• Title/Summary/Keyword: stochastic simulation.

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Evaluation of Geostatistical Approaches for better Estimation of Polluted Soil Volume with Uncertainty Evaluation (지구통계 기법을 활용한 토양 오염범위 산정 및 불확실성 평가)

  • Kim, Ho-Rim;Kim, Kyoung-Ho;Yun, Seong-Taek;Hwang, Sang-Il;Kim, Hyeong-Don;Lee, Gun-Taek;Kim, Young-Ju
    • Journal of Soil and Groundwater Environment
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    • v.17 no.6
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    • pp.69-81
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    • 2012
  • Diverse geostatistical tools such as kriging have been used to estimate the volume and spatial coverage of contaminated soil needed for remediation. However, many approaches frequently yield estimation errors, due to inherent geostatistical uncertainties. Such errors may yield over- or under-estimation of the amounts of polluted soils, which cause an over-estimation of remediation cost as well as an incomplete clean-up of a contaminated land. Therefore, it is very important to use a better estimation tool considering uncertainties arising from incomplete field investigation (i.e., contamination survey) and mathematical spatial estimation. In the current work, as better estimation tools we propose stochastic simulation approaches which allow the remediation volume to be assessed more accurately along with uncertainty estimation. To test the efficiency of proposed methods, heavy metals (esp., Pb) contaminated soil of a shooting range area was selected. In addition, we suggest a quantitative method to delineate the confident interval of estimated volume (and spatial extent) of polluted soil based on the spatial aspect of uncertainty. The methods proposed in this work can improve a better decision making on soil remediation.

Probabilistic Failure-time Analysis of Soil Slope under Rainfall Infiltration by Numerical Analysis (수치해석에 의한 강우 침투 시 사면 파괴시간의 확률론적 해석)

  • Cho, Sung-Eun
    • Journal of the Korean Geotechnical Society
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    • v.35 no.12
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    • pp.45-58
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    • 2019
  • In this study, a stochastic analysis procedure based on numerical analysis was proposed to evaluate a kind of intensity-duration rainfall threshold for the initiation of slope failure due to rainfall infiltration. Fragility curves were generated as a function of rainfall intensity-duration from the results of probabilistic slope stability analysis by MCS considering the uncertainty of the soil shear strength, reflecting the results of infiltration analysis of rainfall over time. In the probabilistic analysis, slope stability analyses combined with the infiltration analysis of rainfall were performed to calculate the limit state function. Using the derived fragility curves, a chart showing the relationship between rainfall intensity and slope failure-time was developed. It is based on a probabilistic analysis considering the uncertainty of the soil properties. The proposed probabilistic failure distribution analysis could be beneficial for analyzing the time-dependent failure process of soil slopes due to rainfall infiltration, and for predicting when the slope failure should occur.

Single Outlier Removal Technology for TWR based High Precision Localization (TWR 기반 고정밀 측위를 위한 단일 이상측정치 제거 기술)

  • Lee, Chang-Eun;Sung, Tae-Kyung
    • The Journal of Korea Robotics Society
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    • v.12 no.3
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    • pp.350-355
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    • 2017
  • UWB (Ultra Wide Band) refers to a system with a bandwidth of over 500 MHz or a bandwidth of 20% of the center frequency. It is robust against channel fading and has a wide signal bandwidth. Using the IR-UWB based ranging system, it is possible to obtain decimeter-level ranging accuracy. Furthermore, IR-UWB system enables acquisition over glass or cement with high resolution. In recent years, IR-UWB-based ranging chipsets have become cheap and popular, and it has become possible to implement positioning systems of several tens of centimeters. The system can be configured as one-way ranging (OWR) positioning system for fast ranging and TWR (two-way ranging) positioning system for cheap and robust ranging. On the other hand, the ranging based positioning system has a limitation on the number of terminals for localization because it takes time to perform a communication procedure to perform ranging. To overcome this problem, code multiplexing and channel multiplexing are performed. However, errors occur in measurement due to interference between channels and code, multipath, and so on. The measurement filtering is used to reduce the measurement error, but more fundamentally, techniques for removing these measurements should be studied. First, the TWR based positioning was analyzed from a stochastic point of view and the effects of outlier measurements were summarized. The positioning algorithm for analytically identifying and removing single outlier is summarized and extended to three dimensions. Through the simulation, we have verified the algorithm to detect and remove single outliers.

