• 제목/요약/키워드: Importance Sampling

검색결과 448건 처리시간 0.024초

자동차 현가장치 부품에 대한 신뢰성 기반 최적설계에 관한 연구 (A Study for the Reliability Based Design Optimization of the Automobile Suspension Part)

  • 이종홍;유정훈;임홍재
    • 한국자동차공학회논문집
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    • 제12권2호
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    • pp.123-130
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    • 2004
  • The automobile suspension system is composed of parts that affect performances of a vehicle such as ride quality, handling characteristics, straight performance and steering effort, etc. Moreover, by using the finite element analysis the cost for the initial design step can be decreased. In the design of a suspension system, usually system vibration and structural rigidity must be considered simultaneously to satisfy dynamic and static requirements simultaneously. In this paper, we consider the weight reduction and the increase of the first eigen-frequency of a suspension part, the upper control arm, especially using topology optimization and size optimization. Firstly, we obtain the initial design to maximize the first eigen-frequency using topology optimization. Then, we apply the multi-objective parameter optimization method to satisfy both the weight reduction and the increase of the first eigen-frequency. The design variables are varying during the optimization process for the multi-objective. Therefore, we can obtain the deterministic values of the design variables not only to satisfy the terms of variation limits but also to optimize the two design objectives at the same time. Finally, we have executed reliability based optimal design on the upper control arm using the Monte-Carlo method with importance sampling method for the optimal design result with 98% reliability.

신뢰성 기반 강건 최적화를 이용한 자동채염기의 확률론적 구조설계 (Probabilistic Structure Design of Automatic Salt Collector Using Reliability Based Robust Optimization)

  • 송창용
    • 한국산업융합학회 논문집
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    • 제23권5호
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    • pp.799-807
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    • 2020
  • This paper deals with identification of probabilistic design using reliability based robust optimization in structure design of automatic salt collector. The thickness sizing variables of main structure member in the automatic salt collector were considered the random design variables including the uncertainty of corrosion that would be an inevitable hazardousness in the saltern work environment. The probabilistic constraint functions were selected from the strength performances of the automatic salt collector. The reliability based robust optimum design problem was formulated such that the random design variables were determined by minimizing the weight of the automatic salt collector subject to the probabilistic strength performance constraints evaluating from reliability analysis. Mean value reliability method and adaptive importance sampling method were applied to the reliability evaluation in the reliability based robust optimization. The three sigma level quality was considered robustness in side constraints. The probabilistic optimum design results according to the reliability analysis methods were compared to deterministic optimum design results. The reliability based robust optimization using the mean value reliability method showed the most rational results for the probabilistic optimum structure design of the automatic salt collector.

고유치 문제의 확률 유한요소 해석 (Probabilistic finite Element Analysis of Eigenvalue Problem- Buckling Reliability Analysis of Frame Structure-)

  • 양영순;김지호
    • 전산구조공학
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    • 제4권2호
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    • pp.111-117
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    • 1991
  • 구조 공학에서의 고유치 문제는 좌굴해석, 진동해석 등 여러분야에 응용되고 있다. 일반적으로 구조물의 좌굴강도 해석에 사용되는 대부분의 변수들은 불확실성을 내포하고 있으므로 확률론적 해석을 수행해야 하지만, 구조물의 좌굴 신뢰성 해석을 위한 극한상태 방정식은 확률변수의 함수로 명확히 표현되지 않으므로 확률 유한 요소법의 사용이 필요하다. 따라서 본 논문에서는 직접미분법에 의해 정식화된 확률 유한요소법을 사용하여 고유치 문제의 신뢰성 해석방법을 정식화 하고, 이를 바탕으로 좌굴 신뢰성 해석을 수행하였으며, 결과의 타당성을 검증하기 위하여 Crude Monte Carlo Method 및 이 방법의 단점을 대폭 보완한 Importance Sampling Method를 사용하였다. 본 논문에 의해 좌굴 신뢰성 해석 방법이 정립됨으로서 신뢰성에 기초한 최적 설계를 수행하는 경우, 시스템 파괴확률로서 소성 파괴확률과 더불어 좌굴 파괴확률의 고려가 가능해졌다.

