• Computational Structural Engineering
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• v.5 no.1
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• pp.97-108
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• 1992

This paper is an attempt to account for the uncertainty of the residual strength in the reliability analysis of structural systems. For this purpose the stochastic finite element method(SFEM) is linked to the system reliability analysis procedure. The stochastic finite element is known to be able to a more explicitly consider the effect of uncerainties of material and geometric variables on those of load effects in structural analysis procedure. The method has been applied to system as well as component reliability analysis of a plane structure. Comparison of the results by the present approach is made with the method in which the residual strength of failed component is treated as deterministic variable. Several case studies have been carried to show the effect of uncertainty in residual strength of a member after failure. Is has been conformed that reidual strength very much affect the system reliability level. It can be, hence, concluded that the uncertainties in the post-ultirnate behaviour may have to be taken into account in the system reliability analysis for a better a ssessment of the system reliability especially for a structure of which member behaviour is modelled as asemi-brittle model. And then the stochastic finite element method can efficiently evaluate the system reliability.

• Proceedings of the Korean Society of Precision Engineering Conference
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• 2005.06a
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• pp.602-606
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• 2005

A systematic procedure of probability analysis for general distributions is developed based on the first four moments estimated from polynomial interpolation of the system response function and the Pearson system. The function approximation is based on a specially selected experimental region for accuracy and the number of function evaluations is taken equal to that of the unknown coefficient for efficiency. For this purpose, three error-minimizing conditions are proposed and corresponding canonical experimental regions are formed for popular probability. This approach is applied to study the stochastic properties of the performance functions of a MEMS structure, which has quite large fabrication errors compared to other structures. Especially, the vibratory micro-gyroscope is studied using the statistical moments and probability density function (PDF) of the performance function to be the difference between resonant frequencies corresponding to sensing and driving mode. The results show that it is very sensitive to the fabrication errors and that the types of PDF of each variable also affect the stochastic properties of the performance function although they have same the mean and variance.

• Journal of the Korean Society of Safety
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• v.25 no.3
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• pp.91-99
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• 2010

In this study, the advanced numerical algorithm is developed which can performed the static and dynamic stochastic finite element analysis by considering the effect of uncertainties included in the member stiffness of steel cable-stayed bridges and seismic load. After conducting the linear and nonlinear initial shape analysis, the advanced numerical algorithm is the assessment tool which can performed structural the response analysis considering the static linearity and non-linearity of before or after induced intial tensile force, and examined the reliability assessment more efficiently. The verification of the developed numerical algorithm is evaluated by analyzing the regression analysis and coefficient of correlation using the direct monte carlo simulation. Also, the dynamic response characteristic and coefficient of variation of the steel cable-stayed bridge is calculated by considering the uncertainty of random variables using the developed numerical algorithm. In addition, the quantitative structural safety of the steel cable-stayed bridges is evaluated by conducting the reliability assessment based upon the dynamic stochastic finite element analysis result.

• Smart Structures and Systems
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• v.10 no.2
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• pp.89-110
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• 2012

This study was intended to efficiently perform the probabilistic optimal safety assessment of steel cable-stayed bridges (SCS bridges) using stochastic finite element analysis (SFEA) and expected life-cycle cost (LCC) concept. To that end, advanced probabilistic finite element algorithm (APFEA) which enables to execute the static and dynamic SFEA considering aleatory uncertainties contained in random variable was developed. APFEA is the useful analytical means enabling to conduct the reliability assessment (RA) in a systematic way by considering the result of SFEA based on linearity and nonlinearity of before or after introducing initial tensile force. The appropriateness of APFEA was verified in such a way of comparing the result of SFEA and that of Monte Carlo Simulation (MCS). The probabilistic method was set taking into account of analytical parameters. The dynamic response characteristic by probabilistic method was evaluated using ASFEA, and RA was carried out using analysis results, thereby quantitatively calculating the probabilistic safety. The optimal design was determined based on the expected LCC according to the results of SFEA and RA of alternative designs. Moreover, given the potential epistemic uncertainty contained in safety index, failure probability and minimum LCC, the sensitivity analysis was conducted and as a result, a critical distribution phase was illustrated using a cumulative-percentile.

