Search results for: probabilistic analysis

Authors: Z. Sakka, I. Assakkaf, T. Al-Yaqoub, J. Parol

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A reliability-based methodology for the analysis assessment and evaluation of reinforced concrete structural elements of concrete structures is presented herein. The results of the reliability analysis and assessment for structural elements are verified by the results obtained from the deterministic methods. The analysis outcomes of reliability-based analysis are compared against the safety limits of the required reliability index β according to international standards and codes. The methodology is based on probabilistic analysis using reliability concepts and statistics of the main random variables that are relevant to the subject matter, and for which they are to be used in the performance-function equation(s) related to the structural elements under study. These methodology techniques can result in reliability index β, which is commonly known as the reliability index or reliability measure value that can be utilized to assess and evaluate the safety, human risk, and functionality of the structural component. Also, these methods can result in revised partial safety factor values for certain target reliability indices that can be used for the purpose of redesigning the reinforced concrete elements of the building and in which they could assist in considering some other remedial actions to improve the safety and functionality of the member.

Keywords: structural reliability, concrete structures, FORM, Monte Carlo simulation

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Authors: Filip Dodigovic, Kreso Ivandic, Damir Stuhec, S. Strelec

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The general difference analysis between the former and new design concepts in geotechnical engineering is carried out. The application of new regulations results in the need for real adaptation of the computation principles of limit states, i.e. by providing a uniform way of analyzing engineering tasks. Generally, it is not possible to unambiguously match the limit state verification procedure with those in the construction engineering. The reasons are the inability to fully consistency of the common probabilistic basis of the analysis, and the fundamental effect of material properties on the value of actions and the influence of actions on resistance. Consequently, it is not possible to apply separate factorization with partial coefficients, as in construction engineering. For the slope stability analysis design procedures problems in the light of the use of limit states in relation to the concept of allowable stresses is detailed in. The quantifications of the safety margins in the slope stability analysis for both approaches is done. When analyzing the stability of the slope, by the strict application of the adopted forms from the new regulations for significant external temporary and/or seismic actions, the equivalent margin of safety is increased. The consequence is the emergence of more conservative solutions.

Keywords: allowable pressure, Eurocode 7, limit states, slope stability

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Authors: M. Gulam Kibria, Shourav Ahmed, Kais Zaman

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In system analysis, the information on the uncertain input variables cause uncertainty in the system responses. Different probabilistic approaches for uncertainty representation and propagation in such cases exist in the literature. Different uncertainty representation approaches result in different outputs. Some of the approaches might result in a better estimation of system response than the other approaches. The NASA Langley Multidisciplinary Uncertainty Quantification Challenge (MUQC) has posed challenges about uncertainty quantification. Subproblem A, the uncertainty characterization subproblem, of the challenge posed is addressed in this study. In this subproblem, the challenge is to gather knowledge about unknown model inputs which have inherent aleatory and epistemic uncertainties in them with responses (output) of the given computational model. We use two different methodologies to approach the problem. In the first methodology we use sampling-based uncertainty propagation with first order error analysis. In the other approach we place emphasis on the use of Percentile-Based Optimization (PBO). The NASA Langley MUQC’s subproblem A is developed in such a way that both aleatory and epistemic uncertainties need to be managed. The challenge problem classifies each uncertain parameter as belonging to one the following three types: (i) An aleatory uncertainty modeled as a random variable. It has a fixed functional form and known coefficients. This uncertainty cannot be reduced. (ii) An epistemic uncertainty modeled as a fixed but poorly known physical quantity that lies within a given interval. This uncertainty is reducible. (iii) A parameter might be aleatory but sufficient data might not be available to adequately model it as a single random variable. For example, the parameters of a normal variable, e.g., the mean and standard deviation, might not be precisely known but could be assumed to lie within some intervals. It results in a distributional p-box having the physical parameter with an aleatory uncertainty, but the parameters prescribing its mathematical model are subjected to epistemic uncertainties. Each of the parameters of the random variable is an unknown element of a known interval. This uncertainty is reducible. From the study, it is observed that due to practical limitations or computational expense, the sampling is not exhaustive in sampling-based methodology. That is why the sampling-based methodology has high probability of underestimating the output bounds. Therefore, an optimization-based strategy to convert uncertainty described by interval data into a probabilistic framework is necessary. This is achieved in this study by using PBO.

