• Title/Summary/Keyword: Method of Moments

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Moments of the ruin time and the total amount of claims until ruin in a diffusion risk process

  • Kim, Jihoon;Ahn, Soohan
    • Journal of the Korean Data and Information Science Society
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    • v.27 no.1
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    • pp.265-274
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    • 2016
  • In this paper, we consider a diffusion risk process, in which, its surplus process behaves like a Brownian motion in-between adjacent epochs of claims. We assume that the claims occur following a Poisson process and their sizes are independent and exponentially distributed with the same intensity. Our main goal is to derive the exact formula of the joint moment generating function of the ruin time and the total amount of aggregated claim sizes until ruin in the diffusion risk process. We also provide a method for computing the related first and second moments using the joint moment generating function and the augmented matrix exponential function.

An Improved Stability Design of Steel Cable-Stayed Bridges using Second-Order Effect (2차효과를 고려한 강사장교의 개선된 좌굴해석)

  • Kyung Yong-Soo;Kim Nam-Il;Lee Jun-Sok;Kim Moon-Young
    • Proceedings of the Computational Structural Engineering Institute Conference
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    • 2006.04a
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    • pp.993-1000
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    • 2006
  • Practical stability design method of main members of cable-stayed bridges is proposed and discussed through a design example. For this purpose, initial tensions of stay cables and axial forces of main members are firstly determined using initial shaping analysis of bridges under dead loads. And then the effective buckling length using system elastic/inelastic buckling analysis and bending moments considering $P-{\delta}-{\Delta}$ effect by second-order elastic analysis are calculated for main girder and pylon members subjected to both axial forces and moments, respectively. Particularly, load combinations of dead and live loads, in which maximum load effects due to live loads are obtained, are taken into account and effects of live loads on effective buckling lengths are investigated.

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New generalized inverse Weibull distribution for lifetime modeling

  • Khan, Muhammad Shuaib;King, Robert
    • Communications for Statistical Applications and Methods
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    • v.23 no.2
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    • pp.147-161
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    • 2016
  • This paper introduces the four parameter new generalized inverse Weibull distribution and investigates the potential usefulness of this model with application to reliability data from engineering studies. The new extended model has upside-down hazard rate function and provides an alternative to existing lifetime distributions. Various structural properties of the new distribution are derived that include explicit expressions for the moments, moment generating function, quantile function and the moments of order statistics. The estimation of model parameters are performed by the method of maximum likelihood and evaluate the performance of maximum likelihood estimation using simulation.

The Effect of The Drift Velocity on The Ship Motion (표류(漂流)를 고려한 선체운동(船體運動))

  • J.H.,Hwang;Y.J.,Kim
    • Bulletin of the Society of Naval Architects of Korea
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    • v.18 no.3
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    • pp.29-38
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    • 1981
  • In general the drift result in ship heeling, thus it seems to be necessary to analyze the ship motion by considering both the drifting and heeling phenomena. In this paper, a drift velocity and a heeling angle are given as prior conditions, and then within the linear potential theory the hydrodynamic coefficients and wave exciting forces and moments are derived for a ship advancing and drifting with constant speeds. And numerical calculations are preformed for a cylindrical body of shiplike cross section at zerp forward velocity. The 2-D hydrodynamic forces and moments of a heeled cylinder are calculated by using the Frank Close-Fit method. These numerical results for the oscillating cylinder without drift velocity have shown better agreements with experimental data than the numerical results of Kobayashi[2]. The motion responses for a drifting cylinder are calculated ignoring the drift velocity effect in the free surface condition. The accuracy of these calculations can not be verified, because the experimental data are not available. Through these numerical calculations to so concluded that drift velocity effects on the body motion are signiffcant.

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Wave Load Analysis of Flooded Ship Considering Size of Damage Opening (침수 선박의 손상부 크기에 따른 파랑하중 고찰)

  • Kim Byoung-Wan;Hong Do-Chun;Hong Sa-Young
    • Journal of Ocean Engineering and Technology
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    • v.20 no.3 s.70
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    • pp.24-36
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    • 2006
  • This paper investigates wave loads of ships that suffer sinkage due to flood in a compartment caused by damage on the side of the hull. By analyzing ships with various sizesof damage opening, the influence of opening size on ship response is investigated. The motion of the damaged ship is analyzed by using the boundary element method, based on three-dimensional potential theory, considering hydrodynamic pressure in the flooded compartments. The shear forces, bending moments and torsional moments are calculated by the direct integration of the three dimensional hydrodynamic pressure on the outer and inner hulls. A RORO passenger ship with length of 174.8 m is considered in the numerical example, and results for wave loads are discussed.

