Search results for: probabilistic constraints.

Authors: Zane Turner, Kevin Labille, Susan Gauch

Abstract:

Sentiment analysis is a broad and expanding field that aims to extract and classify opinions from textual data. Lexicon-based approaches are based on the use of a sentiment lexicon, i.e., a list of words each mapped to a sentiment score, to rate the sentiment of a text chunk. Our work focuses on predicting stock price change using a sentiment lexicon built from financial conference call logs. We present a method to generate a sentiment lexicon based upon an existing probabilistic approach. By using a domain-specific lexicon, we outperform traditional techniques and demonstrate that domain-specific sentiment lexicons provide higher accuracy than generic sentiment lexicons when predicting stock price change.

Keywords: Lexicon, sentiment analysis, stock movement prediction., computational finance.

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Authors: Nour Charara, Hussein Charara, Omar Abou Khaled, Hani Abdallah, Elena Mugellini

Abstract:

In this paper, we present a human behavior modeling approach in videos scenes. This approach is used to model the normal behaviors in the conference halls. We exploited the Probabilistic Latent Semantic Analysis technique (PLSA), using the 'Bag-of-Terms' paradigm, as a tool for exploring video data to learn the model by grouping similar activities. Our term vocabulary consists of 3D spatio-temporal patch groups assigned by the direction of motion. Our video representation ensures the spatial information, the object trajectory, and the motion. The main importance of this approach is that it can be adapted to detect abnormal behaviors in order to ensure and enhance human security.

Keywords: Activity modeling, clustering, PLSA, video representation.

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Authors: Zane Turner, Kevin Labille, Susan Gauch

Abstract:

Sentiment analysis is a broad and expanding field that aims to extract and classify opinions from textual data. Lexicon-based approaches are based on the use of a sentiment lexicon, i.e., a list of words each mapped to a sentiment score, to rate the sentiment of a text chunk. Our work focuses on predicting stock price change using a sentiment lexicon built from financial conference call logs. We introduce a method to generate a sentiment lexicon based upon an existing probabilistic approach. By using a domain-specific lexicon, we outperform traditional techniques and demonstrate that domain-specific sentiment lexicons provide higher accuracy than generic sentiment lexicons when predicting stock price change.

Keywords: Computational finance, sentiment analysis, sentiment lexicon, stock movement prediction.

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Authors: M. Marsadek, A. Mohamed

Abstract:

Power system security analysis is the most time demanding process due to large number of possible contingencies that need to be analyzed.  In a power system, any contingency resulting in security violation such as line overload or low voltage may occur for a number of reasons at any time.  To efficiently rank a contingency, both probability and the extent of security violation must be considered so as not to underestimate the risk associated with the contingency. This paper proposed a contingency ranking method that take into account the probabilistic nature of power system and the severity of contingency by using a newly developed method based on risk factor.  The proposed technique is implemented on IEEE 24-bus system.

Keywords: Line overload, low voltage, probability, risk factor, severity.

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Authors: Vijaya K. Srivastava, Davide Spinello

Abstract:

This paper presents performance of two robust gradient-based heuristic optimization procedures based on 3ⁿ enumeration and tunneling approach to seek global optimum of constrained integer problems. Both these procedures consist of two distinct phases for locating the global optimum of integer problems with a linear or non-linear objective function subject to linear or non-linear constraints. In both procedures, in the first phase, a local minimum of the function is found using the gradient approach coupled with hemstitching moves when a constraint is violated in order to return the search to the feasible region. In the second phase, in one optimization procedure, the second sub-procedure examines 3ⁿ integer combinations on the boundary and within hypercube volume encompassing the result neighboring the result from the first phase and in the second optimization procedure a tunneling function is constructed at the local minimum of the first phase so as to find another point on the other side of the barrier where the function value is approximately the same. In the next cycle, the search for the global optimum commences in both optimization procedures again using this new-found point as the starting vector. The search continues and repeated for various step sizes along the function gradient as well as that along the vector normal to the violated constraints until no improvement in optimum value is found. The results from both these proposed optimization methods are presented and compared with one provided by popular MS Excel solver that is provided within MS Office suite and other published results.

Keywords: Constrained integer problems, enumerative search algorithm, Heuristic algorithm, tunneling algorithm.

