• Title/Summary/Keyword: Stochastic Finite element

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Non-stochastic interval factor method-based FEA for structural stress responses with uncertainty

  • Lee, Dongkyu;Shin, Soomi
    • Structural Engineering and Mechanics
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    • v.62 no.6
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    • pp.703-708
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    • 2017
  • The goal of this study is to evaluate behavior uncertainties of structures by using interval finite element analysis based on interval factor method as a specific non-stochastic tool. The interval finite element method, i.e., interval FEM, is a finite element method that uses interval parameters in situations where it is not possible to get reliable probabilistic characteristics of the structure. The present method solves the uncertainty problems of a 2D solid structure, in which structural characteristics are assumed to be represented as interval parameters. An interval analysis method using interval factors is applied to obtain the solution. Numerical applications verify the intuitive effectiveness of the present method to investigate structural uncertainties such as displacement and stress without the application of probability theory.

A natural frequency sensitivity-based stabilization in spectral stochastic finite element method for frequency response analysis

  • Lee, Gil-Yong;Jin, Seung-Seop;Park, Yong-Hwa
    • Structural Engineering and Mechanics
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    • v.75 no.3
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    • pp.311-325
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    • 2020
  • In applying the spectral stochastic finite element methods to the frequency response analysis, the conventional methods are known to give unstable and inaccurate results near the natural frequencies. To address this issue, a new sensitivity based stabilized formulation for stochastic frequency response analysis is proposed in this paper. The main difference over the conventional spectral methods is that the polynomials of random variables are applied to both numerator and denominator in approximating the harmonic response solution. In order to reflect the resonance behavior of the structure, the denominator polynomials is constructed by utilizing the natural frequency sensitivity and the random mode superposition. The numerator is approximated by applying a polynomial chaos expansion, and its coefficients are obtained through the Galerkin or the spectral projection method. Through various numerical studies, it is seen that the proposed method improves accuracy, especially in the vicinities of structural natural frequencies compared to conventional spectral methods.

Stochastic Finite Element Aalysis of Space Truss by Neumann Expansion Method (뉴우먼 확장법에 의한 3차원 트러스의 확률유한요소해석)

  • 정영수;김기정
    • Proceedings of the Computational Structural Engineering Institute Conference
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    • 1993.04a
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    • pp.117-124
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    • 1993
  • The Neumann Expansion method has been used for evaluating the response variability of three dimensional truss structure resulting from the spatial variability of material properties with the aid of the finite element method, and in conjunction with the direct Monte Carlo simulation methods. The spatial variabilites are modeled as three-dimensional stochastic field. Yamazaki 〔1〕 has extended the Neumann Expansion method to the plane-strain problem to obtain the response variability of 2 dimensional stochastic systems. This paper presents the extension of the Neumann Expansion method to 3 dimensional stochastic systems. The results by the NEM are compared with those by the deterministic finite element analysis and by the direct Monte Carlo simulation method

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Reliability Analysis of Stochastic Finite Element Model by the Adaptive Importance Sampling Technique (적응적 중요표본추출법에 의한 확률유한요소모형의 신뢰성분석)

  • 김상효;나경웅
    • Proceedings of the Computational Structural Engineering Institute Conference
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    • 1999.10a
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    • pp.351-358
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    • 1999
  • The structural responses of underground structures are examined in probability by using the elasto-plastic stochastic finite element method in which the spatial distributions of material properties are assumed to be stochastic fields. In addition, the adaptive importance sampling method using the response surface technique is used to improve simulation efficiency. The method is found to provide appropriate information although the nonlinear Limit State involves a large number of basic random variables and the failure probability is small. The probability of plastic local failures around an excavated area is effectively evaluated and the reliability for the limit displacement of the ground is investigated. It is demonstrated that the adaptive importance sampling method can be very efficiently used to evaluate the reliability of a large scale stochastic finite element model, such as the underground structures located in the multi-layered ground.

