• Structural Engineering and Mechanics
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• v.56 no.5
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• pp.767-785
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• 2015

The stochastic finite element method is employed to obtain a stochastic dynamic model of angled beams subjected to impact loads when uncertain material properties are described by random fields. Using the perturbation technique in conjunction with a precise time integration method, a random analysis approach is developed for efficient analysis of random elastic waves. Formulas for the mean, variance and covariance of displacement, strain and stress are introduced. Statistics of displacement and stress waves is analyzed and effects of bend angle and material stochasticity on wave propagation are studied. It is found that the elastic wave correlation in the angled section is the most significant. The mean, variance and covariance of the stress wave amplitude decrease with an increase in bend angle. The standard deviation of the beam material density plays an important role in longitudinal displacement wave covariance.

• Structural Engineering and Mechanics
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• v.11 no.4
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• pp.373-392
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• 2001

The main idea behind the paper is to present two alternative methods of homogenization of the heat conduction problem in composite materials, where the heat conductivity coefficients are assumed to be random variables. These two methods are the Monte-Carlo simulation (MCS) technique and the second order perturbation second probabilistic moment method, with its computational implementation known as the Stochastic Finite Element Method (SFEM). From the mathematical point of view, the deterministic homogenization method, being extended to probabilistic spaces, is based on the effective modules approach. Numerical results obtained in the paper allow to compare MCS against the SFEM and, on the other hand, to verify the sensitivity of effective heat conductivity probabilistic moments to the reinforcement ratio. These computational studies are provided in the range of up to fourth order probabilistic moments of effective conductivity coefficient and compared with probabilistic characteristics of the Voigt-Reuss bounds.

• Proceedings of the KIEE Conference
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• 1996.07b
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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.

• Structural Engineering and Mechanics
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• v.78 no.5
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• pp.529-543
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• 2021

Inevitable source-uncertainties in geometry configuration, boundary condition, and material properties may deviate the structural dynamics from its expected responses. This paper aims to examine the influence of these uncertainties on the vibration of functionally graded beams. Finite element procedures are presented for Timoshenko beams and utilized to generate reliable datasets. A prerequisite to the uncertainty quantification of the beam vibration using Monte Carlo simulation is generating large datasets, that require executing the numerical procedure many times leading to high computational cost. Utilizing artificial neural networks to model beam vibration can be a good approach. Initially, the optimal network for each beam configuration can be determined based on numerical performance and probabilistic criteria. Instead of executing thousands of times of the finite element procedure in stochastic analysis, these optimal networks serve as good alternatives to which the convergence of the Monte Carlo simulation, and the sensitivity and probabilistic vibration characteristics of each beam exposed to randomness are investigated. The simple procedure presented here is efficient to quantify the uncertainty of different stochastic behaviors of composite structures.

• Communications of the Korean Mathematical Society
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• v.37 no.2
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• pp.371-384
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• 2022

Fix an integer n ≥ 1. Then the simplex Π_n, Birkhoff polytope Ω_n, and Latin square polytope Λ_n 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 Ω_n 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.

• Proceedings of the Korean Operations and Management Science Society Conference
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• 1992.04b
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• pp.215-215
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• 1992

• Structural Engineering and Mechanics
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• v.38 no.1
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• pp.39-63
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• 2011

Referring to the formulation of physical stochastic optimal control of structures and the scheme of optimal polynomial control, a nonlinear stochastic optimal control strategy is developed for a class of structural systems with hysteretic behaviors in the present paper. This control strategy provides an amenable approach to the classical stochastic optimal control strategies, bypasses the dilemma involved in It$\hat{o}$-type stochastic differential equations and is applicable to the dynamical systems driven by practical non-stationary and non-white random excitations, such as earthquake ground motions, strong winds and sea waves. The newly developed generalized optimal control policy is integrated in the nonlinear stochastic optimal control scheme so as to logically distribute the controllers and design their parameters associated with control gains. For illustrative purposes, the stochastic optimal controls of two base-excited multi-degree-of-freedom structural systems with hysteretic behavior in Clough bilinear model and Bouc-Wen differential model, respectively, are investigated. Numerical results reveal that a linear control with the 1st-order controller suffices even for the hysteretic structural systems when a control criterion in exceedance probability performance function for designing the weighting matrices is employed. This is practically meaningful due to the nonlinear controllers which may be associated with dynamical instabilities being saved. It is also noted that using the generalized optimal control policy, the maximum control effectiveness with the few number of control devices can be achieved, allowing for a desirable structural performance. It is remarked, meanwhile, that the response process and energy-dissipation behavior of the hysteretic structures are controlled to a certain extent.

• Wind and Structures
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• v.6 no.2
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• pp.107-126
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• 2003

This paper describes a simple and practical approach through the application of Linear Stochastic Estimation (LSE) to reconstruct wind-induced pressure time series from the covariance matrix for structural load analyses on a low building roof. The main application of this work would be the reduction of the data storage requirements for the NIST aerodynamic database. The approach is based on the assumption that a random pressure field can be estimated as a linear combination of some other known pressure time series by truncating nonlinear terms of a Taylor series expansion. Covariances between pressure time series to be simulated and reference time series are used to calculate the estimation coefficients. The performance using different LSE schemes with selected reference time series is demonstrated by the reconstruction of structural load time series in a corner bay for three typical wind directions. It is shown that LSE can simulate structural load time series accurately, given a handful of reference pressure taps (or even a single tap). The performance of LSE depends on the choice of the reference time series, which should be determined by considering the balance between the accuracy, data-storage requirements and the complexity of the approach. The approach should only be used for the determination of structural loads, since individual reconstructed pressure time series (for local load analyses) will have larger errors associated with them.

• Journal of the Korean Institute of Intelligent Systems
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• v.22 no.3
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• pp.386-393
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• 2012

Portfolio selection methods based on stochastic receding horizon approach, which were recently reported in the field of financial engineering, can explicitly consider the dynamic characteristics of wealth evolution and various constraints in the process of performing optimal portfolio selection. In view of the theoretical value, versatility, and effectiveness that receding horizon approach has achieved in many engineering problems, dynamic portfolio selection methods based on stochastic receding horizon optimization technique have the possibility of becoming an important breakthrough. This paper observes through theoretical investigations that the SDP(semi-definite program)-based portfolio selection procedure can be simplified, and has obtained meaningful performance on returns from simulation studies applying the simplified version to Korean financial markets.

• Structural Engineering and Mechanics
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• v.63 no.6
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• pp.703-712
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• 2017

The composite blades of offshore wind turbines accumulate structural damage such as fatigue cracking due to harsh operation environments during their service time, leading to premature structural failures. This paper investigates various fatigue crack models for reproducing crack development in composite blades and proposes a stochastic approach to predict fatigue crack evolution and to analyse failure probability for the composite blades. Three typical fatigue models for the propagation of fatigue cracks, i.e., Miner model, Paris model and Reifsnider model, are discussed to reproduce the fatigue crack evolution in composite blades subjected to cyclical loadings. The lifetime probability of fatigue failure of the composite blades is estimated by stochastic deterioration modelling such as gamma process. Based on time-dependent reliability analysis and lifecycle cost analysis, an optimised maintenance policy is determined to make the optimal decision for the composite blades during the service time. A numerical example is employed to investigate the effectiveness of predicting fatigue crack growth, estimating the probability of fatigue failure and evaluating an optimal maintenance policy. The results from the numerical study show that the stochastic gamma process together with the proper fatigue models can provide a useful tool for remaining useful life predictions and optimum maintenance strategies of the composite blades of offshore wind turbines.