• 한국신뢰성학회:학술대회논문집
• /
• 한국신뢰성학회 2000년도 춘계학술대회 발표논문집
• /
• pp.213-222
• /
• 2000

In present study, a stochastic model is developed for the low cycle fatigue life prediction and reliability assessment of 316L stainless steel under variable multiaxial loading. In the proposed model, fatigue phenomenon is considered as a Markov process, and damage vector and reliability are defined on every plane. Any low cycle fatigue damage evaluating method can be included in the proposed model. The model enables calculation of statistical reliability and crack initiation direction under variable multiaxial loading, which are generally not available. In present study, a critical plane method proposed by Kandil et al., maximum tensile strain range, and von Mises equivalent strain range are used to calculate fatigue damage. When the critical plane method is chosen, the effect of multiple critical planes is also included in the proposed model. Maximum tensile strain and von Mises strain methods are used for the demonstration of the generality of the proposed model. The material properties and the stochastic model parameters are obtained from uniaxial tests only. The stochastic model made of the parameters obtained from the uniaxial tests is applied to the life prediction and reliability assessment of 316L stainless steel under variable multiaxial loading. The predicted results show good accordance with experimental results.

• Journal of applied mathematics & informatics
• /
• 제41권1호
• /
• pp.11-31
• /
• 2023

The paper presents a critical analysis of selected topics related to the modeling of interacting species in which prey has nonlinear reproduction, which is in competition with predator. The mathematical model's stochastic stability is investigated. The method of designing appropriate Lyapunov functions is used to identify permanence conditions among the parameters of the model and conditions for the structure to no longer be extinct. The system's two-dimensional diffusive stability is regarded and studied. The system experiences the process of saddle-node bifurcation by varying the death rate of predator parameter. Further effects of parameters that undergo inherent oscillations are numerically investigated, revealing that as the intensity of predation parameter b is increased, the device encounters non-periodic and damped oscillations.

• 한국지진공학회논문집
• /
• 제16권1호
• /
• pp.27-35
• /
• 2012

이 연구에서는 추계학적 그린함수법에 의한 단층 모델을 이용하여 지진파를 합성하고 단층 파라미터의 변화에 의한 지반 운동의 차이를 평가하였다. 모멘트 규모 6.5의 단층을 예제로 선정하였고 아스페리티 면적의 통계값을 이용하여 슬립의 분포를 모델링하였다. 평가를 위해 고려된 단층 파라미터들은 진원의 위치, 전단파 속도 대비 파열 전파속도 비, 상승시간, 절점주파수 그리고 고주파감쇠 필터 등 이었다. 요소지진원에 적용된 파라미터들은 구조권역별 특성이 다른 지역의 값을 사용하였고 다른 파라미터들은 발생 가능한 임의의 값을 사용하였다. 생성된 지반운동 시간이력으로부터 응답스펙트럼을 작성하였으며, 파라미터의 값을 달리하여 비교하였다. 이로부터 각각의 단층파라미터에 의해 영향을 받는 주파수 구간 및 스펙트럼 가속도의 차이를 평가하였다.

• Structural Engineering and Mechanics
• /
• 제20권1호
• /
• pp.85-110
• /
• 2005

This paper aims at formulating various statistical models for the study of a ten year Weigh-in-Motion (WIM) data collected from various WIM stations in Hong Kong. In order to study the bridge live load model it is important to determine the mathematical distributions of different load affecting parameters such as gross vehicle weights, axle weights, axle spacings, average daily number of trucks etc. Each of the above parameters is analyzed by various stochastic processes in order to obtain the mathematical distributions and the Maximum Likelihood Estimation (MLE) method is adopted to calculate the statistical parameters, expected values and standard deviations from the given samples of data. The Kolmogorov-Smirnov (K-S) method of approach is used to check the suitability of the statistical model selected for the particular parameter and the Monte Carlo method is used to simulate the distributions of maximum value stochastic processes of a series of given stochastic processes. Using the statistical analysis approach the maximum value of gross vehicle weight and axle weight in bridge design life has been determined and the distribution functions of these parameters are obtained under both free-flowing traffic and dense traffic status. The maximum value of bending moments and shears for wide range of simple spans are obtained by extrapolation. It has been observed that the obtained maximum values of the gross vehicle weight and axle weight from this study are very close to their legal limitations of Hong Kong which are 42 tonnes for gross weight and 10 tonnes for axle weight.

