• 제목/요약/키워드: Monte Carlo sampling

검색결과 289건 처리시간 0.021초

고유치 문제의 확률 유한요소 해석(Frame 구조물의 좌굴 신뢰성 해석) (Probabilistic Finite Element Analysis of Eigenvalue Problem(Buckling Reliability Analysis of Frame Structure))

  • 양영순;김지호
    • 한국전산구조공학회:학술대회논문집
    • /
    • 한국전산구조공학회 1990년도 가을 학술발표회 논문집
    • /
    • pp.22-27
    • /
    • 1990
  • Since an eigenvalue problem in structural analysis has been recognized as an important process for the assessment of structural strength, it is usually to be carried out the eigenvalue analysis or buckling analysis of structures when the compression behabiour of the member is dorminant. In general, various variables involved in the eigenvalue problem have also shown their variability. So it is natural to apply the probabilistic analysis into such problem. Since the limit state equation for the eigenvalue analysis or buckling reliability analysis is expressed implicitly in terms of random variables involved, the probabilistic finite element method is combined with the conventional reliability method such as MVFOSM and AFOSM for the determination of probability of failure due to buckling. The accuracy of the results obtained by this method is compared with results from the Monte Carlo simulations. Importance sampling method is specially chosen for overcomming the difficulty in a large simulation number needed for appropriate accurate result. From the results of the case study, it is found that the method developed here has shown good performance for the calculation of probability of buckling failure and could be used for checking the safety of the calculation of probability of buckling failure and could be used for checking the safely of frame structure which might be collapsed by either yielding or buckling.

  • PDF

방향성 공간적 조건부 자기회귀 모형의 베이즈 분석 방법 (Bayesian analysis of directional conditionally autoregressive models)

  • 경민정
    • Journal of the Korean Data and Information Science Society
    • /
    • 제27권5호
    • /
    • pp.1133-1146
    • /
    • 2016
  • 공간통계 방법 중 지역에 대한 어떤 집합체 자료나 평균자료들을 분석하는데 일반적으로 공간적 자기회귀 (conditionally autoregressive) 모형을 사용한다. 공간적 자기회귀 모형에 정의되는 공간적 이웃 소지역들은 중점의 거리나 근접성으로 정의된다. Kyung과 Ghosh (2009)는 방향에 따라서 이웃간 자기상관성의 크기가 다른 확장된 공간 모형을 제시하였다. 제안된 방향적 조건부 자기회귀 (directional conditionally autoregressive) 모형은 고유 이방성을 모형화하여 기존의 CAR과정을 일반화한다. 제시한 방향적 조건부 자기회귀모형의 모수추정으로 마르코프 체인 몬테 카를로 방법을 기반으로 한 베이즈 추정법을 제시한다. 제시한 모형을 스코틀랜드 그레이터 글래스고우의 로그변환된 부동산 가격에 적용하여 조건부 자기회귀모형과 비교하였다.

비모수 베이지안 겉보기 무관 회귀모형 (A nonparametric Bayesian seemingly unrelated regression model)

  • 조성일;석인혜;최태련
    • 응용통계연구
    • /
    • 제29권4호
    • /
    • pp.627-641
    • /
    • 2016
  • 본 논문에서는 겉보기 무관 회귀모형을 고려하고 디리크레 프로세스 혼합모형을 오차항의 분포로 하는 비모수 베이지안 방법을 제안한다. 제안된 모형을 바탕으로 사후분포를 유도하고 디리크레 프로세스 혼합모형의 붕괴깁스표집 방법을 통해 마코프 체인 몬테 칼로 알고리듬을 구성하고 사후추론을 실시한다. 모형의 성능을 비교하기 위해 모의실험을 실시하고, 더 나아가 한국지역의 강수량 예측에 대한 실제 자료에 적용해 본다.

