• Title/Summary/Keyword: Gumbel distribution

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Reliability Analysis for Estimations of the Probability of Pipe Breaking (파이프의 파괴확률 산정을 위한 신뢰성 해석)

  • Kwon, Hyuk-Jae;Lee, Cheol-Eung;Choi, Han-Kuy
    • Proceedings of the Korea Water Resources Association Conference
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    • 2008.05a
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    • pp.850-853
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    • 2008
  • 송수관이나 배수관은 계획된 필요유량을 특정 지점까지 안전하게 전달할 수 있도록 설계되지만 여러 가지원인으로 인하여 갑작스런 파열이나 균열이 일어난다. 파이프 파괴의 원인으로는 수격현상, 관의노화, 파이프 외부로부터의 충격, 흙의 상태, 그리고 파이프 설치시의 공사여건 등이 있다. 본 연구에서 여러 가지 요인들을 불확실성 인자로 가정하여 파이프의 파괴확률을 산정할 수 있는 신뢰성 해석 모형이 개발되었다. 상수관망의 설계 시 파이프의 두께를 산정하는 주 장력 공식을 이용하여 신뢰함수를 만들고 파이프의 파괴확률을 계산하였다. 신뢰함수를 구성하는 확률변수들 중 파이프의 내압에 대한 분포함수는 정규분포가 아닌 극치분포(Gumbel distribution)를 따른다는 것을 부정류 수치해석 결과로서 알 수 있었고 AFDA(Approximate Full Distribution Approach) 기법을 사용하여 파괴확률을 산정하였다. 신뢰성 모형을 이용하여 파이프의 두께, 직경, 허용응력, 그리고 파이프 내압에 따른 파괴확률을 정량적으로 산정할 수 있었다. 본 연구에서 개발된 신뢰성 해석모형을 이용하여 보다 안전하고 경제적인 송배수관의 설계기법을 구축할 수 있을 것이다.

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우리나라 주요지점에 있어서의 강우해석에 관한 수문통계학적 연구

  • 이원환
    • Water for future
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    • v.5 no.2
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    • pp.30-43
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    • 1972
  • The paper describes on the hydrologic analysis of point rainfall data of the three major areas, such as in Seoul, Pusan and Taegu. Scheme of the paper is analyzed five research cases. Contents of the analysis are carried out five kinds of transformed variables for determination of rainfall distribution types and two kinds of reliability tests on unusual(extraordinary) values each rainfall durations:short durations, long durations, long durations, monthly and yearly. Rainfall depth probability had been computed methods of hydrologic amounts analysis namely logarithmic transformations or Gumbel-Chow method and so on, but in this paper it is calculated log xi, n-square root transformations by using normal distribution function and normalization of rainfall distributions is examined graphical tests and $X^2-test$(chi-square test). Furthermore, rainfall depth probability is calculated taking into account the safty factors of project life of hydraulic structures. We think it is advanced contents that considering priceless experiences, the life of structures, conditions and more problems of planning engineers and designers, proposed rainfall amounts(proposed values) are presented charts or figures.

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Safety Analysis of Storm Sewer Using Probability of Failure and Multiple Failure Mode (파괴확률과 다중파괴유형을 이용한 우수관의 안전성 분석)

  • Kwon, Hyuk-Jae;Lee, Cheol-Eung
    • Journal of Korea Water Resources Association
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    • v.43 no.11
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    • pp.967-976
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    • 2010
  • AFDA (Approximate Full Distribution Approach) model of FORM (First-Order Reliability Model) which can quantitatively calculate the probability that storm sewer reach to performance limit state was developed in this study. It was defined as a failure if amount of inflow exceed the capacity of storm sewer. Manning's equation and rational equation were used to determine the capacity and inflow of reliability function. Furthermore, statistical characteristics and distribution for the random variables were analyzed as a reliability analysis. It was found that the statistical distribution for annual maximum rainfall intensity of 10 cities in Korea is matched well with Gumbel distribution. Reliability model developed in this study was applied to Y shaped storm sewer system to calculate the probability that storm sewer may exceed the performance limit state. Probability of failure according to diameter was calculated using Manning's equation. Especially, probability of failure of storm sewer in Mungyeong and Daejeon was calculated using rainfall intensity of 50-year return period. It was found that probability of failure can be significantly increased if diameter is decreased below the original diameter. Therefore, cleaning the debris in sewer pipes to maintain the original pipe diameter should be one of the best ways to reduce the probability of failure of storm sewer. In sewer system, two sewer pipes can flow into one sewer pipe. For this case, probability of system failure was calculated using multiple failure mode. Reliability model developed in this study can be applied to design, maintenance, management, and control of storm sewer system.

