• 제목/요약/키워드: Stochastic order

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Iterative-R: A reliability-based calibration framework of response modification factor for steel frames

  • Soleimani-Babakamali, Mohammad Hesam;Nasrollahzadeh, Kourosh;Moghadam, Amin
    • Steel and Composite Structures
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    • 제42권1호
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    • pp.59-74
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    • 2022
  • This study introduces a general reliability-based, performance-based design framework to design frames regarding their uncertainties and user-defined design goals. The Iterative-R method extracted from the main framework can designate a proper R (i.e., response modification factor) satisfying the design goal regarding target reliability index and pre-defined probability of collapse. The proposed methodology is based on FEMA P-695 and can be used for all systems that FEMA P-695 applies. To exemplify the method, multiple three-dimensional, four-story steel special moment-resisting frames are considered. Closed-form relationships are fitted between frames' responses and the modeling parameters. Those fits are used to construct limit state functions to apply reliability analysis methods for design safety assessment and the selection of proper R. The frameworks' unique feature is to consider arbitrarily defined probability density functions of frames' modeling parameters with an insignificant analysis burden. This characteristic enables the alteration in those parameters' distributions to meet the design goal. Furthermore, with sensitivity analysis, the most impactful parameters are identifiable for possible improvements to meet the design goal. In the studied examples, it is revealed that a proper R for frames with different levels of uncertainties could be significantly different from suggested values in design codes, alarming the importance of considering the stochastic behavior of elements' nonlinear behavior.

Stochastics and Artificial Intelligence-based Analytics of Wastewater Plant Operation

  • Sung-Hyun Kwon;Daechul Cho
    • 청정기술
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    • 제29권2호
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    • pp.145-150
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    • 2023
  • Tele-metering systems have been useful tools for managing domestic wastewater treatment plants (WWTP) over the last decade. They mostly generate water quality data for discharged water to ensure that it complies with mandatory regulations and they may be able to produce every operation parameter and additional measurements in the near future. A sub-big data group, comprised of about 150,000 data points from four domestic WWTPs, was ready to be classified and also analyzed to optimize the WWTP process. We used the Statistical Product and Service Solutions (SPSS) 25 package in order to statistically treat the data with linear regression and correlation analysis. The major independent variables for analysis were water temperature, sludge recycle rate, electricity used, and water quality of the influent while the dependent variables representing the water quality of the effluent included the total nitrogen, which is the most emphasized index for discharged flow in plants. The water temperature and consumed electricity showed a strong correlation with the total nitrogen but the other indices' mutual correlations with other variables were found to be fuzzy due to the large errors involved. In addition, a multilayer perceptron analysis method was applied to TMS data along with root mean square error (RMSE) analysis. This study showed that the RMSE in the SS, T-N, and TOC predictions were in the range of 10% to 20%.

Bivariate Oscillation Model for Surrogating Climate Change Scenarios in the LCRR basin

  • Lee, Taesam;Ouarda, Taha;Ahn, Yujin
    • 한국수자원학회:학술대회논문집
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    • 한국수자원학회 2021년도 학술발표회
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    • pp.69-69
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    • 2021
  • From the unprecedented 2011 spring flood, the residens reside by Lake Champlain and Richelieu River encountered enormous damages. The International Joint Committee (IJC) released the Lake Champlain-Richelieu River (LCRR) Plan of Study (PoS). One of the major tasks for the PoS is to investigate the possible scenarios that might happen in the LCRR basin based on the stochastic simulation of the Net Basin Supplies that calculates the amount of flow into the lake and the river. Therefore, the current study proposed a novel apporach that simulate the annual NBS teleconnecting the climate index. The proposed model employed the bivariate empirical decomposition to contamporaneously model the long-term evolution of nonstationary oscillation embeded in the annual NBS and the climate signal (here, Artic Oscillation: AO). In order to represent the variational behavior of NBS correlation structure along with the temporal revolution of the climate index, a new nonstationary parameterization concept is proposed. The results indicate that the proposed model is superior performance in preserving long and short temporal correlation. It can even preserve the hurst coefficient better than any other tested models.

