• Title/Summary/Keyword: Joint Probability Density Function

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SHM-based probabilistic representation of wind properties: statistical analysis and bivariate modeling

  • Ye, X.W.;Yuan, L.;Xi, P.S.;Liu, H.
    • Smart Structures and Systems
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    • v.21 no.5
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    • pp.591-600
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    • 2018
  • The probabilistic characterization of wind field characteristics is a significant task for fatigue reliability assessment of long-span railway bridges in wind-prone regions. In consideration of the effect of wind direction, the stochastic properties of wind field should be represented by a bivariate statistical model of wind speed and direction. This paper presents the construction of the bivariate model of wind speed and direction at the site of a railway arch bridge by use of the long-term structural health monitoring (SHM) data. The wind characteristics are derived by analyzing the real-time wind monitoring data, such as the mean wind speed and direction, turbulence intensity, turbulence integral scale, and power spectral density. A sequential quadratic programming (SQP) algorithm-based finite mixture modeling method is proposed to formulate the joint distribution model of wind speed and direction. For the probability density function (PDF) of wind speed, a double-parameter Weibull distribution function is utilized, and a von Mises distribution function is applied to represent the PDF of wind direction. The SQP algorithm with multi-start points is used to estimate the parameters in the bivariate model, namely Weibull-von Mises mixture model. One-year wind monitoring data are selected to validate the effectiveness of the proposed modeling method. The optimal model is jointly evaluated by the Bayesian information criterion (BIC) and coefficient of determination, $R^2$. The obtained results indicate that the proposed SQP algorithm-based finite mixture modeling method can effectively establish the bivariate model of wind speed and direction. The established bivariate model of wind speed and direction will facilitate the wind-induced fatigue reliability assessment of long-span bridges.

Bivariate Dagum distribution

  • Muhammed, Hiba Z.
    • International Journal of Reliability and Applications
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    • v.18 no.2
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    • pp.65-82
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    • 2017
  • Abstract. Camilo Dagum proposed several variants of a new model for the size distribution of personal income in a series of papers in the 1970s. He traced the genesis of the Dagum distributions in applied economics and points out parallel developments in several branches of the applied statistics literature. The main aim of this paper is to define a bivariate Dagum distribution so that the marginals have Dagum distributions. It is observed that the joint probability density function and the joint cumulative distribution function can be expressed in closed forms. Several properties of this distribution such as marginals, conditional distributions and product moments have been discussed. The maximum likelihood estimates for the unknown parameters of this distribution and their approximate variance-covariance matrix have been obtained. Some simulations have been performed to see the performances of the MLEs. One data analysis has been performed for illustrative purpose.

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Study on Prediction System Construction of Fire.Explosion Accident by NG & LPG among Domestic Gas Accidents (국내 가스 사고사례 중 NG 및 LPG의 가스 화재.폭발사고 예측시스템 구축에 관한 연구)

  • Ko Jae-Sun;Kim Hyo
    • Journal of the Korean Institute of Gas
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    • v.10 no.1 s.30
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    • pp.48-55
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    • 2006
  • In order to establish the comprehensively, quantitatively predictable program to the fire and explosion accidents in the urban gas system, and to set up domestic criteria of societal risk, the collected urban gas accident data have been deeply analyzed. The Poisson probability distribution functions with t=5 for the database of the gas accidents in recent 11 year shows that 'careless work-explosion-pipeline' item has the lowest frequency, whereas 'joint loosening & erosion-release-pipeline' item has the highest frequency. And thus the proper counteractions must be carried out. The further works requires setting up successive database on the fire and explosion accidents systematically to obtain reliable analyses.