Stochastic characteristics of reinforcement corrosion in concrete beams under sustained loads

  • Huang, Le;Jin, Xianyu;Fu, Chuanqing;Ye, Hailong;Dong, Xiaoyu
    • Computers and Concrete
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    • v.25 no.5
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    • pp.447-460
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    • 2020
  • This paper deals with the characteristics of reinforcement corrosion in concrete beams under the influence of sustained loads. The evolution and distribution laws of the reinforcement corrosion were measured periodically over time. The results show that sustained load exhibits a pronounced exacerbating effect on the reinforcement corrosion, and enlarges the nonuniformity level of corrosion as the load level increases. Accompanied with the continuous formation of the rust, the corrosion rate was also observed to be highly nonlinear and time-dependent. Moreover, to visually and quantitatively analyze the distribution of reinforcement corrosion, the 3D scanning technology combined with the probability statistics analysis was adopted, and the observed nonuniformity can be well described by the Gumbel distribution. Finally, an approach based on the three-phase spherical model was proposed to estimate the reinforcement corrosion, taking account of the effects of sustained load on the changes of concrete porosity and oxygen diffusivity.

A study on the application of the extreme value distribution model for analysis of probability of exceeding the facility capacity (시설용량을 초과하는 폐수량의 유입확률 분석을 위한 극치분포모델의 적용에 관한 연구)

  • Choi, Sunghyun;Yoo, Soonyoo;Park, Taeuk;Park, Kyoohong
    • Journal of Korean Society of Water and Wastewater
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    • v.30 no.4
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    • pp.369-379
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    • 2016
  • It was confirmed that the extreme value distribution model applies to probability of exceeding more than once a day monthly the facility capacities using data of daily maximum inflow rate for 7 wastewater treatment plant. The result of applying the extreme value model, A, D, E wastewater treatment plant has a problem compared to B, C, F, G wastewater treatment plant. but all the wastewater treatment plant has a problem except C, F wastewater treatment plant based 80% of facility capacity. In conclusion, if you make a standard in statistical aspects probability exceeding more than once a day monthly can be 'exceed day is less than a few times annually' or 'probability of exceeding more than once a day monthly is less than what percent'.

A joint probability distribution model of directional extreme wind speeds based on the t-Copula function

  • Quan, Yong;Wang, Jingcheng;Gu, Ming
    • Wind and Structures
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    • v.25 no.3
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    • pp.261-282
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    • 2017
  • The probabilistic information of directional extreme wind speeds is important for precisely estimating the design wind loads on structures. A new joint probability distribution model of directional extreme wind speeds is established based on observed wind-speed data using multivariate extreme value theory with the t-Copula function in the present study. At first, the theoretical deficiencies of the Gaussian-Copula and Gumbel-Copula models proposed by previous researchers for the joint probability distribution of directional extreme wind speeds are analysed. Then, the t-Copula model is adopted to solve this deficiency. Next, these three types of Copula models are discussed and evaluated with Spearman's rho, the parametric bootstrap test and the selection criteria based on the empirical Copula. Finally, the extreme wind speeds for a given return period are predicted by the t-Copula model with observed wind-speed records from several areas and the influence of dependence among directional extreme wind speeds on the predicted results is discussed.

Analysis on Characteristics of Variation in Flood Flow by Changing Order of Probability Weighted Moments (확률가중모멘트의 차수 변화에 따른 홍수량 변동 특성 분석)

  • Maeng, Seung-Jin;Hwang, Ju-Ha
    • Journal of the Korea Academia-Industrial cooperation Society
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    • v.10 no.5
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    • pp.1009-1019
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    • 2009
  • In this research, various characteristics of South Korea's design flood have been examined by deriving appropriate design flood, using data obtained from careful observation of actual floods occurring in selected main watersheds of the nation. 19 watersheds were selected for research in Korea. The various characteristics of annual rainfall were analyzed by using a moving average method. The frequency analysis was decided to be performed on the annual maximum flood of succeeding one year as a reference year. For the 19 watersheds, tests of basic statistics, independent, homogeneity, and outlier were calculated per period of annual maximum flood series. By performing a test using the LH-moment ratio diagram and the Kolmogorov-Smirnov (K-S) test, among applied distributions of Gumbel (GUM), Generalized Extreme Value (GEV), Generalized Logistic (GLO) and Generalized Pareto (GPA) distribution was found to be adequate compared with other probability distributions. Parameters of GEV distribution were estimated by L, L1, L2, L3 and L4-moment method based on the change in the order of probability weighted moments. Design floods per watershed and the periods of annual maximum flood series were derived by GEV distribution. According to the result of the analysis performed by using variation rate used in this research, it has been concluded that the time for changing the design conditions to ensure the proper hydraulic structure that considers recent climate changes of the nation brought about by global warming should be around the year 2002.

