• 제목/요약/키워드: Stochastic Characteristics

검색결과 408건 처리시간 0.022초

Stochastic analysis for uncertain deformation of foundations in permafrost regions

  • Wang, Tao;Zhou, Guoqing;Wang, Jianzhou;Zhao, Xiaodong;Yin, Leijian
    • Geomechanics and Engineering
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    • 제14권6호
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    • pp.589-600
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    • 2018
  • For foundations in permafrost regions, the displacement characteristics are uncertain because of the randomness of temperature characteristics and mechanical parameters, which make the structural system have an unexpected deviation and unpredictability. It will affect the safety of design and construction. In this paper, we consider the randomness of temperature characteristics and mechanical parameters. A stochastic analysis model for the uncertain displacement characteristic of foundations is presented, and the stochastic coupling program is compiled by Matrix Laboratory (MATLAB) software. The stochastic displacement fields of an embankment in a permafrost region are obtained and analyzed by Neumann stochastic finite element method (NSFEM). The results provide a new way to predict the deformation characteristics of foundations in permafrost regions, and it shows that the stochastic temperature has a different influence on the stochastic lateral displacement and vertical displacement. Construction disturbance and climate warming lead to three different stages for the mean settlement of characteristic points. For the stochastic settlement characteristic, the standard deviation increases with time, which imply that the results of conventional deterministic analysis may be far from the true value. These results can improve our understanding of the stochastic deformation fields of embankments and provide a theoretical basis for engineering reliability analysis and design in permafrost regions.

설계변수 표본에 근거한 구조시스템 모달 특성의 통계적 예측 (Statistical Estimation of Modal Characteristics of a Structural System Based on Design Variable Samples)

  • 김용우;유홍희
    • 대한기계학회논문집A
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    • 제33권11호
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    • pp.1314-1319
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    • 2009
  • The design methods of mechanical systems are largely classified into deterministic methods and stochastic methods. In deterministic methods, design parameters are assumed to have fixed values. On the other hand, in stochastic methods, design parameters are assumed to be statistically distributed. When a stochastic method is employed, statistical characteristics of the populations of design variables are assumed to be known. However, very often, it is almost impossible or very expensive to obtain the statistical characteristics of the populations. Therefore a sample survey method is usually employed for stochastic methods. This paper describes the procedure of estimating the statistical characteristics of populations by employing sample data sets. An example of AFM micro cantilever beam is employed to show the effectiveness of the procedure.

확률적 비선형 동적계의 해석에 관한 연구 (A Study on the Analysis of Stochastic Nonlinear Dynamic System)

  • 남성현;김호룡
    • 대한기계학회논문집
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    • 제19권3호
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    • pp.697-704
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    • 1995
  • The dynamic characteristics of a system can be critically influenced by system uncertainty, so the dynamic system must be analyzed stochastically in consideration of system uncertainty. This study presents the stochastic model of a nonlinear dynamic system with uncertain parameters under nonstationary stochastic inputs. And this stochastic system is analyzed by a new stochastic process closure method and moment equation method. The first moment equation is numerically evaluated by Runge-Kutta method and the second moment equation is numerically evaluated by stochastic process closure method, 4th cumulant neglect closure method and Runge-Kutta method. But the first and the second moment equations are coupled each other, so this equations are approximately evaluated by a iterative method. Finally the accuracy of the present method is verified by Monte Carlo simulation.

확률적 동적계의 해석에 관한 연구 (A Study on the Analysis of Stochastic Dynamic System)

  • 남성현;김호룡
    • 한국정밀공학회지
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    • 제12권4호
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    • pp.127-134
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    • 1995
  • The dynamic characteristics of a system can be critically influenced by system uncertainty, so the dynamic system must be analyzed stochastically in consideration of system uncertainty. This study presents a generalized stochastic model of dynamic system subjected to bot external and parametric nonstationary stochastic input. And this stochastic system is analyzed by a new stochastic process closure method and moment equation method. The first moment equation is numerically evaluated by Runge-Kutta method. But the second moment equation is founded to constitute an infinite coupled set of differential equations, so this equations are numerically evaluated by cumulant neglect closure method and Runge-Kutta method. Finally the accuracy of the present method is verified by Monte Carlo simulation.

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충주호 수질변동의 추계학적 특성 (Stochastic Characteristics of Water Quality Variation of the Chungju Lake)

  • 정효준;황대호;백도현;이홍근
    • 한국환경보건학회지
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    • 제27권3호
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    • pp.35-42
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    • 2001
  • The characteristics of water quality variation were predicted by stochastic model in Chungju dam, north Chungcheong province of south Korea, Monthly time series data of water quality from 1989 to 2001;temperature, BOD, COD and SS, were obtained from environmental yearbook and internet homepage of ministry of environment. Development of model was carried out with Box-Jenkins method, which includes model identification, estimation and diagnostic checking. ACF and PACF were used to model identification. AIC and BIC were used to model estimation. Seosonal multiplicative ARIMA(1, 0, 1)(1, 1, 0)$_{12}$ model was appropriate to explain stochastic characteristics of temperature. BOD model was ARMa(2, 2, 1), COD was seasonal multiplicative ARIMA(2. 0. 1)(1. 0, 1)$_{12}$, and SS was ARIMA(1, 0, 2) respectively. The simulated water quality data showed a good fitness to the observed data, as a result of model verification.ion.

