• Title/Summary/Keyword: First Order Second Moment Method

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A Study for Robustness of Objective Function and Constraints in Robust Design Optimization

  • Lee Tae-Won
    • Journal of Mechanical Science and Technology
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    • v.20 no.10
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    • pp.1662-1669
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    • 2006
  • Since randomness and uncertainties of design parameters are inherent, the robust design has gained an ever increasing importance in mechanical engineering. The robustness is assessed by the measure of performance variability around mean value, which is called as standard deviation. Hence, constraints in robust optimization problem can be approached as probability constraints in reliability based optimization. Then, the FOSM (first order second moment) method or the AFOSM (advanced first order second moment) method can be used to calculate the mean values and the standard deviations of functions describing constraints and object. Among two methods, AFOSM method has some advantage over FOSM method in evaluation of probability. Nevertheless, it is difficult to obtain the mean value and the standard deviation of objective function using AFOSM method, because it requires that the mean value of function is always positive. This paper presented a special technique to overcome this weakness of AFOSM method. The mean value and the standard deviation of objective function by the proposed method are reliable as shown in examples compared with results by FOSM method.

A Study on the Risk Assessment of Small Reservoirs using Reliability Analysis Methods (신뢰도 분석기법을 이용한 소규모 저수지의 위험도 분석)

  • Kim, Mun-Mo;Park, Chang-Eon
    • Journal of Korea Water Resources Association
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    • v.33 no.1
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    • pp.15-30
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    • 2000
  • This study is to develop the applied method of reliability analysis to present risk - initial water level relationship in the small reservoir. To determine the reliability, the grasping of uncertainty sources is prerequisited and performance function is formulated. Reliability analysis method is a statistical method and the basic procedure of risk evaluation for overtopping of reservoir is as follows. 1. Define the risk criterion and performance function for the overtopping. 2. Determine the uncertainties of all the variables in the performance function. 3. Perform the risk analysis with suitable risk calculation method. Reliability analysis method such as Monte Carlo simulation(MCS) method and mean value first order second moment(MVFOSM) method are used to calculate the risk for reservoir. Finally, risk - initial water level relationship is established according to return period and it is useful for reservoir operation and safety assessment.ssment.

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Direct Numerical Simulation and Second-Order Conditional Moment Closure Modelling of a Turbulent Hydrocarbon Flame (난류 탄화수소화염의 직접수치해석 및 이차 조건모멘트닫힘 모델링)

  • Kim, Seung-Hyun;Huh, Kang Y.;Bilger, Robert W.
    • 한국연소학회:학술대회논문집
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    • 2001.11a
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    • pp.35-41
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    • 2001
  • A second-order conditional moment closure(CMC) model is applied to the prediction of local extinction in a turbulent hydrocarbon diffusion flame and compared with direct numerical simulation(DNS) results for the flame. Combustion of a hydrocarbon fuel is described by a simple two-step mechanism. A second-order correction for conditional mean reaction rate terms is made by the assumed pdf method. The results show that the second-order closure is necessary for accurate prediction of intermediate species, while first-order CMC gives good predictions for fuel, oxidant, product and temperature. Conditional variances and covariances are well predicted during an extinction process while they are overpredicted during a reignition process.

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Evaluation of moment amplification factors for RCMRFs designed based on Iranian national building code

  • Habibi, Alireza;Izadpanah, Mehdi;Rohani, Sina
    • Advances in concrete construction
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    • v.9 no.1
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    • pp.23-31
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    • 2020
  • Geometric nonlinearity can significantly affect load-carrying capacity of slender columns. Dependence of structural stability on columns necessitates the consideration of second-order effects in the design process of columns, appropriately. On the whole, the design codes present a simplified procedure for second order analysis of slender columns. In this approximate method, the end moments of columns resulted from linear analysis (first-order) are multiplied by the recommended moment amplification factors of codes to achieve magnified moments of the second-order analysis. In the other approach, the equilibrium equations are directly solved for the deformed configuration of structure, so the resulting moments and deflections contain the influence of slenderness and increase more rapidly than do loads. The aim of this study is to evaluate the accuracy of moment amplification factors of Iranian national building code whose provisions are similar to the ACI requirement. Herein, finite element method is used to achieve magnified end moments of reinforced concrete moment resisting frames, and the outcomes are compared with the moments acquired based on the proposed approximate method by Iranian national building code. The results show that the approximate method of Iranian code for calculating magnified moments has significant errors for both unbraced and braced columns.

Reliability Analysis of Chloride Ion Penetration based on Level II Method for Marine Concrete Structure (해양 콘크리트 구조물에 대한 Level II 수준에서의 염소이온침투 신뢰성 해석)

  • Han, Sang-Hun
    • Journal of the Korea institute for structural maintenance and inspection
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    • v.12 no.6
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    • pp.129-139
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    • 2008
  • Due to uncertainty of numerous variables in durability model, a probalistic approach is increasing. Monte Carlo simulation (Level III method) is an easily accessible method, but requires a lot of repeated operations. This paper evaluated the effectiveness of First Order Second Moment method (Level II method), which is more convenient and time saving method than MCS, to predict the corrosion initiation in harbor concrete structure. Mean Value First Order Second Moment method (MV FOSM) and Advanced First Order Second Moment method (AFOSM) are applied to the error function solution of Fick's second law modeling chloride diffusion. Reliability index and failure probability based on MV FOSM and AFOSM are compared with the results by MCS. The comparison showed that AFOSM and MCS predict the similar reliability index and MV FOSM underestimates the probability of corrosion initiation by chloride attack. Also, the sensitivity of variables in durability model to corrosion initiation probability was evaluated on the basis of AFOSM. The results showed that AFOSM is a simple and efficient method to estimate the probability of corrosion initiation in harbor structures.

