• Title, Summary, Keyword: Probabilistic approach

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A Study on the Preliminary Ship Design Method using Deterministic Approach and Probabilistic Approach (확정론적 기법 및 확률론적 기법을 적용한 선박 초기 설계 방법에 관한 연구)

  • 양영순;박창규;유원선
    • Journal of the Society of Naval Architects of Korea
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    • v.41 no.3
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    • pp.49-59
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    • 2004
  • The paper describes the preliminary ship design method using deterministic approach and probabilistic approach. In deterministic approach, there are computational aspects to applying not only the integration concurrently of principal dimension decisions and hull form variations but also hydrostatic coefficients that applied to optimization iterative process. Therefore, this paper developed that actual design concept at the preliminary ship design more than sequential design which separated in principal dimension decisions and hull form variations. Furthermore, a probabilistic approach at the preliminary ship design is applied to efficiently solve design information uncertainty that compared to deterministic approach.

A study on Application of Probabilistic Fatigue Life Prediction for Aircraft Structures using the PoF based on Bayesian Approach (베이지안 기반의 파손확률을 이용한 항공기 구조물 확률론적 피로수명 예측 응용에 관한 연구)

  • Kim, Keun Won;Shin, Dae Han;Choi, Joo-Ho;Shin, Ki-Su
    • Journal of the Korea Institute of Military Science and Technology
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    • v.16 no.5
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    • pp.631-638
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    • 2013
  • The probabilistic fatigue life analysis is one of the common methods to account the uncertainty of parameters on the structural failure. Frequently, the Bayesian approach has been demonstrated as a proper method to show the uncertainty of parameters. In this work, the application of probabilistic fatigue life prediction method for the aircraft structure was studied. This effort was conducted by using the PoF(Probability of Failure) based on Bayesian approach. Furthermore, numerical example was carried out to confirm the validation of the suggested approach. In conclusion, it was shown that the Bayesian approach can calculate the probabilistic fatigue lives and the quantitative value of PoF effectively for the aircraft structural component. Moreover the calculated probabilistic fatigue lives can be utilized to determine the optimized inspection period of aircraft structures.

A Comparative Study between the Deterministic and Probabilistic Approach Analysis on Buckling Stability of CWR Tracks (CWR 궤도의 좌굴 안정성에 대한 결정론적 해석과 확률론적 해석 비교)

  • Bae, Hyun-Ung;Choi, Jin-Yu;Shin, Jeong-Sang;Kim, Jong-Jung;Lim, Nam-Hyoung
    • Proceedings of the KSR Conference
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    • pp.988-992
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    • 2011
  • The buckling characteristics of the continuous welded rail track(CWR) is uncertainly varied by many influence factors, such as rail temperature, operating conditions of a train and maintenance of the track etc. Therefore, applying the probabilistic approach method is essential to rationally consider uncertainty and randomness of the various parameters that affect the track buckling. In this study, the probabilistic approach analysis was carried out and the results were compared with the deterministic approach using the buckling probability evaluation system of CWR tracks developed by our research team. From the comparison, it was identified that a probabilistic approach can quantitatively assess the reliability of the CWR tracks based on failure probability and can be used as a tool for decision making in track design, maintenance and operating etc.

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Probabilistic Approach to Time Varying Available Transfer Capability Calculation (확률론적 기법을 이용한 시변 가용송전용량 결정)

  • Shin, Dong-Jun;Kim, Kyu-Ho;Kim, Jin-O
    • The Transactions of the Korean Institute of Electrical Engineers A
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    • v.54 no.11
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    • pp.533-539
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    • 2005
  • According to NERC definition, Available Transfer Capability (ATC) is a measure of the transfer capability remaining in the physical transmission network for the future commercial activity. To calculate Available Transfer Capability, accurate and defensible Total Transfer Capability, Capacity Benefit Margin and Transmission Reliability Margin should be calculated in advance. This paper proposes a method to quantify time varying Available Transfer Capability based on probabilistic approach. The uncertainties of power system and market are considered as complex random variables. Total Transfer Capability is determined by optimization technique such as SQP(Sequential Quadratic Programming). Transmission Reliability Margin with the desired probabilistic margin is calculated based on Probabilistic Load Flow analysis, and Capacity Benefit Margin is evaluated using LOLE of the system. Suggested Available Transfer Capability quantification method is verified using IEEE RTS with 72 bus. The proposed method shows efficiency and flexibility for the quantification of Available Transfer Capability.

Probabilistic Broadcasting Based on Selfishness and Additional Coverage in MANETs

  • Kim, Jae-Soo;Kim, Jeong-Hong
    • Journal of information and communication convergence engineering
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    • v.10 no.4
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    • pp.329-336
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    • 2012
  • For designing broadcast protocols in mobile ad hoc networks (MANETs), one of the important goals is to reduce the rebroadcast packets redundancy while reaching all the nodes in network. In this paper, we propose a probabilistic broadcasting mechanism based on selfishness and additional coverage in MANETs. Our approach dynamically adjusts the rebroadcast probability according to the extra covered area and number of neighbor nodes. By these two factors, mobile hosts can be classified into three groups: normal, low selfishness, and high selfishness groups. The nodes in the normal group forward packets for other nodes with high probability, whereas the nodes in the low selfishness group rebroadcast packets with low probability and the nodes in the high selfishness group do not rebroadcast packets. We compared our approach with simple flooding and the fixed probabilistic approach. The simulation results show that the proposed schemes can significantly reduce the number of retransmissions by up to 40% compared simple flooding and fixed probabilistic scheme without significant reduction in the network reachability and end-to-end packet delay.

