• 제목/요약/키워드: stochastic perturbation method

검색결과 51건 처리시간 0.025초

DYNAMICAL MODEL OF A SINGLE-SPECIES SYSTEM IN A POLLUTED ENVIRONMENT

  • Samanta, G.P.;Maiti, Alakes
    • Journal of applied mathematics & informatics
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    • 제16권1_2호
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    • pp.231-242
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    • 2004
  • The effect of toxicants on ecological systems is an important issue from mathematical and experimental points of view. Here we have studied dynamical model of a single-species population-toxicant system. Two cases are studied: constant exogeneous input of toxicant and rapidly fluctuating random exogeneous input of toxicant into the environment. The dynamical behaviour of the system is analyzed by using deterministic linearized technique, Lyapunov method and stochastic linearization on the assumption that exogeneous input of toxicant into the environment behaves like ‘Coloured noise’.

SPSA를 이용한 EIT 영상복원 (EIT Image Reconstruction Using SPSA)

  • 김호찬;부창진
    • 대한전기학회:학술대회논문집
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    • 대한전기학회 2002년도 하계학술대회 논문집 D
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    • pp.2721-2723
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    • 2002
  • Electrical impedance tomograpy(EIT) determines the resistivity distribution inside an inhomogeneous target by means of voltage and current measurements conducted at the target boundary. In this paper, a simultaneous perturbation stochastic approximation(SPSA) approach is proposed for the solution of the EIT image reconstruction. Results of numerical experiments of EIT solved by the SPSA approach are presented and compared to that obtained by the modified Newton-Raphson(mNR) method.

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확률유한요소법을 이용한 초고주파 수동소자의 2차원 해석 (The Two Dimensional Analysis of RF Passive Device using Stochastic Finite Element Method)

  • 김준연;정철용;이선영;천창렬
    • 대한전기학회논문지:전기물성ㆍ응용부문C
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    • 제49권4호
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    • pp.249-257
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    • 2000
  • In this paper, we propose the use of stochastic finite element method, that is popularly employed in mechanical structure analysis, for more practical designing purpose of RF device. The proposed method is formulated based on the vector finite element method cooperated by pertubation analysis. The method utilizes sensitivity analysis algorithm with covariance matrix of the random variables that represent for uncertain physical quantities such as length or various electrical constants to compute the probabilities of the measure of performance of the structure. For this computation one need to know the variance and covariance of the random variables that might be determined by practical experiences. The presenting algorithm has been verified by analyzing several device with different be determined by practical experiences. The presenting algorithm has been verified by analysis several device with different measure of performanes. For the convenience of formulation, two dimensional analysis has been performed to apply it into waveguide with dielectric slab. In the problem the dielectric constant of the dielectric slab is considered as random variable. Another example is matched waveguide and cavity problem. In the problem, the dimension of them are assumed to be as random variables and the expectations and variances of quality factor have been computed.

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New method for LQG control of singularly perturbed discrete stochastic systems

  • Lim, Myo-Taeg;Kwon, Sung-Ha
    • 제어로봇시스템학회:학술대회논문집
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    • 제어로봇시스템학회 1995년도 Proceedings of the Korea Automation Control Conference, 10th (KACC); Seoul, Korea; 23-25 Oct. 1995
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    • pp.432-435
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    • 1995
  • In this paper a new approach to obtain the solution of the linear-quadratic Gaussian control problem for singularly perturbed discrete-time stochastic systems is proposed. The alogorithm proposed is based on exploring the previous results that the exact solution of the global discrete algebraic Riccati equations is found in terms of the reduced-order pure-slow and pure-fast nonsymmetric continuous-time algebraic Riccati equations and, in addition, the optimal global Kalman filter is decomposed into pure-slow and pure-fast local optimal filters both driven by the system measurements and the system optimal control input. It is shown that the optimal linear-quadratic Gaussian control problem for singularly perturbed linear discrete systems takes the complete decomposition and parallelism between pure-slow and pure-fast filters and controllers.