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Authors: Sara Felloni, Giuliano Strini

Abstract:

We explore entanglement in composite quantum systems and how its peculiar properties are exploited in quantum information and communication protocols by means of Diagrams of States, a novel method to graphically represent and analyze how quantum information is elaborated during computations performed by quantum circuits. We present quantum diagrams of states for Bell states generation, measurements and projections, for dense coding and quantum teleportation, for probabilistic quantum machines designed to perform approximate quantum cloning and universal NOT and, finally, for quantum privacy amplification based on entanglement purification. Diagrams of states prove to be a useful approach to analyze quantum computations, by offering an intuitive graphic representation of the processing of quantum information. They also help in conceiving novel quantum computations, from describing the desired information processing to deriving the final implementation by quantum gate arrays.

Keywords: Diagrams of states, entanglement, quantum circuits, quantum information.

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Authors: E. Asadollahi-Yazdi, J. Gardan, P. Lafon

Abstract:

Nowadays, manufactures are encountered with production of different version of products due to quality, cost and time constraints. On the other hand, Additive Manufacturing (AM) as a production method based on CAD model disrupts the design and manufacturing cycle with new parameters. To consider these issues, the researchers utilized Design For Manufacturing (DFM) approach for AM but until now there is no integrated approach for design and manufacturing of product through the AM. So, this paper aims to provide a general methodology for managing the different production issues, as well as, support the interoperability with AM process and different Product Life Cycle Management tools. The problem is that the models of System Engineering which is used for managing complex systems cannot support the product evolution and its impact on the product life cycle. Therefore, it seems necessary to provide a general methodology for managing the product’s diversities which is created by using AM. This methodology must consider manufacture and assembly during product design as early as possible in the design stage. The latest approach of DFM, as a methodology to analyze the system comprehensively, integrates manufacturing constraints in the numerical model in upstream. So, DFM for AM is used to import the characteristics of AM into the design and manufacturing process of a hybrid product to manage the criteria coming from AM. Also, the research presents an integrated design method in order to take into account the knowledge of layers manufacturing technologies. For this purpose, the interface model based on the skin and skeleton concepts is provided, the usage and manufacturing skins are used to show the functional surface of the product. Also, the material flow and link between the skins are demonstrated by usage and manufacturing skeletons. Therefore, this integrated approach is a helpful methodology for designer and manufacturer in different decisions like material and process selection as well as, evaluation of product manufacturability.

Keywords: Additive manufacturing, 3D printing, design for manufacturing, integrated design, interoperability.

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Authors: Sudhir Jagtap, Kodge B. G., Shinde G. N., Devshette P. M

Abstract:

Numerical analysis naturally finds applications in all fields of engineering and the physical sciences, but in the 21st century, the life sciences and even the arts have adopted elements of scientific computations. The numerical data analysis became key process in research and development of all the fields [6]. In this paper we have made an attempt to analyze the specified numerical patterns with reference to the association rule mining techniques with minimum confidence and minimum support mining criteria. The extracted rules and analyzed results are graphically demonstrated. Association rules are a simple but very useful form of data mining that describe the probabilistic co-occurrence of certain events within a database [7]. They were originally designed to analyze market-basket data, in which the likelihood of items being purchased together within the same transactions are analyzed.

Keywords: Numerical data analysis, Data Mining, Association Rule Mining

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Authors: Estrella C. Damaris, Ingrid A. Olais, Gloria P. Uicab

Abstract:

This study explores the relationship between the level of functionality and cognitive impairment in older adult women from the south-east of Mexico. It is a descriptive, cross-sectional study; performed with 172 participants in total who attended a health institute and live in Merida, Yucatan Mexico. After a non-probabilistic sampling, Barthel and Pfeiffer scales were applied. The results show statistically significant correlation between the cognitive impairment (Pfeiffer) and the levels of independence and function (Barthel) (r =0.489; p =0.001). Both determine a dependence level so they need either a little or a lot of help. Society needs that the older woman be healthy and that the professionals of mental health develop activities to prevent and rehabilitate because cognitive impairment and function are directly related with the quality of life.

Keywords: Functionality, cognition, routine activities, cognitive impairment.

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Authors: Terrence Chen, Thomas S. Huang

Abstract:

In this paper, we present the region based hidden Markov random field model (RBHMRF), which encodes the characteristics of different brain regions into a probabilistic framework for brain MR image segmentation. The recently proposed TV+L1 model is used for region extraction. By utilizing different spatial characteristics in different brain regions, the RMHMRF model performs beyond the current state-of-the-art method, the hidden Markov random field model (HMRF), which uses identical spatial information throughout the whole brain. Experiments on both real and synthetic 3D MR images show that the segmentation result of the proposed method has higher accuracy compared to existing algorithms.

