• 제목/요약/키워드: Stochastic cycles

검색결과 15건 처리시간 0.025초

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

  • 심동석;김정규
    • 대한기계학회:학술대회논문집
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    • 대한기계학회 2003년도 추계학술대회
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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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Testing of Stochastic Trends, Seasonal and Cyclical Components in Macroeconomil Time Series

  • Gil-Alana Luis A.
    • Communications for Statistical Applications and Methods
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    • 제12권1호
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    • pp.101-115
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    • 2005
  • We propose in this article a procedure for testing unit and fractional orders of integration, with the roots simultaneously occurring in the trend, the seasonal and the cyclical component of the time series. The tests have standard null and local limit distributions. However, finite sample critical values are computed, and several Monte Carlo experiments conducted across the paper show that the rejection frequencies against unit (and fractional) orders of integration are relatively high in all cases. The tests are applied to the UK consumption and income series, the results showing the importance of the roots corresponding to the trend and the seasonal components and, though the unit roots are found to be fairly suitable models, we show that fractional processes (including one for the cyclical component) may also be plausible alternatives in some cases.

순차적인 재생적 시뮬레이션에 관한 연구 (A Study on the Sequential Regenerative Simulation)

  • JongSuk R.;HaeDuck J.
    • 한국시뮬레이션학회논문지
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    • 제13권2호
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    • pp.23-34
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    • 2004
  • Regenerative simulation (RS) is a method of stochastic steady-state simulation in which output data are collected and analysed within regenerative cycles (RCs). Since data collected during consecutive RCs are independent and identically distributed, there is no problem with the initial transient period in simulated processes, which is a perennial issue of concern in all other types of steady-state simulation. In this paper, we address the issue of experimental analysis of the quality of sequential regenerative simulation in the sense of the coverage of the final confidence intervals of mean values. The ultimate purpose of this study is to determine the best version of RS to be implemented in Akaroa2 [1], a fully automated controller of distributed stochastic simulation in LAN environments.

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Crack growth life model for fatigue susceptible structural components in aging aircraft

  • Chou, Karen C.;Cox, Glenn C.;Lockwood, Allison M.
    • Structural Engineering and Mechanics
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    • 제17권1호
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    • pp.29-50
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    • 2004
  • A total life model was developed to assess the service life of aging aircraft. The primary focus of this paper is the development of crack growth life projection using the response surface method. Crack growth life projection is a necessary component of the total life model. The study showed that the number of load cycles N needed for a crack to propagate to a specified size can be linearly related to the geometric parameter, material, and stress level of the component considered when all the variables are transformed to logarithmic values. By the Central Limit theorem, the ln N was approximated by Gaussian distribution. This Gaussian model compared well with the histograms of the number of load cycles generated from simulated crack growth curves. The outcome of this study will aid engineers in designing their crack growth experiments to develop the stochastic crack growth models for service life assessments.

단일과대하중하에서 피로균열진전지연거동 및 지연수명의 확률론적 해석 (A Stochastic Analysis for Crack Growth Retardation Behavior and Prediction of Retardation Cycle Under Single Overload)

  • 심동석;김정규
    • 대한기계학회논문집A
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    • 제23권7호
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    • pp.1164-1172
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    • 1999
  • In this study, to investigate the fatigue crack retardation behavior and the variability of retardation cycles, fatigue crack growth tests were conducted on 7075-T6 aluminum alloy under single tensile overload. A retardation coefficient, D was introduced to describe fatigue crack retardation behavior and a random variable, Z to describe the variability of fatigue crack growth. The retardation coefficient was separately formulated according to retardation behavior which is composed of delayed retardation part and retardation part. The random variable, Z was evaluated from experimental data which was obtained from fatigue crack growth tests under constant amplitude load. Using these variables, a probabilistic model was developed on the basis of the modified Forman's equation, and retardation behavior and cycles were predicted under certain overload condition. The predicted retardation curve well agrees with the trend of experimental crack retardation behavior. And this model well predicts the scatter of experimental retardation cycles.

외부충격이 한국의 경기변동에 미치는 영향에 관한 연구 (Dynamics of Business Cycles in Korea: The Role of External Shocks)

  • 김성현;안형도
    • KDI Journal of Economic Policy
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    • 제27권1호
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    • pp.157-183
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    • 2005
  • 본 논문은 소규모 개방경제 모델을 이용하여 여러 가지 실물부문의 충격이 한국경제의 주요 거시변수에 미치는 영향을 동태 시뮬레이션 방법을 이용하여 분석하였다. 보다 현실적인 실물경제를 반영하기 위하여 기존의 경기변동 모델에 우리 경제의 특징적인 요소 몇 가지를 더하였다. 예를 들어, 수출재, 수입재 및 비교역재가 있는 재화시장과 채권시장을 통한 국제간 자본이동이 가능한 모델을 도입하였다. 특히 본 논문에서는 생산성 충격, 정부지출 충격 등의 국내 내부의 충격요인과 외부금리 및 교역조건충격 등의 외부 충격요인의 상대적인 역할을 비교하였다. 시뮬레이션 결과에 의하면, 교역조건의 개선은 투자, 생산 및 소비를 늘리고, 국제금리인하는 국내 투자에 상당한 정도의 긍정적인 효과가 있는 것으로 나타난다. 결론적으로, 본 논문은 우리 경제의 경기변동 정도가 아직도 외부충격에 의해 큰 영향을 받는다는 것을 보여준다.

