• Structural Engineering and Mechanics
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• 제86권3호
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• pp.349-359
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• 2023

This paper presents a technique for determining the optimal number of elements in stochastic finite element analysis based on reliability analysis. Using the change-of-variable perturbation stochastic finite element approach, the probability density function of the dynamic responses of stochastic structures is explicitly determined. This method combines the perturbation stochastic finite element method with the change-of-variable technique into a united model. To further examine the relationships between the random fields, discretization of the random field parameters, such as the variance function and the scale of fluctuation, is also performed. Accordingly, the reliability index is calculated based on the explicit probability density function of responses with Gaussian or non-Gaussian random fields in any number of elements corresponding to the random field discretization. The numerical examples illustrate the effectiveness of the proposed method for a one-dimensional cantilever reinforced concrete column and a two-dimensional steel plate shear wall. The benefit of this method is that the probability density function of responses can be obtained explicitly without the use simulation techniques. Any type of random variable with any statistical distribution can be incorporated into the calculations, regardless of the restrictions imposed by the type of statistical distribution of random variables. Consequently, this method can be utilized as a suitable guideline for the efficient implementation of stochastic finite element analysis of structures, regardless of the statistical distribution of random variables.

• Communications for Statistical Applications and Methods
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• 제26권2호
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• pp.149-161
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• 2019

In this article, we suggest the following approaches to simultaneous variable selection and outlier detection. First, we determine possible candidates for outliers using properties of an intercept estimator in a difference-based regression model, and the information of outliers is reflected in the multiple regression model adding mean shift parameters. Second, we select the best model from the model including the outlier candidates as predictors using stochastic search variable selection. Finally, we evaluate our method using simulations and real data analysis to yield promising results. In addition, we need to develop our method to make robust estimates. We will also to the nonparametric regression model for simultaneous outlier detection and variable selection.

• 대한산업공학회지
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• 제43권1호
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• pp.1-11
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• 2017

Stochastic resource-constrained project scheduling problem is an extension of resource-constrained project scheduling problem such that activity duration has stochastic nature. In real situation where activity duration is not known until the activity is finished, open-loop based static policies such as activity-based policy and priority-based policy will not well cope with duration variability. Then, a dynamic policy based on closed-loop decision making will be regarded as an alternative toward achievement of minimal makespan. In this study, a dynamic policy designed to select activities to start at each decision time point is illustrated. The performance of static and dynamic policies based on variable neighborhood search is evaluated under the discrete-event simulation environment. Experiments with J120 sets in PSPLIB and several probability distributions of activity duration show that the dynamic policy is superior to static policies. Even when the variability is high, the dynamic policy provides stable and good solutions.

• 대한전기학회논문지:전기기기및에너지변환시스템부문B
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• 제49권4호
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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.

• 한국신뢰성학회:학술대회논문집
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• 한국신뢰성학회 2000년도 춘계학술대회 발표논문집
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• pp.213-222
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• 2000

In present study, a stochastic model is developed for the low cycle fatigue life prediction and reliability assessment of 316L stainless steel under variable multiaxial loading. In the proposed model, fatigue phenomenon is considered as a Markov process, and damage vector and reliability are defined on every plane. Any low cycle fatigue damage evaluating method can be included in the proposed model. The model enables calculation of statistical reliability and crack initiation direction under variable multiaxial loading, which are generally not available. In present study, a critical plane method proposed by Kandil et al., maximum tensile strain range, and von Mises equivalent strain range are used to calculate fatigue damage. When the critical plane method is chosen, the effect of multiple critical planes is also included in the proposed model. Maximum tensile strain and von Mises strain methods are used for the demonstration of the generality of the proposed model. The material properties and the stochastic model parameters are obtained from uniaxial tests only. The stochastic model made of the parameters obtained from the uniaxial tests is applied to the life prediction and reliability assessment of 316L stainless steel under variable multiaxial loading. The predicted results show good accordance with experimental results.

