• Title/Summary/Keyword: Stochastic order

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Stochastic Response of a Hinged-Clamped Beam (Hinged-clamped 보의 확률적 응답특성)

  • Cho, Duk-Sang
    • Journal of the Korean Society of Industry Convergence
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    • v.3 no.1
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    • pp.43-51
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    • 2000
  • The response statistics of a hinged-clamped beam under broad-band random excitation is investigated. The random excitation is applied at the nodal point of the second mode. By using Galerkin's method the governing equation is reduced to a system of nonautonomous nonlinear ordinary differential equations. A method based upon the Markov vector approach is used to generate a general first-order differential equation in the dynamic moment of response coordinates. By means of the Gaussian and non-Gaussian closure methods the dynamic moment equations for the random responses of the system are reduced to a system of autonomous ordinary differential equations. The case of two mode interaction is considered in order to compare it with the case of three mode interaction. The analytical results for two and three mode interactions are also compared with results obtained by Monte Carlo simulation.

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A new adaptive mesh refinement strategy based on a probabilistic error estimation

  • Ziaei, H.;Moslemi, H.
    • Structural Engineering and Mechanics
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    • v.74 no.4
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    • pp.547-557
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    • 2020
  • In this paper, an automatic adaptive mesh refinement procedure is presented for two-dimensional problems on the basis of a new probabilistic error estimator. First-order perturbation theory is employed to determine the lower and upper bounds of the structural displacements and stresses considering uncertainties in geometric sizes, material properties and loading conditions. A new probabilistic error estimator is proposed to reduce the mesh dependency of the responses dispersion. The suggested error estimator neglects the refinement at the critical points with stress concentration. Therefore, the proposed strategy is combined with the classic adaptive mesh refinement to achieve an optimal mesh refined properly in regions with either high gradients or high dispersion of the responses. Several numerical examples are illustrated to demonstrate the efficiency, accuracy and robustness of the proposed computational algorithm and the results are compared with the classic adaptive mesh refinement strategy described in the literature.

POSITIVENESS FOR THE RIEMANNIAN GEODESIC BLOCK MATRIX

  • Hwang, Jinmi;Kim, Sejong
    • Communications of the Korean Mathematical Society
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    • v.35 no.3
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    • pp.917-925
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    • 2020
  • It has been shown that the geometric mean A#B of positive definite Hermitian matrices A and B is the maximal element X of Hermitian matrices such that $$\(\array{A&X\\X&B}\)$$ is positive semi-definite. As an extension of this result for the 2 × 2 block matrix, we consider in this article the block matrix [[A#wijB]] whose (i, j) block is given by the Riemannian geodesics of positive definite Hermitian matrices A and B, where wij ∈ ℝ for all 1 ≤ i, j ≤ m. Under certain assumption of the Loewner order for A and B, we establish the equivalent condition for the parameter matrix ω = [wij] such that the block matrix [[A#wijB]] is positive semi-definite.

Characterization Results of the NBUCA Class of Life Distributions

  • Ahmad I.A.;Kayid M.
    • International Journal of Reliability and Applications
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    • v.7 no.1
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    • pp.79-87
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    • 2006
  • In this paper, some characterization results of the NBUCA class of life distributions are obtained. Behavior of the life distributions of the present class is developed in terms of the monotonicity of the residual life of k-out of-n systems given that the (n-k)th failure has occurred at time $t{\geq}0$. Similar conclusions based on the residual life of parallel system are also presented. Next, we focus upon the aging process of a system with independent but not necessarily identical NBUCA components. Finally, it is proved that if the lifetimes of a series systems with a random number of identical components have the NBUCA property then its units also have the same property.

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A dynamical stochastic finite element method based on the moment equation approach for the analysis of linear and nonlinear uncertain structures

  • Falsone, Giovanni;Ferro, Gabriele
    • Structural Engineering and Mechanics
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    • v.23 no.6
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    • pp.599-613
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    • 2006
  • A method for the dynamical analysis of FE discretized uncertain linear and nonlinear structures is presented. This method is based on the moment equation approach, for which the differential equations governing the response first and second-order statistical moments must be solved. It is shown that they require the cross-moments between the response and the random variables characterizing the structural uncertainties, whose governing equations determine an infinite hierarchy. As a consequence, a closure scheme must be applied even if the structure is linear. In this sense the proposed approach is approximated even for the linear system. For nonlinear systems the closure schemes are also necessary in order to treat the nonlinearities. The complete set of equations obtained by this procedure is shown to be linear if the structure is linear. The application of this procedure to some simple examples has shown its high level of accuracy, if compared with other classical approaches, such as the perturbation method, even for low levels of closures.

