• Title/Summary/Keyword: nonlinear ARCH

Search Result 105, Processing Time 0.024 seconds

A Geometrically Nonlinear Dynamic Analysis of Shallow Circular Arches Using Total Lagrangian Formulation (Total Lagrangian 문제형성에 의한 낮은 원호아치의 동적 비선형거동 해석)

  • Kim, Yun Tae;Kim, Moon Kyum;Hwang, Hak Joo
    • KSCE Journal of Civil and Environmental Engineering Research
    • /
    • v.10 no.2
    • /
    • pp.39-48
    • /
    • 1990
  • For shallow circular arches with large dynamic loading, use of linear analysis is no longer considered as practical and accurate. In this study, a method is presented for the dynamic analysis of the shallow circular arches in which geometric nonlinearity is dominant. A program is developed for analysis of the nonlinear dynamic behavior and for evaluation of the critical buckling loads of the shallow circular arches. Geometric nonlinearity is modeled using Lagrangian description of the motion and finite element analysis procedure is used to solve the dynamic equations of motion in which Newmark method is adopted as a time marching scheme. A shallow circular arch subject to radial step load is analyzed and the results are compared with those from other researches to verify the developed program. The critical buckling loads of shallow arches are evaluated using the non-dimensional parameter. Also, the results are compared with those from linear analysis.

  • PDF

Development of Nonlinear Dynamic Program for Buckling Analysis of Plane Circular Arches (평면 원호아치의 좌굴해석을 위한 동적 비선형해석 프로그램의 개발)

  • 허택녕;오순택
    • Computational Structural Engineering
    • /
    • v.7 no.1
    • /
    • pp.69-81
    • /
    • 1994
  • This paper summarizes a dynamic analysis of the shallow circular arches under dynamic loading, considering the geometric nonlinearity. The major emphasis is placed on the development of computer program, which is utilized for the analysis of the nonlinear dynamic behavior and for the evaluation of the critical buckling loads of the shallow circular arches. Geometric nonlinearity is modeled using Lagrangian description of the motion and a finite element analysis procedure is used to solve the dynamic equation of motion. A circular arch subject to normal step load is analyzed and the results are compared with those from other researches to verify the developed program. The critical buckling loads of arches are estimated using the non-dimensional time, load and shape parameters and the results are also compared with those from the linear analysis. It is found that geometric nonlinearity plays and important role in the analysis of shallow arches and the probability of buckling failure is getting higher as arches become shallower.

  • PDF

Mechanical Characteristic Test of Architectural ETFE Film Membrane (크기최적화 이후에 나타나는 공간구조물의 후 좌굴 거동 변화에 대한 연구)

  • Lee, Sang-Jin;Jung, Ji-Myoung
    • Journal of Korean Association for Spatial Structures
    • /
    • v.9 no.3
    • /
    • pp.75-82
    • /
    • 2009
  • This paper investigates the variation of post-buckling behaviours of spatial structures after sizing optimization with linear assumptions. The mathematical programming technique is used to produce the optimum member size of spatial structures against external load. Total weight of structure is considered as the objective function to be minimized and the displacement occurred at loading point and member stresses of structures are used as the constraint functions. The finite difference method is used to calculate the design sensitivity of objective function with respect to design variables. The post-buckling analysis carried out by using the geometrically nonlinear finite element analysis code ISADO-GN. It is found to be that there is a huge difference between the post buckling behaviours of the initial and optimized structures. Therefore, the stability of optimized spatial structures with linear assumption should be throughly checked by appropriate nonlinear analysis techniques. Finally, the present numerical results are provided as benchmark test suite for future study of large spatial structures.

  • PDF

In-Plane Buckling Behavior of Fixed Shallow Parabolic Arches (고정지점을 갖는 낮은 포물선 아치의 면내 좌굴거동)

  • Moon, Jiho;Yoon, Ki-Yong;Lee, Hak-Eun
    • KSCE Journal of Civil and Environmental Engineering Research
    • /
    • v.28 no.1A
    • /
    • pp.79-87
    • /
    • 2008
  • This paper investigates the in-plane stability of fixed shallow arches. The shape of the arches is parabolic and the uniformly distributed load is used in the study. The nonlinear governing equilibrium equation of the general arch is adopted to derive the incremental form of the load-displacement relationship and the buckling load of the fixed shallow arches. From the results, it is found that buckling modes (symmetric or asymmetric) of the arches are closely related to the dimensionless rise H, which is the function of slenderness ratio and the rise to span ratio of such arches. Moreover, the threshold of different buckling modes and buckling load for fixed shallow arches are proposed. A series of finite element analysis are conducted and then compared with proposed ones. From the comparative study, the proposed formula provides the good prediction of the buckling load of fixed shallow arches.