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Analysis of the Wave Spectral Shape Parameters for the Definition of Swell Waves (너울성파랑 정의를 위한 파랑스펙트럼의 형상모수 특성 분석)

  • Ahn, Kyungmo;Chun, Hwusub;Jeong, Weon Mu;Park, Deungdae;Kang, Tae-Soon;Hong, Sung-Jin
    • Journal of Korean Society of Coastal and Ocean Engineers
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    • v.25 no.6
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    • pp.394-404
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    • 2013
  • In the present study, the characteristics of spectral peakedness parameter $Q_p$, bandwidth parameter ${\varepsilon}$, and spectral width parameter ${\nu}$ were analyzed as a first step to define the swell waves quantitatively. For the analysis, the joint probability density function of significant wave heights and peak periods were newly developed. The MCMC(Markov Chain Monte Carlo) simulations have been performed to generate the significant wave heights and peak periods from the developed probability density functions. Applying the simulated significant wave heights and peak periods to the theoretical wave spectrum models, the spectral shapes parameters were obtained and analyzed. Among the spectral shape parameters, only the spectral peakedness parameter $Q_p$, is shown to be independent with the significant wave height and peak wave period. It also best represents the peakedness of the spectral shape, and henceforth $Q_p$ should be used to define the swell waves with a wave period. For the field verification of the results, wave data obtained from Hupo port and Ulleungdo were analyzed and results showed the same trend with the MCMC simulation results.

Study on Predictable Program of Fire.Explosion Accident Using Poisson Distribution Function & Societal Risk Criteria in City Gas (Poisson분포를 이용한 도시가스 화재 폭발사고의 발생 예측프로그램 및 사회적 위험기준에 관한 연구)

  • Ko, Jae-Sun;Kim, Hyo;Lee, Su-Kyoung
    • Fire Science and Engineering
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    • v.20 no.1 s.61
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    • pp.6-14
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    • 2006
  • The data of city gas accidents has been collected and analysed for not only predictions of the fire and explosion accidents but also the criteria of societal risk. The accidents of the recent 11 years have been broken up into such 3 groups roughly as "release", "explosion", "fire" d 16 groups in detail. Owing to the Poisson probability distribution functions, 'careless work-explosion-pipeline' and 'joint loosening & erosion-release-pipeline' items respectively have turned out to record the lowest and most frequency among the recent 11-years accidents. And thus the proper counteractions must be carried out. In order to assess the societal risks tendency of the fatal gas accidents and set the more obvious safety policies up, the D. O. Hogon equation and the regression method has been used to range the acceptable range in the F-N curve of the cumulative casualties. The further works requires setting up successive database on the fire and explosion accidents systematically to obtain reliable analyses. Also the standard codification will be demanded.

Reliability analysis on flutter of the long-span Aizhai bridge

  • Liu, Shuqian;Cai, C.S.;Han, Yan;Li, Chunguang
    • Wind and Structures
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    • v.27 no.3
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    • pp.175-186
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    • 2018
  • With the continuous increase of span lengths, modern bridges are becoming much more flexible and more prone to flutter under wind excitations. A reasonable probabilistic flutter analysis of long-span bridges involving random and uncertain variables may have to be taken into consideration. This paper presents a method for estimating the reliability index and failure probability due to flutter, which considers the very important variables including the extreme wind velocity at bridge site, damping ratio, mathematical modeling, and flutter derivatives. The Aizhai Bridge in China is selected as an example to demonstrate the numerical procedure for the flutter reliability analysis. In the presented method, the joint probability density function of wind speed and wind direction at the deck level of the bridge is first established. Then, based on the fundamental theories of structural reliability, the reliability index and failure probability due to flutter of the Aizhai Bridge is investigated by applying the Monte Carlo method and the first order reliability method (FORM). The probabilistic flutter analysis can provide a guideline in the design of long-span bridges and the results show that the structural damping and flutter derivatives have significant effects on the flutter reliability, more accurate and reliable data of which is needed.

