• Title/Summary/Keyword: stochastic characteristic

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Natural frequency of laminated composite plate resting on an elastic foundation with uncertain system properties

  • Lal, Achchhe;Singh, B.N.;Kumar, Rakesh
    • Structural Engineering and Mechanics
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    • v.27 no.2
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    • pp.199-222
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    • 2007
  • Composite laminated structures supported on elastic foundations are being increasingly used in a great variety of engineering applications. Composites exhibit larger dispersion in their material properties compared to the conventional materials due to large number of parameters associated with their manufacturing and fabrication processes. And also the dispersion in elastic foundation stiffness parameter is inherent due to inaccurate modeling and determination of elastic foundation properties in practice. For a better modeling of the material properties and foundation, these are treated as random variables. This paper deals with effects of randomness in material properties and foundation stiffness parameters on the free vibration response of laminated composite plate resting on an elastic foundation. A $C^0$ finite element method has been used for arriving at an eigen value problem. Higher order shear deformation theory has been used to model the displacement field. A mean centered first order perturbation technique has been employed to handle randomness in system properties for obtaining the stochastic characteristic of frequency response. It is observed that small amount of variations in random material properties and foundation stiffness parameters significantly affect the free vibration response of the laminated composite plate. The results have been compared with those available in the literature and an independent Monte Carlo simulation.

Evaluation of soil spatial variability by micro-structure simulation

  • Fei, Suozhu;Tan, Xiaohui;Wang, Xue;Du, Linfeng;Sun, Zhihao
    • Geomechanics and Engineering
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    • v.17 no.6
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    • pp.565-572
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    • 2019
  • Spatial variability is an inherent characteristic of soil, and auto-correlation length (ACL) is a very important parameter in the reliability or probabilistic analyses of geotechnical engineering that consider the spatial variability of soils. Current methods for estimating the ACL need a large amount of laboratory or in-situ experiments, which is a great obstacle to the application of random field theory to geotechnical reliability analysis and design. To estimate the ACL reasonably and efficiently, we propose a micro-structure based numerical simulation method. The quartet structure generation set algorithm is used to generate stochastic numerical micro-structure of soils, and scanning electron microscope test of soil samples combined with digital image processing technique is adopted to obtain parameters needed in the QSGS algorithm. Then, 2-point correlation function is adopted to calculate the ACL based on the generated numerical micro-structure of soils. Results of a case study shows that the ACL can be estimated efficiently using the proposed method. Sensitivity analysis demonstrates that the ACL will become stable with the increase of mesh density and model size. A model size of $300{\times}300$ with a grid size of $1{\times}1$ is suitable for the calculation of the ACL of clayey soils.

Iterative-R: A reliability-based calibration framework of response modification factor for steel frames

  • Soleimani-Babakamali, Mohammad Hesam;Nasrollahzadeh, Kourosh;Moghadam, Amin
    • Steel and Composite Structures
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    • v.42 no.1
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    • pp.59-74
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    • 2022
  • This study introduces a general reliability-based, performance-based design framework to design frames regarding their uncertainties and user-defined design goals. The Iterative-R method extracted from the main framework can designate a proper R (i.e., response modification factor) satisfying the design goal regarding target reliability index and pre-defined probability of collapse. The proposed methodology is based on FEMA P-695 and can be used for all systems that FEMA P-695 applies. To exemplify the method, multiple three-dimensional, four-story steel special moment-resisting frames are considered. Closed-form relationships are fitted between frames' responses and the modeling parameters. Those fits are used to construct limit state functions to apply reliability analysis methods for design safety assessment and the selection of proper R. The frameworks' unique feature is to consider arbitrarily defined probability density functions of frames' modeling parameters with an insignificant analysis burden. This characteristic enables the alteration in those parameters' distributions to meet the design goal. Furthermore, with sensitivity analysis, the most impactful parameters are identifiable for possible improvements to meet the design goal. In the studied examples, it is revealed that a proper R for frames with different levels of uncertainties could be significantly different from suggested values in design codes, alarming the importance of considering the stochastic behavior of elements' nonlinear behavior.