Keywords: aleatory uncertainty, epistemic uncertainty, first order error analysis, uncertainty quantification, percentile-based optimization

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Authors: Ye Zhang, Chuanjun Liu

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In-service aircraft is exposed to different types of threaten, e.g. bird strike, ground vehicle impact, and run-way debris, or even lightning strike, etc. To satisfy the aircraft damage tolerance design requirements, the designer has to understand the threatening level for different types of the aircraft structures, either metallic or composite. Exposing to low-velocity impacts may produce very serious internal damages such as delaminations and matrix cracks without leaving visible mark onto the impacted surfaces for composite structures. This internal damage can cause significant reduction in the load carrying capacity of structures. The semi-probabilistic method provides a practical and proper approximation to establish the impact-threat based energy cut-off level for the damage tolerance evaluation of the aircraft components. Thus, the probabilistic distribution of impact threat and the realistic impact energy level cut-offs are the essential establishments required for the certification of aircraft composite structures. A new survey of impact threat to civil aircraft in-service has recently been carried out based on field records concerning around 500 civil aircrafts (mainly single aisles) and more than 4.8 million flight hours. In total 1,006 damages caused by low-velocity impact events had been screened out from more than 8,000 records including impact dents, scratches, corrosions, delaminations, cracks etc. The impact threat dependency on the location of the aircraft structures and structural configuration was analyzed. Although the survey was mainly focusing on the metallic structures, the resulting low-energy impact data are believed likely representative to general civil aircraft, since the service environments and the maintenance operations are independent of the materials of the structures. The probability of impact damage occurrence (Po) and impact energy exceedance (Pe) are the two key parameters for describing the statistic distribution of impact threat. With the impact damage events from the survey, Po can be estimated as 2.1x10-4 per flight hour. Concerning the calculation of Pe, a numerical model was developed using the commercial FEA software ABAQUS to backward estimate the impact energy based on the visible damage characteristics. The relationship between the visible dent depth and impact energy was established and validated by drop-weight impact experiments. Based on survey results, Pe was calculated and assumed having a log-linear relationship versus the impact energy. As the product of two aforementioned probabilities, Po and Pe, it is reasonable and conservative to assume Pa=PoxPe=10-5, which indicates that the low-velocity impact events are similarly likely as the Limit Load events. Combing Pa with two probabilities Po and Pe obtained based on the field survey, the cutoff level of realistic impact energy was estimated and valued as 34 J. In summary, a new survey was recently done on field records of civil aircraft to investigate the probabilistic distribution of impact threat. Based on the data, two probabilities, Po and Pe, were obtained. Considering a conservative assumption of Pa, the cutoff energy level for the realistic impact energy has been determined, which provides potential applicability in damage tolerance certification of future civil aircraft.

Keywords: composite structure, damage tolerance, impact threat, probabilistic

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Authors: Dorna Kargar, Mehrasa Masih

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Due to its special geological and geographical conditions, Iran has always been exposed to various natural hazards. Earthquake is one of the natural hazards with random nature that can cause significant financial damages and casualties. This is a serious threat, especially in areas with active faults. Therefore, considering the population density in some parts of the country, locating and zoning high-risk areas are necessary and significant. In the present study, seismic hazard assessment via probabilistic and deterministic method for Tehran, the capital of Iran, which is located in Alborz-Azerbaijan province, has been done. The seismicity study covers a range of 200 km from the north of Tehran (X=35.74° and Y= 51.37° in LAT-LONG coordinate system) to identify the seismic sources and seismicity parameters of the study region. In order to identify the seismic sources, geological maps at the scale of 1: 250,000 are used. In this study, we used Kijko-Sellevoll's method (1992) to estimate seismicity parameters. The maximum likelihood estimation of earthquake hazard parameters (maximum regional magnitude Mmax, activity rate λ, and the Gutenberg-Richter parameter b) from incomplete data files is extended to the case of uncertain magnitude values. By the combination of seismicity and seismotectonic studies of the site, the acceleration with antiseptic probability may happen during the useful life of the structure is calculated with probabilistic and deterministic methods. Applying the results of performed seismicity and seismotectonic studies in the project and applying proper weights in used attenuation relationship, maximum horizontal and vertical acceleration for return periods of 50, 475, 950 and 2475 years are calculated. Horizontal peak ground acceleration on the seismic bedrock for 50, 475, 950 and 2475 return periods are 0.12g, 0.30g, 0.37g and 0.50, and Vertical peak ground acceleration on the seismic bedrock for 50, 475, 950 and 2475 return periods are 0.08g, 0.21g, 0.27g and 0.36g.

Keywords: peak ground acceleration, probabilistic and deterministic, seismic hazard assessment, seismicity parameters

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Authors: Yibin Qiu, Yubo Ouyang, Shihan Li, Guorui Zhang, Qi Li, Weirong Chen

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This paper aims at exploring the impacts of high dimensional dependencies of wind speed among wind farms on probabilistic optimal power flow. To obtain the reactive power optimization faster and more accurately, a mixture vine Copula structure model combining the K-means clustering, C vine copula and D vine copula is proposed in this paper, through which a more accurate correlation model can be obtained. Moreover, a Modified Backtracking Search Algorithm (MBSA), the three-point estimate method is applied to probabilistic optimal power flow. The validity of the mixture vine copula structure model and the MBSA are respectively tested in IEEE30 node system with measured data of 3 adjacent wind farms in a certain area, and the results indicate effectiveness of these methods.

