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Wyświetlanie 1-15 z 26
Tytuł:
Generation of realizations of Gaussian random functions on digital computers
Autorzy:
Huk, J.
Powiązania:
https://bibliotekanauki.pl/articles/748609.pdf
Data publikacji:
1977
Wydawca:
Polskie Towarzystwo Matematyczne
Tematy:
random numbers generator
random field
simulation
Opis:
Artykuł nie zawiera streszczenia
This is an extensive survey of methods for simulation of Gaussian random functions and fields on digital computers. The methods are classified as follows: generation of Gaussian random sequences with a given covariance function and spectral density function of a special type, and by discrete Fourier transform of uniform random numbers; generation of stationary and non-stationary Gaussian processes by filtration; and generation of stationary Gaussian processes, Gaussian fields and vector-valued fields by summing harmonics. (MR0488619)
Źródło:
Mathematica Applicanda; 1977, 5, 9
1730-2668
2299-4009
Pojawia się w:
Mathematica Applicanda
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
On some methods in safety evaluation in geotechnics
Autorzy:
Puła, W.
Zaskórski, Ł.
Powiązania:
https://bibliotekanauki.pl/articles/178170.pdf
Data publikacji:
2015
Wydawca:
Politechnika Wrocławska. Oficyna Wydawnicza Politechniki Wrocławskiej
Tematy:
reliability index
random field
Eurocode 7
Opis:
The paper demonstrates how the reliability methods can be utilised in order to evaluate safety in geotechnics. Special attention is paid to the so-called reliability based design that can play a useful and complementary role to Eurocode 7. In the first part, a brief review of first- and second-order reliability methods is given. Next, two examples of reliability-based design are demonstrated. The first one is focussed on bearing capacity calculation and is dedicated to comparison with EC7 requirements. The second one analyses a rigid pile subjected to lateral load and is oriented towards working stress design method. In the second part, applications of random field to safety evaluations in geotechnics are addressed. After a short review of the theory a Random Finite Element algorithm to reliability based design of shallow strip foundation is given. Finally, two illustrative examples for cohesive and cohesionless soils are demonstrated.
Źródło:
Studia Geotechnica et Mechanica; 2015, 37, 2; 17-32
0137-6365
2083-831X
Pojawia się w:
Studia Geotechnica et Mechanica
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
On the rate of strong mixing in stationary Gaussian random fields
Autorzy:
Cheng, Raymond
Powiązania:
https://bibliotekanauki.pl/articles/1293383.pdf
Data publikacji:
1992
Wydawca:
Polska Akademia Nauk. Instytut Matematyczny PAN
Tematy:
stationary random field
strong mixing
prediction theory
Opis:
Rosenblatt showed that a stationary Gaussian random field is strongly mixing if it has a positive, continuous spectral density. In this article, spectral criteria are given for the rate of strong mixing in such a field.
Źródło:
Studia Mathematica; 1991-1992, 101, 2; 183-191
0039-3223
Pojawia się w:
Studia Mathematica
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Simulation and discretization of random field in the slip-line method
Autorzy:
Przewłócki, J.
Powiązania:
https://bibliotekanauki.pl/articles/240960.pdf
Data publikacji:
2003
Wydawca:
Polska Akademia Nauk. Instytut Budownictwa Wodnego PAN
Tematy:
bearing capacity
method of characteristics
random field
Opis:
The paper deals with the problem of bearing capacity of a strip footing based on the random subsoil. The solution has been obtained in a framework of the slip-line method. In order to include randomness of the soil medium, a modification of the method of characteristics is proposed. In such an approach, the stochastic finite difference method based on the Monte Carlo technique has been adopted. It enables including a spatial variability of soil properties into the analysis and to determine its influence on the variance of the ultimate collapse load. It is assumed that the soil medium is purely cohesive and only its cohesion can be considered as a random field. The simulation algorithm of multi-dimensional random field, based on the diagonalisation of the covariance matrix by a transformation using a lower-triangle matrix is described. The problems of the medium discretization and stabilization of the solution are discussed.
