• Title/Summary/Keyword: stochastic simulation.

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Future Inflow Simulation Considering the Uncertainties of TFN Model and GCMs on Chungju Dam Basin (TFN 모형과 GCM의 불확실성을 고려한 충주댐 유역의 미래 유입량 모의)

  • Park, Jiyeon;Kwon, Ji-Hye;Kim, Taereem;Heo, Jun-Haeng
    • Journal of Korea Water Resources Association
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    • v.47 no.2
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    • pp.135-143
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    • 2014
  • In this study, Chungju inflow was simulated for climate change considering the uncertainties of GCMs and a stochastic model. TFN (Transfer Function Noise) model and 4 different GCMs (CNRM, CSIRO, CONS, UKMO) based on IPCC AR4 A2 scenario were used. In order to evaluate uncertainty of TFN model, 100 cases of noises are applied to the TFN model. Thus, 400 cases of inflow results are simulated. Future inflows according to the GCMs show different rates of changes for the future 3 periods relative to the past 30-years reference period. As the results, the summer inflow shows increasing trend and the spring inflow shows decreasing trend based on AR4 A2 scenario.

Application of Probabilistic Health Risk Analysis in Life Cycle Assessment -Part I : Life Cycle Assessment for Environmental Load of Chemical Products using Probabilistic Health Risk Analysis : A Case Study (전과정평가에 있어 확률론적 건강영향분석기법 적용 -Part II : 화학제품의 환경부하 전과정평가에 있어 건강영향분석 모의사례연구)

  • Park, Jae-Sung;Choi, Kwang-Soo
    • Journal of Environmental Impact Assessment
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    • v.9 no.3
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    • pp.203-214
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    • 2000
  • Health risk assessment is applied to streamlining LCA(Life Cycle Assessment) using Monte carlo simulation for probabilistic/stochastic exposure and risk distribution analysis caused by data variability and uncertainty. A case study was carried out to find benefits of this application. BTC(Benzene, Trichloroethylene, Carbon tetrachloride mixture alias) personal exposure cases were assumed as production worker(in workplace), manager(in office) and business man(outdoor). These cases were different from occupational retention time and exposure concentration for BTC consumption pattern. The result of cancer risk in these 3 scenario cases were estimated as $1.72E-4{\pm}1.2E+0$(production worker; case A), $9.62E-5{\pm}1.44E-5$(manger; case B), $6.90E-5{\pm}1.16E+0$(business man; case C), respectively. Portions of over acceptable risk 1.00E-4(assumed standard) were 99.85%, 38.89% and 0.61%, respectively. Estimated BTC risk was log-normal pattern, but some of distributions did not have any formal patterns. Except first impact factor(BTC emission quantity), sensitivity analysis showed that main effective factor was retention time in their occupational exposure sites. This case study is a good example to cover that LCA with probabilistic risk analysis tool can supply various significant information such as statistical distribution including personal/environmental exposure level, daily time activity pattern and individual susceptibility. Further research is needed for investigating real data of these input variables and personal exposure concentration and application of this study methodology.

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Reliability Based Design of the Automotive Components considering Degradation Properties of Polymeric Materials (열화물성을 고려한 차량용 플라스틱 부품의 신뢰성 기반 설계)

  • Doh, Jaehyeok;Lee, Jongsoo;Ahn, Hyo-Sang;Kim, Sang-Woo;Kim, Seock-Hwan
    • Transactions of the Korean Society of Automotive Engineers
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    • v.24 no.5
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    • pp.596-604
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    • 2016
  • In this study, we used a stochastic approach for guaranteeing the reliability and robustness of the performance with regard to the design of polymer components, while taking into consideration the degradation properties and operating conditions in automobiles. Creep and tensile tests were performed for obtaining degradation properties. The Prony series, which described the viscoelastic models, were calculated to use the creep data by the Maxwell fluid model. We obtained the stress data from the frequency response analysis of the polymer components while considering the degradation properties. Limit state functions are generated by using these data. Reliability assessments are conducted under the variation of the degradation properties and area of frequency at peak response. For this study, the input parameters are assumed to be a normal distribution, and the reliability under the yield stress criteria is evaluated by using the Monte Carlo Simulation. As a result, the reliabilities, according to the three types of polymer materials in automotive components, are compared to each other and suggested the applicable possibility of polymeric materials in automobiles.

