• Title/Summary/Keyword: Sequential gaussian simulation

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Development of a novel fatigue damage model for Gaussian wide band stress responses using numerical approximation methods

  • Jun, Seock-Hee;Park, Jun-Bum
    • International Journal of Naval Architecture and Ocean Engineering
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    • v.12 no.1
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    • pp.755-767
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    • 2020
  • A significant development has been made on a new fatigue damage model applicable to Gaussian wide band stress response spectra using numerical approximation methods such as data processing, time simulation, and regression analysis. So far, most of the alternative approximate models provide slightly underestimated or overestimated damage results compared with the rain-flow counting distribution. A more reliable approximate model that can minimize the damage differences between exact and approximate solutions is required for the practical design of ships and offshore structures. The present paper provides a detailed description of the development process of a new fatigue damage model. Based on the principle of the Gaussian wide band model, this study aims to develop the best approximate fatigue damage model. To obtain highly accurate damage distributions, this study deals with some prominent research findings, i.e., the moment of rain-flow range distribution MRR(n), the special bandwidth parameter μk, the empirical closed form model consisting of four probability density functions, and the correction factor QC. Sequential prerequisite data processes, such as creation of various stress spectra, extraction of stress time history, and the rain-flow counting stress process, are conducted so that these research findings provide much better results. Through comparison studies, the proposed model shows more reliable and accurate damage distributions, very close to those of the rain-flow counting solution. Several significant achievements and findings obtained from this study are suggested. Further work is needed to apply the new developed model to crack growth prediction under a random stress process in view of the engineering critical assessment of offshore structures. The present developed formulation and procedure also need to be extended to non-Gaussian wide band processes.

Geostatistical Approach to Integrated Modeling of Iron Mine for Evaluation of Ore Body (철광산의 광체 평가를 위한 지구통계학적 복합 모델링)

  • Ahn, Taegyu;Oh, Seokhoon;Kim, Kiyeon;Suh, Baeksoo
    • Geophysics and Geophysical Exploration
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    • v.15 no.4
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    • pp.177-189
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    • 2012
  • Evaluation of three-dimensional ore body modeling has been performed by applying the geostatistical integration technique to multiple geophysical (electrical resistivity, MT) and geological (borehole data, physical properties of core) information. It was available to analyze the resistivity range in borehole and other area through multiple geophysical data. A correlation between resistivity and density from physical properties test of core was also analyzed. In the case study results, the resistivity value of ore body is decreased contrast to increase of the density, which seems to be related to a reason that the ore body (magnetite) includes heavy conductive component (Fe) in itself. Based on the lab test of physical properties in iron mine region, various geophysical, geological and borehole data were used to provide ore body modeling, that is electrical resistivity, MT, physical properties data, borehole data and grade data obtained from borehole data. Of the various geostatistical techniques for the integrated data analysis, in this study, the SGS (sequential Gaussian simulation) method was applied to describe the varying non-homogeneity depending on region through the realization that maintains the mean and variance. With the geostatistical simulation results of geophysical, geological and grade data, the location of residual ore body and ore body which is previously reported was confirmed. In addition, another highly probable region of iron ore bodies was estimated deeper depth in study area through integrated modeling.

New Message-Passing Decoding Algorithm of LDPC Codes by Partitioning Check Nodes (체크 노드 분할에 의한 LDPC 부호의 새로운 메시지 전달 복호 알고리즘)

  • Kim Sung-Hwan;Jang Min-Ho;No Jong-Seon;Hong Song-Nam;Shin Dong-Joon
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.31 no.4C
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    • pp.310-317
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    • 2006
  • In this paper, we propose a new sequential message-passing decoding algorithm of low-density parity-check (LDPC) codes by partitioning check nodes. This new decoding algorithm shows better bit error rate(BER) performance than that of the conventional message-passing decoding algorithm, especially for small number of iterations. Analytical results tell us that as the number of partitioned subsets of check nodes increases, the BER performance becomes better. We also derive the recursive equations for mean values of messages at variable nodes by using density evolution with Gaussian approximation. Simulation results also confirm the analytical results.

