• Title/Summary/Keyword: random variable

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Free vibration analysis of rotating beams with random properties

  • Hosseini, S.A.A.;Khadem, S.E.
    • Structural Engineering and Mechanics
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    • v.20 no.3
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    • pp.293-312
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    • 2005
  • In this paper, free vibration of rotating beam with random properties is studied. The cross-sectional area, elasticity modulus, moment of inertia, shear modulus and density are modeled as random fields and the rotational speed as a random variable. To study uncertainty, stochastic finite element method based on second order perturbation method is applied. To discretize random fields, the three methods of midpoint, interpolation and local average are applied and compared. The effects of rotational speed, setting angle, random property variances, discretization scheme, number of elements, correlation of random fields, correlation function form and correlation length on "Coefficient of Variation" (C.O.V.) of first mode eigenvalue are investigated completely. To determine the significant random properties on the variation of first mode eigenvalue the sensitivity analysis is performed. The results are studied for both Timoshenko and Bernoulli-Euler rotating beam. It is shown that the C.O.V. of first mode eigenvalue of Timoshenko and Bernoulli-Euler rotating beams are approximately identical. Also, compared to uncorrelated random fields, the correlated case has larger C.O.V. value. Another important result is, where correlation length is small, the convergence rate is lower and more number of elements are necessary for convergence of final response.

RENEWAL AND RENEWAL REWARD THEORIES FOR T-INDEPENDENT FUZZY RANDOM VARIABLES

  • KIM, JAE DUCK;HONG, DUG HUN
    • Journal of applied mathematics & informatics
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    • v.33 no.5_6
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    • pp.607-625
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    • 2015
  • Recently, Wang et al. [Computers and Mathematics with Ap-plications 57 (2009) 1232-1248.] and Wang and Watada [Information Sci-ences 179 (2009) 4057-4069.] studied the renewal process and renewal reward process with fuzzy random inter-arrival times and rewards under the T-independence associated with any continuous Archimedean t-norm. But, their main results do not cover the classical theory of the random elementary renewal theorem and random renewal reward theorem when fuzzy random variables degenerate to random variables, and some given assumptions relate to the membership function of the fuzzy variable and the Archimedean t-norm of the results are restrictive. This paper improves the results of Wang and Watada and Wang et al. from a mathematical per-spective. We release some assumptions of the results of Wang and Watada and Wang et al. and completely generalize the classical stochastic renewal theorem and renewal rewards theorem.

Choquet expected values of fuzzy number-valued random variables and their applications (퍼지수치 확률변수의 쇼케이 기댓값과 그 응용)

  • Jang LeeChae;Kim TaeKyun
    • Journal of the Korean Institute of Intelligent Systems
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    • v.15 no.1
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    • pp.98-103
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    • 2005
  • In this paper, we consider interval number-valued random variables and fuzzy number-valued random variables and discuss Choquet integrals of them. Using these properties, we define the Choquet expected value of fuzzy number-valued random variables which is a natural generalization of the Lebesgue expected value of fuzzy random variables. Furthermore, we discuss some application of them.

A comparative analysis of the 2009-revised curriculum and 2015-revised curriculum on the definition and introduction of continuous probability distribution (연속확률분포의 정의와 도입 방법에 대한 2009개정 교육과정과 2015개정 교육과정의 비교 분석 연구)

  • Heo, Nam Gu
    • The Mathematical Education
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    • v.58 no.4
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    • pp.531-543
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    • 2019
  • Continuous probability distribution was one of the mathematics concept that students had difficulty. This study analyzed the definition and introduction of the continuous probability distribution under the 2009-revised curriculum and 2015-revised curriculum. In this study, the following subjects were studied. Firstly, definitions of continuous probability variable in 'Probability and Statistics' textbook developed under the 2009-revised curriculum and 2015-revised curriculum were analyzed. Secondly, introductions of continuous probability distribution in 'Probability and Statistics' textbook developed under the 2009-revised curriculum and 2015-revised curriculum were analyzed. The results of this study were as follows. First, 8 textbooks under the 2009-revised curriculum defined the continuous probability variable as probability variable with all the real values within a range or an interval. And 1 textbook under the 2009-revised curriculum defined the continuous probability variable as probability variable when the set of its value is uncountable. But all textbooks under the 2015-revised curriculum defined the continuous probability variable as probability variable with all the real values within a range. Second, 4 textbooks under the 2009-revised curriculum and 4 textbooks under 2015-revised curriculum introduced a continuous random distribution using an uniformly distribution. And 5 textbooks under the 2009-revised curriculum and 5 textbooks under the 2015-revised curriculum introduced a continuous random distribution using a relative frequency density.

