• Structural Engineering and Mechanics
• /
• 제88권4호
• /
• pp.301-309
• /
• 2023

In this paper, a new modified conjugate gradient (MCG) method is presented which is based on a new gradient regularizer, and this method is used to identify the dynamic load on airfoil structure without and with considering random structure parameters. First of all, the newly proposed algorithm is proved to be efficient and convergent through the rigorous mathematics theory and the numerical results of determinate dynamic load identification. Secondly, using the perturbation method, we transform uncertain inverse problem about force reconstruction into determinate load identification problem. Lastly, the statistical characteristics of identified load are evaluated by statistical methods. Especially, this newly proposed approach has successfully solved determinate and uncertain inverse problems about dynamic load identification. Numerical simulations validate that the newly developed method in this paper is feasible and stable in solving load identification problems without and with considering random structure parameters. Additionally, it also shows that most of the observation error of the proposed algorithm in solving dynamic load identification of deterministic and random structure is respectively within 11.13%, 20%.

• 한국해양공학회지
• /
• 제7권2호
• /
• pp.114-120
• /
• 1993

Responses of marine vehicles and ocean structures in a seaway can be predicted by applying the probabilistic approach. When we consider a linear system, the responses in a random seaway can be evaluated through spectral analysis in the frequency domain. But when we treat nonlinear system in irregular waves, it is necessary to get time history of waves. In the previous study we introduced one-directional waves (long crested waves)as wave environment and carried out calculations and experiments in the waves. But the real sea in which marine vehicles and structures are operated has multi-directional waves (short crested waves). It is important to get a simulated random sea and analyse dynamic problems in the sea. We need entire sample function or probabillty density function to infer statistical value of random process. However if the process are ergodic process, we can get statistical values by analysis of one sample function. In this paper, we developed the simulation technique of multi-directional waves and proved that the time history given by this method keep ergodic characteristics by the statistical analysis.

• 응용통계연구
• /
• 제27권6호
• /
• pp.1029-1038
• /
• 2014

본 연구에서는 베이지안 실험계획법에 대하여 논의하고 간단한 모의실험을 통하여 최적화된 베이지안 실험계획법이 어떠한 특징을 가지고 있는지 설명하였다. 실험을 설계하는 경우 연구자는 관심있는 주제가 모수추정인지 아니면 예측인지를 결정하고 사전확률과 우도함수를 기반으로 이에 맞는 사후확률을 찾아 효용함수와 결합하여 최적의 실험설계를 찾는 것이 베이지안 실험계획법의 기본 원리이다. 만일 사전적 정보가 존재하지 않는다면 무정보적 부적합 사전확률을 이용하여 실험을 설계할 수 있으며, 이는 비 베이지안적 접근방법과 일치하게 된다. 만일 모수나 예측값에 대한 사전적 정보가 존재하는 경우에는 베이지안 실험계획법이 유일한 해결 방법이다. 하지만 모형의 복잡도가 증가하게 되면, 최적해를 찾는 과정이 매우 복잡해져서 극복해야 하는 많은 문제점들이 존재하므로 향후 많은 연구가 필요한 분야이다.

• Earthquakes and Structures
• /
• 제7권2호
• /
• pp.119-139
• /
• 2014

A new method is proposed for random vibration anaylsis of hysteretic systems subjected to non-stationary random excitations. With the Bouc-Wen model, motion equations of hysteretic systems are first transformed into quasi-linear equations by applying the concept of equivalent excitations and decoupling of the real and hysteretic displacements, and the derived equation system can be solved by either the precise time integration or the Newmark-${\beta}$ integration method. Combining the numerical solution of the auxiliary differential equation for hysteretic displacements, an explicit iteration algorithm is then developed for the dynamic response analysis of hysteretic systems. Because the computational cost for a large number of deterministic analyses of hysteretic systems can be significantly reduced, Monte-Carlo simulation using the explicit iteration algorithm is now viable, and statistical characteristics of the non-stationary random responses of a hysteretic system can be obtained. Numerical examples are presented to show the accuracy and efficiency of the present approach.