Markov Chain Monte Carlo simulation based Bayesian updating of model parameters and their uncertainties

  • Sengupta, Partha;Chakraborty, Subrata
    • Structural Engineering and Mechanics
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    • v.81 no.1
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    • pp.103-115
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    • 2022
  • The prediction error variances for frequencies are usually considered as unknown in the Bayesian system identification process. However, the error variances for mode shapes are taken as known to reduce the dimension of an identification problem. The present study attempts to explore the effectiveness of Bayesian approach of model parameters updating using Markov Chain Monte Carlo (MCMC) technique considering the prediction error variances for both the frequencies and mode shapes. To remove the ergodicity of Markov Chain, the posterior distribution is obtained by Gaussian Random walk over the proposal distribution. The prior distributions of prediction error variances of modal evidences are implemented through inverse gamma distribution to assess the effectiveness of estimation of posterior values of model parameters. The issue of incomplete data that makes the problem ill-conditioned and the associated singularity problem is prudently dealt in by adopting a regularization technique. The proposed approach is demonstrated numerically by considering an eight-storey frame model with both complete and incomplete modal data sets. Further, to study the effectiveness of the proposed approach, a comparative study with regard to accuracy and computational efficacy of the proposed approach is made with the Sequential Monte Carlo approach of model parameter updating.

Geostatistical Integrated Analysis of MASW and CPTu data for Assessment of Soft Ground (연약지반 평가를 위한 MASW탐사와 CPTu 자료의 지구통계학적 복합 분석)

  • Ji, Yoonsoo;Oh, Seokhoon;Im, Eunsang
    • Geophysics and Geophysical Exploration
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    • v.19 no.4
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    • pp.187-199
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    • 2016
  • In order to delineate the soft ground distribution, an integrated geostatistical analysis was performed using the MASW (Multichannel Analysis of Surface Wave) which has the information of overall region and CPTu (Piezo Cone Penetration Test) which provides the direct information of the measuring point of the ground. MASW results were known to have close relationship with the ground stiffness. This correlation was confirmed through the comparison of MASW data obtained from two survey lines to the laboratory test with extracted soil samples. 3D physical property distribution in the study area was acquired by geostatistical integrated analysis with the data of tip resistance ($q_c$) and pore pressure (u) from the CPTu obtained at 6 points within the study area. The integrated analysis was conducted by applying the COSGSIM (Sequential Gaussian Co-Simulation) technology which can carry out the simulation in accordance with the spatial correlation between the MASW results and both tip resistance and pore pressure. Besides the locations of CPTu, borehole investigations were also conducted at two different positions. As a result, the N value of SPT and borehole log could be secured, so these data were used for the analysis of the geotechnical engineering accuracy of the integrated analysis result. For the verification of reliability of the 3D distribution of tip resistance and pore pressure secured through integrated analysis, the geotechnical information gained from the two drilling areas was compared, and the result showed extremely high correlation.

3D Spatial Distribution Modeling for Petrophysical Property of Gas Hydrate-Bearing Sediment using Well Data in Ulleung Basin (울릉분지 시추공 분석 자료를 이용한 가스하이드레이트 함유층의 3차원 공간 물성 분포 추정)

  • Lee, Dong-Gun;Shin, Hyo-Jin;Lim, Jong-Se
    • Journal of Energy Engineering
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    • v.22 no.2
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    • pp.156-168
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    • 2013
  • Drilling expedition #1 in 2007 and drilling expedition #2 in 2010 were performed for gas hydrate resources evaluation and optimal site selection of pilot test in Ulleung basin, East Sea, Korea. This study presents to build the 3D spatial distribution models using the estimated sedimentary facies, porosity, and gas hydrate saturation derived by well logs and core analysis data from UBGH1-4, UBGH1-9, UBGH1-10, UBGH1-14, UBGH2-2-1, UBGH2-2-2, UBGH2-6, UBGH2-9, UBGH2-10 and UBGH2-11. The objective of 3D spatial distribution modeling is to build a geological representation of the gas hydrate-bearing sediment that honors the heterogeneity in 3D grid scale. The facies modeling is populating sedimentary facies into a geological grid using sequential indicator simulation. The porosity and gas hydrate saturation modeling used sequential Gaussian simulation to populate properties stochastically into grid cells.

