• Structural Engineering and Mechanics
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• v.63 no.6
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• pp.809-824
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• 2017

The accurate evaluation of wind characteristics and wind-induced structural responses during a typhoon is of significant importance for bridge design and safety assessment. This paper presents an expectation maximization (EM) algorithm-based angular-linear approach for probabilistic modeling of field-measured wind characteristics. The proposed method has been applied to model the wind speed and direction data during typhoons recorded by the structural health monitoring (SHM) system instrumented on the arch Jiubao Bridge located in Hangzhou, China. In the summer of 2015, three typhoons, i.e., Typhoon Chan-hom, Typhoon Soudelor and Typhoon Goni, made landfall in the east of China and then struck the Jiubao Bridge. By analyzing the wind monitoring data such as the wind speed and direction measured by three anemometers during typhoons, the wind characteristics during typhoons are derived, including the average wind speed and direction, turbulence intensity, gust factor, turbulence integral scale, and power spectral density (PSD). An EM algorithm-based angular-linear modeling approach is proposed for modeling the joint distribution of the wind speed and direction. For the marginal distribution of the wind speed, the finite mixture of two-parameter Weibull distribution is employed, and the finite mixture of von Mises distribution is used to represent the wind direction. The parameters of each distribution model are estimated by use of the EM algorithm, and the optimal model is determined by the values of $R^2$ statistic and the Akaike's information criterion (AIC). The results indicate that the stochastic properties of the wind field around the bridge site during typhoons are effectively characterized by the proposed EM algorithm-based angular-linear modeling approach. The formulated joint distribution of the wind speed and direction can serve as a solid foundation for the purpose of accurately evaluating the typhoon-induced fatigue damage of long-span bridges.

• Journal of Korean Society of Steel Construction
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• v.24 no.1
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• pp.1-11
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• 2012

To overcome the limitations of current evaluation procedures for floor vibration under crowd loading, two kinds of uncertainties associated with individual time lag differences and the complex behavior of crowd should be taken into account. The complex behavior of crowds has yet to be fully described, even though individual differences can be dealt with statistically. This paper proposes time lag considered (TLC) crowd model based on a probabilistic approach. The load reduction factor, which reflects the effect of a general degree of synchronization among crowd, is proposed. Extensive Monte Carlo simulations were carried out to determine various crowd behaviors by using the TLC crowd model proposed. The TLC crowd model can rationally treat the energy loss of various crowd patterns. This indicates that it may be used as a theoretical basis in refining dynamic load factor of crowd loading.

• Tunnel and Underground Space
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• v.11 no.2
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• pp.156-166
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• 2001

A stochastic continuum(SC) modeling technique was developed to simulate the groundwater flow pathway in fractured rocks. This model was developed to overcome the disadvantageous points of discrete fracture network(DFN) modes which has the limitation of fracture numbers. Besides, SC model is able to perform probabilistic analysis and to simulate the conductive groundwater pathway as discrete fracture network model. The SC model was formulated based on the discrete fracture network(DFN) model. The spatial distribution of permeability in the stochastic continuum model was defined by the probability distribution and variogram functions defined from the permeabilities of subdivided smaller blocks of the DFN model. The analysis of groundwater travel time was performed to show the consistency between DFN and SC models by the numerical experiment. It was found that the stochastic continuum modes was an appropriate way to provide the probability density distribution of groundwater velocity which is required for the probabilistic safety assessment of a radioactive waste disposal facility.

• Geotechnical Engineering
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• v.5 no.1
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• pp.27-34
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• 1989

This study presents a probabilistic analysis of the stability of homogeneous soil slopes during earthquakes. The stability of the slope is measured through its probability of failure rather than the customary factor of safety. The maximum horizontal ground acceleration is deterimined with Donovan and McGuire equation. The earthquake magnitude (m) is a random variable the Probability density function f(m) has been obtained with a use of Richter law. The potential failure surfaces are taken to be of an exponential shape (log-spiral) , Uncertainties of the shear strength parameters along potential failure surface are expressed by one-dimensional random field model. From a first order analysis the mean and variance of safety margin is osculated. The dependence on significant seismic parameters of the probability of failure of the slope is examined and the results are presented in a number of graphs and tables. On the base of the results obtained in this study, it is concluled that (1) the present model is useful in assessing the reliability of soil slopes under both static and seismic conditions: and (2) the probability of failure of a soil slope is greatly affected by the values of the seismic parameters that are associated with it.

• Journal of Korea Water Resources Association
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• v.50 no.11
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• pp.735-743
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• 2017

With growing concerns about ever-increasing anthropogenic greenhouse gas emissions, it is crucial to enhance preparedness for unprecedented extreme weathers that can bring catastrophic consequences. In this study, we proposed a stochastic framework that considers uncertainty in weather forecasts for flood analyses. First, we calibrated a simple rainfall-runoff model against observed hourly hydrographs. Then, using probability density functions of rainfall depths conditioned by 6-hourly weather forecasts, we generated many stochastic rainfall depths for upcoming 48 hours. We disaggregated the stochastic 6-hour rainfalls into an hourly scale, and input them into the runoff model to quantify a probabilistic range of runoff during upcoming 48 hours. Under this framework, we assessed two rainfall events occurred in Bocheong River Basin, South Korea in 2017. It is indicated actual flood events could be greater than expectations from weather forecasts in some cases; however, the probabilistic runoff range could be intuitive information for managing flood risks before events. This study suggests combining deterministic and stochastic methods for forecast-based flood analyses to consider uncertainty in weather forecasts.