Multiple failure criteria-based fragility curves for structures equipped with SATMDs

  • Bakhshinezhad, Sina;Mohebbi, Mohtasham
    • Earthquakes and Structures
    • /
    • 제17권5호
    • /
    • pp.463-475
    • /
    • 2019
  • In this paper, a procedure to develop fragility curves of structures equipped with semi-active tuned mass dampers (SATMDs) considering multiple failure criteria has been presented while accounting for the uncertainties of the input excitation, structure and control device parameters. In this procedure, Latin hypercube sampling (LHS) method has been employed to generate 30 random SATMD-structure systems and nonlinear incremental dynamic analysis (IDA) has been conducted under 20 earthquakes to determine the structural responses, where failure probabilities in each intensity level have been evaluated using Monte Carlo simulation (MCS) method. For numerical analysis, an eight-story nonlinear shear building frame with bilinear hysteresis material behavior has been used. Fragility curves for the structure equipped with optimal SATMDs have been developed considering single and multiple failure criteria for different performance levels and compared with that of uncontrolled structure as well as structure controlled using passive tuned mass damper (TMD). Numerical analysis has shown the capability of SATMDs in significant enhancement of the seismic fragility of the nonlinear structure. Also, considering multiple failure criteria has led to increasing the fragility of the structure. Moreover, it is observed that the influence of the uncertainty of input excitation with respect to the other uncertainties is considerable.

Correlation between chloride-induced corrosion initiation and time to cover cracking in RC Structures

  • Hosseini, Seyed Abbas;Shabakhty, Naser;Mahini, Seyed Saeed
    • Structural Engineering and Mechanics
    • /
    • 제56권2호
    • /
    • pp.257-273
    • /
    • 2015
  • Numerical value of correlation between effective parameters in the strength of a structure is as important as its stochastic properties in determining the safety of the structure. In this article investigation is made about the variation of coefficient of correlation between effective parameters in corrosion initiation time of reinforcement and the time of concrete cover cracking in reinforced concrete (RC) structures. Presence of many parameters and also error in measurement of these parameters results in uncertainty in determination of corrosion initiation and the time to crack initiation. In this paper, assuming diffusion process as chloride ingress mechanism in RC structures and considering random properties of effective parameters in this model, correlation between input parameters and predicted time to corrosion is calculated using the Monte Carlo (MC) random sampling. Results show the linear correlation between corrosion initiation time and effective input parameters increases with increasing uncertainty in the input parameters. Diffusion coefficient, concrete cover, surface chloride concentration and threshold chloride concentration have the highest correlation coefficient respectively. Also the uncertainty in the concrete cover has the greatest impact on the coefficient of correlation of corrosion initiation time and the time of crack initiation due to the corrosion phenomenon.

공동주택 침기의 불확실성 분석 (Infiltration in Residential Buildings under Uncertainty)

  • 현세훈;박철수;문현준
    • 대한설비공학회:학술대회논문집
    • /
    • 대한설비공학회 2006년도 하계학술발표대회 논문집
    • /
    • pp.369-374
    • /
    • 2006
  • Quantification of infiltration rate is an important issue in HVAC system design. The infiltration in buildings depends on many uncertain parameters that vary with significant magnitude and hence, the results from standard deterministic simulation approach can be unreliable. The authors utilize uncertainty analysis In predicting the airflow rates. The paper presents relevant uncertain parameters such as meteorological data, building parameters (leakage areas of windows, doors, etc.), etc. Uncertainties of the aforementioned parameters are quantified based on available data from literature. Then, the Latin Hypercube Sampling (LHS) method was used for the uncertainty propagation. The LHS is one of the Monte Carlo simulation techniques that is suited for our needs. The CONTAMW was chosen to simulate infiltration phenomena in a residential apartment that is typical of residential buildings in Korea. It will be shown that the uncertainty propagating through this process is not negligible and may significantly influence the prediction of the airflow rates.

  • PDF

Numerical framework for stress cycle assessment of cables under vortex shedding excitations

  • Ruiz, Rafael O.;Loyola, Luis;Beltran, Juan F.
    • Wind and Structures
    • /
    • 제28권4호
    • /
    • pp.225-238
    • /
    • 2019
  • In this paper a novel and efficient computational framework to estimate the stress range versus number of cycles curves experienced by a cable due to external excitations (e.g., seismic excitations, traffic and wind-induced vibrations, among others) is proposed. This study is limited to the wind-cable interaction governed by the Vortex Shedding mechanism which mainly rules cables vibrations at low amplitudes that may lead to their failure due to bending fatigue damage. The algorithm relies on a stochastic approach to account for the uncertainties in the cable properties, initial conditions, damping, and wind excitation which are the variables that govern the wind-induced vibration phenomena in cables. These uncertainties are propagated adopting Monte Carlo simulations and the concept of importance sampling, which is used to reduce significantly the computational costs when new scenarios with different probabilistic models for the uncertainties are evaluated. A high fidelity cable model is also proposed, capturing the effect of its internal wires distribution and helix angles on the cables stress. Simulation results on a 15 mm diameter high-strength steel strand reveal that not accounting for the initial conditions uncertainties or using a coarse wind speed discretization lead to an underestimation of the stress range experienced by the cable. In addition, parametric studies illustrate the computational efficiency of the algorithm at estimating new scenarios with new probabilistic models, running 3000 times faster than the base case.

