• Title/Summary/Keyword: 확률적 거동

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Stochastic Nonlinear Dynamics of a Piecewise-Linear System via the Path-Integral Solution of the Fokker-Planck Equation (Fokker-Planck 방정식의 Path-Integral Solution을 이용한 구분적선형시스템의 비선형동적거동분석)

  • 마호성
    • Journal of the Computational Structural Engineering Institute of Korea
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    • v.12 no.2
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    • pp.251-264
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    • 1999
  • 본 연구에서는 추계론적 동적시스템의 응답거동을 예측할 수 있는 반해석적 절차를 개발하였으며, 이를 이용하여 구분적선형시스템의 동적거동특성을 확률적 영역에서 분석하였다. 반 해석적 절차는 시스템의 추계론적 미분방정식에 상응하는 Fokker-Planck 방정식을 path-integral solotion을 이용하여 풂으로써 구할 수 있다. 결합확률밀도함수의 시간에 따른 전개과정을 통하여 시스템의 동적 응답거동 특성의 예측과 분석을 하고 시스템의 거동에 미치는 외부노이즈의 영향 또한 조사하였다. 반 해석적 방법은 위상면 상에서 결합확률밀도 함수를 통하여 응답거동의 예측은 물론 거동특성에 대하여 적절한 정보를 제공하는 것을 밝혔다. 혼돈거동의 특성은 외부노이즈가 존재하는 상황에서도 시스템의 응답 안에 잔재하는 것을 밝혔다.

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Seismic Behaviors of a Bridge System in the Stochastic Perspectives (추계론적 이론을 이용한 교량내진거동분석)

  • Mha, Ho-Seong
    • Journal of the Earthquake Engineering Society of Korea
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    • v.9 no.6 s.46
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    • pp.53-58
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    • 2005
  • Semi-analytical methodology to examine the dynamic responses of a bridge is developed via the joint probability density function. The evolution of joint probability density function is evaluated by the semi-analytical procedure developed. The joint probability function of the bridge responses can be obtained by solving the path-integral solution of the Fokker-Planet equation corresponding to the stochastic differential equations of the system. The response characteristics are observed from the joint probability density function and the boundary of the envelope of the probability density function can provide the maxima ol the bridge responses.

Probabilistic Characteristics of Fatigue Behavior Parameter of Paris-Erdogan Law in Mg-Al-Zn Alloy (Mg-Al-Zn 합금의 Paris-Erdogan 법칙에 따른 피로거동 파라미터의 확률론적 특성)

  • Choi, Seon-Soon
    • Transactions of the Korean Society of Mechanical Engineers A
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    • v.35 no.4
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    • pp.375-381
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    • 2011
  • The primary aim of this study is to investigate the probabilistic characteristics of the fatigue parameters that describe the fatigue crack growth behavior in magnesium alloy. Statistical fatigue crack propagation experiments have been performed on rolled AZ31 magnesium alloy CT specimens with different specimen thickness, load ratio, and maximum load at ambient temperature in a laboratory. Using the statistical fatigue data obtained from these experiments, the goodness-of-fit of the probability distribution of the fatigue behavior parameters is evaluated in this study by performing statistical analyses. The crack growth rate coefficient is a fatigue parameter having a very large COV(Coefficient of Variation), but the variation of a crack growth rate exponent is not substantial. It is considered that a crack growth rate exponent can be a material constant. It is also found that the best fit probability distribution of the parameters such as the crack growth rate coefficient and crack growth rate exponent for a magnesium alloy is a three-parameter Weibull distribution, and two-parameter Weibull distribution is a good distribution only for the crack growth rate coefficient.

