• 제목/요약/키워드: First Order Second Moment Method

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A Study for Robustness of Objective Function and Constraints in Robust Design Optimization

  • Lee Tae-Won
    • Journal of Mechanical Science and Technology
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    • 제20권10호
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    • pp.1662-1669
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    • 2006
  • Since randomness and uncertainties of design parameters are inherent, the robust design has gained an ever increasing importance in mechanical engineering. The robustness is assessed by the measure of performance variability around mean value, which is called as standard deviation. Hence, constraints in robust optimization problem can be approached as probability constraints in reliability based optimization. Then, the FOSM (first order second moment) method or the AFOSM (advanced first order second moment) method can be used to calculate the mean values and the standard deviations of functions describing constraints and object. Among two methods, AFOSM method has some advantage over FOSM method in evaluation of probability. Nevertheless, it is difficult to obtain the mean value and the standard deviation of objective function using AFOSM method, because it requires that the mean value of function is always positive. This paper presented a special technique to overcome this weakness of AFOSM method. The mean value and the standard deviation of objective function by the proposed method are reliable as shown in examples compared with results by FOSM method.

신뢰도 분석기법을 이용한 소규모 저수지의 위험도 분석 (A Study on the Risk Assessment of Small Reservoirs using Reliability Analysis Methods)

  • 김문모;박창언
    • 한국수자원학회논문집
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    • 제33권1호
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    • pp.15-30
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    • 2000
  • 본 연구는 소규모 저수지의 위험도와 초기저수지 수위와의 관계를 설정하기 위하여 신뢰도 분석기법을 적용하였다. 저수지의 안전성을 평가하기 위해서는 변수들의 불확실성을 파악하여야 하며 기능 수행함수를 설정하여야 한다. 저수지의 위험도를 산정하는 절차는 우선 월류에 대한 기능수행함수의 위험도 기준을 설정한 후 변수들의 불확실성을 파악하고 적정한 신뢰도 분석기법에 의하여 위험도를 산정하게 된다. 적용된 신뢰도 분석기법은 MCS(Monte Carly simulation) 법과 MVFOSM (mean value first order second momet) 법이며 이를 이용하여 저수지의 위험도를 산정하였다. 이에 따라 설계 재현기간에 따른 위험도-초기 저수지 수위의 관계를 설정하였으며 이는 저수지의 운용에 유용하게 사용될 것으로 생각된다.

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난류 탄화수소화염의 직접수치해석 및 이차 조건모멘트닫힘 모델링 (Direct Numerical Simulation and Second-Order Conditional Moment Closure Modelling of a Turbulent Hydrocarbon Flame)

  • 김승현;허강열
    • 한국연소학회:학술대회논문집
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    • 한국연소학회 2001년도 제23회 KOSCO SYMPOSIUM 논문집
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    • pp.35-41
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    • 2001
  • A second-order conditional moment closure(CMC) model is applied to the prediction of local extinction in a turbulent hydrocarbon diffusion flame and compared with direct numerical simulation(DNS) results for the flame. Combustion of a hydrocarbon fuel is described by a simple two-step mechanism. A second-order correction for conditional mean reaction rate terms is made by the assumed pdf method. The results show that the second-order closure is necessary for accurate prediction of intermediate species, while first-order CMC gives good predictions for fuel, oxidant, product and temperature. Conditional variances and covariances are well predicted during an extinction process while they are overpredicted during a reignition process.

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Evaluation of moment amplification factors for RCMRFs designed based on Iranian national building code

  • Habibi, Alireza;Izadpanah, Mehdi;Rohani, Sina
    • Advances in concrete construction
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    • 제9권1호
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    • pp.23-31
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    • 2020
  • Geometric nonlinearity can significantly affect load-carrying capacity of slender columns. Dependence of structural stability on columns necessitates the consideration of second-order effects in the design process of columns, appropriately. On the whole, the design codes present a simplified procedure for second order analysis of slender columns. In this approximate method, the end moments of columns resulted from linear analysis (first-order) are multiplied by the recommended moment amplification factors of codes to achieve magnified moments of the second-order analysis. In the other approach, the equilibrium equations are directly solved for the deformed configuration of structure, so the resulting moments and deflections contain the influence of slenderness and increase more rapidly than do loads. The aim of this study is to evaluate the accuracy of moment amplification factors of Iranian national building code whose provisions are similar to the ACI requirement. Herein, finite element method is used to achieve magnified end moments of reinforced concrete moment resisting frames, and the outcomes are compared with the moments acquired based on the proposed approximate method by Iranian national building code. The results show that the approximate method of Iranian code for calculating magnified moments has significant errors for both unbraced and braced columns.

해양 콘크리트 구조물에 대한 Level II 수준에서의 염소이온침투 신뢰성 해석 (Reliability Analysis of Chloride Ion Penetration based on Level II Method for Marine Concrete Structure)

  • 한상훈
    • 한국구조물진단유지관리공학회 논문집
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    • 제12권6호
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    • pp.129-139
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    • 2008
  • 콘크리트 구조물의 내구성 해석 변수들의 변동성과 불확실성으로 인해 확률론적인 접근법의 사용이 증가되어 왔다. 특히, 몬테칼로시뮬레이션 방법(Level III 방법)은 접근성의 용이함으로 인해 많은 내구신뢰성 해석에 사용되어왔지만, 결과를 얻기위해서는 수 십만번의 반복계산이 필요하다. Level II 수준의 신뢰성 해석법인 일계이차모멘트법(FOSM)은 MCS법과 비교할 수 없을 정도의 짧은 시간에 신뢰도지수나 파괴확률을 계산할 수 있어, 유효성만 검증된다면 편리성과 신속성으로 인해 폭넓은 사용이 가능할 것이다. 본 연구에서는 FOSM법과 MCS법에 의한 부식확률(내구성 파괴확률)을 서로 비교하여 FOSM법의 유효성을 검증하고 각 내구성 해석변수들의 변동성이 부식확률에 미치는 영향을 검토하였다.

