• Title/Summary/Keyword: Stochastic parameters

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Inversion of Stochastic Earthquake Model Parameters using the Modified Levenberg-Marquardt′s method in Korea (수정된 Levenberg-Marquardt 역산방법에 의한 한반도 남부의 추계학적 지진 요소 평가)

  • ;Walter Silva
    • Proceedings of the Earthquake Engineering Society of Korea Conference
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    • 2002.03a
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    • pp.20-27
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    • 2002
  • Conventional Levenberg-Marquardt's nonlinear inversion method is simply modified by taking into account the second derivatives of the Hessian matrix so as to give robust inversion results. The weight of the second derivative terms is determined by the value of so-called λ in Levenberg-Marquardt's method. The new inversion method is applied to observed data from small-to-moderate earthquakes to simultaneously evaluate the modes parameters of the stochastic point-source model in and around the Korean Peninsula. Best estimates of the stochastic model parameters are obtained along with their statistics and compared with the previous results. Overall characteristics of the model parameters are found to be more of those of interplate than intraplate tectonic region.

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DETERMINATION OF WIND PARAMETERS BY THE METHOD OF DIFFERENTIAL CORRECTIONS (차등보정법에 의한 항성풍인자의 결정)

  • 김유경;강영운
    • Journal of Astronomy and Space Sciences
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    • v.11 no.1
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    • pp.107-114
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    • 1994
  • This paper describes a method for the determination of wind parameters as mass-loss rate, wind velocity, stochastic velocity in Zeta Aurigae type binaries. We have modified the Baade's (1989) computer code to analyze the wind parameters of Zeta Aurigae type binaries according to the least squares criterion. The modified program adjusts the wind parameters by the method of differential corrections. We have appled this method to the IUE observations of 32 Cygni. We have fitted a theoretical line profile to the IUE observations of Fe II resonance line at various phases. The mass-loss rate, wind velocity and stochastic velocity of 32 Cygni obtained in this paper are $2.18{\times}10^{-8}M_{\odot}/yr$, 132.14km/s, 39.82km/s, respectively.

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Reliability analysis of reinforced concrete haunched beams shear capacity based on stochastic nonlinear FE analysis

  • Albegmprli, Hasan M.;Cevik, Abdulkadir;Gulsan, M. Eren;Kurtoglu, Ahmet Emin
    • Computers and Concrete
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    • v.15 no.2
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    • pp.259-277
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    • 2015
  • The lack of experimental studies on the mechanical behavior of reinforced concrete (RC) haunched beams leads to difficulties in statistical and reliability analyses. This study performs stochastic and reliability analyses of the ultimate shear capacity of RC haunched beams based on nonlinear finite element analysis. The main aim of this study is to investigate the influence of uncertainty in material properties and geometry parameters on the mechanical performance and shear capacity of RC haunched beams. Firstly, 65 experimentally tested RC haunched beams and prismatic beams are analyzed via deterministic nonlinear finite element method by a special program (ATENA) to verify the efficiency of utilized numerical models, the shear capacity and the crack pattern. The accuracy of nonlinear finite element analyses is verified by comparing the results of nonlinear finite element and experiments and both results are found to be in a good agreement. Afterwards, stochastic analyses are performed for each beam where the RC material properties and geometry parameters are assigned to take probabilistic values using an advanced simulating procedure. As a result of stochastic analysis, statistical parameters are determined. The statistical parameters are obtained for resistance bias factor and the coefficient of variation which were found to be equal to 1.053 and 0.137 respectively. Finally, reliability analyses are accomplished using the limit state functions of ACI-318 and ASCE-7 depending on the calculated statistical parameters. The results show that the RC haunched beams have higher sensitivity and riskiness than the RC prismatic beams.

A Study on the Analysis of Stochastic Nonlinear Dynamic System (확률적 비선형 동적계의 해석에 관한 연구)

  • 남성현;김호룡
    • Transactions of the Korean Society of Mechanical Engineers
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    • v.19 no.3
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    • pp.697-704
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    • 1995
  • The dynamic characteristics of a system can be critically influenced by system uncertainty, so the dynamic system must be analyzed stochastically in consideration of system uncertainty. This study presents the stochastic model of a nonlinear dynamic system with uncertain parameters under nonstationary stochastic inputs. And this stochastic system is analyzed by a new stochastic process closure method and moment equation method. The first moment equation is numerically evaluated by Runge-Kutta method and the second moment equation is numerically evaluated by stochastic process closure method, 4th cumulant neglect closure method and Runge-Kutta method. But the first and the second moment equations are coupled each other, so this equations are approximately evaluated by a iterative method. Finally the accuracy of the present method is verified by Monte Carlo simulation.

Stochastic analysis for uncertain deformation of foundations in permafrost regions

  • Wang, Tao;Zhou, Guoqing;Wang, Jianzhou;Zhao, Xiaodong;Yin, Leijian
    • Geomechanics and Engineering
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    • v.14 no.6
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    • pp.589-600
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    • 2018
  • For foundations in permafrost regions, the displacement characteristics are uncertain because of the randomness of temperature characteristics and mechanical parameters, which make the structural system have an unexpected deviation and unpredictability. It will affect the safety of design and construction. In this paper, we consider the randomness of temperature characteristics and mechanical parameters. A stochastic analysis model for the uncertain displacement characteristic of foundations is presented, and the stochastic coupling program is compiled by Matrix Laboratory (MATLAB) software. The stochastic displacement fields of an embankment in a permafrost region are obtained and analyzed by Neumann stochastic finite element method (NSFEM). The results provide a new way to predict the deformation characteristics of foundations in permafrost regions, and it shows that the stochastic temperature has a different influence on the stochastic lateral displacement and vertical displacement. Construction disturbance and climate warming lead to three different stages for the mean settlement of characteristic points. For the stochastic settlement characteristic, the standard deviation increases with time, which imply that the results of conventional deterministic analysis may be far from the true value. These results can improve our understanding of the stochastic deformation fields of embankments and provide a theoretical basis for engineering reliability analysis and design in permafrost regions.

