• Structural Engineering and Mechanics
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• v.25 no.3
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• pp.311-330
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• 2007

Model-based predictions of structural behavior are negatively affected by uncertainties of various type and in various stages of the structural analysis. The present paper focusses on dynamic analysis and addresses the effects of uncertainties concerning material and geometric parameters, mainly in the context of modal analysis of large-scale structures. Given the large number of uncertain parameters arising in this case, highly scalable simulation-based methods are adopted, which can deal with possibly thousands of uncertain parameters. In order to solve the reliability problem, i.e., the estimation of very small exceedance probabilities, an advanced simulation method called Line Sampling is used. In combination with an efficient algorithm for the estimation of the most important uncertain parameters, the method provides good estimates of the failure probability and enables one to quantify the error in the estimate. Another aspect here considered is the uncertainty quantification for closely-spaced eigenfrequencies. The solution here adopted represents each eigenfrequency as a weighted superposition of the full set of eigenfrequencies. In a case study performed with the FE model of a satellite it is shown that the effects of uncertain parameters can be very different in magnitude, depending on the considered response quantity. In particular, the uncertainty in the quantities of interest (eigenfrequencies) turns out to be mainly caused by very few of the uncertain parameters, which results in sharp estimates of the failure probabilities at low computational cost.

• Wind and Structures
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• v.21 no.6
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• pp.625-639
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• 2015

Monopiles have been most widely used for supporting offshore wind turbines (OWTs) in shallow water areas. However, multi-member lattice-type structures such as jackets and tripods are also considered good alternatives to monopile foundations for relatively deep water areas with depth ranging from 25-50 m owing to their technical and economic feasibility. Moreover, jacket structures have been popular in the oil and gas industry for a long time. However, several unsolved technical issues still persist in the utilization of multi-member lattice-type supporting structures for OWTs; these problems include pile-soil-interaction (PSI) effects, realization of dynamically stable designs to avoid resonances, and quick and safe installation in remote areas. In this study, the effects of PSI on the dynamic properties of bottom-fixed OWTs, including monopile-, tripod- and jacket-supported OWTs, were investigated intensively. The tower and substructure were modeled using conventional beam elements with added mass, and pile foundations were modeled with beam and nonlinear spring elements. The effects of PSI on the dynamic properties of the structure were evaluated using Monte Carlo simulation considering the load amplitude, scouring depth, and the uncertainties in soil properties.

• The Bulletin of The Korean Astronomical Society
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• v.41 no.2
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• pp.62.2-62.2
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• 2016

We present a newly developed algorithm based on a Bayesian method for 2D tilted-ring analysis of disk galaxies which operates on velocity fields. Compared to the conventional ones based on a chi-squared minimisation procedure, this new Bayesian-based algorithm less suffers from local minima of the model parameters even with high multi-modality of their posterior distributions. Moreover, the Bayesian analysis implemented via Markov Chain Monte Carlo (MCMC) sampling only requires broad ranges of posterior distributions of the parameters, which makes the fitting procedure fully automated. This feature is essential for performing kinematic analysis of an unprecedented number of resolved galaxies from the upcoming Square Kilometre Array (SKA) pathfinders' galaxy surveys. A standalone code, the so-called '2D Bayesian Automated Tilted-ring fitter' (2DBAT) that implements the Bayesian fits of 2D tilted-ring models is developed for deriving rotation curves of galaxies that are at least marginally resolved (> 3 beams across the semi-major axis) and moderately inclined (20 < i < 70 degree). The main layout of 2DBAT and its performance test are discussed using sample galaxies from Australia Telescope Compact Array (ATCA) observations as well as artificial data cubes built based on representative rotation curves of intermediate-mass and massive spiral galaxies.

• The Bulletin of The Korean Astronomical Society
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• v.41 no.2
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• pp.61.1-61.1
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• 2016

Black hole (BH) mass is a fundamental quantity to understand BH growth, galaxy evolution, and connection between them. Thus, obtaining accurate and precise BH mass estimates over cosmic time is of paramount importance. The rest-frame UV CIV ${\lambda}1549$ broad emission line is commonly used for BH mass estimates in high-redshift AGNs (i.e., $2{\leq}z{\leq}5$) when single-epoch (SE) optical spectra are available. Achieving correct and accurate calibration for CIV-based SE BH mass estimators against the most reliable reverberation-mapping based BH mass estimates is thus practically important and still useful. By performing multi-component spectral decomposition analysis to obtained high-quality HST UV spectra for the updated sample of local reverberation-mapped AGNs including new HST STIS observations, CIV emission line widths and continuum luminosities are consistently measured. Using a Bayesian hierarchical model with MCMC sampling based on Hamiltonian Monte Carlo algorithm (Stan NUTS), we provide the most consistent and accurate calibration of CIV-based BH mass estimators for the three line width characterizations, i.e., full width at half maximum (FWHM), line dispersion (${\sigma}_{line}$), and mean absolute deviation (MAD), in the extended BH mass dynamic range of log $M_{BH}/M_{\odot}=6.5-9.1$.

