• 제목/요약/키워드: probabilistic performance function

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지진위험도평가 방법을 이용한 내진성능관리 의사결정 (Decision Making of Seismic Performance Management Using Seismic Risk Assessment)

  • 김동주;최지혜;김병화
    • 한국지진공학회논문집
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    • 제23권6호
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    • pp.329-339
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    • 2019
  • The strategy for the management of earthquakes is shifting from post recovery to prevention; therefore, seismic performance management requires quantitative predictions of damage and the establishment of strategies for initial responses to earthquakes. Currently, seismic performance evaluation for seismic management in Korea consists of two stages: preliminary evaluation and detailed evaluation. Also, the priority of seismic performance management is determined in accordance with the preliminary evaluation. As a deterministic method, preliminary evaluation quantifies the physical condition and socio-economic importance of a facility by various predetermined indices, and the priority is decided by the relative value of the indices; however, with the deterministic method it is difficult to consider any uncertainty related to the return-year, epicenter, and propagation of seismic energy. Also this method cannot support tasks such as quantitative socio-economic damage and the provision of data for initial responses to earthquakes. Moreover, indirect damage is often greater than direct damage; therefore, a method to quantify damage is needed to enhance accuracy. In this paper, a Seismic Risk Assessment is used to quantify the cost of damage of road facilities in Pohang city and to support decision making.

Neyman-Pearson 표적 탐지기를 적용한 수중 무기체계 교전수준 모델 개발 연구 (Research on an Engagement Level Underwater Weapon System Model with Neyman-Pearson Detector)

  • 조현진;김완진;김상훈;양호철;이희광
    • 한국시뮬레이션학회논문지
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    • 제28권2호
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    • pp.89-95
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    • 2019
  • 본 연구에서는 수중 무기체계의 효과도 예측을 위하여 개발한 교전 수준 시뮬레이터에 대해서 표적탐지 여부의 확률적 접근 방법을 적용한 개념 및 그 예시를 소개하고 있다. 소나 방정식에 의해서 산출되는 SE(Signal excess)을 이용하여 표적의 존재 여부($H_0$ 혹은 $H_1$)에 따른 확률 분포 함수(PDF, Probability density function)을 유도하였다. 이후 Neyman-Pearson 탐지기에 따라 $P_{FA}$(Probability of false alarm)을 만족하는 $P_D$(Probablity of detection)을 구하고 탐지 여부를 확률적으로 판단하도록 설계하였다. 표적의 탐지와 관련된 현실적인 접근방법을 도입함으로써 시뮬레이터의 충실도를 높일 수 있었으며, 실험 결과는 전술 구상의 보조 정보로 활용할 수 있을 것이라 예상한다.

수치해석과 연계한 지하구조물의 확률론적 신뢰성 평가를 위한 점추정법의 적용성에 관한 비교 연구 (Comparative Study on the Applicability of Point Estimate Methods in Combination with Numerical Analysis for the Probabilistic Reliability Assessment of Underground Structures)

  • 박도현;김형목;류동우;최병희;한공창
    • 터널과지하공간
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    • 제22권2호
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    • pp.86-92
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    • 2012
  • 점추정법은 exact probabilistic method로 간주되는 Monte Carlo simulation에 비해 계산의 정확도는 다소 떨어지지만, 성능함수의 통계 모멘트를 분석하기 위한 샘플링 수를 크게 줄일 수 있는 해석 과정에서의 간편함과 비교적 정확한 통계 모멘트의 계산으로 인해 지반 및 암반공학에서의 확률론적 신뢰성 평가에 자주 사용되고 있다. 본 연구에서는 Rosenblueth와 Zhou & Nowak의 점추정법과 Monte Carlo simulation의 계산 결과를 비교 분석하여 점추정법의 정확도와 적용성을 조사하였다. 비교 분석은 해석적 해가 주어진 탄성 지반내 원형터널의 라이닝 지보 문제를 대상으로 하였다. 분석 결과, 해석적 해가 비선형 함수임에도 불구하고, 점추정법과 Monte Carlo simulation에 의해 계산된 통계 모멘트가 평균 약 1-2%의 오차를 보여 수치해석과 연계한 지하구조물의 확률론적 신뢰성 평가를 위한 점추정법의 적용성을 확인하였다.