Dynamics of Business Cycles in Korea: The Role of External Shocks (외부충격이 한국의 경기변동에 미치는 영향에 관한 연구)

  • Kim, Sunghyun H.;Ahn, Hyungdo
    • KDI Journal of Economic Policy
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    • v.27 no.1
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    • pp.157-183
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    • 2005
  • Using a multi-sector dynamic stochastic general equilibrium model, we investigate the dynamic effects of a variety of shocks to a small open economy. In particular, we calibrate the model to match the main characteristics of business cycles in Korea and analyze the effects of external shocks: the terms of trade and world real interest rate shocks. Business cycles in Korea more closely follow those of the G7 countries rather than Asian countries. The simulation results suggest that an improvement in the terms of trade has positive impact on investment, output and consumption, while a decrease in the world interest rate has a significant and positive effect on investment. This paper concludes that external shocks significantly influence business cycle fluctuations in Korea.

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Development of Han River Multi-Reservoir Operation Rules by Linear Tracking (선형추적에 의한 한강수계 복합 저수지 계통의 이수 조작기준 작성)

  • Yu, Ju-Hwan
    • Journal of Korea Water Resources Association
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    • v.33 no.6
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    • pp.733-744
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    • 2000
  • Due to the randomness of reservoir inflow and supply demand it is not easy to establish an optimal reservoir operation rule. However, the operation rule can be derived by the implicit stochastic optimization approach using synthetic inflow data with some demand satisfied. In this study the optimal reservoir operation which was reasonably formulated as Linear Tracking model for maximizing the hydro-energy of seven reservoirs system in the Han river was performed by use of the optimal control theory. Here the operation model made to satisfy the 2001st year demand in the capital area inputted the synthetic inflow data generated by multi-site Markov model. Based on the regressions and statistic analyses of the optimal operation results, monthly reservoir operation rules were developed with the seasonal probabilities of the reservoir stages. The comparatively larger dams which would have more controllability such as Hwacheon, Soyanggang, and Chungju had better regressions between the storages and outflows. The effectiveness of the rules was verified by the simulation during actually operating period.period.

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Impact Assessment of Climate Change on Hydrologic Components and Water Resources in Watershed (기후변화에 따른 유역의 수문요소 및 수자원 영향평가)

  • Kim Byung Sik;Kim Hung Soo;Seoh Byung Ha;Kim Nam Won
    • Proceedings of the Korea Water Resources Association Conference
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    • 2005.05b
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    • pp.143-148
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    • 2005
  • The main purpose of this study is to suggest and evaluate an operational method for assessing the potential impact of climate change on hydrologic components and water resources of regional scale river basins. The method, which uses large scale climate change information provided by a state of the art general circulation model(GCM) comprises a statistical downscaling approach and a spatially distributed hydrological model applied to a river basin located in Korea. First, we construct global climate change scenarios using the YONU GCM control run and transient experiments, then transform the YONU GCM grid-box predictions with coarse resolution of climate change into the site-specific values by statistical downscaling techniques. The values are used to modify the parameters of the stochastic weather generator model for the simulation of the site-specific daily weather time series. The weather series fed into a semi-distributed hydrological model called SLURP to simulate the streamflows associated with other water resources for the condition of $2CO_2$. This approach is applied to the Yongdam dam basin in southern part of Korea. The results show that under the condition of $2CO_2$, about $7.6\% of annual mean streamflow is reduced when it is compared with the observed one. And while Seasonal streamflows in the winter and autumn are increased, a streamflow in the summer is decreased. However, the seasonality of the simulated series is similar to the observed pattern and the analysis of the duration cure shows the mean of averaged low flow is increased while the averaged wet and normal flow are decreased for the climate change.

