• Journal of Power System Engineering
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• v.14 no.6
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• pp.61-66
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• 2010

Engineering asset management (EAM) requires the accurate assessment of current and the prediction of future asset health condition. Suitable mathematical models that are capable of predicting time-to-failure and the probability of failure in future time are essential. In general reliability models, lifetime of component and system is estimated using failure time data. This paper deals with the reliability assessment of elevators using life of main components. Especially this work is concerned with the stochastic nature of life of elevator components. First, we investigate the Weibull statistical analysis of lifetime data for the components. The final goal is to establish the mathematical model for reliability assessment. This work provides more perspectives to future research in the fields of reliability and maintainability.

• Journal of the military operations research society of Korea
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• v.18 no.2
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• pp.23-43
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• 1992

A Stochastic simulation model for optimal design and evaluation of the integrated weapon systems under the consideration of the RAM (reliability, availability and maintainability) and life cycle cost (LCC) was developped. This model is supposed to satisfy a need regarding the methodology of optimaldesign and performance evaluation for both developpers and users of weapon systems.

• Geotechnical Engineering
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• v.4 no.3
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• pp.19-26
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• 1988

A stochastic numerical model for predictions of differential settlement of foundation Eoils is developed in this Paper. The differential settlement is highly dependent on the spatial variability of elastic modulus of soil. The Kriging method is used to account for the spatial variability of the elastic modulus. This technique provides the best linear unbiased estimator of a parameter and its minimum variance from a limited number of measured data. The stochastic finite element method, employing the first-order second-moment analysis for computations of error Propagation, is used to obtain the means, ariances, and covariances of nodal displacements. Finally, a reliability model of differential settlement is proposed by using the results of the stochastic FEM analysis. It is found that maximum differential settlement occurs when the distance between two foundations is approximately same It with the scale of fluctuation in horizontal direction, and the probability that differential settlement exceeds the allot.able vague might be significant.

• Transactions of the Korean Society of Mechanical Engineers A
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• v.20 no.7
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• pp.2159-2166
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• 1996

The stochastic properties of variation in fatigue crack growth are important in reliability and stability of structures. In this study,the stochastic model for the variation of fatigue crack growth rate was proposed in consideration of nonhomogeneity of materials. For this model, experiments were ocnducted on 7075-T6 aluminum alloy under the constant stress intensity factor range. The variation of fatigue crack growth rate was expressed by random variables Z and r based on the variation of material coefficients C and m in the paris-Erodogan's equation. The distribution of fatigue life with respect to the stress intensity factor range was evaluated by the stochastic Markov chain model based on the Paris-Erdogan's equation. The merit of proposed model is that only a small number of test are required to determine this this function, and fatigue crack growth life is easily predicted at the given stress intensity factor range.

• International Journal of Reliability and Applications
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• v.14 no.1
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• pp.27-39
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• 2013

In this article, a new model based on the Rayleigh distribution is introduced. This model is useful and practical in physics, reliability, and life testing. The statistical and reliability properties of this model are presented, including moments, the hazard rate, the reversed hazard rate, and mean residual life functions, among others. In addition, it is shown that the distributions of the new model are ordered regarding the strongest likelihood ratio ordering. Four estimating methods, namely, method of moment, maximum likelihood method, Bayes estimation, and uniformly minimum variance unbiased, are used to estimate the parameters of this model. Simulation is used to calculate the estimates and to study their properties. Finally, the appropriateness of this model for real data sets is shown by using the chi-square goodness of fit test and the Kolmogorov-Smirnov statistic.

• International Journal of Reliability and Applications
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• v.12 no.1
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• pp.1-14
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• 2011

This paper discusses the stochastic analysis and the statistical inference of a quadratic failure rate semi-Markov reliability model. Maximum likelihood procedure will be used to obtain the estimators of the parameters included in this reliability model. Based on the assumption that the lifetime and repair time of the system units are random variables with quadratic failure rate, the reliability function of this system is obtained. Also, the distribution of the first passage time of this system is derived. Many important special cases are discussed.

• International Journal of Reliability and Applications
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• v.11 no.1
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• pp.1-16
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• 2010

In this paper we will discuss the stochastic analysis of a three state semi-Markov reliability model. Maximum likelihood procedure will be used to obtain the estimators of the parameters included in this reliability model. Based on the assumption that the lifetime and repair time of the system units are generalized linear failure rate random variables, the reliability function of this system is obtained. Also, the distribution of the first passage time of this system will be derived. Some important special cases are discussed.

• Wind and Structures
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• v.16 no.5
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• pp.433-455
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• 2013

A phase delay spectrum model towards the representation of spatial coherence of stochastic wind fields is proposed. Different from the classical coherence functions used in the spectral representation methods, the model is derived from the comprehensive description of coherence of fluctuating wind speeds and from the thorough analysis of physical accounts of random factors affecting phase delay, building up a consistent mapping between the simulated fluctuating wind speeds and the basic random variables. It thus includes complete probabilistic information of spatial stochastic wind fields. This treatment prompts a ready and succinct scheme for the simulation of fluctuating wind speeds, and provides a new perspective to the accurate assessment of dynamic reliability of wind-induced structures. Numerical investigations and comparative studies indicate that the developed model is of rationality and of applicability which matches well with the measured data at spatial points of wind fields, whereby the phase spectra at defined datum mark and objective point are feasibly obtained using the numerical scheme associated with the starting-time of phase evolution. In conjunction with the stochastic Fourier amplitude spectrum that we developed previously, the time history of fluctuating wind speeds at any spatial points of wind fields can be readily simulated.

• Journal of the Computational Structural Engineering Institute of Korea
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• v.14 no.4
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• pp.537-549
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• 2001

The effect of partially restrained(PR) connections and the uncertainties in them on the reliability of steel frames subjected to seismic loading is addressed. A stochastic finite element method(SFEM) is proposed combining the concepts of the response surface method(RSM), the finite element method(FEM), the first-order reliability method (FORM), and the iterative linear interpolation scheme. The behavior of PR connections is captured using moment-relative rotation curves, and is represented by the four-parameter Richard model. For seismic excitation, the loading, unloading, and reloading behavior at PR connections is modeled using moment-relative rotation curves and the Masing rule. The seismic loading is applied in the time domain for realistic representation. The reliability of steel frames in the presence of PR connections is calculated considering all major sources of nonlinearity. The algorithm is clarified with the help of an example.

• Journal of Korean Society on Water Environment
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• v.24 no.2
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• pp.239-246
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• 2008

In this study, an optimized deterministic water-quality model was constructed to estimate water quality of a river and lake in the upstream basin of a dam. A stochastic water-quality analysis using reliability analysis technique was applied to the model. The model was tested in the 13.9 km reach from Maeil stage station of Kyechun to Hoengsung Dam of Sum River. After finding hydraulic characteristics from nonuniform flow analysis, Broyden-Fletcher-Goldfarb-Shanno (BFGS) optimization technique for model calibration was applied to determine optimum reaction parameters, and model verification was performed based on these. The stochastic model, using Mean First­Order Second­-Moment (MFOSM) and Monte-Carlo methods, was applied to the same reach as the deterministic study. Variations of discharge and water quality in headwater were considered, as well as variations of hydraulic coefficients and reaction coefficients. The statistical results of output variables from MFOSM were similar to those from the Monte-Carlo method. Risk analysis using MFOSM and Monte-Carlo methods presented the probabilities of some locations in the Hoengsung Lake violating existing water-quality standards in terms of DO and BOD.