• Title/Summary/Keyword: stochastic gamma process

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A Study on the Storage Life Estimation Method for Decrease of Muzzle Velocity using Gamma Process Model (감마과정 모델을 적용한 포구속도 저하량에 따른 저장수명 예측기법 연구)

  • Park, Sung-Ho;Kim, Jae-Hoon
    • Journal of the Korea Institute of Military Science and Technology
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    • v.16 no.5
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    • pp.639-645
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    • 2013
  • The aim of the study is to investigate the method to estimate a storage life of propelling charge on the decrease of muzzle velocity by stochastic gamma process model. It is required to establish criterion for state failure to estimate the storage life and it is defined in this paper as a muzzle velocity difference between reference value and maximum allowable standard deviation multiplied by 6. The relationship between storage time and muzzle velocity is investigated by nonlinear regression analysis. The stochastic gamma process model is used to estimated the state distribution and the life distribution for storage time for 155mm propelling charge KM4A2 because the regression analysis is a deterministic method and it can't describe the distribution of life for storage time.

Stochastic modelling and lifecycle performance assessment of bond strength of corroded reinforcement in concrete

  • Chen, Hua-Peng;Nepal, Jaya
    • Structural Engineering and Mechanics
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    • v.54 no.2
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    • pp.319-336
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    • 2015
  • Life cycle performance of corrosion affected RC structures is an important and challenging issue for effective infrastructure management. The accurate condition assessment of corroded RC structures mainly depends on the effective evaluation of deterioration occurring in the structures. Structural performance deterioration caused by reinforcement corrosion is a complex phenomenon which is generally uncertain and non-decreasing. Therefore, a stochastic modelling such as the gamma process can be an effective tool to consider the temporal uncertainty associated with performance deterioration. This paper presents a time-dependent reliability analysis of corrosion affected RC structures associated bond strength degradation. Initially, an analytical model to evaluate cracking in the concrete cover and the associated loss of bond between the corroded steel and the surrounding cracked concrete is developed. The analytical results of cover surface cracking and bond strength deterioration are examined by experimental data available. Then the verified analytical results are used for the stochastic deterioration modelling, presented here as gamma process. The application of the proposed approach is illustrated with a numerical example. The results from the illustrative example show that the proposed approach is capable of assessing performance of the bond strength of concrete structures affected by reinforcement corrosion during their lifecycle.

Service Life Prediction for Building Materials and Components with Stochastic Deterioration (추계적 열화모형에 의한 건설자재의 사용수명 예측)

  • Kwon, Young-Il
    • Journal of Korean Society for Quality Management
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    • v.35 no.4
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    • pp.61-66
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    • 2007
  • The performance of a building material degrades as time goes by and the failure of the material is often defined as the point at which the performance of the material reaches a pre-specified degraded level. Based on a stochastic deterioration model, a performance based service life prediction method for building materials and components is developed. As a stochastic degradation model, a gamma process is considered and lifetime distribution and service life of a material are predicted using the degradation model. A numerical example is provided to illustrate the use of the proposed service life prediction method.

Stochastic modelling fatigue crack evolution and optimum maintenance strategy for composite blades of wind turbines

  • Chen, Hua-Peng;Zhang, Chi;Huang, Tian-Li
    • 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.

Identification of Uncertainty on the Reduction of Dead Storage in Soyang Dam Using Bayesian Stochastic Reliability Analysis (Bayesian 추계학적 신뢰도 기법을 이용한 소양강댐 퇴사용량 감소의 불확실성 분석)

  • Lee, Cheol-Eung;Kim, Sang Ug
    • Journal of Korea Water Resources Association
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    • v.46 no.3
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    • pp.315-326
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    • 2013
  • Despite of the importance on the maintenance of a reservoir storage, relatively few studies have addressed the stochastic reliability analysis including uncertainty on the decrease of the reservoir storage by the sedimentation. Therefore, the stochastic gamma process under the reliability framework is developed and applied to estimate the reduction of the Soyang Dam reservoir storage in this paper. Especially, in the estimation of parameters of the stochastic gamma process, the Bayesian MCMC scheme using informative prior distribution is used to incorporate a wide variety of information related with the sedimentation. The results show that the selected informative prior distribution is reasonable because the uncertainty of the posterior distribution is reduced considerably compared to that of the prior distribution. Also, the range of the expected life time of the dead storage in Soyang Dam reservoir including uncertainty is estimated from 119.3 years to 183.5 years at 5% significance level. Finally, it is suggested that the improvement of the assessment strategy in this study can provide the valuable information to the decision makers who are in charge of the maintenance of a reservoir.

Condition-Based Model for Preventive Maintenance of Armor Units of Rubble-Mound Breakwaters using Stochastic Process (추계학적 확률과정을 이용한 경사제 피복재의 예방적 유지관리를 위한 조건기반모형)

  • Lee, Cheol-Eung
    • Journal of Korean Society of Coastal and Ocean Engineers
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    • v.28 no.4
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    • pp.191-201
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    • 2016
  • A stochastic process has been used to develop a condition-based model for preventive maintenance of armor units of rubble-mound breakwaters that can make a decision the optimal interval at which some repair actions should be performed under the perfect maintenance. The proposed cost model in this paper based on renewal reward process can take account of the interest rate, also consider the unplanned maintenance cost which has been treated like a constant in the previous studies to be a time-dependent random variable. A function for the unplanned maintenance cost has been mathematically proposed so that the cumulative damage, serviceability limit and importance of structure can be taken into account, by which a age-based maintenance can be extended to a condition-based maintenance straightforwardly. The coefficients involved in the function can also be properly estimated using a method expressed in this paper. Two stochastic processes, Wiener process and gamma process have been applied to armor stones of rubble-mound breakwaters. By evaluating the expected total cost rate as a function of time for various serviceability limits, interest rates and importances of structure, the optimal period of preventive maintenance can easily determined through the minimization of the expected total cost rate. For a fixed serviceability limit, it shows that the optimal period has been delayed while the interest rate increases, so that the expected total cost rate has become lower. In addition, the gamma process tends to estimate the optimal period more conservatively than the Wiener process. Finally, it is found that the more crucial the level of importance of structure becomes, the more often preventive maintenances should be carried out.