Keywords: mixture vine copula structure model, three-point estimate method, the probability integral transform, modified backtracking search algorithm, reactive power optimization

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Authors: Javad Sadoghi Yazdi, Robb Eric S. Moss

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This paper utilizes a probabilistic liquefaction triggering method for modeling post-liquefaction ground deformation. This cone penetration test CPT-based liquefaction triggering is employed to estimate the factor of safety against liquefaction (FSL) and compute the maximum cyclic shear strain (γmax). The study identifies a maximum PL value of 90% across various relative densities, which challenges the decrease from 90% to 70% as relative density decreases. It reveals that PL ranges from 5% to 50% for volumetric strain (εvol) less than 1%, while for εvol values between 1% and 3.2%, PL spans from 50% to 90%. The application of the CPT-based simplified liquefaction triggering procedures has been employed in previous researches to estimate liquefaction ground-failure indices, such as the Liquefaction Potential Index (LPI) and Liquefaction Severity Number (LSN). However, several studies have been conducted to highlight the variability in liquefaction probability calculations, suggesting a more accurate depiction of liquefaction likelihood. Consequently, the utilization of these simplified methods may not offer practical efficiency. This paper further investigates the efficacy of various established liquefaction vulnerability parameters, including LPI and LSN, in explaining the observed liquefaction-induced damage within residential zones of Christchurch, New Zealand using results from CPT database.

Keywords: cone penetration test (CPT), liquefaction, postliquefaction, ground failure

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Authors: M. Seguini, D. Nedjar

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In this paper, the nonlinear analysis of Timoshenko beam undergoing moderate large deflections and resting on nonlinear two-parameter random foundation is presented, taking into account the effects of shear deformation, beam’s properties variation and the spatial variability of soil characteristics. The finite element probabilistic analysis has been performed by using Timoshenko beam theory with the Von Kàrmàn nonlinear strain-displacement relationships combined to Vanmarcke theory and Monte Carlo simulations, which is implemented in a Matlab program. Numerical examples of the newly developed model is conducted to confirm the efficiency and accuracy of this later and the importance of accounting for the foundation second parameter (Winkler-Pasternak). Thus, the results obtained from the developed model are presented and compared with those available in the literature to examine how the consideration of the shear and spatial variability of soil’s characteristics affects the response of the system.

Keywords: nonlinear analysis, soil-structure interaction, large deflection, Timoshenko beam, Euler-Bernoulli beam, Winkler foundation, Pasternak foundation, spatial variability

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Authors: Peter Shi

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Algorithmic trading is a rapidly expanding domain within quantitative finance, constituting a substantial portion of trading volumes in the US financial market. The demand for rigorous and robust mathematical theories underpinning these trading algorithms is ever-growing. In this study, the author establishes a new stock market model that integrates the Efficient Market Hypothesis and the statistical arbitrage. The model, for the first time, finds probabilistic relations between the rational price and the market price in terms of the conditional expectation. The theory consequently leads to a mathematical justification of the old market adage: buy-low and sell-high. The thresholds for “low” and “high” are precisely derived using a max-min operation on Bayes’s error. This explicit connection harmonizes the Efficient Market Hypothesis and Statistical Arbitrage, demonstrating their compatibility in explaining market dynamics. The amalgamation represents a pioneering contribution to quantitative finance. The study culminates in comprehensive numerical tests using historical market data, affirming that the “buy-low” and “sell-high” algorithm derived from this theory significantly outperforms the general market over the long term in four out of six distinct market environments.

Keywords: efficient market hypothesis, behavioral finance, Bayes' decision, algorithmic trading, risk control, stock market

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Authors: P. C. Tewari, Parveen Kumar

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The paper describes the availability analysis of milling system of a rice milling plant using probabilistic approach. The subsystems under study are special purpose machines. The availability analysis of the system is carried out to determine the effect of failure and repair rates of each subsystem on overall performance (i.e. steady state availability) of system concerned. Further, on the basis of effect of repair rates on the system availability, maintenance repair priorities have been suggested. The problem is formulated using Markov Birth-Death process taking exponential distribution for probable failures and repair rates. The first order differential equations associated with transition diagram are developed by using mnemonic rule. These equations are solved using normalizing conditions and recursive method to drive out the steady state availability expression of the system. The findings of the paper are presented and discussed with the plant personnel to adopt a suitable maintenance policy to increase the productivity of the rice milling plant.

