• Title/Summary/Keyword: Method of Moments

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The Efficient Sensitivity Analysis on Statistical Moments and Probability Constraints in Robust Optimal Design (강건 최적설계에서 통계적 모멘트와 확률 제한조건에 대한 효율적인 민감도 해석)

  • Huh, Jae-Sung;Kwak, Byung-Man
    • Transactions of the Korean Society of Mechanical Engineers A
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    • v.32 no.1
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    • pp.29-34
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    • 2008
  • The efforts of reflecting the system's uncertainties in design step have been made and robust optimization or reliability-based design optimization are examples of the most famous methodologies. In their formulation, the mean and standard deviation of a performance function and constraints expressed by probability conditions are involved. Therefore, it is essential to effectively and accurately calculate them and, in addition, the sensitivity results are required to obtain when the nonlinear programming is utilized during optimization process. We aim to obtain the new and efficient sensitivity formulation, which is based on integral form, on statistical moments such as the mean and standard deviation, and probability constraints. It does not require the additional functional calculation when statistical moments and failure or satisfaction probabilities are already obtained at a design point. Moreover, some numerical examples have been calculated and compared with the exact solution or the results of Monte Carlo Simulation method. The results seem to be very satisfactory.

Capabilities of stochastic response surface method and response surface method in reliability analysis

  • Jiang, Shui-Hua;Li, Dian-Qing;Zhou, Chuang-Bing;Zhang, Li-Min
    • Structural Engineering and Mechanics
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    • v.49 no.1
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    • pp.111-128
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    • 2014
  • The stochastic response surface method (SRSM) and the response surface method (RSM) are often used for structural reliability analysis, especially for reliability problems with implicit performance functions. This paper aims to compare these two methods in terms of fitting the performance function, accuracy and efficiency in estimating probability of failure as well as statistical moments of system output response. The computational procedures of two response surface methods are briefly introduced first. Then their capabilities are demonstrated and compared in detail through two examples. The results indicate that the probability of failure mainly reflects the accuracy of the response surface function (RSF) fitting the performance function in the vicinity of the design point, while the statistical moments of system output response reflect the accuracy of the RSF fitting the performance function in the entire space. In addition, the performance function can be well fitted by the SRSM with an optimal order polynomial chaos expansion both in the entire physical and in the independent standard normal spaces. However, it can be only well fitted by the RSM in the vicinity of the design point. For reliability problems involving random variables with approximate normal distributions, such as normal, lognormal, and Gumbel Max distributions, both the probability of failure and statistical moments of system output response can be accurately estimated by the SRSM, whereas the RSM can only produce the probability of failure with a reasonable accuracy.

Image Retrieval Using the Fusion of Spatial Histogram and Wavelet Moments (공간 히스토그램과 웨이브렛 모멘트의 융합에 의한 영상검색)

  • Seo, Sang-Yong;Kim, Nam-Cheol
    • Journal of the Institute of Electronics Engineers of Korea SP
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    • v.38 no.4
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    • pp.434-441
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    • 2001
  • We present an image retrieval method for improving retrieval performance by the effective fusion of spatial histogram and wavelet moments. In this method, the similarity for spatial histograms and the similarity for wavelet moment are effectively fused in the computation of the similarity between a query image and DB image. That is, the wavelet moments feature represented in multi-resolution and the spatial histogram feature robust to translation and rotation are used to improve retrieval performance. In order to evaluate the performance of the proposed method, we use Brodatz texture DB, MPEG-7 T1 DB, and Corel Draw Photo DB. Experimental results show that the proposed method yields 5.3% and 13.8% better Performances for Brodatz DB, and 15.5% and 3.2% better Performances for Corel Draw Photo DB over the histogram method and the wavelet moment method, respectively.

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Reliability Estimation of Generalized Geometric Distribution

  • Abouammoh, A.M.;Alshangiti, A.M.
    • International Journal of Reliability and Applications
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    • v.9 no.1
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    • pp.31-52
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    • 2008
  • In this paper generalized version of the geometric distribution is introduced. This distribution can be considered as a two-parameter generalization of the discrete geometric distribution. The main statistical and reliability properties of this distribution are discussed. Two methods of estimation, namely maximum likelihood method and the method of moments are used to estimate the parameters of this distribution. Simulation is utilized to calculate these estimates and to study some of their properties. Also, asymptotic confidence limits are established for the maximum likelihood estimates. Finally, the appropriateness of this new distribution for a set of real data, compared with the geometric distribution, is shown by using the likelihood ratio test and the Kolmogorove-Smirnove test.