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The Forecasting of Monthly Runoff using Stocastic Simulation Technique (추계학적 모의발생기법을 이용한 월 유출 예측)

  • An, Sang-Jin;Lee, Jae-Gyeong
    • Journal of Korea Water Resources Association
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    • v.33 no.2
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    • pp.159-167
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    • 2000
  • The purpose of this study is to estimate the stochastic monthly runoff model for the Kunwi south station of Wi-stream basin in Nakdong river system. This model was based on the theory of Box-Jenkins multiplicative ARlMA and the state-space model to simulate changes of monthly runoff. The forecasting monthly runoff from the pair of estimated effective rainfall and observed value of runoff in the uniform interval was given less standard error then the analysis only by runoff, so this study was more rational forecasting by the use of effective rainfall and runoff. This paper analyzed the records of monthly runoff and effective rainfall, and applied the multiplicative ARlMA model and state-space model. For the P value of V AR(P) model to establish state-space theory, it used Ale value by lag time and VARMA model were established that it was findings to the constituent unit of state-space model using canonical correction coefficients. Therefore this paper confirms that state space model is very significant related with optimization factors of VARMA model.

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Weighted Integral Method for an Estimation of Displacement COV of Laminated Composite Plates (복합적층판의 변위 변동계수 산정을 위한 가중적분법)

  • Noh, Hyuk-Chun
    • Journal of the Korean Society for Advanced Composite Structures
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    • v.1 no.2
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    • pp.29-35
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    • 2010
  • In addition to the Young's modulus, the Poisson's ratio is also at the center of attention in the field stochastic finite element analysis since the parameters play an important role in determining structural behavior. Accordingly, the sole effect of this parameter on the response variability is of importance from the perspective of estimation of uncertain response. To this end, a formulation to determine the response variability in laminate composite plates due to the spatial randomness of Poisson's ratio is suggested. The independent contributions of random Poisson's ratiocan be captured in terms of sub-matrices which include the effect of the random parameter in the same order, which can be attained by using the Taylor's series expansion about the mean of the parameter. In order to validate the adequacy of the proposed formulation, several example analyses are performed, and then the results are compared with Monte Carlo simulation (MCS). A good agreement between the suggested scheme and MCS is observed showing the adequacy of the scheme.

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Finite Element A nalysis of Gradually and Rapidly Varied Unsteady Flow in Open Channel:I.Theory and Stability Analysis (개수로내의 점변 및 급변 부정류에 대한 유한요소해석 :I.이론 및 수치안정성 해석)

  • Han, Kun-Yeun;Park, Jae-Hong;Lee, Jong-Tae
    • Water for future
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    • v.29 no.6
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    • pp.167-178
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    • 1996
  • The simulation techniques of hydrologic data series have been developed for the purposes of the design of water resources system, the optimization of reservoir operation, and the design of flood control of reservoir, etx. While the stochastic models are usually used in most analysis of water resources fields for the generation of data sequences, the indexed sequential modeling (ISM) method based on generation of a series of overlapping short-term flow sequences directly from the historical record has been used for the data generation in western USA since the early of 1980's. It was reported that the reliable results by ISM were obtained in practical applications. In this study, we generate annual inflow series at a location of Hong Cheon Dam site by using ISM method and first order autoregressive model (AR(1)), and estimate the drought characteristics for the comparison aim between ISM and AR(1).

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Budget Estimation Problem for Capacity Enhancement based on Various Performance Criteria (다중 평가지표에 기반한 도로용량 증대 소요예산 추정)

  • Kim, Ju-Young;Lee, Sang-Min;Cho, Chong-Suk
    • Journal of Korean Society of Transportation
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    • v.26 no.5
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    • pp.175-184
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    • 2008
  • Uncertainties are unavoidable in engineering applications. In this paper we propose an alpha reliable multi-variable network design problem under demand uncertainty. In order to decide the optimal capacity enhancement, three performance measures based on 3E(Efficiency, Equity, and Environmental) are considered. The objective is to minimize the total budget required to satisfy alpha reliability constraint of total travel time, equity ratio, and total emission, while considering the route choice behavior of network users. The problem is formulated as the chance-constrained model for application of alpha confidence level and solved as a lexicographic optimization problem to consider the multi-variable. A simulation-based genetic algorithm procedure is developed to solve this complex network design problem(NDP). A simple numerical example ispresented to illustrate the features of the proposed NDP model.