• Title/Summary/Keyword: Stochastic order

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Stochastic hygrothermoelectromechanical loaded post buckling analysis of piezoelectric laminated cylindrical shell panel

  • Lal, Achchhe;Saidane, Nitesh;Singh, B.N.
    • Smart Structures and Systems
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    • v.9 no.6
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    • pp.505-534
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    • 2012
  • The present work deals with second order statistics of post buckling response of piezoelectric laminated composite cylindrical shell panel subjected to hygro-thermo-electro-mechanical loading with random system properties. System parameters such as the material properties, thermal expansion coefficients and lamina plate thickness are assumed to be independent of the temperature and electric field and modeled as random variables. The piezoelectric material is used in the forms of layers surface bonded on the layers of laminated composite shell panel. The mathematical formulation is based on higher order shear deformation shell theory (HSDT) with von-Karman nonlinear kinematics. A efficient $C^0$ nonlinear finite element method based on direct iterative procedure in conjunction with a first order perturbation approach (FOPT) is developed for the implementation of the proposed problems in random environment and is employed to evaluate the second order statistics (mean and variance) of the post buckling load of piezoelectric laminated cylindrical shell panel. Typical numerical results are presented to examine the effect of various environmental conditions, amplitude ratios, electrical voltages, panel side to thickness ratios, aspect ratios, boundary conditions, curvature to side ratios, lamination schemes and types of loadings with random system properties. It is observed that the piezoelectric effect has a significant influence on the stochastic post buckling response of composite shell panel under various loading conditions and some new results are presented to demonstrate the applications of present work. The results obtained using the present solution approach is validated with those results available in the literature and also with independent Monte Carlo Simulation (MCS).

Review of the Application of the First-Order Reliability Methods to Safety Assessment of Structures (1차 신뢰성 해석법의 구조적 안전성평가에의 적용에 관한 재고)

  • Joo-Sung Lee
    • Journal of the Society of Naval Architects of Korea
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    • v.28 no.2
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    • pp.195-206
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    • 1991
  • This paper is concerned with comparison of the first-order reliability methods applied to the assessment of structural safety. For convenience the reliability methods are divided into two categories : the One can explicitly consider the effects of uncertainties in material and geometric variables on those of load effects, say stresses and displacement in the structural analysis procedure and the other one does not. The first method is commonly termed as the stochastic finite element method(SFEM) or probabilistic finite element method(PFEM) and the second method is termed heroin as the ordinary reliability method to distinct it from the stochastic finite element method in which the structural analysis is carried out just once and the load effects are directly input into the reliability analysis procedure. This is based on the reasonable assumption that the level of uncertainties of load effects is the same as those of load itself. In this paper the above two different reliability method have been applied to the safety assessment of plane frame structures and compared thier results from the view point of their efficiency and usefulness. As lear as results of the present structure models are concerned, it can be said that the ordinary reliability method can give reasonable results when the uncertainties of material and geometric variables are comparatively small, say when less than about 15% and the stochastic finite element method is desired to be applied to the structure in which the COV's are comparatively great, say when greater than about 15%.

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A Study on Blind Channel Equalization Based on Higher-Order Cumulants

  • Han, Soo-Whan
    • Journal of Korea Multimedia Society
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    • v.7 no.6
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    • pp.781-790
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    • 2004
  • This paper presents a fourth-order cumulants based iterative algorithm for blind channel equalization. It is robust with respect to the existence of heavy Gaussian noise in a channel and does not require the minimum phase characteristic of the channel. In this approach, the transmitted signals at the receiver are over-sampled to ensure the channel described by a full-column rank matrix. It changes a single-input/single-output (SISO) finite-impulse response (FIR) channel to a single-input/multi-output (SIMO) channel. Based on the properties of the fourth-order cumulants of the over-sampled channel outputs, the iterative algorithm is derived to estimate the deconvolution matrix which makes the overall transfer matrix transparent, i.e., it can be reduced to the identity matrix by simple reordering and scaling. Both a closed-form and a stochastic version of the proposed algorithm are tested with three-ray multi-path channels in simulation studies, and their performances are compared with a method based on conventional second-order cumulants. Relatively good results are achieved, even when the transmitted symbols are significantly corrupted with Gaussian noise.

