• Title/Summary/Keyword: Stochastic Evolution

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Experimental and analytical studies on stochastic seismic response control of structures with MR dampers

  • Mei, Zhen;Peng, Yongbo;Li, Jie
    • Earthquakes and Structures
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    • v.5 no.4
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    • pp.395-416
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    • 2013
  • The magneto-rheological (MR) damper contributes to the new technology of structural vibration control. Its developments and applications have been paid significant attentions in earthquake engineering in recent years. Due to the shortages, however, inherent in deterministic control schemes where only several observed seismic accelerations are used as the trivial input and in classical stochastic optimal control theory with assumption of white noise process, the derived control policy cannot effectively accommodate the performance of randomly base-excited engineering structures. In this paper, the experimental and analytical studies on stochastic seismic response control of structures with specifically designed MR dampers are carried out. The random ground motion, as the base excitation posing upon the shaking table and the design load used for structural control system, is represented by the physically based stochastic ground motion model. Stochastic response analysis and reliability assessment of the tested structure are performed using the probability density evolution method and the theory of extreme value distribution. It is shown that the seismic response of the controlled structure with MR dampers gain a significant reduction compared with that of the uncontrolled structure, and the structural reliability is obviously strengthened as well.

BIFURCATIONS OF STOCHASTIC IZHIKEVICH-FITZHUGH MODEL

  • Nia, Mehdi Fatehi;Mirzavand, Elaheh
    • Honam Mathematical Journal
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    • v.44 no.3
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    • pp.402-418
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    • 2022
  • Noise is a fundamental factor to increased validity and regularity of spike propagation and neuronal firing in the nervous system. In this paper, we examine the stochastic version of the Izhikevich-FitzHugh neuron dynamical model. This approach is based on techniques presented by Luo and Guo, which provide a general framework for the bifurcation and stability analysis of two dimensional stochastic dynamical system as an Itô averaging diffusion system. By using largest lyapunov exponent, local and global stability of the stochastic system at the equilibrium point are investigated. We focus on the two kinds of stochastic bifurcations: the P-bifurcation and the D-bifurcations. By use of polar coordinate, Taylor expansion and stochastic averaging method, it is shown that there exists choices of diffusion and drift parameters such that these bifurcations occurs. Finally, numerical simulations in various viewpoints, including phase portrait, evolution in time and probability density, are presented to show the effects of the diffusion and drift coefficients that illustrate our theoretical results.

CATACLYSMIC VARIABLES : SOURCES OF STOCHASTIC GRAVITATIONAL WAVE BACKGROUND (격변 변광성 : 확률적 중력파동배경의 샘)

  • Song, Doo-Jong
    • Publications of The Korean Astronomical Society
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    • v.22 no.4
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    • pp.113-132
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    • 2007
  • On the framework of stochastic gravitational wave background(SGWB) by compact binary systems, we studied the strain spectra of SGWB produced by cosmological cataclysmic variables(CV). For this we reviewed the empirical properties of CVs by using newly published CV catalogue and calculated the cosmological densities of CVs considering the galaxy luminosity function and cosmic stellar birth rate function. Assuming the secular evolution of CVs, we calculated the time scale of CV gravitational wave(GW) radiation and derived formulae for the strain spectra of SGWB by cosmological CVs.

Analysis of the applicability of parameter estimation methods for a stochastic rainfall generation model (강우모의모형의 모수 추정 최적화 기법의 적합성 분석)

  • Cho, Hyungon;Lee, Kyeong Eun;Kim, Gwangseob
    • Journal of the Korean Data and Information Science Society
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    • v.28 no.6
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    • pp.1447-1456
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    • 2017
  • Accurate inference of parameters of a stochastic rainfall generation model is essential to improve the applicability of the rainfall generation model which modeled the rainfall process and the structure of rainfall events. In this study, the model parameters of a stochastic rainfall generation model, NSRPM (Neyman-Scott rectangular pulse model), were estimated using DFP (Davidon-Fletcher-Powell), GA (genetic algorithm), Nelder-Mead, and DE (differential evolution) methods. Summer season hourly rainfall data of 20 rainfall observation sites within the Nakdong river basin from 1973 to 2017 were used to estimate parameters and the regional applicability of inference methods were analyzed. Overall results demonstrated that DE and Nelder-Mead methods generate better results than that of DFP and GA methods.

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.

The Maximal Profiting Location Problem with Multi-Product (다수제품의 수익성 최대화를 위한 설비입지선정 문제)

  • Lee, Sang-Heon;Baek, Doo-Hyeon
    • Journal of the Korean Operations Research and Management Science Society
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    • v.31 no.4
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    • pp.139-155
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    • 2006
  • The facility location problem of this paper is distinguished from the maximal covering location problem and the flxed-charge facility location problem. We propose the maximal profiting location problem (MPLP) that is the facility location problem maximizing profit with multi-product. We apply to the simulated annealing algorithm, the stochastic evolution algorithm and the accelerated simulated annealing algorithm to solve this problem. Through a scale-down and extension experiment, the MPLP was validated and all the three algorithm enable the near optimal solution to produce. As the computational complexity is increased, it is shown that the simulated annealing algorithm' is able to find the best solution than the other two algorithms in a relatively short computational time.

Examination of three meta-heuristic algorithms for optimal design of planar steel frames

  • Tejani, Ghanshyam G.;Bhensdadia, Vishwesh H.;Bureerat, Sujin
    • Advances in Computational Design
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    • v.1 no.1
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    • pp.79-86
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    • 2016
  • In this study, the three different meta-heuristics namely the Grey Wolf Optimizer (GWO), Stochastic Fractal Search (SFS), and Adaptive Differential Evolution with Optional External Archive (JADE) algorithms are examined. This study considers optimization of the planer frame to minimize its weight subjected to the strength and displacement constraints as per the American Institute of Steel and Construction - Load and Resistance Factor Design (AISC-LRFD). The GWO algorithm is associated with grey wolves' activities in the social hierarchy. The SFS algorithm works on the natural phenomenon of growth. JADE on the other hand is a powerful self-adaptive version of a differential evolution algorithm. A one-bay ten-story planar steel frame problem is examined in the present work to investigate the design ability of the proposed algorithms. The frame design is produced by optimizing the W-shaped cross sections of beam and column members as per AISC-LRFD standard steel sections. The results of the algorithms are compared. In addition, these results are also mapped with other state-of-art algorithms.

Hybrid evolutionary identification of output-error state-space models

  • Dertimanis, Vasilis K.;Chatzi, Eleni N.;Spiridonakos, Minas D.
    • Structural Monitoring and Maintenance
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    • v.1 no.4
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    • pp.427-449
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    • 2014
  • A hybrid optimization method for the identification of state-space models is presented in this study. Hybridization is succeeded by combining the advantages of deterministic and stochastic algorithms in a superior scheme that promises faster convergence rate and reliability in the search for the global optimum. The proposed hybrid algorithm is developed by replacing the original stochastic mutation operator of Evolution Strategies (ES) by the Levenberg-Marquardt (LM) quasi-Newton algorithm. This substitution results in a scheme where the entire population cloud is involved in the search for the global optimum, while single individuals are involved in the local search, undertaken by the LM method. The novel hybrid identification framework is assessed through the Monte Carlo analysis of a simulated system and an experimental case study on a shear frame structure. Comparisons to subspace identification, as well as to conventional, self-adaptive ES provide significant indication of superior performance.