• Smart Structures and Systems
• /
• 제23권6호
• /
• pp.641-651
• /
• 2019

The stochastic stability control of the parameter-excited vibration of an inclined stay cable with multiple modes coupling under random and periodic combined support disturbances is studied by using the direct eigenvalue analysis approach based on the response moment stability, Floquet theorem, Fourier series and matrix eigenvalue analysis. The differential equation with time-varying parameters for the transverse vibration of the inclined cable with control under random and deterministic support disturbances is derived and converted into the randomly and deterministically parameter-excited multi-degree-of-freedom vibration equations. As the stochastic stability of the parameter-excited vibration is mainly determined by the characteristics of perturbation moment, the differential equation with only deterministic parameters for the perturbation second moment is derived based on the $It{\hat{o}}$ stochastic differential rule. The stochastically and deterministically parameter-excited vibration stability is then determined by the deterministic parameter-varying response moment stability. Based on the Floquet theorem, expanding the periodic parameters of the perturbation moment equation and the periodic component of the characteristic perturbation moment expression into the Fourier series yields the eigenvalue equation which determines the perturbation moment behavior. Thus the stochastic stability of the parameter-excited cable vibration under the random and periodic combined support disturbances is determined directly by the matrix eigenvalues. The direct eigenvalue analysis approach is applicable to the stochastic stability of the control cable with multiple modes coupling under various periodic and/or random support disturbances. Numerical results illustrate that the multiple cable modes need to be considered for the stochastic stability of the parameter-excited cable vibration under the random and periodic support disturbances, and the increase of the control damping rather than control stiffness can greatly enhance the stochastic stability of the parameter-excited cable vibration including the frequency width increase of the periodic disturbance and the critical value increase of the random disturbance amplitude.

• Ocean Systems Engineering
• /
• 제6권2호
• /
• pp.161-189
• /
• 2016

This paper provides a practical stochastic method by which the maximum equilibrium scour depth around a vertical pile exposed to random waves plus a current on mild slopes can be derived. The approach is based on assuming the waves to be a stationary narrow-band random process, adopting the Battjes and Groenendijk (2000) wave height distribution for mild slopes including the effect of breaking waves, and using the empirical formulas for the scour depth on the horizontal seabed by Sumer and Fredsøe (2002). The present approach is valid for wave-dominant flow conditions. Results for random waves alone and random wave plus currents have been presented and discussed by varying the seabed slope and water depth. An approximate method is also proposed, and comparisons are made with the present stochastic method. For random waves alone it appears that the approximate method can replace the stochastic method, whereas the stochastic method is required for random waves plus currents. Tentative approaches to related random wave-induced scour cases on mild slopes are also suggested.

• Ocean Systems Engineering
• /
• 제7권3호
• /
• pp.275-298
• /
• 2017

This paper provides a practical stochastic method by which the maximum equilibrium scour depth below a pipeline exposed to random waves plus a current on mild slopes can be derived. The approach is based on assuming the waves to be a stationary narrow-band random process, adopting the Battjes and Groenendijk (2000) wave height distribution for mild slopes including the effect of breaking waves, and using the empirical formulas for the scour depth on the horizontal seabed by Sumer and Fredsøe (1996). The present approach is valid for wave-dominant flow conditions. Results for random waves alone and random wave plus currents have been presented and discussed by varying the seabed slope and water depth. An approximate method is also proposed, and comparisons are made with the present stochastic method. For random waves alone it appears that the approximate method can replace the stochastic method, whereas the stochastic method is required for random waves plus currents. Tentative approaches to related random wave-induced scour cases for random waves alone are also suggested.

• 응용통계연구
• /
• 제27권3호
• /
• pp.475-485
• /
• 2014

일반화 선형모형(GLM)에 기초한 확률적 날씨 발생기(Stochastic weather generator)는 일일 날씨를 생성하는데 가장 일반적으로 사용되는 방법인다. 본 논문에서는 다층구조를 이용하여 기존의 GLM weather generator에 공간구조를 소개하였다. 계절별 총강우량의 overdispersion 현상을 효과적으로 제거하기 위해서 smoothing된 계절별 총강우량을 모형에 포함하였고 공간구조를 소개하기 위해서 Stochastic weather generator의 모형계수에 공간구조를 가지는 다변량 정규분포를 가정하였다. 그리고 제안된 공간구조를 가지는 GLM weather generator 모형을 우리나라 76개 지역에서 39년간 측정된 일별 강우량 관측자료에 적용하였다.