Parametric survival model based on the Lévy distribution

  • Valencia-Orozco, Andrea;Tovar-Cuevas, Jose R.
    • Communications for Statistical Applications and Methods
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    • 제26권5호
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    • pp.445-461
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    • 2019
  • It is possible that data are not always fitted with sufficient precision by the existing distributions; therefore this article presents a methodology that enables the use of families of asymmetric distributions as alternative probabilistic models for survival analysis, with censorship on the right, different from those usually studied (the Exponential, Gamma, Weibull, and Lognormal distributions). We use a more flexible parametric model in terms of density behavior, assuming that data can be fit by a distribution of stable distribution families considered unconventional in the analyses of survival data that are appropriate when extreme values occur, with small probabilities that should not be ignored. In the methodology, the determination of the analytical expression of the risk function h(t) of the $L{\acute{e}}vy$ distribution is included, as it is not usually reported in the literature. A simulation was conducted to evaluate the performance of the candidate distribution when modeling survival times, including the estimation of parameters via the maximum likelihood method, survival function ${\hat{S}}$(t) and Kaplan-Meier estimator. The obtained estimates did not exhibit significant changes for different sample sizes and censorship fractions in the sample. To illustrate the usefulness of the proposed methodology, an application with real data, regarding the survival times of patients with colon cancer, was considered.

양방향 진화적 구조최적화를 이용한 신뢰성기반 위상최적화 (Reliability-Based Topology Optimization Based on Bidirectional Evolutionary Structural Optimization)

  • 유진식;김상락;박재용;한석영
    • 한국생산제조학회지
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    • 제19권4호
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    • pp.529-538
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    • 2010
  • This paper presents a reliability-based topology optimization (RBTO) based on bidirectional evolutionary structural optimization (BESO). In design of a structure, uncertain conditions such as material property, operational load and dimensional variation should be considered. Deterministic topology optimization (DTO) is performed without considering the uncertainties related to the design variables. However, the RBTO can consider the uncertainty variables because it can deal with the probabilistic constraints. The reliability index approach (RIA) and the performance measure approach (PMA) are adopted to evaluate the probabilistic constraints in this study. In order to apply the BESO to the RBTO, sensitivity number for each element is defined as the change in the reliability index of the structure due to removal of each element. Smoothing scheme is also used to eliminate checkerboard patterns in topology optimization. The limit state indicates the margin of safety between the resistance (constraints) and the load of structures. The limit State function expresses to evaluate reliability index from finite element analysis. Numerical examples are presented to compare each optimal topology obtained from RBTO and DTO each other. It is verified that the RBTO based on BESO can be effectively performed from the results.

원전 방사화 콘크리트 차폐벽의 확률 기반 성능변화 예측 (Probability-Based Performance Prediction of the Nuclear Contaminated Bio-Logical Shield Concrete Walls)

  • 권기현;김도겸;이호재;서은아;이장화
    • 한국건설순환자원학회논문집
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    • 제7권4호
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    • pp.316-322
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    • 2019
  • 본 연구에서는 환경적·물리적 인자들의 불확실성을 반영하는 확률론적 접근법을 적용하여, 원자로 가동기간 동안 장시간 방사능에 노출된 원전 콘크리트 차폐벽의 재료적 특징 및 강도에 대한 영향을 평가하였다. 방사화에 따른 콘크리트의 재료적 특성 변화를 조사하였으며, 중성자 노출량과 시간과의 관계를 나타내는 중성자속 분석을 통해 차폐 콘크리트 의 시간의존적 압축강도와 인장강도의 변화를 예측하였다. 압축강도와 인장강도 각각의 변화에 따른 차폐 콘크리트의 파괴확률을 몬테카를로 시뮬레이션(Monte Carlo Simulation) 기법을 적용하여 추정하였다. 본 연구에서는 가동 40년 만인 2017년에 영구정지한 고리 1호기의 해체 안전성 평가를 위해, 이와 유사한 원전유형 및 관련 자료를 활용하여 콘크리트 생체차폐벽의 성능변화를 예측하였다.