A Laterally Driven Electromagnetic Microoptical Switch Using Lorentz force (로렌츠 힘을 이용한 평면구동형 마이크로 광스위치)

  • Han, Jeong-Sam;Ko, Jong-Soo
    • Journal of the Korean Society for Precision Engineering
    • /
    • v.22 no.10 s.175
    • /
    • pp.195-201
    • /
    • 2005
  • A laterally driven electromagnetic microactuator (LaDEM) is presented, and a micro-optical switch is designed and fabricated as a possible application. LaDEM provides parallel actuation of the microactuator to the silicon substrate surface (in-plane mode) by the Lorentz force. Poly-silicon-on-insulator (Poly-SOI) wafers and a reactive ion etching (RIE) process were used to fabricate high-aspect-ratio vertical microstructures, which allowed the equipment of a vertical micro mirror. A fabricated arch-shaped leaf spring has a thickness of $1.8{\mu}m$, width of $16{\mu}m$, and length of $800{\mu}m$. The resistance of the fabricated structure fer the optical switch was approximately 5$\Omega$. The deflection of the leaf springs increases linearly up to about 400 mA and then it demonstrates a buckling behavior around the current value. Owing to this nonlinear phenomenon, a large displacement of $60{\mu}m$ could be measured at 566 mA. The displacement-load relation and some dynamic characteristics are analyzed using the finite element simulations.

Theoretical Analysis at One Degree-at-Freedom Model for Rolling at Ships with Focus on Capsize (횡동요에 기인하는 전복에 대한 1-자유도계 모형의 이론해석)

  • Lee, Seung-Joan
    • Journal of the Society of Naval Architects of Korea
    • /
    • v.43 no.1 s.145
    • /
    • pp.22-31
    • /
    • 2006
  • Recent studies have shown that the short time solution of the equation of motion for the rolling of ships is important in deciding the possibility of capsize of ships due to the excessive heel. Since most of known solutions for nonlinear equations of motion are long time or steady periodic solutions, here a simple way is described to get the short time solutions of the Duffing equation, which was chosen for deriving a criterion for the capsize of the ship. With the small external rolling moment, we first assume the state of the small damping and near resonance. Then, for cases when the frequency of the external moment is higher than the resonant one, an inequality was derived as a criterion for the capsize. This gives the range of the initial condition and the magnitude of the external moment which should be avoided for a ship to be safe from capsize. Furthermore, from the linearized equation, it is also shown that a simple and self-explanatory solution can be obtained consistent with that for the case of no damping, which yields the well-known linear growth with time.

A Study on the Post-buckling Behaviour of Single-layer Domes exposed to Fire (화재에 노출된 단층 돔의 후좌굴 거동에 관한 연구)

  • Lee, Sang-Jin;Bae, Jungeun
    • Journal of the Architectural Institute of Korea Structure & Construction
    • /
    • v.35 no.8
    • /
    • pp.139-148
    • /
    • 2019
  • The lightweight structures such as domes are particularly vulnerable when it has been subjected to high temperature induced by the fire. It is therefore crucial to predict the possible instability path of structures exposed to the fire in structural design process. In this study, the instabilities of single-layer domes is investigated by using finite element technologies with the consideration of high temperature. The material properties of members under high temperature are considered by using the reduction factors which is provided in Eurocodes 3. Some damage patterns are assumed with use of a structural unit which is symmetric in radial direction. For numerical evaluations, the geometrically nonlinear truss element is implemented and the arch-length control method is employed to trace the post-buckling behaviour of domes. From numerical results, it is found to be that a significant change of post-buckling behaviour is detected in dome structures when structural members are exposed to the fire.

A Study on Developing a VKOSPI Forecasting Model via GARCH Class Models for Intelligent Volatility Trading Systems (지능형 변동성트레이딩시스템개발을 위한 GARCH 모형을 통한 VKOSPI 예측모형 개발에 관한 연구)