• 대한기계학회논문집
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• 제19권3호
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• pp.697-704
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• 1995

The dynamic characteristics of a system can be critically influenced by system uncertainty, so the dynamic system must be analyzed stochastically in consideration of system uncertainty. This study presents the stochastic model of a nonlinear dynamic system with uncertain parameters under nonstationary stochastic inputs. And this stochastic system is analyzed by a new stochastic process closure method and moment equation method. The first moment equation is numerically evaluated by Runge-Kutta method and the second moment equation is numerically evaluated by stochastic process closure method, 4th cumulant neglect closure method and Runge-Kutta method. But the first and the second moment equations are coupled each other, so this equations are approximately evaluated by a iterative method. Finally the accuracy of the present method is verified by Monte Carlo simulation.

• 한국정밀공학회지
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• 제12권4호
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• pp.127-134
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• 1995

The dynamic characteristics of a system can be critically influenced by system uncertainty, so the dynamic system must be analyzed stochastically in consideration of system uncertainty. This study presents a generalized stochastic model of dynamic system subjected to bot external and parametric nonstationary stochastic input. And this stochastic system is analyzed by a new stochastic process closure method and moment equation method. The first moment equation is numerically evaluated by Runge-Kutta method. But the second moment equation is founded to constitute an infinite coupled set of differential equations, so this equations are numerically evaluated by cumulant neglect closure method and Runge-Kutta method. Finally the accuracy of the present method is verified by Monte Carlo simulation.

• Journal of the Korean Society for Industrial and Applied Mathematics
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• 제25권4호
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• pp.162-172
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• 2021

This paper proposes stochastic methods to find an approximate solution for the L²-Wasserstein least squares problem of Gaussian measures. The variable for the problem is in a set of positive definite matrices. The first proposed stochastic method is a type of classical stochastic gradient methods combined with projection and the second one is a type of variance reduced methods with projection. Their global convergence are analyzed by using the framework of proximal stochastic gradient methods. The convergence of the classical stochastic gradient method combined with projection is established by using diminishing learning rate rule in which the learning rate decreases as the epoch increases but that of the variance reduced method with projection can be established by using constant learning rate. The numerical results show that the present algorithms with a proper learning rate outperforms a gradient projection method.

• 대한토목학회논문집
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• 제26권1A호
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• pp.21-33
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• 2006

사장교 구조물을 대상으로 확률유한요소법을 신뢰성이론에 적합하도록 정식화하여 신뢰성해석을 보다 효율적으로 수행하고자 한다. 사장교의 초기평형해석을 수행한 후, 섭동법을 이용하여 선형 비선형 확률유한요소해석을 수행할 수 있으며, 확률변수의 상관성에 따른 신뢰성해석을 수행할 수 있는 프로그램을 작성하였다. 작성된 프로그램을 이용하여 사장교의 응답해석을 검토한 결과, 확률변수의 상호간 상관성에 따른 절점변위, 부재력 및 케이블긴장력에 대한 분산특성을 정량적으로 평가할 수 있었다. 또한 신뢰성지수 및 파괴확률을 검토하여 사장교 구조물의 안전성을 명확하게 파악하였다.

• Structural Engineering and Mechanics
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• 제4권6호
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• pp.703-715
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• 1996

In stochastic analysis, the randomness of the structural parameters is taken into consideration and the response variability is obtained in addition to the conventional (mean) response. In the present paper the structural response variability of plate structure is calculated using the weighted integral method and is compared with the results obtained by different methods. The stochastic field is assumed to be normally distributed and to have the homogeneity. The decomposition of strain-displacement matrix enabled us to extend the formulation to the stochastic analysis with the quadratic elements in the weighted integral method. A new auto-correlation function is derived considering the uncertainty of plate thickness. The results obtained in the numerical examples by two different methods, i.e., weighted integral method and Monte Carlo simulation, are in a close agreement. In the case of the variable plate thickness, the obtained results are in good agreement with those of Lawrence and Monte Carlo simulation.