• Title/Summary/Keyword: Stochastic order

Search Result 581, Processing Time 0.023 seconds

Stochastic fracture behavior analysis of infinite plates with a separate crack and a hole under tensile loading

  • Khubi Lal Khatri;Kanif Markad
    • Computers and Concrete
    • /
    • v.32 no.1
    • /
    • pp.99-117
    • /
    • 2023
  • The crack under the influence of the higher intensities of the stresses grows and the structure gets collapsed with the time when the crack length reaches to critical value. Therefore, the fracture behavior of a structure in terms of stress intensity factors (SIF) becomes important to determine the remaining fracture strength and capacity of material and structure for avoiding catastrophic failure, increasing safety and further improvement in the design. The robustness of the method has been demonstrated by comparing the numerical results with analytical and experimental results of some problems. XFEM is used to model cracks and holes in structures and predict their strength and reliability under service conditions. Further, XFEM is extended with a stochastic method for predicting the sensitivity in terms of output COVs and fracture strength in terms of mean values of stress intensity factors (SIFs) of a structure with discontinuities (cracks and holes) under tensile loading condition with input individual and combined randomness in different system parameters. In stochastic technique, the second order perturbation technique (SOPT) has been used for the predicting the fracture behavior of the structures. The stochastic/perturbation technique is also known as Taylor series expansion method and it provides the reliable results if the input randomness is less than twenty percentage. From the present numerical analysis it is observed that, the crack tip near to the hole is under the influence of the stress concentration and the variational effect of the input random parameters on the crack tip in terms of the SIFs are lesser so the COVs are the less sensitive. The COVs of mixed mode SIFs are the most sensitive for the crack angles (α=45° to 90°) for all the values of c1 and d1. The plate with the shorter distance between hole and crack is the most sensitive with all the crack angles but the crack tip which is much nearer to the hole has the highest sensitivity.

Stochastic dynamic instability response of piezoelectric functionally graded beams supported by elastic foundation

  • Shegokara, Niranjan L.;Lal, Achchhe
    • Advances in aircraft and spacecraft science
    • /
    • v.3 no.4
    • /
    • pp.471-502
    • /
    • 2016
  • This paper presents the dynamic instability analysis of un-damped elastically supported piezoelectric functionally graded (FG) beams subjected to in-plane static and dynamic periodic thermomechanical loadings with uncertain system properties. The elastic foundation model is assumed as one parameter Pasternak foundation with Winkler cubic nonlinearity. The piezoelectric FG beam is subjected to non-uniform temperature distribution with temperature dependent material properties. The Young's modulus and Poison's ratio of ceramic, metal and piezoelectric, density of respective ceramic and metal, volume fraction exponent and foundation parameters are taken as uncertain system properties. The basic nonlinear formulation of the beam is based on higher order shear deformation theory (HSDT) with von-Karman strain kinematics. The governing deterministic static and dynamic random instability equation and regions is solved by Bolotin's approach with Newmark's time integration method combined with first order perturbation technique (FOPT). Typical numerical results in terms of the mean and standard deviation of dynamic instability analysis are presented to examine the effect of slenderness ratios, volume fraction exponents, foundation parameters, amplitude ratios, temperature increments and position of piezoelectric layers by changing the random system properties. The correctness of the present stochastic model is examined by comparing the results with direct Monte Caro simulation (MCS).

Identification of First-order Plus Dead Time Model from Step Response Using HS Algorithm (HS 알고리즘을 이용한 계단응답으로부터 FOPDT 모델 인식)

  • Lee, Tae-Bong
    • Journal of Advanced Navigation Technology
    • /
    • v.19 no.6
    • /
    • pp.636-642
    • /
    • 2015
  • This paper presents an application of heuristic harmony search (HS) optimization algorithm for the identification of linear continuous time-delay system from step response. Identification model is first-order plus dead time (FOPDT), which describes a linear monotonic process quite well in most chemical processes and HAVC process and is often sufficient for PID controller tuning. This recently developed HS algorithm is conceptualized using the musical process of searching for a perfect state of harmony. It uses a stochastic random search instead of a gradient search so that derivative information is unnecessary. The effectiveness of the identification method has been demonstrated through a number of simulation examples.