Źródło:
Archives of Hydro-Engineering and Environmental Mechanics; 2003, 50, 4; 343-358
1231-3726
Pojawia się w:
Archives of Hydro-Engineering and Environmental Mechanics
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
A strong mixing condition for second-order stationary random fields
Autorzy:
Cheng, Raymond
Powiązania:
https://bibliotekanauki.pl/articles/1293378.pdf
Data publikacji:
1992
Wydawca:
Polska Akademia Nauk. Instytut Matematyczny PAN
Tematy:
stationary random field
prediction theory
strong mixing
Opis:
Let ${X_{mn}}$ be a second-order stationary random field on Z². Let ℳ(L) be the linear span of ${X_{mn}: m ≤ 0, n ∈ Z}$, and ℳ(R_N) the linear span of ${X_{mn}: m ≥ N, n ∈ Z}$. Spectral criteria are given for the condition $lim_{N→∞} c_N = 0$, where $c_N$ is the cosine of the angle between ℳ(L) and $ℳ(R_N)$.
Źródło:
Studia Mathematica; 1991-1992, 101, 2; 139-153
0039-3223
Pojawia się w:
Studia Mathematica
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Numerical simulations of the effect of time-dependent random mass density field on frequencies of sound waves
Autorzy:
Murawski, K.
Powiązania:
https://bibliotekanauki.pl/articles/1955804.pdf
Data publikacji:
2001
Wydawca:
Politechnika Gdańska
Tematy:
numerical simulations
convection - Sun
oscillations - turbulence
time-dependent random mass density field
space-dependent random field
Opis:
Numerical simulations of the effect of random mass density field on frequencies of sound waves are considered for driven and impulsive sound waves which are described by one-dimensional hydrodynamic equations, with the ponderomotive force which depends stochastically both on space and time. The numerical results reveal frequency increase for short waves and both wave damping and amplification for the overall range of wavenumbers. Moreover, a space- and time-dependent random field leads to a generation of a wide frequency spectrum which contains both retarded and speeded up waves.
Źródło:
TASK Quarterly. Scientific Bulletin of Academic Computer Centre in Gdansk; 2001, 5, 2; 229-238
1428-6394
Pojawia się w:
TASK Quarterly. Scientific Bulletin of Academic Computer Centre in Gdansk
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Evaluation of bearing capacity of strip footing using random layers concept
Autorzy:
Kawa, M.
Łydżba, D.
Powiązania:
https://bibliotekanauki.pl/articles/178972.pdf
Data publikacji:
2015
Wydawca:
Politechnika Wrocławska. Oficyna Wydawnicza Politechniki Wrocławskiej
Tematy:
random field theory
reliability
bearing capacity
random layers concept
kinematic approach
Opis:
The paper deals with evaluation of bearing capacity of strip foundation on random purely cohesive soil. The approach proposed combines random field theory in the form of random layers with classical limit analysis and Monte Carlo simulation. For given realization of random the bearing capacity of strip footing is evaluated by employing the kinematic approach of yield design theory. The results in the form of histograms for both bearing capacity of footing as well as optimal depth of failure mechanism are obtained for different thickness of random layers. For zero and infinite thickness of random layer the values of depth of failure mechanism as well as bearing capacity assessment are derived in a closed form. Finally based on a sequence of Monte Carlo simulations the bearing capacity of strip footing corresponding to a certain probability of failure is estimated. While the mean value of the foundation bearing capacity increases with the thickness of the random layers, the ultimate load corresponding to a certain probability of failure appears to be a decreasing function of random layers thickness.
