• Title/Summary/Keyword: Doubly Stochastic Poisson Process

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Assessment of Turbulent Spectral Estimators in LDV (LDV의 난류 스펙트럼 추정치 평가)

  • 이도환;성형진
    • Transactions of the Korean Society of Mechanical Engineers
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    • v.16 no.9
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    • pp.1788-1795
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    • 1992
  • Numerical simulations have been performed to investigate various spectral estimators used in LDV signal processing. In order to simulate a particle arrival time statistics known as the doubly stochastic poisson process, an autoregressive vector model was adopted to construct a primary velocity field. The conditional Poisson process with a random rate parameter was generated through the rescaling time process using the mean value function. The direct transform based on random sampling sequences and the standard periodogram using periodically resampled data by the sample and hold interpolation were applied to obtain power spectral density functions. For low turbulent intensity flows, the direct transform with a constant Poisson intensity is in good agreement with the theoretical spectrum. The periodogram using the sample and hold sequences is better than the direct transform in the view of the stability and the weighting of the velocity bias for high data density flows. The high Reynolds stress and high fluctuation of the transverse velocity component affects the velocity bias which increases the distortion of spectral components in the direct transform.

Discounted Cost Model of Condition-Based Maintenance Regarding Cumulative Damage of Armor Units of Rubble-Mound Breakwaters as a Discrete-Time Stochastic Process (경사제 피복재의 누적피해를 이산시간 확률과정으로 고려한 조건기반 유지관리의 할인비용모형)

  • Lee, Cheol-Eung;Park, Dong-Heon
    • Journal of Korean Society of Coastal and Ocean Engineers
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    • v.29 no.2
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    • pp.109-120
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    • 2017
  • A discounted cost model for preventive maintenance of armor units of rubble-mound breakwaters is mathematically derived by combining the deterioration model based on a discrete-time stochastic process of shock occurrence with the cost model of renewal process together. The discounted cost model of condition-based maintenance proposed in this paper can take into account the nonlinearity of cumulative damage process as well as the discounting effect of cost. By comparing the present results with the previous other results, the verification is carried out satisfactorily. In addition, it is known from the sensitivity analysis on variables related to the model that the more often preventive maintenance should be implemented, the more crucial the level of importance of system is. However, the tendency is shown in reverse as the interest rate is increased. Meanwhile, the present model has been applied to the armor units of rubble-mound breakwaters. The parameters of damage intensity function have been estimated through the time-dependent prediction of the expected cumulative damage level obtained from the sample path method. In particular, it is confirmed that the shock occurrences can be considered to be a discrete-time stochastic process by investigating the effects of uncertainty of the shock occurrences on the expected cumulative damage level with homogeneous Poisson process and doubly stochastic Poisson process that are the continuous-time stochastic processes. It can be also seen that the stochastic process of cumulative damage would depend directly on the design conditions, thus the preventive maintenance would be varied due to those. Finally, the optimal periods and scale for the preventive maintenance of armor units of rubble-mound breakwaters can be quantitatively determined with the failure limits, the levels of importance of structure, and the interest rates.