• Title/Summary/Keyword: Probabilistic Random Process

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Dynamic and reliability analysis of stochastic structure system using probabilistic finite element method

  • Moon, Byung-Young;Kang, Gyung-Ju;Kang, Beom-Soo;Cho, Dae-Seung
    • Structural Engineering and Mechanics
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    • v.18 no.1
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    • pp.125-135
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    • 2004
  • Industrial structure systems may have nonlinearity, and are also sometimes exposed to the danger of random excitation. This paper proposes a method to analyze response and reliability design of a complex nonlinear structure system under random excitation. The nonlinear structure system which is subjected to random process is modeled by finite element method. The nonlinear equations are expanded sequentially using the perturbation theory. Then, the perturbed equations are solved in probabilistic methods. Several statistical properties of random process that are of interest in random vibration applications are reviewed in accordance with the nonlinear stochastic problem.

Security Assessment for Bus Voltages Using Probabilistic Load Flow (PLF(Probabilistic Load Flow)를 이용한 모선 전압 안전도 평가)

  • Lee, Seung-Hyuk;Jung, Chang-Ho;Kim, Jin-O;Kim, Tae-Kyun;Choo, Jin-Bu
    • Proceedings of the KIEE Conference
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    • 2003.11a
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    • pp.28-30
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    • 2003
  • Probabilistic Load Flow(PLF) solution based on the method of moments is used for security assessment of bus voltages in power systems. Bus voltages, line currents, line admittances, generated real and reactive power, and bus loads are treated as complex random variables. These complex random variables are known in terms of probability density functions(PDF). Also, expressions for the convolutions of complex random variables in terms of moments and cumulants have been derived. Proposed PLF solution using the method of moments is fast, because the process of convolution of various complex random variables is performed in moment and cumulant domain. Therefore, the method is applied to security assessment of power systems in this paper. Finally, system operator also can be used information of security assessment to improve reliability of power systems.

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Probabilistic free vibration analysis of Goland wing

  • Kumar, Sandeep;Onkar, Amit Kumar;Manjuprasad, M.
    • International Journal of Aerospace System Engineering
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    • v.6 no.2
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    • pp.1-10
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    • 2019
  • In this paper, the probabilistic free vibration analysis of a geometrically coupled cantilever wing with uncertain material properties is carried out using stochastic finite element (SFEM) based on first order perturbation technique. Here, both stiffness and damping of the system are considered as random parameters. The bending and torsional rigidities are assumed as spatially varying second order Gaussian random fields and represented by Karhunen Loeve (K-L) expansion. Here, the expected value, standard deviation, and probability distribution of random natural frequencies and damping ratios are computed. The results obtained from the present approach are also compared with Monte Carlo simulations (MCS). The results show that the uncertain bending rigidity has more influence on the damping ratio and frequency of modes 1 and 3 while uncertain torsional rigidity has more influence on the damping ratio and frequency of modes 2 and 3.

Numerical Analysis of Nonlinear Shoaling Process of Random Waves - Centered on the Evolution of Wave Height Distribution at the Varying Stages of Shoaling Process (불규칙 파랑 비선형 천수 과정 수치해석 - 천수 단계별 파고분포 변화를 중심으로)

  • Kim, Yong Hee;Cho, Yong Jun
    • Journal of Korean Society of Coastal and Ocean Engineers
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    • v.32 no.2
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    • pp.106-121
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    • 2020
  • In order to make harbor outskirt facilities robust using the reliability-based design, probabilistic models of wave heights at varying stage of shoaling process optimized for Korean sea waves are prerequisite. In this rationale, we numerically simulate the nonlinear shoaling process of random waves over the beach with a sandbar at its foreshore. In doing so, comprehensive numerical models made of spatially filtered Navier-Stokes Eq., LES [Large Eddy Simulation], dynamic Smagorinsky turbulence closure were used. Considering the characteristics of swells observed at the east coast of Korean Peninsula, random waves were simulated using JONSWAP wave spectrum of various peak enhancement coefficients and random phase method. The coefficients of probabilistic models proposed in this study are estimated from the results of frequency analysis of wave crests and its associated trough detected by Wave by Wave Analysis of the time series of numerically simulated free surface displacements based on the threshold crossing method. Numerical results show that Modified Glukhovskiy wave height distribution, the most referred probabilistic models at finite water depth in the literature, over-predicts the occurring probability of relatively large and small wave heights, and under predicts the occurrence rate of waves of moderate heights. On the other hand, probabilistic models developed in this study show vary encouraging agreements. In addition, the discrepancy of the Modified Glukhovskiy distribution from the measured one are most visible over the surf zone, and as a result, the Modified Glukhovskiy distribution should be applied with caution for the reliability-based design of harbor outskirt facilities deployed near the surf-zone.

