• 제목/요약/키워드: Stochastic Characteristics

검색결과 407건 처리시간 0.03초

Modal parameters identification of heavy-haul railway RC bridges - experience acquired

  • Sampaio, Regina;Chan, Tommy H.T.
    • Structural Monitoring and Maintenance
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    • 제2권1호
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    • pp.1-18
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    • 2015
  • Traditionally, it is not easy to carry out tests to identify modal parameters from existing railway bridges because of the testing conditions and complicated nature of civil structures. A six year (2007-2012) research program was conducted to monitor a group of 25 railway bridges. One of the tasks was to devise guidelines for identifying their modal parameters. This paper presents the experience acquired from such identification. The modal analysis of four representative bridges of this group is reported, which include B5, B15, B20 and B58A, crossing the Caraj$\acute{a}$s railway in northern Brazil using three different excitations sources: drop weight, free vibration after train passage, and ambient conditions. To extract the dynamic parameters from the recorded data, Stochastic Subspace Identification and Frequency Domain Decomposition methods were used. Finite-element models were constructed to facilitate the dynamic measurements. The results show good agreement between the measured and computed natural frequencies and mode shapes. The findings provide some guidelines on methods of excitation, record length of time, methods of modal analysis including the use of projected channel and harmonic detection, helping researchers and maintenance teams obtain good dynamic characteristics from measurement data.

河川의 日別 水溫差에 대한 推計學的 特性 (Stochastic Properties of Daily Temperature in Rivers)

  • Ahn, Ryong Me;Lee, Hong Keun
    • 한국환경보건학회지
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    • 제10권1호
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    • pp.1-12
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    • 1984
  • The stochastic characteristics of the daily range of water temperature variation was analyzed by employing the techniques of autocorrelation coefficient, autoreggresive model and crosscorrelation model. These time series included daily observations on maximum and minimum values of water temperature and air temperature. The measurement was made by automatic recording instrument at Gu-yee and Dook-do in Han River, and at Waegwan and Gu-mi in Nackdong River in 1981. As a result of this study, it was found that (1) The correlogram of daily water temperature ranges $\Delta AT_i$ and daily air temperature $\Delta AT_i$ at Gu-mi and Gu-yee showed the exponential curves. (2) The most high frequency values of $\Delta AT_i$ and $\Delta WT_i$ were 11$\circ$C and 0.5${\circ}C$ respectively at every measuring site. (3) The correlation coefficients between the daily mean air temperature AT$_i$ and the daily mean water temperature were fairly high as 0.966 at Dook-do and 0.949 at Gu-yee, but the correlation coefficients between $\Delta AT_i$ and $\Delta WT_i$ were very low as 0.1074 at Gu-yee and 0.0324 at Dook-Do.

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피로균열전파저항의 변동성에 의한 균열전파율의 해석 (An Analysis of Crack Growth Rate Due to Variation of Fatigue Crack Growth Resistance)

  • 김선진
    • 대한기계학회논문집A
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    • 제23권7호
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    • pp.1139-1146
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    • 1999
  • Reliability analysis of structures based on fracture mechanics requires knowledge on statistical characteristics of the parameter C and m in the fatigue crack growth law, $da/dN=C({\Delta}K)^m$. The purpose of the present study is to investigate if it is possible to predict fatigue crack growth rate by only the fluctuation of the parameter C. In this study, Paris-Erdogan law is adopted, where the author treat the parameter C as random and m as constant. The fluctuation of crack growth rate is assumed only due to the parameter C. The growth resistance coefficient of material to fatigue crack growth (Z=1/C) was treated as a spatial stochastic process, which varies randomly on the crack path. The theoretical crack growth rates at various stress intensity factor range are discussed. Constant ${\Delta}K$ fatigue crack growth tests were performed on the structural steel, SM45C. The experimental data were analyzed to determine the autocorrelation function and Weibull distributions of the fatigue crack growth resistance. And also, the effect of the parameter m of Paris' law due to variation of fatigue crack growth resistance was discussed.

