• Structural Engineering and Mechanics
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• v.32 no.1
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• pp.21-36
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• 2009

An importance sampling method is presented for computing the first passage probability of elasto-plastic structures under stochastic excitations. The importance sampling distribution corresponds to shifting the mean of the excitation to an 'adapted' stochastic process whose future is determined based on information only up to the present. A stochastic control approach is adopted for designing the adapted process. The optimal control law is determined by a control potential, which satisfies the Bellman's equation, a nonlinear partial differential equation on the response state-space. Numerical results for a single-degree-of freedom elasto-plastic structure shows that the proposed method leads to significant improvement in variance reduction over importance sampling using design points reported recently.

• Journal of Ocean Engineering and Technology
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• v.5 no.1
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• pp.16-24
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• 1991

This paper presents a method of the reliability analysis for a tension leg platform(TLP)in severe storm waves by using the first passage concept of the random tensile stress in the tendons. In the present method, two failure conditions are considered ;i.e., the exceedance of the ultimate tensile capacity and the occurrence of the negative tension. In order to consider the correlation effects between the failure events for each corner resulted from the rupture of all tencons at one corner, a new system limit state for a rectangular shaped TLP is developed, which is defined in terms of the TLP motions in the vertical plane ;i.e., heave, roll, and pitch. To illustrate the validity of the present method, the numerical analysis is carried out for two TLP's with different structural dimensions. Then, the results are compared with those by other methods.

• International Journal of Reliability and Applications
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• v.12 no.1
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• pp.1-14
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• 2011

This paper discusses the stochastic analysis and the statistical inference of a quadratic failure rate semi-Markov reliability model. Maximum likelihood procedure will be used to obtain the estimators of the parameters included in this reliability model. Based on the assumption that the lifetime and repair time of the system units are random variables with quadratic failure rate, the reliability function of this system is obtained. Also, the distribution of the first passage time of this system is derived. Many important special cases are discussed.

• Journal of the Korean Statistical Society
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• v.25 no.2
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• pp.175-183
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• 1996

Let $S_n,n$ = 1, 2,... denote the partial sums of not necessarily in-dependent random variables. Let N(c) = min${ n ; S_n > c}$, c $\geq$ 0. Theorem 2 states that N (c), (suitably normalized), tends to 0 in p-mean, 1 $\leq$ p < 2, as c longrightarrow $\infty$ under mild conditions, which generalizes earlier result by Gut(1974). The proof follows by applying Theorem 1, which generalizes the known result $E$\mid$S_n$\mid$^p$ = o(n), 0 < p< 2, as n .rarw..inf. to randomly indexed partial sums.

• International Journal of Reliability and Applications
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• v.11 no.1
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• pp.1-16
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• 2010

In this paper we will discuss the stochastic analysis of a three state semi-Markov reliability model. Maximum likelihood procedure will be used to obtain the estimators of the parameters included in this reliability model. Based on the assumption that the lifetime and repair time of the system units are generalized linear failure rate random variables, the reliability function of this system is obtained. Also, the distribution of the first passage time of this system will be derived. Some important special cases are discussed.

• Bulletin of the Korean Chemical Society
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• v.19 no.10
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• pp.1068-1072
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• 1998

We present results of molecular dynamic (MD) simulations for the segmental motion of liquid n-butane as the base case for a consistent study for conformational transition from one rotational isomeric state to another in long chains of liquid n-alkanes. The behavior of the hazard plots for n-butane obtained from our MD simulations are compared with that for n-butane of Brownian dynamics study. The MD results for the conformational transition of n-butane by a Poisson process form the total first passage times are different from those from the separate t-g and g-t first passage times. This poor agreement is probably due to the failure of the detailed balance between the fractions of trans and gauche. The enhancement of the transitions t-g and g-t at short time regions are also discussed.

• Transactions of the Korean Society of Mechanical Engineers B
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• v.41 no.3
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• pp.161-169
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• 2017

The present study investigated the effect of the rib arrangement and a guide vane for enhancing internal cooling of the blade. Two types of rib arrangements were used in the first and second passage in parallel. Aspect ratio of the channel was 5 and a fixed Reynolds number based on hydraulic diameter was 10,000. The attack angle of rib was $60^{\circ}$, rib pitch-to-height ratio (p/e) was 10, and the rib height-to-hydraulic-diameter ratio ($e/D_h$) was 0.075. The effect of an interaction between Dean vortices and the secondary vortices from the first passage was observed. Overall, the attack angle of rib in the first passage was dominant factor to heat transfer and flow patterns in turning region. Also, the channel with a guide vane showed enhanced heat transfer at the tip surface with reducing flow separation and recirculation.