Multifractal Stochastic Processes and Stock Prices (다중프랙탈 확률과정과 주가형성)

  • Rhee, Il-King
    • The Korean Journal of Financial Management
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    • v.20 no.2
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    • pp.95-126
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    • 2003
  • This paper introduces multifractal processes and presents the empirical investigation of the multifractal asset pricing. The multifractal stock price process contains long-tails which focus on Levy-Stable distributions. The process also contains long-dependence, which is the characteristic feature of fractional Brownian motion. Multifractality introduces a new source of heterogeneity through time-varying local reqularity in the price path. This paper investigates multifractality in stock prices. After finding evidence of multifractal scaling, the multifractal spectrum is estimated via the Legendre transform. The distinguishing feature of the multifractal process is multiscaling of the return distribution's moments under time-resealing. More intensive study is required of estimation techniques and inference procedures.

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Multicriteria shape design of a sheet contour in stamping

  • Oujebbour, Fatima-Zahra;Habbal, Abderrahmane;Ellaia, Rachid;Zhao, Ziheng
    • Journal of Computational Design and Engineering
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    • v.1 no.3
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    • pp.187-193
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    • 2014
  • One of the hottest challenges in automotive industry is related to weight reduction in sheet metal forming processes, in order to produce a high quality metal part with minimal material cost. Stamping is the most widely used sheet metal forming process; but its implementation comes with several fabrication flaws such as springback and failure. A global and simple approach to circumvent these unwanted process drawbacks consists in optimizing the initial blank shape with innovative methods. The aim of this paper is to introduce an efficient methodology to deal with complex, computationally expensive multicriteria optimization problems. Our approach is based on the combination of methods to capture the Pareto Front, approximate criteria (to save computational costs) and global optimizers. To illustrate the efficiency, we consider the stamping of an industrial workpiece as test-case. Our approach is applied to the springback and failure criteria. To optimize these two criteria, a global optimization algorithm was chosen. It is the Simulated Annealing algorithm hybridized with the Simultaneous Perturbation Stochastic Approximation in order to gain in time and in precision. The multicriteria problems amounts to the capture of the Pareto Front associated to the two criteria. Normal Boundary Intersection and Normalized Normal Constraint Method are considered for generating a set of Pareto-optimal solutions with the characteristic of uniform distribution of front points. The computational results are compared to those obtained with the well-known Non-dominated Sorting Genetic Algorithm II. The results show that our proposed approach is efficient to deal with the multicriteria shape optimization of highly non-linear mechanical systems.

Build-Up a Kinematic Wave Routing System for the Catchment-Stream Complex (사면 및 하도 복합유출장의 단기 유출해석 시스템 개발)

  • Ha, Sung Ryong
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.14 no.4
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    • pp.875-886
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    • 1994
  • This study is to develop an advanced storm runoff analysis program which takes geomorphological characteristics of watershed into consideration in determining model parameters. Basic concept of storm runoff modelling is based upon the kinematic wave theory. And numerical solution is obtained by the characteristic curve method. The storm runoff analysis program developed by this study is composed of multiple equivalent roughness sub-basins, each of which has two equivalent catchments on both side of a stream. Because it is based upon the stream-order of the Strahler system, the equivalent catchment-stream network reflects the stochastic geomorphological characteristics in the model parameter. Applicability and reliability of the storm runoff analysis program is evidenced by model calibration and verification process utilizing geographical and hydrological data of the Bocheong-river area which is a representative watershed of IHP projects in Korea. This study will hopefully contribute to hydrological calculation essentially required to understand water quality effect caused by regional development.

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Ambient vibration testing of Berta Highway Bridge with post-tension tendons

