• Title/Summary/Keyword: first-order moment method

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A Study for Robustness of Objective Function and Constraints in Robust Design Optimization

  • Lee Tae-Won
    • Journal of Mechanical Science and Technology
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    • v.20 no.10
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    • pp.1662-1669
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    • 2006
  • Since randomness and uncertainties of design parameters are inherent, the robust design has gained an ever increasing importance in mechanical engineering. The robustness is assessed by the measure of performance variability around mean value, which is called as standard deviation. Hence, constraints in robust optimization problem can be approached as probability constraints in reliability based optimization. Then, the FOSM (first order second moment) method or the AFOSM (advanced first order second moment) method can be used to calculate the mean values and the standard deviations of functions describing constraints and object. Among two methods, AFOSM method has some advantage over FOSM method in evaluation of probability. Nevertheless, it is difficult to obtain the mean value and the standard deviation of objective function using AFOSM method, because it requires that the mean value of function is always positive. This paper presented a special technique to overcome this weakness of AFOSM method. The mean value and the standard deviation of objective function by the proposed method are reliable as shown in examples compared with results by FOSM method.

A Study on the Risk Assessment of Small Reservoirs using Reliability Analysis Methods (신뢰도 분석기법을 이용한 소규모 저수지의 위험도 분석)

  • Kim, Mun-Mo;Park, Chang-Eon
    • Journal of Korea Water Resources Association
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    • v.33 no.1
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    • pp.15-30
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    • 2000
  • This study is to develop the applied method of reliability analysis to present risk - initial water level relationship in the small reservoir. To determine the reliability, the grasping of uncertainty sources is prerequisited and performance function is formulated. Reliability analysis method is a statistical method and the basic procedure of risk evaluation for overtopping of reservoir is as follows. 1. Define the risk criterion and performance function for the overtopping. 2. Determine the uncertainties of all the variables in the performance function. 3. Perform the risk analysis with suitable risk calculation method. Reliability analysis method such as Monte Carlo simulation(MCS) method and mean value first order second moment(MVFOSM) method are used to calculate the risk for reservoir. Finally, risk - initial water level relationship is established according to return period and it is useful for reservoir operation and safety assessment.ssment.

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Moment Lyapunov exponents of the Parametrical Hill's equation under the excitation of two correlated wideband noises

  • Janevski, Goran;Kozic, Predrag;Pavlovic, Ivan
    • Structural Engineering and Mechanics
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    • v.52 no.3
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    • pp.525-540
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    • 2014
  • The Lyapunov exponent and moment Lyapunov exponents of Hill's equation with frequency and damping coefficient fluctuated by correlated wideband random processes are studied in this paper. The method of stochastic averaging, both the first-order and the second-order, is applied. The averaged $It\hat{o}$ differential equation governing the pth norm is established and the pth moment Lyapunov exponents and Lyapunov exponent are then obtained. This method is applied to the study of the almost-sure and the moment stability of the stationary solution of the thin simply supported beam subjected to time-varying axial compressions and damping which are small intensity correlated stochastic excitations. The validity of the approximate results is checked by the numerical Monte Carlo simulation method for this stochastic system.

Estimation of load and resistance factors based on the fourth moment method

  • Lu, Zhao-Hui;Zhao, Yan-Gang;Ang, Alfredo H.S.
    • Structural Engineering and Mechanics
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    • v.36 no.1
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    • pp.19-36
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    • 2010
  • The load and resistance factors are generally obtained using the First Order Reliability Method (FORM), in which the design point should be determined and derivative-based iterations have to be used. In this paper, a simple method for estimating the load and resistance factors using the first four moments of the basic random variables is proposed and a simple formula for the target mean resistance is also proposed to avoid iteration computation. Unlike the currently used method, the load and resistance factors can be determined using the proposed method even when the probability density functions (PDFs) of the basic random variables are not available. Moreover, the proposed method does not need either the iterative computation of derivatives or any design points. Thus, the present method provides a more convenient and effective way to estimate the load and resistance factors in practical engineering. Numerical examples are presented to demonstrate the advantages of the proposed fourth moment method for determining the load and resistance factors.

Evaluation of moment amplification factors for RCMRFs designed based on Iranian national building code

  • Habibi, Alireza;Izadpanah, Mehdi;Rohani, Sina
    • Advances in concrete construction
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    • v.9 no.1
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    • pp.23-31
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    • 2020
  • Geometric nonlinearity can significantly affect load-carrying capacity of slender columns. Dependence of structural stability on columns necessitates the consideration of second-order effects in the design process of columns, appropriately. On the whole, the design codes present a simplified procedure for second order analysis of slender columns. In this approximate method, the end moments of columns resulted from linear analysis (first-order) are multiplied by the recommended moment amplification factors of codes to achieve magnified moments of the second-order analysis. In the other approach, the equilibrium equations are directly solved for the deformed configuration of structure, so the resulting moments and deflections contain the influence of slenderness and increase more rapidly than do loads. The aim of this study is to evaluate the accuracy of moment amplification factors of Iranian national building code whose provisions are similar to the ACI requirement. Herein, finite element method is used to achieve magnified end moments of reinforced concrete moment resisting frames, and the outcomes are compared with the moments acquired based on the proposed approximate method by Iranian national building code. The results show that the approximate method of Iranian code for calculating magnified moments has significant errors for both unbraced and braced columns.

