• Structural Engineering and Mechanics
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• 제32권1호
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• pp.21-36
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• 2009

An importance sampling method is presented for computing the first passage probability of elasto-plastic structures under stochastic excitations. The importance sampling distribution corresponds to shifting the mean of the excitation to an 'adapted' stochastic process whose future is determined based on information only up to the present. A stochastic control approach is adopted for designing the adapted process. The optimal control law is determined by a control potential, which satisfies the Bellman's equation, a nonlinear partial differential equation on the response state-space. Numerical results for a single-degree-of freedom elasto-plastic structure shows that the proposed method leads to significant improvement in variance reduction over importance sampling using design points reported recently.

• 한국해양공학회지
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• 제5권1호
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• pp.16-24
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• 1991

This paper presents a method of the reliability analysis for a tension leg platform(TLP)in severe storm waves by using the first passage concept of the random tensile stress in the tendons. In the present method, two failure conditions are considered ;i.e., the exceedance of the ultimate tensile capacity and the occurrence of the negative tension. In order to consider the correlation effects between the failure events for each corner resulted from the rupture of all tencons at one corner, a new system limit state for a rectangular shaped TLP is developed, which is defined in terms of the TLP motions in the vertical plane ;i.e., heave, roll, and pitch. To illustrate the validity of the present method, the numerical analysis is carried out for two TLP's with different structural dimensions. Then, the results are compared with those by other methods.

• International Journal of Reliability and Applications
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• 제12권1호
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• pp.1-14
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• 2011

This paper discusses the stochastic analysis and the statistical inference of a quadratic failure rate semi-Markov reliability model. Maximum likelihood procedure will be used to obtain the estimators of the parameters included in this reliability model. Based on the assumption that the lifetime and repair time of the system units are random variables with quadratic failure rate, the reliability function of this system is obtained. Also, the distribution of the first passage time of this system is derived. Many important special cases are discussed.

• Journal of the Korean Statistical Society
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• 제25권2호
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• pp.175-183
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• 1996

Let $S_n,n$ = 1, 2,... denote the partial sums of not necessarily in-dependent random variables. Let N(c) = min${ n ; S_n > c}$, c $\geq$ 0. Theorem 2 states that N (c), (suitably normalized), tends to 0 in p-mean, 1 $\leq$ p < 2, as c longrightarrow $\infty$ under mild conditions, which generalizes earlier result by Gut(1974). The proof follows by applying Theorem 1, which generalizes the known result $E$\mid$S_n$\mid$^p$ = o(n), 0 < p< 2, as n .rarw..inf. to randomly indexed partial sums.

• International Journal of Reliability and Applications
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• 제11권1호
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• pp.1-16
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• 2010

In this paper we will discuss the stochastic analysis of a three state semi-Markov reliability model. Maximum likelihood procedure will be used to obtain the estimators of the parameters included in this reliability model. Based on the assumption that the lifetime and repair time of the system units are generalized linear failure rate random variables, the reliability function of this system is obtained. Also, the distribution of the first passage time of this system will be derived. Some important special cases are discussed.

• Bulletin of the Korean Chemical Society
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• 제19권10호
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• pp.1068-1072
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• 1998

We present results of molecular dynamic (MD) simulations for the segmental motion of liquid n-butane as the base case for a consistent study for conformational transition from one rotational isomeric state to another in long chains of liquid n-alkanes. The behavior of the hazard plots for n-butane obtained from our MD simulations are compared with that for n-butane of Brownian dynamics study. The MD results for the conformational transition of n-butane by a Poisson process form the total first passage times are different from those from the separate t-g and g-t first passage times. This poor agreement is probably due to the failure of the detailed balance between the fractions of trans and gauche. The enhancement of the transitions t-g and g-t at short time regions are also discussed.

• 대한기계학회논문집B
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• 제41권3호
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• pp.161-169
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• 2017

터빈 블레이드의 내부냉각 설계 강화를 위해 설치된 경사요철과 가이드 베인에 대한 연구를 진행하였다. 채널의 입구로 들어오는 공기와 요철이 만나는 각도를 기준으로, 서로 상반된 두 가지 요철배열을 전연면과 후연면에 평행하게 배치하였다. 채널의 종횡비(AR)는 5:1이고, 요철의 각도는 $60^{\circ}$, 요철의 높이와 요철간 간격 비($e/D_h$)는 0.075이다. 레이놀즈 수는 10,000으로 고정하였다. 요철배열에 따른 2차 유동과 딘 와류의 상호작용이 곡관부와 전체 채널의 열전달 결과와 유동특성에 어떠한 영향을 미치는지 확인할 수 있었다. 결론적으로 첫 번째 유로의 요철배열이 팁 면의 열전달 분포에 지배적인 요인이며, 곡관부에서 유동의 분포에도 영향을 미쳤다. 또한 U자 형상 가이드 베인을 사용하였을 때 모든 요철에서 팁 면의 열전달 값이 상승하였으며, 특히 공기와 요철의 충돌각도가 양의각도일 때 가장 높은 냉각성능계수를 보였다.