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지반-구조물 상호작용 효과를 고려한 확률론적 역량스펙트럼법 (Probabilistic capacity spectrum method considering soil-structure interaction effects)

  • 채리토노세테;김두기;김동현;조성국
    • 한국전산구조공학회:학술대회논문집
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    • 한국전산구조공학회 2008년도 정기 학술대회
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    • pp.65-70
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    • 2008
  • The capacity spectrum method (CSM) is a deterministic seismic analysis approach wherein the expected seismic response of a structure is established as the intersection of the demand and capacity curves. Recently, there are a few studies about a probabilistic CSM where uncertainties in design factors such as material properties, loads, and ground motion are being considered. However, researches show that soil-structure interaction also affects the seismic responses of structures. Thus, their uncertainties should also be taken into account. Therefore, this paper presents a probabilistic approach of using the CSM for seismic analysis considering uncertainties in soil properties. For application, a reinforced concrete bridge column structure is employed as a test model. Considering the randomness of the various design parameters, the structure's probability of failure is obtained. Monte Carlo importance sampling is used as the tool to assess the structure's reliability when subjected to earthquakes. In this study, probabilistic CSM with and without consideration of soil uncertainties are compared and analyzed. Results show that the analysis considering soil structure interaction yields to a greater probability of failure, and thus can lead to a more conservative structural design.

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실제 임상 데이터를 이용한 NONMEM 7.2에 도입된 추정법 비교 연구 (Comparison of Estimation Methods in NONMEM 7.2: Application to a Real Clinical Trial Dataset)

  • 윤휘열;채정우;권광일
    • 한국임상약학회지
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    • 제23권2호
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    • pp.137-141
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    • 2013
  • Purpose: This study compared the performance of new NONMEM estimation methods using a population analysis dataset collected from a clinical study that consisted of 40 individuals and 567 observations after a single oral dose of glimepiride. Method: The NONMEM 7.2 estimation methods tested were first-order conditional estimation with interaction (FOCEI), importance sampling (IMP), importance sampling assisted by mode a posteriori (IMPMAP), iterative two stage (ITS), stochastic approximation expectation-maximization (SAEM), and Markov chain Monte Carlo Bayesian (BAYES) using a two-compartment open model. Results: The parameters estimated by IMP, IMPMAP, ITS, SAEM, and BAYES were similar to those estimated using FOCEI, and the objective function value (OFV) for diagnosing the model criteria was significantly decreased in FOCEI, IMPMAP, SAEM, and BAYES in comparison with IMP. Parameter precision in terms of the estimated standard error was estimated precisely with FOCEI, IMP, IMPMAP, and BAYES. The run time for the model analysis was shortest with BAYES. Conclusion: In conclusion, the new estimation methods in NONMEM 7.2 performed similarly in terms of parameter estimation, but the results in terms of parameter precision and model run times using BAYES were most suitable for analyzing this dataset.

Stochastic cost optimization of ground improvement with prefabricated vertical drains and surcharge preloading

  • Kim, Hyeong-Joo;Lee, Kwang-Hyung;Jamin, Jay C.;Mission, Jose Leo C.
    • Geomechanics and Engineering
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    • 제7권5호
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    • pp.525-537
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    • 2014
  • The typical design of ground improvement with prefabricated vertical drains (PVD) and surcharge preloading involves a series of deterministic analyses using averaged or mean soil properties for the various combination of the PVD spacing and surcharge preloading height that would meet the criteria for minimum consolidation time and required degree of consolidation. The optimum design combination is then selected in which the total cost of ground improvement is a minimum. Considering the variability and uncertainties of the soil consolidation parameters, as well as considering the effects of soil disturbance (smear zone) and drain resistance in the analysis, this study presents a stochastic cost optimization of ground improvement with PVD and surcharge preloading. Direct Monte Carlo (MC) simulation and importance sampling (IS) technique is used in the stochastic analysis by limiting the sampled random soil parameters within the range from a minimum to maximum value while considering their statistical distribution. The method has been verified in a case study of PVD improved ground with preloading, in which average results of the stochastic analysis showed a good agreement with field monitoring data.

