• Proceedings of the Computational Structural Engineering Institute Conference
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• 2003.10a
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• pp.365-372
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• 2003

In this study, the program which determine the initial cable tension force by tile initial shape analysis for cable stayed bridge is developed. Also, DSFEMP(Dynamic Stochastic Finite Element Analysis Program) is developed to consider the variance of random variables at each step of dynamic response analysis, not use existing methods that apply to the theory of reliability at the final step of structural analysis. In addition, the output from the developed program was compared with the results from DMCSP(Direct Monte Carlo Simulation Program) to prove its validity.

• Communications of the Korean Mathematical Society
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• v.23 no.1
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• pp.141-151
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• 2008

In this paper, we derive the nonlinear equation for European option pricing containing liquidity risk which can be defined as the inverse of the partial derivative of the underlying asset price with respect to the amount of assets traded in the efficient market. Numerical solutions are obtained by using finite element method and compared with option prices of KOSPI200 Stock Index. These prices computed with liquidity risk are considered more realistic than the prices of Black-Scholes model without liquidity risk.

• Smart Structures and Systems
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• v.7 no.2
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• pp.133-152
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• 2011

System identification is a fundamental step towards the application of structural health monitoring and damage detection techniques. On this respect, the development of evolved identification strategies is a priority for obtaining reliable and repeatable baseline modal parameters of an undamaged structure to be adopted as references for future structural health assessments. The paper presents the identification of the modal parameters of the Guangzhou New Television Tower, China, using a data-driven stochastic subspace identification (SSI-data) approach complemented with an appropriate automatic mode selection strategy which proved to be successful in previous literature studies. This well-known approach is based on a clustering technique which is adopted to discriminate structural modes from spurious noise ones. The method is applied to the acceleration measurements made available within the task I of the ANCRiSST benchmark problem, which cover 24 hours of continuous monitoring of the structural response under ambient excitation. These records are then subdivided into a convenient number of data sets and the variability of modal parameter estimates with ambient temperature and mean wind velocity are pointed out. Both 10 minutes and 1 hour long records are considered for this purpose. A comparison with finite element model predictions is finally carried out, using the structural matrices provided within the benchmark, in order to check that all the structural modes contained in the considered frequency interval are effectively identified via SSI-data.

• Journal of the Computational Structural Engineering Institute of Korea
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• v.20 no.6
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• pp.789-799
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• 2007

In this paper, we propose a stochastic finite element formulation which takes into account the randonmess in the material and geometrical parameters. The formulation is proposed for plate structures, and is based on the weighted integral approach. Contrary to the case of elastic modulus, plate thickness contributes to the stiffness as a third-order function. Furthermore, Poisson's ratio is even more complex since this parameter appears in the constitutive relations in the fraction form. Accordingly, we employ Taylor's expansion to derive decomposed stochastic field functions in ascending order. In order to verify the proposed formulation, the results obtained using the proposed scheme are compared with those in the literature and those of Monte Carlo analysis as well.

• Steel and Composite Structures
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• v.44 no.5
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• pp.651-676
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• 2022

Most of the experimental, theoretical, and numerical studies on the stability of functionally graded composites are deterministic, while there are full of complex interactions of variables with an inherently probabilistic nature, this paper presents a non-intrusive framework to investigate the stochastic nonlinear buckling behaviors of porous functionally graded cylindrical shells exposed to inevitable source-uncertainties. Euler-Lagrange equations are theoretically derived based on the three variable refined shear deformation theory. Closed-form solutions for the shell buckling loads are achieved by solving the deterministic eigenvalue problems. The analytical results are verified with numerical results obtained from finite element analyses that are conducted in the commercial software ABAQUS. The non-intrusive framework is completed by integrating the Monte Carlo simulation with the verified closed-form solutions. The convergence studies are performed to determine the effective pseudorandom draws of the simulation. The accuracy and efficiency of the framework are verified with statistical results that are obtained from the first and second-order perturbation techniques. Eleven cases of individual and compound uncertainties are investigated. Sensitivity analyses are conducted to figure out the five cases that have profound perturbative effects on the shell buckling loads. Complete probability distributions of the first three critical buckling loads are completely presented for each profound uncertainty case. The effects of the shell thickness, volume fraction index, and stochasticity degree on the shell buckling load under compound uncertainties are studied. There is a high probability that the shell has non-unique buckling modes in stochastic environments, which should be known for reliable analysis and design of engineering structures.