Genetic Algorithm-Based Coordinated Replenishment in Multi-Item Inventory Control

  • Nagasawa, Keisuke;Irohara, Takashi;Matoba, Yosuke;Liu, Shuling
    • Industrial Engineering and Management Systems
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    • 제12권3호
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    • pp.172-180
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    • 2013
  • We herein consider a stochastic multi-item inventory management problem in which a warehouse sells multiple items with stochastic demand and periodic replenishment from a supplier. Inventory management requires the timing and amounts of orders to be determined. For inventory replenishment, trucks of finite capacity are available. Most inventory management models consider either a single item or assume that multiple items are ordered independently, and whether there is sufficient space in trucks. The order cost is commonly calculated based on the number of carriers and the usage fees of carriers. In this situation, we can reduce future shipments by supplementing items to an order, even if the item is not scheduled to be ordered. On the other hand, we can reduce the average number of items in storage by reducing the order volume and at the risk of running out of stock. The primary variables of interest in the present research are the average number of items in storage, the stock-out volume, and the number of carriers used. We formulate this problem as a multi-objective optimization problem. In a numerical experiment based on actual shipment data, we consider the item shipping characteristics and simulate the warehouse replenishing items coordinately. The results of the simulation indicate that applying a conventional ordering policy individually will not provide effective inventory management.

Regional Financial Development, Firm Heterogeneity and Investment Efficiency

  • Zhang, Ruonan;Yin, Hong
    • The Journal of Asian Finance, Economics and Business
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    • 제5권4호
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    • pp.73-83
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    • 2018
  • The purpose of this paper is to examine the relationship between regional financial development and corporate investment efficiency as well as the relationship between firm-level characteristics and corporate investment efficiency. Using a large sample of A-listed companies in China from CSMAR database between 2003 and 2016, this paper explores corporate investment efficiency and its influencing factors in emerging market on the basis of heterogeneous stochastic frontier model. The results show that: (1) the average investment efficiency of Chinese listed companies is 74.5%, and the investment efficiency of large enterprises, state-owned enterprises and enterprises with relatively high financial development level is significantly higher; (2) compared with average corporate investment efficiency in the year 2003, the investment efficiency of different types of enterprises in 2016 is significantly higher, and the gap is gradually widening; (3) enterprise heterogeneity namely firm size, nature of property right, and institutional environment reflected by the level of regional financial development indirectly affects corporate investment efficiency by influencing the financing constraints and uncertainty. The findings suggest that to improve corporate investment efficiency in emerging market, financial market should be accelerated, regional balance should be restored and the differences among regions, industries and differences between public and private sectors should be eliminated.

송전선에 의해 송전철탑에 전달되는 풍하중 저감을 위한 회전형 점탄성감쇠기 (Rotational Viscoelastic Dampers for the Mitigation of Wind Loads on Transmission Tower Transferred from Transmission Lines)

  • 문병욱;민경원
    • 한국소음진동공학회논문집
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    • 제16권4호
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    • pp.420-427
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    • 2006
  • In this study, wind loads transmitted to a transmission tower from transmission lines are mitigated using rotational viscoelastic dampers. First, the wind load characteristics in a transmission tower is investigated considering the effect of the transmission lines through stochastic analysis. The assemblage of the transmission line and insulator are modeled as a double pendulum system connected to the SDOF model of the tower. From the result of the stochastic analysis, the background component of the overturing moment caused by the wind loads acting on the transmission lines are found to have considerable portion in the total overturning moment. Based on this observation result, a strategy Installing rotational viscoelastic damper (VED) between tower arm and transmission line is proposed for the mitigation of the transmission line reactions, which play a role as dynamic loads on a transmission tower. For the purpose of verification, time history analysis is conducted for different wind velocities and VED parameters. The analysis result shows that the rotational VED is effective for the mitigation of the background component rather than the resonance component of the transmission line reactions and achieves the reduction ratio of 50% even for higher wind speed.

Markov Chain Model을 이용한 CFRP 복합재료의 피로손상누적거동에 대한 확률적 해석 (The Probabilistic Analysis of Fatigue Damage Accumulation Behavior Using Markov Chain Model in CFRP Composites)

  • 김도식;김정규;김인배
    • 대한기계학회논문집A
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    • 제20권4호
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    • pp.1241-1250
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    • 1996
  • The characteristics of fatigue cumulative damage and fatigue life of 8-harness satin woven CFRP composites with a circular hole under constant amplitude and 2-level block loading are estimated by Stochastic Makov chain model. It is found in this study that the fatigue damage accumulation behavior is very random and the fatigue damage is accumulated as two regions under constant amplitude fatigue loading. In constant amplitude fatigue loading the predicted mean number of cycles to a specified damage state by Markov chain model shows a good agreement with the test result. The predicted distribution of the fatigue cumulative damage by Markov chain model is similar to the test result. The fatigue life predictions under 2-level block loading by Markov chain model revised are good fitted to the test result more than by 2-parameter Weibull distribution function using percent failure rule.