• 대한조선학회논문집
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• 제34권4호
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• pp.91-98
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• 1997

대부분의 동적계에는 기진력과 계 특성치들에 다양한 불확실성이 존재한다. 본 논문에서는, 기진력과 계 특성치에 불확실성이 존재하는 선형 동적계에 대한 응답 및 신뢰성을 해석하는 하나의 과정을 제안하였다. 계 특성치와 응답은 섭동법에 의하여 모델링되고, 확률 이론과 진동 이론에 의하여 응답 해석이 정식화된다. 또한 응답의 평균을 구하기 위하여 확률유한요소법이 사용되었다. 파괴확률을 구하는 방법으로는 적분방정식법에 의한 최초통과확률 해석이 사용되었다. 적분방정식법은 통과율과 최초통과 확률밀도의 항들에 의해 최초통과확률로 귀결된다. 본 연구에서는 기진력, 계 특성치 그리고 응답은 모두 Gaussian 확률 특성을 가정하였다. 적용예로써, 정상 백색잡음 기진력을 받고 확률 특성을 갖는 질량 및 스프링 상수들로 이루어진 1자유도계에 대하여 과도응답 상태에서의 파괴확률을 계산하였으며, 그 결과를 수치 시뮬레이션 결과와 비교하였다.

• 대한기계학회논문집B
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• 제29권6호
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• pp.737-746
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• 2005

The present study investigates heat/mass transfer and flow characteristics in a ribbed rotating passage with turning region. The duct has an aspect ratio (W/H) of 0.5 and a hydraulic diameter ($D_h$) of 26.67 mm. Rib turbulators are attached in the cross arrangement on the leading and trailing surfaces of the passage. The ribs have a rectangular cross section of $2\;mm\;(e){\times}\;mm\;(w)$ and an attack angle of $70^{\circ}$. The pitch-to-rib height ratio (p/e) is 7.5, and the rib height-to-hydraulic diameter ratio ($e/D_h$) is 0.075. The rotation number ranges from 0.0 to 0.20 while the Reynolds number is constant at 10,000. To verify the heat/mass transfer augmentation, internal flow structures are calculated for the same conditions using a commercial code FLUENT 6.1. The heat transfer data of the smooth duct for various Ro numbers agree well with not only the McAdams correlation but also the previous studies. The cross-rib turbulators significantly enhance heat/mass transfer in the passage by disturbing the main flow near the surfaces and generating one asymmetric cell of secondary flow skewing along the ribs. Because the secondary flow is induced in the first-pass and turning region, heat/mass transfer discrepancy is observed in the second-pass even for the stationary case. When the passage rotates, heat/mass transfer and flow phenomena change. Especially, the effect of rotation is more dominant than the effect of the ribs at the higher rotation number in the upstream of the second-pass.

• 대한기계학회논문집B
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• 제29권8호
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• pp.911-920
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• 2005

The present study investigates heat/mass transfer and flow characteristics in a ribbed rotating passage with turning region. The duct has an aspect ratio (W/H) of 0.5 and a hydraulic diameter ($D_h$) of 26.67 mm. Rib turbulators are attached in the parallel arrangement on the leading and trailing surfaces of the passage. The ribs have a rectangular cross section of 2 m (e) $\times$ 3 m (w) and an attack angle of $70^{\circ}$. The pitch-to-rib height ratio (p/e) is 7.5, and the rib height-to-hydraulic diameter ratio (e/$D_h$) is 0.075. The rotation number ranges from 0.0 to 0.20 while the Reynolds number is constant at 10,000. To verify the heat/mass transfer augmentation, internal flow structures are calculated for the same conditions using a commercial code FLUENT 6.1. The results show that a pair of vortex cells are generated due to the symmetric geometry of the rib arrangement, and heat/mass transfer is augmented up to $Sh/Sh_0=2.9$ averagely, which is higher than that of the cross-ribbed case presented in the previous study for the stationary case. With the passage rotation, the main flow in the first-pass deflects toward the trailing surface and the heat transfer is enhanced on the trailing surface. In the second-pass, the flow enlarges the vortex cell close to the leading surface, and the small vortex cell on the trailing surface side contracts to disappear as the passage rotates faster. At the highest rotation number ($R_O=0.20$), the turn-induced single vortex cell becomes identical regardless of the rib configuration so that similar local heat/mass transfer distributions are observed in the fuming region for the cross- and parallel-ribbed case.