• Title/Summary/Keyword: Stochastic finite element method

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The Two Dimensional Analysis of RF Passive Device using Stochastic Finite Element Method (확률유한요소법을 이용한 초고주파 수동소자의 2차원 해석)

  • Kim, Jun-Yeon;Jeong, Cheol-Yong;Lee, Seon-Yeong;Cheon, Chang-Ryeol
    • The Transactions of the Korean Institute of Electrical Engineers C
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    • v.49 no.4
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    • pp.249-257
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    • 2000
  • In this paper, we propose the use of stochastic finite element method, that is popularly employed in mechanical structure analysis, for more practical designing purpose of RF device. The proposed method is formulated based on the vector finite element method cooperated by pertubation analysis. The method utilizes sensitivity analysis algorithm with covariance matrix of the random variables that represent for uncertain physical quantities such as length or various electrical constants to compute the probabilities of the measure of performance of the structure. For this computation one need to know the variance and covariance of the random variables that might be determined by practical experiences. The presenting algorithm has been verified by analyzing several device with different be determined by practical experiences. The presenting algorithm has been verified by analysis several device with different measure of performanes. For the convenience of formulation, two dimensional analysis has been performed to apply it into waveguide with dielectric slab. In the problem the dielectric constant of the dielectric slab is considered as random variable. Another example is matched waveguide and cavity problem. In the problem, the dimension of them are assumed to be as random variables and the expectations and variances of quality factor have been computed.

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Application of the first-order perturbation method to optimal structural design

  • Lee, Byung Woo;Lim, O Kaung
    • Structural Engineering and Mechanics
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    • v.4 no.4
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    • pp.425-436
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    • 1996
  • An application of the perturbation method to optimum structural design with random parameters is presented. It is formulated on the basis of the first-order stochastic finite element perturbation method. It also takes into full account the stress, displacement and eigenvalue constraints, together with the rates of change of the random variables. A method for calculating the sensitivity coefficients in regard to the governing equation and the first-order perturbed equation has been derived, by using a direct differentiation approach. A gradient-based nonlinear programming technique is used to solve the problem. The numerical results are specifically noted, where the stiffness parameter and external load are treated as random variables.

Finite element model updating of an arch type steel laboratory bridge model using semi-rigid connection

  • Altunisik, Ahmet Can;Bayraktar, Alemdar;Sevim, Baris;Kartal, Murat Emre;Adanur, Suleyman
    • Steel and Composite Structures
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    • v.10 no.6
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    • pp.541-561
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    • 2010
  • This paper presents finite element analyses, experimental measurements and finite element model updating of an arch type steel laboratory bridge model using semi-rigid connections. The laboratory bridge model is a single span and fixed base structure with a length of 6.1 m and width of 1.1m. The height of the bridge column is 0.85 m and the maximum arch height is 0.95 m. Firstly, a finite element model of the bridge is created in SAP2000 program and analytical dynamic characteristics such as natural frequencies and mode shapes are determined. Then, experimental measurements using ambient vibration tests are performed and dynamic characteristics (natural frequencies, mode shapes and damping ratios) are obtained. Ambient vibration tests are performed under natural excitations such as wind and small impact effects. The Enhanced Frequency Domain Decomposition method in the frequency domain and the Stochastic Subspace Identification method in the time domain are used to extract the dynamic characteristics. Then the finite element model of the bridge is updated using linear elastic rotational springs in the supports and structural element connections to minimize the differences between analytically and experimentally estimated dynamic characteristics. At the end of the study, maximum differences in the natural frequencies are reduced on average from 47% to 2.6%. It is seen that there is a good agreement between analytical and experimental results after finite element model updating. Also, connection percentages of the all structural elements to joints are determined depending on the rotational spring stiffness.

Probabilistic Strength Assessment of Ice Specimen considering Spatial Variation of Material Properties (물성치의 공간분포를 고려한 빙 시험편의 확률론적 강도평가)

  • Kim, Hojoon;Kim, Yooil
    • Journal of the Society of Naval Architects of Korea
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    • v.57 no.2
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    • pp.80-87
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    • 2020
  • As the Arctic sea ice decreases due to various reasons such as global warming, the demand for ships and offshore structures operating in the Arctic region is steadily increasing. In the case of sea ice, the anisotropy is caused by the uncertainty inside the material. For most of the research, nevertheless, estimating the ice load has been treated deterministically. With regard to this, in this paper, a four-point bending strength analysis of an ice specimen was attempted using a stochastic finite element method. First, spatial distribution of the material properties used in the yield criterion was assumed to be a multivariate Gaussian random field. After that, a direct method, which is a sort of stochastic finite element method, and a sensitivity method using the sensitivity of response for random variables were proposed for calculating the probabilistic distribution of ice specimen strength. A parametric study was conducted with different mean vectors and correlation lengths for each material property used in the above procedure. The calculation time was about ten seconds for the direct method and about three minutes for the sensitivity methods. As the cohesion and correlation length increased, the mean value of the critical load and the standard deviation increased. On the contrary, they decreased as the friction angle increased. Also, in all cases, the direct and sensitivity methods yielded very similar results.

