived from deterministic queueing and shock wave analysis theory. The results of the comparisons indicate that all delay models produce relatively similar results for signalized intersections with low traffic demand, but that increasing differences occur as the traffic demand approaches saturation. In particular, when the TRANSYT-7F and NETSIM are compared, it is highly differences as approach for traffic condition to over-saturation. Also, the NETSIM microscopic simulation is the lowest estimates among the various models.

Feasibility of Stochastic Weather Data as an Input to Plant Phenology Models (식물계절모형 입력자료로서 확률추정 기상자료의 이용 가능성)

  • Kim, Dae-Jun;Chung, U-Ran;Yun, Jin-I.
    • Korean Journal of Agricultural and Forest Meteorology
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    • v.14 no.1
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    • pp.11-18
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    • 2012
  • Daily temperature data produced by harmonic analysis of monthly climate summary have been used as an input to plant phenology model. This study was carried out to evaluate the performance of the harmonic based daily temperature data in prediction of major phenological developments and to apply the results in improving decision support for agricultural production in relation to the climate change scenarios. Daily maximum and minimum temperature data for a climatological normal year (Jan. 1 to Dec. 31, 1971-2000) were produced by harmonic analysis of the monthly climate means for Seoul weather station. The data were used as inputs to a thermal time - based phenology model to predict dormancy, budburst, and flowering of Japanese cherry in Seoul. Daily temperature measurements at Seoul station from 1971 to 2000 were used to run the same model and the results were compared with the harmonic data case. Leaving no information on annual variation aside, the harmonic based simulation showed 25 days earlier release from endodormancy, 57 days longer period for maximum cold tolerance, delayed budburst and flowering by 14 and 13 days, respectively, compared with the simulation based on the observed data. As an alternative to the harmonic data, 30 years daily temperature data were generated by a stochastic process (SIMMETEO + WGEN) using climatic summary of Seoul station for 1971-2000. When these data were used to simulate major phenology of Japanese cherry for 30 years, deviations from the results using observed data were much less than the harmonic data case: 6 days earlier dormancy release, 10 days reduction in maximum cold tolerance period, only 3 and 2 days delay in budburst and flowering, respectively. Inter-annual variation in phenological developments was also in accordance with the observed data. If stochastically generated temperature data could be used in agroclimatic mapping and zoning, more reliable and practical aids will be available to climate change adaptation policy or decision makers.

Financial Feasibility Analysis for the Development of Urban Telecommunication Facility Purpose Site (도심 통신기반시설용지의 개발을 위한 재무타당성 분석에 관한 연구)

  • Park, Kyungyong;Jeong, Moonoh;Lee, Sangyoub
    • Korean Journal of Construction Engineering and Management
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    • v.16 no.5
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    • pp.31-41
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    • 2015
  • The telecommunication industry has been considered as a national fundamental infrastructure. However, due to the rapid evolution of technology and the change of industry market conditions, the telecommunication infrastructure needs no more huge space for facility and it leads its use to the mixed-use development based on private investment. This study intends to examine the financial feasibility of the development project for the optimal alternative use of telecommunication facility purpose site as a case study based on two types: contributed acceptance and multi-level designation. The NPA and IRR has been analyzed by the simulation of stochastic variables including rent price and its variation rate, vacancy rate, construction cost, capitalization rate and discount rate. The research finding indicates that the two types of development are satisfied with the financial feasibility and it is noteworthy that the rent price turns out to be the most critical factor for the project. Accordingly, it is expected that these research finding can be applied for providing the solid cases of financial feasibility analysis for the development project in limited use of telecommunication facility purpose site.

Development of Stochastic Downscaling Method for Rainfall Data Using GCM (GCM Ensemble을 활용한 추계학적 강우자료 상세화 기법 개발)

  • Kim, Tae-Jeong;Kwon, Hyun-Han;Lee, Dong-Ryul;Yoon, Sun-Kwon
    • Journal of Korea Water Resources Association
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    • v.47 no.9
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    • pp.825-838
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    • 2014
  • The stationary Markov chain model has been widely used as a daily rainfall simulation model. A main assumption of the stationary Markov model is that statistical characteristics do not change over time and do not have any trends. In other words, the stationary Markov chain model for daily rainfall simulation essentially can not incorporate any changes in mean or variance into the model. Here we develop a Non-stationary hidden Markov chain model (NHMM) based stochastic downscaling scheme for simulating the daily rainfall sequences, using general circulation models (GCMs) as inputs. It has been acknowledged that GCMs perform well with respect to annual and seasonal variation at large spatial scale and they stand as one of the primary sources for obtaining forecasts. The proposed model is applied to daily rainfall series at three stations in Nakdong watershed. The model showed a better performance in reproducing most of the statistics associated with daily and seasonal rainfall. In particular, the proposed model provided a significant improvement in reproducing the extremes. It was confirmed that the proposed model could be used as a downscaling model for the purpose of generating plausible daily rainfall scenarios if elaborate GCM forecasts can used as a predictor. Also, the proposed NHMM model can be applied to climate change studies if GCM based climate change scenarios are used as inputs.