역 일계이차 모멘트법을 이용한 설계 해상상태의 결정에 관한 연구 (A Study on the Design Sea-state Determination Using the IFOSM Method)

  • 이재옥;노준범
    • 대한조선학회논문집
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    • 제47권3호
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    • pp.447-453
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    • 2010
  • Response-based approach is getting more preferred in determining the design sea-state for offshore structures because traditional environment-based approach is known to yield a much conservative design condition. This paper introduces the inverse first-order second-moment (IFOSM) method as a response-based approach, which is expected to give a more feasible design condition at the cost of reasonable number of motion analyses. The IFOSM method is based on the theory of probability and adopts an optimization scheme to determine the design point. Both the design maximum response and design sea state can be obtained straightforwardly from the optimum. The IFOSM method has been applied to a turret-moored FPSO's design problem and showed its effectiveness in practical use.

교량구조의 체계 신뢰성 해석을 위한 중요도 표본추출 기법 (Importance Sampling Technique for System Reliability Analysis of Bridge Structures)

  • 조효남;김인섭
    • 한국전산구조공학회:학술대회논문집
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    • 한국전산구조공학회 1991년도 봄 학술발표회 논문집
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    • pp.34-42
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    • 1991
  • This study is directed for the development of an efficient system-level Importance Sampling Technique for system reliability analysis of bridge structures Many methods have been proposed for structural reliability assessment purposes, such as the First-order Second-Moment Method, the Advanced Second-Moment Method, Computer Simulation, etc. The Importance Sampling Technique can be employed to obtain accurate estimates of the required probability with reasonable computation effort. Based on the observation and the results of application, it nay be concluded that Importance Sampling Method is a very effective tool for the system reliability analysis.

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Reliability of microwave towers against extreme winds

  • Deoliya, Rajesh;Datta, T.K.
    • Structural Engineering and Mechanics
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    • 제6권5호
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    • pp.555-569
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    • 1998
  • The reliability of antenna tower designed for a n-year design wind speed is determined by considering the variability of the strength of the component members and of the mean wind speed. For obtaining the n-year design wind speed, maximum annual wind speed is assumed to follow Gumbel Type-1 distribution. Following this distribution of the wind speed, the mean and standard deviation of stresses in each component member are worked out. The variability of the strength of members is defined by means of the nominal strength and a coefficient of variation. The probability of failure of the critical members of tower is determined by the first order second moment method (FOSM) of reliability analysis. Using the above method, the reliability against allowable stress failure of the critical members as well as the system reliabilities for a 75 m tall antenna tower, designed for n-year design wind speed, are presented.

Moment Lyapunov exponents of the Parametrical Hill's equation under the excitation of two correlated wideband noises

  • Janevski, Goran;Kozic, Predrag;Pavlovic, Ivan
    • Structural Engineering and Mechanics
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    • 제52권3호
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    • pp.525-540
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    • 2014
  • The Lyapunov exponent and moment Lyapunov exponents of Hill's equation with frequency and damping coefficient fluctuated by correlated wideband random processes are studied in this paper. The method of stochastic averaging, both the first-order and the second-order, is applied. The averaged $It\hat{o}$ differential equation governing the pth norm is established and the pth moment Lyapunov exponents and Lyapunov exponent are then obtained. This method is applied to the study of the almost-sure and the moment stability of the stationary solution of the thin simply supported beam subjected to time-varying axial compressions and damping which are small intensity correlated stochastic excitations. The validity of the approximate results is checked by the numerical Monte Carlo simulation method for this stochastic system.

신뢰성이론에 기반한 해양환경 콘크리트의 내구수명 평가 (Reliability-Based Service Life Estimation of Concrete in Marine Environment)

  • 김기현;차수원
    • 콘크리트학회논문집
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    • 제22권4호
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    • pp.595-603
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    • 2010
  • 염소이온 침투를 받는 해양환경 콘크리트의 확률기반 내구수명 예측을 위해 몬테카를로 시뮬레이션 방법이 많이 사용된다. 그러나 몬테카를로 시뮬레이션 방법은 해석에 매우 긴 시간이 소요되며 해석결과도 매번 다른 결과를 준다. 이에 비해 신뢰성해석에 자주 사용되는 모멘트법은 계산에 소요되는 시간의 거의 없고, 동일문제에 대해서는 항상 동일한 결과를 주는 장점이 있다. 이에 이 연구에서는 신뢰성이론의 모멘트법을 염소이온 침투에 대한 부식개시확률 산정에 적용하였다. 이를 위해 먼저 일계이차 모멘트법과 이계이차 모멘트법에 의한 파괴확률 산정 프로그램을 개발하였다. 개발된 해석 프로그램들을 사용한 예제해석을 통하여 일계이차 모멘트법에 비하여 이계이차 모멘트법이 더 정확한 부식개시확률 산정결과를 줌을 확인하였다. 또 부식개시확률에 미치는 각 확률변수의 영향을 평가하는 민감도 해석을 수행하였으며, 가장 큰 영향인자는 피복두께로 나타났다. 특히 피복두께의 변동계수 변화에 의한 영향이 평균값 변화에 의한 영향 보다 더욱 현저함을 확인하였다.