Źródło:
Studia Geotechnica et Mechanica; 2015, 37, 3; 31-39
0137-6365
2083-831X
Pojawia się w:
Studia Geotechnica et Mechanica
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
On determining the undrained bearing capacity coefficients of variation for foundations embedded on spatially variable soil
Autorzy:
Chwała, Marcin
Powiązania:
https://bibliotekanauki.pl/articles/178626.pdf
Data publikacji:
2020
Wydawca:
Politechnika Wrocławska. Oficyna Wydawnicza Politechniki Wrocławskiej
Tematy:
spatial averaging
random field
random bearing capacity
fluctuation scale
failure mechanism
Opis:
This paper presents an efficient method and its usage for the three-dimensional random bearing capacity evaluation for square and rectangular footings. One of the objectives of the study is to deliver graphs that can be used to easily estimate the approximated values of coefficients of variations of undrained bearing capacity. The numerical calculations were based on the proposed method that connects three-dimensional failure mechanism, simulated annealing optimization scheme and spatial averaging. The random field is used for describing the spatial variability of undrained shear strength. The proposed approach is in accordance with a constant covariance matrix concept, that results in a highly efficient tool for estimating the probabilistic characteristics of bearing capacity. As a result, numerous three-dimensional simulations were performed to create the graphs. The considered covariance matrix is a result of Vanmarcke’s spatial averaging discretization of a random field in the dissipation regions to the single random variables. The matrix describes mutual correlation between each dissipation region (or between those random variables). However, in the presented approach, the matrix was obtained for the expected value of undrained shear strength and keep constant during Monte Carlo simulations. The graphs were established in dimensionless coordinates that vary in the observable in practice ranges of parameters (i.e., values of fluctuation scales, foundation sizes and shapes). Examples of usage were given in the study to illustrate the application possibility of the graphs. Moreover, the comparison with the approach that uses individually determined covariance matrix is shown.
Źródło:
Studia Geotechnica et Mechanica; 2020, 42, 2; 125-136
0137-6365
2083-831X
Pojawia się w:
Studia Geotechnica et Mechanica
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
On a strongly consistent estimator of the squared L_2-norm of a function
Autorzy:
Różański, Roman
Powiązania:
https://bibliotekanauki.pl/articles/1340253.pdf
Data publikacji:
1995
Wydawca:
Polska Akademia Nauk. Instytut Matematyczny PAN
Tematy:
strong consistency
stochastic integral with respect to a p-parameter martingale
Poisson random field
Wiener random field
asymptotic unbiasedness
kernel estimator
Opis:
A kernel estimator of the squared $L_2$-norm of the intensity function of a Poisson random field is defined. It is proved that the estimator is asymptotically unbiased and strongly consistent. The problem of estimating the squared $L_2$-norm of a function disturbed by a Wiener random field is also considered.
Źródło:
Applicationes Mathematicae; 1995-1996, 23, 3; 279-284
1233-7234
Pojawia się w:
Applicationes Mathematicae
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Estimation of spatial variability of lignite mine dumping ground soil properties using CPTu results
Autorzy:
Bagińska, I.
Kawa, M.
Janecki, W.
Powiązania:
https://bibliotekanauki.pl/articles/178889.pdf
Data publikacji:
2016
Wydawca:
Politechnika Wrocławska. Oficyna Wydawnicza Politechniki Wrocławskiej
Tematy:
Random Field Theory
fluctuation scale
CPTu testing
dumping ground soil
Opis:
The paper deals with application of CPTu test results for the probabilistic modeling of dumping grounds. The statistical measures use results from 42 CPT test points located in the lignite mine dumping ground from the region of Central Europe. Both the tip resistance qc as well as local friction fs are tested. Based on the mean values and standard deviations of measured quantities the specific zones in the dumping site profile are distinguished. For three main zones standard deviations of linearly de-trended functions, distributions of normalized de-trended values for qc and fs are examined. Also the vertical scales of fluctuation for both measured quantities are estimated. The obtained result shows that lignite mine dumping site can be successfully described with the Random Field Theory. Additional use of fs values introduces supplementary statistical information.
Źródło:
Studia Geotechnica et Mechanica; 2016, 38, 1; 3-13
0137-6365
2083-831X
Pojawia się w:
Studia Geotechnica et Mechanica
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Bearing capacity of eccentrically loaded strip footing on spatially variable cohesive soil
Autorzy:
Dobrzański, Jędrzej
Kawa, Marek
Powiązania:
https://bibliotekanauki.pl/articles/2041290.pdf
Data publikacji:
2021
Wydawca:
Politechnika Wrocławska. Oficyna Wydawnicza Politechniki Wrocławskiej
Tematy:
random field
scale of fluctuation
eccentric load
cohesive soil
probabilistic analysis
Opis:
The study considers the bearing capacity of eccentrically loaded strip footing on spatially variable, purely cohesive soil. The problem is solved using the random finite element method. The anisotropic random field of cohesion is generated using the Fourier series method, and individual problems within performed Monte Carlo simulations (MCSs) are solved using the Abaqus finite element code. The analysis includes eight different variants of the fluctuation scales and six values of load eccentricity. For each of these 48 cases, 1000 MCSs are performed and the probabilistic characteristics of the obtained values are calculated. The results of the analysis indicate that the mean value of the bearing capacity decreases linearly with eccentricity, which is consistent with Meyerhof's theory. However, the decrease in standard deviation and increase in the coefficient of variation of the bearing capacity observed are non-linear, which is particularly evident for small eccentricities. For one chosen variant of fluctuation scales, a reliability analysis investigating the influence of eccentricity on reliability index is performed. The results of the analysis conducted show that the value of the reliability index can be significantly influenced even by small eccentricities. This indicates the need to consider at least random eccentricities in future studies regarding probabilistic modelling of foundation bearing capacity.
