• 대한수학회지
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• 제38권3호
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• pp.657-667
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• 2001

We propose a statistical interpolation approximate solution for a nonlinear stochastic integral equation of a stock price process. The proposed method has the order O(h$^2$) of local error under the weaker conditions of $\mu$ and $\sigma$ than those of Milstein' scheme.

• Structural Engineering and Mechanics
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• 제5권6호
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• pp.839-851
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• 1997

Closed-form solutions are analytically derived for stochastic properties of earthquake ground motion fields, which are conditioned by an observed time series at certain observation sites and are characterized by spectra with uncertainties. The theoretical framework presented here can estimate not only the expectations of such simulated earthquake ground motions, but also the prediction errors which offer important information for the field of engineering. Before these derivations are made, the theory of conditional random fields is summarized for convenience in this study. Furthermore, a method for stochastic interpolation of power spectra is explained.

• Journal of Ship and Ocean Technology
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• 제12권2호
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• pp.1-15
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• 2008

The main idea of this paper introduce stochastic structural parameters and random dynamic excitation directly into the dynamic functional variational formulations, and developed the nonlinear dynamic analysis of a stochastic variational principle and the corresponding stochastic finite element method via the weighted residual method and the small parameter perturbation technique. An interpolation method was adopted, which is based on representing the random field in terms of an interpolation rule involving a set of deterministic shape functions. Direct integration Wilson-${\theta}$ Method was adopted to solve finite element equations. Numerical examples are compared with Monte-Carlo simulation method to show that the approaches proposed herein are accurate and effective for the nonlinear dynamic analysis of structures with random parameters.

• 한국전산구조공학회논문집
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• 제14권4호
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• pp.537-549
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• 2001

본 논문은 강 뼈대 구조물의 보-기둥 접합부의 사실적인 상태를 묘사하기 위하여 부분구속 접합부(Partially Restrained (PR) connections)를 고려한 지진하중 상태하의 신뢰성 해석과 접합부 및 그들에 내재된 불확실성이 구조물의 위험도에 미치는 영향에 관한 연구이다. 신뢰성해석을 위하여 응답면기법(Response Surface Method), 유한요소법(Finite Element Method), 일차신뢰도법(First Order Reliability Method), 그리고 반복선형보간 기법(Iterative Linear Interpolation Scheme)을 효과적으로 결합한 추계유한요소법(Stochastic Finite Element Method)을 제안하였다 일반적으로 모멘트-상대회전각 곡선에 의해서 표현되는 보-기둥에 대한 부분구속 접합부(PR connections)의 거동이 본 논문에서는 네 개의 매개변수를 사용하는 리차드 모델(Four-parameter Richard Model)을 사용하여 모사하였다. 지진하중에 대하여, 부분구속 접합부에서의 재하(Loading), 제하(Unloading) 및 재재하(Reloading) 거동은 모멘트-상대회전각 곡선과 Masing법칙을 사용하여 표현하였다. 시간영역에서 지진가속도를 구조물에 작용시킴으로써 지진하중의 사실적인 재현을 도모하였다. 다양한 주요 비선형성의 원인들을 고려한 부분구속 접합부를 가지는 강 뼈대 구조물의 신뢰성해석이 지진위험도를 평가하기 위하여 수행되었다. 제안된 기법의 명확한 이해를 돕기 위하여 한 예제를 제시하였다.

• 한국전산유체공학회지
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• 제17권4호
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• pp.32-40
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• 2012

Efficient Global Optimization (EGO) method is a global optimization technique which can select the next sample point automatically by infill sampling criteria (ISC) and search for the global minimum with less samples than what the conventional global optimization method needs. ISC function consists of the predictor and mean square error (MSE) provided from the kriging model which is a stochastic metamodel. Also the constrained EGO method can minimize the objective function dealing with the constraints under EGO concept. In this study the constrained EGO method applied to the RAE2822 airfoil shape design formulated with the constraint. But the noisy CFD data caused the kriging model to fail to depict the true function. The distorted kriging model would make the EGO deviate from the correct search. This distortion of kriging model can be handled with the interpolation(p=free) kriging model. With the interpolation(p=free) kriging model, however, the search of EGO solution was stalled in the narrow feasible region without the chance to update the objective and constraint functions. Then the accuracy of EGO solution was not good enough. So the three-step search method was proposed to obtain the accurate global minimum as well as prevent from the distortion of kriging model for the noisy constrained CFD problem.

• Nuclear Engineering and Technology
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• 제50권7호
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• pp.1043-1050
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• 2018

For an efficient Monte Carlo (MC) burnup analysis, an accurate high-order depletion scheme to consider the nonlinear flux variation in a coarse burnup-step interval is crucial accompanied with an accurate depletion equation solver. In a Seoul National University MC code, McCARD, the high-order depletion schemes of the quadratic depletion method (QDM) and the linear extrapolation/quadratic interpolation (LEQI) method and a depletion equation solver by the Chebyshev rational approximation method (CRAM) have been newly implemented in addition to the existing constant extrapolation/backward extrapolation (CEBE) method using the matrix exponential method (MEM) solver with substeps. In this paper, the quadratic extrapolation/quadratic interpolation (QEQI) method is proposed as a new high-order depletion scheme. In order to examine the effectiveness of the newly-implemented depletion modules in McCARD, four problems in the VERA depletion benchmarks are solved by CEBE/MEM, CEBE/CRAM, LEQI/MEM, QEQI/MEM, and QDM for gadolinium isotopes. From the comparisons, it is shown that the QEQI/MEM predicts ${k_{inf}}^{\prime}s$ most accurately among the test cases. In addition, statistical uncertainty propagation analyses for a VERA pin cell problem are conducted by the sensitivity and uncertainty and the stochastic sampling methods.