Keywords: Finite Gaussian mixture model, Hidden Markov random field model, image segmentation, MRI.

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Authors: Feng-Sheng Wang, Wu-Hsiung Wu, Kai-Cheng Hsu

Abstract:

The optimization of biological systems, which is a branch of metabolic engineering, has generated a lot of industrial and academic interest for a long time. In the last decade, metabolic engineering approaches based on mathematical optimizations have been used extensively for the analysis and manipulation of metabolic networks. In practical optimization of metabolic reaction networks, designers have to manage the nature of uncertainty resulting from qualitative characters of metabolic reactions, e.g., the possibility of enzyme effects. A deterministic approach does not give an adequate representation for metabolic reaction networks with uncertain characters. Fuzzy optimization formulations can be applied to cope with this problem. A fuzzy multi-objective optimization problem can be introduced for finding the optimal engineering interventions on metabolic network systems considering the resilience phenomenon and cell viability constraints. The accuracy of optimization results depends heavily on the development of essential kinetic models of metabolic networks. Kinetic models can quantitatively capture the experimentally observed regulation data of metabolic systems and are often used to find the optimal manipulation of external inputs. To address the issues of optimizing the regulatory structure of metabolic networks, it is necessary to consider qualitative effects, e.g., the resilience phenomena and cell viability constraints. Combining the qualitative and quantitative descriptions for metabolic networks makes it possible to design a viable strain and accurately predict the maximum possible flux rates of desired products. Considering the resilience phenomena in metabolic networks can improve the predictions of gene intervention and maximum synthesis rates in metabolic engineering. Two case studies will present in the conference to illustrate the phenomena.

Keywords: Fuzzy multi-objective optimization problem, kinetic model, metabolic engineering.

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Authors: Abdel-Aziz M. Mohamed

Abstract:

This paper presents a state-of-the-art survey of the operations research models developed for internal audit planning. Two alternative approaches have been followed in the literature for audit planning: (1) identifying the optimal audit frequency; and (2) determining the optimal audit resource allocation. The first approach identifies the elapsed time between two successive audits, which can be presented as the optimal number of audits in a given planning horizon, or the optimal number of transactions after which an audit should be performed. It also includes the optimal audit schedule. The second approach determines the optimal allocation of audit frequency among all auditable units in the firm. In our review, we discuss both the deterministic and probabilistic models developed for audit planning. In addition, game theory models are reviewed to find the optimal auditing strategy based on the interactions between the auditors and the clients.

Keywords: Operations research applications, audit frequency, audit planning, audit-staff scheduling.

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Authors: Paulo Gomes, Adelaide Figueiredo

Abstract:

We consider n individuals described by p standardized variables, represented by points of the surface of the unit hypersphere S_n-1. For a previous choice of n individuals we suppose that the set of observables variables comes from a mixture of bipolar Watson distribution defined on the hypersphere. EM and Dynamic Clusters algorithms are used for identification of such mixture. We obtain estimates of parameters for each Watson component and then a partition of the set of variables into homogeneous groups of variables. Additionally we will present a factor analysis model where unobservable factors are just the maximum likelihood estimators of Watson directional parameters, exactly the first principal component of data matrix associated to each group previously identified. Such alternative model it will yield us to directly interpretable solutions (simple structure), avoiding factors rotations.

Keywords: Dynamic Clusters algorithm, EM algorithm, Factor analysis model, Hierarchical Clustering, Watson distribution.

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Authors: Yasser k. Ali, Hesham N. Elmahdy, Sanaa El Olla Hanfy Ahmed

Abstract:

Mobile agents are a powerful approach to develop distributed systems since they migrate to hosts on which they have the resources to execute individual tasks. In a dynamic environment like a peer-to-peer network, Agents have to be generated frequently and dispatched to the network. Thus they will certainly consume a certain amount of bandwidth of each link in the network if there are too many agents migration through one or several links at the same time, they will introduce too much transferring overhead to the links eventually, these links will be busy and indirectly block the network traffic, therefore, there is a need of developing routing algorithms that consider about traffic load. In this paper we seek to create cooperation between a probabilistic manner according to the quality measure of the network traffic situation and the agent's migration decision making to the next hop based on decision tree learning algorithms.

