• Title/Summary/Keyword: Stochastic Effects

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Study on the Effects of the Interactions between Demand and Supply Uncertainties on Supply Chain Costs (수요 불확실성과 공급 불확실성의 상호 작용이 공급 사슬 비용에 미치는 효과에 대한 연구)

  • Park Sangwook;Kim Soo-Wook
    • Journal of the Korean Operations Research and Management Science Society
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    • v.30 no.3
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    • pp.81-93
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    • 2005
  • This paper models supply chain uncertainties in the dynamic Newsboy Problem context. The system consists of one supplier and one retailer who place an order to the supplier every period. Demand uncertainty is modeled as stochastic period demand, and supply uncertainty as the uncertainty in quantities delivered by the supplier. The supplier delivers exactly the amount ordered by the retailer with probability of $\beta$ and the amount minus K with probability of $(1-\beta)$ We formulate the problem as a dynamic programming problem and derive the first-order optimality condition. Through a numerical study, we measure the extent to which the cost decrease due to the reduction in supply uncertainty depends on the level of demand uncertainty. One of the most important findings In this paper is that this cost decrease is relatively small if demand uncertainty is kept high, and vice versa. We also backup this numerical result by analyzing the distribution of ending Inventory under the supply and demand uncertainties.

Reliability-based design of semi-rigidly connected base-isolated buildings subjected to stochastic near-fault excitations

  • Hadidi, Ali;Azar, Bahman Farahmand;Rafiee, Amin
    • Earthquakes and Structures
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    • v.11 no.4
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    • pp.701-721
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    • 2016
  • Base isolation is a well-established passive strategy for seismic response control of buildings. In this paper, an efficient framework is proposed for reliability-based design optimization (RBDO) of isolated buildings subjected to uncertain earthquakes. The framework uses reduced function evaluations method, as an efficient tool for structural reliability analysis, and an efficient optimization algorithm for optimal structural design. The probability of failure is calculated considering excessive base displacement, superstructure inter-storey drifts, member stress ratios and absolute accelerations of floors of the isolated building as failure events. The behavior of rubber bearing isolators is modeled using nonlinear hysteretic model and the variability of future earthquakes is modeled by applying a probabilistic approach. The effects of pulse component of stochastic near-fault ground motions, fixity-factor of semi-rigid beam-to-column connections, values of isolator parameters, earthquake magnitude and epicentral distance on the performance and safety of semi-rigidly connected base-isolated steel framed buildings are studied. Suitable RBDO examples are solved to illustrate the results of investigations.

Wave Simulation for the Optimum Design of Jangjeon Harbour (장전항 최적 설계를 위한 정온도 해석)

  • Hong Keyyong;Yang Chankyu
    • Journal of the Korean Society for Marine Environment & Energy
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    • v.3 no.2
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    • pp.49-59
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    • 2000
  • Wave distribution in Jangjeon Harbour is numerically simulated for an optimum design of the harbour facilities. A deep-water design wave is estimated based on stochastic extreme wave analysis of wind data in the vicinity of the harbour, and it is applied to the boundary condition at open sea. Boussinesq wave theory that includes effects of frequency dispersion and nonlinearity is employed for the wave simulation. The porosity and sponge layer are adapted at beach to depict partial reflection and complete absorption of waves, respectively. The design wave for breakwater is computed in global domain with coarse grids and the wave distribution inside of wharf is simulated in local domain with fine grids.

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Free vibration analysis of rotating beams with random properties

  • Hosseini, S.A.A.;Khadem, S.E.
    • Structural Engineering and Mechanics
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    • v.20 no.3
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    • pp.293-312
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    • 2005
  • In this paper, free vibration of rotating beam with random properties is studied. The cross-sectional area, elasticity modulus, moment of inertia, shear modulus and density are modeled as random fields and the rotational speed as a random variable. To study uncertainty, stochastic finite element method based on second order perturbation method is applied. To discretize random fields, the three methods of midpoint, interpolation and local average are applied and compared. The effects of rotational speed, setting angle, random property variances, discretization scheme, number of elements, correlation of random fields, correlation function form and correlation length on "Coefficient of Variation" (C.O.V.) of first mode eigenvalue are investigated completely. To determine the significant random properties on the variation of first mode eigenvalue the sensitivity analysis is performed. The results are studied for both Timoshenko and Bernoulli-Euler rotating beam. It is shown that the C.O.V. of first mode eigenvalue of Timoshenko and Bernoulli-Euler rotating beams are approximately identical. Also, compared to uncorrelated random fields, the correlated case has larger C.O.V. value. Another important result is, where correlation length is small, the convergence rate is lower and more number of elements are necessary for convergence of final response.

Effect of rain on flutter derivatives of bridge decks

  • Gu, Ming;Xu, Shu-Zhuang
    • Wind and Structures
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    • v.11 no.3
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    • pp.209-220
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    • 2008
  • Flutter derivatives provide the basis of predicting the critical wind speed in flutter and buffeting analysis of long-span cable-supported bridges. Many studies have been performed on the methods and applications of identification of flutter derivatives of bridge decks under wind action. In fact, strong wind, especially typhoon, is always accompanied by heavy rain. Then, what is the effect of rain on flutter derivatives and flutter critical wind speed of bridges? Unfortunately, there have been no studies on this subject. This paper makes an initial study on this problem. Covariance-driven Stochastic Subspace Identification (SSI in short) which is capable of estimating the flutter derivatives of bridge decks from their steady random responses is presented first. An experimental set-up is specially designed and manufactured to produce the conditions of rain and wind. Wind tunnel tests of a quasi-streamlined thin plate model are conducted under conditions of only wind action and simultaneous wind-rain action, respectively. The flutter derivatives are then extracted by the SSI method, and comparisons are made between the flutter derivatives under the two different conditions. The comparison results tentatively indicate that rain has non-trivial effects on flutter derivatives, especially on and $H_2$ and $A_2$thus the flutter critical wind speeds of bridges.