Keywords: availability modeling, Markov process, milling system, rice milling plant

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Authors: Oh Hyeon Jeon, WooYoung Jung

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In this study, seepage analysis was performed by the level difference between upstream and downstream of weir structure for safety evaluation of weir structure against flooding. Monte Carlo Simulation method was employed by considering the probability distribution of the adjacent ground parameter, i.e., permeability coefficient of weir structure. Moreover, by using a commercially available finite element program (ABAQUS), modeling of the weir structure is carried out. Based on this model, the characteristic of water seepage during flooding was determined at each water level with consideration of the uncertainty of their corresponding permeability coefficient. Subsequently, fragility function could be constructed based on this response from numerical analysis; this fragility function results could be used to determine the weakness of weir structure subjected to flooding disaster. They can also be used as a reference data that can comprehensively predict the probability of failur,e and the degree of damage of a weir structure.

Keywords: weir structure, seepage, flood disaster fragility, probabilistic risk assessment, Monte-Carlo simulation, permeability coefficient

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Authors: Tomoaki Hashimoto

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Recently, feedback control systems using random dither quantizers have been proposed for linear discrete-time systems. However, the constraints imposed on state and control variables have not yet been taken into account for the design of feedback control systems with random dither quantization. Model predictive control is a kind of optimal feedback control in which control performance over a finite future is optimized with a performance index that has a moving initial and terminal time. An important advantage of model predictive control is its ability to handle constraints imposed on state and control variables. Based on the model predictive control approach, the objective of this paper is to present a control method that satisfies probabilistic state constraints for linear discrete-time feedback control systems with random dither quantization. In other words, this paper provides a method for solving the optimal control problems subject to probabilistic state constraints for linear discrete-time feedback control systems with random dither quantization.

Keywords: optimal control, stochastic systems, random dither, quantization

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Authors: Kuang-Hsiung Tan, Chih-Chan Hu, Chien-Wu Lan, Shih-Sung Lin, Te-Jen Chang

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An active islanding detection method using disturbance signal injection with intelligent controller is proposed in this study. First, a DC\AC power inverter is emulated in the distributed generator (DG) system to implement the tracking control of active power, reactive power outputs and the islanding detection. The proposed active islanding detection method is based on injecting a disturbance signal into the power inverter system through the d-axis current which leads to a frequency deviation at the terminal of the RLC load when the utility power is disconnected. Moreover, in order to improve the transient and steady-state responses of the active power and reactive power outputs of the power inverter, and to further improve the performance of the islanding detection method, two probabilistic fuzzy neural networks (PFNN) are adopted to replace the traditional proportional-integral (PI) controllers for the tracking control and the islanding detection. Furthermore, the network structure and the online learning algorithm of the PFNN are introduced in detail. Finally, the feasibility and effectiveness of the tracking control and the proposed active islanding detection method are verified with experimental results.

Keywords: distributed generators, probabilistic fuzzy neural network, islanding detection, non-detection zone

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Authors: Hengki Eko Putra, Dennish Ari Putro, Tri Wahyu Hadi, Edi Riawan, Junnaedhi Dewa Gede, Aditia Rojali, Fariza Dian Prasetyo, Yudhistira Satya Pribadi, Dita Fatria Andarini, Mila Khaerunisa, Raditya Hanung Prakoswa

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Catastrophe risk management can only be done if we are able to calculate the exposed risks. Jakarta is an important city economically, socially, and politically and in the same time exposed to severe floods. On the other hand, flood risk calculation is still very limited in the area. This study has calculated the risk of flooding for Jakarta using 2-Dimensional Model ANUGA. 2-Dimensional model ANUGA and 1-Dimensional Model HEC-RAS are used to calculate the risk of flooding from 13 major rivers in Jakarta. ANUGA can simulate physical and dynamical processes between the streamflow against river geometry and land cover to produce a 1-meter resolution inundation map. The value of streamflow as an input for the model obtained from hydrological analysis on rainfall data using hydrologic model HEC-HMS. The probabilistic streamflow derived from probabilistic rainfall using statistical distribution Log-Pearson III, Normal and Gumbel, through compatibility test using Chi Square and Smirnov-Kolmogorov. Flood event on 2007 is used as a comparison to evaluate the accuracy of model output. Property damage estimations were calculated based on flood depth for 1, 5, 10, 25, 50, and 100 years return period against housing value data from the BPS-Statistics Indonesia, Centre for Research and Development of Housing and Settlements, Ministry of Public Work Indonesia. The vulnerability factor was derived from flood insurance claim. Jakarta's flood loss estimation for the return period of 1, 5, 10, 25, 50, and 100 years, respectively are Rp 1.30 t; Rp 16.18 t; Rp 16.85 t; Rp 21.21 t; Rp 24.32 t; and Rp 24.67 t of the total value of building Rp 434.43 t.