Transient stochastic analysis of nonlinear response of earth and rock-fill dams to spatially varying ground motion

  • Haciefendioglu, Kemal
    • Structural Engineering and Mechanics
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    • v.22 no.6
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    • pp.647-664
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    • 2006
  • The main purpose of this paper is to investigate the effect of transient stochastic analysis on nonlinear response of earth and rock-fill dams to spatially varying ground motion. The dam models are analyzed by a stochastic finite element method based on the equivalent linear method which considers the nonlinear variation of soil shear moduli and damping ratio as a function of shear strain. The spatial variability of ground motion is taken into account with the incoherence, wave-passage and site response effects. Stationary as well as transient stochastic response analyses are performed for the considered dam types. A time dependent frequency response function is used throughout the study for transient stochastic responses. It is observed that stationarity is a reasonable assumption for earth and rock-fill dams to typical durations of strong shaking.

NUMERICAL SOLUTIONS OF OPTION PRICING MODEL WITH LIQUIDITY RISK

  • Lee, Jon-U;Kim, Se-Ki
    • Communications of the Korean Mathematical Society
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    • v.23 no.1
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    • pp.141-151
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    • 2008
  • In this paper, we derive the nonlinear equation for European option pricing containing liquidity risk which can be defined as the inverse of the partial derivative of the underlying asset price with respect to the amount of assets traded in the efficient market. Numerical solutions are obtained by using finite element method and compared with option prices of KOSPI200 Stock Index. These prices computed with liquidity risk are considered more realistic than the prices of Black-Scholes model without liquidity risk.

Stochastic Finite Element Analysis of Underground Rock Cavern Using Monte Carlo Simulation Techinque (몬테칼로 시뮬레이션기법을 이용한 지하암반동굴의 확률론적 유한요소해석)

  • 최규섭;심재구;정영수
    • The Journal of Engineering Geology
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    • v.5 no.3
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    • pp.301-308
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    • 1995
  • In this study, a stochastic finite element method is proposed with a view to consider rock property variations in the analysis of structural behavior on underground caverns. Here, the Monte carlo simulation technique, which has been widely used in probabilistic applications in many engineering fields, is applied for the analysis of the effect rock property distribution. Using the newly developed computer program based on the above - mentioned method, the underground opening in biaxial stress field is analyzed considering the effect of material property variation.

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Probabilistic stability analysis of underground structure using stochastic finite element method

  • Na, Sang-Min;Moon, Hyun-Koo
    • 한국지구물리탐사학회:학술대회논문집
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    • 2003.11a
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    • pp.192-197
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    • 2003
  • It can be said that rock mass properties are characterized not by a mean value but by values with variation due to its characteristic uncertainty. This characteristic is one of the most important parts for the design of underground structures, but yet to be fully examined. Stochastic finite element method (SFEM) has been developed in order to take the randomness of structural systems into account. Using SFEM, the response variability of structural system can be obtained and it leads probabilistic stability of structure to be analyzed. In this study, displacements response variability of circular opening with hydrostatic stress field are analyzed in terms of rock mass properties having a certain mean and a standard deviation using the SFEM. The analyzed response variability shows that the necessity of probabilistic stability analysis of underground structures using reliable mean value and standard deviation of deformation modulus.

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Stochastic Response Analysis of Transmission Tower Subjected to Young's Modulus Variation (송전철탑의 탄성계수의 변이에 따른 확률적 응답변이도)

  • 동원영;정영수
    • Proceedings of the Computational Structural Engineering Institute Conference
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    • 1993.10a
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    • pp.207-215
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    • 1993
  • With the aid of finite element method, this paper deals with the problem of structural response variability of transmission tower subjected to the spatial variability of material properties, Young's modulus herein. The spatial variability of material property are modeled as two-dimensional stochastic field which has an isotropic auto-correlation function. Response variability has been computed based on two numerical techniques, such as the Neumann expansion method in conjunction with the Monte Carlo simulation method. The results by these numerical methods are compared with those by the deterministic approach.

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A Study on the Techniques of Configuration Optimization (형상 최적설계를 위한 최적화 기법에 관한 연구)

  • Choi, Byoung Han
    • Journal of Korean Society of Steel Construction
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    • v.16 no.6 s.73
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    • pp.819-832
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    • 2004
  • This study describes an efficient and facile method for configuration optimum design of structures. One of the ways to achieve numerical shape representation and the selection of design variables is using the design element concept. Using this technique, the number of design variables could be drastically reduced. Isoparametric mapping was utilized to automatically generate the finite element mesh during the optimization process, and this made it possible to easily calculate the derivatives of the coordinates of generated finite element nodes w.r.t. the design variables. For the structural analysis, finite element analysis was adopted in the optimization procedure, and two different techniques(the deterministic method, a modified method of feasible direction; and the stochastic method, a genetic algorithms) were applied to obtain the minimum volumes and section areas for an efficient configuration optimization procedure. Futhermore, spline interpolation was introduced to present a realistic optimum configuration that meet the manufacturing requirements. According to the results of several numerical examples(steel structures), the two techniques suggested in this study simplified the process of configuration optimum design of structures, and yielded improved objective function values with a robust convergence rate. This study's applicability and capability have therefore been demonstrated.