• Title/Summary/Keyword: Probabilistic Sensitivity

Search Result 218, Processing Time 0.037 seconds

Uncertainty and Sensitivity Analysis of Time-Dependent Deformation in Prestressed Concrete Box Girder Bridges (프리스트레스트 콘크리트 박스 거더 교량의 시간에 따른 변형의 확률 해석 및 민감도 해석)

  • 오병환;양인환
    • Magazine of the Korea Concrete Institute
    • /
    • v.10 no.6
    • /
    • pp.149-159
    • /
    • 1998
  • The reasonable prediction of time-dependent deformation of prestressed concrete(PSC) box girder bridges is very important for accurate construction as well as good serviceability. The long-term behavior is mostly influenced by the probabilistic characteristic of creep and shrinkage. This paper presents a method of statistical analysis and sensitivity analysis of creep and shrinkage effects in PSC box been taken into account - model uncertainty, parameter variation and environmental condition. The statistical and sensitivity analyses are performed by using the numerical simulation of Latin Hypercube sampling. For each sample, the time-dependent structural analysis is performed to produce response data, which are then statistically analyzed. The probabilistic prediction of the confidence limits on long-term effects of creep and shrinkage is then expressed. Three measure are examined to quantify the sensitivity of the outputs of each of the input variables. These are rank correlation coefficient(RCC), partical rank correlation coefficient(PRCC) and standardiozed rank regression coefficient(SRRC) computed on the ranks of the observations. Three creep and shrinkage models - i. e., ACI model. CEB-FIP model and the model in Korea Highway Bridge Specification - are studied. The creep model uncertainy factor and the relative humidity appear to be the most dominant factors with regard to the model output uncertainty.

Stochastic Order Level Inventory System with Dependent Lead Times (제품인도기간에 함수인 확률적 주문수준 재고정책에 관한 연구)

  • Kim, Yeong-Min
    • Journal of Korean Society for Quality Management
    • /
    • v.14 no.1
    • /
    • pp.33-38
    • /
    • 1986
  • This paper deals with probabilistic order level inventory system which the quantity ordered at the end of the scheduling period is dependent on lead times. To find an optimal solution, pearson system of distributions is used to approximate the probability density function of the on-order quantity. An example is solved and sensitivity analysis is performed to examine the relation between lead times and the ordering quantity.

  • PDF

Buckling Sensitivity of CWR Tracks according to the Characteristics of the Probability Distribution of the Lateral Ballast Resistance (도상횡저항력의 확률분포 특성에 따른 CWR 궤도의 좌굴 민감도)

  • Yun, Kyung-Min;Bae, Hyun-Ung;Kang, Tae-Ku;Kim, Myoung-Su;Lim, Nam-Hyoung
    • Proceedings of the KSR Conference
    • /
    • 2011.05a
    • /
    • pp.423-426
    • /
    • 2011
  • The excessive axial load occurred in an immovable zone of continuous welded rail(CWR) tracks threatens the security of running trains due to the track buckling in extreme hot summer. The influence factors, such as rail temperature for compressive stress, ballast resistance for track stiffness and initial imperfection of track for tracks irregularity are uncertain track parameters that are randomly varied by climate conditions, operating conditions and maintenance of track etc. So, buckling of CWR tracks has very high uncertainties. Therefore, applying the probabilistic approach method is essential in order to rationally consider the uncertainty and randomness of the various parameters. In this study, buckling sensitivity analysis was carried out with respect to the characteristics of probability distribution of lateral ballast resistance using the buckling probability evaluation system of CWR tracks developed by our research team.

  • PDF

A Study on the Stochastic Finite Element Method Based on Variational Approach (변분법을 이용한 확률론적 유한요소법에 관한 연구)

  • Bae, Dong-Myung;Kim, Kyung-Yull
    • Journal of the Korean Society of Fisheries and Ocean Technology
    • /
    • v.32 no.4
    • /
    • pp.432-446
    • /
    • 1996
  • A stochastic Hamilton variational principle(SHVP) is formulated for dynamic problems of linear continuum. The SHVP allows incorporation of probabilistic distributions into the finite element analysis. The formulation is simplified by transformation of correlated random variables to a set of uncorrelated random variables through a standard eigenproblem. A procedure based on the Fourier analysis and synthesis is presented for eliminating secularities from the perturbation approach. In addition to, a method to analyse stochastic design sensitivity for structural dynamics is present. A combination of the adjoint variable approach and the second order perturbation method is used in the finite element codes. An alternative form of the constraint functional that holds for all times is introduced to consider the time response of dynamic sensitivity. The algorithms developed can readily be adapted to existing deterministic finite element codes. The numerical results for stochastic analysis by proceeding approach of cantilever, 2D-frame and 3D-frame illustrates in this paper.

  • PDF

Incorporating Station Related Aging Failures in Bulk System Reliability Analysis

  • Billinton Roy;Yang Hua
    • KIEE International Transactions on Power Engineering
    • /
    • v.5A no.4
    • /
    • pp.322-330
    • /
    • 2005
  • This paper proposes methods to incorporate station related aging failures in composite system reliability assessment. Aging failures of station components, such as circuit breakers and bus bars, are a major concern in composite power system planning and operation as an increasing number of station components approach the wear-out phase. This paper presents probabilistic models for circuit breakers involving aging failures and relevant evaluation techniques to examine the effects of station related aging outages. The technique developed to incorporate station related aging failures are illustrated by application to a small composite test system. The paper illustrates the effects of circuit breaker aging outages on bulk system reliability evaluation and examines the relative effects of variations in component age. System sensitivity analysis is illustrated by varying selected component parameters. The results show the implications of including component aging failure considerations in the overall analysis of a composite system.

