• 대한기계학회:학술대회논문집
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• 대한기계학회 2001년도 춘계학술대회논문집C
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• pp.327-332
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• 2001

An experimental design technique is developed for estimating the moments of system response functions. It is easy to implement and provides accurate results compared with other traditional methods. It is based on the work of Taguchi, later improved by D'Errico and Zaino. The existing experimental techniques, however, is applicable only for normally distributed cases. In this article the three-level Taguchi method is extended to obtain optimum choice for levels and weights to handle nonnormal distributions. A systematic procedure for reliability analysis is then proposed by using the Pearson system and the narrow system reliability bounds. Illustrative examples including a tolerance optimization problem are shown very accurate comparing with those by Monte-Carlo simulations and the first-order reliability method.

• Communications for Statistical Applications and Methods
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• 제26권5호
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• pp.473-495
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• 2019

In this paper, a new extension of Lindley distribution has been introduced. Certain characterizations based on truncated moments, hazard and reverse hazard function, conditional expectation of the proposed distribution are presented. Besides, these characterizations, other statistical/mathematical properties of the proposed model are also discussed. The estimation of the parameters is performed through different classical methods of estimation. Bayes estimation is computed under gamma informative prior under the squared error loss function. The performances of all estimation methods are studied via Monte Carlo simulations in mean square error sense. The potential of the proposed model is analyzed through two data sets. A modified goodness-of-fit test using the Nikulin-Rao-Robson statistic test is investigated via two examples and is observed that the new extension might be used as an alternative lifetime model.

• Wind and Structures
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• 제5권5호
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• pp.423-440
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• 2002

The effects of the nonlinear (quadratic) term in wind pressure have been analyzed in many papers with reference to linear structural models. The present paper addresses the problem of the response of nonlinear structures to stochastic nonlinear wind pressure. Adopting a single-degree-of-freedom structural model with polynomial nonlinearity, the solution is obtained by means of the moment equation approach in the context of It$\hat{o}$'s stochastic differential calculus. To do so, wind turbulence is idealized as the output of a linear filter excited by a Gaussian white noise. Response statistical moments are computed for both the equivalent linear system and the actual nonlinear one. In the second case, since the moment equations form an infinite hierarchy, a suitable iterative procedure is used to close it. The numerical analyses regard a Duffing oscillator, and the results compare well with Monte Carlo simulation.

• Structural Engineering and Mechanics
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• 제6권5호
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• pp.473-484
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• 1998

The first and second moments of response variables for SDOF systems with hysteretic nonlinearity are obtained by a direct linearization procedure. This adaptation in the implementation of well-known statistical linearization methods, provides concise, model-independent linearization coefficients that are well-suited for numerical solution. The method may be applied to systems which incorporate any hysteresis model governed by a differential constitutive equation, and may be used for zero or non-zero mean random vibration. The implementation eliminates the effort of analytically deriving specific linearization coefficients for new hysteresis models. In doing so, the procedure of stochastic analysis is made independent from the task of physical modeling of hysteretic systems. In this study, systems with three different hysteresis models are analyzed under various zero and non-zero mean Gaussian White noise inputs. Results are shown to be in agreement with previous linearization studies and Monte Carlo Simulation.

• 한국방재안전학회논문집
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• 제13권1호
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• pp.1-11
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• 2020

수문 통계 분야에서 관측된 자료를 대표할 수 있는 확률분포 모형을 추정하는 일은 매우 중요한 문제이다. 이를 위해 표본 자료로부터 추정되는 확률분포 모형과 가정된 이론적 확률분포 모형의 일치 정도를 통해 적합도 검정을 수행한다. 확률 도시 상관계수 검정(PPCC)은 적합도 검정 방법 중 하나로 적용 방법이 간편하면서도 높은 기각력을 가지고 있다. 본 연구에서는 L-모멘트 법 기반의 generalized extreme value(GEV) 분포 모형을 위한 PPCC의 검정 통계량을 유도하고 이를 다변량 비선형 형태의 회귀식으로 제시하였다. 새롭게 제시된 방법의 기각력을 검토하고자 기존의 적합도 검정 방법들과 모의실험을 수행하였으며 그 결과 본 연구에서 제시된 PPCC-A 검정 방법이 기존의 PPCC 검정을 비롯한 다른 적합도 검정 방법보다 우수한 기각력을 보이는 것으로 나타났다. 이를 통해 표본 자료를 좀 더 정확하게 대표할 수 있는 확률분포 모형을 구축하는 데 도움이 될 것으로 기대된다.