Keywords: 2D hydrodynamic model, ANUGA, flood, flood modeling

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Authors: Martha E. Aguiar-Barrera, Humberto Gutierrez-Pulido, Veronica Vargas-Alejo

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Identifying and modeling random phenomena is a fundamental cognitive process to understand and transform reality. Recognizing situations governed by chance and giving them a scientific interpretation, without being carried away by beliefs or intuitions, is a basic training for citizens. Hence the importance of generating teaching-learning processes, supported using technology, paying attention to model creation rather than only executing mathematical calculations. In order to develop the student's knowledge about basic probability distributions and decision making; in this work a model eliciting activity (MEA) is reported. The intention was applying the Model and Modeling Perspective to design an activity related to civil engineering that would be understandable for students, while involving them in its solution. Furthermore, the activity should imply a decision-making challenge based on sample data, and the use of the computer should be considered. The activity was designed considering the six design principles for MEA proposed by Lesh and collaborators. These are model construction, reality, self-evaluation, model documentation, shareable and reusable, and prototype. The application and refinement of the activity was carried out during three school cycles in the Probability and Statistics class for Civil Engineering students at the University of Guadalajara. The analysis of the way in which the students sought to solve the activity was made using audio and video recordings, as well as with the individual and team reports of the students. The information obtained was categorized according to the activity phase (individual or team) and the category of analysis (sample, linearity, probability, distributions, mechanization, and decision-making). With the results obtained through the MEA, four obstacles have been identified to understand and apply the binomial distribution: the first one was the resistance of the student to move from the linear to the probabilistic model; the second one, the difficulty of visualizing (infering) the behavior of the population through the sample data; the third one, viewing the sample as an isolated event and not as part of a random process that must be viewed in the context of a probability distribution; and the fourth one, the difficulty of decision-making with the support of probabilistic calculations. These obstacles have also been identified in literature on the teaching of probability and statistics. Recognizing these concepts as obstacles to understanding probability distributions, and that these do not change after an intervention, allows for the modification of these interventions and the MEA. In such a way, the students may identify themselves the erroneous solutions when they carrying out the MEA. The MEA also showed to be democratic since several students who had little participation and low grades in the first units, improved their participation. Regarding the use of the computer, the RStudio software was useful in several tasks, for example in such as plotting the probability distributions and to exploring different sample sizes. In conclusion, with the models created to solve the MEA, the Civil Engineering students improved their probabilistic knowledge and understanding of fundamental concepts such as sample, population, and probability distribution.

Keywords: linear model, models and modeling, probability, randomness, sample

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Authors: Belén Vinaixa Kinnear, Arturo Hidalgo López, Bernardo Elembo Wilasi, Pablo Fernández Pérez, Cecilia Hernández Fuentealba

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The expanded use of risk assessment in legislative and corporate decision-making has increased the role of expert judgement in giving data for security-related decision-making. Expert judgements are required in most steps of risk assessment: danger recognizable proof, hazard estimation, risk evaluation, and examination of choices. This paper presents a fault tree analysis (FTA), which implies a probabilistic failure analysis applied to leakage of oil in a subsea production system. In standard FTA, the failure probabilities of items of a framework are treated as exact values while evaluating the failure probability of the top event. There is continuously insufficiency of data for calculating the failure estimation of components within the drilling industry. Therefore, fuzzy hypothesis can be used as a solution to solve the issue. The aim of this paper is to examine the leaks from the Zafiro West subsea oil facility by using fuzzy fault tree analysis (FFTA). As a result, the research has given theoretical and practical contributions to maritime safety and environmental protection. It has been also an effective strategy used traditionally in identifying hazards in nuclear installations and power industries.

Keywords: expert judgment, probability assessment, fault tree analysis, risk analysis, oil pipelines, subsea production system, drilling, quantitative risk analysis, leakage failure, top event, off-shore industry

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Authors: Omran M. Kenshel, Alan J. O'Connor

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Estimating the service life of Reinforced Concrete (RC) bridge structures located in corrosive marine environments of a great importance to their owners/engineers. Traditionally, bridge owners/engineers relied more on subjective engineering judgment, e.g. visual inspection, in their estimation approach. However, because financial resources are often limited, rational calculation methods of estimation are needed to aid in making reliable and more accurate predictions for the service life of RC structures. This is in order to direct funds to bridges found to be the most critical. Criticality of the structure can be considered either form the Structural Capacity (i.e. Ultimate Limit State) or from Serviceability viewpoint whichever is adopted. This paper considers the service life of the structure only from the Structural Capacity viewpoint. Considering the great variability associated with the parameters involved in the estimation process, the probabilistic approach is most suited. The probabilistic modelling adopted here used Monte Carlo simulation technique to estimate the Reliability (i.e. Probability of Failure) of the structure under consideration. In this paper the authors used their own experimental data for the Correlation Length (CL) for the most important deterioration parameters. The CL is a parameter of the Correlation Function (CF) by which the spatial fluctuation of a certain deterioration parameter is described. The CL data used here were produced by analyzing 45 chloride profiles obtained from a 30 years old RC bridge located in a marine environment. The service life of the structure were predicted in terms of the load carrying capacity of an RC bridge beam girder. The analysis showed that the influence of SV is only evident if the reliability of the structure is governed by the Flexure failure rather than by the Shear failure.