Component Procurement Planning with Demand Uncertainty Under Assemble-to-Order Environments (불확실한 수요를 갖는 주문 조립 환경에서의 부품 조달 계획에 관한 연구)

  • Lee, Geun-Cheol;Kim, Jung-Ug;Hong, Jung Man
    • Korean Management Science Review
    • /
    • v.29 no.3
    • /
    • pp.121-134
    • /
    • 2012
  • In this study, we consider a component procurement planning problem where the procurement amounts of components are determined under assemble-to-order systems with demand uncertainty. In the problem, procurement amount of each component is decided before the demands of finished products are known and after the demands are identified the assembly amounts of the finished products are decided. In this study, the objective function of the problem is minimizing the total costs which are composed of purchase and inventory costs of the components and the backorder costs of the finished products. We assume that the uncertain demand information is given as multiple scenarios of the demands, and we propose procurement planning methods based on stochastic models which considering the multiple demand scenarios. To evaluate the performances of the proposed methods, computational experiments were carried out on the proposed methods as well as benchmarks including a method based on deterministic mathematical model and a heuristic. From the results of the computational tests, the superiorities of the proposed methods were shown.

Genetic Algorithm-Based Coordinated Replenishment in Multi-Item Inventory Control

  • Nagasawa, Keisuke;Irohara, Takashi;Matoba, Yosuke;Liu, Shuling
    • Industrial Engineering and Management Systems
    • /
    • v.12 no.3
    • /
    • pp.172-180
    • /
    • 2013
  • We herein consider a stochastic multi-item inventory management problem in which a warehouse sells multiple items with stochastic demand and periodic replenishment from a supplier. Inventory management requires the timing and amounts of orders to be determined. For inventory replenishment, trucks of finite capacity are available. Most inventory management models consider either a single item or assume that multiple items are ordered independently, and whether there is sufficient space in trucks. The order cost is commonly calculated based on the number of carriers and the usage fees of carriers. In this situation, we can reduce future shipments by supplementing items to an order, even if the item is not scheduled to be ordered. On the other hand, we can reduce the average number of items in storage by reducing the order volume and at the risk of running out of stock. The primary variables of interest in the present research are the average number of items in storage, the stock-out volume, and the number of carriers used. We formulate this problem as a multi-objective optimization problem. In a numerical experiment based on actual shipment data, we consider the item shipping characteristics and simulate the warehouse replenishing items coordinately. The results of the simulation indicate that applying a conventional ordering policy individually will not provide effective inventory management.

ON SOME APPLICATIONS OF THE ARCHIMEDEAN COPULAS IN THE PROOFS OF THE ALMOST SURE CENTRAL LIMIT THEOREMS FOR CERTAIN ORDER STATISTICS

  • Dudzinski, Marcin;Furmanczyk, Konrad
    • Bulletin of the Korean Mathematical Society
    • /
    • v.54 no.3
    • /
    • pp.839-874
    • /
    • 2017
  • Our goal is to establish and prove the almost sure central limit theorems for some order statistics $\{M_n^{(k)}\}$, $k=1,2,{\ldots}$, formed by stochastic processes ($X_1,X_2,{\ldots},X_n$), $n{\in}N$, the distributions of which are defined by certain Archimedean copulas. Some properties of generators of such the copulas are intensively used in our proofs. The first class of theorems stated and proved in the paper concerns sequences of ordinary maxima $\{M_n\}$, the second class of the presented results and proofs applies for sequences of the second largest maxima $\{M_n^{(2)}\}$ and the third (and the last) part of our investigations is devoted to the proofs of the almost sure central limit theorems for the k-th largest maxima $\{M_n^{(k)}\}$ in general. The assumptions imposed in the first two of the mentioned groups of claims significantly differ from the conditions used in the last - the most general - case.