Performance Improvement of Freight Logistics Hub Selection in Thailand by Coordinated Simulation and AHP

  • Wanitwattanakosol, Jirapat;Holimchayachotikul, Pongsak;Nimsrikul, Phatchari;Sopadang, Apichat
    • Industrial Engineering and Management Systems
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    • v.9 no.2
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    • pp.88-96
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    • 2010
  • This paper presents a two-phase quantitative framework to aid the decision making process for effective selection of an efficient freight logistics hub from 8 alternatives in Thailand on the North-South economic corridor. Phase 1 employs both multiple regression and Pearson Feature selection to find the important criteria, as defined by logistics hub score, and to reduce number of criteria by eliminating the less important criteria. The result of Pearson Feature selection indicated that only 5 of 15 criteria affected the logistics hub score. Moreover, Genetic Algorithm (GA) was constructed from original 15 criteria data set to find the relationship between logistics criteria and freight logistics hub score. As a result, the statistical tools are provided the same 5 important criteria, affecting logistics hub score from GA, and data mining tool. Phase 2 performs the fuzzy stochastic AHP analysis with the five important criteria. This approach could help to gain insight into how the imprecision in judgment ratios may affect their alternatives toward the best solution and how the best alternative may be identified with certain confidence. The main objective of the paper is to find the best alternative for selecting freight logistics hub under proper criteria. The experimental results show that by using this approach, Chiang Mai province is the best place with the confidence interval 95%.

A Long-term Durability Prediction for RC Structures Exposed to Carbonation Using Probabilistic Approach (확률론적 기법을 이용한 탄산화 RC 구조물의 내구성 예측)

  • Jung, Hyun-Jun;Kim, Gyu-Seon
    • Journal of the Korea institute for structural maintenance and inspection
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    • v.14 no.5
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    • pp.119-127
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    • 2010
  • This paper provides a new approach for durability prediction of reinforced concrete structures exposed to carbonation. In this method, the prediction can be updated successively by a Bayes' theorem when additional data are available. The stochastic properties of model parameters are explicitly taken into account in the model. To simplify the procedure of the model, the probability of the durability limit is determined based on the samples obtained from the Latin Hypercube Sampling(LHS) technique. The new method may be very useful in design of important concrete structures and help to predict the remaining service life of existing concrete structures which have been monitored. For using the new method, in which the prior distribution is developed to represent the uncertainties of the carbonation velocity using data of concrete structures(3700 specimens) in Korea and the likelihood function is used to monitor in-situ data. The posterior distribution is obtained by combining a prior distribution and a likelihood function. Efficiency of the LHS technique for simulation was confirmed through a comparison between the LHS and the Monte Calro Simulation(MCS) technique.

Variations of Longitudinal Moments for a Contaminant Transport in Physically and Chemically Heterogeneous Media (물리.화학적 불균질 특성을 지닌 매질 내 오염운 이동시 보이는 종적률 변화)

  • Seo, Byong-Min;Jung, Joon-Oh;Kim, Young-Woo;Hwang, Seung-Min
    • The Journal of Engineering Geology
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    • v.19 no.1
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    • pp.81-88
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    • 2009
  • Two dimensional Monte-Carlo simulations of a non-reactive solute plume in isotropic porous media which are physically and chemically heterogeneous are conducted to determine the variations of moment. Retardation factors of 1, 2 and 5 are given to ascertain how the second moments are changed as adsorption increased. Retarded longitudinal second spatial moment, ${Z_{11}}^{'R}(t',l')$, increased during the transport process and as the dimensionless lengths of line plume source, $l_2'$, increased. ${Z_{11}}^{'R}(t',l')$ decreased as the retardation factors increased, and the simulated moments fit well to the first-order analytical results. Retarded longitudinal plume centroid variance, ${Z_{11}}^{'R}(t',l')$, decreased as the dimensionless lengths of line plume source, $l_2'$, increased and as the retardation factor increased. The result indicates that the uncertainty about the plume center decreased, and the ergodic condition for the second spatial moments is far from reaching. Simulated longitudinal one particle displacement covariance, ${Z_{11}}^{'R}(t')$, well consistent with the first-order analytical results for the three degrees of retardation factors of 1, 2 and 5 respectively. It is, consequently, concluded that the retarded longitudinal second moments could be produced by stochastic simulation, and that the first-order analytical results definitely provides very close values of the longitudinal retarded moments.

Stochastic numerical study on the propagation characteristics of P-Wave in heterogeneous ground (지반의 비균질성이 탄성파 전파 특성에 미치는 영향에 대한 추계론적 수치해석 연구)

  • Song, Ki-Il
    • Journal of Korean Tunnelling and Underground Space Association
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    • v.15 no.1
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    • pp.13-24
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    • 2013
  • Various elastic wave-based site investigation methods have been used to characterize subsurface ground because the dynamic properties can be correlated with various geotechnical parameters. Although the inherent spatial variability of the geotechnical parameters affects the P-wave propagation characteristics, ground heterogeneity has not been considered as an influential factor. Thus, the effect of heterogeneous ground on the travel-time shift and wavefront characteristics of elastic waves through stochastic numerical analyses is investigated in this study. The effects of the relative correlation lengths and relative propagation distances on the travel-time shift of P-waves considering various intensities of ground heterogeneity were investigated. Heterogeneous ground fields of stiffness (e.g., the coefficient of variation = 10 ~ 40%) were repeatedly realized in numerical finite difference grids using the turning band method. Monte Carlo simulations were undertaken to simulate P-wave propagation in heterogeneous ground using a finite difference method-based numerical approach. The results show that the disturbance of the wavefront becomes more significant with stronger heterogeneity and induces travel-time delays. The relative correlation lengths and propagation distances are systematically related to the travel-time shift.