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Stochastic finite element method homogenization of heat conduction problem in fiber composites

  • Kaminski, Marcin
    • Structural Engineering and Mechanics
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    • v.11 no.4
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    • pp.373-392
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    • 2001
  • The main idea behind the paper is to present two alternative methods of homogenization of the heat conduction problem in composite materials, where the heat conductivity coefficients are assumed to be random variables. These two methods are the Monte-Carlo simulation (MCS) technique and the second order perturbation second probabilistic moment method, with its computational implementation known as the Stochastic Finite Element Method (SFEM). From the mathematical point of view, the deterministic homogenization method, being extended to probabilistic spaces, is based on the effective modules approach. Numerical results obtained in the paper allow to compare MCS against the SFEM and, on the other hand, to verify the sensitivity of effective heat conductivity probabilistic moments to the reinforcement ratio. These computational studies are provided in the range of up to fourth order probabilistic moments of effective conductivity coefficient and compared with probabilistic characteristics of the Voigt-Reuss bounds.

Shape Optimization of Electric Machine Considering Uncertainty of Design Variable by Stochastic Finite Element Method (확률유한요소법을 이용한 설계변수의 불확실성을 고려한 전기기기의 형상최적설계)

  • Hur, Jin;Hong, Jung-Pyo
    • The Transactions of the Korean Institute of Electrical Engineers B
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    • v.49 no.4
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    • pp.219-225
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    • 2000
  • This paper presents the shape optimization considering the uncertainty of design variable to find robust optimal solution that has insensitive performance to its change of design variable. Stochastic finite element method (SFEM) is used to treat input data as stochastic variables. It is method that the potential values are series form for the expectation and small variation. Using correlation function of their variables, the statistics of output obtained form the input data distributed. From this, design considering uncertainty of design variables.

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Stochastic vibration analysis of functionally graded beams using artificial neural networks

  • Trinh, Minh-Chien;Jun, Hyungmin
    • Structural Engineering and Mechanics
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    • v.78 no.5
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    • pp.529-543
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    • 2021
  • Inevitable source-uncertainties in geometry configuration, boundary condition, and material properties may deviate the structural dynamics from its expected responses. This paper aims to examine the influence of these uncertainties on the vibration of functionally graded beams. Finite element procedures are presented for Timoshenko beams and utilized to generate reliable datasets. A prerequisite to the uncertainty quantification of the beam vibration using Monte Carlo simulation is generating large datasets, that require executing the numerical procedure many times leading to high computational cost. Utilizing artificial neural networks to model beam vibration can be a good approach. Initially, the optimal network for each beam configuration can be determined based on numerical performance and probabilistic criteria. Instead of executing thousands of times of the finite element procedure in stochastic analysis, these optimal networks serve as good alternatives to which the convergence of the Monte Carlo simulation, and the sensitivity and probabilistic vibration characteristics of each beam exposed to randomness are investigated. The simple procedure presented here is efficient to quantify the uncertainty of different stochastic behaviors of composite structures.

Finite element fracture reliability of stochastic structures

  • Lee, J.C.;Ang, A.H.S.
    • Structural Engineering and Mechanics
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    • v.3 no.1
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    • pp.1-10
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    • 1995
  • This study presents a methodology for the system reliability analysis of cracked structures with random material properties, which are modeled as random fields, and crack geometry under random static loads. The finite element method provides the computational framework to obtain the stress intensity solutions, and the first-order reliability method provides the basis for modeling and analysis of uncertainties. The ultimate structural system reliability is effectively evaluated by the stable configuration approach. Numerical examples are given for the case of random fracture toughness and load.

PRICING CONVERTIBLE BONDS WITH KNOWN INTEREST RATE

  • Kim, Jong Heon
    • Korean Journal of Mathematics
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    • v.14 no.2
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    • pp.185-202
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    • 2006
  • In this paper, using the Black-Scholes analysis, we will derive the partial differential equation of convertible bonds with both non-stochastic and stochastic interest rate. We also find numerical solutions of convertible bonds equation with known interest rate using the finite element method.

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Evaluation of Probabilistic Finite Element Method in Comparison with Monte Carlo Simulation

  • 이재영;고홍석
    • Magazine of the Korean Society of Agricultural Engineers
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    • v.32 no.E
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    • pp.59-66
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    • 1990
  • Abstract The formulation of the probabilistic finite element method was briefly reviewed. The method was implemented into a computer program for frame analysis which has the same analogy as finite element analysis. Another program for Monte Carlo simulation of finite element analysis was written. Two sample structures were assumed and analized. The characteristics of the second moment statistics obtained by the probabilistic finite element method was examined through numerical studies. The applicability and limitation of the method were also evaluated in comparison with the data generated by Monte Carlo simulation.

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