• 제목/요약/키워드: stochastic effects

검색결과 250건 처리시간 0.023초

수요 불확실성과 공급 불확실성의 상호 작용이 공급 사슬 비용에 미치는 효과에 대한 연구 (Study on the Effects of the Interactions between Demand and Supply Uncertainties on Supply Chain Costs)

  • 박상욱;김수욱
    • 한국경영과학회지
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    • 제30권3호
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    • pp.81-93
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    • 2005
  • This paper models supply chain uncertainties in the dynamic Newsboy Problem context. The system consists of one supplier and one retailer who place an order to the supplier every period. Demand uncertainty is modeled as stochastic period demand, and supply uncertainty as the uncertainty in quantities delivered by the supplier. The supplier delivers exactly the amount ordered by the retailer with probability of $\beta$ and the amount minus K with probability of $(1-\beta)$ We formulate the problem as a dynamic programming problem and derive the first-order optimality condition. Through a numerical study, we measure the extent to which the cost decrease due to the reduction in supply uncertainty depends on the level of demand uncertainty. One of the most important findings In this paper is that this cost decrease is relatively small if demand uncertainty is kept high, and vice versa. We also backup this numerical result by analyzing the distribution of ending Inventory under the supply and demand uncertainties.

Reliability-based design of semi-rigidly connected base-isolated buildings subjected to stochastic near-fault excitations

  • Hadidi, Ali;Azar, Bahman Farahmand;Rafiee, Amin
    • Earthquakes and Structures
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    • 제11권4호
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    • pp.701-721
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    • 2016
  • Base isolation is a well-established passive strategy for seismic response control of buildings. In this paper, an efficient framework is proposed for reliability-based design optimization (RBDO) of isolated buildings subjected to uncertain earthquakes. The framework uses reduced function evaluations method, as an efficient tool for structural reliability analysis, and an efficient optimization algorithm for optimal structural design. The probability of failure is calculated considering excessive base displacement, superstructure inter-storey drifts, member stress ratios and absolute accelerations of floors of the isolated building as failure events. The behavior of rubber bearing isolators is modeled using nonlinear hysteretic model and the variability of future earthquakes is modeled by applying a probabilistic approach. The effects of pulse component of stochastic near-fault ground motions, fixity-factor of semi-rigid beam-to-column connections, values of isolator parameters, earthquake magnitude and epicentral distance on the performance and safety of semi-rigidly connected base-isolated steel framed buildings are studied. Suitable RBDO examples are solved to illustrate the results of investigations.

장전항 최적 설계를 위한 정온도 해석 (Wave Simulation for the Optimum Design of Jangjeon Harbour)

  • 홍기용;양찬규
    • 한국해양환경ㆍ에너지학회지
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    • 제3권2호
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    • pp.49-59
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    • 2000
  • 장전항 시설물의 최적설계를 위한 항내 파랑분포 수치 시뮬레이션을 수행하였다. 장전항 인근 해역의 바람자료에 기초한 극치동계해석에 의해 추정된 심해 설계파를 수치 시뮬레이션의 외해 경계조건으로 적용하였다. 파랑 시뮬레이션을 위해 Boussinesq 천해파 이론을 사용하였으며, 파의 분산성과 비선형성을 포함하였다. 해안 경계에 대해서는 파랑의 부분적인 반사가 가능토록 유공을 두거나, 파랑 에너지를 모두 흡수하는 해면층을 두어 모사하였다. 방파제 설계 파고를 산정하기 위해서 광역모델에 대한 시뮬레이션을 수행하였으며, 설계된 방파제 및 부두 배치에 대한 항내 정온도 해석을 위하려 상세모델에 대한 시뮬레이션을 수행하였다.

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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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    • 제20권3호
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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.

Effect of rain on flutter derivatives of bridge decks

  • Gu, Ming;Xu, Shu-Zhuang
    • Wind and Structures
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    • 제11권3호
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    • pp.209-220
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    • 2008
  • Flutter derivatives provide the basis of predicting the critical wind speed in flutter and buffeting analysis of long-span cable-supported bridges. Many studies have been performed on the methods and applications of identification of flutter derivatives of bridge decks under wind action. In fact, strong wind, especially typhoon, is always accompanied by heavy rain. Then, what is the effect of rain on flutter derivatives and flutter critical wind speed of bridges? Unfortunately, there have been no studies on this subject. This paper makes an initial study on this problem. Covariance-driven Stochastic Subspace Identification (SSI in short) which is capable of estimating the flutter derivatives of bridge decks from their steady random responses is presented first. An experimental set-up is specially designed and manufactured to produce the conditions of rain and wind. Wind tunnel tests of a quasi-streamlined thin plate model are conducted under conditions of only wind action and simultaneous wind-rain action, respectively. The flutter derivatives are then extracted by the SSI method, and comparisons are made between the flutter derivatives under the two different conditions. The comparison results tentatively indicate that rain has non-trivial effects on flutter derivatives, especially on and $H_2$ and $A_2$thus the flutter critical wind speeds of bridges.