Random Vibration Analysis of Nonlinear Structure System using Perturbation Method

  • Moon, Byung-Young;Kang, Beom-Soo;Kang, Gyung-Ju
    • Proceedings of the Earthquake Engineering Society of Korea Conference
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    • 2001.09a
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    • pp.243-250
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    • 2001
  • Industrial machines are sometimes exposed to the danger of earthquake. In the design of a mechanical system, this factor should be accounted for from the viewpoint of reliability. A method to analyze a complex nonlinear structure system under random excitation is proposed. First, the actual random excitation, such as earthquake, is approximated to the corresponding Gaussian process far the statistical analysis. The modal equations of overall system are expanded sequentially. Then, the perturbed equations are synthesized into the overall system and solved in probabilistic way. Several statistical properties of a random process that are of interest in random vibration applications are reviewed in accordance with nonlinear stochastic problem. The obtained statistical properties of the nonlinear random vibration are evaluated in each substructure. Comparing with the results of the numerical simulation proved the efficiency of the proposed method.

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A Reliability Analysis Application and Comparative Study on Probabilistic Structure Design for an Automatic Salt Collector (자동채염기의 확률론적 구조설계 구현을 위한 신뢰성 해석 응용과 비교연구)

  • Song, Chang Yong
    • Journal of the Korean Society of Manufacturing Process Engineers
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    • v.19 no.12
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    • pp.70-79
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    • 2020
  • This paper describes a comparative study of characteristics of probabilistic design using various reliability analysis methods in the structure design of an automatic salt collector. The thickness sizing variables of the main structural member were considered to be random variables, including the uncertainty of corrosion, which would be an inevitable hazard in the work environment of the automatic salt collector. Probabilistic performance functions were selected from the strength performances of the automatic salt collector structure. First-order reliability method, second-order reliability method, mean value reliability method, and adaptive importance sampling method were applied during the reliability analyses. The probabilistic design performances such as reliability probability and numerical costs based on the reliability analysis methods were compared to the Monte Carlo simulation results. The adaptive importance sampling method showed the most rational results for the probabilistic structure design of the automatic salt collector.

Effect of Specimen Thickness by Simulation of Probabilistic Fatigue Crack Growth

  • Kim, Seon-Jin
    • Proceedings of the Korea Committee for Ocean Resources and Engineering Conference
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    • 2001.10a
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    • pp.232-237
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    • 2001
  • The evaluation of specimen thickness effect of fatigue crack growth life by the simulation of probabilistic fatigue crack growth is presented. In this paper, the material resistance to fatigue crack growth is treated as a spatial stochastic process, which varies randomly on the crack surface. Using the previous experimental data, the non-Gaussian(eventually Weibull, in this report) random fields simulation method is applied. This method is useful to estimate the probability distribution of fatigue crack growth life and the variability due to specimen thickness by simulating material resistance to fatigue crack growth along a crack path.

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Study on a Probabilistic Load Forecasting Formula and Its Algorithm (전력부하의 확률가정적 최적예상식의 유도 및 전산프로그래밍에 관한 연구)

  • Myoung Sam Ko
    • 전기의세계
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    • v.22 no.2
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    • pp.28-32
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    • 1973
  • System modeling is applied in developing a probabilistic linear estimator for the load of an electric power system for the purpose of short term load forecasting. The model assumer that the load in given by the suns of a periodic discrete time serier with a period of 24 hour and a residual term such that the output of a discrete time dynamical linear system driven by a white random process and a deterministic input. And also we have established the main forecasting algorithms, which are essemtally the Kalman filter-predictor equations.

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Reliability Analysis of Hybrid Rocket using Monte-Carlo Simulation (몬테 카를로 시뮬레이션을 이용한 하이브리드 로켓의 신뢰성 분석)

  • Moon, Keunhwan;Kim, Wanbeom;Lee, Jungpyo;Choi, Jooho;Kim, Jinkon
    • Journal of Aerospace System Engineering
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    • v.7 no.4
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    • pp.1-11
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    • 2013
  • In this study, probabilistic reliability analysis was conducted for hybrid rocket performance using Monte-Carlo Simulation. For the accuracy, reliability analysis was performed with experimental data. To simplify the analysis process, the oxidizer was supplied with constant pressure, so that pressure variation with time can be eliminated. And time-space averaged regression rate model was used. The regression rate is obtained with a series of experiments. For reliability analysis of thrust, constant exponent of regression rate is assumed that has probabilistic character. So, the efficiency of characteristic velocity has also probabilistic values. As a results, probability distribution of the thrust is obtained by Monte-Carlo simulation using random samples of the input parameter and validated under the 95% confidence level.

In-plane response of masonry infilled RC framed structures: A probabilistic macromodeling approach

  • De Domenico, Dario;Falsone, Giovanni;Laudani, Rossella
    • Structural Engineering and Mechanics
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    • v.68 no.4
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    • pp.423-442
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    • 2018
  • In this paper, masonry infilled reinforced concrete (RC) frames are analyzed through a probabilistic approach. A macro-modeling technique, based on an equivalent diagonal pin-jointed strut, has been resorted to for modelling the stiffening contribution of the masonry panels. Since it is quite difficult to decide which mechanical characteristics to assume for the diagonal struts in such simplified model, the strut width is here considered as a random variable, whose stochastic characterization stems from a wide set of empirical expressions proposed in the literature. The stochastic analysis of the masonry infilled RC frame is conducted via the Probabilistic Transformation Method by employing a set of space transformation laws of random vectors to determine the probability density function (PDF) of the system response in a direct manner. The knowledge of the PDF of a set of response indicators, including displacements, bending moments, shear forces, interstory drifts, opens an interesting discussion about the influence of the uncertainty of the masonry infills and the resulting implications in a design process.