Study on Teachers' Understanding on Generating Random Number in Monte Carlo Simulation (몬테카를로 시뮬레이션의 난수 생성에 관한 교사들의 이해에 관한 연구)

  • Heo, Nam Gu;Kang, Hyangim
    • School Mathematics
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    • v.17 no.2
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    • pp.241-255
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    • 2015
  • The purpose of this study is to analyze teachers' understanding on generating random number in Monte Carlo simulation and to provide educational implications in school practice. The results showed that the 70% of the teachers selected wrong ideas from three types for random-number as strategies for problem solving a probability problem and also they make some errors to justify their opinion. The first kind of the errors was that the probability of a point or boundary was equal to the value of the probability density function in the continuous probability distribution. The second kind of the errors was that the teachers failed to recognize that the sample space has been changed by conditional probability. The third kind of the errors was that when two random variables X, Y are independence of each other, then only, joint probability distribution is satisfied $P(X=x,\;Y=y)=p(X=x){\times}P(Y=y{\mid}X=x)$.

On the W-CDMA system with Smart Antenna over Wideband Realistic Channel Model (광대역 실측채널모델에서 스마트 안테나를 적용한 W-CDMA 성능분석)

  • 김용성;배형오;김병학;김철성
    • Proceedings of the IEEK Conference
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    • 2000.06a
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    • pp.33-36
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    • 2000
  • In this paper, the performance of the W-CDMA system with smart antenna is investigated. The channel is assumed as wideband realistic channel mode, JTC(Joint Technique Committee), which has clustered multipaths. The beamforming-RAKE receiver structure is proposed, whose performance is analyzed on the assumption of the perfect channel estimation. In a simulation, the probability density function(pdf) of SINR(Signal to Interference and Noise Ratio) according to the number of antennas and users is presented. And based on the pdf of SINR, the BER(Bit Error Rate) is presented. According to the result of a simulation, the performance of the W-CDMA system with smart antenna over the realistic JTC channel model has been considerably improved.

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On the W-CDMA system with Smart Antenna over Wideband Realistic Channel Model (광대역 실측채널모델에서 스마트 안테나를 적용한 W-CDMA 성능분석)

  • Kim, Byoung-Hak;Bae, Hyoung-Oh;Kim, Cheol-Sung
    • Proceedings of the IEEK Conference
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    • 2000.09a
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    • pp.91-94
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    • 2000
  • In this paper, the performance of the W-CDMA system with smart antenna is investigated. The realistic wideband channel is assumed, one of which is JTC(Joint Technique Committee) channel model. It is also assumed that multipaths are clustered. The beamforming-RAKE receiver structure of W-CDMA system is proposed, whose performance is analyzed on the assumption of perfect channel estimation. The probability density function (pdf) of SINR(Signal to Interference and Noise Ratio) for different number of antennas and users is presented, and the BER(Bit Error Rate) is presented based on that. As a result, the performance of the W-CDMA system with smart antenna in the realistic wideband channel has been considerably improved.

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Transported PDF Model for Turbulent Nonpremixed Flames (수송 확률밀도함수모델을 이용한 비예혼합 난류화염장 해석)

  • Lee, Jeong-Won;Seok, Joon-Ho;Kim, Yong-Mo
    • Journal of the Korean Society of Combustion
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    • v.14 no.2
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    • pp.32-41
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    • 2009
  • The transported probability density function model combined with the consistent finite volume (FV) method has been applied to simulate the turbulent bluff-body reacting flows. To realistically account for the non-isotropic turbulence effects on the turbulent bluff-body reacting flows, the present PDF transport approach is based on the joint velocity- turbulent frequency-composition PDF formulation. The evolution of the fluctuating velocity of a particle is modeled by a simplified Langevin equation and the particle turbulence frequency is represented by the modified Jayesh - Pope model. Effects of molecular diffusion are represented by the interaction by exchange with the mean (IEM) mixing model. To validate this hybrid FV/PDF transport model, the numerical results are compared with experimental data for the turbulent bluff-body reacting flows.

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