• Journal of the Korea institute for structural maintenance and inspection
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• v.11 no.4
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• pp.138-146
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• 2007

Geotechnical performance at the soft ground is strongly dependent on the properties of the soil beneath and adjacent to the structure of interest. These soil properties can be described using deterministic and/or probabilistic models. Deterministic models typically use a single discrete descriptor for the parameter of interest. Probabilistic models describe parameters by using discrete statistical descriptors or probability distribution density functions. The consolidation process depends on several uncertain parameters including the coefficients of consolidation and coefficients of permeability in vertical and horizontal directions. The implication of this uncertain parameter in the design of prefabricated vertical drains for soil improvement is discussed. A sensitivity analysis of the degree of consolidation and calculation of settlements to these uncertain parameters is presented for clayey deposits.

• Journal of Korean Society of Industrial and Systems Engineering
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• v.42 no.4
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• pp.194-202
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• 2019

Reliability analysis of the components frequently starts with the data that manufacturer provides. If enough failure data are collected from the field operations, the reliability should be recomputed and updated on the basis of the field failure data. However, when the failure time record for a component contains only a few observations, all statistical methodologies are limited. In this case, where the failure records for multiple number of identical components are available, a valid alternative is combining all the data from each component into one data set with enough sample size and utilizing the useful information in the censored data. The ROK Navy has been operating multiple Patrol Killer Guided missiles (PKGs) for several years. The Korea Multi-Function Control Console (KMFCC) is one of key components in PKG combat system. The maintenance record for the KMFCC contains less than ten failure observations and a censored datum. This paper proposes a Bayesian approach with a Dirichlet mixture model to estimate failure time density for KMFCC. Trends test for each component record indicated that null hypothesis, that failure occurrence is renewal process, is not rejected. Since the KMFCCs have been functioning under different operating environment, the failure time distribution may be a composition of a number of unknown distributions, i.e. a mixture distribution, rather than a single distribution. The Dirichlet mixture model was coded as probabilistic programming in Python using PyMC3. Then Markov Chain Monte Carlo (MCMC) sampling technique employed in PyMC3 probabilistically estimated the parameters' posterior distribution through the Dirichlet mixture model. The simulation results revealed that the mixture models provide superior fits to the combined data set over single models.

• Geophysics and Geophysical Exploration
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• v.5 no.4
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• pp.262-271
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• 2002

This study presents a practical procedure for the Bayesian inversion of geophysical data. We have applied geostatistical techniques for the acquisition of prior model information, then the Markov Chain Monte Carlo (MCMC) method was adopted to infer the characteristics of the marginal distributions of model parameters. For the Bayesian inversion of dipole-dipole array resistivity data, we have used the indicator kriging and simulation techniques to generate cumulative density functions from Schlumberger array resistivity data and well logging data, and obtained prior information by cokriging and simulations from covariogram models. The indicator approach makes it possible to incorporate non-parametric information into the probabilistic density function. We have also adopted the MCMC approach, based on Gibbs sampling, to examine the characteristics of a posteriori probability density function and the marginal distribution of each parameter.

• Journal of the Korean Institute of Gas
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• v.21 no.3
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• pp.61-69
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• 2017

The commercial development of unconventional gas is pursued in North America because it is more feasible owing to the technology required to improve productivity. Shale reservoir have low permeability and gas production can be carried out through cracks generated by hydraulic fracturing. The decline rate during the initial production period is high, but very low latter on, there are significant variations from the initial production behavior. Therefore, in the prediction of the production rate using deterministic decline curve analysis(DCA), it is not possible to consider the uncertainty in the production behavior. In this study, production rate of the Eagle Ford shale is predicted by Arps Hyperbolic and Modified SEPD. To minimize the uncertainty in predicting the Estimated Ultimate Recovery(EUR), Monte Carlo simulation is used to multi-wells analysis. Also, kernel density function is applied to determine probability distribution of decline curve factors without any assumption.

• Journal of the Computational Structural Engineering Institute of Korea
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• v.32 no.1
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• pp.55-63
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• 2019

In engineering problems, many random variables have correlation, and the correlation of input random variables has a great influence on reliability analysis results of the mechanical systems. However, correlated variables are often treated as independent variables or modeled by specific parametric joint distributions due to difficulty in modeling joint distributions. Especially, when there are insufficient correlated data, it becomes more difficult to correctly model the joint distribution. In this study, multivariate kernel density estimation with bounded data is proposed to estimate various types of joint distributions with highly nonlinearity. Since it combines given data with bounded data, which are generated from confidence intervals of uniform distribution parameters for given data, it is less sensitive to data quality and number of data. Thus, it yields conservative statistical modeling and reliability analysis results, and its performance is verified through statistical simulation and engineering examples.