A Study on the Design Sea-state Determination Using the IFOSM Method (역 일계이차 모멘트법을 이용한 설계 해상상태의 결정에 관한 연구)

  • Lee, Jae-Ohk;Rho, Jun-Bumn
    • Journal of the Society of Naval Architects of Korea
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    • v.47 no.3
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    • pp.447-453
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    • 2010
  • Response-based approach is getting more preferred in determining the design sea-state for offshore structures because traditional environment-based approach is known to yield a much conservative design condition. This paper introduces the inverse first-order second-moment (IFOSM) method as a response-based approach, which is expected to give a more feasible design condition at the cost of reasonable number of motion analyses. The IFOSM method is based on the theory of probability and adopts an optimization scheme to determine the design point. Both the design maximum response and design sea state can be obtained straightforwardly from the optimum. The IFOSM method has been applied to a turret-moored FPSO's design problem and showed its effectiveness in practical use.

Numerical Verification of the First Four Statistical Moments Estimated by a Function Approximation Moment Method (함수 근사 모멘트 방법에서 추정한 1∼4차 통계적 모멘트의 수치적 검증)

  • Kwak, Byung-Man;Huh, Jae-Sung
    • Transactions of the Korean Society of Mechanical Engineers A
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    • v.31 no.4
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    • pp.490-495
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    • 2007
  • This research aims to examine accuracy and efficiency of the first four moments corresponding to mean, standard deviation, skewness, and kurtosis, which are estimated by a function approximation moment method (FAMM). In FAMM, the moments are estimated from an approximating quadratic function of a system response function. The function approximation is performed on a specially selected experimental region for accuracy, and the number of function evaluations is taken equal to that of the unknown coefficients for efficiency. For this purpose, three error-minimizing conditions are utilized and corresponding canonical experimental regions constructed accordingly. An interpolation function is then obtained using a D-optimal design and then the first four moments of it are obtained as the estimates for the system response function. In order to verify accuracy and efficiency of FAMM, several non-linear examples are considered including a polynomial of order 4, an exponential function, and a rational function. The moments calculated from various coefficients of variation show very good accuracy and efficiency in comparison with those from analytic integration or the Monte Carlo simulation and the experimental design technique proposed by Taguchi and updated by D'Errico and Zaino.

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.

Reliability Analysis of Chloride Ion Penetration based on Level II Method for Marine Concrete Structure (해양 콘크리트 구조물에 대한 Level II 수준에서의 염소이온침투 신뢰성 해석)

  • Han, Sang-Hun
    • Journal of the Korea institute for structural maintenance and inspection
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    • v.12 no.6
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    • pp.129-139
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    • 2008
  • Due to uncertainty of numerous variables in durability model, a probalistic approach is increasing. Monte Carlo simulation (Level III method) is an easily accessible method, but requires a lot of repeated operations. This paper evaluated the effectiveness of First Order Second Moment method (Level II method), which is more convenient and time saving method than MCS, to predict the corrosion initiation in harbor concrete structure. Mean Value First Order Second Moment method (MV FOSM) and Advanced First Order Second Moment method (AFOSM) are applied to the error function solution of Fick's second law modeling chloride diffusion. Reliability index and failure probability based on MV FOSM and AFOSM are compared with the results by MCS. The comparison showed that AFOSM and MCS predict the similar reliability index and MV FOSM underestimates the probability of corrosion initiation by chloride attack. Also, the sensitivity of variables in durability model to corrosion initiation probability was evaluated on the basis of AFOSM. The results showed that AFOSM is a simple and efficient method to estimate the probability of corrosion initiation in harbor structures.

Reliability of microwave towers against extreme winds

  • Deoliya, Rajesh;Datta, T.K.
    • Structural Engineering and Mechanics
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    • v.6 no.5
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    • pp.555-569
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    • 1998
  • The reliability of antenna tower designed for a n-year design wind speed is determined by considering the variability of the strength of the component members and of the mean wind speed. For obtaining the n-year design wind speed, maximum annual wind speed is assumed to follow Gumbel Type-1 distribution. Following this distribution of the wind speed, the mean and standard deviation of stresses in each component member are worked out. The variability of the strength of members is defined by means of the nominal strength and a coefficient of variation. The probability of failure of the critical members of tower is determined by the first order second moment method (FOSM) of reliability analysis. Using the above method, the reliability against allowable stress failure of the critical members as well as the system reliabilities for a 75 m tall antenna tower, designed for n-year design wind speed, are presented.