Źródło:
Studia Geotechnica et Mechanica; 2021, 43, 4; 425-437
0137-6365
2083-831X
Pojawia się w:
Studia Geotechnica et Mechanica
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Stochastic FE-analysis of shear localization in 2D granular material within a micro-polar hypoplasticity
Autorzy:
Tejchman, J.
Górski, J.
Powiązania:
https://bibliotekanauki.pl/articles/241120.pdf
Data publikacji:
2006
Wydawca:
Polska Akademia Nauk. Instytut Budownictwa Wodnego PAN
Tematy:
granular materials
micro-polar hypoplasticity
shear localization
correlated random field
void ratio
Opis:
The paper deals with investigations of the effect of the stochastic distribution of the initial void ratio in granular bodies on shear localization during shearing of an infinite granular layer 500 mm high with free dilatancy under plane strain conditions. The initial void ratio was assumed to be stochastic with a correlated random field generated by a conditional rejection method by Walukiewicz et al (1997). To simulate mechanical behaviour of a cohesionless granular material during a monotonous deformation path, a micro-polar hypoplastic constitutive law was used, which takes into account particle rotations, curvatures, non-symmetric stresses, couple stresses and the mean grain diameter as a characteristic length. The proposed model captures the salient mechanical features of granular bodies in a wide range of densities and pressures with a single set of constants. In addition, the comparative FE-analyses were carried out with a uniform and spatially non-correlated random fields of the initial void ratio.
Źródło:
Archives of Hydro-Engineering and Environmental Mechanics; 2006, 53, 4; 353-379
1231-3726
Pojawia się w:
Archives of Hydro-Engineering and Environmental Mechanics
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Set-valued stochastic integrals and stochastic inclusions in a plane
Autorzy:
Sosulski, Władysław
Powiązania:
https://bibliotekanauki.pl/articles/729310.pdf
Data publikacji:
2001
Wydawca:
Uniwersytet Zielonogórski. Wydział Matematyki, Informatyki i Ekonometrii
Tematy:
stochastic inclusions in the plane
set-valued random field
two-parameter stochastic process
weak compactness
Opis:
We present the concepts of set-valued stochastic integrals in a plane and prove the existence of a solution to stochastic integral inclusions of the form
$z_{s,t} ∈ φ_{s,t} + ∫_{0}^{s} ∫_{0}^{t} F_{u,v}(z_{u,v})dudv + ∫_{0}^{s} ∫_{0}^{t}G_{u,v}(z_{u,v})dw_{u,v}$
Źródło:
Discussiones Mathematicae, Differential Inclusions, Control and Optimization; 2001, 21, 2; 249-259
1509-9407
Pojawia się w:
Discussiones Mathematicae, Differential Inclusions, Control and Optimization
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
On new immunization strategies under random shocks on the term structure of interest rates
Nowe strategie uodpornienia przy losowych zaburzeniach struktury terminowej stóp procentowych
Autorzy:
Kondratiuk-Janyska, Alina
Kaluszka, Marek
Powiązania:
https://bibliotekanauki.pl/articles/907218.pdf
Data publikacji:
2009
Wydawca:
Politechnika Wrocławska. Oficyna Wydawnicza Politechniki Wrocławskiej
Tematy:
portfolio
immunization
duration
term structure of interest rates
random field
portfel, uodpornienie
czas trwania
struktura terminowa stóp procentowych
pole losowe
Opis:
We introduce new measures of immunization such as exponential duration referring, in particular, to Fong and Vasiček [7], Nawalkha and Chambers [14], Balbás and Ibáñez [2], and Balbás et al. [3], but under the assumption of multiple shocks in the term structure of interest rates. These shocks are given by a random field. The cases of a single and multiple liabilities are discussed separately.