• 한국정밀공학회:학술대회논문집
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• 한국정밀공학회 2005년도 춘계학술대회 논문집
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• pp.602-606
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• 2005

A systematic procedure of probability analysis for general distributions is developed based on the first four moments estimated from polynomial interpolation of the system response function and the Pearson system. The function approximation is based on a specially selected experimental region for accuracy and the number of function evaluations is taken equal to that of the unknown coefficient for efficiency. For this purpose, three error-minimizing conditions are proposed and corresponding canonical experimental regions are formed for popular probability. This approach is applied to study the stochastic properties of the performance functions of a MEMS structure, which has quite large fabrication errors compared to other structures. Especially, the vibratory micro-gyroscope is studied using the statistical moments and probability density function (PDF) of the performance function to be the difference between resonant frequencies corresponding to sensing and driving mode. The results show that it is very sensitive to the fabrication errors and that the types of PDF of each variable also affect the stochastic properties of the performance function although they have same the mean and variance.

• Wind and Structures
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• 제9권3호
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• pp.231-243
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• 2006

An improvement to the spectral representation algorithm for the simulation of wind velocity fields on large scale structures is proposed in this paper. The method proposed by Deodatis (1996) serves as the basis of the improved algorithm. Firstly, an interpolation approximation is introduced to simplify the computation of the lower triangular matrix with the Cholesky decomposition of the cross-spectral density (CSD) matrix, since each element of the triangular matrix varies continuously with the wind spectra frequency. Fast Fourier Transform (FFT) technique is used to further enhance the efficiency of computation. Secondly, as an alternative spectral representation, the vectors of the triangular matrix in the Deodatis formula are replaced using an appropriate number of eigenvectors with the spectral decomposition of the CSD matrix. Lastly, a turbulent wind velocity field through a vertical plane on a long-span bridge (span-wise) is simulated to illustrate the proposed schemes. It is noted that the proposed schemes require less computer memory and are more efficiently simulated than that obtained using the existing traditional method. Furthermore, the reliability of the interpolation approximation in the simulation of wind velocity field is confirmed.

• Structural Engineering and Mechanics
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• 제20권3호
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• pp.293-312
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• 2005

In this paper, free vibration of rotating beam with random properties is studied. The cross-sectional area, elasticity modulus, moment of inertia, shear modulus and density are modeled as random fields and the rotational speed as a random variable. To study uncertainty, stochastic finite element method based on second order perturbation method is applied. To discretize random fields, the three methods of midpoint, interpolation and local average are applied and compared. The effects of rotational speed, setting angle, random property variances, discretization scheme, number of elements, correlation of random fields, correlation function form and correlation length on "Coefficient of Variation" (C.O.V.) of first mode eigenvalue are investigated completely. To determine the significant random properties on the variation of first mode eigenvalue the sensitivity analysis is performed. The results are studied for both Timoshenko and Bernoulli-Euler rotating beam. It is shown that the C.O.V. of first mode eigenvalue of Timoshenko and Bernoulli-Euler rotating beams are approximately identical. Also, compared to uncorrelated random fields, the correlated case has larger C.O.V. value. Another important result is, where correlation length is small, the convergence rate is lower and more number of elements are necessary for convergence of final response.

• 한국전산구조공학회논문집
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• 제13권3호
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• pp.373-384
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• 2000

단기 동 하중(특히 지진하중)을 받는 비선형 강 프레임 구조물의 안전성을 평가하기 위하여 추계론적 유한요소 개념에 근거한 비선형 시간영역 신뢰성 해석 기법을 제안하였다. 제안된 알고리즘에서는 유한요소 공식화가 응답 표면법, 1차 신뢰성 방법, 그리고 반복 선형보간 기법의 개념들과 결합되어 지는데, 이것이 추계론적 유한요소 개념으로 귀결된다. 실제 지진하중의 시간이력이 구조물의 진동을 위해 사용되므로 사실적인 하중조건의 재현이 가능하다. 가상 응력에 기초한 유한요소 기법이 본 알고리즘의 효율성을 증대하기 위해 사용된다. 본 알고리즘은 지진하중 또는 임의의 단기 동적하중을 받는 유한요소 기법으로 표현되는 어떠한 선형 및 비선형 구조물과 관련된 위험도를 평가할 수 있는 잠재성을 가지고 있다. 수치예제를 통하여 알고리즘을 설명하였으며, 몬테카를로 시뮬레이션 기법을 사용하여 본 알고리즘을 검증하였다.