An Inverse Dynamic Analysis of Lower Limbs During Gait (보행 중 하지 관절의 역동역학 해석)

  • 송성재
    • Journal of Biomedical Engineering Research
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    • v.25 no.4
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    • pp.301-307
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    • 2004
  • An inverse dynamic model of lower limbs is presented to calculate joint moments during gait. The model is composed of 4 segments with 3 translational joints and 12 revolute joints. The inverse dynamic method is based on Newton-Euler formalism. Kinematic data are obtained from 3 dimensional trajectories of markers collected by a motion analysis system. External forces applied on the foot are measured synchronously using force plate. The use of developed model makes it possible to calculate joint moments for variation of parameters.

Regional flood frequency analysis of extreme rainfall in Thailand, based on L-moments

  • Thanawan Prahadchai;Piyapatr Busababodhin;Jeong-Soo Park
    • Communications for Statistical Applications and Methods
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    • v.31 no.1
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    • pp.37-53
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    • 2024
  • In this study, flood records from 79 sites across Thailand were analyzed to estimate flood indices using the regional frequency analysis based on the L-moments method. Observation sites were grouped into homogeneous regions using k-means and Ward's clustering techniques. Among various distributions evaluated, the generalized extreme value distribution emerged as the most appropriate for certain regions. Regional growth curves were subsequently established for each delineated region. Furthermore, 20- and 100-year return values were derived to illustrate the recurrence intervals of maximum rainfall across Thailand. The predicted return values tend to increase at each site, which is associated with growth curves that could describe an increasing long-term predictive pattern. The findings of this study hold significant implications for water management strategies and the design of flood mitigation structures in the country.

Load capacity of high-strength reinforced concrete slabs by yield line theory

  • Gorkem, Selcuk Emre;Husem, Metin
    • Computers and Concrete
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    • v.12 no.6
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    • pp.819-829
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    • 2013
  • The objective of this study is to determine whether or not the yield line theory, an effective method widely used for slabs made of ordinary concrete, can be used also for the reinforced concrete slabs made of high-strength concrete. Flexural behavior of simply supported slabs in three different sizes were investigated under concentrated load at mid-span. Additionally, behavior of high strength reinforced concrete slabs with 50 mm and 150 mm reinforcement spacings also studied. Failure loads, deflections, experimental and theoretical failure mechanisms were evaluated. The difference between the moments based on yield line theory and experimental moments varied between 1% to 3%. Experimental and analysis results revealed that yield line analysis could conveniently be employed in the analysis of high strength reinforced concrete slabs.

Sensing method of multi-component forces and moments using a column structure (기둥을 이용한 다축 힘/모멘트 감지 방법에 관한 연구)

  • Shin, H.H.;Kang, D.I.;Park, Y.K.;Kim, J.H.;Joo, J.W.;Kim, O.H.
    • Proceedings of the KSME Conference
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    • 2001.06a
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    • pp.837-841
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    • 2001
  • The column-type sensing element in building and mechanical construction parts was designed as three forces and three moments sensor by attaching strain gages approximately. Compared to conventional multi-component sensor, the designed sensor can solve the problem about low stiffness and high cost. The radius of the column was designed analytically and compared with finite element analysis. The coupling errors between components were minimized by using addition and subtraction procedure of signals. The fabricated sensor was tested by using a deadweight force standard machine and a six-component force calibration machine in Korea Research Institute of Standards and Science(KRISS). The calibration showed that the multi-component force/moment sensor had coupling error less than 19.8 % between $F_x$ and $M_y$ components, and 9.0 % in case of other components.

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Study of Flight Simulation using Real-Time Aerodynamic Model (실시간 공력모델을 이용한 비행 시뮬레이션 연구)

  • Lee, Chang Ho;Park, Young Min;Choi, Hyoung Sik
    • Journal of Aerospace System Engineering
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    • v.9 no.4
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    • pp.49-54
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    • 2015
  • Accurate aerodynamic data is required for the flight simulation or control logic design of aircraft. The aerodynamic look-up table has been used widely to provide aerodynamic forces and moments for given flight conditions. In this paper, we replace the aerodynamic look-up table with real-time aerodynamic model which calculates aerodynamic forces and moments of quasi-steady flow directly for given flight conditions and control surface deflections. Flight simulations are conducted for the low-speed small UAV using real-time aerodynamic model, and responses of the UAV are predicted successfully for inputs of control surfaces.