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확률변수의 상관성을 고려한 사장교의 확률유한요소해석 및 신뢰성해석 (The Stochastic Finite Element Analysis and Reliability Analysis of the Cable Stayed Bridge Considered to Correlation of the Random Variable)

  • 한성호;신재철
    • 대한토목학회논문집
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    • 제26권1A호
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    • pp.21-33
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    • 2006
  • 사장교 구조물을 대상으로 확률유한요소법을 신뢰성이론에 적합하도록 정식화하여 신뢰성해석을 보다 효율적으로 수행하고자 한다. 사장교의 초기평형해석을 수행한 후, 섭동법을 이용하여 선형 비선형 확률유한요소해석을 수행할 수 있으며, 확률변수의 상관성에 따른 신뢰성해석을 수행할 수 있는 프로그램을 작성하였다. 작성된 프로그램을 이용하여 사장교의 응답해석을 검토한 결과, 확률변수의 상호간 상관성에 따른 절점변위, 부재력 및 케이블긴장력에 대한 분산특성을 정량적으로 평가할 수 있었다. 또한 신뢰성지수 및 파괴확률을 검토하여 사장교 구조물의 안전성을 명확하게 파악하였다.

Stochastic finite element based seismic analysis of framed structures with open-storey

  • Manjuprasad, M.;Gopalakrishnan, S.;Rao, K. Balaji
    • Structural Engineering and Mechanics
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    • 제15권4호
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    • pp.381-394
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    • 2003
  • While constructing multistorey buildings with reinforced concrete framed structures it is a common practice to provide parking space for vehicles at the ground floor level. This floor will generally consist of open frames without any infilled walls and is called an open-storey. From a post disaster damage survey carried out, it was noticed that during the January 26, 2001 Bhuj (Gujarat, India) earthquake, a large number of reinforced concrete framed buildings with open-storey at ground floor level, suffered extensive damage and in some cases catastrophic collapse. This has brought into sharp focus the need to carry out systematic studies on the seismic vulnerability of such buildings. Determination of vulnerability requires realistic structural response estimations taking into account the stochasticity in the loading and the system parameters. The stochastic finite element method can be effectively used to model the random fields while carrying out such studies. This paper presents the details of stochastic finite element analysis of a five-storey three-bay reinforced concrete framed structure with open-storey subjected to standard seismic excitation. In the present study, only the stochasticity in the system parameters is considered. The stochastic finite element method used for carrying out the analysis is based on perturbation technique. Each random field representing the stochastic geometry/material property is discretised into correlated random variables using spatial averaging technique. The uncertainties in geometry and material properties are modelled using the first two moments of the corresponding parameters. In evaluating the stochastic response, the cross-sectional area and Young' modulus are considered as independent random fields. To study the influence of correlation length of random fields, different correlation lengths are considered for random field discretisation. The spatial expectations and covariances for displacement response at any time instant are obtained as the output. The effect of open-storey is modelled by suitably considering the stiffness of infilled walls in the upper storey using cross bracing. In order to account for changes in soil conditions during strong motion earthquakes, both fixed and hinged supports are considered. The results of the stochastic finite element based seismic analysis of reinforced concrete framed structures reported in this paper demonstrate the importance of considering the effect of open-storey with appropriate support conditions to estimate the realistic response of buildings subjected to earthquakes.

Stochastic thermo-mechanically induced post buckling response of elastically supported nanotube-reinforced composite beam

  • Chaudhari, Virendra Kumar;Shegokar, Niranjan L.;Lal, Achchhe
    • Advances in aircraft and spacecraft science
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    • 제4권5호
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    • pp.585-611
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    • 2017
  • This article covenants with the post buckling witticism of carbon nanotube reinforced composite (CNTRC) beam supported with an elastic foundation in thermal atmospheres with arbitrary assumed random system properties. The arbitrary assumed random system properties are be modeled as uncorrelated Gaussian random input variables. Unvaryingly distributed (UD) and functionally graded (FG) distributions of the carbon nanotube are deliberated. The material belongings of CNTRC beam are presumed to be graded in the beam depth way and appraised through a micromechanical exemplary. The basic equations of a CNTRC beam are imitative constructed on a higher order shear deformation beam (HSDT) theory with von-Karman type nonlinearity. The beam is supported by two parameters Pasternak elastic foundation with Winkler cubic nonlinearity. The thermal dominance is involved in the material properties of CNTRC beam is foreseen to be temperature dependent (TD). The first and second order perturbation method (SOPT) and Monte Carlo sampling (MCS) by way of CO nonlinear finite element method (FEM) through direct iterative way are offered to observe the mean, coefficient of variation (COV) and probability distribution function (PDF) of critical post buckling load. Archetypal outcomes are presented for the volume fraction of CNTRC, slenderness ratios, boundary conditions, underpinning parameters, amplitude ratios, temperature reliant and sovereign random material properties with arbitrary system properties. The present defined tactic is corroborated with the results available in the literature and by employing MCS.

