• Title/Summary/Keyword: partial moments

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EULER-MARUYAMA METHOD FOR SOME NONLINEAR STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS WITH JUMP-DIFFUSION

  • Ahmed, Hamdy M.
    • Journal of the Korean Society for Industrial and Applied Mathematics
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    • v.18 no.1
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    • pp.43-50
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    • 2014
  • In this paper we discussed Euler-Maruyama method for stochastic differential equations with jump diffusion. We give a convergence result for Euler-Maruyama where the coefficients of the stochastic differential equation are locally Lipschitz and the pth moments of the exact and numerical solution are bounded for some p > 2.

A NEW KIND OF THE LAW OF THE ITERATED LOGARITHM FOR PRODUCT OF A CERTAIN PARTIAL SUMS

  • Zang, Qing-Pei
    • Bulletin of the Korean Mathematical Society
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    • v.48 no.5
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    • pp.1041-1046
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    • 2011
  • Let {X, $X_{i};\;i{\geq}1$} be a sequence of independent and identically distributed positive random variables. Denote $S_n= \sum\array\\_{i=1}^nX_i$ and $S\array\\_n^{(k)}=S_n-X_k$ for n ${\geq}$1, $1{\leq}k{\leq}n$. Under the assumption of the finiteness of the second moments, we derive a type of the law of the iterated logarithm for $S\array\\_n^{(k)}$ and the limit point set for its certain normalization.

The Structural Economical Efficiency Evaluation of Partially Restrained Composite CFT Column-to-Beam Connection (합성반강접 CFT기둥-보 접합부 구조의 경제성 평가)

  • Kim, Sun-Hee;Bang, Jung-Seok;Park, Young-Wook;Choi, Sung-Mo
    • Journal of Korean Society of Steel Construction
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    • v.24 no.1
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    • pp.109-117
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    • 2012
  • This study seeks to devise a design application for a beam structure with partially restrained composite connection to a CFT column. A cost-efficient and stable component is applied by adjusting the stiffness ratio of the column connection through partially restrained composite connection. Based on a review of the structure's stability, it was confirmed that in the case of a low-rise building as a moment frame, resistance without bracing is feasible because stiffness increased by virtue of the partial restrained composite connection by composite action. In the case of a high-rise building, lateral resistance load of moment frame was approximately 10% when proper partial restrained rate was at around 60%. With considerations related to economic efficiency, the partial restriction effect of the beam component was significantly activated by the uniform load, but that of the beam activated by concentrated load was not significantly indicative. The analysis indicated that 60% partial restrained girder at the connection was the most economical in the case of uniform load. It also showed that end moments can be reduced by approximately 25%.

Study on Dynamics Modeling and Depth Control for a Supercavitating Underwater Vehicle in Transition Phase (초공동 수중운동체의 천이구간 특성을 고려한 동역학 모델링 및 심도제어 연구)

  • Kim, Seon Hong;Kim, Nakwan
    • Journal of the Society of Naval Architects of Korea
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    • v.51 no.1
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    • pp.88-98
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    • 2014
  • A supercavitation is modern technology that can be used to reduce the frictional resistance of the underwater vehicle. In the process of reaching the supercavity condition which cavity envelops whole vehicle body, a vehicle passes through transition phase from fully-wetted to supercaviting operation. During this phase of flight, unsteady hydrodynamic forces and moments are created by partial cavity. In this paper, analytical and numerical investigations into the dynamics of supercavitating vehicle in transition phase are presented. The ventilated cavity model is used to lead rapid supercavity condition, when the cavitation number is relatively high. Immersion depth of fins and body, which is decided by the cavity profile, is calculated to determine hydrodynamical effects on the body. Additionally, the frictional drag reduction associated by the downstream flow is considered. Numerical simulation for depth tracking control is performed to verify modeling quality using PID controller. Depth command is transformed to attitude control using double loop control structure.

Thermal vibration analysis of thick laminated plates by the moving least squares differential quadrature method

  • Wu, Lanhe
    • Structural Engineering and Mechanics
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    • v.22 no.3
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    • pp.331-349
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    • 2006
  • The stresses and deflections in a laminated rectangular plate under thermal vibration are determined by using the moving least squares differential quadrature (MLSDQ) method based on the first order shear deformation theory. The weighting coefficients used in MLSDQ approximation are obtained through a fast computation of the MLS shape functions and their partial derivatives. By using this method, the governing differential equations are transformed into sets of linear homogeneous algebraic equations in terms of the displacement components at each discrete point. Boundary conditions are implemented through discrete grid points by constraining displacements, bending moments and rotations of the plate. Solving this set of algebraic equations yields the displacement components. Then substituting these displacements into the constitutive equation, we obtain the stresses. The approximate solutions for stress and deflection of laminated plate with cross layer under thermal load are obtained. Numerical results show that the MLSDQ method provides rapidly convergent and accurate solutions for calculating the stresses and deflections in a multi-layered plate of cross ply laminate subjected to thermal vibration of sinusoidal temperature including shear deformation with a few grid points.

