• Title/Summary/Keyword: STOCHASTIC

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A stochastic optimal time-delay control for nonlinear structural systems

  • Ying, Z.G.;Zhu, W.Q.
    • Structural Engineering and Mechanics
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    • v.31 no.5
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    • pp.621-624
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    • 2009
  • The time delay in active and semi-active controls is an important research subject. Many researches on the time-delay control for deterministic systems have been made (Hu and Wang 2002, Yang et al. 1990, Abdel-Mooty and Roorda 1991, Pu 1998, Cai and Huang 2002), while the study on that for stochastic systems is very limited. The effects of the time delay on the control of nonlinear systems under Gaussian white noise excitations have been studied by Bilello et al. (2002). The controlled linear systems with deterministic and random time delay subjected to Gaussian white noise excitations have been treated by Grigoriu (1997). Recently, a stochastic averaging method for quasi-integrable Hamiltonian systems with time delay has been proposed (Liu and Zhu 2007). In the present paper, a stochastic optimal time-delay control method for stochastically excited nonlinear structural systems is proposed based on the stochastic averaging method for quasi Hamiltonian systems with time delay and the stochastic dynamical programming principle. An example of stochastically excited and controlled hysteretic column is given to illustrate the proposed control method.

Boltzmann machine using Stochastic Computation (확률 연산을 이용한 볼츠만 머신)

  • 이일완;채수익
    • Journal of the Korean Institute of Telematics and Electronics A
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    • v.31A no.6
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    • pp.159-168
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    • 1994
  • Stochastic computation is adopted to reduce the silicon area of the multipliers in implementing neural network in VLSI. In addition to this advantage, the stochastic computation has inherent random errors which is required for implementing Boltzmann machine. This random noise is useful for the simulated annealing which is employed to achieve the global minimum for the Boltzmann Machine. In this paper, we propose a method to implement the Boltzmann machine with stochastic computation and discuss the addition problem in stochastic computation and its simulated annealing in detail. According to this analysis Boltzmann machine using stochastic computation is suitable for the pattern recognition/completion problems. We have verified these results through the simulations for XOR, full adder and digit recognition problems, which are typical of the pattern recognition/completion problems.

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Performance Evaluation of Multi-AGV using Stochastic Model in Automatic Manufacturing System (자동생산시스템에서 추계적 모델을 이용한 Multi-AGV의 수행도 평가에 관한 연구)

  • 조동원;이영해
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.23 no.54
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    • pp.87-95
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    • 2000
  • To constuct the stochastic model for performance evaluation of Multi-AGV, two aspects must be considered. The first is stochastic situation for moving jobs. The second is the dispatching rule of AGV. In this paper, the stochastic model for performance evaluation of Multi-AGV is developed. The case of stochastic model with two AGV is developed. But it difficult to solve in the case of stochastic model with more than three AGV because the model have three-ordered equations. The evaluation factor of the model is utilization and empty travel time of AGV. Using these factors, one can easily evaluate a wide range of handling and layout alternatives from given flow data. Hence, the model would be most effective when used in the early stage of designing to narrow down the number of alternative prior to simuation.

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A Study on the Stochastic Finite Element Method for Dynamic Problem of Nonlinear Continuum

  • Wang, Qing;Bae, Dong-Myung
    • Journal of Ship and Ocean Technology
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    • v.12 no.2
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    • pp.1-15
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    • 2008
  • The main idea of this paper introduce stochastic structural parameters and random dynamic excitation directly into the dynamic functional variational formulations, and developed the nonlinear dynamic analysis of a stochastic variational principle and the corresponding stochastic finite element method via the weighted residual method and the small parameter perturbation technique. An interpolation method was adopted, which is based on representing the random field in terms of an interpolation rule involving a set of deterministic shape functions. Direct integration Wilson-${\theta}$ Method was adopted to solve finite element equations. Numerical examples are compared with Monte-Carlo simulation method to show that the approaches proposed herein are accurate and effective for the nonlinear dynamic analysis of structures with random parameters.

Stochastic vibration suppression analysis of an optimal bounded controlled sandwich beam with MR visco-elastomer core

  • Ying, Z.G.;Ni, Y.Q.;Duan, Y.F.
    • Smart Structures and Systems
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    • v.19 no.1
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    • pp.21-31
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    • 2017
  • To control the stochastic vibration of a vibration-sensitive instrument supported on a beam, the beam is designed as a sandwich structure with magneto-rheological visco-elastomer (MRVE) core. The MRVE has dynamic properties such as stiffness and damping adjustable by applied magnetic fields. To achieve better vibration control effectiveness, the optimal bounded parametric control for the MRVE sandwich beam with supported mass under stochastic and deterministic support motion excitations is proposed, and the stochastic and shock vibration suppression capability of the optimally controlled beam with multi-mode coupling is studied. The dynamic behavior of MRVE core is described by the visco-elastic Kelvin-Voigt model with a controllable parameter dependent on applied magnetic fields, and the parameter is considered as an active bounded control. The partial differential equations for horizontal and vertical coupling motions of the sandwich beam are obtained and converted into the multi-mode coupling vibration equations with the bounded nonlinear parametric control according to the Galerkin method. The vibration equations and corresponding performance index construct the optimal bounded parametric control problem. Then the dynamical programming equation for the control problem is derived based on the dynamical programming principle. The optimal bounded parametric control law is obtained by solving the programming equation with the bounded control constraint. The controlled vibration responses of the MRVE sandwich beam under stochastic and shock excitations are obtained by substituting the optimal bounded control into the vibration equations and solving them. The further remarkable vibration suppression capability of the optimal bounded control compared with the passive control and the influence of the control parameters on the stochastic vibration suppression effectiveness are illustrated with numerical results. The proposed optimal bounded parametric control strategy is applicable to smart visco-elastic composite structures under deterministic and stochastic excitations for improving vibration control effectiveness.