• 한국지반공학회:학술대회논문집
• /
• 한국지반공학회 2002년도 봄 학술발표회 논문집
• /
• pp.651-656
• /
• 2002

In general, the most important problem in slope stability analysis is that there is no definite way to describe the natural three-dimensional Joint network. Therefore, the many approaches were tried to anlayze the slope stability. Numerical modeling approach is one of the branch to resolve the complexity of natural system. UDEC, FLAC, and SWEDGE are widely used commercial code for the purpose on stability analysis. For the purpose on the more appropriate application of these kind of code, however, three-dimensional distribution of joint network must be identified in more explicit way. Remaining problem is to definitely describe the three dimensional network of joint and bedding, but it is almost impossible in practical sense. Three dimensional joint generation method with random number generation and the results of generation to UDEC have been applied to settle the refered problems in field site. However, this approach also has a important problem, and it is that joint network is generated only once. This problem lead to the limitation on the application to field case, in practical sense. To get rid of this limitation, Monte Carlo Simulation is proposed in this study 1) statistical analysis of input values and definition of the applied system with statistical parameter, 2) instead of the consideration of generated network as a real system, generated system is just taken as one reliable system, 3) present the design parameters, through the statistical analysis of ouput values Results of this study are not only the probability of failure, but also area of failure block, shear strength, normal strength and failure pattern, and all of these results are described in statistical parameters. The results of this study, shear strength, failure area, pattern etc, can provide the direct basement on the design, cutoff angle, support pattern, support strength and etc.

• Communications for Statistical Applications and Methods
• /
• 제18권3호
• /
• pp.277-286
• /
• 2011

Global companies can sell their products with dierent warranty periods based on location and times. Customers can select the length of warranty on their own if they pay an additional fee. In this paper, we consider the warranty period and the repair time limit as random variables. A two-dimensional warranty policy is considered with repair times and failure times. The repair times are considered within the repair time limit and the failure times are considered within the warranty period. Under the non-renewable warranty policy, we obtain the expected number of warranty services and their variances in the censored area by warranty period and repair time limit to conduct a warranty cost analysis. Numerical examples are discussed to demonstrate the applicability of the methodologies and results using field data based on the proposed approach in the paper.

• 한국소음진동공학회논문집
• /
• 제14권10호
• /
• pp.939-944
• /
• 2004

The numerical methods including the performance analysis and the noise prediction of the centrifugal compressor impeller are coupled with the optimization design skill, which consists of response surface method, statistical approach, and genetic algorithm. The flow-field Inside of a centrifugal compressor is obtained numerically by solving Wavier-Stokes equations. and then the propagating noise is estimated from the distributed surface pressure by using Ffowcs Williams-Hawkings formulation. The quadratic response surface model with D-optimal 3-level factorial experimental design points is constructed to optimize the impeller geometry for the advanced centrifugal compressor. The statistical analysis shows that the quadratic model exhibits a reasonable fitting quality resulting in the impeller blade design with high performance and low far-field noise level. The influences of selected design variables, objective functions, and constraints on the impeller performance and the impeller noise are also examined as a result of the optimization process.

• Communications for Statistical Applications and Methods
• /
• 제13권3호
• /
• pp.503-512
• /
• 2006

In this paper, the Inverse Weibull distribution parameters have been estimated using a new estimation technique based on the non-parametric kernel density function that introduced as an alternative and reliable technique for estimation in life testing models. This technique will require bootstrapping from a set of sample observations for constructing the density functions of pivotal quantities and thus the confidence intervals for the distribution parameters. The performances of this technique have been studied comparing to the conditional inference on the basis of the mean lengths and the covering percentage of the confidence intervals, via Monte Carlo simulations. The simulation results indicated the robustness of the proposed method that yield reasonably accurate inferences even with fewer bootstrap replications and it is easy to be used than the conditional approach. Finally, a numerical example is given to illustrate the densities and the inferential methods developed in this paper.

• Communications for Statistical Applications and Methods
• /
• 제13권2호
• /
• pp.233-241
• /
• 2006

Classical principal component analysis (PCA) can be formulated as finding the linear subspace that best accommodates multidimensional data points in the sense that the sum of squared residual distances is minimized. As alternatives to such LS (least squares) fitting approach, we produce LMS (least median of squares) and LTS (least trimmed squares)-type PCA by minimizing the median of squared residual distances and the trimmed sum of squares, in a similar fashion to Rousseeuw (1984)'s alternative approaches to LS linear regression. Proposed methods adopt the data-driven optimization algorithm of Croux and Ruiz-Gazen (1996, 2005) that is conceptually simple and computationally practical. Numerical examples are given.

• Communications for Statistical Applications and Methods
• /
• 제19권6호
• /
• pp.885-898
• /
• 2012

In this paper, we consider Bayesian approaches to partially linear models, in which a regression function is represented by a semiparametric additive form of a parametric linear regression function and a nonparametric regression function. We make a comparative study on the performance of widely used Bayesian partially linear models in terms of empirical analysis. Specifically, we deal with three Bayesian methods to estimate the nonparametric regression function, one method using Fourier series representation, the other method based on Gaussian process regression approach, and the third method based on the smoothness of the function and differencing. We compare the numerical performance of three methods by the root mean squared error(RMSE). For empirical analysis, we consider synthetic data with simulation studies and real data application by fitting each of them with three Bayesian methods and comparing the RMSEs.