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Reclaiming Multifaceted Financial Risk Information from Correlated Cash Flows under Uncertainty

  • Byung-Cheol Kim;Euysup Shim;Seong Jin Kim
    • 국제학술발표논문집
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    • The 5th International Conference on Construction Engineering and Project Management
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    • pp.602-607
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    • 2013
  • Financial risks associated with capital investments are often measured with different feasibility indicators such as the net present value (NPV), the internal rate of return (IRR), the payback period (PBP), and the benefit-cost ratio (BCR). This paper aims at demonstrating practical applications of probabilistic feasibility analysis techniques for an integrated feasibility evaluation of the IRR and PBP. The IRR and PBP are concurrently analyzed in order to measure the profitability and liquidity, respectively, of a cash flow. The cash flow data of a real wind turbine project is used in the study. The presented approach consists of two phases. First, two newly reported analysis techniques are used to carry out a series of what-if analyses for the IRR and PBP. Second, the relationship between the IRR and PBP is identified using Monte Carlo simulation. The results demonstrate that the integrated feasibility evaluation of stochastic cash flows becomes a more viable option with the aide of newly developed probabilistic analysis techniques. It is also shown that the relationship between the IRR and PBP for the wind turbine project can be used as a predictive model for the actual IRR at the end of the service life based on the actual PBP of the project early in the service life.

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Multicriteria shape design of a sheet contour in stamping

  • Oujebbour, Fatima-Zahra;Habbal, Abderrahmane;Ellaia, Rachid;Zhao, Ziheng
    • Journal of Computational Design and Engineering
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    • 제1권3호
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    • pp.187-193
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    • 2014
  • One of the hottest challenges in automotive industry is related to weight reduction in sheet metal forming processes, in order to produce a high quality metal part with minimal material cost. Stamping is the most widely used sheet metal forming process; but its implementation comes with several fabrication flaws such as springback and failure. A global and simple approach to circumvent these unwanted process drawbacks consists in optimizing the initial blank shape with innovative methods. The aim of this paper is to introduce an efficient methodology to deal with complex, computationally expensive multicriteria optimization problems. Our approach is based on the combination of methods to capture the Pareto Front, approximate criteria (to save computational costs) and global optimizers. To illustrate the efficiency, we consider the stamping of an industrial workpiece as test-case. Our approach is applied to the springback and failure criteria. To optimize these two criteria, a global optimization algorithm was chosen. It is the Simulated Annealing algorithm hybridized with the Simultaneous Perturbation Stochastic Approximation in order to gain in time and in precision. The multicriteria problems amounts to the capture of the Pareto Front associated to the two criteria. Normal Boundary Intersection and Normalized Normal Constraint Method are considered for generating a set of Pareto-optimal solutions with the characteristic of uniform distribution of front points. The computational results are compared to those obtained with the well-known Non-dominated Sorting Genetic Algorithm II. The results show that our proposed approach is efficient to deal with the multicriteria shape optimization of highly non-linear mechanical systems.

동적 신뢰성 해석 기법의 수치 안정성에 관하여 (On the Numerical Stability of Dynamic Reliability Analysis Method)