  • Kudu, Fatma Nur;Bayraktar, Alemdar;Bakir, Pelin Gundes;Turker, Temel;Altunisik, Ahmet Can
    • Steel and Composite Structures
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    • v.16 no.1
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    • pp.21-44
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    • 2014
  • The aim of this study is to determine the dynamic characteristics of long reinforced concrete highway bridges with post-tension tendons using analytical and experimental methods. It is known that the deck length and height of bridges are affected the dynamic characteristics considerably. For this purpose, Berta Bridge constructed in deep valley, in Artvin, Turkey, is selected as an application. The Bridge has two piers with height of 109.245 m and 85.193 m, and the total length of deck is 340.0 m. Analytical and experimental studies are carried out on Berta Bridge which was built in accordance with the balanced cantilever method. Finite Element Method (FEM) and Operational Modal Analysis (OMA) which considers ambient vibration data were used in analytical and experimental studies, respectively. Finite element model of the bridge is created by using SAP2000 program to obtain analytical dynamic characteristics such as the natural frequencies and mode shapes. The ambient vibration tests are performed using Operational Modal Analysis under wind and human loads. Enhanced Frequency Domain Decomposition (EFDD) and Stochastic Subspace Identification (SSI) methods are used to obtain experimental dynamic characteristics like natural frequencies, mode shapes and damping ratios. At the end of the study, analytical and experimental dynamic characteristic are compared with each other and the finite element model of the bridge was updated considering the material properties and boundary conditions. It is emphasized that Operational Modal Analysis method based on the ambient vibrations can be used safely to determine the dynamic characteristics, to update the finite element models, and to monitor the structural health of long reinforced concrete highway bridges constructed with the balanced cantilever method.

Sweep Nonlinearity Estimation for High Range Resolution Millimeter-Wave Seeker Using Least Squares Method (최소 자승법을 이용한 고해상도 밀리미터파 탐색기의 비선형 위상 오차의 추정)

  • Yang, Hee-Seong;Chun, Joo-Hwan;Song, Sung-Chan
    • The Journal of Korean Institute of Electromagnetic Engineering and Science
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    • v.23 no.1
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    • pp.56-67
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    • 2012
  • In this thesis, to compensate the sweep nonlinearity occurring in the high resolution radar system using FMICW or FMCW, the method of the estimation of the nonlinearity is proposed. The nonlinear phase component caused by the nonlinear characteristic of the radar system is modelled as a linear combination of the sinusoidal functions consisting of various magnitudes and phases(systematic nonlinear phase error) and a random component(stochastic nonlinear phase error). From two IF signals that are measured respectively independently for two reference point targets lying in different distances which are known, a sparse linear equation is made and solved by least squares method to estimate the nonlinear phase component. The estimated component can be used for predistortion method to compensate the sweep nonlinearity.

Soil Moisture Measurements and Correlation Analysis to Understand the Runoff Generation Process for a Bumrunsa Hillslope of Sulmachun Watershed (설마천 범륜사 사면 유출과정의 이해를 위한 실측토양수분 상관도 분석)

  • Kim, Sang-Hyun;Kang, Mi-Jeong;Kwak, Yong-Seok
    • Journal of Korea Water Resources Association
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    • v.44 no.5
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    • pp.351-362
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    • 2011
  • The soil moisture measurements and correlation analysis are presented to improve understanding the hydrological process at the hillslope scale. The rainfall events is a main driver of soil moisture variation, and its stochastic characteristic need to be properly treated prior to the correlation analysis between soil moisture measurements. Using field measurements for two designated periods during the late summer and autumn seasons in 2007 obtained from the Bumrunsa hillslope located at the Sulmachun watershed, prewhitened correlation analysis were performed for 8, 14, 7 and 7 relationships representing the vertical, lateral, recharge and return flows, for two designated periods, respectively. The analysis indicated both temporal and spatial variation patterns of hydrological processes, which can be explained by the relative contribution of matrix and macropore flows and the impact of transect topography, respectively.

A study on failure probability characteristic based on the reliability analysis according to the variation of boundary conditions (신뢰성 기반 쉴드터널의 경계조건 변화에 따른 파괴확률 특성에 관한 연구)

  • Gyu-Phil Lee;Young-Bin Park
    • Journal of Korean Tunnelling and Underground Space Association
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    • v.25 no.6
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    • pp.447-458
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    • 2023
  • In this study, a comparison model considering the stochastic characteristics of the load and member resistance of the shield tunnel segment lining as well as the variability of the boundary condition was selected and reliability analysis was performed, and the adequacy of the limit state design was analyzed by calculating the probability of failure and reviewing the structural safety. For the analysis considering the probability characteristics of these ground constants, the ground spring coefficient was considered as the mean value by calculating the quantitative value by applying the Muirwood formula, and the coefficient of variation was selected based on the existing research data to review the models according to the change of ground boundary conditions. Through the structural analysis of these models and the reliability analysis using MCS technique, the failure probability and reliability index were calculated to examine the changes in the failure probability due to changes in ground boundary conditions.