• Journal of the Society of Naval Architects of Korea
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• v.34 no.4
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• pp.91-98
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• 1997

Most dynamic systems have various random properties m excitation and system parameters. In this paper, a procedure for structural response and reliability analysis is proposed for the linear dynamic system with random properties in both excitation and system parameters. The system parameter and response with random properties are modeled by the perturbation technique, and then the response analysis is formulated by probabilistic and vibration theories. Probabilistic FEM is also used for the calculation of mean response which is difficult by the proposed response model. The first passage analysis by the integral equation method is used to analyze the probability of failure. The integral equation method results in the first passage probability in terms of crossing rates and first passage probability densities. In this study it is assumed that excitations, system parameters and responses are Gaussian. As an application example, the probabilities of failure at transient state are calculated for a sdof system with random mass and spring constant subjected to stationary white-noise excitation and the results are compared to those of numerical simulation.

• Transactions of the Korean Society of Mechanical Engineers B
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• v.29 no.6 s.237
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• pp.737-746
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• 2005

The present study investigates heat/mass transfer and flow characteristics in a ribbed rotating passage with turning region. The duct has an aspect ratio (W/H) of 0.5 and a hydraulic diameter ($D_h$) of 26.67 mm. Rib turbulators are attached in the cross arrangement on the leading and trailing surfaces of the passage. The ribs have a rectangular cross section of $2\;mm\;(e){\times}\;mm\;(w)$ and an attack angle of $70^{\circ}$. The pitch-to-rib height ratio (p/e) is 7.5, and the rib height-to-hydraulic diameter ratio ($e/D_h$) is 0.075. The rotation number ranges from 0.0 to 0.20 while the Reynolds number is constant at 10,000. To verify the heat/mass transfer augmentation, internal flow structures are calculated for the same conditions using a commercial code FLUENT 6.1. The heat transfer data of the smooth duct for various Ro numbers agree well with not only the McAdams correlation but also the previous studies. The cross-rib turbulators significantly enhance heat/mass transfer in the passage by disturbing the main flow near the surfaces and generating one asymmetric cell of secondary flow skewing along the ribs. Because the secondary flow is induced in the first-pass and turning region, heat/mass transfer discrepancy is observed in the second-pass even for the stationary case. When the passage rotates, heat/mass transfer and flow phenomena change. Especially, the effect of rotation is more dominant than the effect of the ribs at the higher rotation number in the upstream of the second-pass.

• Transactions of the Korean Society of Mechanical Engineers B
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• v.29 no.8 s.239
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• pp.911-920
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• 2005

The present study investigates heat/mass transfer and flow characteristics in a ribbed rotating passage with turning region. The duct has an aspect ratio (W/H) of 0.5 and a hydraulic diameter ($D_h$) of 26.67 mm. Rib turbulators are attached in the parallel arrangement on the leading and trailing surfaces of the passage. The ribs have a rectangular cross section of 2 m (e) $\times$ 3 m (w) and an attack angle of $70^{\circ}$. The pitch-to-rib height ratio (p/e) is 7.5, and the rib height-to-hydraulic diameter ratio (e/$D_h$) is 0.075. The rotation number ranges from 0.0 to 0.20 while the Reynolds number is constant at 10,000. To verify the heat/mass transfer augmentation, internal flow structures are calculated for the same conditions using a commercial code FLUENT 6.1. The results show that a pair of vortex cells are generated due to the symmetric geometry of the rib arrangement, and heat/mass transfer is augmented up to $Sh/Sh_0=2.9$ averagely, which is higher than that of the cross-ribbed case presented in the previous study for the stationary case. With the passage rotation, the main flow in the first-pass deflects toward the trailing surface and the heat transfer is enhanced on the trailing surface. In the second-pass, the flow enlarges the vortex cell close to the leading surface, and the small vortex cell on the trailing surface side contracts to disappear as the passage rotates faster. At the highest rotation number ($R_O=0.20$), the turn-induced single vortex cell becomes identical regardless of the rib configuration so that similar local heat/mass transfer distributions are observed in the fuming region for the cross- and parallel-ribbed case.