• Title/Summary/Keyword: Joint Probability Density Function

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A Generalized Finite Difference Method for Solving Fokker-Planck-Kolmogorov Equations

  • Zhao, Li;Yun, Gun Jin
    • International Journal of Aeronautical and Space Sciences
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    • v.18 no.4
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    • pp.816-826
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    • 2017
  • In this paper, a generalized discretization scheme is proposed that can derive general-order finite difference equations representing the joint probability density function of dynamic response of stochastic systems. The various order of finite difference equations are applied to solutions of the Fokker-Planck-Kolmogorov (FPK) equation. The finite difference equations derived by the proposed method can greatly increase accuracy even at the tail parts of the probability density function, giving accurate reliability estimations. Compared with exact solutions and finite element solutions, the generalized finite difference method showed increasing accuracy as the order increases. With the proposed method, it is allowed to use different orders and types (i.e. forward, central or backward) of discretization in the finite difference method to solve FPK and other partial differential equations in various engineering fields having requirements of accuracy or specific boundary conditions.

Large-Eddy Simulation based Eulerian PDF Approach for the Simulation of Scramjet Combustors (대와류모사 기법과 확률밀도함수를 이용한 스크램제트 연소부에서의 연소 현상 연구)

  • Koo, Heeseok
    • 한국연소학회:학술대회논문집
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    • 2012.11a
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    • pp.355-357
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    • 2012
  • A probability density function (PDF) approach to account for turbulence-chemistry interaction in the context of large eddy simulation (LES) based simulation of scramjets is developed. To solve the high-dimensional joint-composition PDF transport equation robustly, the semi-discrete quadrature method of moments (SeQMOM) is recently proposed [1]. The SeQMOM approach addresses key numerical issues in LES related to the inaccuracies in computing filter-scale gradients, enabling an efficient and numerically consistent solution of the PDF transport equation. The computational tool is used to simulate a cavity-stabilized Mach 2.2 supersonic combustor.

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The Flow Characteristics of Fuel Droplets between the Twin Spray for 4-hole Gasoline Injectors (4공 가솔린 분사기의 2중 분무 사이에서 연료 액적들의 유동특성)

  • Kim, Won-Tae;Kang, Shin-Jae;Rho, Byung-Joon
    • Transactions of the Korean Society of Mechanical Engineers B
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    • v.27 no.4
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    • pp.484-495
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    • 2003
  • This study investigates the flow characteristics of fuel droplets between twin spray for the 4-hole injector used a 4-valve gasoline engine. The injectors for this study were the three types of 4-hole gasoline injector in which orifice diameter was 0.24mm. The spray behavior of twin spray was investigated by means of visualization employed stroboscope. A PDPA system was employed to simultaneously measure the size and velocity of fuel droplets. The 3 dimensional mean velocities. droplet size distributions, SMD and joint probability density function of velocity and droplet size are analyzed at the center of the spray and the center region of twin spray. As a result, the configurations of injector exit such as orifice interval and length of outlet, are very important factors that affect the flow characteristics of fuel droplets at the center region of twin spray.

The Reliability-based Design Optimization for the Military Communication Equipment considering the Dimension Uncertainty (치수 불확실성이 고려된 군용 통신 장비의 신뢰성 기반 최적설계)

  • Park, Dae-Woong
    • Transactions of the Korean Society for Noise and Vibration Engineering
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    • v.21 no.11
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    • pp.1051-1058
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    • 2011
  • The military communication equipment is required the high reliability for operating adequate functions under severe conditions. This reliability is the essential element for the quality of the product, for the uncontrolled factors, such as the clearance, damage of the material, the reduction of stiffness, which are the designer is unable to handle. In this paper, the uncertainty for the dimension was supposed to the probability model for the military communication equipment, and the average of the objective function was minimized for reducing design uncertainty. The reliability-based design optimization which was implemented the limit state function was formulated into the mathematical model, so the reliable optimized structure was implemented than the base-line design.

The Reliability-Based Design Optimization for the Military Communication Equipment considering the Design Uncertainty (설계 불확실성이 고려된 군용 통신 장비의 신뢰성 기반 최적설계)

  • Park, Dae-Woong;Moon, Woo-Yong
    • Proceedings of the Korean Society for Noise and Vibration Engineering Conference
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    • 2011.10a
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    • pp.504-509
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    • 2011
  • The military communication equipment is required the high reliability for operating adequate functions under severe conditions. This reliability is the essential element for the quality of the product, for the uncontrolled factors, such as the clearance, damage of the material, the reduction of stiffness, which are the designer is unable to handle. In this paper, the uncertainty for the design was supposed to the probability model for the military communication equipment, and the average of the objective function was minimized for reducing design uncertainty. The reliability-based design optimization which was implemented the limit state function was formulated into the mathematical model, so the reliable optimized structure was implemented than the base-line design.

