• Steel and Composite Structures
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• 제26권1호
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• pp.1-15
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• 2018

This study reported, the effect of random variation in system properties on bending response of single wall carbon nanotube reinforced composite (SWCNTRC) plates subjected to transverse uniform loading is examined. System parameters such as the SWCNT armchair, material properties, plate thickness and volume fraction of SWCNT are modelled as basic random variables. The basic formulation is based on higher order shear deformation theory to model the system behaviour of the SWCNTRC composite plate. A C0 finite element method in conjunction with the first order perturbation technique procedure developed earlier by the authors for the plate subjected to lateral loading is employed to obtain the mean and variance of the transverse deflection of the plate. The performance of the stochastic SWCNTRC composite model is demonstrated through a comparison of mean transverse central deflection with those results available in the literature and standard deviation of the deflection with an independent First Order perturbation Technique (FOPT), Second Order perturbation Technique (SOPT) and Monte Carlo simulation.

• 한국농공학회지
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• 제34권1호
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• pp.100-106
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• 1992

The objective of this study is to develop a real-time runoff forecasting model considering stochastic component. The model is composed of deterministic and stochastic components. Simplified tank model was selected as a deterministic runoff forecasting model. The time series of estimation residual resulting from the tank model simulation was analyzed and was best suited to the second-order autoregressive model. ARTANK model which combined the tank model with the autoregressive process was developed. And it was applied to a BANWEOL basin for validation. The simulation results showed a good agreement with the observed field data.

• 한국시뮬레이션학회:학술대회논문집
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• 한국시뮬레이션학회 2003년도 춘계학술대회논문집
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• pp.129-134
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• 2003

In this paper, we determine optimal reduction in the lead time and setup cost for some stochastic inventory models. And we propose more general model that allow the backorder rate as a control variable. We first assume that the lead time demand follows a normal distribution. And we assume that the backorder rate is dependent on the length of lead time through the amount of shortages. The stochastic models analyzed in this paper are the classical continuous and periodic review policy models with a mixture of backorders and lost sales. For each of these models, we provide a sufficient conditions for the uniqueness of the optimal operating policy. We also develop algorithms for solving these models and provide illustrative numerical examples.

• 한국해양공학회지
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• 제14권4호
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• pp.73-78
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• 2000

Presented are the estimation of the probability distribution of fatigue crack growth life and reliability assessment of structures by simulating material resistance to fatigue crack growth along a crack path. The material resistance is treated as a Weibull stochastic process. A non-Gaussian stochastic fields simulation method proposed by shimozuka, et al is applied with the statistical data obtained experimentally. Test results are obtained for $\delta K$ constant amplitude load in tension with stress ratio of R=0.2 and three specimen thicknesses of 6,12 and 18mm. This simulation method is useful to estimate the probability distribution of fatigue crack growth life and the smallest life.

• 한국건축시공학회:학술대회논문집
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• 한국건축시공학회 2015년도 춘계 학술논문 발표대회
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• pp.243-244
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• 2015

This paper presents a Stochastic Long-Term Maintenance Costs Estimating Method for the Apartment Housing (SLCE). A simulation approach is used for generating the stochastic long-term maintenance cost, and it is based on the defined variability in repair cycle of the individual maintenance elemental within the process. SLCE provides the probability distribution of the budget required to maintain the apartment housing. A case study is presented to demonstrate and to validate the system.

• Wind and Structures
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• 제22권5호
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• pp.525-541
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• 2016

An offshore wind turbine supported by a spar buoy floating platform is the subject of this study on tower and rotor extreme loads. The platform, with a 120-meter draft and assumed to be sited in 320 meters of water, supports a 5 MW wind turbine. A baseline model for this turbine developed at the National Renewable Energy Laboratory (NREL) is employed in stochastic response simulations. The support platform, along with the mooring system consisting of three catenary lines, chosen for loads modeling, is based on the "Hywind" floating wind turbine concept. Our interest lies in gaining an understanding of the dynamic coupling between the support platform motion and the turbine loads. We first investigate short-term response statistics using stochastic simulation for a range of different environmental wind and wave conditions. From this study, we identify a few "controlling" environmental conditions for which long-term turbine load statistics and probability distributions are established.

