• 제목/요약/키워드: stochastic simulation.

검색결과 786건 처리시간 0.024초

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

  • 박용남;이창훈
    • 대한기계학회:학술대회논문집
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    • 대한기계학회 2008년도 추계학술대회B
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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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    • 제14권1호
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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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개선된 가중적분법과 반무한 영역의 해석 (Improved Weighted Integral Method and Application to Analysis of Semi-infinite Domain)

  • 노혁천;최창근
    • 한국전산구조공학회:학술대회논문집
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    • 한국전산구조공학회 2002년도 봄 학술발표회 논문집
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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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연구개발 프로젝트를 위한 새로운 GERT평가모델 (An Advanced GERT Evaluation Model for Research and Development)

  • 권철신
    • 산업경영시스템학회지
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    • 제3권3호
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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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    • 제10권1호
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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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    • 제7권1호
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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.

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

  • 박동준;이사운;강준길
    • 한국통신학회논문지
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    • 제16권12호
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    • pp.1417-1422
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    • 1991
  • 본 논문은 end-to-end 통신 프로토콜(communication protocol)에 대한 모델을 분석하고, 개발하며, 컴퓨터를 기반으로 하는 store-and-forword 방식의 통신망에서 적당한 재 전송 횟수와 타임아웃에 대한 연구이다. 시스템 로드(load)가 확률적으로 변화함에 따라 능동적으로 적용되지 않는 매개변수를 적당한 값으로 선정하는 방법을 제시하여 안정한 흐름 제어를 개발시킨다. 이 방법에 대해서 수학적 해석과 시뮬레이션을 통하여 어떤 통신망에서 주기 시간, 재 전송 횟수등의 변수를 적당한 값으로 선택하여 처리율과 성능을 향상시킨다.

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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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    • 제3권2호
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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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    • 제13권1호
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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.

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

  • 유희락;최윤원;;이석규
    • 전기학회논문지
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    • 제63권1호
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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.