Improving Durability Performance of Reinforced Concrete Structures with Probabilistic Analysis

  • Ferreira, Rui Miguel
    • International Journal of Concrete Structures and Materials
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    • 제2권2호
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    • pp.137-143
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    • 2008
  • In recent years, much research work has been performed on durability design and long-term performance of concrete structures in marine environments. In particular, the development of new procedures for probability-based durability design has been shown to provide a more realistic basis for the analysis. This approach has been successfully applied to several new concrete structures, where requirements for a more controlled durability and service life have been specified. For reinforced concrete structures in a marine environment, it is commonly assumed that the dominant degradation mechanism is the corrosion of the reinforcement due to the presence of chlorides. The design approach is based on the verification of durability limit states, examples of which are: depassivation of reinforcement, cracking and spalling due to corrosion, and collapse due to cross section loss of reinforcement. With this design approach the probability of failure can be determined as a function of time. In the present paper, a probability-based durability performance analysis is used in order to demonstrate the importance of the durability design approach of concrete structures in marine environments. In addition, the sensitivity of the various durability parameters affecting and controlling the durability of concrete structures in a marine environment is studied. Results show that the potential of this approach to assist durability design decisions making process is great. Based the crucial information generated, it is possible to prolong the service life of structures while simultaneously optimizing the final design solution.

Approximation of reliability constraints by estimating quantile functions

  • Ching, Jianye;Hsu, Wei-Chi
    • Structural Engineering and Mechanics
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    • 제32권1호
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    • pp.127-145
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    • 2009
  • A novel approach is proposed to effectively estimate the quantile functions of normalized performance indices of reliability constraints in a reliability-based optimization (RBO) problem. These quantile functions are not only estimated as functions of exceedance probabilities but also as functions of the design variables of the target RBO problem. Once these quantile functions are obtained, all reliability constraints in the target RBO problem can be transformed into non-probabilistic ordinary ones, and the RBO problem can be solved as if it is an ordinary optimization problem. Two numerical examples are investigated to verify the proposed novel approach. The results show that the approach may be capable of finding approximate solutions that are close to the actual solution of the target RBO problem.

Development of a Modified Random Signal-based Learning using Simulated Annealing

  • Han, Chang-Wook;Lee, Yeunghak
    • Journal of Multimedia Information System
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    • 제2권1호
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    • pp.179-186
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    • 2015
  • This paper describes the application of a simulated annealing to a random signal-based learning. The simulated annealing is used to generate the reinforcement signal which is used in the random signal-based learning. Random signal-based learning is similar to the reinforcement learning of neural network. It is poor at hill-climbing, whereas simulated annealing has an ability of probabilistic hill-climbing. Therefore, hybridizing a random signal-based learning with the simulated annealing can produce better performance than before. The validity of the proposed algorithm is confirmed by applying it to two different examples. One is finding the minimum of the nonlinear function. And the other is the optimization of fuzzy control rules using inverted pendulum.

건설공사를 위한 위험분석기법 사례연구 (A Case Study on Risk Analysis of Large Construction Projects)

  • 김창학;박서영;곽중민;강인석
    • 한국철도학회:학술대회논문집
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    • 한국철도학회 2004년도 춘계학술대회 논문집
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    • pp.1155-1162
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    • 2004
  • This research proposes a new risk analysis method in order to guarantee successful performance of construction projects. The proposed risk analysis methods consists of four phases. First step, AHP model can help contractors decide whether or not they bid for a project by analysing risks involved in the project. Second step, the influence diagraming, decision tree and Monte Carlo simulation are used as tools to analyze and evaluate project risks quantitatively. Third step, Monte Carlo simulation is used to assess risk for groups of activities with probabilistic branching and calendars. Finally, Fuzzy theory suggests a risk management method for construction projects, which is using subjective knowledge of an expert and linguistic value, to analyze and quantify risk. The result of study is expected to improve the accuracy of risk analysis because three factors, such as probability, impact and exposure, for estimating membership function are introduced to quantify each risk factor. Consequently, it will help contractors identify risk elements in their projects and quantify the impact of risk on project time and cost.

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