• 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.

• Computers and Concrete
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• v.9 no.3
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• pp.195-213
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• 2012

This paper presents the investigation of the stochastic responses of seismically isolated bridges subjected to spatially varying earthquake ground motions including incoherence, wave-passage and site-response effects. The incoherence effect is examined by considering Harichandran and Vanmarcke coherency model. The effect of the wave-passage is dealt with various wave velocities in the response analysis. Homogeneous firm, medium and soft soil conditions are selected for considering the site-response effect where the bridge supports are constructed. The ground motion is described by filtered white noise and applied to each support points. For seismic isolation of the bridge, single and double concave friction pendulum bearings are used. Due to presence of friction on the concave surfaces of the isolation systems, the equation of motion of is non-linear. The non-linear equation of motion is solved by using equivalent linearization technique of non-linear stochastic analyses. Solutions obtained from the stochastic analyses of non-isolated and isolated bridges to spatially varying earthquake ground motions compared with each other for the special cases of the ground motion model. It is concluded that friction pendulum systems having single and double concave surfaces have important effects on the stochastic responses of bridges to spatially varying earthquake ground motions.

• Journal of the Earthquake Engineering Society of Korea
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• v.24 no.1
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• pp.9-17
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• 2020

The stochastic point-source model has been widely used in generating artificial ground motions, which can be used to develop a ground motion prediction equation and to evaluate the seismic risk of structures. This model mainly consists of three different functions representing source, path, and site effects. The path effect is used to emulate decay in ground motion in accordance with distance from the source. In the stochastic point-source model, the path attenuation effect is taken into account by using the geometrical attenuation effect and the inelastic attenuation effect. The aim of this study is to develop accurate equations of ground motion attenuation in the Korean peninsula. In this study, attenuation was estimated and validated by using a stochastic point source model and observed ground motion recordings for the Korean peninsula.

• Journal of applied mathematics & informatics
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• v.26 no.1_2
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• pp.135-149
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• 2008

Many deterministic systems are described by Ordinary differential equations and can often be improved by including stochastic effects, but numerical methods for solving stochastic differential equations(SDEs) are required, and work in this area is far less advanced than for deterministic differential equations. In this paper,first we follow [7] to describe Runge-Kutta methods with order 2 from Taylor approximations in the weak sense and present two well known Runge-Kutta methods, RK2-TO and RK2-PL. Then we obtain a new 3-stage explicit Runge-Kutta with order 2 in weak sense and compare the numerical results among these three methods.

• Structural Engineering and Mechanics
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• v.43 no.6
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• pp.835-845
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• 2012

This paper focuses on the stochastic response analysis of industrial masonry chimneys to surface blast-induced random ground motions by using a three dimensional finite element model. Underground blasts induce ground shocks on nearby structures. Depending on the distance between the explosion centre and the structure, masonry structures will be subjected to ground motions due to the surface explosions. Blast-induced random ground motions can be defined in terms of the power spectral density function and applied to each support point of the 3D finite element model of the industrial masonry system. In this paper, mainly a parametric study is conducted to estimate the effect of the blast-induced ground motions on the stochastic response of a chimney type masonry structure. With this purpose, different values of charge weight and distance from the charge centre are considered for the analyses of the chimney. The results of the study underline the remarkable effect of the surface blast-induced ground motions on the stochastic behaviour of industrial masonry type chimneys.

• Structural Engineering and Mechanics
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• v.49 no.1
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• pp.41-64
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• 2014

The main objective of this article is the exploitation of a stochastic hybrid mesh-free method based on stochastic generalized finite difference (SGFD), Newmark finite difference (NFD) methods and Monte Carlo simulation for thermoelastic wave propagation and coupled thermoelasticity analysis based on GN theory (without energy dissipation). A thick hollow cylinder with Gaussian uncertainty in mechanical properties is considered as an analyzed domain for the problem. The effects of uncertainty in mechanical properties with various coefficients of variations on thermo-elastic wave propagation are studied in details. Also, the time histories and distribution on thickness of cylinder of maximum, mean and variance values of temperature and radial displacement are studied for various coefficients of variations (COVs).

• Geomechanics and Engineering
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• v.12 no.2
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• pp.269-294
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• 2017

This study aimed to realize the creation of fuzzy stochastic damage to describe reliability more essentially with the analysis of harmony of damage conception, probability and fuzzy degree of membership in interval [0,1]. Two kinds of fuzzy behaviors of damage development were deduced. Fuzzy stochastic damage models were established based on the fuzzy memberships functional and equivalent normalization theory. Fuzzy stochastic damage finite element method was developed as the approach to reliability simulation. The three-dimensional fuzzy stochastic damage mechanical behaviors of Jianshan mine slope were analyzed and examined based on this approach. The comprehensive results, including the displacement, stress, damage and their stochastic characteristics, indicate consistently that the failure foci of Jianshan mine slope are the slope-cutting areas where, with the maximal failure probability 40%, the hazardous Domino effects will motivate the neighboring rock bodies' sliding activities.

• Economic Analysis
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• v.25 no.3
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• pp.70-99
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• 2019

Using a stochastic volatility-in-mean VAR model consisting of the KOSPI index, the foreign exchange rate, the government bond rate, and the credit spread, this study investigates the effects of financial market uncertainty on financial markets. We find that higher uncertainty has recessionary effects on financial markets. The effects are especially stronger in equity markets and in won-dollar exchange markets. We also find that the effects of uncertainty become stronger during times of financial market stress compared to normal times. Finally, the results imply that financial market uncertainty may potentially affect the real sector, too.

• Journal of Institute of Control, Robotics and Systems
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• v.10 no.2
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• pp.145-152
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• 2004

In this paper, an S(stochastic)-eigenvalue and its corresponding S-eigenvector concept for linear continuous-time systems with probabilistic uncertainties are proposed. The proposed concept is concerned with the perturbation of eigenvalues due to the stochastic variable parameters in the dynamic model of a plant. An S-eigenstructure assignment scheme via the Sylvester equation approach based on the S-eigenvalue/-eigenvector concept is also proposed. The proposed control design scheme based on the proposed concept is applied to a longitudinal dynamics of an open-loop-unstable aircraft with possible uncertainties in aerodynamic and thrust effects as well as separate dynamic pressure effects. These results explicitly characterize how S-eigenvalues in the complex plane may impose stability on the system.

• Journal of Electrical Engineering and Technology
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• v.12 no.1
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• pp.53-63
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• 2017

The increasing of wind power penetration level presents challenges in classical optimal reactive power dispatch (ORPD) which is usually formulated as a deterministic optimization problem. This paper proposes a two-stage stochastic programming model for ORPD by considering the uncertainties of wind speed and load in a specified time interval. To avoid the excessive operation, the schedule of compensators will be determined in the first-stage while accounting for the costs of adjusting the compensators (CACs). Under uncertainty effects, on-load tap changer (OLTC) and generator in the second-stage will compensate the mismatch caused by the first-stage decision. The objective of the proposed model is to minimize the sum of CACs and the expected energy loss. The stochastic behavior is formulated by three-point estimate method (TPEM) to convert the stochastic programming into equivalent deterministic problem. A hybrid Genetic Algorithm-Interior Point Method is utilized to solve this large-scale mixed-integer nonlinear stochastic problem. Two case studies on IEEE 14-bus and IEEE 118-bus system are provided to illustrate the effectiveness of the proposed method.