Financial Feasibility Study by Considering Risk Factors for High-Rise Development Project (초고층 개발사업의 리스크 요인을 고려한 재무적 타당성 분석)

  • Chun, Young-Jun;Cho, Joo-Hyun
    • Korean Journal of Construction Engineering and Management
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    • v.18 no.4
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    • pp.3-16
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    • 2017
  • Forecasting cash flow is very important but is difficult and complicated to analysis in high-rise development projects. And An expected value which was forecasted on the early stage is likely to fluctuate due to uncertainties around such complicated huge project to consider the probable uncertainty. There are not objectified method which are able to cope with uncertainty of project, and feasibility study based on selected financial analysis does not include liquidity of cash flow. Through such a stochastic method, developer can cope with cash flow fluctuation and set up a financial plan. Also this study is meaningful for laying the foundation for high-rise development project and feasibility study as well as the suitability and accuracy of feasibility study. Analysis showed that NPV and IRR include residential apartments shows surplus revenue as return of apartments offset deficit of hotel and office. Factors influencing the project feasibility for high-rise development project are sales account of $1^{st}$ year and annual vacancy rate of office.

Value of Ensemble Streamflow Forecasts for Reservoir Operations during the Drawdown Period (이수기 저수지 운영을 위한 앙상블 유량예측의 효용성)

  • Eum, Hyung-Il;Ko, Ick-Hwan;Kim, Young-Oh
    • Journal of Korea Water Resources Association
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    • v.39 no.3 s.164
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    • pp.187-198
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    • 2006
  • Korea Water Resources Corporation(KOWACO) has developed the Integrated Real-time Water Management System(IRWMS) that calculates monthly optimal ending target storages by using Sampling Stochastic Dynamic Programming(SSDP) with Ensemble Streamflow Prediction(ESP) running on the $1^{st}$ day of each month. This system, however, has a shortcoming: it cannot reflect the hydrolmeteorologic variations in the middle of the month. To overcome this drawback, in this study updated ESP forecasts three times each month by using the observed precipitation series from the $1^{st}$ day of the month to the forecast day and the historical precipitation ensemble for the remaining days. The improved accuracy and its effect on the reservoir operations were quantified as a result. SSDP/ESP21 that reflects within-a-month hydrolmeteorologic states saves $1\;X\;10^6\;m^3$ in water shortage on average than SSDP/ESP01. In addition, the simulation result demonstrated that the effect of ESP accuracy on the reduction of water shortage became more important when the total runoff was low during the drawdown period.

Evaluation of extreme rainfall estimation obtained from NSRP model based on the objective function with statistical third moment (통계적 3차 모멘트 기반의 목적함수를 이용한 NSRP 모형의 극치강우 재현능력 평가)

  • Cho, Hemie;Kim, Yong-Tak;Yu, Jae-Ung;Kwon, Hyun-Han
    • Journal of Korea Water Resources Association
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    • v.55 no.7
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    • pp.545-556
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    • 2022
  • It is recommended to use long-term hydrometeorological data for more than the service life of the hydraulic structures and water resource planning. For the purpose of expanding rainfall data, stochastic simulation models, such as Modified Bartlett-Lewis Rectangular Pulse (BLRP) and Neyman-Scott Rectangular Pulse (NSRP) models, have been widely used. The optimal parameters of the model can be estimated by repeatedly comparing the statistical moments defined through a combination of parameters of the probability distribution in the optimization context. However, parameter estimation using relatively small observed rainfall statistics corresponds to an ill-posed problem, leading to an increase in uncertainty in the parameter estimation process. In addition, as shown in previous studies, extreme values are underestimated because objective functions are typically defined by the first and second statistical moments (i.e., mean and variance). In this regard, this study estimated the parameters of the NSRP model using the objective function with the third moment and compared it with the existing approach based on the first and second moments in terms of estimation of extreme rainfall. It was found that the first and second moments did not show a significant difference depending on whether or not the skewness was considered in the objective function. However, the proposed model showed significantly improved performance in terms of estimation of design rainfalls.