Stochastic Project Scheduling Simulation System (SPSS III)

  • Lee Dong-Eun
    • Korean Journal of Construction Engineering and Management
    • /
    • v.6 no.1 s.23
    • /
    • pp.73-79
    • /
    • 2005
  • This paper, introduces a Stochastic Project Scheduling Simulation system (SPSS III) developed by the author to predict a project completion probability in a certain time. The system integrates deterministic CPM, probabilistic PERT, and stochastic Discrete Event Simulation (DES) scheduling methods into one system. It implements automated statistical analysis methods for computing the minimum number of simulation runs, the significance of the difference between independent simulations, and the confidence interval for the mean project duration as well as sensitivity analysis method in What-if analyzer component. The SPSS 111 gives the several benefits to researchers in that it (1) complements PERT and Monte Carlo simulation by using stochastic activity durations via a web based JAVA simulation over the Internet, (2) provides a way to model a project network having different probability distribution functions, (3) implements statistical analyses method which enable to produce a reliable prediction of the probability of completing a project in a specified time, and (4) allows researchers to compare the outcome of CPM, PERT and DES under different variability or skewness in the activity duration data.

Uncertainty and Sensitivity Analysis on A Biosphere Model

  • Park, Wan-Sou;Kim, Tae-Woon;Lee, Kun-Jai
    • Journal of Radiation Protection and Research
    • /
    • v.15 no.2
    • /
    • pp.101-112
    • /
    • 1990
  • For the performance assessment of the radioactive waste disposal system (repository), a biosphere model is suggested. This biosphere model is intended to calculate the annual doses to man caused by the contaminated river water for eight pathways and four radionuclides. This model can also be applied to assess the radiological effects of contaminated well water. To account for the uncertainties on the model parameter values, parameter distributions are assigned to these model parameters. Then, Monte Carlo simulation method with Latin Hypercube sampling technique is used. Also, sensitivity analysis is performed by using the Spearman rank correlation coefficients. It is found that these methods are a very useful tool to treat uncertainties and sensitivities on the model parameter values and to analyze the biosphere model. A conversion factor is proposed to calculate the annual dose rate to humans arising from a unit radionuclide concentration in river water. This conversion factor allows for the substitution of the biosphere model in a probabilistic performance assessment computer code by one single variable.

  • PDF

Sensitivity Analyses of Failure Probability of Pipes in Nuclear Power Plants using PRO-LOCA (PRO-LOCA를 이용한 원전 배관의 파손확률에 대한 민감도 해석)

  • Cho, Young Ki;Kim, Sun Hye;Park, Jai Hak
    • Journal of the Korean Society of Safety
    • /
    • v.29 no.3
    • /
    • pp.136-142
    • /
    • 2014
  • Recently a new version of PRO-LOCA program was released. Using the program, failure probability of pipes can be evaluated considering fatigue and/or stress corrosion crack growth and the effects of various parameters on the integrity of pipes in nuclear power plants can be evaluated quantitatively. The analysis results can be used to establish an inspection plan and to examine the effects of important parameters in a maintenance plan. In this study, sensitivity analyses were performed using the program for several important parameters including sampling method, initial crack size, number of initial fabrication flaws, operation temperature, inspection interval, operation temperature and nominal applied bending stress. The effect of parameters on the leak and rupture probability of pipes was evaluated due to fatigue or stress corrosion crack growth.

Probabilistic Reliability Evaluation of Power System using TRELSS II - Focused on Case Studies of IEEE RTS - (TRELSS를 이용한 전력계통의 확률론적 신뢰도 평가 II - IEEE RTS 사례연구를 중심으로 -)

  • Tran, Tungtinh;Kang, Sung-Rok;Choi, Jae-Sok;Jeon, Dong-Hoon;Choo, Jin-Boo
    • Proceedings of the KIEE Conference
    • /
    • 2003.11a
    • /
    • pp.67-70
    • /
    • 2003
  • In recent, the importance and necessity of some studies on reliability evaluation of grid come from the recent black-out accidents occurred in the world. The quantity evaluation of transmission system reliability is very important under competitive electricity environment. The reason is that the successful operation of electric power under the deregulated electricity market depends on transmission system reliability management. The various results of many case studies for the IEEE 25buses system using the Transmission Reliability Evaluation for Large-Scale Systems(TRELSS) Version 5_1, a program made in EPRI are introduced in this paper. Some sensitivity analysis has been included. This paper suggests that the some important input parameters of the TRELSS can be determined optimally from this sensitivity analysis for high reliability level operation of a system.

  • PDF

Sensitivity Analysis of Seismic Source Models for Probabilistic Seismic Hazard Analysis (확률론적 지진재해도 분석을 위한 지진원 모델의 민감도 분석)

  • 김연중;전정윤;김태균
    • Proceedings of the Earthquake Engineering Society of Korea Conference
    • /
    • 2003.09a
    • /
    • pp.36-45
    • /
    • 2003
  • Sensitivity analyses for several seismic source models were studied. For the area sources, the hazard is steeply decreasing with the source-to-site distance. Hazard is decreasing when the area of the source is increasing with fixed annual rate. For the fault sources, the fault length, distance from a site and dip angle of near fault show very sensitive effect to seismic hazard. But the various magnitude-rupture length relationships show effect to seismic hazard slightly. For the fault source with small magnitude, the exponential model is preferred rather than the characteristic model to the magnitude-recurrence law.

  • PDF