Estimation of Shelf Life for Propellant KM6 by Using Gamma Process Model (감마과정 모델을 이용한 KM6 추진제의 저장수명 예측)

  • Park, Sung-Ho;Kim, Jae-Hoon
    • Journal of the Korean Society of Propulsion Engineers
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    • v.16 no.4
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    • pp.33-41
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    • 2012
  • The aim of the study is to investigate the method to estimate a shelf life of KM6 single base propellant by stochastic gamma process model. The state failure level is assumed that the degradation content of stabilizer is below 0.8%. The constant of time dependent shape function and the scale parameter of stationary gamma process are estimated by moment method. The state distribution at each storage time can be shown from probability density function of deterioration. It is estimated that the $B_{10}$ life, a time at which the cumulative failure probability is 10%, is 25 years and the $B_{50}$ life is 36 years from cumulative failure distribution function curve. The $B_{50}$ life can be treated as the average shelf life from the practical viewpoint and the lifetime can be expressed as distribution curve by using stochastic process theory.

Estimation of Time-dependent Damage Paths of Armors of Rubble-mound Breakwaters using Stochastic Processes (추계학적 확률과정을 이용한 경사제 피복재의 시간에 따른 피해 경로 추정)

  • Lee, Cheol-Eung
    • Journal of Korean Society of Coastal and Ocean Engineers
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    • v.27 no.4
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    • pp.246-257
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    • 2015
  • The progressive degradation paths of structures have quantitatively been tracked by using stochastic processes, such as Wiener process, gamma process and compound Poisson process, in order to consider both the sampling uncertainty due to the usual lack of damage data and the temporal uncertainty associated with the deterioration evolution. Several important features of stochastic processes which should carefully be considered in application of the stochastic processes to practical problems have been figured out through assessing cumulative damage and lifetime distribution as a function of time. Especially, the Wiener process and the gamma process have straightforwardly been applied to armors of rubble-mound breakwaters by the aid of a sample path method based on Melby's formula which can estimate cumulative damage levels of armors over time. The sample path method have been developed to calibrate the related-parameters required in the stochastic modelling of armors of rubble-mound breakwaters. From the analyses, it is found that cumulative damage levels of armors have surely been saturated with time. Also, the exponent of power law in time, that plays a significant role in predicting the cumulative damage levels over time, can easily be determined, which makes the stochastic models possible to track the cumulative damage levels of armors of rubble-mound breakwaters over time. Finally, failure probabilities with respect to various critical limits have been analyzed throughout its anticipated service life.

Stochastic modelling and optimum inspection and maintenance strategy for fatigue affected steel bridge members

  • Huang, Tian-Li;Zhou, Hao;Chen, Hua-Peng;Ren, Wei-Xin
    • Smart Structures and Systems
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    • v.18 no.3
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    • pp.569-584
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    • 2016
  • This paper presents a method for stochastic modelling of fatigue crack growth and optimising inspection and maintenance strategy for the structural members of steel bridges. The fatigue crack evolution is considered as a stochastic process with uncertainties, and the Gamma process is adopted to simulate the propagation of fatigue crack in steel bridge members. From the stochastic modelling for fatigue crack growth, the probability of failure caused by fatigue is predicted over the service life of steel bridge members. The remaining fatigue life of steel bridge members is determined by comparing the fatigue crack length with its predetermined threshold. Furthermore, the probability of detection is adopted to consider the uncertainties in detecting fatigue crack by using existing damage detection techniques. A multi-objective optimisation problem is proposed and solved by a genetic algorithm to determine the optimised inspection and maintenance strategy for the fatigue affected steel bridge members. The optimised strategy is achieved by minimizing the life-cycle cost, including the inspection, maintenance and failure costs, and maximizing the service life after necessary intervention. The number of intervention during the service life is also taken into account to investigate the relationship between the service life and the cost for maintenance. The results from numerical examples show that the proposed method can provide a useful approach for cost-effective inspection and maintenance strategy for fatigue affected steel bridges.

The Stockpile Reliability of Propelling Charge for Performance and Storage Safety using Stochastic Process (확률과정론을 이용한 추진장약의 성능과 저장안전성에 관한 저장신뢰성평가)

  • Park, Sung-Ho;Kim, Jae-Hoon
    • Journal of Korean Society for Quality Management
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    • v.41 no.1
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    • pp.135-148
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    • 2013
  • Purpose: This paper presents a method to evaluate the stockpile reliability of propelling charge for performance and storage safety with storage time. Methods: We consider a performance failure level is the amount of muzzle velocity drop which is the maximum allowed standard deviation multiplied by 6. The lifetime for performance is estimated by non-linear regression analysis. The state failure level is assumed that the content of stabilizer is below 0.2%. Because the degradation of stabilizer with storage time has both distribution of state and distribution of lifetime, it must be evaluated by stochastic process method such as gamma process. Results: It is estimated that the lifetime for performance is 59 years. The state distribution at each storage time can be shown from probability density function of degradation. It is estimated that the average lifetime as $B_{50}$ life is 33 years from cumulative failure distribution function curve. Conclusion: The lifetime for storage safety is shorter than for performance and we must consider both the lifetime for storage safety and the lifetime performance because of variation of degradation rate.