EFFICIENT ESTIMATION OF POPULATION MEAN IN STRATIFIED SAMPLING USING REGRESSION TYPE ESTIMATOR

  • Grover Lovleen Kumar
    • Journal of the Korean Statistical Society
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    • v.35 no.4
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    • pp.441-452
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    • 2006
  • Here an efficient regression type estimator for a stratified population mean is proposed under the two-phase sampling scheme. While constructing the proposed estimator, it is assumed that the first auxiliary variable x is directly and highly correlated with the study variable y, and the second auxiliary variable z is directly and highly correlated with the first auxiliary variable x. However the variable z is not directly correlated with the variable y, but they are just correlated with each other only due to their direct and high correlation with the variable x. The proposed regression type estimator is found to be always more efficient than the existing estimators defined under the same situation.

Aircraft Combat Survivability Analysis based on the Random Variable Weighted Score Algorithm (확률변수 가중치 환산법 기반 군용 항공기 생존성 분석기법)

  • Yang, Ju-Suk;Lee, Kyung-Tae;Jee, Cheol-Kyu
    • Journal of the Korean Society for Aeronautical & Space Sciences
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    • v.41 no.11
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    • pp.883-890
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    • 2013
  • Aircraft combat survivability analysis is essential process for the development of combat aircraft. M&S methodology is the typical procedure for the aircraft combat survivability analysis, and the last step is the expensive Live Fire Test if it is necessary. This study introduced cost and time effective survivability analysis methodology based on the random variable weighted score algorithm in conceptual design phase. For this study, essential element and event analysis (E3A) is used to define the random variables and Monte-Carlo simulation is implemented to estimate weighted score and the final value of survivability.

Evaluation and Combination of Correlation Coefficient for Response Variable of Seismic Fragility Curve (지진취약도 곡선의 응답변수에 대한 상관계수 평가 및 변수별 조합)

  • Kim, Si Young;Kim, Jung Han
    • Journal of the Computational Structural Engineering Institute of Korea
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    • v.33 no.6
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    • pp.401-409
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    • 2020
  • Seismic fragility assessments include a procedure to combine the random variables of response and capacity to produce the relationship between failure probability and seismic intensity. The evaluation of the failure probability of simultaneous multiple failures of two or more components assumes that the failure probability of each component is independent of those of the others. However, a correlation is expected to exist because several random factors have the same cause. The multiple-failure probability can differ depending on this correlation and may be unconservative without considering the seismic correlation. Therefore, a practical methodology for fragility assessment should be evaluated using the seismic correlation and correlation coefficient for each random variable. In this study, several random variables were selected for numerical evaluation of the correlation coefficient. The correlation coefficient was then compared with each variable and the combined variables. The correlation coefficient using simplified and complex models were also compared to determine and analyze the differences between each of the approaches.

Kalman Filter Design For Aided INS Considering Gyroscope Mixed Random Errors (자이로의 불규칙 혼합잡음을 고려한 보조항법시스템 칼만 필터 설계)

  • Seong, Sang-Man
    • Journal of the Korean Society for Aeronautical & Space Sciences
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    • v.34 no.4
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    • pp.47-52
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    • 2006
  • Using the equivalent ARMA model representation of the mixed random errors, we propose Klaman filter design methods for aided INS(Inertial Navigation System) which contains the gyroscope mixed random errors. At first step, considering the characteristic of indirect feedback Kalman filter used in the aided INS, we perform the time difference of equivalent ARMA model. Next, according to the order of the time differenced ARMA model, we achieve the state space conversion of that by two methods. If the order of AR part is greater than MA part, we use controllable or observable canonical form. Otherwise, we establish the state apace equation via the method that several step ahead predicts are included in the state variable, where we can derive high and low order models depending on the variable which is compensated from gyroscope output. At final step, we include the state space equation of gyroscope mixed random errors into aided INS Kalman filter model. Through the simulation, we show that both the high and low order filter models proposed give less navigation errors compared to the conventional filter which assume the mixed random errors as white noise.

Reliability-Based Design of Shallow Foundations Considering The Probability Distribution Types of Random Variables (확률변수의 분포특성을 고려한 얕은기초 신뢰성 설계)

  • Kim, Chang-Dong;Kim, Soo-Il;Lee, Jun-Hwan;Kim, Byung-Il
    • Journal of the Korean Geotechnical Society
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    • v.24 no.1
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    • pp.119-130
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    • 2008
  • Uncertainties in physical and engineering parameters for the design of shallow foundations arise from various aspects such as inherent variability and measurement error. This paper aims at investigating and reducing uncertainty from deterministic method by using the reliability-based design of shallow foundations accounting for the variation of various design parameters. A probability distribution type and statistics of random variables such as unit weight, cohesion, infernal friction angle and Young's modulus in geotechnical engineering are suggested to calculate the ultimate bearing capacities and immediate settlements of foundations. Reliability index and probability of failure are estimated based on the distribution types of random variables. Widths of foundation are calculated at target reliability index and probability of failure. It is found that application and analysis of the best-fit distribution type for each random variables are more effective than adoption of the normal distribution type in optimizing the reliability-based design of shallow foundations.