• Title/Summary/Keyword: Hermite polynomial

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A new high-order response surface method for structural reliability analysis

  • Li, Hong-Shuang;Lu, Zhen-Zhou;Qiao, Hong-Wei
    • Structural Engineering and Mechanics
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    • v.34 no.6
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    • pp.779-799
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    • 2010
  • In order to consider high-order effects on the actual limit state function, a new response surface method is proposed for structural reliability analysis by the use of high-order approximation concept in this study. Hermite polynomials are used to determine the highest orders of input random variables, and the sampling points for the determination of highest orders are located on Gaussian points of Gauss-Hermite integration. The cross terms between two random variables, only in case that their corresponding percent contributions to the total variation of limit state function are significant, will be added to the response surface function to improve the approximation accuracy. As a result, significant reduction in computational cost is achieved with this strategy. Due to the addition of cross terms, the additional sampling points, laid on two-dimensional Gaussian points off axis on the plane of two significant variables, are required to determine the coefficients of the approximated limit state function. All available sampling points are employed to construct the final response surface function. Then, Monte Carlo Simulation is carried out on the final approximation response surface function to estimate the failure probability. Due to the use of high order polynomial, the proposed method is more accurate than the traditional second-order or linear response surface method. It also provides much more efficient solutions than the available high-order response surface method with less loss in accuracy. The efficiency and the accuracy of the proposed method compared with those of various response surface methods available are illustrated by five numerical examples.

Bending Assessment of Antisymmetric Angle-ply Composite Sandwich Plates with Various Shear Deformation Functions (전단변형함수에 따른 역대칭 앵글-플라이 복합면재를 갖는 샌드위치판의 휨거동 평가)

  • Park, Weon-Tae;Chun, Kyoung-Sik
    • Journal of the Korea Academia-Industrial cooperation Society
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    • v.12 no.11
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    • pp.5347-5356
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    • 2011
  • In this paper, we compared various shear deformation functions for modelling anti-symmetric composite sandwich plates discretized by a mixed finite element method based on the Lagrangian/Hermite interpolation functions. These shear deformation theories uses polynomial, trigonometric, hyperbolic and exponential functions through the thickness direction, allowing for zero transverse shear stresses at the top and bottom surfaces of the plate. All shear deformation functions are compared with other available analytical/3D elasticity solutions, As a result, reasonable accuracy for investigated problems are predicted. Particularly, The present results show that the use of exponential shear deformation theory provides very good solutions for composite sandwich plates.

Late Time and Wideband Electromagnetic Signal Extraction Using Gaussian Basis Function (가우시안 기저함수를 이용한 늦은 시간 및 광대역 전자기응답 추출)

  • Lee, Je-Hun;Ryu, Beong-Ju;Koh, Jinhwan
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.39A no.3
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    • pp.140-148
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    • 2014
  • In this paper, We proposed Gaussian function as a basis of hybrid method. Hybrid method is to extrapolate late time and high frequency data using early time and low frequency data. This method takes advantages of both MOT and MOM as well as having shorter running time and smaller error. For this method a better basis function is required. We compared the performance of the result with proposed function and conventional basis including Hermite and Laguerre polynomial.

Lagrangian Investigation of Turbulent Channel Flow (I) - An Assessment of Particle Tracking Algorithms - (난류채널유동의 라그란지안 해석 (I)- 입자추적 알고리듬 평가 -)

  • Choi, Jung-Il;Lee, Chang-Hoon
    • Transactions of the Korean Society of Mechanical Engineers B
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    • v.27 no.7
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    • pp.859-866
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    • 2003
  • The Lagrangian dispserion of fluid particles in inhomogeneous turbulence is investigated by a direct numerical simulation of turbulent channel flow. Fluid particle velocity and acceleration along a particle trajectory are computed by employing several interpolation schemes such as linear interpolation, high-order Lagrange polynomial interpolation and the Hermite interpolation schemes. The performances of the schemes are evaluated through comparison of errors in computed particle positions, velocities and accelerations against spectral interpolation. Adopting the four-point Hermite interpolation in the homogeneous directions and Chebyshev polynomials in the wall-normal direction appears to produce most reliable Lagrangian statistics including acceleration correlations with a reasonable amount of computational overhead.

Efficient computational method for joint distributions of heights and periods of nonlinear ocean waves

  • Wang, Yingguang
    • International Journal of Naval Architecture and Ocean Engineering
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    • v.11 no.1
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    • pp.597-605
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    • 2019
  • This paper proposes a novel method for efficient prediction of joint distributions of heights and periods of nonlinear ocean waves. The proposed novel method utilizes a transformed linear simulation which is based on a Hermite transformation model where the transformation is chosen to be a monotonic cubic polynomial, calibrated such that the first four moments of the transformed model match the moments of the true process. This proposed novel method is utilized to predict the joint distributions of wave heights and periods of a sea state with the surface elevation data measured at the Gulfaks C platform in the North Sea, and the novel method's accuracy and efficiency are favorably validated by using comparisons with the results from an empirical joint distribution model, from a linear simulation model and from a second-order nonlinear simulation model.