Keywords: Chloride-induced corrosion, Monte-Carlo simulation, reinforced concrete, spatial variability

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Authors: Seon Soon Choi

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The essential purpose is to present the good fatigue crack propagation model describing a stochastic fatigue crack growth behavior in a rolled magnesium alloy, AZ31, under various load ratio conditions. Fatigue crack propagation experiments were carried out in laboratory air under four conditions of load ratio, R, using AZ31 to investigate the crack growth behavior. The stochastic fatigue crack growth behavior was analyzed using an interpolation of random variable, Z, introduced to an empirical fatigue crack propagation model. The empirical fatigue models used in this study are Paris-Erdogan model, Walker model, Forman model, and modified Forman model. It was found that the random variable is useful in describing the stochastic fatigue crack growth behaviors under various load ratio conditions. The good probabilistic model describing a stochastic fatigue crack growth behavior under various load ratio conditions was also proposed.

Keywords: magnesium alloys, fatigue crack propagation model, load ratio, interpolation of random variable

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Authors: Amir Alani, Mojtaba Mahmoodian, Anna Romanova, Asaad Faramarzi

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Pipelines are extensively used engineering structures which convey fluid from one place to another. Most of the time, pipelines are placed underground and are encumbered by soil weight and traffic loads. Corrosion of pipe material is the most common form of pipeline deterioration and should be considered in both the strength and serviceability analysis of pipes. The study in this research focuses on concrete pipes in sewage systems (concrete sewers). This research firstly investigates how to involve the effect of corrosion as a time dependent process of deterioration in the structural and failure analysis of this type of pipe. Then three probabilistic time dependent reliability analysis methods including the first passage probability theory, the gamma distributed degradation model and the Monte Carlo simulation technique are discussed and developed. Sensitivity analysis indexes which can be used to identify the most important parameters that affect pipe failure are also discussed. The reliability analysis methods developed in this paper contribute as rational tools for decision makers with regard to the strengthening and rehabilitation of existing pipelines. The results can be used to obtain a cost-effective strategy for the management of the sewer system.

Keywords: reliability analysis, service life prediction, Monte Carlo simulation method, first passage probability theory, gamma distributed degradation model

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Authors: A. Flora, A. Di Lascio, D. Cardone, G. Gesualdi, G. Perrone

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This paper considers the seismic assessment and retrofit of a pilotis-type RC frame building, which was designed for gravity loads only, prior to the introduction of seismic design provisions. Pilotis-type RC frame buildings, featuring an uniform infill throughout the height and an open ground floor, were, and still are, quite popular all over the world, as they offer large open areas very suitable for retail space at the ground floor. These architectural advantages, however, are of detriment to the building seismic behavior, as they can determine a soft-storey collapse mechanism. Extensive numerical analyses are carried out to quantify and benchmark the performance of the selected building, both in terms of overall collapse capacity and expected losses. Alternative retrofit strategies are then examined, including: (i) steel jacketing of RC columns and beam-column joints, (ii) steel bracing and (iv) seismic isolation. The Expected Annual Loss (EAL) of the selected case-study building, pre- and post-rehabilitation, is evaluated, following a probabilistic approach. The breakeven time of each solution is computed, comparing the initial cost of the retrofit intervention with expected benefit in terms of EAL reduction.

Keywords: expected annual loss, reinforced concrete buildings, seismic loss assessment, seismic retrofit

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Authors: JooYoung Lee, Rasheed Hussain

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Understanding the relationships among communities of users is the key to blueprint the evolution of human society. Majority of people are equipped with GPS devices, such as smart phones and smart cars, which can trace their whereabouts. In this paper, we discover communities of device users based on real locations in a given time frame. We, then, study the associations of discovered communities, referred to as temporal communities, and generate temporal and probabilistic association rules. The rules describe how strong communities are associated. By studying the generated rules, we can automatically extract underlying hierarchies of communities and permanent communities such as work places.