An Empirical Study on the Profit Margin Adequacy of Korean General Insurance (국내 일반보험 예정이익률 적정성에 관한 실증연구)

  • Park, Geunyong;Kim, So-Yeun
    • The Journal of the Korea Contents Association
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    • v.21 no.6
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    • pp.588-597
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    • 2021
  • In Korea, the standard for calculating the profit of a general insurance, which constitutes the loading in the premium, is not specified, and most of the non-life insurance companies reflect 2~5% of the premium as profit margin. Although the transparency of pricing is required due to the nature of insurance products, there are insufficient standards and empirical studies on the determination of insurance price factors in the domestic insurance industry. In this study, we propose a method of calculating the expected profit margin of general insurance. A way for calculating the expected profit margin of the general insurance is to reflect the shareholder demand on the capital that the insurance company should secure against the risk of loss due to the profit/loss volatility, as a ratio to the insurance premium. Shareholders should be compensated for the risks associated with their insurance operations, and the opportunity cost of these shareholders is to be reflected in premiums. In this study, we calculate the amount of capital that the company should accumulate to prepare insurance risk for each product, and insurance risk is defined as the volatility of insurance operating profit/loss. And insurance risk is calculated using stochastic simulation based on Dynamic Financial Analysis (DFA) methodology. Finally, we calculate the expected profit margins for 25 products and analyzed the difference between those and the profit ratio of domestic general insurance.

A development of stochastic simulation model based on vector autoregressive model (VAR) for groundwater and river water stages (벡터자기회귀(VAR) 모형을 이용한 지하수위와 하천수위의 추계학적 모의기법 개발)

  • Kwon, Yoon Jeong;Won, Chang-Hee;Choi, Byoung-Han;Kwon, Hyun-Han
    • Journal of Korea Water Resources Association
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    • v.55 no.12
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    • pp.1137-1147
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    • 2022
  • River and groundwater stages are the main elements in the hydrologic cycle. They are spatially correlated and can be used to evaluate hydrological and agricultural drought. Stochastic simulation is often performed independently on hydrological variables that are spatiotemporally correlated. In this setting, interdependency across mutual variables may not be maintained. This study proposes the Bayesian vector autoregression model (VAR) to capture the interdependency between multiple variables over time. VAR models systematically consider the lagged stages of each variable and the lagged values of the other variables. Further, an autoregressive model (AR) was built and compared with the VAR model. It was confirmed that the VAR model was more effective in reproducing observed interdependency (or cross-correlation) between river and ground stages, while the AR generally underestimated that of the observed.

Analysis of ensemble streamflow prediction effect on deriving dam releases for water supply (용수공급을 위한 댐 방류량 결정에서의 앙상블 유량 예측 효과 분석)

  • Kim, Yeonju;Kim, Gi Joo;Kim, Young-Oh
    • Journal of Korea Water Resources Association
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    • v.56 no.12
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    • pp.969-980
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    • 2023
  • Since the 2000s, ensemble streamflow prediction (ESP) has been actively utilized in South Korea, primarily for hydrological forecasting purposes. Despite its notable success in hydrological forecasting, the original objective of enhancing water resources system management has been relatively overlooked. Consequently, this study aims to demonstrate the utility of ESP in water resources management by creating a simple hypothetical exercise for dam operators and applying it to actual multi-purpose dams in South Korea. The hypothetical exercise showed that even when the means of ESP are identical, different costs can result from varying standard deviations. Subsequently, using sampling stochastic dynamic programming (SSDP) and considering the capacity-inflow ratio (CIR), optimal release patterns were derived for Soyang Dam (CIR = 1.345) and Chungju Dam (CIR = 0.563) based on types W and P. For this analysis, Type W was defined with standard deviation equal to the mean inflow, and Type P with standard deviation ten times of the mean inflow. Simulated operations were conducted from 2020 to 2022 using the derived optimal releases. The results indicate that in the case of Dam Chungju, more aggressive optimal release patterns were derived under types with smaller standard deviations, and the simulated operations demonstrated satisfactory outcomes. Similarly, Soyang Dam exhibited similar results in terms of optimal release, but there was no significant difference in the simulation between types W and P due to its large CIR. Ultimately, this study highlights that even with the same mean values, the standard deviation of ESP impacts optimal release patterns and outcomes in simulation. Additionally, it underscores that systems with smaller CIRs are more sensitive to such uncertainties. Based on these findings, there is potential for improvements in South Korea's current operational practices, which rely solely on single representative values for water resources management.