Probabilistic Nonlinear Analysis of Semi-Rigid Frames Considering Random Elastic Modulus (탄성계수 불확실성을 고려한 반강접 프레임 구조의 확률적 비선형 거동 해석)

  • Kim, Dae Young;Noh, Hyuk Chun
    • Journal of the Computational Structural Engineering Institute of Korea
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    • v.26 no.3
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    • pp.191-198
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    • 2013
  • In this paper, the effects of uncertain material constant on the nonlinear behavior of steel frames with semi-rigid joints are examined. As to the probabilistic model, a normal distribution is assumed to simulate the uncertain elastic modulus of steel material. A nonlinear structural analysis program, which can consider both semi-rigidity in joints of the steel frames and uncertainty in the material constant, is developed. Including the geometric, material and connection nonlinearites which are the parameters of nonlinear behavior of steel frames, probabilistic analysis is conducted based on the Monte-Carlo simulation. In the probabilistic analyses, we consider the three different cases for random variables. The deterministic analysis results are shown to be in good agreement with those of the previous research results in the literature. As to the probabilistic analyses, it is observed that the coefficient of variation(COV) of displacements increases as the loading increases, and that the values of COV are dependent on the structural features of the frames.

Dynamic Behaviors of an Impact System under Randomly Perturbed Harmonic Excitation by the Path-Integral Solution Procedure (Path-Integral Solution을 이용한 랜덤동요된 조화가진력을 받는 임팩트시스템의 거동분석)

  • 마호성
    • Journal of the Computational Structural Engineering Institute of Korea
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    • v.17 no.1
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    • pp.83-91
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    • 2004
  • Nonlinear system responses of an impact system under randomly perturbed harmonic excitations are predicted in the probability domain by adopting the semi-analytical procedure previously developed. The semi-analytical procedure is obtained by solving the Fokker-Planck equation corresponding to the stochastic differential equation of the given impact system by utilizing the path-integral solution. The evolutionary joint probability density functions are generated by using the method, and the characteristics of nonlinear dynamic response behaviors of the system are examined. Noise effects on the responses are also examined. It Is found that the semi-analytical method can provides the accurate information of the responses via the joint probability functions for the impact system. It is found that the noises weaken and eventually terminate the chaos in the responses, but it is also found that the chaotic signatures reside in the presence of the external noise with relatively high intensity. The joint probability density function shows that the ensemble of the system responses are weakly stationary.

Stochastic Probability Model for Preventive Management of Armor Units of Rubble-Mound Breakwaters (경사제 피복재의 유지관리를 위한 추계학적 확률모형)

  • Lee, Cheol-Eung;Kim, Sang Ug
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.33 no.3
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    • pp.1007-1015
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    • 2013
  • A stochastic probability model based on the non-homogeneous Poisson process is represented that can correctly analyze the time-dependent linear and nonlinear behaviors of total damage over the occurrence process of loads. Introducing several types of damage intensity functions, the probability of failure and the total damage with respect to mean time to failure has been investigated in detail. Taking particularly the limit state to be the random variables followed with a distribution function, the uncertainty of that would be taken into consideration in this paper. In addition, the stochastic probability model has been straightforwardly applied to the rubble-mound breakwaters with the definition of damage level about the erosion of armor units. The probability of failure and the nonlinear total damage with respect to mean time to failure has been analyzed with the damage intensity functions for armor units estimated by fitting the expected total damage to the experimental datum. Based on the present results from the stochastic probability model, the preventive management for the armor units of the rubble-mound breakwaters would be suggested to make a decision on the repairing time and the minimum amounts repaired quantitatively.

Evaluation of Probabilistic Fatigue Crack Propagation Models in Mg-Al-Zn Alloys Under Maximum Load Conditions Using Residual of Random Variable (최대하중조건에 따른 Mg-Al-Zn 합금의 확률변수 잔차를 이용한 확률론적 피로균열전파모델 평가)

  • Choi, Seon Soon
    • Transactions of the Korean Society of Mechanical Engineers A
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    • v.39 no.1
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    • pp.63-69
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    • 2015
  • The primary aim of this paper is to evaluate the probabilistic fatigue crack propagation models using the residual of a random variable and to present the probabilistic model fit for the probabilistic fatigue crack growth behavior in Mg-Al-Zn alloys under maximum load conditions. The models used in this study were prepared by applying a random variable to empirical fatigue crack propagation models such as the Paris-Erdogan model, Walker model, Forman model, and modified Forman model. It was verified that the good models for describing the stochastic variation of the fatigue crack propagation behavior in Mg-Al-Zn alloys under maximum load conditions were the 'probabilistic Paris-Erdogan model' and 'probabilistic Walker model'. The influence of the maximum load conditions on the stochastic variation of fatigue crack growth is also considered.