Keywords: Agent Migration, Decision Tree learning, ID3 algorithm, Naive Bayes Classifier

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Authors: Suryanto, Hyo-Kak Kim, Sang-Hee Park, Dae-Hwan Kim, Sung-Jea Ko

Abstract:

In this paper, we introduce a novel algorithm for object tracking in video sequence. In order to represent the object to be tracked, we propose a spatial color histogram model which encodes both the color distribution and spatial information. The object tracking from frame to frame is accomplished via center voting and back projection method. The center voting method has every pixel in the new frame to cast a vote on whereabouts the object center is. The back projection method segments the object from the background. The segmented foreground provides information on object size and orientation, omitting the need to estimate them separately. We do not put any assumption on camera motion; the proposed algorithm works equally well for object tracking in both static and moving camera videos.

Keywords: center voting, back projection, object tracking, size adaptation, non-stationary camera tracking.

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Authors: Yasin Tadayonrad, Alassane Ballé Ndiaye

Abstract:

Most of the supply chain networks have many nodes starting from the suppliers’ side up to the customers’ side that each node sends/receives the raw materials/products from/to the other nodes. One of the major concerns in this kind of supply chain network is finding the best schedule for loading/unloading the shipments through the whole network by which all the constraints in the source and destination nodes are met and all the shipments are delivered on time. One of the main constraints in this problem is the loading/unloading capacity in each source/destination node at each time slot (e.g., per week/day/hour). Because of the different characteristics of different products/groups of products, the capacity of each node might differ based on each group of products. In most supply chain networks (especially in the Fast-moving consumer goods (FMCG) industry), there are different planners/planning teams working separately in different nodes to determine the loading/unloading timeslots in source/destination nodes to send/receive the shipments. In this paper, a mathematical problem has been proposed to find the best timeslots for loading/unloading the shipments minimizing the overall delays subject to respecting the capacity of loading/unloading of each node, the required delivery date of each shipment (considering the lead-times), and working-days of each node. This model was implemented on Python and solved using Python-MIP on a sample data set. Finally, the idea of a heuristic algorithm has been proposed as a way of improving the solution method that helps to implement the model on larger data sets in real business cases, including more nodes and shipments.

Keywords: Supply chain management, transportation, multiple-multiple network, timeslots management, mathematical modeling, mixed integer programming.

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Authors: Mohammed A. Alolfe, Abou-Bakr M. Youssef, Yasser M. Kadah

Abstract:

The proper design of RF pulses in magnetic resonance imaging (MRI) has a direct impact on the quality of acquired images, and is needed for many applications. Several techniques have been proposed to obtain the RF pulse envelope given the desired slice profile. Unfortunately, these techniques do not take into account the limitations of practical implementation such as limited amplitude resolution. Moreover, implementing constraints for special RF pulses on most techniques is not possible. In this work, we propose to develop an approach for designing optimal RF pulses under theoretically any constraints. The new technique will pose the RF pulse design problem as a combinatorial optimization problem and uses efficient techniques from this area such as genetic algorithms (GA) to solve this problem. In particular, an objective function will be proposed as the norm of the difference between the desired profile and the one obtained from solving the Bloch equations for the current RF pulse design values. The proposed approach will be verified using analytical solution based RF simulations and compared to previous methods such as Shinnar-Le Roux (SLR) method, and analysis, selected, and tested the options and parameters that control the Genetic Algorithm (GA) can significantly affect its performance to get the best improved results and compared to previous works in this field. The results show a significant improvement over conventional design techniques, select the best options and parameters for GA to get most improvement over the previous works, and suggest the practicality of using of the new technique for most important applications as slice selection for large flip angles, in the area of unconventional spatial encoding, and another clinical use.

Keywords: Selective excitation, magnetic resonance imaging, combinatorial optimization, pulse design.

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Authors: Govind Sharan Dangayach, Himanshu Bhatt

Abstract:

The paper attempts to overcome the fluctuations occurring in demand of the components in an automotive sector company. Resource and time being the strict constraints, the production is not able to match the pace of the fluctuating demand. So, we introduce some production schedules that help in meeting out the required demand. The merits and demerits of the approaches are also highlighted.

Keywords: Production scheduling, Demand rise, Capacity constrained resource (CCR), Overtime.

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Authors: M. A. Fodha, H. Benfradj, A. Ghazel

Abstract:

This paper is a survey of recent works that proposes a baseband processor architecture for software defined radio. A classification of different approaches is proposed. The performance of each architecture is also discussed in order to clarify the suitable approaches that meet software-defined radio constraints.