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Stochastic vibration response of a sandwich beam with nonlinear adjustable visco-elastomer core and supported mass

  • Ying, Z.G.;Ni, Y.Q.;Duan, Y.F.
    • Structural Engineering and Mechanics
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    • 제64권2호
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    • pp.259-270
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    • 2017
  • The stochastic vibration response of the sandwich beam with the nonlinear adjustable visco-elastomer core and supported mass under stochastic support motion excitations is studied. The nonlinear dynamic properties of the visco-elastomer core are considered. The nonlinear partial differential equations for the horizontal and vertical coupling motions of the sandwich beam are derived. An analytical solution method for the stochastic vibration response of the nonlinear sandwich beam is developed. The nonlinear partial differential equations are converted into the nonlinear ordinary differential equations representing the nonlinear stochastic multi-degree-of-freedom system by using the Galerkin method. The nonlinear stochastic system is converted further into the equivalent quasi-linear system by using the statistic linearization method. The frequency-response function, response spectral density and mean square response expressions of the nonlinear sandwich beam are obtained. Numerical results are given to illustrate new stochastic vibration response characteristics and response reduction capability of the sandwich beam with the nonlinear visco-elastomer core and supported mass under stochastic support motion excitations. The influences of geometric and physical parameters on the stochastic response of the nonlinear sandwich beam are discussed, and the numerical results of the nonlinear sandwich beam are compared with those of the sandwich beam with linear visco-elastomer core.

유연한 구조물의 확률론적 제어에 대한 실험적 연구 (An Experimental Study on the Stochastic Control of a Flexible Structural System)

  • 김대중;허훈
    • 소음진동
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    • 제9권3호
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    • pp.502-508
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    • 1999
  • Newly developed control methodology applied to dynamic system under random disturbance is investigated and its performance is verified experimentall. Flexible cantilever beam sticked with piezofilm sensor and piezoceramic actuator is modelled in physical domain. Dynamic moment equation for the system is derived via Ito's stochastic differential equation and F-P-K equation. Also system's characteristics in stochastic domain is analyzed simultaneously. LQG controller is designed and used in physical and stochastic domain as wall. It is shown experimentally that randomly excited beam on the base is controlled effectively by designed LQG controller in physical domain. By comparing the result with that of LQG controller designed in stochastic domain, it is shown that new control method, what we called $\ulcorner$Heo-stochastic controller design technique$\lrcorner$, has better performance than conventional ones as a controller.

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유연성 매니퓨레이터의 최적제어를 위한 STOCHASTIC관측기의 설계 (Design of Stochastic Observer for The Optimal Control of A Flexible Manipulator)

  • 남호범;박종국
    • 대한전기학회논문지
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    • 제38권9호
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    • pp.753-760
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    • 1989
  • A method is suggested to design a stochastic observer which can be used as a state estimator for the optimal control of a one link flexible manipulator. This stochastic observer is derived from unifying the two concepts of reduced-state deterministic observer theory and optimal Kalman filtering theory. In estimating state variables for the optimal control, instead of using the two different state estimators for the deterministic system with noise free measurements and stochastic system with noise measurements, only one stochastic observer is designed which is to be used in both systems commonly. Through the simulation, it has been shown that the flexible system with the stochastic observer is similar in characteristics to the flexible system assuming that all states can be measured.

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다중입출력 확률계의 지능재료를 이용한 제어에대한 실험적연구 (An Experimental Study on the Control of Stochastic Dynamic MIMO System using the Smart material)

  • 조경래;김용관;오수영;허훈;박상태
    • 한국소음진동공학회:학술대회논문집
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    • 한국소음진동공학회 2000년도 춘계학술대회논문집
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    • pp.1292-1297
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    • 2000
  • 외부로부터 불규칙 교란을 받는 동력학계에 대해 '허-확률 제어기법'을 이용하여 설계된 제어기의 성능을 수치모사를 통하여 검증하였다. 압전소자를 알루미늄 보에 부착하여 다중입출력의 복합재료보로 만들고, 기반에 불규칙한 외부교란을 받는계에 대한 모델링을 수행하였으며, Ito의 확률미분방정식과 F-P-K방정식을 이용하여 동적 모멘트 방정식을 유도하여 시스템의 확률영역에서의 특성을 알아보았다. 본 연구에서 제어기의 목표는 외부교란의 입력에 의해 발생하는 시스템의 모멘트 응답크기를 줄이는 방향으로 전개하였고, 확률영역에서의 MIMO PI제어기('허-확률 MIMO PI 제어기')를 설계하여 시간영역에서의 응답형태를 관찰하였다.

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재료 물성치의 공간적 임의성에 대한 역추정 방법 및 지반구조 형상의 위상 최적화 적용 (Inverse Estimation Method for Spatial Randomness of Material Properties and Its Application to Topology Optimization on Shape of Geotechnical Structures)

  • 김대영;송명관
    • 한국지반신소재학회논문집
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    • 제21권3호
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    • pp.1-10
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    • 2022
  • 본 논문에서는 지반 구조물의 재료 물성치에 대한 추계장 세트를 이용하여 재료 물성치의 공간적 임의성 및 확률 특성을 역추정한다. 이러한 추정된 재료 물성치의 확률분포 및 확률특성을 이용하여 구조 형상에 대한 위상 최적화를 수행하고, 기존의 결정론적 위상 최적화 결과와 비교한다. 재료 물성치에 대한 한 세트의 추계장들을 생성하고, 각 추계장에서 재료 물성치의 공간적 임의성을 모사한다. 각 추계장에서 재료 물성치의 부분값들을 이용하여 실제 재료 물성치의 확률분포와 확률 특성을 추정한다. 추정된 실제 재료 물성치의 확률특성을 추계장 세트의 확률 특성과 비교한다. 또한, 임의성을 가진 재료탄성계수를 가지는 지반구조물의 최적화 응답변화도와 임의성이 없는 재료탄성계수를 가지는 지반구조의 응답변화도를 비교한다. 따라서, 실제 재료 물성치의 공간적 임의성을 고려한 정량화된 확률론적 위상 최적화 결과를 얻을 수 있다.