• 대한토목학회논문집
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• 제29권3B호
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• pp.259-267
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• 2009

GEV분포는 세계 여러 나라에서 홍수와 극한강우 등의 빈도분포로 널리 활용되고 있다. L-모멘트법은 GEV분포의 매개변수 추정을 위해 일반적으로 사용되고 있는 추정법이다. 본 연구에서는 Monte Carlo 실험을 이용하여 GEV분포를 따르는 서로 다른 두 지점의 자료의 교차상관계수를 이용하여 L-모멘트 추정값인 L-변동계수와 L-왜도계수들 간의 교차상관계수를 Simple Power 함수를 이용하여 유도하였다. 실험과정에서 생성된 비현실적이며 실험결과에 큰 영향을 미치는 음수값들을 배재한 GEV+분포를 이용하였다. 결과로, Simple Power 함수가 두지점간 자료의 교차상관과 L-모멘트 추정값들간의 교차상관 계수의 관계를 잘 모사하고 있음을 확인하였다. 다양한 GEV 분포의 매개변수 조합에 대한 Simple Power 함수의 매개변수 추정값과 정확성은 표로 제시하였다. 또한 위 연구결과를 활용할 수 있는 Generalised Least Square(GLS) 지역회귀 기법에 대해 설명하였다. 따라서 본 연구에서 도출된 관계식은 향후 GLS 회귀식을 이용한 GEV 분포의 지역 매개변수를 추정하는데 있어 L-모멘트 추정값들간의 정확한 교차상관관계를 제시할 수 있을 것으로 기대한다.

• 한국지반공학회:학술대회논문집
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• 한국지반공학회 2004년도 춘계학술발표회
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• pp.319-326
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• 2004

Uncertainty is inevitably involved in rock slope engineering since the rock masses are formed by natural process and subsequently the geotechnical characteristics of rock masses cannot be exactly obtained. Therefore the reliability analysis method has been suggested to deal properly with uncertainty. The reliability analysis method can be divided into level I, II and III on the basis of the approach for consideration of random variable and probability density function of reliability function. The level II approach, which is focused in this study, assumes the probability density function of random variables as normal distribution and evaluates the probability of failure with statistical moments such as mean and standard deviation. This method has the advantage that can be used the problem which the Monte Carlo simulation approach cannot be applied since the complete information on the random variables are not available. In this study, the analysis results of level II reliability approach compared with the analysis results of level III approach to verify the appropriateness of the level II approach. In addition, the results are compared with the results of the deterministic analysis.

• International Journal of Precision Engineering and Manufacturing
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• 제7권3호
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• pp.24-29
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• 2006

Pressurized gas pipelines are subject to harmful effects from both the surrounding environment and the materials passing through them. Reliable assessment procedures, including fracture mechanics analyses, are required to maintain their integrity. Currently, integrity assessments are performed using conventional deterministic approaches, even though there are many uncertainties to hinder rational evaluations. Therefore, in this study, a probabilistic approach was considered for gas pipeline evaluations. The objectives were to estimate the failure probability of a corroded pipeline in the gas and oil industries and to propose limited operating conditions for different types of loadings. To achieve these objectives, a probabilistic assessment program was developed using a reliability index and simulation techniques, and applied to evaluate the failure probabilities of a corroded API-5L-X52 gas pipeline subjected to internal pressures, bending moments, and combined loadings. The results demonstrated the potential of the probabilistic integrity assessment program.

• 한국안전학회지
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• 제34권1호
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• pp.53-61
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• 2019

This study performs reliability analysis of three-dimensional temporary shoring structures with three different models. The first model represents a field model which does not have diagonal bracing members. The installation of bracing members is often neglected in the field for convenience. The second model corresponds to a design model which has the bracing members with the hinge connection of horizontal and bracing members at joints. The third model is similar to the second model but the hinge connection is replaced with partial rotational stiffness. The reliability analysis results revealed that the vertical members of the three models are safe enough in terms of axial force, but the vertical and horizontal members exhibit a big difference among the three models in terms of combination stress of axial force and bi-axial bending moments. The field model showed significant increase in failure probability for the horizontal member, and thus the results demonstrate that the bracing member should be installed necessarily for the safety of the temporary shoring structures.

• 대한기계학회논문집A
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• 제35권2호
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• pp.125-130
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• 2011

확정론적 최적설계 방법은 설계 혹은 공정과정에서 발생하는 설계변수의 불확실성을 고려하지 않아 최적점이 제한조건의 경계점에 위치한다. 신뢰성기반 최적설계는 설계자가 요구하는 신뢰도를 만족하는 범위에서 목적함수가 최소가 되는 최적점을 찾는 방법이다. 이 과정은 최적설계 과정과 설계변수의 불확실성을 고려하는 신뢰성해석 과정으로 나눌 수 있다. 모멘트기반 신뢰성해석은 시스템의 통계적 모멘트를 이용하여 신뢰도를 구하는 방법이다. 일반적으로 신뢰성해석은 통계적 모멘트의 값에 따라 피어슨 시스템을 통해 시스템의 확률밀도함수를 7 가지 형태로 분류하여 신뢰도를 구한다. 하지만 피어슨 시스템에서 타입 IV 분포의 경우에는 수식이 복잡하여 다루기 어려운 문제점이 있었다. 본 논문에서는 크리깅모델을 이용하여 피어슨 시스템의 단점을 개선한 신뢰성 해석기법을 크리깅모델을 이용하여 개발하고 이를 적용하여 신뢰성기반최적설계 방법을 제안하다. 피어슨 타입 IV 의 수학 및 공학예제에 대하여 신뢰성기반최적설계를 수행하고 이를 몬테카를로 시뮬레이션을 이용하여 정확성을 검증한다.