Keywords: Multi-core architectures, reconfigurable architecture, software defined radio.

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Authors: Jeffrey A. Dunne, Kevin Ligozio

Abstract:

In many applications there is a broad variety of information relevant to a focal “object" of interest, and the fusion of such heterogeneous data types is desirable for classification and categorization. While these various data types can sometimes be treated as orthogonal (such as the hull number, superstructure color, and speed of an oil tanker), there are instances where the inference and the correlation between quantities can provide improved fusion capabilities (such as the height, weight, and gender of a person). A service-oriented architecture has been designed and prototyped to support the fusion of information for such “object-centric" situations. It is modular, scalable, and flexible, and designed to support new data sources, fusion algorithms, and computational resources without affecting existing services. The architecture is designed to simplify the incorporation of legacy systems, support exact and probabilistic entity disambiguation, recognize and utilize multiple types of uncertainties, and minimize network bandwidth requirements.

Keywords: Data fusion, distributed computing, service-oriented architecture, SOA

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Authors: Nelson J. Cossa, Narayanan S. Potty, Mohd Shahir Liew, Arazi B. Idrus

Abstract:

The oil and gas industry has moved towards Load and Resistance Factor Design through API RP2A - LRFD and the recently published international standard, ISO-19902, for design of fixed steel offshore structures. The ISO 19902 is intended to provide a harmonized design practice that offers a balanced structural fitness for the purpose, economy and safety. As part of an ongoing work, the reliability analysis of tubular joints of the jacket structure has been carried out to calibrate the load and resistance factors for the design of offshore platforms in Malaysia, as proposed in the ISO. Probabilistic models have been established for the load effects (wave, wind and current) and the tubular joints strengths. In this study the First Order Reliability Method (FORM), coded in MATLAB Software has been employed to evaluate the reliability index of the typical joints, designed using API RP2A - WSD and ISO 19902.

Keywords: FORM, Reliability Analysis, Tubular Joints

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Authors: Kong Fah Tee, Lutfor Rahman Khan, Hongshuang Li

Abstract:

An advanced Monte Carlo simulation method, called Subset Simulation (SS) for the time-dependent reliability prediction for underground pipelines has been presented in this paper. The SS can provide better resolution for low failure probability level with efficient investigating of rare failure events which are commonly encountered in pipeline engineering applications. In SS method, random samples leading to progressive failure are generated efficiently and used for computing probabilistic performance by statistical variables. SS gains its efficiency as small probability event as a product of a sequence of intermediate events with larger conditional probabilities. The efficiency of SS has been demonstrated by numerical studies and attention in this work is devoted to scrutinise the robustness of the SS application in pipe reliability assessment. It is hoped that the development work can promote the use of SS tools for uncertainty propagation in the decision-making process of underground pipelines network reliability prediction.

Keywords: Underground pipelines, Probability of failure, Reliability and Subset Simulation.

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Authors: Lei Li, Xiaobing Ren, Xiaoxia Lu, Xiaofang Yan

Abstract:

In this paper, some experiments of liquid dispersion flow driven by explosion in vertical plane were carried out using a liquid explosive dispersion device with film cylindrical constraints. The separated time series describing the breakup shape and dispersion process of liquid were recorded with high speed CMOS camera. The experimental results were analyzed and some essential characteristics of liquid dispersing flow are presented.

Keywords: Explosive Disseminations, liquid dispersion Flow, Cavitations, Gasification.

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Authors: Siyuan Jing, Kun She

Abstract:

Neighborhood Rough Sets (NRS) has been proven to be an efficient tool for heterogeneous attribute reduction. However, most of researches are focused on dealing with complete and noiseless data. Factually, most of the information systems are noisy, namely, filled with incomplete data and inconsistent data. In this paper, we introduce a generalized neighborhood rough sets model, called VPTNRS, to deal with the problem of heterogeneous attribute reduction in noisy system. We generalize classical NRS model with tolerance neighborhood relation and the probabilistic theory. Furthermore, we use the neighborhood dependency to evaluate the significance of a subset of heterogeneous attributes and construct a forward greedy algorithm for attribute reduction based on it. Experimental results show that the model is efficient to deal with noisy data.

