• Title/Summary/Keyword: nonlinear ARCH

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Nonlinear Analysis Method by the Arc Length Method (Arc Length Method에 의한 비선형 문제의 해법)

  • 이대희;최종근
    • Computational Structural Engineering
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    • v.9 no.3
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    • pp.107-114
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    • 1996
  • The performance for the algorithm of the arc length method has been examined in terms of the choice of the tangential stiffness matrix through the analysis for the snap buckling phenomenon of the arch beam. The curved beam element with 2 nodes including shear effect has been formed by strain element technique and then it has been used in this nonlinear analysis. Snap-through characteristics has been examined with respect to the ratios of the arch beam length to hight.

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An Estimation of Nonlinear Time Series with ARCH errors using ECtBnS algorithm

  • Asato, Hajime;Miyagi, Hauao;Yamashita, Katsumi
    • Proceedings of the IEEK Conference
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    • 2000.07b
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    • pp.1111-1114
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    • 2000
  • In this paper, a method of estimating second-order Volterra model with ARCH errors is presented. Then we use an ECLMS algorithm for noise canceling of nonlinear time series. The validity of the proposed method is demonstrated for estimating second-order Volterra model with ARCH errors, using computer simulations.

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Seismic fragility evaluation of arch concrete dams through nonlinear incremental analysis using smeared crack model

  • Moradloo, Javad;Naserasadi, Kiarash;Zamani, Habib
    • Structural Engineering and Mechanics
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    • v.68 no.6
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    • pp.747-760
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    • 2018
  • In the present study, a methodology for developing fragilities of arch concrete dams to assess their performance against seismic hazards is introduced. Firstly, the probability risk and fragility curves are presented, followed by implementation and representation of the way this method is used. Amirkabir arch concrete dam was subjected to non-linear dynamic analyses. A modified three dimensional rotating smeared crack model was used to take the nonlinear behavior of mass concrete into account. The proposed model considers major characteristics of mass concrete. These characteristics are pre-softening behavior, softening initiation criteria, fracture energy conservation, suitable damping mechanism and strain rate effect. In the present analysis, complete fluid-structure interaction is included to account for appropriate fluid compressibility and absorptive reservoir boundary conditions. In this study, the Amirkabir arch concrete dam is subjected to a set of 8 three-component earthquakes each scaled to 10 increasing intensity levels. Using proposed nonlinear smeared crack model, nonlinear analysis is performed where the structure is subjected to a large set of scaled and un-scaled ground motions and the maximum responses are extracted for each one and plotted. Based on the results, fragility curves were plotted according to various and possible damages indexes. Discrete damage probabilities were calculated using statistical methods for each considered performance level and incremental nonlinear analysis. Then, fragility curves were constructed based on the lognormal distribution assumption. Two damage indexes were introduced and compared to one another. The results indicate that the dam has a proper stability under earthquake conditions at MCE level. Moreover, displacement damages index is more conservative and impractical in the fragility analysis than tensional damage index.

Underwater explosion and its effects on nonlinear behavior of an arch dam

  • Moradi, Melika;Aghajanzadeh, Seyyed Meisam;Mirzabozorg, Hasan;Alimohammadi, Mahsa
    • Coupled systems mechanics
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    • v.7 no.3
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    • pp.333-351
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    • 2018
  • In the present paper, the behavior of the Karaj double curvature arch dam is studied focusing on the effects of structural nonlinearity on the responses of the dam body when an underwater explosion occurred in the reservoir medium. The explosive sources are located at different distances from the dam and the effects of the cavitation and the initial shock wave of the explosion are considered. Different amount of TNT are considered. Two different linear and nonlinear behavior are assumed in the analysis and the dam body is assumed with and without contraction joints. Radial, tangential and vertical displacements of the dam crest are obtained. Moreover, maximum and minimum principal stress distributions are plotted. Based on the results, the dam body responses are sensitive to the insertion of joints and constitutive model considered for the dam body.

Arrival direction effects of travelling waves on nonlinear seismic response of arch dams

  • Akkose, Mehmet
    • Computers and Concrete
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    • v.18 no.2
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    • pp.179-199
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    • 2016
  • The aim of this study is to investigate arrival direction effects of travelling waves on non-linear seismic response of arch dams. It is evident that the seismic waves may reach on the dam site from any direction. Therefore, this study considers the seismic waves arrive to the dam site with different angles, ${\theta}=0^{\circ}$, $15^{\circ}$, $30^{\circ}$, $45^{\circ}$, $60^{\circ}$, $75^{\circ}$, and $90^{\circ}$ for non-linear analysis of arch dam-water-foundation interaction system. The N-S, E-W and vertical component of the Erzincan earthquake, on March 13, 1992, is used as the ground motion. Dam-water-foundation interaction is defined by Lagrangian approach in which a step-by-step integration technique is employed. The stress-strain behavior of the dam concrete is idealized using three-dimensional Drucker-Prager model based on associated flow rule assumption. The program NONSAP is employed in response calculations. The time-history of crest displacements and stresses of the dam are presented. The results obtained from non-linear analyses are compared with that of linear analyses.