  • 이도근;옥승용
    • 한국안전학회지
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    • 제35권3호
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    • pp.49-57
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    • 2020
  • In comparison with the existing static reliability analysis methods, the dynamic reliability analysis(DyRA) method is more suitable for estimating the failure probability of a structure subjected to earthquake excitations because it can take into account the frequency characteristics and damping capacity of the structure. However, the DyRA is known to have an issue of numerical stability due to the uncertainty in random sampling of the earthquake excitations. In order to solve this numerical stability issue in the DyRA approach, this study proposed two earthquake-scale factors. The first factor is defined as the ratio of the first earthquake excitation over the maximum value of the remaining excitations, and the second factor is defined as the condition number of the matrix consisting of the earthquake excitations. Then, we have performed parametric studies of two factors on numerical stability of the DyRA method. In illustrative example, it was clearly confirmed that the two factors can be used to verify the numerical stability of the proposed DyRA method. However, there exists a difference between the two factors. The first factor showed some overlapping region between the stable results and the unstable results so that it requires some additional reliability analysis to guarantee the stability of the DyRA method. On the contrary, the second factor clearly distinguished the stable and unstable results of the DyRA method without any overlapping region. Therefore, the second factor can be said to be better than the first factor as the criterion to determine whether or not the proposed DyRA method guarantees its numerical stability. In addition, the accuracy of the numerical analysis results of the proposed DyRA has been verified in comparison with those of the existing first-order reliability method(FORM), Monte Carlo simulation(MCS) method and subset simulation method(SSM). The comparative results confirmed that the proposed DyRA method can provide accurate and reliable estimation of the structural failure probability while maintaining the superior numerical efficiency over the existing methods.

복합적층판의 변위 변동계수 산정을 위한 가중적분법 (Weighted Integral Method for an Estimation of Displacement COV of Laminated Composite Plates)

  • 노혁천
    • 복합신소재구조학회 논문집
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    • 제1권2호
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    • pp.29-35
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    • 2010
  • 탄성계수와 함께 포아송비는 구조의 거동을 결정하는 중요 구조인수중의 하나이다. 따라서 구조응답의 불확실성에 미치는 포아송비의 독립적 영향에 대한 평가가 필요하다. 본 연구에서는 포아송비의 불확실성이 복합적층판의 거동에 미치는 영향을 산정하기 위한 정식화를 제안한다. 포아송비의 영향은 동일 차수인 임의인수의 영향을 포함하는 부행렬을 통하여 얻을 수 있으며, 이는 대상 인수의 평균을 중심으로 한 Taylor전개를 통하여 구할 수 있다. 제안방법의 검증을 위하여 예제 평판을 해석하였고, 그 결과를 몬테카를로 해석에 의한 결과와 비교하였다. 두 방법을 통하여 얻은 결과는 상화 잘 일치하는 결과를 나타내어, 제안한 방법이 적절함을 제시하였다.

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장기유출랑의 추계학적 모의 발생에 관한 연구 (I) (Studies on the Stochastic Generation of Long Term Runoff (1))

  • 이순혁;맹승진;박종국
    • 한국농공학회지
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    • 제35권3호
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    • pp.100-116
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    • 1993
  • It is experienced fact that unreasonable design criterion and unsitable operation management for the agricultural structures including reservoirs based on short terms data of monthly flows have been brought about not only loss of lives, but also enormous property damage. For the solution of this point at issue, this study was conducted to simulate long series of synthetic monthly flows by multi-season first order Markov model with selection of best fitting frequency distribution and to make a comparison of statistical parameters between observed and synthetic flows of six watersheds in Yeong San and Seom Jin river systems. The results obtained through this study can be summarized as follows. 1.Both Gamma and two parameter lognormal distribution were found to be suitable ones for monthly flows in all watersheds by Kolmogorov-Smirnov test while those distributions were judged to be unfitness in Nam Pyeong of Yeong San and Song Jeong and Ab Rog watersheds of Seom Jin river systems in the $\chi$$^2$ goodness of fit test. 2.Most of the arithmetic mean values for synthetic monthly flows simulated by Gamma distribution are much closer to the results of the observed data than those of two parameter lognomal distribution in the applied watersheds. 3.Fluctuation for the coefficient of variation derived by Gamma distribution was shown in general as better agreement with the results of the observed data than that of two parameter lognormal distribution in the applied watersheds both in Yeong San and Seom Jin river systems. Especially, coefficients of variation calculated by Gamma distribution are seemed to be much closer to those of the observed data during July and August. 4.It can be concluded that synthetic monthly flows simulated by Gamma distribution are seemed to be much closer to the observed data than those by two parameter lognormal distribution in the applied watersheds. 5.It is to be desired that multi-season first order Markov model based on Gamma distribution which is confirmed as a good fitting one in this study would be compared with Harmonic synthetic model as a continuation follows.

