DISCUSSION ON “ISSUES IN SIMULATION BASED RELIABILITY ASSESSMENT” by GEORGE R. FEGAN - PowerPoint PPT Presentation

slide1 n.
Download
Skip this Video
Loading SlideShow in 5 Seconds..
DISCUSSION ON “ISSUES IN SIMULATION BASED RELIABILITY ASSESSMENT” by GEORGE R. FEGAN PowerPoint Presentation
Download Presentation
DISCUSSION ON “ISSUES IN SIMULATION BASED RELIABILITY ASSESSMENT” by GEORGE R. FEGAN

play fullscreen
1 / 8
DISCUSSION ON “ISSUES IN SIMULATION BASED RELIABILITY ASSESSMENT” by GEORGE R. FEGAN
90 Views
Download Presentation
dani
Download Presentation

DISCUSSION ON “ISSUES IN SIMULATION BASED RELIABILITY ASSESSMENT” by GEORGE R. FEGAN

- - - - - - - - - - - - - - - - - - - - - - - - - - - E N D - - - - - - - - - - - - - - - - - - - - - - - - - - -
Presentation Transcript

  1. DISCUSSION ON “ISSUES IN SIMULATION BASED RELIABILITY ASSESSMENT” by GEORGE R. FEGAN PHOON KK, QUEK ST & HUANG SP

  2. KARHUNEN-LOEVE EXPANSION Potentially useful to simulate a wide range of second-order processes QUESTION: Can we do this cheaply on a PC?

  3. LENGTH OF PROCESS Eigensolutions are functions of length of process Need more K-L terms for long process a/b = 5 a/b = 10

  4. COVARIANCE MODEL Eigenvalues decrease faster for “smooth” covariance model Need more K-L terms otherwise

  5. PRACTICAL PROBLEM are solutions of the homogenous Fredholm integral equation of the second kind • Difficult to solve ACCURATELY & CHEAPLY • Need LOTS OF THEM

  6. WAVELET SCHEME f8 f9 f10

  7. NON-GAUSSIAN PROCESS • Can modify K-L expansion to get non-Gaussian distribution • Tail does not match well in some cases Brown-bridge Lognormal Beta

  8. CONCLUSIONS • K-L has practical potential for simulation • Can address wide range of second-order processes • But may need lots of eigensolutions to be accurate • Non-Gaussian processes possible but not perfect