Concrete structures under combined mechanical and environmental actions: Modelling of durability and reliability

  • Vorechovska, Dita;Somodikova, Martina;Podrouzek, Jan;Lehky, David;Teply, Bretislav
    • Computers and Concrete
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    • v.20 no.1
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    • pp.99-110
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    • 2017
  • Service life assessments which do not include the synergy between mechanical and environmental loading are neglecting a factor that can have a significant impact on structural safety and durability assessment. The degradation of concrete structure is a result of the combined effect of environmental and mechanical factors. In order to make service life design realistic it is necessary to consider both of these factors acting simultaneously. This paper deals with the advanced modelling of concrete carbonation and chloride ingress into concrete using stochastic 1D and 2D models. Widely accepted models incorporated into the new fib Model Code 2010 are extended to include factors that reflect the coupled effects of mechanical and environmental loads on the durability and reliability of reinforced concrete structures. An example of cooling tower degradation by carbonation and an example of a bended reinforced concrete beam kept for several years in salt fog are numerically studied to show the capability of the stochastic approach. The modelled degradation measures are compared with experimental results, leading to good agreement.

The Effect of Low-amplitude Cycles in Flight-simulation Loading (비행하중에서 피로균열진전에 미치는 미소하중의 영향)

  • Shim, Dong-Suk;Kim, Jung-Kyu
    • Proceedings of the KSME Conference
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    • 2003.11a
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    • pp.1045-1050
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    • 2003
  • In this study, to investigate the effects of omitting low-amplitude cycles from a flight-simulation loading, crack growth tests are conducted on 2124-T851 aluminum alloy specimens. Three test spectra are generated by omitting small load ranges as counted by the rain-flow count method. The crack growth test results are compared with the data obtained from the flight-simulation loading. The experimental results show that omission of the load ranges below 5% of the maximum load does not significantly affect crack growth behavior, because these are below the initial stress intensity factor range. However, in the case of omitting the load ranges below 15% of the maximum load, crack growth rates decrease, and therefore crack growth curve deviates from the crack growth data under the flight-simulation loading. To optimize the load range that can be omitted, crack growth curves are simulated by the stochastic crack growth model. The prediction shows that the omission level can be extended to 8% of the maximum load and test time can be reduced by 59%.

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Reliability-Centered Maintenance of Generating Unit Using Stochastic FMECA (확률론적 FMECA를 이용한 발전설비의 신뢰도 기반 유지보수계획 수립)

  • Joo, Jae-Myung;Kim, Dong-Min;Byeon, Yoong-Tae;Kim, Hyung-Chul;Kim, Jin-O
    • Journal of the Korean Institute of Illuminating and Electrical Installation Engineers
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    • v.22 no.1
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    • pp.58-65
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    • 2008
  • Reliability-Centered Maintenance plan for maintenance schedule of generating unit is being assessed in this paper. Maintenance schedule is a key index that can be used to determine stability and cost. In this paper, stochastic FMECA is described for the life assessment by using probability distribution, and combustion-turbine generations in Korean power systems have been assessed for maintenance schedule. Such an assessment can be a useful guide for maintenance plans in restructured power industry.

Modeling mesoscale uncertainty for concrete in tension

  • Tregger, Nathan;Corr, David;Graham-Brady, Lori;Shah, Surendra
    • Computers and Concrete
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    • v.4 no.5
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    • pp.347-362
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    • 2007
  • Due to heterogeneities at all scales, concrete exhibits significant variability in mechanical behavior from sample to sample. An understanding of the fundamental mechanical performance of concrete must therefore be embedded in a stochastic framework. The current work attempts to address the connection between a two-dimensional concrete mesostructure and the random local material properties associated within that mesostructure. This work builds on previous work that has focused on the random configuration of concrete mesostructures. This was accomplished by developing an understanding of the effects of variations in the mortar strength and the mortar-aggregate interfacial strength in given deterministic mesostructural configurations. The results are assessed through direct tension tests that are validated by comparing experimental results of two different, pre-arranged mesostructures, with the intent of isolating the effect of local variations in strength. Agreement is shown both in mechanical property values as well as the qualitative nature of crack initiation and propagation.

A Study on the Fatigue Reliability of Structures by Markov Chain Model (Markov Chain Model을 이용한 구조물의 피로 신뢰성 해석에 관한 연구)

  • Y.S. Yang;J.H. Yoon
    • Journal of the Society of Naval Architects of Korea
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    • v.28 no.2
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    • pp.228-240
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    • 1991
  • Many experimental data of fatigue crack propagation show that the fatigue crack propagation process is stochastic. Therefore, the study on the crack propagation must be based on the probabilistic approach. In the present paper, fatigue crack propagation process is assumed to be a discrete Markov process and the method is developed, which can evaluate the reliability of the structural component by using Markov chain model(Unit step B-model) suggested by Bogdanoff. In this method, leak failure, plastic collapse and brittle fracture of the critical component are taken as failure modes, and the effects of initial crack distribution, periodic and non-periodic inspection on the probability of failure are considered. In this method, an equivalent load value for random loading such as wave load is used to facilitate the analysis. Finally some calculations are carried out in order to show the usefulness and the applicability of this method. And then some remarks on this method are mentioned.

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