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An analysis of Center-Fed Planar Dipole Antenna by method of moments (모멘트 방법에 의한 중앙급전식 평판 다이폴 안테나의 해석)

  • Yang, Sang-Yong;Lee, Tack-Kyung;Ra, Jung-Woong;Lee, Soo-Young
    • Proceedings of the KIEE Conference
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    • 1989.07a
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    • pp.647-650
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    • 1989
  • The driving-point impedance of the center-fed planar dipole antenna is obtained using the method of moments (MOM). For the thin dipole antenna, our numerical result is compared with that of the inverse method by D. R. Rhodes as well as the known solutions of equivalent wire antenna. For the frequencies of L-band and S-band, the driving-point impedances of the thick planar dipole antennas are measured by experiment and compared with the numerical results.

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Efficient Computations for Evaluating Extended Stochastic Petri Nets using Algebraic Operations

  • Kim, Dong-Sung;Moon, Hong-Ju;Bahk, Je-Hyeong;Kwon, Wook-Hyun;Zygmunt J. Haas
    • International Journal of Control, Automation, and Systems
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    • v.1 no.4
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    • pp.431-443
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    • 2003
  • This paper presents an efficient method to evaluate the performance of an extended stochastic Petri net by simple algebraic operations. The reachability graph is derived from an extended stochastic Petri net, and then converted to a timed stochastic state machine, using a semi-Markov process. The n-th moments of the performance index are derived by algebraic manipulations with each of the n-th moments of transition time and transition probability. For the derivation, three reduction rules are introduced on the transition trajectories in a well-formed regular expression. Efficient computation algorithms are provided to automate the suggested method. The presented method provides a proficient means to derive both the numerical and the symbolic solutions for the performance of an extended stochastic Petri net by simple algebraic manipulations.

Determination of Yield Line Patterns On the basis of Elastic Fields (탄성해석에 기반한 항복선 형상 추정기법)

  • Song, Jong-Young;Lee, Wan-Su
    • Proceedings of the Computational Structural Engineering Institute Conference
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    • 2004.04a
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    • pp.285-292
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    • 2004
  • The objective of this paper is to develop a simplified method to determine yield line patterns of reinforced concrete floor slabs based on the elastic fields. Unlike other methods mainly focused on the plasticity theory, this paper emphasizes the elastic fields, especially principal moments and maximum shears and shows a link between elasticity field and yield line patterns. General criteria on both positive and negative yield lines are suggested in terms of principal moments and maximum shear forces. The proposed method can predict starting point (or regions) of yielding and the further development of yield lines on whole structures. The yield line patterns determined by the proposed method are shown to be coincident with the classical yield line theory. Furthermore, orthotropy in reinforced concrete slab is investigated and yield line patterns for different type of flat slab with non-isotropic strip are studied broadly.

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Numerical Modeling of Soot Formation in $C_2H_4$/Air Turbulent Non-premixed Flames ($C_2H_4$/Air 비예혼합 난류화염의 매연생성 모델링)

  • Kim, Tae-Hoon;Woo, Min-O;Kim, Yong-Mo
    • Journal of the Korean Society of Combustion
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    • v.15 no.4
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    • pp.22-28
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    • 2010
  • The Direct Quadrature Method of Moments (DQMOM) has been presented for the solution of population balance equation in the wide range of the multi-phase flows. This method has the inherently interesting features which can be easily applied to the multi-inner variable equation. In addition, DQMOM is capable of easily coupling the gas phase with the discrete phases while it requires the relatively low computational cost. Soot inception, subsequent aggregation, surface growth and oxidation are described through a population balance model solved with the DQMOM for soot formation. This approach is also able to represent the evolution of the soot particle size distribution. The turbulence-chemistry interaction is represented by the laminar flamelet model together with the presumed PDF approach and the spherical harmonic P-1 approximation is adopted to account for the radiative heat transfer.