TSTE: A Time-variant Stochastic Trust Evaluation Model in Social Networks

  • Li, Jingru;Yu, Li;Zhao, Jia;Luo, Chao;Zheng, Jun
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • v.11 no.6
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    • pp.3273-3308
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    • 2017
  • Building appropriate trust evaluation models is an important research issue for security guarantee in social networks. Most of the existing works usually consider the trust values at the current time slot, and model trust as the stochastic variable. However, in fact, trust evolves over time, and trust is a stochastic process. In this paper, we propose a novel time-variant stochastic trust evaluation (TSTE) model, which models trust over time and captures trust evolution by a stochastic process. Based on the proposed model, we derive the time-variant bound of untrustworthy probability, which provides stochastic trust guarantee. On one hand, the time-variant trust level of each node can be measured by our model. Meanwhile, by tolerating nodes with relatively poor performance, our model can effectively improve the node resource utilization rate. Numerical simulations are conducted to verify the accuracy and consistency of the analytical bounds on distinguishing misbehaved nodes from normal ones. Moreover, simulation results on social network dataset show the tradeoff between trust level and resource utilization rate, and verify that the successful transmission rate can be improved by our model.

Perturbation Based Stochastic Finite Element Analysis of the Structural Systems with Composite Sections under Earthquake Forces

  • Cavdar, Ozlem;Bayraktar, Alemdar;Cavdar, Ahmet;Adanur, Suleyman
    • Steel and Composite Structures
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    • v.8 no.2
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    • pp.129-144
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    • 2008
  • This paper demonstrates an application of the perturbation based stochastic finite element method (SFEM) for predicting the performance of structural systems made of composite sections with random material properties. The composite member consists of materials in contact each of which can surround a finite number of inclusions. The perturbation based stochastic finite element analysis can provide probabilistic behavior of a structure, only the first two moments of random variables need to be known, and should therefore be suitable as an alternative to Monte Carlo simulation (MCS) for realizing structural analysis. A summary of stiffness matrix formulation of composite systems and perturbation based stochastic finite element dynamic analysis formulation of structural systems made of composite sections is given. Two numerical examples are presented to illustrate the method. During stochastic analysis, displacements and sectional forces of composite systems are obtained from perturbation and Monte Carlo methods by changing elastic modulus as random variable. The results imply that perturbation based SFEM method gives close results to MCS method and it can be used instead of MCS method, especially, if computational cost is taken into consideration.

Predicting the Impact of Subsurface heterogeneous Hydraulic Conductivity on the Stochastic Behavior of Well Draw down in a Confined Aquifer Using Artificial Neural Networks

  • Abdin Alaa El-Din;Abdeen Mostafa A. M.
    • Journal of Mechanical Science and Technology
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    • v.19 no.8
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    • pp.1582-1596
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    • 2005
  • Groundwater flow and behavior have to be investigated based on heterogeneous subsurface formation since the homogeneity assumption of this formation is not valid. Over the past twenty years, stochastic approach and Monte Carlo technique have been utilized very efficiently to understand the groundwater flow behavior. However, these techniques require lots of computational and numerical efforts according to the various researchers' comments. Therefore, utilizing new techniques with much less computational efforts such as Artificial Neural Network (ANN) in the prediction of the stochastic behavior for the groundwater based on heterogeneous subsurface formation is highly appreciated. The current paper introduces the ANN technique to investigate and predict the stochastic behavior of a well draw down in a confined aquifer based on subsurface heterogeneous hydraulic conductivity. Several ANN models are developed in this research to predict the unsteady two dimensional well draw down and its stochastic characteristics in a confined aquifer. The results of this study showed that ANN method with less computational efforts was very efficiently capable of simulating and predicting the stochastic behavior of the well draw down resulted from the continuous constant pumping in the middle of a confined aquifer with subsurface heterogeneous hydraulic conductivity.

A Two-Stage Stochastic Approach to the Artillery Fire Sequencing Problem (2단계 추계학적 야전 포병 사격 순서 결정 모형에 관한 연구)

  • Jo, Jae-Young
    • Journal of the military operations research society of Korea
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    • v.31 no.2
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    • pp.28-44
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    • 2005
  • The previous studies approach the field artillery fire scheduling problem as deterministic and do not explicitly include information on the potential scenario changes. Unfortunately, the effort used to optimize fire sequences and reduce the total time of engagement is often inefficient as the collected military intelligence changes. Instead of modeling the fire sequencing problem as deterministic model, we consider a stochastic artillery fire scheduling model and devise a solution methodology to integrate possible enemy attack scenarios in the evaluation of artillery fire sequences. The goal is to use that information to find robust solutions that withstand disruptions in a better way, Such an approach is important because we can proactively consider the effects of certain unique scheduling decisions. By identifying more robust schedules, cascading delay effects will be minimized. In this paper we describe our stochastic model for the field artillery fire sequencing problem and offer revised robust stochastic model which considers worst scenario first. The robust stochastic model makes the solution more stable than the general two-stage stochastic model and also reduces the computational cost dramatically. We present computational results demonstrating the effectiveness of our proposed method by EVPI, VSS, and Variances.