Spectral SFEM analysis of structures with stochastic parameters under stochastic excitation

  • Galal, O.H.;El-Tahan, W.;El-Tawil, M.A.;Mahmoud, A.A.
    • Structural Engineering and Mechanics
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    • v.28 no.3
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    • pp.281-294
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    • 2008
  • In this paper, linear elastic isotropic structures under the effects of both stochastic operators and stochastic excitations are studied. The analysis utilizes the spectral stochastic finite elements (SSFEM) with its two main expansions namely; Neumann and Homogeneous Chaos expansions. The random excitation and the random operator fields are assumed to be second order stochastic processes. The formulations are obtained for the system solution of the two dimensional problems of plane strain and plate bending structures under stochastic loading and relevant rigidity using the previously mentioned expansions. Two finite element programs were developed to incorporate such formulations. Two illustrative examples are introduced: the first is a reinforced concrete culvert with stochastic rigidity subjected to a stochastic load where the culvert is modeled as plane strain problem. The second example is a simply supported square reinforced concrete slab subjected to out of plane loading in which the slab flexural rigidity and the applied load are considered stochastic. In each of the two examples, the first two statistical moments of displacement are evaluated using both expansions. The probability density function of the structure response of each problem is obtained using Homogeneous Chaos expansion.

Statistical Estimation of Modal Characteristics of a Structural System Based on Design Variable Samples (설계변수 표본에 근거한 구조시스템 모달 특성의 통계적 예측)

  • Kim, Yong-Woo;Yoo, Hong-Hee
    • Transactions of the Korean Society of Mechanical Engineers A
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    • v.33 no.11
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    • pp.1314-1319
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    • 2009
  • The design methods of mechanical systems are largely classified into deterministic methods and stochastic methods. In deterministic methods, design parameters are assumed to have fixed values. On the other hand, in stochastic methods, design parameters are assumed to be statistically distributed. When a stochastic method is employed, statistical characteristics of the populations of design variables are assumed to be known. However, very often, it is almost impossible or very expensive to obtain the statistical characteristics of the populations. Therefore a sample survey method is usually employed for stochastic methods. This paper describes the procedure of estimating the statistical characteristics of populations by employing sample data sets. An example of AFM micro cantilever beam is employed to show the effectiveness of the procedure.

On the Uncertain Behavior of Mindlin Plates (Mindlin 평판의 불확실거동에 대하여)

  • Noh, Hyuk-Chun;Kim, In-Ho
    • Proceedings of the Computational Structural Engineering Institute Conference
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    • 2007.04a
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    • pp.465-470
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    • 2007
  • In order to investigate the stochastic behavior of Mindlin plate under imperfection in the material and geometrical parameters, a stochastic finite element formulation is proposed. The effects of inter-correlations between random parameters on the response variability are also observed. The contribution from the random Poisson ratio is taken into account adopting a stochastic decomposition scheme. which expands the constitutive matrix into an infinite series of sub-matrices. In order to demonstrate the adequacy of the proposed scheme, a square plate with simple and fixed support is taken as an example, and the results are compared with those given in previous research in the literature as well as with the results of Monte Carlo analysis.

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Non-stochastic interval factor method-based FEA for structural stress responses with uncertainty

  • Lee, Dongkyu;Shin, Soomi
    • Structural Engineering and Mechanics
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    • v.62 no.6
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    • pp.703-708
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    • 2017
  • The goal of this study is to evaluate behavior uncertainties of structures by using interval finite element analysis based on interval factor method as a specific non-stochastic tool. The interval finite element method, i.e., interval FEM, is a finite element method that uses interval parameters in situations where it is not possible to get reliable probabilistic characteristics of the structure. The present method solves the uncertainty problems of a 2D solid structure, in which structural characteristics are assumed to be represented as interval parameters. An interval analysis method using interval factors is applied to obtain the solution. Numerical applications verify the intuitive effectiveness of the present method to investigate structural uncertainties such as displacement and stress without the application of probability theory.

Recognition of PD Sources in Air by STFT and Stochastic Parameters (STFT 및 통계적 처리에 의한 공기 중 부분방전원 식별)

  • 이강원;박성희;강성화;임기조
    • Journal of the Korean Institute of Electrical and Electronic Material Engineers
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    • v.17 no.1
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    • pp.101-106
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    • 2004
  • The phenomenon of PD(Partial Discharge) is accompanied by electromagnetic wave which can be detected by UHF(Ultra High Frequency) antenna. The signals obtaining from UHF antenna are very high rapid pulse and have wide band frequency responses. The distribution of PRPD(Phase Resolved Partial Discharge) which consisted of those pulse train can show distinct characteristics of PD sources. But it is not sufficient to discriminate among PD sources. This paper suggests that the stochastic parameters formed by preprocessing of STFT(Short Time Fourier Transform) are good tools for differentiate from PD sources. The stochastic parameters are CC(Cross Correlation) mean value, CC standard deviation, CC skewness, CC kurtosis.