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확산지배 난류 연소현상에서 역해석을 이용한 CH4/O2의 초기 질량분율 추정에 관한 연구 (Study on Estimations of Initial Mass Fractions of CH4/O2 in Diffusion-Controlled Turbulent Combustion Using Inverse Analysis)

  • 이균호;백승욱
    • 대한기계학회논문집B
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    • 제34권7호
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    • pp.679-688
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    • 2010
  • 본 연구에서는 기존의 역열전달 문제(inverse heat transfer problem)와 같이 역해석(inverse analysis)을 통해 미지의 파라미터를 추정(estimation)하는 개념을 복잡한 연소문제에 도입하였다. 기존의 연구에서는 역해석 기법을 연소문제 자체에 보다는 대부분 연소현상을 동반한 복사열전달과 같은 역열전달 문제에 국한해서 적용하고 있기 때문에, 열전달 문제에 한정되어 사용되고 있는 기존의 역해석을 새로운 공학문제에 확장하여 적용함과 동시에 효율적인 연소기 설계 및 최적화 개념을 제시하는데 본 연구의 의의가 있다고 할 수 있다. 이를 위해 실제적으로 많이 사용하고 있는 축대칭 원통형 연소기 내부로 주입되는 메탄($CH_4$)과 산소($O_2$) 성분의 초기 질량분율 값을 연소기 입구 근방에서 측정한 개스의 온도 데이터를 이용하여 역추정하였다. 이때, 복잡한 확산지배 연소 현상을 효율적으로 역해석하기 위해 최적화 방법 중의 하나인 반발 입자 군집 최적화 방법을 역해석 기법으로 적용하였다.

영어 동사의 의미적 유사도와 논항 선택 사이의 연관성 : ICE-GB와 WordNet을 이용한 통계적 검증 (The Strength of the Relationship between Semantic Similarity and the Subcategorization Frames of the English Verbs: a Stochastic Test based on the ICE-GB and WordNet)

  • 송상헌;최재웅
    • 한국언어정보학회지:언어와정보
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    • 제14권1호
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    • pp.113-144
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    • 2010
  • The primary goal of this paper is to find a feasible way to answer the question: Does the similarity in meaning between verbs relate to the similarity in their subcategorization? In order to answer this question in a rather concrete way on the basis of a large set of English verbs, this study made use of various language resources, tools, and statistical methodologies. We first compiled a list of 678 verbs that were selected from the most and second most frequent word lists from the Colins Cobuild English Dictionary, which also appeared in WordNet 3.0. We calculated similarity measures between all the pairs of the words based on the 'jcn' algorithm (Jiang and Conrath, 1997) implemented in the WordNet::Similarity module (Pedersen, Patwardhan, and Michelizzi, 2004). The clustering process followed, first building similarity matrices out of the similarity measure values, next drawing dendrograms on the basis of the matricies, then finally getting 177 meaningful clusters (covering 437 verbs) that passed a certain level set by z-score. The subcategorization frames and their frequency values were taken from the ICE-GB. In order to calculate the Selectional Preference Strength (SPS) of the relationship between a verb and its subcategorizations, we relied on the Kullback-Leibler Divergence model (Resnik, 1996). The SPS values of the verbs in the same cluster were compared with each other, which served to give the statistical values that indicate how much the SPS values overlap between the subcategorization frames of the verbs. Our final analysis shows that the degree of overlap, or the relationship between semantic similarity and the subcategorization frames of the verbs in English, is equally spread out from the 'very strongly related' to the 'very weakly related'. Some semantically similar verbs share a lot in terms of their subcategorization frames, and some others indicate an average degree of strength in the relationship, while the others, though still semantically similar, tend to share little in their subcategorization frames.

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