Keywords: attribute reduction, incomplete data, inconsistent data, tolerance neighborhood relation, rough sets

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Authors: Wanatchapong Kongkaew

Abstract:

This paper proposes an application of probabilistic technique, namely Gaussian process regression, for estimating an optimal sequence of the single machine with total weighted tardiness (SMTWT) scheduling problem. In this work, the Gaussian process regression (GPR) model is utilized to predict an optimal sequence of the SMTWT problem, and its solution is improved by using an iterated local search based on simulated annealing scheme, called GPRISA algorithm. The results show that the proposed GPRISA method achieves a very good performance and a reasonable trade-off between solution quality and time consumption. Moreover, in the comparison of deviation from the best-known solution, the proposed mechanism noticeably outperforms the recently existing approaches.

 

Keywords: Gaussian process regression, iterated local search, simulated annealing, single machine total weighted tardiness.

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Authors: N. Arulanand, K. Premalatha

Abstract:

Bloom filter is a probabilistic and memory efficient data structure designed to answer rapidly whether an element is present in a set. It tells that the element is definitely not in the set but its presence is with certain probability. The trade-off to use Bloom filter is a certain configurable risk of false positives. The odds of a false positive can be made very low if the number of hash function is sufficiently large. For spam detection, weight is attached to each set of elements. The spam weight for a word is a measure used to rate the e-mail. Each word is assigned to a Bloom filter based on its weight. The proposed work introduces an enhanced concept in Bloom filter called Bin Bloom Filter (BBF). The performance of BBF over conventional Bloom filter is evaluated under various optimization techniques. Real time data set and synthetic data sets are used for experimental analysis and the results are demonstrated for bin sizes 4, 5, 6 and 7. Finally analyzing the results, it is found that the BBF which uses heuristic techniques performs better than the traditional Bloom filter in spam detection.

Keywords: Cuckoo search algorithm, levy’s flight, metaheuristic, optimal weight.

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Authors: A. Amirov, O. Gerget, V. Kochegurov

Abstract:

One of the main biomedical problem lies in detecting dependencies in semi structured data. Solution includes biomedical portal and algorithms (integral rating health criteria, multidimensional data visualization methods). Biomedical portal allows to process diagnostic and research data in parallel mode using Microsoft System Center 2012, Windows HPC Server cloud technologies. Service does not allow user to see internal calculations instead it provides practical interface. When data is sent for processing user may track status of task and will achieve results as soon as computation is completed. Service includes own algorithms and allows diagnosing and predicating medical cases. Approved methods are based on complex system entropy methods, algorithms for determining the energy patterns of development and trajectory models of biological systems and logical–probabilistic approach with the blurring of images.

Keywords: Biomedical portal, cloud computing, diagnostic and prognostic research, mathematical data analysis.

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Authors: S. Sendilkumar, B. L. Mathur, Joseph Henry

Abstract:

A new approach for protection of power transformer is presented using a time-frequency transform known as Wavelet transform. Different operating conditions such as inrush, Normal, load, External fault and internal fault current are sampled and processed to obtain wavelet coefficients. Different Operating conditions provide variation in wavelet coefficients. Features like energy and Standard deviation are calculated using Parsevals theorem. These features are used as inputs to PNN (Probabilistic neural network) for fault classification. The proposed algorithm provides more accurate results even in the presence of noise inputs and accurately identifies inrush and fault currents. Overall classification accuracy of the proposed method is found to be 96.45%. Simulation of the fault (with and without noise) was done using MATLAB AND SIMULINK software taking 2 cycles of data window (40 m sec) containing 800 samples. The algorithm was evaluated by using 10 % Gaussian white noise.

Keywords: Power Transformer, differential Protection, internalfault, inrush current, Wavelet Energy, Db9.

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Authors: HoYoung Son, DongHoon Shin, WooYoung Jung

Abstract:

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: Guangpu Chen

Abstract:

When the failure function is monotone, some monotonic reliability methods are used to gratefully simplify and facilitate the reliability computations. However, these methods often work in a transformed iso-probabilistic space. To this end, a monotonic simulator or transformation is needed in order that the transformed failure function is still monotone. This note proves at first that the output distribution of failure function is invariant under the transformation. And then it presents some conditions under which the transformed function is still monotone in the newly obtained space. These concern the copulas and the dependence concepts. In many engineering applications, the Gaussian copulas are often used to approximate the real word copulas while the available information on the random variables is limited to the set of marginal distributions and the covariances. So this note catches an importance on the conditional monotonicity of the often used transformation from an independent random vector into a dependent random vector with Gaussian copulas.

Keywords: Monotonic, Rosenblatt, Nataf transformation, dependence concepts, completely positive matrices, Gaussiancopulas

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