• 한국수자원학회:학술대회논문집
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• 한국수자원학회 2012년도 학술발표회
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• pp.276-276
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• 2012

일반적으로 기후변화영향에 관한 연구수행을 위해 전지구기후모형(GCM; Global Climate Model)이 사용되고 있다. 하지만 GCM은 공간해상도(Spatial resolution)가 거칠기 때문에 수문학 분야에서 주로 사용되는 유역규모의 지역적인 스케일특성과 물리적 특징을 표현하는데 한계가 있다. 또한 GCM 기후변수들 중 강수량의 경우 한반도 지역의 6월과 10월 사이에 연강수량의 67% 이상이 집중되는 계절성을 반영하지 못하고 있으며, 높은 불확실성을 보이고 있다. 본 연구에서는 GCM 기반의 다지점 인공신경망기법을 적용한 상세화(Downscaling)를 실시하였다. GCM의 24개 2D변수에 대한 주성분분석을 실시하여 신경망의 학습인자로 사용하였으며, 학습, 검증 및 예측기간은 각각 1981~1995년, 1996~2000년, 2011~2100년으로 A1B 시나리오를 대상으로 상세화를 실시하였다. 또한, 여름철 태풍사상을 모의하기 위한 Stochastic Typhoon Simulation기법과 Baseline과 Projection 사이의 강수량 보정을 위한 Dynamic Quantile Mapping 기법을 적용하여, 강수량의 불확실성을 최소화 하고자 하였다.

• 대한수학회보
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• 제60권2호
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• pp.361-388
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• 2023

In this study, we deal with American lookback option prices on dividend-paying assets under a stochastic volatility (SV) model. By using the asymptotic analysis introduced by Fouque et al. [17] and the Laplace-Carson transform (LCT), we derive the explicit formula for the option prices and the free boundary values with a finite expiration whose volatility is driven by a fast mean-reverting Ornstein-Uhlenbeck process. In addition, we examine the numerical implications of the SV on the American lookback option with respect to the model parameters and verify that the obtained explicit analytical option price has been obtained accurately and efficiently in comparison with the price obtained from the Monte-Carlo simulation.

• Smart Structures and Systems
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• 제31권2호
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• pp.113-130
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• 2023

Hybrid simulation (HS) has attracted community attention in recent years as an efficient and effective experimental technique for structural performance evaluation in size-limited laboratories. Traditional hybrid simulations usually take deterministic properties for their numerical substructures therefore could not account for inherent uncertainties within the engineering structures to provide probabilistic performance assessment. Reliable structural performance evaluation, therefore, calls for stochastic hybrid simulation (SHS) to explicitly account for substructure uncertainties. The experimental design of SHS is explored in this study to account for uncertainties within analytical substructures. Both computational simulation and laboratory experiments are conducted to evaluate the pseudo-random Sobol sequence for the experimental design of SHS. Meta-modeling through polynomial chaos expansion (PCE) is established from a computational simulation of a nonlinear single-degree-of-freedom (SDOF) structure to evaluate the influence of nonlinear behavior and ground motions uncertainties. A series of hybrid simulations are further conducted in the laboratory to validate the findings from computational analysis. It is shown that the Sobol sequence provides a good starting point for the experimental design of stochastic hybrid simulation. However, nonlinear structural behavior involving stiffness and strength degradation could significantly increase the number of hybrid simulations to acquire accurate statistical estimation for the structural response of interests. Compared with the statistical moments calculated directly from hybrid simulations in the laboratory, the meta-model through PCE gives more accurate estimation, therefore, providing a more effective way for uncertainty quantification.

• KSII Transactions on Internet and Information Systems (TIIS)
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• 제11권6호
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• pp.3273-3308
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• 2017

Building appropriate trust evaluation models is an important research issue for security guarantee in social networks. Most of the existing works usually consider the trust values at the current time slot, and model trust as the stochastic variable. However, in fact, trust evolves over time, and trust is a stochastic process. In this paper, we propose a novel time-variant stochastic trust evaluation (TSTE) model, which models trust over time and captures trust evolution by a stochastic process. Based on the proposed model, we derive the time-variant bound of untrustworthy probability, which provides stochastic trust guarantee. On one hand, the time-variant trust level of each node can be measured by our model. Meanwhile, by tolerating nodes with relatively poor performance, our model can effectively improve the node resource utilization rate. Numerical simulations are conducted to verify the accuracy and consistency of the analytical bounds on distinguishing misbehaved nodes from normal ones. Moreover, simulation results on social network dataset show the tradeoff between trust level and resource utilization rate, and verify that the successful transmission rate can be improved by our model.