• Structural Engineering and Mechanics
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• v.22 no.6
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• pp.647-664
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• 2006

The main purpose of this paper is to investigate the effect of transient stochastic analysis on nonlinear response of earth and rock-fill dams to spatially varying ground motion. The dam models are analyzed by a stochastic finite element method based on the equivalent linear method which considers the nonlinear variation of soil shear moduli and damping ratio as a function of shear strain. The spatial variability of ground motion is taken into account with the incoherence, wave-passage and site response effects. Stationary as well as transient stochastic response analyses are performed for the considered dam types. A time dependent frequency response function is used throughout the study for transient stochastic responses. It is observed that stationarity is a reasonable assumption for earth and rock-fill dams to typical durations of strong shaking.

• Journal of the Computational Structural Engineering Institute of Korea
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• v.18 no.1
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• pp.29-42
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• 2005

Considering the effect by uncertainty in the structures, it is reasonable that the safety examination has to be performed by using method of reliability evaluation. Therefore, in this study, program is developed which can perform the reliability analysis or the dynamic response analysis more efficiently by formularizing the stochastic finite element analysis suitable for the existing reliability analysis about the cable stayed bridge suffering the seismic loads. Based on this program, the characteristic of dynamic responses is analyzed quantitatively by examining the average, the standard deviation and the coefficient of variance about the displacement, the resistance and the tension of cable according to the random variables. and the safety of cable stayed bridge is evaluated by examining of reliability index and failure probability

• Journal of Korean Society of Steel Construction
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• v.17 no.6 s.79
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• pp.661-672
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• 2005

For the efficient stochastic optimization of steel structures for which a large number of analyses is required, artificial neural networks,which have emerged as a powerful tool that could have been used to replace time-consuming procedures in many scientific or engineering applications, are applied. They are utilized for the solution of the equilibrium equations resulting from the application of the finite element method in connection with the reanalysis type of problem, for which a large number of finite element analyses are required in this study. As such, the use of artificial neural networks to predict finite element analysis outputs simplifies and facilitates the performance of the stochastic optimal design of structural systems where a trained neural network is used to replace the structural reanalysis phase. Moreover, to improve efficiency of used artificial neural networks, genetic algorithm is utilized. The stochastic optimizer used in this study is an algorithm based on the evolution theory. The efficiency of the proposed procedure is examined in problems with both volume (weight) functions and real-world cost functions

• Journal of the Society of Naval Architects of Korea
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• v.57 no.2
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• pp.80-87
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• 2020

As the Arctic sea ice decreases due to various reasons such as global warming, the demand for ships and offshore structures operating in the Arctic region is steadily increasing. In the case of sea ice, the anisotropy is caused by the uncertainty inside the material. For most of the research, nevertheless, estimating the ice load has been treated deterministically. With regard to this, in this paper, a four-point bending strength analysis of an ice specimen was attempted using a stochastic finite element method. First, spatial distribution of the material properties used in the yield criterion was assumed to be a multivariate Gaussian random field. After that, a direct method, which is a sort of stochastic finite element method, and a sensitivity method using the sensitivity of response for random variables were proposed for calculating the probabilistic distribution of ice specimen strength. A parametric study was conducted with different mean vectors and correlation lengths for each material property used in the above procedure. The calculation time was about ten seconds for the direct method and about three minutes for the sensitivity methods. As the cohesion and correlation length increased, the mean value of the critical load and the standard deviation increased. On the contrary, they decreased as the friction angle increased. Also, in all cases, the direct and sensitivity methods yielded very similar results.

• Geomechanics and Engineering
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• v.12 no.2
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• pp.269-294
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• 2017

This study aimed to realize the creation of fuzzy stochastic damage to describe reliability more essentially with the analysis of harmony of damage conception, probability and fuzzy degree of membership in interval [0,1]. Two kinds of fuzzy behaviors of damage development were deduced. Fuzzy stochastic damage models were established based on the fuzzy memberships functional and equivalent normalization theory. Fuzzy stochastic damage finite element method was developed as the approach to reliability simulation. The three-dimensional fuzzy stochastic damage mechanical behaviors of Jianshan mine slope were analyzed and examined based on this approach. The comprehensive results, including the displacement, stress, damage and their stochastic characteristics, indicate consistently that the failure foci of Jianshan mine slope are the slope-cutting areas where, with the maximal failure probability 40%, the hazardous Domino effects will motivate the neighboring rock bodies' sliding activities.