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Markov Chain Model을 이용한 CFRP 복합재료의 피로손상누적거동에 대한 확률적 해석 (The Probabilistic Analysis of Fatigue Damage Accumulation Behavior Using Markov Chain Model in CFRP Composites)

  • 김도식;김정규;김인배
    • 대한기계학회논문집A
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    • 제20권4호
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    • pp.1241-1250
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    • 1996
  • The characteristics of fatigue cumulative damage and fatigue life of 8-harness satin woven CFRP composites with a circular hole under constant amplitude and 2-level block loading are estimated by Stochastic Makov chain model. It is found in this study that the fatigue damage accumulation behavior is very random and the fatigue damage is accumulated as two regions under constant amplitude fatigue loading. In constant amplitude fatigue loading the predicted mean number of cycles to a specified damage state by Markov chain model shows a good agreement with the test result. The predicted distribution of the fatigue cumulative damage by Markov chain model is similar to the test result. The fatigue life predictions under 2-level block loading by Markov chain model revised are good fitted to the test result more than by 2-parameter Weibull distribution function using percent failure rule.

양팔 클러스터장비의 초기 전이 기간 스케줄링 (Scheduling Start-up Transient Periods of Dual Armed Cluster Tools)

  • 홍경효;김자희
    • 한국시뮬레이션학회논문지
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    • 제24권3호
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    • pp.17-26
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    • 2015
  • 생산성과 웨이퍼의 품질을 향상하기 위해 다양한 공정에서 사용되는 클러스터 장비는 단순한 구성에도 불구하고 병렬 공정모듈, 중간버퍼의 부재, 시간 제약 때문에 스케줄이 쉽지 않다. 그래서 스케줄링에 대한 많은 연구가 진행되었지만 대부분 시간이 변동되지 않는다는 가정 하에서 주기별로 동일한 스케줄이 반복되는 안정 상태를 연구하였다. 본 연구에서는 시간 제약을 만족시키면서도 원하는 안정 상태의 스케줄로 안착할 수 있는 스케줄 전략을 제시한다. 제안된 스케줄 전략은 작업시간이 지속적으로 변동되는 상황에서도 강건하다. 마지막으로 이 전략들이 실제로 강건하고, 원하는 안정 상태로 갈 수 있다는 것을 보여주기 위하여 시뮬레이션을 수행한다.

원공을 가진 CFRP 복합재료의 피로누적손상 및 피로수명에 대한 확률적 해석 (A Probabilistic Analysis for Fatigue Cumulative Damage and Fatigue Life in CFRP Composites Containing a Circular Hole)

  • 김정규;김도식
    • 대한기계학회논문집
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    • 제19권8호
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    • pp.1915-1926
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    • 1995
  • The Fatigue characteristics of 8-harness satin woven CFRP composites with a circular hole are experimentally investigated under constant amplitude tension-tension loading. It is found in this study that the fatigue damage accumulation behavior is very random and history-independent, and the fatigue cumulative damage is linearly related with the mean number of cycles to a specified damage state. From these results, it is known that the fatigue characteristics of CFRP composites satisfy the basic assumptions of Markov chain theory and the parameter of Markov chain model can be determined only by mean and variance of fatigue lives. The predicted distribution of the fatigue cumulative damage using Markov chain model shows a good agreement with the test results. For the fatigue life distribution, Markov chain model makes similar accuracy to 2-parameter Weibull distribution function.

설계자료 추출을 위한 확률 시뮬레이션 (Probabilistic Simulation for Extraction of Reliability Design Data)

  • 김선진
    • 수산해양기술연구
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    • 제29권2호
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    • pp.152-161
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    • 1993
  • This paper deals with the effect of spatial distribution of material properties on its statistical characteristics and numerical estimation method of reliability of fatigue sensitive structures with respect to the fatigue crack growth. A method is proposed to determine experimentally the probability distribution functions of material parameters of Paris law. da/dN=C(ΔK/K sub(0) ) super(m), using stress intensity factor controlled fatigue tests. The result with a high tensile strength steel shows that the distribution of the parameter m is approximately normal and that of 1/C, is a 3-parameter Weibull. The main result obtained are : (1) The theoretical autocorrelation of the resistance, 1/C, to fatigue crack growth are almost same for different lengths. (2) The variance decreases with the increasing a averaging length. When spatial correlation length is very small. the variane decreases significantly were the averaging length. (3) The probability distribution of load cycles or the number for a crack to reach a certain length can be estimated using these functions by simulation of non-Gaussian(expecially Weibull) Stochastic Process.

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