• Structural Engineering and Mechanics
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• 제25권3호
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• pp.347-363
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• 2007

A novel methodology, referred to as Auxiliary Domain Method (ADM), allowing for a very efficient solution of nonlinear reliability problems is presented. The target nonlinear failure domain is first populated by samples generated with the help of a Markov Chain. Based on these samples an auxiliary failure domain (AFD), corresponding to an auxiliary reliability problem, is introduced. The criteria for selecting the AFD are discussed. The emphasis in this paper is on the selection of the auxiliary linear failure domain in the case where the original nonlinear reliability problem involves multiple objectives rather than a single objective. Each reliability objective is assumed to correspond to a particular response quantity not exceeding a corresponding threshold. Once the AFD has been specified the method proceeds with a modified subset simulation procedure where the first step involves the direct simulation of samples in the AFD, rather than standard Monte Carlo simulation as required in standard subset simulation. While the method is applicable to general nonlinear reliability problems herein the focus is on the calculation of the probability of failure of nonlinear dynamical systems subjected to Gaussian random excitations. The method is demonstrated through such a numerical example involving two reliability objectives and a very large number of random variables. It is found that ADM is very efficient and offers drastic improvements over standard subset simulation, especially when one deals with low probability failure events.

• Smart Structures and Systems
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• 제32권1호
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• pp.49-59
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• 2023

A bridge transportation network supplies products from various source nodes to destination nodes through bridge structures in a target region. However, recent frequent earthquakes have caused damage to bridge structures, resulting in extreme direct damage to the target area as well as indirect damage to other lifeline structures. Therefore, in this study, a surrogate model-based comprehensive framework to estimate the seismic resilience of bridge transportation networks is proposed. For this purpose, total system travel time (TSTT) is introduced for accurate performance indicator of the bridge transportation network, and an artificial neural network (ANN)-based surrogate model is constructed to reduce traffic analysis time for high-dimensional TSTT computation. The proposed framework includes procedures for constructing an ANN-based surrogate model to accelerate network performance computation, as well as conventional procedures such as direct Monte Carlo simulation (MCS) calculation and bridge restoration calculation. To demonstrate the proposed framework, Pohang bridge transportation network is reconstructed based on geographic information system (GIS) data, and an ANN model is constructed with the damage states of the transportation network and TSTT using the representative earthquake epicenter in the target area. For obtaining the seismic resilience curve of the Pohang region, five epicenters are considered, with earthquake magnitudes 6.0 to 8.0, and the direct and indirect damages of the bridge transportation network are evaluated. Thus, it is concluded that the proposed surrogate model-based framework can efficiently evaluate the seismic resilience of a high-dimensional bridge transportation network, and also it can be used for decision-making to minimize damage.

• 대한기계학회:학술대회논문집
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• 대한기계학회 2004년도 추계학술대회
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• pp.1640-1645
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• 2004

The pumping characteristics of a single-stage disk-type drag pump ( DTDP ) are calculated,for the variation of the vertical clearance between a rotor and stator and of the radial clearance between a rotor and casing wall, by the three-dimensional direct simulation Monte Carlo (DSMC)method. The gas flow mainly belongs to the molecular transition flow region. Spiral channels of a DTDP are cut on the both the upper and lower sides of a rotating disk, but the stationary disks are planar. As a consequence of results, the vertical and radial clearances have a significant effect on the pumping performance. Experiments are performed under the outlet pressure range of 0.4 $^{\sim}$ 533 Pa. When the numerical results are compared to the experimental data, the numerical results agree well qualitatively.

• 대한수학회보
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• 제50권6호
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• pp.2035-2051
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• 2013

In this paper, we study numerical schemes for solving multi-dimensional option pricing problem. We compare the direct solving method and the Operator Splitting Method(OSM) by using finite difference approximations. By varying parameters of the Black-Scholes equations for the maximum on the call option problem, we observed that there is no significant difference between the two methods on the convergence criterion except a huge difference in computation cost. Therefore, the two methods are compatible in practice and one can improve the time efficiency by combining the OSM with parallel computation technique. We show numerical examples including the Equity-Linked Security(ELS) pricing based on either two assets or three assets by using the OSM with the Monte-Carlo Simulation as the benchmark.

• 유체기계공업학회:학술대회논문집
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• 유체기계공업학회 2006년 제4회 한국유체공학학술대회 논문집
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• pp.493-496
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• 2006

Rarefied gas flows through two-dimensional micro channels are studied numerically for the performance optimization of a nanomembrane-based Knudsen compressor. The effects of the wall temperature distributions on the thermal transpiration flow patterns are examined. The flow has a pumping effect, and the mass flow rates through the channel are calculated. The results show that a steady one-way flow is induced for a wide range of the Knudsen number. The DSMC(direct simulation Monte Carlo) method with VHS(variable hard sphere) model and NTC(no time counter) techniques has been applied in this work to obtain numerical solutions.