• Structural Engineering and Mechanics
• /
• 제15권4호
• /
• pp.381-394
• /
• 2003

While constructing multistorey buildings with reinforced concrete framed structures it is a common practice to provide parking space for vehicles at the ground floor level. This floor will generally consist of open frames without any infilled walls and is called an open-storey. From a post disaster damage survey carried out, it was noticed that during the January 26, 2001 Bhuj (Gujarat, India) earthquake, a large number of reinforced concrete framed buildings with open-storey at ground floor level, suffered extensive damage and in some cases catastrophic collapse. This has brought into sharp focus the need to carry out systematic studies on the seismic vulnerability of such buildings. Determination of vulnerability requires realistic structural response estimations taking into account the stochasticity in the loading and the system parameters. The stochastic finite element method can be effectively used to model the random fields while carrying out such studies. This paper presents the details of stochastic finite element analysis of a five-storey three-bay reinforced concrete framed structure with open-storey subjected to standard seismic excitation. In the present study, only the stochasticity in the system parameters is considered. The stochastic finite element method used for carrying out the analysis is based on perturbation technique. Each random field representing the stochastic geometry/material property is discretised into correlated random variables using spatial averaging technique. The uncertainties in geometry and material properties are modelled using the first two moments of the corresponding parameters. In evaluating the stochastic response, the cross-sectional area and Young' modulus are considered as independent random fields. To study the influence of correlation length of random fields, different correlation lengths are considered for random field discretisation. The spatial expectations and covariances for displacement response at any time instant are obtained as the output. The effect of open-storey is modelled by suitably considering the stiffness of infilled walls in the upper storey using cross bracing. In order to account for changes in soil conditions during strong motion earthquakes, both fixed and hinged supports are considered. The results of the stochastic finite element based seismic analysis of reinforced concrete framed structures reported in this paper demonstrate the importance of considering the effect of open-storey with appropriate support conditions to estimate the realistic response of buildings subjected to earthquakes.

• Structural Engineering and Mechanics
• /
• 제25권1호
• /
• pp.21-37
• /
• 2007

In this study a stochastic approach for linear viscous dampers design adopted for seismic protection of buildings is developed. Devices optimal placement into the main structure and their mechanical parameters are attained by means of a reliability-based optimum design criterion, in which an objective function (O.F.) is minimized, subject to a stochastic constraint. The seismic input is modelled by a non stationary modulated Kanai Tajimi filtered stochastic process. Building is represented by means of a plane shear type frame model. The selected criterion for the optimization searches the minimum of the O.F., here assumed to be the cost of the seismic protection, i.e., assumed proportional to the sum of added dampings of each device. The stochastic constraint limits a suitable approximated measure of the structure failure probability, here associated to the maximum interstorey drift crossing over a given threshold limit, related, according with modern Technical Codes, to the required damage control.

• Structural Engineering and Mechanics
• /
• 제4권6호
• /
• pp.703-715
• /
• 1996

In stochastic analysis, the randomness of the structural parameters is taken into consideration and the response variability is obtained in addition to the conventional (mean) response. In the present paper the structural response variability of plate structure is calculated using the weighted integral method and is compared with the results obtained by different methods. The stochastic field is assumed to be normally distributed and to have the homogeneity. The decomposition of strain-displacement matrix enabled us to extend the formulation to the stochastic analysis with the quadratic elements in the weighted integral method. A new auto-correlation function is derived considering the uncertainty of plate thickness. The results obtained in the numerical examples by two different methods, i.e., weighted integral method and Monte Carlo simulation, are in a close agreement. In the case of the variable plate thickness, the obtained results are in good agreement with those of Lawrence and Monte Carlo simulation.

• Geomechanics and Engineering
• /
• 제3권2호
• /
• pp.153-167
• /
• 2011

Traditional design methods of bearing capacity of shallow foundations are deterministic in the sense that they do not explicitly consider the inherent uncertainty associated with the factors affecting bearing capacity. To account for such uncertainty, available deterministic methods rather employ a fixed global factor of safety that may lead to inappropriate bearing capacity predictions. An alternative stochastic approach is essential to provide a more rational estimation of bearing capacity. In this paper, the likely distribution of predicted bearing capacity of strip footings subjected to vertical loads is obtained using a stochastic approach based on the Monte Carlo simulation. The approach accounts for the uncertainty associated with the soil shear strength parameters: cohesion, c, and friction angle, ${\phi}$, and the cross correlation between c and ${\phi}$. A set of stochastic design charts that assure target reliability levels of 90% and 95%, are developed for routine use by practitioners. The charts negate the need for a factor of safety and provide a more reliable indication of what the actual bearing capacity might be.

• Journal of the Korean Society for Industrial and Applied Mathematics
• /
• 제27권3호
• /
• pp.180-193
• /
• 2023

Approximating the implied volatilities and estimating the model parameters are important topics in quantitative finance. This study proposes an approximation formula for short-maturity near-the-money implied volatilities in stochastic volatility models. A general second-order nonlinear PDE for implied volatility is derived in terms of time-to-maturity and log-moneyness from the Feyman-Kac formula. Using regularity conditions and the Taylor expansion, an approximation formula for implied volatility is obtained for short-maturity nearthe-money call options in two stochastic volatility models: Heston model and SABR model. In addition, we proposed a novel numerical method to estimate model parameters. This method reduces the number of model parameters that should be estimated. Generating sample data on log-moneyness, time-to-maturity, and implied volatility, we estimate the model parameters fitting the sample data in the above two models. Our method provides parameter estimates that are close to true values.

• 품질경영학회지
• /
• 제41권3호
• /
• pp.465-474
• /
• 2013

Purpose: To provide a variety of stable military supplies, risk should be avoided or removed. This paper aims to provide an objective method of risk assesment for risk matrix to evaluate risk level. Methods: According to previous results of risk assesment through risk matrix, some parameters and probability density functions, which include characteristics of military supplies, are selected and Risk matrix is modelled based on that. Results: Results show that a proposed method can evaluate objectively risk level through the stochastic modelling and provide well-balanced risk assessments by categorizing into 3 levels such as high, middle and low level risk. Conclusion: A current risk assessment method includes substantial subjectivity of risk assessment and as a problem about military supplies comes up, we can not show any appropriate evidences for decision of risk assessment. We propose an objective scheme employing stochastic modelling with parameters and probability density functions.