• Proceedings of the Computational Structural Engineering Institute Conference
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• 2006.04a
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• pp.275-282
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• 2006

System algorithms estimated by deterministic input may occur the error between predicted and actual output. Especially, actual system can't predict the exact outputs due to uncertainty and tolernce of input parameters. A single output to a set of inputs has a limited value without the variation. Hence, we should consider various scatters caused by the load assessment, material characteristics, stress analysis and manufacturing methods in order to perform the robust design or etimate the reliability of structure. The system design with uncertainty should perform the probabilistic structural optimization with the statistical response and the reliability. This method calculated the probability distributions of the characteristics such as stress by combining stress analysis, response surface methodology and Monte Carlo simulation and got the probabilistic sensitivity. The sensitivity of structural response with respect to in constant design variables was estimated by fracture probability. Therefore, this paper proposed the probabilistic reliability design method for fracture of uncorved freight end beam and the design criteria by fracture probability.

• The Korean Journal of Applied Statistics
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• v.27 no.6
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• pp.1069-1076
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• 2014

Rainfall weather patterns have changed due to global warming and sudden heavy rainfalls have become more frequent. Economic loss due to heavy rainfall has increased. We study the generalized Pareto distribution for modelling rainfall in Seoul based on data from 1973 to 2008. We use several priors including Jeffrey's noninformative prior and Gibbs sampling method to derive Bayesian posterior predictive distributions. The probability of heavy rainfall has increased over the last ten years based on estimated posterior predictive distribution.

• Proceedings of the KSME Conference
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• 2003.11a
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• pp.816-821
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• 2003

The pumping characteristics of a disk-type drag pump (DTDP) from free molecular flow region to the slip flow region are calculated by the direct simulation Monte Carlo (DSMC) method. In this study, the pumping performance is studied numerically for several channel depths. The interaction between molecules is modeled by variable hard-sphere (VHS). The no time counter method is used as a collision sampling technique. The clearance between rotor and stator is considered an effect on performance. Spiral channels are cut on both upper and lower sides of rotating disks, and stationary disks are planar. A three-dimensional DSMC method for the analysis of steady rarefied flows in a single-stage DTDP has been developed. Velocity and density fields were obtained by the DSMC simulation in the rotor. The present experimental data in the outlet pressure range of $7.5{\times}10^{-3}{\sim}4$ Torr were compared with the DSMC results in the single-stage DTDP. Comparison between the experimental data and DSMC results showed good agreement.

• International Journal of Aeronautical and Space Sciences
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• v.16 no.3
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• pp.360-369
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• 2015

A methodology for determining the design allowables of composite laminates by using lamina level test data and finite element analysis (FEA) is proposed and verified in this paper. An existing method that yields the laminate design allowables by using the complete test results for laminates was improved to reduce the expensive and time-consuming tests. Input property samples for FEA were generated after considering the statistical distribution characteristics of lamina level test data., and design allowables were derived from several FEA analyses of laminates. To apply and verify the proposed method, Hexcel 8552 IM7 test data were used. For both un-notched and open-hole laminate configurations, it was found that the design allowables obtained from the analysis correctly predicted the laminate test data within the confidence interval. The potential of the present simulation to substitute the laminate tests was demonstrated well.

• Communications for Statistical Applications and Methods
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• v.23 no.2
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• pp.131-146
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• 2016

In research on behavioral studies, significant attention has been paid to the stage-sequential process for longitudinal data. Latent class profile analysis (LCPA) is an useful method to study sequential patterns of the behavioral development by the two-step identification process: identifying a small number of latent classes at each measurement occasion and two or more homogeneous subgroups in which individuals exhibit a similar sequence of latent class membership over time. Maximum likelihood (ML) estimates for LCPA are easily obtained by expectation-maximization (EM) algorithm, and Bayesian inference can be implemented via Markov chain Monte Carlo (MCMC). However, unusual properties in the likelihood of LCPA can cause difficulties in ML and Bayesian inference as well as estimation in small samples. This article describes and addresses erratic problems that involve conventional ML and Bayesian estimates for LCPA with small samples. We argue that these problems can be alleviated with a small amount of prior input. This study evaluates the performance of likelihood and MCMC-based estimates with the proposed prior in drawing inference over repeated sampling. Our simulation shows that estimates from the proposed methods perform better than those from the conventional ML and Bayesian method.

• The Korean Journal of Applied Statistics
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• v.15 no.1
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• pp.73-84
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• 2002

Linear regression models with inequality constraints on the coefficients are frequently used in economic models due to sign or order constraints on the coefficients. In this paper, we propose a Bayesian approach to selecting significant explanatory variables in linear regression models with inequality constraints on the coefficients. Bayesian variable selection requires computation of posterior probability of each candidate model. We propose a method which computes all the necessary posterior model probabilities simultaneously. In specific, we obtain posterior samples form the most general model via Gibbs sampling algorithm (Gelfand and Smith, 1990) and compute the posterior probabilities by using the samples. A real example is given to illustrate the method.