• 대한기계학회논문집A
• /
• 제28권5호
• /
• pp.503-510
• /
• 2004

In this paper, the well-conditioned observer for a stochastic system is designed so that the observer is less sensitive to the ill-conditioning factors in transient and steady-state observer performance. These factors include not only deterministic uncertainties such as unknown initial estimation error, round-off error, modeling error and sensing bias, but also stochastic uncertainties such as disturbance and sensor noise. In deterministic perspectives, a small value in the L$_{2}$ norm condition number of the observer eigenvector matrix guarantees robust estimation performance to the deterministic uncertainties. In stochastic viewpoints, the estimation variance represents the robustness to the stochastic uncertainties and its upper bound can be minimized by reducing the observer gain and increasing the decay rate. Both deterministic and stochastic issues are considered as a weighted sum with a LMI (Linear Matrix Inequality) formulation. The gain in the well-conditioned observer is optimally chosen by the optimization technique. Simulation examples are given to evaluate the estimation performance of the proposed observer.

• Structural Engineering and Mechanics
• /
• 제33권4호
• /
• pp.407-428
• /
• 2009

The effects of the uniform and spatially varying ground motions on the stochastic response of fluid-structure interaction system during an earthquake are investigated by using the displacement based fluid finite elements in this paper. For this purpose, variable-number-nodes two-dimensional fluid finite elements based on the Lagrangian approach is programmed in FORTRAN language and incorporated into a general-purpose computer program SVEM, which is used for stochastic dynamic analysis of solid systems under spatially varying earthquake ground motion. The spatially varying earthquake ground motion model includes wave-passage, incoherence and site-response effects. The effect of the wave-passage is considered by using various wave velocities. The incoherence effect is examined by considering the Harichandran-Vanmarcke and Luco-Wong coherency models. Homogeneous medium and firm soil types are selected for considering the site-response effect where the foundation supports are constructed. A concrete gravity dam is selected for numerical example. The S16E component recorded at Pacoima dam during the San Fernando Earthquake in 1971 is used as a ground motion. Three different analysis cases are considered for spatially varying ground motion. Displacements, stresses and hydrodynamic pressures occurring on the upstream face of the dam are calculated for each case and compare with those of uniform ground motion. It is concluded that spatially varying earthquake ground motions have important effects on the stochastic response of fluid-structure interaction systems.

• 한국정밀공학회:학술대회논문집
• /
• 한국정밀공학회 2002년도 춘계학술대회 논문집
• /
• pp.215-218
• /
• 2002

A control strategy for a dynamic system under irregular disturbance by using stochastic controller is developed. In order to design stochastic controller, system dynamic model in real domain i transformed dynamic moment equation in stochastic domain by F-P-K approach. A study of real time control technique four stochastic controller is performed in this paper.

• 한국수자원학회:학술대회논문집
• /
• 한국수자원학회 2006년도 학술발표회 논문집
• /
• pp.354-359
• /
• 2006

The analysis of large-scale water resources systems is often complicated by the presence of multiple reservoirs and diversions, the uncertainty of unregulated inflows and demands, and conflicting objectives. Reinforcement learning is presented herein as a new approach to solving the challenging problem of stochastic optimization of multi-reservoir systems. The Q-Learning method, one of the reinforcement learning algorithms, is used for generating integrated monthly operation rules for the Keum River basin in Korea. The Q-Learning model is evaluated by comparing with implicit stochastic dynamic programming and sampling stochastic dynamic programming approaches. Evaluation of the stochastic basin-wide operational models considered several options relating to the choice of hydrologic state and discount factors as well as various stochastic dynamic programming models. The performance of Q-Learning model outperforms the other models in handling of uncertainty of inflows.

• 한국공작기계학회논문집
• /
• 제13권2호
• /
• pp.81-87
• /
• 2004

This paper deals with a new approach to tolerance optimization problems. Optimal tolerance allotment problems can be formulated as stochastic optimization problems. Most schemes to solve the stochastic optimization problems have been found to exhibit difficulties in multivariate integration of the probability density function. As a typical example of stochastic optimization the optimal tolerance allotment problem has the same difficulties. In this stochastic model, manufacturing system is represented by Gauss-Markov stochastic process and the manufacturing unit availability is characterized for realistic optimization modeling. The new algorithm performed robustly for a large deviation approximation. A significant reduction in computation time was observed compared to the results obtained in previous studies.

• Asian Journal of Atmospheric Environment
• /
• 제10권4호
• /
• pp.197-207
• /
• 2016

Large quantities of air pollutants are released into the atmosphere and hence, must be monitored and routinely assessed for their health implications. This paper proposes a stochastic technique to predict unobserved hazardous air pollutants (HAPs), especially Benzo[a]pyrene (BaP), which can have negative effects on human health. The proposed approach constructs a nearest-neighbor structure by incorporating the linkage between BaP and meteorology and meteorological effects. This approach is adopted in order to predict unobserved BaP concentrations based on observed (or forecasted) meteorological conditions, including temperature, precipitation, wind speed, and air quality. The effects of BaP on human health are examined by characterizing the cancer risk. The efficient prediction provides useful information relating to the optimal monitoring period and projections of future BaP concentrations for both industrial and residential areas within Korea.