Sensitivity analysis of flexural strength of RC beams influenced by reinforcement corrosion

  • Hosseini, Seyed A.;Shabakhty, Naser;Khankahdani, Fardin Azhdary
    • Structural Engineering and Mechanics
    • /
    • 제72권4호
    • /
    • pp.479-489
    • /
    • 2019
  • The corrosion of reinforcement leads to a gradual decay of structural strength and durability. Several models for crack occurrence prediction and crack width propagation are investigated in this paper. Analytical and experimental models were used to predict the bond strength in the period of corrosion propagation. The manner of flexural strength loss is calculated by application of these models for different scenarios. As a new approach, the variation of the concrete beam neutral axis height has been evaluated, which shows a reduction in the neutral axis height for the scenarios without loss of bond. Alternatively, an increase of the neutral axis height was observed for the scenarios including bond and concrete section loss. The statistical properties of the parameters influencing the strength have been deliberated associated with obtaining the time-dependent bending strength during corrosion propagation, using Monte Carlo (MC) random sampling method. Results showed that the ultimate strain in concrete decreases significantly as a consequence of the bond strength reduction during the corrosion process, when the section reaches to its final limit. Therefore, such sections are likely to show brittle behavior.

Bayesian estimates of genetic parameters of non-return rate and success in first insemination in Japanese Black cattle

  • Setiaji, Asep;Arakaki, Daichi;Oikawa, Takuro
    • Animal Bioscience
    • /
    • 제34권7호
    • /
    • pp.1100-1104
    • /
    • 2021
  • Objective: The objective of present study was to estimate heritability of non-return rate (NRR) and success of first insemination (SFI) by using the Bayesian approach with Gibbs sampling. Methods: Heifer Traits were denoted as NRR-h and SFI-h, and cow traits as NRR-c and SFI-c. The variance covariance components were estimated using threshold model under Bayesian procedures THRGIBBS1F90. Results: The SFI was more relevant to evaluating success of insemination because a high percentage of animals that demonstrated no return did not successfully conceive in NRR. Estimated heritability of NRR and SFI in heifers were 0.032 and 0.039 and the corresponding estimates for cows were 0.020 and 0.027. The model showed low values of Geweke (p-value ranging between 0.012 and 0.018) and a low Monte Carlo chain error, indicating that the amount of a posteriori for the heritability estimate was valid for binary traits. Genetic correlation between the same traits among heifers and cows by using the two-trait threshold model were low, 0.485 and 0.591 for NRR and SFI, respectively. High genetic correlations were observed between NRR-h and SFI-h (0.922) and between NRR-c and SFI-c (0.954). Conclusion: SFI showed slightly higher heritability than NRR but the two traits are genetically correlated. Based on this result, both two could be used for early indicator for evaluate the capacity of cows to conceive.

A Bayesian state-space production model for Korean chub mackerel (Scomber japonicus) stock

  • Jung, Yuri;Seo, Young Il;Hyun, Saang-Yoon
    • Fisheries and Aquatic Sciences
    • /
    • 제24권4호
    • /
    • pp.139-152
    • /
    • 2021
  • The main purpose of this study is to fit catch-per-unit-effort (CPUE) data about Korea chub mackerel (Scomber japonicus) stock with a state-space production (SSP) model, and to provide stock assessment results. We chose a surplus production model for the chub mackerel data, namely annual yield and CPUE. Then we employed a state-space layer for a production model to consider two sources of variability arising from unmodelled factors (process error) and noise in the data (observation error). We implemented the model via script software ADMB-RE because it reduces the computational cost of high-dimensional integration and provides Markov Chain Monte Carlo sampling, which is required for Bayesian approaches. To stabilize the numerical optimization, we considered prior distributions for model parameters. Applying the SSP model to data collected from commercial fisheries from 1999 to 2017, we estimated model parameters and management references, as well as uncertainties for the estimates. We also applied various production models and showed parameter estimates and goodness of fit statistics to compare the model performance. This study presents two significant findings. First, we concluded that the stock has been overexploited in terms of harvest rate from 1999 to 2017. Second, we suggest a SSP model for the smallest goodness of fit statistics among several production models, especially for fitting CPUE data with fluctuations.