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Random Noise Effect Upon 2nd Order Analog Phase-Locked Loop (Random Noise가 2차 Analog Phase-Locked Loop에 미치는 영향)

  • Kang, Jeoung Soo;Rhee, Man Young
    • Journal of the Korean Institute of Telematics and Electronics
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    • v.23 no.5
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    • pp.605-615
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    • 1986
  • The phase-locked loop(PLL) is a communication receiver which operates as a coherent detector by continuously correcting the phase error. In this paper analysis for the Phase-error behavior of analog phase-locked loop (APLL) in the presence of additive white gaussian noise has been done theoretically and experimentally. A close form solution of the first-order loop is obtained and approximate solutions are derived for the second-order loops with RC, leadlag and perfect integrator filters. The perdormance of APLL's and their characteristics are also thoroughly investigated through experiments. In order to analyze the effect of the stochastic nature on nonlinear dynamics characteristics of the second order APLL, the phase error distribution and its variance have been obtained by using the Fokker-Planck equation. Theoretical results agree closely with those of experiment.

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Applying Stochastic Fractal Search Algorithm (SFSA) in Ranking the Determinants of Undergraduates Employability: Evidence from Vietnam

  • DINH, Hien Thi Thu;CHU, Ngoc Nguyen Mong;TRAN, Van Hong;NGUYEN, Du Van;NGUYEN, Quyen Le Hoang Thuy To
    • The Journal of Asian Finance, Economics and Business
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    • v.7 no.12
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    • pp.583-591
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    • 2020
  • Employability has recently become the first target of the national higher education. Its model has been updated to catch the new trend of Industry 4.0. This paper aims at analyzing and ranking the determinants of undergraduate employability, focusing on business and economics majors in Ho Chi Minh City, Vietnam. In-depth interviews with content analysis have been primarily conducted to reach an agreement on a key group of factors: human capital, social capital, and identity. The Stochastic Fractal Search Algorithm (SFSA) is then applied to rank the sub-factors. Human capital is composed of three major elements: attitude, skill, and knowledge. Social capital is approached at both structural and cognitive aspects with three typical types: bonding, bridging, and linking. The analysis has confirmed the change of priority in employability determinants. Human capital is still a driver but the priority of attitude has been confirmed in the contemporary context. Then, social capital with the important order of linking, bridging, and bonding is emphasized. Skill, knowledge, and identity share the least weight in the model. It is noted that identity is newly proposed in the model but a certain role has been found. The findings are crucial for education strategies to enhance university graduate employability.

Nonlinear Structural Safety Assessment under Dynamic Excitation Using SFEM (추계론적 유한 요소법을 이용한 동하중을 받는 비선형 구조물의 안전성 평가)

  • Huh, Jungwon
    • Journal of the Computational Structural Engineering Institute of Korea
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    • v.13 no.3
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    • pp.373-384
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    • 2000
  • To assess the safety of nonlinear steel frame structures subjected to short duration dynamic loadings, especially seismic loading, a nonlinear time domain reliability analysis procedure is proposed in the context of the stochastic finite element concept. In the proposed algorithm, the finite element formulation is combined with concepts of the response surface method, the first order reliability method, and the iterative linear interpolation scheme. This leads to the stochastic finite element concept. Actual earthquake loading time-histories are used to excite structures, enabling a realistic representation of the loading conditions. The assumed stress-based finite element formulation is used to increase its efficiency. The algorithm also has the potential to evaluate the risk associated with any linear or nonlinear structure that can be represented by a finite element algorithm subjected to seismic loading or any short duration dynamic loading. The algorithm is explained with help of an example and verified using the Monte Carlo simulation technique.