Nonlinear analysis of thin shallow arches subject to snap-through using truss models

  • Xenidis, H.;Morfidis, K.;Papadopoulos, P.G.
    • Structural Engineering and Mechanics
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    • v.45 no.4
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    • pp.521-542
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    • 2013
  • In this study a truss model is used for the geometrically nonlinear static and dynamic analysis of a thin shallow arch subject to snap-through. Thanks to the very simple geometry of a truss, the equilibrium conditions can be easily written and the global stiffness matrix can be easily updated with respect to the deformed structure, within each step of the analysis. A very coarse discretization is applied; so, in a very simple way, the high frequency modes are suppressed from the beginning and there is no need to develop a complicated reduced-order technique. Two short computer programs have been developed for the geometrically nonlinear static analysis by displacement control of a plane truss model of a structure as well as for its dynamic analysis by the step-by-step time integration algorithm of trapezoidal rule, combined with a predictor-corrector technique. These two short, fully documented computer programs are applied on the geometrically nonlinear static and dynamic analysis of a specific thin shallow arch subject to snap-through.

BINARY RANDOM POWER APPROACH TO MODELING ASYMMETRIC CONDITIONAL HETEROSCEDASTICITY

  • KIM S.;HWANG S.Y.
    • Journal of the Korean Statistical Society
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    • v.34 no.1
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    • pp.61-71
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    • 2005
  • A class of asymmetric ARCH processes is proposed via binary random power transformations. This class accommodates traditional nonlinear models such as threshold ARCH (Rabemanjara and Zacoian (1993)) and Box-Cox type ARCH models(Higgins and Bera (1992)). Stationarity condition of the model is addressed. Iterative least squares(ILS) and pseudo maximum like-lihood(PML) methods are discussed for estimating parameters and related algorithms are presented. Illustrative analysis for Korea Stock Prices Index (KOSPI) data is conducted.

Dynamic Behavior of the Plane Circular Arches with the Shape Imperfections (형상불완전을 갖는 평면 원호 아치의 동적 거동)

  • 조진구
    • Magazine of the Korean Society of Agricultural Engineers
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    • v.43 no.3
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    • pp.85-93
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    • 2001
  • In this study, a computer program considering shape imperfections of arch under dynamic loading was developed. The shape imperfection of arch was assumed as higher degree polynomial expressed as $\omega$$_{i}$ = $\omega$$_{o}$ (1-(2$\chi$/L)$^{m}$ )$^n$and sinusoidal curve such as $\omega$$_{i}$ = $\omega$$_{o}$ sin(η$\pi$$\chi$/L). In finite element formulation, the material nonlinear behavior was assumed the elasto-viscoplastic model highly corresponding to the real behavior of the material and the geometrically nonlinear behavior was modeled using Lagrangian description of motion. Also, the behavior of steel was modeled by applying yield criteria of Von Mises. The developed program was applied to the analysis of the dynamic behavior for the clamped beam subjected to the concentrated load at midspan and the results were compared with those from other research to investigate accuracy of the presented finite element program. In numerical examples, the shape imperfections of L/500, L/1,000 and L/2,000 were considered and the modes of shape imperfections of the symmetric and antisymmetric were adopted. The effects of the shape imperfections on the dynamic behavior of arch were conspicuous and results of analysis indicate that the reasonable values of arch rise to arch span ratio ranged between 0.1 and 0.3.

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ON STRICT STATIONARITY OF NONLINEAR ARMA PROCESSES WITH NONLINEAR GARCH INNOVATIONS

  • Lee, O.
    • Journal of the Korean Statistical Society
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    • v.36 no.2
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    • pp.183-200
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    • 2007
  • We consider a nonlinear autoregressive moving average model with nonlinear GARCH errors, and find sufficient conditions for the existence of a strictly stationary solution of three related time series equations. We also consider a geometric ergodicity and functional central limit theorem for a nonlinear autoregressive model with nonlinear ARCH errors. The given model includes broad classes of nonlinear models. New results are obtained, and known results are shown to emerge as special cases.