A Study on Periodic Review Inventory System under Stochastic Budget Constraint (확률적 예산 제약을 고려한 주기적 재고관리 정책에 대한 연구)

  • Lee, Chang-Yong;Lee, Dongju
    • Journal of Korean Society of Industrial and Systems Engineering
    • /
    • v.37 no.1
    • /
    • pp.165-171
    • /
    • 2014
  • We develop an optimization algorithm for a periodic review inventory system under a stochastic budget constraint. While most conventional studies on the periodic review inventory system consider a simple budget limit in terms of the inventory investment being less than a fixed budget, this study adopts more realistic assumption in that purchasing costs are paid at the time an order is arrived. Therefore, probability is employed to express the budget constraint. That is, the probability of total inventory investment to be less than budget must be greater than a certain value assuming that purchasing costs are paid at the time an order is arrived. We express the budget constraint in terms of the Lagrange multiplier and suggest a numerical method to obtain optional values of the cycle time and the safety factor to the system. We also perform the sensitivity analysis in order to investigate the dependence of important quantities on the budget constraint. We find that, as the amount of budget increases, the cycle time and the average inventory level increase, whereas the Lagrange multiplier decreases. In addition, as budget increases, the safety factor increases and reaches to a certain level. In particular, we derive the condition for the maximum safety factor.

Estimation of Time-dependent Damage Paths of Armors of Rubble-mound Breakwaters using Stochastic Processes (추계학적 확률과정을 이용한 경사제 피복재의 시간에 따른 피해 경로 추정)

  • Lee, Cheol-Eung
    • Journal of Korean Society of Coastal and Ocean Engineers
    • /
    • v.27 no.4
    • /
    • pp.246-257
    • /
    • 2015
  • The progressive degradation paths of structures have quantitatively been tracked by using stochastic processes, such as Wiener process, gamma process and compound Poisson process, in order to consider both the sampling uncertainty due to the usual lack of damage data and the temporal uncertainty associated with the deterioration evolution. Several important features of stochastic processes which should carefully be considered in application of the stochastic processes to practical problems have been figured out through assessing cumulative damage and lifetime distribution as a function of time. Especially, the Wiener process and the gamma process have straightforwardly been applied to armors of rubble-mound breakwaters by the aid of a sample path method based on Melby's formula which can estimate cumulative damage levels of armors over time. The sample path method have been developed to calibrate the related-parameters required in the stochastic modelling of armors of rubble-mound breakwaters. From the analyses, it is found that cumulative damage levels of armors have surely been saturated with time. Also, the exponent of power law in time, that plays a significant role in predicting the cumulative damage levels over time, can easily be determined, which makes the stochastic models possible to track the cumulative damage levels of armors of rubble-mound breakwaters over time. Finally, failure probabilities with respect to various critical limits have been analyzed throughout its anticipated service life.

Stochastic Order Level Inventory System with Dependent Lead Times (제품인도기간에 함수인 확률적 주문수준 재고정책에 관한 연구)

  • Kim, Yeong-Min
    • Journal of Korean Society for Quality Management
    • /
    • v.14 no.1
    • /
    • pp.33-38
    • /
    • 1986
  • This paper deals with probabilistic order level inventory system which the quantity ordered at the end of the scheduling period is dependent on lead times. To find an optimal solution, pearson system of distributions is used to approximate the probability density function of the on-order quantity. An example is solved and sensitivity analysis is performed to examine the relation between lead times and the ordering quantity.

  • PDF

Second-order nonstationary source separation; Natural gradient learning (2차 Nonstationary 신호 분리: 자연기울기 학습)

  • 최희열;최승진
    • Proceedings of the Korean Information Science Society Conference
    • /
    • 2002.04b
    • /
    • pp.289-291
    • /
    • 2002
  • Host of source separation methods focus on stationary sources so higher-order statistics is necessary In this paler we consider a problem of source separation when sources are second-order nonstationary stochastic processes . We employ the natural gradient method and develop learning algorithms for both 1inear feedback and feedforward neural networks. Thus our algorithms possess equivariant property Local stabi1iffy analysis shows that separating solutions are always locally stable stationary points of the proposed algorithms, regardless of probability distributions of

  • PDF