A Study on the Design Sea-state Determination Using the IFOSM Method (역 일계이차 모멘트법을 이용한 설계 해상상태의 결정에 관한 연구)

  • Lee, Jae-Ohk;Rho, Jun-Bumn
    • Journal of the Society of Naval Architects of Korea
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    • v.47 no.3
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    • pp.447-453
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    • 2010
  • Response-based approach is getting more preferred in determining the design sea-state for offshore structures because traditional environment-based approach is known to yield a much conservative design condition. This paper introduces the inverse first-order second-moment (IFOSM) method as a response-based approach, which is expected to give a more feasible design condition at the cost of reasonable number of motion analyses. The IFOSM method is based on the theory of probability and adopts an optimization scheme to determine the design point. Both the design maximum response and design sea state can be obtained straightforwardly from the optimum. The IFOSM method has been applied to a turret-moored FPSO's design problem and showed its effectiveness in practical use.

Importance Sampling Technique for System Reliability Analysis of Bridge Structures (교량구조의 체계 신뢰성 해석을 위한 중요도 표본추출 기법)

  • 조효남;김인섭
    • Proceedings of the Computational Structural Engineering Institute Conference
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    • 1991.04a
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    • pp.34-42
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    • 1991
  • This study is directed for the development of an efficient system-level Importance Sampling Technique for system reliability analysis of bridge structures Many methods have been proposed for structural reliability assessment purposes, such as the First-order Second-Moment Method, the Advanced Second-Moment Method, Computer Simulation, etc. The Importance Sampling Technique can be employed to obtain accurate estimates of the required probability with reasonable computation effort. Based on the observation and the results of application, it nay be concluded that Importance Sampling Method is a very effective tool for the system reliability analysis.

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Reliability of microwave towers against extreme winds

  • Deoliya, Rajesh;Datta, T.K.
    • Structural Engineering and Mechanics
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    • v.6 no.5
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    • pp.555-569
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    • 1998
  • The reliability of antenna tower designed for a n-year design wind speed is determined by considering the variability of the strength of the component members and of the mean wind speed. For obtaining the n-year design wind speed, maximum annual wind speed is assumed to follow Gumbel Type-1 distribution. Following this distribution of the wind speed, the mean and standard deviation of stresses in each component member are worked out. The variability of the strength of members is defined by means of the nominal strength and a coefficient of variation. The probability of failure of the critical members of tower is determined by the first order second moment method (FOSM) of reliability analysis. Using the above method, the reliability against allowable stress failure of the critical members as well as the system reliabilities for a 75 m tall antenna tower, designed for n-year design wind speed, are presented.

Moment Lyapunov exponents of the Parametrical Hill's equation under the excitation of two correlated wideband noises

  • Janevski, Goran;Kozic, Predrag;Pavlovic, Ivan
    • Structural Engineering and Mechanics
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    • v.52 no.3
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    • pp.525-540
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    • 2014
  • The Lyapunov exponent and moment Lyapunov exponents of Hill's equation with frequency and damping coefficient fluctuated by correlated wideband random processes are studied in this paper. The method of stochastic averaging, both the first-order and the second-order, is applied. The averaged $It\hat{o}$ differential equation governing the pth norm is established and the pth moment Lyapunov exponents and Lyapunov exponent are then obtained. This method is applied to the study of the almost-sure and the moment stability of the stationary solution of the thin simply supported beam subjected to time-varying axial compressions and damping which are small intensity correlated stochastic excitations. The validity of the approximate results is checked by the numerical Monte Carlo simulation method for this stochastic system.

Reliability-Based Service Life Estimation of Concrete in Marine Environment (신뢰성이론에 기반한 해양환경 콘크리트의 내구수명 평가)

  • Kim, Ki-Hyun;Cha, Soo-Won
    • Journal of the Korea Concrete Institute
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    • v.22 no.4
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    • pp.595-603
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    • 2010
  • Monte-Carlo simulation technique is often used in order to predict service life of concrete structure subjected to chloride penetration in marine environment based on probability theory. Monte-Carlo simulation method, however, the method gives different results every time that the simulation is run. On the other hand, moment method, which is frequently used in reliability analysis, needs negligible computational cost compared with simulation technique and gives a constant result for the same problem. Thus, in this study, moment method was applied to the calculation of corrosion-initiation probability. For this purpose, computer programs to calculate failure probabilities are developed using first-order second moment (FOSM) and second-order second moment (SOSM) methods, respectively. From the analysis examples with the developed programs, SOSM was found to give a more accurate result than FOSM does. The sensitivity analysis has shown that the factor affecting the corrosion-initiation probability the most was the cover depth, and the corrosion-initiation probability was influenced more by its coefficient of variation than its mean value.