A Study on the Application of Generalized Extreme Value Distribution to the Variation of Annual Maximum Surge Heights (연간 최대해일고 변동의 일반화 극치분포 적용 연구)

  • Kwon, Seok-Jae;Park, Jeong-Soo;Lee, Eun-Il
    • Journal of Korean Society of Coastal and Ocean Engineers
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    • v.21 no.3
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    • pp.241-253
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    • 2009
  • This study performs the investigation of a long-term variation of annual maximum surge heights(AMSH) and main characteristics of high surge events, and the statistical evaluation of the AMSH using sea level data at Yeosu and Tongyeong tidal stations over more than 30 years. It is found that the long-term uptrends based on the linear regression in the AMSH are 34.5 cm/34 yr at Yeosu and 33.6 cm/31 yr at Tongyeong, which are relatively much higher than those at Sokcho and Mukho in the Eastern Coast. 71% and 68% of the AMSH occur during typhoon's event in Yeosu and Tongyeong tidal stations, respectively, and the highest surge records are mostly produced by the typhoon. The generalized extreme value distribution taking into account of the time variable is applied to detect time trend in annual maximum surge heights. In addition, Gumbel distribution is checked to find which one is best fitted to the data using likelihood ratio test. The return level and its 90% confidence interval are obtained for the statistical prediction of the future trend. The prevention of the growing storm surge damage by the intensified typhoon requires the steady analysis and prediction of the surge events associated with the climate change.

The probabilistic drought forecast based on ensemble using improvement of the modified surface water supply index (Modified surface water supply index 개선을 통한 앙상블 기반 확률론적 가뭄전망)

  • Jang, Suk Hwan;Lee, Jae-Kyoung;Oh, Ji Hwan;Jo, Joon Won
    • Journal of Korea Water Resources Association
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    • v.49 no.10
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    • pp.835-849
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    • 2016
  • Accurate drought outlook and drought monitoring have been preceded recently to mitigate drought damages that further deepen. This study improved the limitations of the previous MSWSI (Modified Surface Water Supply Index) used in Korea and carried out probabilistic drought forecasts based on ensemble technique with the improved MSWSI. This study investigated available hydrometeorological components in Geum river basin and supplemented appropriate components (dam water level, dam release discharge) in addition to the four components (streamflow, groundwater, precipitation, dam inflow) usedin the previous MSWSI to each sub-basin. Although normal distribution was fitted in the previous MSWSI, the most suitable probabilistic distributions to each meteorological component were estimated in this study, including Gumbel distribution for precipitation and streamflow data; 2-parameter log-normal distribution for dam inflow, water level, and release discharge data; 3-parameter log-normal distribution for groundwater. To verify the improved MSWSI results using historical precipitation and streamflow, simulated drought situations were used. Results revealed that the improved MSWSI results were closer to actual drought than previous MSWSI results. The probabilistic forecasts based on ensemble technique with improved MSWSI were performed and evaluated in 2006 and 2014. The accuracy of the improved MSWSI was better than the previous MSWSI. Moreover, the drought index of actual drought was included in ranges of drought forecasts using the improved MSWSI.

Prediction of negative peak wind pressures on roofs of low-rise building

  • Rao, K. Balaji;Anoop, M.B.;Harikrishna, P.;Rajan, S. Selvi;Iyer, Nagesh R.
    • Wind and Structures
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    • v.19 no.6
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    • pp.623-647
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    • 2014
  • In this paper, a probability distribution which is consistent with the observed phenomenon at the roof corner and, also on other portions of the roof, of a low-rise building is proposed. The model is consistent with the choice of probability density function suggested by the statistical thermodynamics of open systems and turbulence modelling in fluid mechanics. After presenting the justification based on physical phenomenon and based on statistical arguments, the fit of alpha-stable distribution for prediction of extreme negative wind pressure coefficients is explored. The predictions are compared with those actually observed during wind tunnel experiments (using wind tunnel experimental data obtained from the aerodynamic database of Tokyo Polytechnic University), and those predicted by using Gumbel minimum and Hermite polynomial model. The predictions are also compared with those estimated using a recently proposed non-parametric model in regions where stability criterion (in skewness-kurtosis space) is satisfied. From the comparisons, it is noted that the proposed model can be used to estimate the extreme peak negative wind pressure coefficients. The model has an advantage that it is consistent with the physical processes proposed in the literature for explaining large fluctuations at the roof corners.