Keywords: association rules, community detection, evolution of communities, spatiotemporal

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Authors: Satyam Raikwar, Thomas Herlitzius, Jens Fehrmann

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In recent years, the autonomous navigation of orchard and field robots is an emerging technology of the mobile robotics in agriculture. One of the core aspects of autonomous navigation builds upon path planning, which is still a crucial issue. Generally, for simple representation, the path planning for a mobile robot is performed in a two-dimensional space, which creates a path between the start and goal point. This paper presents the automatic path planning approach for robots used in orchards and vineyards using occupancy grid maps with field consideration. The orchards and vineyards are usually structured environment and their topology is assumed to be constant over time; therefore, in this approach, an RGB image of a field is used as a working environment. These images undergone different image processing operations and then discretized into two-dimensional grid matrices. The individual grid or cell of these grid matrices represents the occupancy of the space, whether it is free or occupied. The grid matrix represents the robot workspace for motion and path planning. After the grid matrix is described, a probabilistic roadmap (PRM) path algorithm is used to create the obstacle-free path over these occupancy grids. The path created by this method was successfully verified in the test area. Furthermore, this approach is used in the navigation of the orchard robot.

Keywords: orchard robots, automatic path planning, occupancy grid, probabilistic roadmap

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Authors: HoYoung Son, DongHoon Shin, WooYoung Jung

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This study presented the seismic fragility framework of concrete weir structure subjected to strong seismic ground motions and in particular, concrete aging condition of the weir structure was taken into account in this study. In order to understand the influence of concrete aging on the weir structure, by using probabilistic risk assessment, the analytical seismic fragility of the weir structure was derived for pre- and post-deterioration of concrete. The performance of concrete weir structure after five years was assumed for the concrete aging or deterioration, and according to after five years’ condition, the elastic modulus was simply reduced about one–tenth compared with initial condition of weir structures. A 2D nonlinear finite element analysis was performed considering the deterioration of concrete in weir structures using ABAQUS platform, a commercial structural analysis program. Simplified concrete degradation was resulted in the increase of almost 45% of the probability of failure at Limit State 3, in comparison to initial construction stage, by analyzing the seismic fragility.

Keywords: weir, FEM, concrete, fragility, aging

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Authors: Nina N. Serdar, Jelena R. Pejović

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This paper presents seismic risk assessment of two bridge structure, based on the probabilistic performance-based seismic assessment methodology. Both investigated bridges are tree span continuous RC curved bridges with the difference in column shapes. First bridge (type A) has a wall-type pier and second (type B) has a two-column bent with circular columns. Bridges are designed according to European standards: EN 1991-2, EN1992-1-1 and EN 1998-2. Aim of the performed analysis is to compare seismic behavior of these two structures and to detect the influence of column shapes on the seismic response. Seismic risk assessment is carried out by obtaining demand fragility curves. Non-linear model was constructed and time-history analysis was performed using thirty five pairs of horizontal ground motions selected to match site specific hazard. In performance based analysis, peak column drift ratio (CDR) was selected as engineering demand parameter (EDP). For seismic intensity measure (IM) spectral displacement was selected. Demand fragility curves that give probability of exceedance of certain value for chosen EDP were constructed and based on them conclusions were made.

Keywords: RC curved bridge, demand fragility curve, wall type column, nonlinear time-history analysis, circular column

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Authors: Komeil Valipourian

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Urban advances and the growing need for developing infrastructures has increased the importance of deep excavations. In this study, after the introducing probability analysis as an important issue, an attempt has been made to apply it for the deep excavation project of Bangkok’s Metro as a case study. For this, the numerical probability model has been developed based on the Finite Difference Method and Monte Carlo sampling approach. The results indicate that disregarding the issue of probability in this project will result in an inappropriate design of the retaining structure. Therefore, probabilistic redesign of the support is proposed and carried out as one of the applications of probability analysis. A 50% reduction in the flexural strength of the structure increases the failure probability just by 8% in the allowable range and helps improve economic conditions, while maintaining mechanical efficiency. With regard to the lack of efficient design in most deep excavations, by considering geometrical and geotechnical variability, an attempt was made to develop an optimum practical design standard for deep excavations based on failure probability. On this basis, a practical relationship is presented for estimating the maximum allowable horizontal displacement, which can help improve design conditions without developing the probability analysis.

Keywords: numerical probability modeling, deep excavation, allowable maximum displacement, finite difference method (FDM)

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Authors: Mehran Naghizaderokni, Asscar Janalizadechobbasty

Abstract:

There are more probabilistic and deterministic liquefaction evaluation procedures in order to judge whether liquefaction will occur or not. A review of this approach reveals that there is a need for a comprehensive procedure that accounts for different sources of uncertainty in liquefaction evaluation. In fact, for the same set of input parameters, different methods provide different factors of safety and/or probabilities of liquefaction. To account for the different uncertainties, including both the model and measurement uncertainties, reliability analysis is necessary. This paper has obtained information from Standard Penetration Test (SPT) and some empirical approaches such as: Seed et al, Highway bridge of Japan approach to soil liquefaction, The Overseas Coastal Area Development Institute of Japan (OCDI) and reliability method to studying potential of liquefaction in soil of Babol city in the north of Iran are compared. Evaluation potential of liquefaction in soil of Babol city is an important issue since the soil of some area contains sand, seismic area, increasing level of underground waters and consequently saturation of soil; therefore, one of the most important goals of this paper is to gain suitable recognition of liquefaction potential and find the most appropriate procedure of evaluation liquefaction potential to decrease related damages.