A dynamical stochastic finite element method based on the moment equation approach for the analysis of linear and nonlinear uncertain structures

  • Falsone, Giovanni;Ferro, Gabriele
    • Structural Engineering and Mechanics
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    • 제23권6호
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    • pp.599-613
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    • 2006
  • A method for the dynamical analysis of FE discretized uncertain linear and nonlinear structures is presented. This method is based on the moment equation approach, for which the differential equations governing the response first and second-order statistical moments must be solved. It is shown that they require the cross-moments between the response and the random variables characterizing the structural uncertainties, whose governing equations determine an infinite hierarchy. As a consequence, a closure scheme must be applied even if the structure is linear. In this sense the proposed approach is approximated even for the linear system. For nonlinear systems the closure schemes are also necessary in order to treat the nonlinearities. The complete set of equations obtained by this procedure is shown to be linear if the structure is linear. The application of this procedure to some simple examples has shown its high level of accuracy, if compared with other classical approaches, such as the perturbation method, even for low levels of closures.

확률론적 특성을 갖는 선형 동적계의 과도 응답 해석 (Transient Response Analysis of Linear Dynamic System with Random Properties)

  • 김인학;독고욱
    • 전산구조공학
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    • 제10권3호
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    • pp.125-131
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    • 1997
  • 대부분의 동적계는 기진력 및 계 인자들에 있어서 다양한 불확정 특성을 갖고 있다. 본 연구에서는 기진력의 불확정성과 계 인자들의 불확정성을 모두 갖는 선형 동적계에 대한 응답해석 과정을 제안하였다. 확률특성을 갖는 계 인자와 응답은 섭동법에 의해 모델링되었으며, 응답해석은 불규칙 진동 이론에 의하여 정식화 되었다. 또한 제안된 응답 모델에 의해 계산되기 어려운 응답의 평균에 대한 해석은 확률유한요소법을 사용하였다. 적용 예로서 정상 백색잡음 기진력을 받으며 불확정 질량과 스프링 상수를 갖는 1자유도계 문제에 대하여 과도응답을 계산하고, 그 결과를 수치 시뮬레이션 결과와 비교하여 그 타당성을 검토하였다.

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Optimal design of Base Isolation System considering uncertain bounded system parameters

  • Roy, Bijan Kumar;Chakraborty, Subrata
    • Structural Engineering and Mechanics
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    • 제46권1호
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    • pp.19-37
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    • 2013
  • The optimum design of base isolation system considering model parameter uncertainty is usually performed by using the unconditional response of structure obtained by the total probability theory, as the performance index. Though, the probabilistic approach is powerful, it cannot be applied when the maximum possible ranges of variations are known and can be only modelled as uncertain but bounded type. In such cases, the interval analysis method is a viable alternative. The present study focuses on the bounded optimization of base isolation system to mitigate the seismic vibration effect of structures characterized by bounded type system parameters. With this intention in view, the conditional stochastic response quantities are obtained in random vibration framework using the state space formulation. Subsequently, with the aid of matrix perturbation theory using first order Taylor series expansion of dynamic response function and its interval extension, the vibration control problem is transformed to appropriate deterministic optimization problems correspond to a lower bound and upper bound optimum solutions. A lead rubber bearing isolating a multi-storeyed building frame is considered for numerical study to elucidate the proposed bounded optimization procedure and the optimum performance of the isolation system.