• 한국전산유체공학회지
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• 제1권1호
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• pp.142-149
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• 1996

이차원 노즐을 통하여 저밀도 환경으로 팽창하는 희박류의 분석에 있어서 불연속좌표법과 결합된 유한차분법(finite-difference method coupled with the discrete-ordinate method, FDDO)과 직접모사법(direct-simulation Monte-Carlo method, DSMC)이 비교되었다. FDDO를 이용한 분석에서는 충돌적분모델을 도입하여 간단해진 볼츠만식(Boltzmann equation)이 불연속좌표법을 이용하여 물리적 공간에서는 연속이나 분자속도 공간에서는 불연속좌표로 표시되는 편미분방정식군으로 변환되어 유한차분법에의하여 수치해석 되었다. 직접모사법에서는 분자모델로 가변강구모델(variable hard sphere model, VHS)이, 충돌샘플링모델로는 비시계수법(no time counter method, NTC)이 채택되었다. 전혀 다른 두 가지 방법에 의한 노즐 내부에서의 유체흐름 해석결과는 매우 잘 일치하였으며, 노즐 외부의 plume 영역에서는 FDDO에 의한 해석결과가 직접모사법에 의한 해석결과에 비하여 약간 느린 팽창을 보였다.

• 한국전산유체공학회:학술대회논문집
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• 한국전산유체공학회 1995년도 추계 학술대회논문집
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• pp.241-245
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• 1995

This paper presents the studies on the variation of shape and thickness of a normal shock wave with Mach number and density by using the most useful numerical technique in rarefied gas regime, DSMC(Direct Simulation Monte Carlo). Calculations are peformed for the three different Mach numbers and for one Mach number with different densities. From the obtained results, we find that the shock thickness is decreasing with increasing Mach number, and there are much variations in thickness and shape with decreasing density. Also, there is a noticeable overshoot of the translational temperature near the shock center in the case of a large Mach number.

• Journal of Mechanical Science and Technology
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• 제19권2호
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• pp.664-673
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• 2005

The heat transfer characteristics of rarefied flows in a micro-actuator are studied numerically. The effect of Knudsen number (Kn) on the heat transfer of the micro-actuator flows is also examined. The Kn based on gas density and characteristic dimension is varied from near-continuum to highly rarefied conditions. Direct simulation Monte Carlo calculations have been performed to estimate the performance of the micro-actuator. The results show that the magnitude of the temperature jump at the wall increases with Kn. Also, the heat transfer to the isothermal wall is found to increase significantly with Kn.

• 전산구조공학
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• 제7권1호
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• pp.125-134
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• 1994

Response variability of reinforced concrete frame subjected to material property randomness has been evaluated with the aid of the finite element method. The spatial variation of Young's modulus is assumed to be a two-dimensional homogeneous stochastic process. Young's Modulus of concrete material has been investigated based on the uiaxial strength of concrete cylinder. Direct Monte Carlo simulation method is used to investigate the response of reinforced concrete frame due to the variation of Young's modulus with the Neumann expansion method and the pertubation method. The results by three analytic methods are compared with those by deterministic finite element analysis. These stochastic technique may be an efficient tool for evaluating the structural safety and reliability of reinforced concrete structures.

• 제어로봇시스템학회:학술대회논문집
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• 제어로봇시스템학회 1990년도 한국자동제어학술회의논문집(국내학술편); KOEX, Seoul; 26-27 Oct. 1990
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• pp.469-474
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• 1990

The implementation of modern guidance law derived from optimal control theory requires accurate current states of target, for example, position, velocity and acceleration etc. But there is no sensors that measure the target states directly. So they are estimated from measurable data. For atmospheric missile engagement, direct application of the modern guidance laws may result In deterioration of Intercept performance because of poor observability associated with angles only-measurements by passive seeker and homing geometry. In this paper, a trajectory modulation method called "adaptive Intermittent maneuvers" is added to the modern guidance law, so the observability is enhanced and, consequently, improved the intercept performance. The estimation algorithm called "modified gain pseudo-measurement filter" is used for tracking filter. It is assumed that the passive seeker measure the angles between line of sight and Inertial frame. The Monte-Carlo simulation for realistic air-to-air Intercept scenario are conducted to demonstrate the effectiveness of intermittent maneuvers.ermittent maneuvers.