Reduced variance implicit self-tuning a;gorithm with variable time-delays for robot manipulator (로보트 매니풀레이터의 시변 지연 시간을 고려한 분산 감소 임플리시트 자기동조 알고리즘)

  • 이희진;박민용;이상배
    • 제어로봇시스템학회:학술대회논문집
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    • 1988.10a
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    • pp.12-15
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    • 1988
  • A controller described in this paper is designed for implicit generalised minimum varience controller with variable time delays in which the weighting polynominals are calculated to reduce the output and control signals variances. This paper is based on the fact that the pole-assigment equation may have multiple solutions if the weighting polynominals are not of minimal order. It is shown that the larger order of the weighting polynominals increment the better is the stochastic behavior of the closed-loop system with variable time delays without changs in the deterministic behavior of the system. Based on this theory, the controller is applied to position control of a three-link manipulater with parameter uncertainty.

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A Study on Power Spectral Estimation of Background EEG with Pisarenko Harmonic Decomposition (Pisarenko Harmonic Decomposition에 의한 배경 뇌파 파워 스팩트럼 추정에 관한 연구)

  • Jeong, Myeong-Jin;Hwang, Su-Yong;Choe, Gap-Seok
    • Journal of Biomedical Engineering Research
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    • v.8 no.1
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    • pp.69-74
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    • 1987
  • The power spectrum of background EEG is estimated by the Plsarenko Harmonic Decomposition with the stochastic process whlch consists of the nonhamonic sinus Bid and the white nosie. The estimation results are examined and compared with the results from the maximum entropy spectral extimation, and the optimal order of this from the maximum entropy spectral extimation, and the optimal order of this model can be determined from the eigen value's fluctuation of autocorrelation of background EEG. From the comparing results, this method is possible to estimate the power spectrum of background EEG.

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Probabilistic free vibration analysis of Goland wing

  • Kumar, Sandeep;Onkar, Amit Kumar;Manjuprasad, M.
    • International Journal of Aerospace System Engineering
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    • v.6 no.2
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    • pp.1-10
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    • 2019
  • In this paper, the probabilistic free vibration analysis of a geometrically coupled cantilever wing with uncertain material properties is carried out using stochastic finite element (SFEM) based on first order perturbation technique. Here, both stiffness and damping of the system are considered as random parameters. The bending and torsional rigidities are assumed as spatially varying second order Gaussian random fields and represented by Karhunen Loeve (K-L) expansion. Here, the expected value, standard deviation, and probability distribution of random natural frequencies and damping ratios are computed. The results obtained from the present approach are also compared with Monte Carlo simulations (MCS). The results show that the uncertain bending rigidity has more influence on the damping ratio and frequency of modes 1 and 3 while uncertain torsional rigidity has more influence on the damping ratio and frequency of modes 2 and 3.

Reduced-Order $H^{\infty}$ Optimal Kalman Filtering for Weakly Coupled Systems (연성 결합 시스템에서의 저차 $H^{\infty}$ 최적 칼만 필터 설계)

  • Cho, Jang-Hui;Kim, Beom-Soo;Lim, Myo-Taeg
    • Proceedings of the KIEE Conference
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    • 2000.07d
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    • pp.2311-2313
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    • 2000
  • In this paper, we consider $H^{\infty}$ optimal Kalman filter problems for linear weakly coupled stochastic systems. We introduce a decomposition for the systems of the Hamiltonian form, which plays an important role of exclusion of ill-condition by ${\varepsilon}$-effect and the parallel computation possibility. It is shown that the algebraic Riccati equation of the weakly coupled $H^{\infty}$ optimal Kalman filter problem is decoupled into completely independent reduced-order, well-defined, two suboptimal Kalman filters.

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Using Genetic-Fuzzy Methods To Develop User-preference Optimal Route Search Algorithm

  • Choi, Gyoo-Seok;Park, Jong-jin
    • The Journal of Information Technology and Database
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    • v.7 no.1
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    • pp.42-53
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    • 2000
  • The major goal of this research is to develop an optimal route search algorithm for an intelligent route guidance system, one sub-area of ITS. ITS stands for intelligent Transportation System. ITS offers a fundamental solution to various issues concerning transportation and it will eventually help comfortable and swift moves of drivers by receiving and transmitting information on humans, roads and automobiles. Genetic algorithm, and fuzzy logic are utilized in order to implement the proposed algorithm. Using genetic algorithm, the proposed algorithm searches shortest routes in terms of travel time in consideration of stochastic traffic volume, diverse turn constraints, etc. Then using fuzzy logic, it selects driver-preference optimal route among the candidate routes searched by GA, taking into account various driver's preferences such as difficulty degree of driving and surrounding scenery of road, etc. In order to evaluate this algorithm, a virtual road-traffic network DB with various road attributes is simulated, where the suggested algorithm promptly produces the best route for a driver with reference to his or her preferences.

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