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Optimization Methodology for Sales and Operations Planning by Stochastic Programming under Uncertainty : A Case Study in Service Industry (불확실성하에서의 확률적 기법에 의한 판매 및 실행 계획 최적화 방법론 : 서비스 산업)

  • Hwang, Seon Min;Song, Sang Hwa
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.39 no.4
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    • pp.137-146
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    • 2016
  • In recent years, business environment is faced with multi uncertainty that have not been suffered in the past. As supply chain is getting expanded and longer, the flow of information, material and production is also being complicated. It is well known that development service industry using application software has various uncertainty in random events such as supply and demand fluctuation of developer's capcity, project effective date after winning a contract, manpower cost (or revenue), subcontract cost (or purchase), and overrun due to developer's skill-level. This study intends to social contribution through attempts to optimize enterprise's goal by supply chain management platform to balance demand and supply and stochastic programming which is basically applied in order to solve uncertainty considering economical and operational risk at solution supplier. In Particular, this study emphasizes to determine allocation of internal and external manpower of developers using S&OP (Sales & Operations Planning) as monthly resource input has constraint on resource's capability that shared in industry or task. This study is to verify how Stochastic Programming such as Markowitz's MV (Mean Variance) model or 2-Stage Recourse Model is flexible and efficient than Deterministic Programming in software enterprise field by experiment with process and data from service industry which is manufacturing software and performing projects. In addition, this study is also to analysis how profit and labor input plan according to scope of uncertainty is changed based on Pareto Optimal, then lastly it is to enumerate limitation of the study extracted drawback which can be happened in real business environment and to contribute direction in future research considering another applicable methodology.

Productive Efficiency of the Rose Farming Business: A Comparison of DEA and SFA (장미농가의 생산효율성 분석: DEA와 SFA 기법 비교를 중심으로)

  • Kim, Gi-Tae;Kim, Won-Kyeong;Jeong, Ji-Young
    • Journal of the Korea Academia-Industrial cooperation Society
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    • v.16 no.12
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    • pp.8719-8727
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    • 2015
  • The purpose of this study is to examine the production efficiency of Rose farm and to explain the factors of the inefficiency. To analysis the production efficiency, SFA(Stochastic Frontier Analysis) and DEA(Data Envelopment Analysis) methods are measured, and then, Tobit regression model is used to analysis the influential factors on the production efficiency. As a result, first, the production efficiency by SFA is 88.4%, and by DEA, results are 78.5% and 85.2% in the CRS and VRS model, respectively. In particular, the production efficiency of the measurement results of the two methods are complementary, it is described in the same order of efficiency of each management body. Second, the results of tobit model shows that 6 input-factors are significant, and seed/nursery and material costs, which have the largest regression coefficient value and positive effect on production efficiency, are the most influential factors. Therefore, the results of this study indicates Rose farm can enhance their management efficiency by increasing amount of the seed/nursery and material costs.

Drought index forecast using ensemble learning (앙상블 기법을 이용한 가뭄지수 예측)

  • Jeong, Jihyeon;Cha, Sanghun;Kim, Myojeong;Kim, Gwangseob;Lim, Yoon-Jin;Lee, Kyeong Eun
    • Journal of the Korean Data and Information Science Society
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    • v.28 no.5
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    • pp.1125-1132
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    • 2017
  • In a situation where the severity and frequency of drought events getting stronger and higher, many studies related to drought forecast have been conducted to improve the drought forecast accuracy. However it is difficult to predict drought events using a single model because of nonlinear and complicated characteristics of temporal behavior of drought events. In this study, in order to overcome the shortcomings of the single model approach, we first build various single models capable to explain the relationship between the meteorological drought index, Standardized Precipitation Index (SPI), and other independent variables such as world climate indices. Then, we developed a combined models using Stochastic Gradient Descent method among Ensemble Learnings.

A Two Factor Model with Mean Reverting Process for Stochastic Mortality (평균회귀확률과정을 이용한 2요인 사망률 모형)

  • Lee, Kangsoo;Jho, Jae Hoon
    • The Korean Journal of Applied Statistics
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    • v.28 no.3
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    • pp.393-406
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    • 2015
  • We examine how to model mortality risk using the adaptation of the mean-reverting processes for the two factor model proposed by Cairns et al. (2006b). Mortality improvements have been recently observed in some countries such as United Kingdom; therefore, we assume long-run mortality converges towards a trend at some unknown time and the mean-reverting processes could therefore be an appropriate stochastic model. We estimate the parameters of the two-factor model incorporated with mean-reverting processes by a Metropolis-Hastings algorithm to fit United Kingdom mortality data from 1991 to 2015. We forecast the evolution of the mortality from 2014 to 2040 based on the estimation results in order to evaluate the issue price of a longevity bond of 25 years maturity. As an application, we propose a method to quantify the speed of mortality improvement by the average mean reverting times of the processes.