• 제목/요약/키워드: stochastic analysis

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Mindlin 평판의 불확실거동에 대하여 (On the Uncertain Behavior of Mindlin Plates)

  • 노혁천;김인호
    • 한국전산구조공학회:학술대회논문집
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    • 한국전산구조공학회 2007년도 정기 학술대회 논문집
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    • pp.465-470
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    • 2007
  • In order to investigate the stochastic behavior of Mindlin plate under imperfection in the material and geometrical parameters, a stochastic finite element formulation is proposed. The effects of inter-correlations between random parameters on the response variability are also observed. The contribution from the random Poisson ratio is taken into account adopting a stochastic decomposition scheme. which expands the constitutive matrix into an infinite series of sub-matrices. In order to demonstrate the adequacy of the proposed scheme, a square plate with simple and fixed support is taken as an example, and the results are compared with those given in previous research in the literature as well as with the results of Monte Carlo analysis.

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양방향 흐름을 고려한 물류시스템의 최적화 모델에 관한 연구 (A Study on a Stochastic Material Flow Network with Bidirectional and Uncertain Flows)

  • 황흥석
    • 산업공학
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    • 제10권3호
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    • pp.179-187
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    • 1997
  • The efficiency of material flow systems in terms of optimal network flow and minimum cost flow has always been an important design and operational goal in material handling and distribution system. In this research, an attempt was made to develop a new algorithm and the model to solve a stochastic material flow network with bidirectional and uncertain flows. A stochastic material flow network with bidirectional flows can be considered from a finite set with unknown demand probabilities of each node. This problem can be formulated as a special case of a two-stage linear programming problem which can be converted into an equivalent linear program. To find the optimal solution of proposed stochastic material flow network, some terminologies and algorithms together with theories are developed based on the partitioning and subgradient techniques. A computer program applying the proposed method was developed and was applied to various problems.

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사무소건물의 슬래브축냉을 위한 내부발열부하의 확률적 성상 모델화 (Modeling of Stochastic Properties of Internal Heat Generation of an Office Building for Slab Cooling Storage)

  • 정재훈
    • 설비공학논문집
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    • 제23권12호
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    • pp.836-842
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    • 2011
  • It has been shown that the air-conditioning system with slab cooling storage is effective in cutting peak load and utilizing nighttime electric power. The stochastic properties of internal heat generation which has great influence on the cooling load are examined in this paper. Based on the measured cooling load and electric power consumption in an office building with slab cooling storage, stochastic time series models to simulate these random processes are investigated. Furthermore, a calculated result by an optimal control method of thermal analysis taking into account the internal heat is compared with the measured cooling load.

블럭펄스함수를 이용한 비선형확률시스템의 칼만필터 설계 (Design of Kalman Filter of Nonlinear Stochastic System via BPF)

  • 안두수;임윤식;송인명;이명규
    • 대한전기학회:학술대회논문집
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    • 대한전기학회 1996년도 하계학술대회 논문집 B
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    • pp.1089-1091
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    • 1996
  • This paper presents a design method of Kalman Filter on continuous nonlinear stochastic system via BPF(Block Pulse Function). When we design Kalman Filter on nonlinear stochastic system, we must linearize this systems. In this paper, we uses the adaptive approach scheme and BPF for linearizing of nonlinear system and solving the Riccati differential equation which is usually guite difficult. This method proposed in this paper is simple and have computational advantages. Furthermore this method is very applicable to analysis and design of Kalman Filter on nonlinear stochastic systems.

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HOMOGENEOUS CONDITIONS FOR STOCHASTIC TENSORS

  • Im, Bokhee;Smith, Jonathan D.H.
    • 대한수학회논문집
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    • 제37권2호
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    • pp.371-384
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    • 2022
  • Fix an integer n ≥ 1. Then the simplex Πn, Birkhoff polytope Ωn, and Latin square polytope Λn each yield projective geometries obtained by identifying antipodal points on a sphere bounding a ball centered at the barycenter of the polytope. We investigate conditions for homogeneous coordinates of points in the projective geometries to locate exact vertices of the respective polytopes, namely crisp distributions, permutation matrices, and quasigroups or Latin squares respectively. In the latter case, the homogeneous conditions form a crucial part of a recent projective-geometrical approach to the study of orthogonality of Latin squares. Coordinates based on the barycenter of Ωn are also suited to the analysis of generalized doubly stochastic matrices, observing that orthogonal matrices of this type form a subgroup of the orthogonal group.

SCHEDULING REPETITIVE PROJECTS WITH STOCHASTIC RESOURCE CONSTRAINTS

  • I-Tung Yang
    • 국제학술발표논문집
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    • The 1th International Conference on Construction Engineering and Project Management
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    • pp.881-885
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    • 2005
  • Scheduling repetitive projects under limitations on the amounts of available resources (labor and equipment) has been an active subject because of its practical relevance. Traditionally, the limitation is specified as a deterministic (fixed) number, such as 1000 labor-hours. The limitation, however, is often exposed to uncertainty and variability, especially when the project is lengthy. This paper presents a stochastic optimization model to treat the situations where the limitations of resources are expressed as probability functions in lieu of deterministic numbers. The proposed model transfers each deterministic resource constraint into a corresponding stochastic one and then solves the problem by the use of a chance-constrained programming technique. The solution is validated by comparison with simulation results to show that it can satisfy the resource constraints with a probability beyond the desired confidence level.