Three-dimensional geostatistical modeling of subsurface stratification and SPT-N Value at dam site in South Korea

  • Mingi Kim;Choong-Ki Chung;Joung-Woo Han;Han-Saem Kim
    • Geomechanics and Engineering
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    • v.34 no.1
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    • pp.29-41
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    • 2023
  • The 3D geospatial modeling of geotechnical information can aid in understanding the geotechnical characteristic values of the continuous subsurface at construction sites. In this study, a geostatistical optimization model for the three-dimensional (3D) mapping of subsurface stratification and the SPT-N value based on a trial-and-error rule was developed and applied to a dam emergency spillway site in South Korea. Geospatial database development for a geotechnical investigation, reconstitution of the target grid volume, and detection of outliers in the borehole dataset were implemented prior to the 3D modeling. For the site-specific subsurface stratification of the engineering geo-layer, we developed an integration method for the borehole and geophysical survey datasets based on the geostatistical optimization procedure of ordinary kriging and sequential Gaussian simulation (SGS) by comparing their cross-validation-based prediction residuals. We also developed an optimization technique based on SGS for estimating the 3D geometry of the SPT-N value. This method involves quantitatively testing the reliability of SGS and selecting the realizations with a high estimation accuracy. Boring tests were performed for validation, and the proposed method yielded more accurate prediction results and reproduced the spatial distribution of geotechnical information more effectively than the conventional geostatistical approach.

Design and Analysis of Computer Experiments with An Application to Quality Improvement (품질 향상에 적용되는 전산 실험의 계획과 분석)

  • Jung Wook Sim;Jeong Soo Park;Jong Sung Bae
    • The Korean Journal of Applied Statistics
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    • v.7 no.1
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    • pp.83-102
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    • 1994
  • Some optimal designs and data analysis methods based on a Gaussian spatial linear model for computer simulation experiments are considered. For designs of computer experiments, Latin-hypercube designs and some optimal designs are combined. A two-stage computational (2-points exchange and Newton-type) algorithm for finding the optimal Latin-hypercube design is presented. The spatial prediction model which was discussed by Sacks, Welch, Mitchell and Wynn(1989) for computer experiments, is used for analysis of the simulated data. Moreover, a method of contructing sequential (optimal) Latin-hypercube designs is considered. An application of this approach to the quality improvement and optimization of the integrated circuit design via the main-effects plot and the sequential experimental strategy is presented.

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An Efficient Adaptive Digital Filtering Algorithm for Identification of Second Order Volterra Systems (이차 볼테라 시스템 인식을 위한 효율적인 적응 디지탈 필터링 알고리즘)

  • Hwang, Y.S.;Mathews, V.J.;Cha, I.W.;Youn, D.H.
    • The Journal of the Acoustical Society of Korea
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    • v.7 no.4
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    • pp.98-109
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    • 1988
  • This paper introduces an adaptive nonlinear filtering algorithm that uses the sequential regression(SER) method to update the second order Volterra filter coefficients in a recursive way. Conventionally, the SER method has been used to invert large matrices which result from direct application of Wiener filter theory to the Volterra filter. However, the algorithm proposed in this paper uses the SER approach to update the least squares solution which is derived for Gaussian input signals. In such an algorithm, the size of the matrix to be inverted is smaller than that of conventional approaches, and hence the proposed method is computationally simpler than conventional nonlinear system identification techniques. Simulation results are presented to demonstrate the performance of the proposed algorithm.

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Error Analysis of Waterline-based DEM in Tidal Flats and Probabilistic Flood Vulnerability Assessment using Geostatistical Simulation (지구통계학적 시뮬레이션을 이용한 수륙경계선 기반 간석지 DEM의 오차 분석 및 확률론적 침수 취약성 추정)

  • KIM, Yeseul;PARK, No-Wook;JANG, Dong-Ho;YOO, Hee Young
    • Journal of The Geomorphological Association of Korea
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    • v.20 no.4
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    • pp.85-99
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    • 2013
  • The objective of this paper is to analyze the spatial distribution of errors in the DEM generated using waterlines from multi-temporal remote sensing data and to assess flood vulnerability. Unlike conventional research in which only global statistics of errors have been generated, this paper tries to quantitatively analyze the spatial distribution of errors from a probabilistic viewpoint using geostatistical simulation. The initial DEM in Baramarae tidal flats was generated by corrected tidal level values and waterlines extracted from multi-temporal Landsat data in 2010s. When compared with the ground measurement height data, overall the waterline-based DEM underestimated the actual heights and local variations of the errors were observed. By applying sequential Gaussian simulation based on spatial autocorrelation of DEM errors, multiple alternative error distributions were generated. After correcting errors in the initial DEM with simulated error distributions, probabilities for flood vulnerability were estimated under the sea level rise scenarios of IPCC SERS. The error analysis methodology based on geostatistical simulation could model both uncertainties of the error assessment and error propagation problems in a probabilistic framework. Therefore, it is expected that the error analysis methodology applied in this paper will be effectively used for the probabilistic assessment of errors included in various thematic maps as well as the error assessment of waterline-based DEMs in tidal flats.