Przedstawiamy nowe strategie immunizacji portfela przy założeniu wielokrotnych zaburzeń struktury terminowej stóp procentowych, gdzie zaburzenie jest opisane za pomocą sumy pewnego wielomianu i pola losowego [13]. Sformułowano twierdzenia dla ogólnej postaci pola losowego, a w przykładzie analizuje się przypadek płachty Browna. Przy kilku rodzajach zaburzeń struktury terminowej stóp procentowych rozważono zarówno przypadek jednego, jak i wielu zobowiązań [11]. Ponieważ rozważano różne postaci zaburzeń, otrzymano różne dolne oszacowania wartości strumienia pieniężnego (jako różnica aktywów i pasywów) w chwili H (horyzont inwestycyjny), gdy pojawią się zaburzenia. W konsekwencji strategie uodpornienia zawierają nowe miary ryzyka jak np. wykładniczy czas trwania.
Źródło:
Operations Research and Decisions; 2009, 19, 1; 91-101
2081-8858
2391-6060
Pojawia się w:
Operations Research and Decisions
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Drgania własne belki na stochastycznym dwuwarstwowym podłożu o znacznie różniących się grubościach
Natural vibrations of a beam on stochastic two-layered subsoil with significantly different thickness
Autorzy:
Kaleta, B.
Różycki, B.
Powiązania:
https://bibliotekanauki.pl/articles/390369.pdf
Data publikacji:
2014
Wydawca:
Politechnika Lubelska. Wydawnictwo Politechniki Lubelskiej
Tematy:
zagadnienie własne
belka
dwuwarstwowe podłoże gruntowe
cienka warstwa
metoda Monte Carlo
pole losowe
metoda punktu środkowego
eigenvalue problem
beam
two-layered subsoil
thin layer
Monte Carlo method
random field
midpoint method
Opis:
W artykule analizowano wpływ zmiany modułu Younga warstw podłoża gruntowego na częstości drgań własnych układu belka-dwuwarstwowe podłoże przy założeniu, że pierwsza warstwa podłoża jest znacznie cieńsza i sztywniejsza od drugiej. Taka nietypowa sytuacja stwarza czasem szczególne trudności w geotechnice. Obliczenia przeprowadzono najpierw w ujęciu deterministycznym, a następnie stochastycznym. W analizie stochastycznej założono przestrzenną korelację modułu Younga gruntu po długości każdej z warstw przyjmując dwa stopnie korelacji, korelację pełną lub jej brak. W obliczeniach uwzględniono pełną korelację modułu Younga gruntu pomiędzy warstwami, co wynika z badań, które autorzy zamieścili we wcześniejszej pracy. Do rozwiązania stochastycznego zagadnienia własnego zastosowano metodę Monte Carlo łącznie z metodą elementów skończonych (MES). Prezentowana analiza jest kontynuacją problematyki przedstawionej w poprzednich pracach autorów.
In this paper the influence of variability of Young modulus of the subsoil layers on the natural frequency of the beam-two-layered subsoil system was analyzed. Assuming the first layer was thinner and more rigid then the second one (10 and 20 times). The calculations were made by using deterministic and stochastic approach. In the stochastic approach, the spatial correlation of Young modulus of the subsoil along the length of both layers was taken into account. Two cases of the correlation were considered, i.e. without and with full correlation. Regarding the results of the authors’ research which were published in the previous article, in the calculations the full stochastic correlation of Young modulus of subsoil between both layers was taken into account. In order to solve the stochastic eigenvalue problem, Monte Carlo simulation techniques with Finite Element Method (FEM) were used. The present analysis is a continuation research demonstrated in the authors’ previous papers.
Źródło:
Budownictwo i Architektura; 2014, 13, 2; 215-222
1899-0665
Pojawia się w:
Budownictwo i Architektura
Dostawca treści:
Biblioteka Nauki
Artykuł
Wyświetlanie 1-15 z 26

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