Efficiency and Robustness of Fully Adaptive Simulated Maximum Likelihood Method

  • Oh, Man-Suk;Kim, Dai-Gyoung
    • Communications for Statistical Applications and Methods
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    • 제16권3호
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    • pp.479-485
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    • 2009
  • When a part of data is unobserved the marginal likelihood of parameters given the observed data often involves analytically intractable high dimensional integral and hence it is hard to find the maximum likelihood estimate of the parameters. Simulated maximum likelihood(SML) method which estimates the marginal likelihood via Monte Carlo importance sampling and optimize the estimated marginal likelihood has been used in many applications. A key issue in SML is to find a good proposal density from which Monte Carlo samples are generated. The optimal proposal density is the conditional density of the unobserved data given the parameters and the observed data, and attempts have been given to find a good approximation to the optimal proposal density. Algorithms which adaptively improve the proposal density have been widely used due to its simplicity and efficiency. In this paper, we describe a fully adaptive algorithm which has been used by some practitioners but has not been well recognized in statistical literature, and evaluate its estimation performance and robustness via a simulation study. The simulation study shows a great improvement in the order of magnitudes in the mean squared error, compared to non-adaptive or partially adaptive SML methods. Also, it is shown that the fully adaptive SML is robust in a sense that it is insensitive to the starting points in the optimization routine.

신뢰성에 기초한 송전철탑의 내풍설계기준 (Reliability-Based Wind-Resistant Design Criteria of Transmission Towers)

  • 조효남;신재철;이승재
    • 대한토목학회논문집
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    • 제14권5호
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    • pp.1043-1053
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    • 1994
  • 본 논문에서는 태풍이나 착빙설 등 기상관련 하중을 받는 송전철탑의 실용적이고 합리적인 설계를 위하여 신뢰성에 기초한 하중저항계수설계기준(Load and Resistance Factor Design : LRFD)을 개발하였다. 이때, 설계풍하중 및 착빙하중은 송전철탑에 가해지는 풍속과 착빙설에 대한 우리나라의 가용한 통계자료를 바탕으로 MCS(Monte Carlo Simulation) 기법을 사용하여 추정하였다. 시설 송전철탑의 요소 및 체계신뢰성해석에는 AFOSM(Advanced First Order Second Moment)신뢰성방법과 IST(Importance Sampling Technique)를 사용하였다. LRFD 설계기준의 하중 및 저항계수는 합리적으로 선정된 목표 신뢰도를 기초로 AFOSM과 code 최적화기법을 사용하여 도출하였다.

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Important measure analysis of uncertainty parameters in bridge probabilistic seismic demands

  • Song, Shuai;Wu, Yuan H.;Wang, Shuai;Lei, Hong G.
    • Earthquakes and Structures
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    • 제22권2호
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    • pp.157-168
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    • 2022
  • A moment-independent importance measure analysis approach was introduced to quantify the effects of structural uncertainty parameters on probabilistic seismic demands of simply supported girder bridges. Based on the probability distributions of main uncertainty parameters in bridges, conditional and unconditional bridge samples were constructed with Monte-Carlo sampling and analyzed in the OpenSees platform with a series of real seismic ground motion records. Conditional and unconditional probability density functions were developed using kernel density estimation with the results of nonlinear time history analysis of the bridge samples. Moment-independent importance measures of these uncertainty parameters were derived by numerical integrations with the conditional and unconditional probability density functions, and the uncertainty parameters were ranked in descending order of their importance. Different from Tornado diagram approach, the impacts of uncertainty parameters on the whole probability distributions of bridge seismic demands and the interactions of uncertainty parameters were considered simultaneously in the importance measure analysis approach. Results show that the interaction of uncertainty parameters had significant impacts on the seismic demand of components, and in some cases, it changed the most significant parameters for piers, bearings and abutments.

Assessing Tourist Perceived Attributes of Overtourism

  • Margherita Puzoni;Ju Hyoung Han
    • 아태비즈니스연구
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    • 제15권1호
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    • pp.71-85
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    • 2024
  • Purpose - The purpose of this study is to assess the perceived importance and satisfaction of domestic tourists who visited Venice, Italy, regarding the attributes of overtourism. Design/methodology/approach - An online survey was conducted to measure the tourist perceived attributes of overtourism from November 8th to 22nd, 2023. Convenience sampling was employed to target study participants who are domestic tourists in Venice, Italy. A total of 127 responses were used for analysis, including frequency analysis, paired-sample t-tests, and Importance-Performance Analysis (IPA). Findings - First, the results of the IPA showed that attributes related to urban facilities and spaces directly associated with travel behavior were highly rated in both importance and satisfaction by tourists. Second, attributes related to carrying capacity were perceived as highly important but had lower satisfaction level. Third, tourists evaluated the management of affordable prices for tourism products as both less important and less satisfying. Lastly, attributes related to the protection of local businesses showed higher satisfaction levels compared to their perceived importance. Research implications or Originality - This study contributes to an extended understanding of overtourism by examining the phenomenon from the tourists' perspective.