• Title/Summary/Keyword: first-passage probability method

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Evaluation of Allowable Criteria in First-Passage Probability Method for Caisson Sliding of Vertical Breakwater (직립방파제의 케이슨 활동에 대한 최초통과확률법의 허용기준 산정)

  • Kim, Seung-Woo;Suh, Kyung-Duck
    • Journal of Korean Society of Coastal and Ocean Engineers
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    • v.25 no.5
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    • pp.317-326
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    • 2013
  • Probabilistic design methods can consider uncertainties of design variables and are widely used in the design of vertical breakwaters. The probabilistic design methods include a partial safety factor method, reliabilitybased design method, and performance-based design method. Especially the performance-based design method calculates the accumulated sliding distance during the lifetime of the breakwater or during a design storm. Recently a time-dependent performance-based design method has been developed based on the first-passage probability of individual sliding distance during a design storm. However, because the allowable criteria in the first-passage probability method are not established, the stability of structures cannot be quantitatively evaluated. In this study, the allowable first-passage probabilities for two limit states are proposed by calculating the first-passage probabilities for the cross-sections designed with various water depths and characteristics of extreme wave height distributions. The allowable first-passage probabilities are proposed as 5% and 1%, respectively, for the repairable limit state (allowable individual sliding distance of 0.03 m) and ultimate limit state (allowable individual sliding distance of 0.1 m). The proposed criteria are applied to the evaluation of the effect of wave-height increase due to climate change on the stability of the breakwater.

Development of Time-Dependent Reliability-Based Design Method Based on Stochastic Process on Caisson Sliding of Vertical Breakwater (직립방파제의 케이슨 활동에 대한 확률과정에 기반한 시간의존 신뢰성 설계법 개발)

  • Kim, Seung-Woo;Cheon, Sehyeon;Suh, Kyung-Duck
    • Journal of Korean Society of Coastal and Ocean Engineers
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    • v.24 no.5
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    • pp.305-318
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    • 2012
  • Although the existing performance-based design method for the vertical breakwater evaluates an average sliding distance during an arbitrary time, it does not calculate the probability of the first occurrence of an event exceeding an allowable sliding distance(i.e. the first-passage probability). Designers need information about the probability that the structure is damaged for the first time for not only design but also maintenance and operation of the structure. Therefore, in this study, a time-dependent reliability design method based on a stochastic process is developed to evaluate the first-passage probability of caisson sliding. Caisson sliding can be formulated by the Poisson spike process because both occurrence time and intensity of severe waves causing caisson sliding are random processes. The occurrence rate of severe waves is expressed as a function of the distribution function of sliding distance and mean occurrence rate of severe waves. These values simulated by a performance-based design method are expressed as multivariate regression functions of design variables. As a result, because the distribution function of sliding distance and the mean occurrence rate of severe waves are expressed as functions of significant wave height, caisson width, and water depth, the first-passage probability of caisson sliding can be easily evaluated.

Structural Reliability Analysis of Linear Dynamic Systems with Random Properties (확률론적 선형 동적계의 구조신뢰성 해석)

  • Kim, In-Hack;Yang, Young-Soon
    • Journal of the Society of Naval Architects of Korea
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    • v.34 no.4
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    • pp.91-98
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    • 1997
  • Most dynamic systems have various random properties m excitation and system parameters. In this paper, a procedure for structural response and reliability analysis is proposed for the linear dynamic system with random properties in both excitation and system parameters. The system parameter and response with random properties are modeled by the perturbation technique, and then the response analysis is formulated by probabilistic and vibration theories. Probabilistic FEM is also used for the calculation of mean response which is difficult by the proposed response model. The first passage analysis by the integral equation method is used to analyze the probability of failure. The integral equation method results in the first passage probability in terms of crossing rates and first passage probability densities. In this study it is assumed that excitations, system parameters and responses are Gaussian. As an application example, the probabilities of failure at transient state are calculated for a sdof system with random mass and spring constant subjected to stationary white-noise excitation and the results are compared to those of numerical simulation.

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Stochastic control approach to reliability of elasto-plastic structures

  • Au, Siu-Kui
    • Structural Engineering and Mechanics
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    • v.32 no.1
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    • pp.21-36
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    • 2009
  • An importance sampling method is presented for computing the first passage probability of elasto-plastic structures under stochastic excitations. The importance sampling distribution corresponds to shifting the mean of the excitation to an 'adapted' stochastic process whose future is determined based on information only up to the present. A stochastic control approach is adopted for designing the adapted process. The optimal control law is determined by a control potential, which satisfies the Bellman's equation, a nonlinear partial differential equation on the response state-space. Numerical results for a single-degree-of freedom elasto-plastic structure shows that the proposed method leads to significant improvement in variance reduction over importance sampling using design points reported recently.

