• 제목/요약/키워드: stochastic analysis

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EXCEL Tools for Geotechnical Reliability Analysis

  • Phoon, Kok-Kwang
    • 한국지반공학회:학술대회논문집
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    • 한국지반공학회 2008년도 추계 학술발표회
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    • pp.375-394
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    • 2008
  • This paper discusses two user-friendly reliability techniques that could be implemented easily using the ubiquitous EXCEL. The techniques are First-Order Reliability Method with non-Gaussian random variables expressed using Hermite polynomials and collocation-based stochastic response surface method. It is believed that ease of implementation would popularize use of reliability-based design in practice.

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Finite element fracture reliability of stochastic structures

  • Lee, J.C.;Ang, A.H.S.
    • Structural Engineering and Mechanics
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    • 제3권1호
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    • pp.1-10
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    • 1995
  • This study presents a methodology for the system reliability analysis of cracked structures with random material properties, which are modeled as random fields, and crack geometry under random static loads. The finite element method provides the computational framework to obtain the stress intensity solutions, and the first-order reliability method provides the basis for modeling and analysis of uncertainties. The ultimate structural system reliability is effectively evaluated by the stable configuration approach. Numerical examples are given for the case of random fracture toughness and load.

Stochastic Time-Cost Tradeoff Using Genetic Algorithm

  • Lee, Hyung-Guk;Lee, Dong-Eun
    • 국제학술발표논문집
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    • The 6th International Conference on Construction Engineering and Project Management
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    • pp.114-116
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    • 2015
  • This paper presents a Stochastic Time-Cost Tradeoff analysis system (STCT) that identifies optimal construction methods for activities, hence reducing the project completion time and cost simultaneously. It makes use of schedule information obtained from critical path method (CPM), applies alternative construction methods data obtained from estimators to respective activities, computes an optimal set of genetic algorithm (GA) parameters, executes simulation based GA experiments, and identifies near optimal solution(s). A test case verifies the usability of STCT.

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Experimental and analytical studies on stochastic seismic response control of structures with MR dampers

  • Mei, Zhen;Peng, Yongbo;Li, Jie
    • Earthquakes and Structures
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    • 제5권4호
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    • pp.395-416
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    • 2013
  • The magneto-rheological (MR) damper contributes to the new technology of structural vibration control. Its developments and applications have been paid significant attentions in earthquake engineering in recent years. Due to the shortages, however, inherent in deterministic control schemes where only several observed seismic accelerations are used as the trivial input and in classical stochastic optimal control theory with assumption of white noise process, the derived control policy cannot effectively accommodate the performance of randomly base-excited engineering structures. In this paper, the experimental and analytical studies on stochastic seismic response control of structures with specifically designed MR dampers are carried out. The random ground motion, as the base excitation posing upon the shaking table and the design load used for structural control system, is represented by the physically based stochastic ground motion model. Stochastic response analysis and reliability assessment of the tested structure are performed using the probability density evolution method and the theory of extreme value distribution. It is shown that the seismic response of the controlled structure with MR dampers gain a significant reduction compared with that of the uncontrolled structure, and the structural reliability is obviously strengthened as well.

7075-T6 A1 합금의 피로균열진전의 변동성에 대한 확률론적 해석 (A Stochastic Analysis of Variation in Fatigue Crack Growth of 7075-T6 Al alloy)

  • 김정규;심동석
    • 대한기계학회논문집A
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    • 제20권7호
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    • pp.2159-2166
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    • 1996
  • The stochastic properties of variation in fatigue crack growth are important in reliability and stability of structures. In this study,the stochastic model for the variation of fatigue crack growth rate was proposed in consideration of nonhomogeneity of materials. For this model, experiments were ocnducted on 7075-T6 aluminum alloy under the constant stress intensity factor range. The variation of fatigue crack growth rate was expressed by random variables Z and r based on the variation of material coefficients C and m in the paris-Erodogan's equation. The distribution of fatigue life with respect to the stress intensity factor range was evaluated by the stochastic Markov chain model based on the Paris-Erdogan's equation. The merit of proposed model is that only a small number of test are required to determine this this function, and fatigue crack growth life is easily predicted at the given stress intensity factor range.

Scheme and application of phase delay spectrum towards spatial stochastic wind fields

  • Yan, Qi;Peng, Yongbo;Li, Jie
    • Wind and Structures
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    • 제16권5호
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    • pp.433-455
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    • 2013
  • A phase delay spectrum model towards the representation of spatial coherence of stochastic wind fields is proposed. Different from the classical coherence functions used in the spectral representation methods, the model is derived from the comprehensive description of coherence of fluctuating wind speeds and from the thorough analysis of physical accounts of random factors affecting phase delay, building up a consistent mapping between the simulated fluctuating wind speeds and the basic random variables. It thus includes complete probabilistic information of spatial stochastic wind fields. This treatment prompts a ready and succinct scheme for the simulation of fluctuating wind speeds, and provides a new perspective to the accurate assessment of dynamic reliability of wind-induced structures. Numerical investigations and comparative studies indicate that the developed model is of rationality and of applicability which matches well with the measured data at spatial points of wind fields, whereby the phase spectra at defined datum mark and objective point are feasibly obtained using the numerical scheme associated with the starting-time of phase evolution. In conjunction with the stochastic Fourier amplitude spectrum that we developed previously, the time history of fluctuating wind speeds at any spatial points of wind fields can be readily simulated.

