• Title/Summary/Keyword: Stochastic Modelling

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An Objective Method of Risk Assessment Based on Stochastic Modelling (확률 기반의 위험등급평가 객관화 방안)

  • Shin, Sang-Sik;Lee, Kil-Soo;Cho, Heung-Gi
    • Journal of Korean Society for Quality Management
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    • v.41 no.3
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    • pp.465-474
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    • 2013
  • Purpose: To provide a variety of stable military supplies, risk should be avoided or removed. This paper aims to provide an objective method of risk assesment for risk matrix to evaluate risk level. Methods: According to previous results of risk assesment through risk matrix, some parameters and probability density functions, which include characteristics of military supplies, are selected and Risk matrix is modelled based on that. Results: Results show that a proposed method can evaluate objectively risk level through the stochastic modelling and provide well-balanced risk assessments by categorizing into 3 levels such as high, middle and low level risk. Conclusion: A current risk assessment method includes substantial subjectivity of risk assessment and as a problem about military supplies comes up, we can not show any appropriate evidences for decision of risk assessment. We propose an objective scheme employing stochastic modelling with parameters and probability density functions.

Stochastic modelling fatigue crack evolution and optimum maintenance strategy for composite blades of wind turbines

  • Chen, Hua-Peng;Zhang, Chi;Huang, Tian-Li
    • Structural Engineering and Mechanics
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    • v.63 no.6
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    • pp.703-712
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    • 2017
  • The composite blades of offshore wind turbines accumulate structural damage such as fatigue cracking due to harsh operation environments during their service time, leading to premature structural failures. This paper investigates various fatigue crack models for reproducing crack development in composite blades and proposes a stochastic approach to predict fatigue crack evolution and to analyse failure probability for the composite blades. Three typical fatigue models for the propagation of fatigue cracks, i.e., Miner model, Paris model and Reifsnider model, are discussed to reproduce the fatigue crack evolution in composite blades subjected to cyclical loadings. The lifetime probability of fatigue failure of the composite blades is estimated by stochastic deterioration modelling such as gamma process. Based on time-dependent reliability analysis and lifecycle cost analysis, an optimised maintenance policy is determined to make the optimal decision for the composite blades during the service time. A numerical example is employed to investigate the effectiveness of predicting fatigue crack growth, estimating the probability of fatigue failure and evaluating an optimal maintenance policy. The results from the numerical study show that the stochastic gamma process together with the proper fatigue models can provide a useful tool for remaining useful life predictions and optimum maintenance strategies of the composite blades of offshore wind turbines.

Q Learning MDP Approach to Mitigate Jamming Attack Using Stochastic Game Theory Modelling With WQLA in Cognitive Radio Networks

  • Vimal, S.;Robinson, Y. Harold;Kaliappan, M.;Pasupathi, Subbulakshmi;Suresh, A.
    • Journal of Platform Technology
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    • v.9 no.1
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    • pp.3-14
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    • 2021
  • Cognitive Radio network (CR) is a promising paradigm that helps the unlicensed user (Secondary User) to analyse the spectrum and coordinate the spectrum access to support the creation of common control channel (CCC). The cooperation of secondary users and broadcasting between them is done through transmitting messages in CCC. In case, if the control channels may get jammed and it may directly degrade the network's performance and under such scenario jammers will devastate the control channels. Hopping sequences may be one of the predominant approaches and it may be used to fight against this problem to confront jammer. The jamming attack can be alleviated using one of the game modelling approach and in this proposed scheme stochastic games has been analysed with more single users to provide the flexible control channels against intrusive attacks by mentioning the states of each player, strategies ,actions and players reward. The proposed work uses a modern player action and better strategic view on game theoretic modelling is stochastic game theory has been taken in to consideration and applied to prevent the jamming attack in CR network. The selection of decision is based on Q learning approach to mitigate the jamming nodes using the optimal MDP decision process

Stochastic modelling and lifecycle performance assessment of bond strength of corroded reinforcement in concrete

  • Chen, Hua-Peng;Nepal, Jaya
    • Structural Engineering and Mechanics
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    • v.54 no.2
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    • pp.319-336
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    • 2015
  • Life cycle performance of corrosion affected RC structures is an important and challenging issue for effective infrastructure management. The accurate condition assessment of corroded RC structures mainly depends on the effective evaluation of deterioration occurring in the structures. Structural performance deterioration caused by reinforcement corrosion is a complex phenomenon which is generally uncertain and non-decreasing. Therefore, a stochastic modelling such as the gamma process can be an effective tool to consider the temporal uncertainty associated with performance deterioration. This paper presents a time-dependent reliability analysis of corrosion affected RC structures associated bond strength degradation. Initially, an analytical model to evaluate cracking in the concrete cover and the associated loss of bond between the corroded steel and the surrounding cracked concrete is developed. The analytical results of cover surface cracking and bond strength deterioration are examined by experimental data available. Then the verified analytical results are used for the stochastic deterioration modelling, presented here as gamma process. The application of the proposed approach is illustrated with a numerical example. The results from the illustrative example show that the proposed approach is capable of assessing performance of the bond strength of concrete structures affected by reinforcement corrosion during their lifecycle.