  • Kim, Sun-Woong
    • Journal of Intelligence and Information Systems
    • /
    • v.16 no.2
    • /
    • pp.19-32
    • /
    • 2010
  • Volatility plays a central role in both academic and practical applications, especially in pricing financial derivative products and trading volatility strategies. This study presents a novel mechanism based on generalized autoregressive conditional heteroskedasticity (GARCH) models that is able to enhance the performance of intelligent volatility trading systems by predicting Korean stock market volatility more accurately. In particular, we embedded the concept of the volatility asymmetry documented widely in the literature into our model. The newly developed Korean stock market volatility index of KOSPI 200, VKOSPI, is used as a volatility proxy. It is the price of a linear portfolio of the KOSPI 200 index options and measures the effect of the expectations of dealers and option traders on stock market volatility for 30 calendar days. The KOSPI 200 index options market started in 1997 and has become the most actively traded market in the world. Its trading volume is more than 10 million contracts a day and records the highest of all the stock index option markets. Therefore, analyzing the VKOSPI has great importance in understanding volatility inherent in option prices and can afford some trading ideas for futures and option dealers. Use of the VKOSPI as volatility proxy avoids statistical estimation problems associated with other measures of volatility since the VKOSPI is model-free expected volatility of market participants calculated directly from the transacted option prices. This study estimates the symmetric and asymmetric GARCH models for the KOSPI 200 index from January 2003 to December 2006 by the maximum likelihood procedure. Asymmetric GARCH models include GJR-GARCH model of Glosten, Jagannathan and Runke, exponential GARCH model of Nelson and power autoregressive conditional heteroskedasticity (ARCH) of Ding, Granger and Engle. Symmetric GARCH model indicates basic GARCH (1, 1). Tomorrow's forecasted value and change direction of stock market volatility are obtained by recursive GARCH specifications from January 2007 to December 2009 and are compared with the VKOSPI. Empirical results indicate that negative unanticipated returns increase volatility more than positive return shocks of equal magnitude decrease volatility, indicating the existence of volatility asymmetry in the Korean stock market. The point value and change direction of tomorrow VKOSPI are estimated and forecasted by GARCH models. Volatility trading system is developed using the forecasted change direction of the VKOSPI, that is, if tomorrow VKOSPI is expected to rise, a long straddle or strangle position is established. A short straddle or strangle position is taken if VKOSPI is expected to fall tomorrow. Total profit is calculated as the cumulative sum of the VKOSPI percentage change. If forecasted direction is correct, the absolute value of the VKOSPI percentage changes is added to trading profit. It is subtracted from the trading profit if forecasted direction is not correct. For the in-sample period, the power ARCH model best fits in a statistical metric, Mean Squared Prediction Error (MSPE), and the exponential GARCH model shows the highest Mean Correct Prediction (MCP). The power ARCH model best fits also for the out-of-sample period and provides the highest probability for the VKOSPI change direction tomorrow. Generally, the power ARCH model shows the best fit for the VKOSPI. All the GARCH models provide trading profits for volatility trading system and the exponential GARCH model shows the best performance, annual profit of 197.56%, during the in-sample period. The GARCH models present trading profits during the out-of-sample period except for the exponential GARCH model. During the out-of-sample period, the power ARCH model shows the largest annual trading profit of 38%. The volatility clustering and asymmetry found in this research are the reflection of volatility non-linearity. This further suggests that combining the asymmetric GARCH models and artificial neural networks can significantly enhance the performance of the suggested volatility trading system, since artificial neural networks have been shown to effectively model nonlinear relationships.

A Numerical Study on Inplane Nonlinear Buckling Strengths of New Arches Subjected to Uniformly Distributed Loading (수직등분포하중을 받는 신형식단면 원형아치리브의 비선형 면내좌굴강도에 대한 해석연구)

  • Park, Jong-Sup;Kang, Sung-Young
    • Journal of the Korea Academia-Industrial cooperation Society
    • /
    • v.13 no.1
    • /
    • pp.399-405
    • /
    • 2012
  • This paper investigates the characteristics of buckling loads for steel arches with new type cross section which is consisted of T-section and pipe-section. A general purpose finite-element program ABAQUS was used to evaluate the inelastic buckling strengths of the arches which included the influence of the geometric and material nonlinearity. According to the comparisons between earlier studies and results from finite-element analyses, new design equations should be developed for the new arches. New buckling factors were developed to consider influence of rise-to-span ratio and boundary conditions. It is found that the presented factors are sufficiently accurate to predict the inplane buckling loads of new type section steel arches subjected to uniformly distributed loading. The proposed equations can be used to investigate new type steel arches subjected to unsymmetrical loading and composited arches.

Tension Crack and Lateral Pressure on Gravity Wall Backfilled by Cohesive Soil : Undrained Analysis (점성토로 뒤채움된 중력식옹벽에서의 인장균열 및 수평토압 : 비배수 해석)

  • 정성교;김형수
    • Geotechnical Engineering
    • /
    • v.13 no.4
    • /
    • pp.135-148
    • /
    • 1997
  • Coulomb's theory has been usually used in practice to obtain lateral earth pressure against retaining wall. Such theory is based in the assumption that the lateral pressure is a tai angular distribution, since the point of applying the lateral thrust cannot be obtained by using it. However, the results of laboratory and field tests showed that the lateral pressure was not a triangular but a nonlinear distribution. To overcome the drawback of the Coulomb's theory, the different theoretical approaches(Handy, 1985. Kingsley, 1989 : Kellogg, 1993, Chung et at,1993, 1996a) were performed for gravity wall backfilled by cohesionless soil. On the other hand, for retaining wall backfilled by ,cohesive soil, theoretical analyses were carried out only on the basis of the Rankine's or Coulomb's concepts, but the equations showed different results. Here was newly derived the equations of lateral pressures under undrained condition against gravity wall backfilled by cohesive soil. They were based on the Coulomb's wedge, adopted the arching concept. Some of the equations were derived by neglecting tension crack, while the others by considering it. Comparative results for applying different examples showed that the equation considering tension crack might be reasonable.

  • PDF