Biomechanical Analysis of the Human Foot by Using Passive Elastic Characteristics of Joints (관절의 수동탄성특성을 이용한 족부의 생체역학적 해석)

  • 김시열;최현기
    • Journal of the Korean Society for Precision Engineering
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    • v.21 no.1
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    • pp.197-204
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    • 2004
  • In this study we presented kinematic and kinetic data of foot joints using approximated equations and partial plantar pressure during gait. The maximum angular displacements of each tarsometatarsal joint were found to range from 4$^{\circ}$to 7$^{\circ}$ and the maximum moments were from 200Nㆍcm to 1500Nㆍcm. It was relatively wide distribution. Foot kinematic data calculated from the approximated equations, which were represented by the correlation between moment and angular displacement, and the data from motion analysis were similar. We found that the movements of foot joint were mainly decided by the passive characteristics of the joint when ground reaction force acts. The method of kinematic and kinetic analysis using approximated equations which is presented in this study is considered useful to describe the movements of foot joints in gait simulations.

Reliability based calibration of the capacity design rule of reinforced concrete beam-column joints

  • Thomos, George C.;Trezos, Constantin G.
    • Computers and Concrete
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    • v.8 no.6
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    • pp.631-645
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    • 2011
  • The capacity design rule for beam-column joints, as adopted by the EC8, forces the formation of the plastic hinges to be developed in beams rather than in columns. This is achieved by deriving the design moments of the columns of a joint from equilibrium conditions, assuming that plastic hinges with their possible overstrengths have been developed in the adjacent beams of the joint. In this equilibrium the parameters (dimensions, material properties, axial forces etc) are, in general, random variables. Hence, the capacity design is associated with a probability of non-compliance (probability of failure). In the present study the probability of non-compliance of the capacity design rule of joints is being calculated by assuming the basic variables as random variables. Parameters affecting this probability are examined and a modification of the capacity design rule for beam-column joints is proposed, in order to achieve uniformity of the safety level.

Vibration and stability of fluid conveying pipes with stochastic parameters

  • Ganesan, R.;Ramu, S. Anantha
    • Structural Engineering and Mechanics
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    • v.3 no.4
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    • pp.313-324
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    • 1995
  • Flexible cantilever pipes conveying fluids with high velocity are analysed for their dynamic response and stability behaviour. The Young's modulus and mass per unit length of the pipe material have a stochastic distribution. The stochastic fields, that model the fluctuations of Young's modulus and mass density are characterized through their respective means, variances and autocorrelation functions or their equivalent power spectral density functions. The stochastic non self-adjoint partial differential equation is solved for the moments of characteristic values, by treating the point fluctuations to be stochastic perturbations. The second-order statistics of vibration frequencies and mode shapes are obtained. The critical flow velocity is first evaluated using the averaged eigenvalue equation. Through the eigenvalue equation, the statistics of vibration frequencies are transformed to yield critical flow velocity statistics. Expressions for the bounds of eigenvalues are obtained, which in turn yield the corresponding bounds for critical flow velocities.

Static analysis of laminated and sandwich composite doubly-curved shallow shells

  • Alankaya, Veysel;Oktem, Ahmet Sinan
    • Steel and Composite Structures
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    • v.20 no.5
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    • pp.1043-1066
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    • 2016
  • A new analytical solution based on a third order shear deformation theory for the problem of static analysis of cross-ply doubly-curved shells is presented. The boundary-discontinuous generalized double Fourier series method is used to solve highly coupled linear partial differential equations with the mixed type simply supported boundary conditions prescribed on the edges. The complementary boundary constraints are introduced through boundary discontinuities generated by the selected boundary conditions for the derivation of the complementary solution. The numerical accuracy of the solution is compared by studying the comparisons of deflections, stresses and moments of symmetric and anti-symmetric laminated shells with finite element results using commercially available software under uniformly distributed load. Results are in good agreement with finite element counterparts. Additional results of the symmetric and anti-symmetric laminated and sandwich shells under single point load at the center and pressure load, are presented to provide data for the unsolved boundary conditions, benchmark comparisons and verifications.

Novel high-Q veritcal inductor using bondwires for MMICs (본딩와이어를 이용한 MMIC용 고품질 수직형 인덕터)

  • 이용구;윤상기;이해영
    • Journal of the Korean Institute of Telematics and Electronics D
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    • v.34D no.9
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    • pp.28-35
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    • 1997
  • A novel high-Q vertical jinductor for MMICs is proposed and characterized in a wide range of frequencies (DC~10 GHz) using the numerical methods such as the PeEC(partial equivalent element circuit), the FDM (finite difference method) and the MoM (method of moments). Electrical superiority of the vertical inductor to the horizontal is observed in terms of the magnetic flux linkage and the ground screening effect. The veritcal bondwire inductor is designed in consideration of the wire bonding feasibility and the optimum electrical peformance. This structure is also analyzed using the equivalent circuit and compared with the conventional spiral inductors From the calculated results, high Q-factor, inductance, and cut-off frequency are observed to be inherent characteristics of the veritcal bondwire inductor.

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