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강사장교의 초기형상과 비선형성을 고려한 확률론적 구조안전성 평가 (Probabilistic Structural Safety Assessment Considering the Initial Shape and Non-linearity of Steel Cable-Stayed Bridges)

  • 방명석;한성호;이우상;이진옥
    • 한국안전학회지
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    • 제25권3호
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    • pp.91-99
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    • 2010
  • In this study, the advanced numerical algorithm is developed which can performed the static and dynamic stochastic finite element analysis by considering the effect of uncertainties included in the member stiffness of steel cable-stayed bridges and seismic load. After conducting the linear and nonlinear initial shape analysis, the advanced numerical algorithm is the assessment tool which can performed structural the response analysis considering the static linearity and non-linearity of before or after induced intial tensile force, and examined the reliability assessment more efficiently. The verification of the developed numerical algorithm is evaluated by analyzing the regression analysis and coefficient of correlation using the direct monte carlo simulation. Also, the dynamic response characteristic and coefficient of variation of the steel cable-stayed bridge is calculated by considering the uncertainty of random variables using the developed numerical algorithm. In addition, the quantitative structural safety of the steel cable-stayed bridges is evaluated by conducting the reliability assessment based upon the dynamic stochastic finite element analysis result.

Roof failure of shallow tunnel based on simplified stochastic medium theory

  • Huang, Xiaolin;Zhou, Zhigang;Yang, X.L.
    • Geomechanics and Engineering
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    • 제14권6호
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    • pp.571-580
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    • 2018
  • The failure mechanism of tunnel roof is investigated with upper bound theorem of limit analysis. The stochastic settlement and nonlinear failure criterion are considered in the present analysis. For the collapse of tunnel roof, the surface settlement is estimated by the simplified stochastic medium theory. The failure curve expressions of collapse blocks in homogeneous and in layered soils are derived, and the effects of material parameters on the potential range of failure mechanisms are discussed. The results show that the material parameters of initial cohesion, nonlinear coefficient and unit weight have significant influences on the potential range of collapse block in homogeneous media. The proportion of collapse block increases as the initial cohesion increases, while decreases as the nonlinear coefficient and the unit weight increase. The ground surface settlement increases with the tunnel radius increasing, while the possible collapse proportion decreases with increase of the tunnel radius. In layered stratum, the study is investigated to analyze the effects of material parameters of different layered media on the proportion of possible collapse block.

Stability and Robust H Control for Time-Delayed Systems with Parameter Uncertainties and Stochastic Disturbances

  • Kim, Ki-Hoon;Park, Myeong-Jin;Kwon, Oh-Min;Lee, Sang-Moon;Cha, Eun-Jong
    • Journal of Electrical Engineering and Technology
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    • 제11권1호
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    • pp.200-214
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    • 2016
  • This paper investigates the problem of stability analysis and robust H controller for time-delayed systems with parameter uncertainties and stochastic disturbances. It is assumed parameter uncertainties are norm bounded and mean and variance for disturbances of them are known. Firstly, by constructing a newly augmented Lyapunov-Krasovskii functional, a stability criterion for nominal systems with time-varying delays is derived in terms of linear matrix inequalities (LMIs). Secondly, based on the result of stability analysis, a new controller design method is proposed for the nominal form of the systems. Finally, the proposed method is extended to the problem of robust H controller design for a time-delayed system with parameter uncertainties and stochastic disturbances. To show the validity and effectiveness of the presented criteria, three examples are included.

Evaluation anisotropy in stochastic texture images using wavelet transforms for characterizing printing, coating and paper structure

  • 성용주
    • 한국펄프종이공학회:학술대회논문집
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    • 한국펄프종이공학회 2005년도 추계학술발표논문집
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    • pp.45-53
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    • 2005
  • A novel method for evaluating the anisotropy of the deterministic features in a stochastic 2D data is introduced. The ability of the wavelet transform for the identification of the abrupt discontinuities could be used to characterize the boundary of the deterministic area in a 2D stochastic data, such as flocs in paper structure. The one-dimensional wavelet transform with a small-scale range in MD and CD could quantify the amount of the edge in both directions, depending on the intensity of each floc. The flocs that are aligned in the MD direction result in a higher value of local wavelet energy in the CD direction. Therefore, the ratio of the total wavelet energy in CD and MD directions can be used as a new anisotropy index. This index is a measure of the floc-orientation and can provide an excellent tool to obtain the orientation distribution and the major oriented angle of flocs. Various simulated images and real stochastic data such as local gloss variation of printed image and formation image, have been tested and the results show this analysis method is very reliable to measure the anisotropy of the deterministic features.

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