Topological optimized design considering dynamic problem with non-stochastic structural uncertainty

  • Lee, Dong-Kyu;Starossek, Uwe;Shin, Soo-Mi
    • Structural Engineering and Mechanics
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    • 제36권1호
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    • pp.79-94
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    • 2010
  • This study shows how uncertainties of data like material properties quantitatively have an influence on structural topology optimization results for dynamic problems, here such as both optimal topology and shape. In general, the data uncertainties may result in uncertainties of structural behaviors like deflection or stress in structural analyses. Therefore optimization solutions naturally depend on the uncertainties in structural behaviors, since structural behaviors estimated by the structural analysis method like FEM need to execute optimization procedures. In order to quantitatively estimate the effect of data uncertainties on topology optimization solutions of dynamic problems, a so-called interval analysis is utilized in this study, and it is a well-known non-stochastic approach for uncertainty estimate. Topology optimization is realized by using a typical SIMP method, and for dynamic problems the optimization seeks to maximize the first-order eigenfrequency subject to a given material limit like a volume. Numerical applications topologically optimizing dynamic wall structures with varied supports are studied to verify the non-stochastic interval analysis is also suitable to estimate topology optimization results with dynamic problems.

Islamic Bank Efficiency in Indonesia: Stochastic Frontier Analysis

  • OCTRINA, Fajra;MARIAM, Alia Gantina Siti
    • The Journal of Asian Finance, Economics and Business
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    • 제8권1호
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    • pp.751-758
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    • 2021
  • This research is conducted to measure the efficiency level of Islamic banking in Indonesia and also to analyze the factors that can affect its efficiency level. This research used a purposive sampling technique to determine the sample size that will be used, with criteria that the bank has been operating since 2010 and consistently published its financial reports during the research period from 2011 until 2019; therefore, the total sample obtained was 11 samples. Analysis for efficiency level is done by using linear programming Stochastic Frontier Analysis (SFA), with test tool in the form of Frontier 4.1 and Eviews9 to find out what factors that affect efficiency. Efficiency test is done by involving input and output, while influence test used bank-specific variables comprising bank size, bank financial ratio, and macro-economy variable. Research result shows that there are only two banks that are almost close to being fully efficient firms, but the result still does not indicate that Islamic bank works efficiently. Results of the influence test show that factors affecting Islamic banking efficiency in Indonesia are bank size, Capital Adequacy Ratio (CAR), Non-Performing Finance (NPF), and Financing to Deposit Ratio (FDR), while other factors are not influential over the study period.

Stochastic fracture behavior analysis of infinite plates with a separate crack and a hole under tensile loading

  • Khubi Lal Khatri;Kanif Markad
    • Computers and Concrete
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    • 제32권1호
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    • pp.99-117
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    • 2023
  • The crack under the influence of the higher intensities of the stresses grows and the structure gets collapsed with the time when the crack length reaches to critical value. Therefore, the fracture behavior of a structure in terms of stress intensity factors (SIF) becomes important to determine the remaining fracture strength and capacity of material and structure for avoiding catastrophic failure, increasing safety and further improvement in the design. The robustness of the method has been demonstrated by comparing the numerical results with analytical and experimental results of some problems. XFEM is used to model cracks and holes in structures and predict their strength and reliability under service conditions. Further, XFEM is extended with a stochastic method for predicting the sensitivity in terms of output COVs and fracture strength in terms of mean values of stress intensity factors (SIFs) of a structure with discontinuities (cracks and holes) under tensile loading condition with input individual and combined randomness in different system parameters. In stochastic technique, the second order perturbation technique (SOPT) has been used for the predicting the fracture behavior of the structures. The stochastic/perturbation technique is also known as Taylor series expansion method and it provides the reliable results if the input randomness is less than twenty percentage. From the present numerical analysis it is observed that, the crack tip near to the hole is under the influence of the stress concentration and the variational effect of the input random parameters on the crack tip in terms of the SIFs are lesser so the COVs are the less sensitive. The COVs of mixed mode SIFs are the most sensitive for the crack angles (α=45° to 90°) for all the values of c1 and d1. The plate with the shorter distance between hole and crack is the most sensitive with all the crack angles but the crack tip which is much nearer to the hole has the highest sensitivity.

다중하중에 따른 경사제 피복재의 추계학적 신뢰성 해석 (Stochastic Reliability Analysis of Armor Units of Rubble-Mound Breakwaters Subject to Multiple Loads)

  • 이철응
    • 한국해안·해양공학회논문집
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    • 제24권2호
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    • pp.138-148
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    • 2012
  • 경사제에 불규칙하게 작용하는 임의 크기의 다중하중으로 인해 피복재의 안정성에 대한 성능이 시간에 따라 어떻게 달라지는지를 해석할 수 있는 추계학적 신뢰성 해석 모형이 개발되었다. Hudson의 공식과 Melby 공식을 이용하여 재현기간에 따른 파고의 함수로 경사제 피복재의 초기 저항력 크기와 피해율을 확률적으로 산정할 수 있는 새로운 방법이 제시되었다. 생애기간에 대한 신뢰성 분석을 실시하여 시간에 따른 다중하중의 작용과 사용한계나 극한한계 등 한계상태에 따른 구조물의 성능을 올바로 해석할 수 있었다. 마지막으로 보수보강 목표확률을 시간에 따른 누적파괴확률의 결과와 조합하여 구조물 유지관리에서 가장 중요한 변수인 보수보강 시점을 정량적으로 산정할 수 있는 방법이 제시되었다.