유리분수함수 근사법에 기반한 풍하중을 받는 구조물의 동특성 추정 (Modal Parameter Estimations of Wind-Excited Structures based on a Rational Polynomial Approximation Method)

  • 김상범;이완수;윤정방
    • 한국소음진동공학회:학술대회논문집
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    • 한국소음진동공학회 2005년도 추계학술대회논문집
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    • pp.287-292
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    • 2005
  • This paper presents a rational polynomial approximation method to estimate modal parameters of wind excited structures using incomplete noisy measurements of structural responses and partial measurements of wind velocities only. A stochastic model of the excitation wind force acting on the structure is estimated from partial measurements of wind velocities. Then the transfer functions of the structure are approximated as rational polynomial functions. From the poles and zeros of the estimated rational polynomial functions, the modal parameters, such as natural frequencies, damping ratios, and mode shapes are extracted. Since the frequency characteristics of wind forces acting on structures can be assumed as a smooth Gaussian process especially around the natural frequencies of the structures according to the central limit theorem (Brillinger, 1969; Yaglom, 1987), the estimated modal parameters are robust and reliable with respect to the assumed stochastic input models. To verify the proposed method, the modal parameters of a TV transmission tower excited by gust wind are estimated. Comparison study with the results of other researchers shows the efficacy of the suggested method.

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남한지역 일단위 강우량 공간상세화를 위한 BCSA 기법 적용성 검토 (Application of Bias-Correction and Stochastic Analogue Method (BCSA) to Statistically Downscale Daily Precipitation over South Korea)

  • 황세운;정임국;김시호;조재필
    • 한국농공학회논문집
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    • 제63권6호
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    • pp.49-60
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    • 2021
  • BCSA (Bias-Correction and Stochastic Analog) is a statistical downscaling technique designed to effectively correct the systematic errors of GCM (General Circulation Model) output and reproduce basic statistics and spatial variability of the observed precipitation filed. In this study, the applicability of BCSA was evaluated using the ASOS observation data over South Korea, which belongs to the monsoon climatic zone with large spatial variability of rainfall and different rainfall characteristics. The results presented the reproducibility of temporal and spatial variability of daily precipitation in various manners. As a result of comparing the spatial correlation with the observation data, it was found that the reproducibility of various climate indices including the average spatial correlation (variability) of rainfall events in South Korea was superior to the raw GCM output. In addition, the needs of future related studies to improve BCSA, such as supplementing algorithms to reduce calculation time, enhancing reproducibility of temporal rainfall patterns, and evaluating applicability to other meteorological factors, were pointed out. The results of this study can be used as the logical background for applying BCSA for reproducing spatial details of the rainfall characteristic over the Korean Peninsula.

Effects of Technology Transfer Policies on the Technical Efficiency of Korean University TTOs

  • HAN, JAEPIL
    • KDI Journal of Economic Policy
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    • 제40권4호
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    • pp.23-45
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    • 2018
  • The Korean government has provided various policy devices to boost technology transfers between academia and industry since the establishment of the Technology Transfer Promotion Act in 2000. Along with the enactment of the law, the Korean government mandated the establishment of a technology transfer office at national and public universities and encouraged technology transfer activities. Despite the quantitative expansion of technology transfer offices (TTOs), operational inefficiency was brought up. As a supplementary policy, the Korean government implemented a line of projects to support the labor and business expenses of leading TTOs. This research questions whether the project greatly affected the technical efficiency of TTOs. We analyze publicly available university panel data from 2007 to 2015 using a one-step stochastic frontier analysis. The results suggest that the program was marginally effective at shifting the technical efficiency distribution to the right on average, but it failed to maximize its impact by diversifying the policy means based on targets. The marginal effects of the program on technical efficiency differ according to the research capability and size of each school. We also compare technical efficiency against the licensing income at the start and end of the program. Technical efficiency increased for the leading TTOs, and both measures show improvements for unsupported TTOs. Our empirical results imply that diversifying the program for universities with different characteristics may have improved the effectiveness of the policy.