• Journal of the Korean Statistical Society
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• v.32 no.1
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• pp.11-20
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• 2003

Let｛Ｘt｝be an m-dimensional linear process of the form (equation omitted), where｛Zt｝is a sequence of stationary m-dimensional weakly associated random vectors with EZt = O and E∥Zt∥$^2$＜$\infty$. We Prove central limit theorems for multivariate linear processes generated by weakly associated random vectors. Our results also imply a functional central limit theorem.

• Structural Engineering and Mechanics
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• v.33 no.2
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• pp.159-177
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• 2009

The aim of this paper is to give a rigorous framework for the interpretation of limit analysis results including large displacements. The presentation is oriented towards unidimensional media (beams) but two-dimensional (plates) or three-dimensional media are also concerned. A single-degree-of-freedom system is first considered: it shows the basic phenomena of large displacement limit analysis or second-order limit analysis. The results are compared to those of a continuous system and the differences between both systems are discussed. Theoretical results are obtained using the kinematical approach of limit analysis. An admissible load-displacement plane is then defined, according to the yield design theory. The methodology used is applied to frame structures. The presented results are nevertheless different from those already published in the literature, as the virtual displacement field can be distinguished from the displacement field at collapse. The simplicity of large displacement limit analysis makes it attractive for practical engineering applications. The load-displacement upper bound can be used for instance in the optimal design of steel frames in seismic areas.

• Steel and Composite Structures
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• v.23 no.1
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• pp.131-142
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• 2017

Determining limit load for a pressure bearing structure using elastic-plastic finite element analysis was computationally very expensive. A series of robust methods using elastic modulus adjustment techniques (EMAP) to identify the limit load directly were proposed. The numerical implementation of the robust method had the potential to be an attractive alternative to elastic-plastic finite element analysis since it was simple, and required less computational effort and computer storage space. Another attractive feature was that the method provided a go/no go criterion for the limit load, whereas the results of an elastic-plastic analysis were often difficult to interpret near the limit load since it came from human sources. To explore the performance of the method further, it was applied to a number of configurations that include two-dimensional and three-dimensional effects. In this study, limit load of cylinder with nozzle was determined by the robust methods.

• Structural Engineering and Mechanics
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• v.38 no.5
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• pp.651-674
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• 2011

This paper presents a novel method for predicting the failure probability of structural or mechanical systems subjected to random loads and material properties involving multiple design points. The method involves Multicut High Dimensional Model Representation (Multicut-HDMR) technique in conjunction with moving least squares to approximate the original implicit limit state/performance function with an explicit function. Depending on the order chosen sometimes truncated Cut-HDMR expansion is unable to approximate the original implicit limit state/performance function when multiple design points exist on the limit state/performance function or when the problem domain is large. Multicut-HDMR addresses this problem by using multiple reference points to improve accuracy of the approximate limit state/performance function. Numerical examples show the accuracy and efficiency of the proposed approach in estimating the failure probability.

• Geomechanics and Engineering
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• v.8 no.1
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• pp.97-111
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• 2015

The kinematical approach of limit analysis is used to estimate the three dimensional stability analysis of rock slopes with nonlinear Hoek-Brown criterion under earthquake forces. The generalized tangential technique is introduced, which makes limit analysis apply to rock slope problem possible. This technique formulates the three dimensional stability problem as a classical nonlinear programming problem. A nonlinear programming algorithm is coded to search for the least upper bound solution. To prove the validity of the present approach, static stability factors are compared with the previous solutions, using a linear failure criterion. Three dimensional seismic and static stability factors are calculated for rock slopes. Numerical results of indicate that the factors increase with the ratio of slope width and height, and are presented for practical use in rock engineering.

• Journal of the Korean Mathematical Society
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• v.48 no.1
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• pp.147-158
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• 2011

In this paper, we consider a multi-dimensional diffusion process in a self-similar random environment and prove a limit theorem for the shape of the full trajectory of the diffusion by using the localization phenomenon.

• Journal of the Korean Statistical Society
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• v.23 no.2
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• pp.504-512
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• 1994

A simple proof for the random central limit theorem is given for a family of stationary linear lattice processes, which belogn to a class of 2 dimensional random fields, applying the Beveridge and Nelson decomposition in time series context. The result is an extension of Fakhre-Zakeri and Fershidi (1993) dealing with the linear process in time series to the case of the linear lattice process with 2 dimensional indices.

• Geomechanics and Engineering
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• v.13 no.2
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• pp.301-318
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• 2017

Based on the existing research results, a three-dimensional failure mechanism of tunnel face was constructed. The dynamic seismic effect was taken into account on the basis of quasi-static method, and the nonlinear Mohr-Coulomb failure criterion was introduced into the limit analysis by using the tangent technique. The collapse pressure along with the failure scope of tunnel face was obtained through nonlinear limit analysis. Results show that nonlinear coefficient and initial cohesion have a significant impact on the collapse pressure and failure zone. However, horizontal seismic coefficient and vertical seismic proportional coefficient merely affect the collapse pressure and the location of failure surface. And their influences on the volume and height of failure mechanism are not obvious. By virtue of reliability theory, the influences of horizontal and vertical seismic forces on supporting pressure were discussed. Meanwhile, safety factors and supporting pressures with respect to 3 different safety levels are also obtained, which may provide references to seismic design of tunnels.

• Journal of applied mathematics & informatics
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• v.26 no.1_2
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• pp.417-425
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• 2008

For stationary m-dimensional martingale difference sequences we prove the random functional central limit theorems and propose an almost sure consistent estimator for the limiting covariance matrix.

• Tunnel and Underground Space
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• v.12 no.1
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• pp.10-18
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• 2002

Rock joint system makes a heavy effect on the behavior of rock structures. The definition of a 3D rock joint system is very important in 2D or 3D numerical analysis for the prediction of the behavior of a discontinuous rock mass. To enhance the reality of a 3D definition of rock joint system, it is essential to estimate the unbiased statistics of basic geometric attributes of rock joints. In this study, we have proposed the statistical analysis and derived the related equations for an estimation of statistics of joint size and intensity. Geometry of rock joints in 3 dimensional space can be defined by the aggregate of location, size, orientation and intensity. The dimensional limit of survey method and its data makes 3D geometric attributes probabilistic. In the estimation of statistics of joint size, we have discussed the technique to correct the bias from a dimensional limit and derived the equation of 3D joint intensity by stereological approaches.