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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.

The Evaluation of Seakeeping Performance of a Ship in Waves (선박의 파흔중 내항성능평가에 관한 연구)

  • 김순갑
    • Journal of the Korean Institute of Navigation
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    • v.11 no.1
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    • pp.67-91
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    • 1987
  • In this paper, a synthetic method for evaluating the seakeeping performance of a ship in waves is studied. For the prediction and evaluation of irregular phenomena to be correlated each other, the multi-dimensional Rayleigh's joint probability density function and the cumulative distribution function are approximated. According to this approximated function, it is able to calculate easily the occurrence probability of the factors on seakeeping performance. We proposed an evaluation method and an index to be defined by the seakeeping performance reliability, that is considered as the dangerousness and the relative dangerousness of the factors on seakeeping performance in waves. The use of this method aid index will be effective to install the sensors which are necessary to evaluate the states of ships at sea. Some example of the calculations by this method for 175m length single screw container ship equipped with diesel engine are also presented.

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System Reliability Analysis Considering Correlation of Performances (성능의 상관관계를 고려한 시스템 신뢰성 해석)

  • Kim, Saekyeol;Lim, Woochul;Lee, Tae Hee
    • Transactions of the Korean Society of Mechanical Engineers A
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    • v.41 no.4
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    • pp.291-297
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    • 2017
  • Reliability analysis of a mechanical system has been developed in order to consider the uncertainties in the product design that may occur from the tolerance of design variables, uncertainties of noise, environmental factors, and material properties. In most of the previous studies, the reliability was calculated independently for each performance of the system. However, the conventional methods cannot consider the correlation between the performances of the system that may lead to a difference between the reliability of the entire system and the reliability of the individual performance. In this paper, the joint probability density function (PDF) of the performances is modeled using a copula which takes into account the correlation between performances of the system. The system reliability is proposed as the integral of joint PDF of performances and is compared with the individual reliability of each performance by mathematical examples and two-bar truss example.

Assessment of Vulnerable Area and Naval Ship's Vulnerability based on the Carleton Damage Function (칼튼 손상함수를 이용한 주요장비의 취약 면적 산정과 함정 취약성 평가 방법)

  • Lee, Jang Hyun;Choi, Won Jun
    • Journal of the Society of Naval Architects of Korea
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    • v.55 no.3
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    • pp.274-280
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    • 2018
  • This paper deals with the calculation of vulnerable areas of critical components required for the assessment of naval ship's vulnerability. Taking into account the effectiveness of threatening weapons, the probability density function of damage was used to assess vulnerable areas or vulnerabilities of critical components. It is shown that the vulnerable area of critical component can be simply computed from the damage function. Considering the weapon effectiveness of fragmentation and explosion on the target, both Carleton Damage Function and Rectangular Cookie Cutter Function representing the probability of damage are applied to the vulnerable area assessment. Carleton damage function is utilized to describe the weapon-target interaction in the vulnerability analyses. A problem of blast effect against an assumed naval ship is chosen as a case study. Vulnerability is evaluated by applying the suggested method to the equipments arranged in the engine room of the virtual ship.

Fatigue Strength Assessment of Spot-Welded Lap Joint Using Strain Energy Density Factor

  • Sohn, Ilseon;Bae, Dongho
    • Journal of Mechanical Science and Technology
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    • v.15 no.1
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    • pp.44-51
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    • 2001
  • One of the recent issues in design of the spot-welded structure such as the automobile body is to develop an economical prediction method of the fatigue design criterion without additional fatigue test. In this paper, as one of basic investigation for developing such methods, fracture mechanical approach was investigated. First, the Model I, Mode II and Mode III, stress intensity factors were analyzed. Second, strain energy density factor (S) synthetically including them was calculated. And finally, in order to decide the systematic fatigue design criterion by using this strain energy density factor, fatigue data of the ΔP-N(sub)f obtained on the various in-plane bending type spot-welded lap joints were systematically re-arranged in the ΔS-N(sub)f relation. And its utility and reliability were verified by the theory of Weibull probability distribution function. The reliability of the proposed fatigue life prediction value at 10(sup)7 cycles by the strain energy density factor was estimated by 85%. Therefore, it is possible to decide the fatigue design criterion of spot-welded lap joint instead of the ΔP-N(sub)f relation.

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