• Title/Summary/Keyword: discrete stochastic arithmetic

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NUMERICAL IMPLEMENTATION OF THE QMR ALGORITHM BY USING DISCRETE STOCHASTIC ARITHMETIC

  • TOUTOUNIAN FAEZEH;KHOJASTEH SALKUYEH DAVOD;ASADI BAHRAM
    • Journal of applied mathematics & informatics
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    • v.17 no.1_2_3
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    • pp.457-473
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    • 2005
  • In each step of the quasi-minimal residual (QMR) method which uses a look-ahead variant of the nonsymmetric Lanczos process to generate basis vectors for the Krylov subspaces induced by A, it is necessary to decide whether to construct the Lanczos vectors $v_{n+l}\;and\;w{n+l}$ as regular or inner vectors. For a regular step it is necessary that $D_k\;=\;W^{T}_{k}V_{k}$ is nonsingular. Therefore, in the floating-point arithmetic, the smallest singular value of matrix $D_k$, ${\sigma}_min(D_k)$, is computed and an inner step is performed if $\sigma_{min}(D_k)<{\epsilon}$, where $\epsilon$ is a suitably chosen tolerance. In practice it is absolutely impossible to choose correctly the value of the tolerance $\epsilon$. The subject of this paper is to show how discrete stochastic arithmetic remedies the problem of this tolerance, as well as the problem of the other tolerances which are needed in the other checks of the QMR method with the estimation of the accuracy of some intermediate results. Numerical examples are used to show the good numerical properties.

Non-stochastic interval arithmetic-based finite element analysis for structural uncertainty response estimate

  • Lee, Dongkyu;Park, Sungsoo;Shin, Soomi
    • Structural Engineering and Mechanics
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    • v.29 no.5
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    • pp.469-488
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    • 2008
  • Finite element methods have often been used for structural analyses of various mechanical problems. When finite element analyses are utilized to resolve mechanical systems, numerical uncertainties in the initial data such as structural parameters and loading conditions may result in uncertainties in the structural responses. Therefore the initial data have to be as accurate as possible in order to obtain reliable structural analysis results. The typical finite element method may not properly represent discrete systems when using uncertain data, since all input data of material properties and applied loads are defined by nominal values. An interval finite element analysis, which uses the interval arithmetic as introduced by Moore (1966) is proposed as a non-stochastic method in this study and serves a new numerical tool for evaluating the uncertainties of the initial data in structural analyses. According to this method, the element stiffness matrix includes interval terms of the lower and upper bounds of the structural parameters, and interval change functions are devised. Numerical uncertainties in the initial data are described as a tolerance error and tree graphs of uncertain data are constructed by numerical uncertainty combinations of each parameter. The structural responses calculated by all uncertainty cases can be easily estimated so that structural safety can be included in the design. Numerical applications of truss and frame structures demonstrate the efficiency of the present method with respect to numerical analyses of structural uncertainties.

The Phenomenological Comparison between Results from Single-hole and Cross-hole Hydraulic Test (균열암반 매질 내 단공 및 공간 간섭 시험에 대한 현상적 비교)

  • Kim, Tae-Hee;Kim, Kue-Young;Oh, Jun-Ho;Hwang, Se-Ho
    • Journal of Soil and Groundwater Environment
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    • v.12 no.5
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    • pp.39-53
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    • 2007
  • Generally, fractured medium can be described with some key parameters, such as hydraulic conductivities or random field of hydraulic conductivities (continuum model), spatial and statistical distribution of permeable fractures (discrete fracture network model). Investigating the practical applicability of the well-known conceptual models for the description of groundwater flow in fractured media, various types of hydraulic tests were applied to studies on the highly fractured media in Geumsan, Korea. Results from single-hole packer test show that the horizontal hydraulic conductivities in the permeable media are between $7.67{\times}10^{-10}{\sim}3.16{\times}10^{-6}$ m/sec, with $7.70{\times}10^{-7}$ m/sec arithmetic mean and $2.16{\times}10^{-7}$ m/sec geometric mean. Total number of test interval is 110 at 8 holes. The number of completely impermeable interval is 9, and the low permeable interval - below $1.0{\times}10^{-8}$ m/sec is 14. In other words, most of test intervals are permeable. The vertical distribution of hydraulic conductivities shows apparently the good correlation with the results of flowmeter test. But the results from the cross-hole test show some different features. The results from the cross-hole test are highly related to the connectivity and/or the binary properties of fractured media; permeable and impermeable. From the viewpoint of the connection, the application of the general stochastic approach with a single continuum model may not be appropriate even in the moderately or highly permeable fractured medium. Then, further studies on the investigation method and the analysis procedures should be required for the reasonable and practical design of the conceptual model, with which the binary properties, including permeable/impermeable features, can be described.