• Journal of the Korean Society of Fisheries and Ocean Technology
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• v.34 no.3
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• pp.328-338
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• 1998

It is main objective of this approach to present a method to analyse stochastic design sensitivity for problems of structural dynamics with randomness in design parameters. A combination of the adjoint variable approach and the second oder perturbation method is used in the finite element approach. An alternative form of the constant functional that holds for all times is introduced to consider the time response of dynamic sensitivity. The terminal problem of the adjoint system is solved using equivalent homogeneous equations excited by initial velocities. The numerical procedures are shown to be much more efficient when based on the fold superposition method : the generalized co-ordinates are normalized and the correlated random variables are transformed to uncorrelated variables, where as the secularities are eliminated by the fast Fourier transform of complex valued sequences. Numerical algorithms have been worked out and proved to be accurate and efficient : they codes whose element derivative matrices can be explicitly generated. The numerical results of two cases - 2-dimensional portal frame and 3/4-cylindrical shell structure - for the deterministic and stochastic sensitivity analysis illustrates in this paper.

• The Journal of Asian Finance, Economics and Business
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• v.8 no.1
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• pp.751-758
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• 2021

This research is conducted to measure the efficiency level of Islamic banking in Indonesia and also to analyze the factors that can affect its efficiency level. This research used a purposive sampling technique to determine the sample size that will be used, with criteria that the bank has been operating since 2010 and consistently published its financial reports during the research period from 2011 until 2019; therefore, the total sample obtained was 11 samples. Analysis for efficiency level is done by using linear programming Stochastic Frontier Analysis (SFA), with test tool in the form of Frontier 4.1 and Eviews9 to find out what factors that affect efficiency. Efficiency test is done by involving input and output, while influence test used bank-specific variables comprising bank size, bank financial ratio, and macro-economy variable. Research result shows that there are only two banks that are almost close to being fully efficient firms, but the result still does not indicate that Islamic bank works efficiently. Results of the influence test show that factors affecting Islamic banking efficiency in Indonesia are bank size, Capital Adequacy Ratio (CAR), Non-Performing Finance (NPF), and Financing to Deposit Ratio (FDR), while other factors are not influential over the study period.

• Steel and Composite Structures
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• v.44 no.5
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• pp.651-676
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• 2022

Most of the experimental, theoretical, and numerical studies on the stability of functionally graded composites are deterministic, while there are full of complex interactions of variables with an inherently probabilistic nature, this paper presents a non-intrusive framework to investigate the stochastic nonlinear buckling behaviors of porous functionally graded cylindrical shells exposed to inevitable source-uncertainties. Euler-Lagrange equations are theoretically derived based on the three variable refined shear deformation theory. Closed-form solutions for the shell buckling loads are achieved by solving the deterministic eigenvalue problems. The analytical results are verified with numerical results obtained from finite element analyses that are conducted in the commercial software ABAQUS. The non-intrusive framework is completed by integrating the Monte Carlo simulation with the verified closed-form solutions. The convergence studies are performed to determine the effective pseudorandom draws of the simulation. The accuracy and efficiency of the framework are verified with statistical results that are obtained from the first and second-order perturbation techniques. Eleven cases of individual and compound uncertainties are investigated. Sensitivity analyses are conducted to figure out the five cases that have profound perturbative effects on the shell buckling loads. Complete probability distributions of the first three critical buckling loads are completely presented for each profound uncertainty case. The effects of the shell thickness, volume fraction index, and stochasticity degree on the shell buckling load under compound uncertainties are studied. There is a high probability that the shell has non-unique buckling modes in stochastic environments, which should be known for reliable analysis and design of engineering structures.

• Journal of the Korean Statistical Society
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• v.29 no.4
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• pp.407-422
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• 2000

This article is concerned with the selecting predictor variables to be included in building a class of binary response t-link regression models where both probit and logistic regression models can e approximately taken as members of the class. It is based on a modification of the stochastic search variable selection method(SSVS), intended to propose and develop a Bayesian procedure that used probabilistic considerations for selecting promising subsets of predictor variables. The procedure reformulates the binary response t-link regression setup in a hierarchical truncated normal mixture model by introducing a set of hyperparameters that will be used to identify subset choices. In this setup, the most promising subset of predictors can be identified as that with highest posterior probability in the marginal posterior distribution of the hyperparameters. To highlight the merit of the procedure, an illustrative numerical example is given.

• 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.

• Bulletin of the Korean Mathematical Society
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• v.53 no.5
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• pp.1497-1530
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• 2016

External barrier options are two-asset options with stochastic variables where the payoff depends on one underlying asset and the barrier depends on another state variable. The barrier state variable determines whether the option is knocked in or out when the value of the variable is above or below some prescribed barrier level. This paper derives the explicit analytic solution of the chained option with an external single or double barrier by utilizing the probabilistic methods - the reflection principle and the change of measure. Before we do this, we examine the closed-form solution of the external barrier option with a single or double-curved barrier using the methods of image and double Mellin transforms. The exact solution of the external barrier option price enables us to obtain the pricing formula of the chained option with the external barrier more easily.