A PROBABILISTIC APPROACH FOR VALUING EXCHANGE OPTION WITH DEFAULT RISK

  • Kim, Geonwoo
    • East Asian mathematical journal
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    • v.36 no.1
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    • pp.55-60
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    • 2020
  • We study a probabilistic approach for valuing an exchange option with default risk. The structural model of Klein [6] is used for modeling default risk. Under the structural model, we derive the closed-form pricing formula of the exchange option with default risk. Specifically, we provide the pricing formula of the option with the bivariate normal cumulative function via a change of measure technique and a multidimensional Girsanov's theorem.

Probabilistic structural damage detection approaches based on structural dynamic response moments

  • Lei, Ying;Yang, Ning;Xia, Dandan
    • Smart Structures and Systems
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    • v.20 no.2
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    • pp.207-217
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    • 2017
  • Because of the inevitable uncertainties such as structural parameters, external excitations and measurement noises, the effects of uncertainties should be taken into consideration in structural damage detection. In this paper, two probabilistic structural damage detection approaches are proposed to account for the underlying uncertainties in structural parameters and external excitation. The first approach adopts the statistical moment-based structural damage detection (SMBDD) algorithm together with the sensitivity analysis of the damage vector to the uncertain parameters. The approach takes the advantage of the strength SMBDD, so it is robust to measurement noise. However, it requests the number of measured responses is not less than that of unknown structural parameters. To reduce the number of measurements requested by the SMBDD algorithm, another probabilistic structural damage detection approach is proposed. It is based on the integration of structural damage detection using temporal moments in each time segment of measured response time history with the sensitivity analysis of the damage vector to the uncertain parameters. In both approaches, probability distribution of damage vector is estimated from those of uncertain parameters based on stochastic finite element model updating and probabilistic propagation. By comparing the two probability distribution characteristics for the undamaged and damaged models, probability of damage existence and damage extent at structural element level can be detected. Some numerical examples are used to demonstrate the performances of the two proposed approaches, respectively.

Distance Based Dynamic Probabilistic Broadcasting in Ad Hoc Wireless Networks

  • Kim Jae-Soo;Kim Jeong-Hong
    • Journal of Korea Multimedia Society
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    • v.8 no.12
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    • pp.1613-1622
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    • 2005
  • Broadcasting is fundamental and effective data dissemination mechanism for route discovery, address resolution, and many other network services in mobile ad hoc networks. Although many approaches for broadcasting have been proposed to minimize the number of retransmissions, none of them guarantee the best-suited bounds of retransmissions. Appropriate use of probabilistic method can lower the chance of contention and collision among neighboring nodes, so that it reduces the number of rebroadcasts. In this paper, we propose a probabilistic approach that dynamically adjusts the rebroadcasting probability according to the distance between the sender and the receiver. While the rebroadcast probabilities of a mobile node close to sender will be set lower, the rebroadcast probabilities of a mobile node far away from sender wi1l be set to higher, The rebroadcast probability of a node wi1l be set according to the distance from sender. We evaluate the performance of proposed approach by comparing it with flooding as well as a fixed probabilistic broadcast approach. Simulation results showed that the performance of proposed scheme outperforms by about $70\%$ than flooding scheme and outperforms by about $20\%$ than fixed probabilistic scheme.

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Probabilistic finite Element Analysis of Plane Frame (평면 FRAME구조물의 확률 유한 요소 해석)

  • 양영순;김지호
    • Proceedings of the Computational Structural Engineering Institute Conference
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    • pp.40-45
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    • 1989
  • In order to take account of the statistical properties of random variables used in the structural analysis, the conventional approach usually adopts the safety factor based on past experiences for the qualitative assessment of structural safety problem. Recently, new approach based on the probabilistic concept has been applied to the assessment of structural safety in order to circumvent the difficulties of the conventional approach in choosing the appropriate safety factor. Thus, computer program called "Probabilistic finite element method" is developed by incorporation the probabilistic concept into the conventional matrix method in order to investigate the effects of the random variables on the final output of the structural analysis. From the comparison of some examples, it can be concluded that the PFEM developed in this study deals with consistently with the uncertainty of random variables and provides the rational tool for the assessment of structural safety of plane frame.

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A Study on Probabilistic Approach Method for Stability of the Ballasted Track (자갈궤도의 안정성 확보를 위한 확률론적 접근 방안에 대한 연구)

  • Lee, Woo-Chul;Choi, Jin-Yu;Lim, Nam-Hyoung;Lee, Chin-Ok
    • 한국방재학회:학술대회논문집
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    • pp.299-302
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    • 2008
  • The behavior of continuous welded rail tracks is directly affected by the following various parameters: rail size; track curvature; neutral temperature; misalignment; and ballast resistance. Most of these parameters are having the nature of random variables. Therefore, uncertainties exist in the buckling safety assessments. The evaluation of the buckling safety and the maintenance strategy based on the deterministic analysis are very inefficient since the value of deterministic parameters are selected in worst track condition. In this study, the probabilistic approach method were investigated considering the probabilistic distribution of major parameters such as the neutral temperature of rail and the ballast resistance.

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