AN EASILY CHECKING CONDITION FOR THE STAVILITY TEST OF A FAMILY OF POLYNOMIALS WITH NONLIMEARLY PERTURBED COEFFICIENTS

  • Kim, Young-Chol;Hong, Woon-Seon
    • 제어로봇시스템학회:학술대회논문집
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    • 1995.10a
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    • pp.5-9
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    • 1995
  • In many cases of robust stability problems, the characteristic polynomial has real coefficients which or nonlinear functions of uncertain parameters. For this set of polynomials, a new stability easily checking algorithm for reducing the conservatism of the stability bound are given. It is the new stability theorem to determine the stability region just in parameter space. Illustrative example show that the presented method has larger stability bound in uncertain parameter space than others.

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Eulerian-Lagrangian Hybrid Numerical Method for the Longitudinal Dispersion Equation

  • Jun, Kyung-Soo;Lee, Kil-Seong
    • Korean Journal of Hydrosciences
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    • v.5
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    • pp.85-97
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    • 1994
  • A hybrid finite difference method for the longitudinal dispersion equation, which is based on combining the Holly-Preissmann scheme with fifth-degree Hermite interpolating polynomial and the generalized Crank-Nicholson scheme, is described and comparatively evaluated with other characteristics-based numerical methods. Longitudinal dispersion of an instantaneously-loaded pollutant source is simulated, and computational results are compared with the exact solution. The present method is free from wiggles regardless of the Courant number, and exactly reproduces the location of the peak concentration. Overall accuracy of the computation increases for smaller value of the weighting factor, $\theta$of the model. Larger values of $\theta$ overestimates the peak concentration. Smaller Courant number yields better accuracy, in general, but the sensitivity is very low, especially when the value of $\theta$ is small. From comparisons with the hybrid method using cubic interpolating polynomial and with splitoperator methods, the present method shows the best performance in reproducing the exact solution as the advection becomes more dominant.

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A comparative study of three collocation point methods for odd order stochastic response surface method

  • Li, Dian-Qing;Jiang, Shui-Hua;Cheng, Yong-Gang;Zhou, Chuang-Bing
    • Structural Engineering and Mechanics
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    • v.45 no.5
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    • pp.595-611
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    • 2013
  • This paper aims to compare three collocation point methods associated with the odd order stochastic response surface method (SRSM) in a systematical and quantitative way. The SRSM with the Hermite polynomial chaos is briefly introduced first. Then, three collocation point methods, namely the point method, the root method and the without origin method underlying the odd order SRSMs are highlighted. Three examples are presented to demonstrate the accuracy and efficiency of the three methods. The results indicate that the condition that the Hermite polynomial information matrix evaluated at the collocation points has a full rank should be satisfied to yield reliability results with a sufficient accuracy. The point method and the without origin method are much more efficient than the root method, especially for the reliability problems involving a large number of random variables or requiring complex finite element analysis. The without origin method can also produce sufficiently accurate reliability results in comparison with the point and root methods. Therefore, the origin often used as a collocation point is not absolutely necessary. The odd order SRSMs with the point method and the without origin method are recommended for the reliability analysis due to their computational accuracy and efficiency. The order of SRSM has a significant influence on the results associated with the three collocation point methods. For normal random variables, the SRSM with an order equaling or exceeding the order of a performance function can produce reliability results with a sufficient accuracy. The order of SRSM should significantly exceed the order of the performance function involving strongly non-normal random variables.

Performance Analysis of M-ary UWB System using MHP Pulses in the Presence of Timing Jitter (타이밍 지터 환경에서 MHP 펄스를 이용한 M 진 초광대역 시스템의 성능분석)

  • Hwang, Jun Hyeok
    • Journal of the Korea Institute of Information and Communication Engineering
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    • v.19 no.1
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    • pp.69-76
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    • 2015
  • In this paper, we propose and analyze a M-ary transmission scheme in time hopping ultra-wide band(UWB) system using mutually orthogonal modified Hermite polynomial(MHP) pulses. The proposed M-ary transmission scheme employs the orthogonal property between different ordered pulses and N data bits make the M-ary signals by linear combination of M MHP pluses. The theoretical analysis and simulation results show that the proposed system has better performance and higher data rate than conventional M-ary UWB system. We derive the general form of correlation function for MHP pulses and analyze bit error rate(BER) performance over additive white Gaussian noise(AWGN) with the presence of timing jitter. We show that the proposed system has the improved BER performance and robustness to timing jitter and low power spectrum density compared with conventional M-ary UWB system.