Stochastic Model Predictive Control for Stop Maneuver of Autonomous Vehicles under Perception Uncertainty (자율주행 자동차 정지 거동에서의 인지 불확실성을 고려한 확률적 모델 예측 제어)

  • Sangyoon, Kim;Ara, Jo;Kyongsu, Yi
    • Journal of Auto-vehicle Safety Association
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    • v.14 no.4
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    • pp.35-42
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    • 2022
  • This paper presents a stochastic model predictive control (SMPC) for stop maneuver of autonomous vehicles considering perception uncertainty of stopped vehicle. The vehicle longitudinal motion should achieve both driving comfortability and safety. The comfortable stop maneuver can be performed by mimicking acceleration profile of human driving pattern. In order to implement human-like stop motion, we propose a reference safe inter-distance and velocity model for the longitudinal control system. The SMPC is used to track the reference model which contains the position uncertainty of preceding vehicle as a chance constraint. We conduct simulation studies of deceleration scenarios against stopped vehicle in urban environment. The test results show that proposed SMPC can execute comfortable stop maneuver and guarantee safety simultaneously.

Nonstationary Frequency Analysis at Seoul Using a Power Model (Power 모형을 이용한 서울지점 비정상성 빈도해석)

  • Lee, Gi-Chun;Kim, Gwang-Seob;Choi, Kyu-Hyun
    • Proceedings of the Korea Water Resources Association Conference
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    • 2012.05a
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    • pp.461-461
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    • 2012
  • 본 연구는 서울 지점의 목표연도(2040, 2070, 2100년)별 재현기간에 따른 확률강수량을 산정하기 위해 지속시간 24시간에 대한 연 최대 강수량 자료를 구축하여 비정상성 빈도해석을 수행하였다. 연 최대강수량 자료를 이용해 초기 20년을 기준으로 1년씩 추가한 연 최대 강수량 누적 자료를 구축한 후, 누적 기간별 자료의 평균, 위치매개변수, 축척매개변수를 산정하였다. Gumbel 분포를 이용해 비정상성 빈도해석을 실시하였으며, 각 매개변수의 경우 확률가중모멘트법을 이용해 산정하였다. 산정된 누적평균 강수량과 연도와의 선형회귀분석을 실시한 방법뿐만 아니라 서울 지점이 속한 한강유역의 전 지점들을 이용한 유역의 누적평균 강수량 자료에 대하여 연도와의 Logsitic 회귀분석 및 Power Model을 이용해 서울 지점의 목표연도별 누적평균 강수량을 산정하였고 이를 통해 목표연도별 위치매개변수 및 축척매개변수를 구해 목표연도별 재현기간에 따른 확률강수량을 산정하였다. 선형회귀분석을 이용한 비정상성 빈도해석의 경우, 목표연도가 증가함에 따라 선형적인 증가에 의해 매우 높은 누적평균 강수량이 나타나 확률강수량의 경우에도 정상성임을 가정한 확률강수량에 비해 매우 높게 나타나 타당한 확률강수량이라 함에 한계가 있음을 보였다. 유역의 평균거동과 Logistic 회귀분석을 실시하여 확률강수량을 산정하였을 때에는, 선형 회귀분석에 비해 정상성임을 가정한 확률강수량보다 크게 증가하지 않고 비교적 안정적인 증가가 나타났다. 하지만 Logistic 회귀분석을 이용한 누적평균 강수량 산정에 있어서 목표연도 2040년에 도달하기 전에 미리 수렴하는 형태를 보여 모든 목표연도의 확률강수량이 동일한 값을 가지는 한계가 나타났다. 한강 유역의 평균거동과 Power Model을 이용한 비정상성 빈도해석의 경우, 선형회귀분석 및 Logistic 회귀분석을 통한 비정상성 빈도해석에서 나타난 문제점을 보완할 수 있는 확률강수량이 나타남을 보였다.

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