1 / 8

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

DISCUSSION ON “ISSUES IN SIMULATION BASED RELIABILITY ASSESSMENT” by GEORGE R. FEGAN. PHOON KK, QUEK ST & HUANG SP. KARHUNEN-LOEVE EXPANSION. Potentially useful to simulate a wide range of second-order processes QUESTION: Can we do this cheaply on a PC?. LENGTH OF PROCESS.

dani
Download Presentation

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

An Image/Link below is provided (as is) to download presentation Download Policy: Content on the Website is provided to you AS IS for your information and personal use and may not be sold / licensed / shared on other websites without getting consent from its author. Content is provided to you AS IS for your information and personal use only. Download presentation by click this link. While downloading, if for some reason you are not able to download a presentation, the publisher may have deleted the file from their server. During download, if you can't get a presentation, the file might be deleted by the publisher.

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

More Related