Stochastic modelling and optimum inspection and maintenance strategy for fatigue affected steel bridge members

  • Huang, Tian-Li;Zhou, Hao;Chen, Hua-Peng;Ren, Wei-Xin
    • Smart Structures and Systems
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    • v.18 no.3
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    • pp.569-584
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    • 2016
  • This paper presents a method for stochastic modelling of fatigue crack growth and optimising inspection and maintenance strategy for the structural members of steel bridges. The fatigue crack evolution is considered as a stochastic process with uncertainties, and the Gamma process is adopted to simulate the propagation of fatigue crack in steel bridge members. From the stochastic modelling for fatigue crack growth, the probability of failure caused by fatigue is predicted over the service life of steel bridge members. The remaining fatigue life of steel bridge members is determined by comparing the fatigue crack length with its predetermined threshold. Furthermore, the probability of detection is adopted to consider the uncertainties in detecting fatigue crack by using existing damage detection techniques. A multi-objective optimisation problem is proposed and solved by a genetic algorithm to determine the optimised inspection and maintenance strategy for the fatigue affected steel bridge members. The optimised strategy is achieved by minimizing the life-cycle cost, including the inspection, maintenance and failure costs, and maximizing the service life after necessary intervention. The number of intervention during the service life is also taken into account to investigate the relationship between the service life and the cost for maintenance. The results from numerical examples show that the proposed method can provide a useful approach for cost-effective inspection and maintenance strategy for fatigue affected steel bridges.

Gaussian Approximation of Stochastic Lanchester Model for Heterogeneous Forces (혼합 군에 대한 확률적 란체스터 모형의 정규근사)

  • Park, Donghyun;Kim, Donghyun;Moon, Hyungil;Shin, Hayong
    • Journal of Korean Institute of Industrial Engineers
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    • v.42 no.2
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    • pp.86-95
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    • 2016
  • We propose a new approach to the stochastic version of Lanchester model. Commonly used approach to stochastic Lanchester model is through the Markov-chain method. The Markov-chain approach, however, is not appropriate to high dimensional heterogeneous force case because of large computational cost. In this paper, we propose an approximation method of stochastic Lanchester model. By matching the first and the second moments, the distribution of each unit strength can be approximated with multivariate normal distribution. We evaluate an approximation of discrete Markov-chain model by measuring Kullback-Leibler divergence. We confirmed high accuracy of approximation method, and also the accuracy and low computational cost are maintained under high dimensional heterogeneous force case.

Effect of cover cracking on reliability of corroded reinforced concrete structures

  • Chen, Hua-Peng;Nepal, Jaya
    • Computers and Concrete
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    • v.20 no.5
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    • pp.511-519
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    • 2017
  • The reliability of reinforced concrete structures is frequently compromised by the deterioration caused by reinforcement corrosion. Evaluating the effect caused by reinforcement corrosion on structural behaviour of corrosion damaged concrete structures is essential for effective and reliable infrastructure management. In lifecycle management of corrosion affected reinforced concrete structures, it is difficult to correctly assess the lifecycle performance due to the uncertainties associated with structural resistance deterioration. This paper presents a stochastic deterioration modelling approach to evaluate the performance deterioration of corroded concrete structures during their service life. The flexural strength deterioration is analytically predicted on the basis of bond strength evolution caused by reinforcement corrosion, which is examined by the experimental and field data available. An assessment criterion is defined to evaluate the flexural strength deterioration for the time-dependent reliability analysis. The results from the worked examples show that the proposed approach is capable of evaluating the structural reliability of corrosion damaged concrete structures.

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.

On the Characteristics of Maximum and Minimum of Random Variables in Stochastic Models (확률모형에 등장하는 최대와 최소의 특성에 관한 소고)

  • 채경철;김진동;양원석
    • Journal of the Korean Operations Research and Management Science Society
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    • v.26 no.4
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    • pp.39-45
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    • 2001
  • Maximum and minimum of rendom variables are frequently encountered in the stochastic modelling for various OR problems. We summarize and extend characteristics of maximum and minimum, emphasizing the case in which random variables are independent and all of them except one are distributed exponential. As an application, we derive a transform-free expression for the M/G/1 queue length distribution.

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