Evaluation of structural dynamic responses by stochastic finite element method

  • Li, Q.S.;Fang, J.Q.;Liu, D.K.
    • Structural Engineering and Mechanics
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    • v.8 no.5
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    • pp.477-490
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    • 1999
  • The uncertainties associated with structural parameters and dynamic loading are identified and discussed. Structural parametric uncertainties are treated as random variables and dynamic wind load is simulated as a random process. Dynamic wind-induced responses of structures with parametric uncertainties are investigated by using stochastic finite element method. The formulas for structural dynamic reliability analysis considering the randomness of structural resistance and loading are proposed. Two numerical examples of high-rise structures are presented to illustrate the proposed methodology. The calculated results demonstrate that the variation in structural parameters indeed influences the dynamic response and the first passage probability evaluation of structures.

Effects of Flow Diretion and Annular Gap Size on the Flow Pattern and Void Distribution in a Vertical Two-Phase Flow(I) - In Case of Upward Flow - (수직이상유에서 유동방향과 동심원관 간극이 유동양식과 보이드분포에 미치는 영향 (I))

  • 손병진;김인석;김문철
    • Transactions of the Korean Society of Mechanical Engineers
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    • v.11 no.5
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    • pp.856-866
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    • 1987
  • In the present paper a statistical method using probability density function has been applied to investigate experimentally the flow patterns and fluctuations of time-averaged local void fraction in air-water two-phase mixtures which flow vertically upwards in concentric annuli. This study was carried out using three vertical concentric annuli. The annular test section consists of a lucite outer tube whose inside diameter is 38mm and a stainless steel inner rod. The rod diameter is either 12mm, 16mm or 20mm. The two-phase flow patterns observed in the experiment were bubbly, slug, annular and each transition patterns. It was first demonstrated that the variance, coefficients of skewness and kurtosis calculated from probability density function on time-averaged local void fraction can be used to identify the flow patterns in the annular passage, and the fluctuation of time-averaged local void fraction varies with the radial position in annular gap and the flow pattern.

Classification of Precipitation Regions Associated with Extratropical Cyclone in Korea (한국(韓國)의 온대저기압성(溫帶低氣壓性) 강수지역(降水地域) 구분(區分))

  • Kim, Sung-Ryul;Yang, Jin-Suk
    • Journal of the Korean association of regional geographers
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    • v.1 no.1
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    • pp.45-60
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    • 1995
  • The purpose of this study is to classify the Korean precipitation regions on the basis of the characteristics of extratropical cyclonic precipitation. From now on, extratropical cyclone is called cyclone in short. By using factor analysis and Ward method in cluster analysis, precipitation regions on the basis of the characteristics of cyclonic precipitation are classified The principal data used in this study are daily precipitation records obtained from 60 weather stations of the Korea Meteorological Service during the ten years($1981{\sim}1990$), and weather charts published by the Japan Meteorological Agency. The results obtained in this study are summarized as follows: (1) In the factor analysis using 43 variables which have relation to the extratropical cyclonic precipitations, They are seven factors whose eigenvalues are above 1.0. This explains 86 percent of total amount. The first factor explains the characteristics of precipitation in the middle-west area and its contribution degree has the highest 10.9 percent. (2) According to the cluster analysis method of Ward, extratropical cyclonic precipitation regions are classified seven macro regions(such as Kyungki and North Youngseo, Youngdong and Ullungdo, Hoseo and South Youngseo, Honam and Northwest Chejudo, Southeast Chejudo, North Youngnam, and South Youngnam), 22 meso regions. (3) The characteristics of precipitation regions have relations to the path of cyclone, the direction of air inflow and the strike of mountain ranges. As the conclusion, the Central China Low brings much precipitation in the southern coast and southern area of Korea as moving to the northeastward. The North China Low moves eastward and brings much precipitation in the western area of the Taeback mountain ranges. The probability of extratropical cyclonic precipitation is the lowest in the inland of Yeongnam and the eastern coastal areas which belong to the rain shadow region. Namely, The seasonal and spatial characteristics of precipitation are closely associated with the path of cyclone and the direction of air inflow according to its passage, and the strike of mountain ranges.

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