Concrete structures under combined mechanical and environmental actions: Modelling of durability and reliability

  • Vorechovska, Dita;Somodikova, Martina;Podrouzek, Jan;Lehky, David;Teply, Bretislav
    • Computers and Concrete
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    • 제20권1호
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    • pp.99-110
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    • 2017
  • Service life assessments which do not include the synergy between mechanical and environmental loading are neglecting a factor that can have a significant impact on structural safety and durability assessment. The degradation of concrete structure is a result of the combined effect of environmental and mechanical factors. In order to make service life design realistic it is necessary to consider both of these factors acting simultaneously. This paper deals with the advanced modelling of concrete carbonation and chloride ingress into concrete using stochastic 1D and 2D models. Widely accepted models incorporated into the new fib Model Code 2010 are extended to include factors that reflect the coupled effects of mechanical and environmental loads on the durability and reliability of reinforced concrete structures. An example of cooling tower degradation by carbonation and an example of a bended reinforced concrete beam kept for several years in salt fog are numerically studied to show the capability of the stochastic approach. The modelled degradation measures are compared with experimental results, leading to good agreement.

비행하중에서 피로균열진전에 미치는 미소하중의 영향 (The Effect of Low-amplitude Cycles in Flight-simulation Loading)

  • 심동석;김정규
    • 대한기계학회:학술대회논문집
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    • 대한기계학회 2003년도 추계학술대회
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    • pp.1045-1050
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    • 2003
  • In this study, to investigate the effects of omitting low-amplitude cycles from a flight-simulation loading, crack growth tests are conducted on 2124-T851 aluminum alloy specimens. Three test spectra are generated by omitting small load ranges as counted by the rain-flow count method. The crack growth test results are compared with the data obtained from the flight-simulation loading. The experimental results show that omission of the load ranges below 5% of the maximum load does not significantly affect crack growth behavior, because these are below the initial stress intensity factor range. However, in the case of omitting the load ranges below 15% of the maximum load, crack growth rates decrease, and therefore crack growth curve deviates from the crack growth data under the flight-simulation loading. To optimize the load range that can be omitted, crack growth curves are simulated by the stochastic crack growth model. The prediction shows that the omission level can be extended to 8% of the maximum load and test time can be reduced by 59%.

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확률론적 FMECA를 이용한 발전설비의 신뢰도 기반 유지보수계획 수립 (Reliability-Centered Maintenance of Generating Unit Using Stochastic FMECA)

  • 주재명;김동민;변용태;김형철;김진오
    • 조명전기설비학회논문지
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    • 제22권1호
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    • pp.58-65
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    • 2008
  • 본 논문은 신뢰도 기반 유지보수(RCM : Reliability-Centered Maintenance) 계획에 의한 발전설비의 유지보수주기를 평가하고 있다. 유지보수주기는 발전설비의 안정성 및 비용을 결정하기 위한 기준으로 활용된다. 본 논문에서는 설비 수명평가를 통해 확률분포를 이용한 확률론적 FMECA(Failure Mode, Effects and Criticality Analysis)에 대해 논하고, 국내 발전 설비 중 비교적 평균수명이 짧은 복합화력 발전소를 선정하여 유지보수 주기를 평가하였다. 발전소 유지보수 평가는 향후 구조 개편된 전력시장에서 유지보수계획 수립 방법의 유용한 지표로 활용 가능할 것이다.

Modeling mesoscale uncertainty for concrete in tension

  • Tregger, Nathan;Corr, David;Graham-Brady, Lori;Shah, Surendra
    • Computers and Concrete
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    • 제4권5호
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    • pp.347-362
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    • 2007
  • Due to heterogeneities at all scales, concrete exhibits significant variability in mechanical behavior from sample to sample. An understanding of the fundamental mechanical performance of concrete must therefore be embedded in a stochastic framework. The current work attempts to address the connection between a two-dimensional concrete mesostructure and the random local material properties associated within that mesostructure. This work builds on previous work that has focused on the random configuration of concrete mesostructures. This was accomplished by developing an understanding of the effects of variations in the mortar strength and the mortar-aggregate interfacial strength in given deterministic mesostructural configurations. The results are assessed through direct tension tests that are validated by comparing experimental results of two different, pre-arranged mesostructures, with the intent of isolating the effect of local variations in strength. Agreement is shown both in mechanical property values as well as the qualitative nature of crack initiation and propagation.

Markov Chain Model을 이용한 구조물의 피로 신뢰성 해석에 관한 연구 (A Study on the Fatigue Reliability of Structures by Markov Chain Model)

  • 양영순;윤장호
    • 대한조선학회논문집
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    • 제28권2호
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    • pp.228-240
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    • 1991
  • 균열진전에 관한 많은 실험결과는 피로 균열진전 과정이 확률과정(stochastic process)임을 보여주고 있다. 따라서, 피로 균열진전에 관한 연구는 확률론적 기반에서 다루어져야 한다. 본 연구에서는 균열의 진전과정을 discrete Markov process로 가정하여, Bogdanoff가 제안한 Markov chain model(MCM)을 이용하여 구조물의 신뢰도를 평가할 수 있는 방법을 제시한다. 본 연구에서는 구조부재의 파괴형태로 누출, 소성붕괴 그리고 취성파괴를 취하였으며, 초기 균열크기의 변동성, 검사의 효과 등이 고려되었다. 또한, 불규칙 하중은 등가음력의 개념을 도입하여 처리하였다. 그리고, 구조물에의 계산례를 통하여 본 연구의 유용성을 보였다.

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