Keywords: reliability analysis, liquefaction, Babol, civil, construction and geological engineering

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Authors: Siti Khadijah Che Osmi, Syed Mohd Ahmad

Abstract:

This paper presents a methodology to develop fragility curves for shallow tunnels so as to describe a relationship between seismic hazard and tunnel vulnerability. Emphasis is given to the influence of surrounding soil material properties because the dynamic behaviour of the tunnel mostly depends on it. Four ground properties of soils ranging from stiff to soft soils are selected. A 3D nonlinear time history analysis is used to evaluate the seismic response of the tunnel when subjected to five real earthquake ground intensities. The derived curves show the future probabilistic performance of the tunnels based on the predicted level of damage states corresponding to the peak ground acceleration. A comparison of the obtained results with the previous literature is provided to validate the reliability of the proposed fragility curves. Results show the significant role of soil properties and input motions in evaluating the seismic performance and response of shallow tunnels.

Keywords: fragility analysis, seismic performance, tunnel lining, vulnerability

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Authors: Siti Khadijah Che Osmi, Mohammed Ahmad Syed

Abstract:

Underground structures are crucial components which required detailed analysis and design. Tunnels, for instance, are massively constructed as transportation infrastructures and utilities network especially in urban environments. Considering their prime importance to the economy and public safety that cannot be compromised, thus any instability to these tunnels will be highly detrimental to their performance. Recent experience suggests that tunnels become vulnerable during earthquakes and blast scenarios. However, a very limited amount of studies has been carried out to study and understanding the dynamic response and performance of underground tunnels under those unpredictable extreme hazards. In view of the importance of enhancing the resilience of these structures, the overall aims of the study are to evaluate probabilistic future performance of shallow tunnels subjected to seismic and blast loads by developing detailed fragility analysis. Critical non-linear time history numerical analyses using sophisticated finite element software Midas GTS NX have been presented about the current methods of analysis, taking into consideration of structural typology, ground motion and explosive characteristics, effect of soil conditions and other associated uncertainties on the tunnel integrity which may ultimately lead to the catastrophic failure of the structures. The proposed fragility curves for both extreme loadings are discussed and compared which provide significant information the performance of the tunnel under extreme hazards which may beneficial for future risk assessment and loss estimation.

Keywords: fragility analysis, seismic loads, shallow tunnels, blast loads

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Authors: Oumaima Lahmar

Abstract:

This paper aims to define a structured topography for finance researchers seeking to navigate the body of knowledge in their extrapolation of finance phenomena. To make sense of the body of knowledge in finance, a probabilistic topic modeling approach is applied on 6000 abstracts of academic articles published in three top journals in finance between 1976 and 2020. This approach combines both machine learning techniques and natural language processing to statistically identify the conjunctions between research articles and their shared topics described each by relevant keywords. The topic modeling analysis reveals 35 coherent topics that can well depict finance literature and provide a comprehensive structure for the ongoing research themes. Comparing the extracted topics to the Journal of Economic Literature (JEL) classification system, a significant similarity was highlighted between the characterizing keywords. On the other hand, we identify other topics that do not match the JEL classification despite being relevant in the finance literature.

Keywords: finance literature, textual analysis, topic modeling, perplexity

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Authors: Emna Benmohamed, Hela Ltifi, Mounir Ben Ayed

Abstract:

Bayesian Network (BN) is one of the most efficient classification methods. It is widely used in several fields (i.e., medical diagnostics, risk analysis, bioinformatics research). The BN is defined as a probabilistic graphical model that represents a formalism for reasoning under uncertainty. This classification method has a high-performance rate in the extraction of new knowledge from data. The construction of this model consists of two phases for structure learning and parameter learning. For solving this problem, the K2 algorithm is one of the representative data-driven algorithms, which is based on score and search approach. In addition, the integration of the expert's knowledge in the structure learning process allows the obtainment of the highest accuracy. In this paper, we propose a hybrid approach combining the improvement of the K2 algorithm called K2 algorithm for Parents and Children search (K2PC) and the expert-driven method for learning the structure of BN. The evaluation of the experimental results, using the well-known benchmarks, proves that our K2PC algorithm has better performance in terms of correct structure detection. The real application of our model shows its efficiency in the analysis of the phosphate laundry effluents' impact on the watershed in the Gafsa area (southwestern Tunisia).

Keywords: Bayesian network, classification, expert knowledge, structure learning, surface water analysis

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