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Article

Olufikayo Aderinlewo and Gabriel Ayodele Alade

The behaviours of four indeterminate frame-support combinations namely Type I (with fixed supports), Type II (with pinned supports), Type III (with fixed-pinned supports…

Abstract

Purpose

The behaviours of four indeterminate frame-support combinations namely Type I (with fixed supports), Type II (with pinned supports), Type III (with fixed-pinned supports) and Type IV (with fixed-roller supports) frames under the exposure conditions and loads as existing on site were simulated. Two categories of these combinations (I and II) were studied namely single storey-single bay and multiple storey-single bay frames, as illustrated in the case studies treated. A procedure for determining the probability of failure at different sections along the frame types, the range between the probability of failure bounds and the reliability ratings of the frame types were developed based on the kinetic method of plastic moment analysis, minimum weight design method, piecewise method of moment analysis and first order-second moment (FOSM) methods. The analysis results of the Category I frames showed that the Type I frame was most reliable (with the lowest probability of failure range of 0.3269), while the Type II frame was least reliable (with the highest probability of failure range of 0.4918). These results were consistent with those of the Category II frames. The paper aims to discuss these issues.

Design/methodology/approach

Collapse mechanisms were generated for four frame-support types and the corresponding plastic moments were determined using both the kinematic plastic analyses and minimum weight design methods. The members were designed and the plastic moments were distributed at sections of constant interval along the frame length to generate corresponding envelopes. A similar process was carried out to determine the elastic moment variables due to the loads. The reliability index and the corresponding probability of failure at each frame section were determined. Then, the probabilities of failure bounds for the frames were then compared to determine the most reliable.

Findings

It was observed that there existed a wide margin between the elastic and plastic moments indicating that design of steel structures at the elastic limit does not take full advantage of its strength. Hence, the design can be carried out beyond the elastic limit and within the safety margin given in equation (3). However, the safety of the entire frame is assessed on the basis of range of values between the highest and the lowest probability of failure bounds. The lower this range is (not exceeding 0.5 or 50 per cent), the more reliable the frame is.

Research limitations/implications

The equations developed in this study can only be directly applied to multi storey-single bay frames. However, the reliability-based analysis and design procedure developed can be extended to other types of frames.

Practical implications

A practical approach for analysing steel frames with different supports with the overall goal of producing safe and economical designs has been developed and presented in this paper.

Originality/value

The procedure adopted is very original and can be backed up by existing literature. The piecewise method for analysing moments at various sections along a frame is also innovative. The whole concept can be adopted to determine the reliability of other types of frames such as multiple bay-multistorey frames with different support types.

Details

Journal of Engineering, Design and Technology, vol. 12 no. 1
Type: Research Article
ISSN: 1726-0531

Keywords

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Article

Yuan Fangyang and Chen Zhongli

The purpose of this paper is to develop new types of direct expansion method of moments (DEMM) by using the n/3th moments for simulating nanoparticle Brownian coagulation…

Abstract

Purpose

The purpose of this paper is to develop new types of direct expansion method of moments (DEMM) by using the n/3th moments for simulating nanoparticle Brownian coagulation in the free molecule regime. The feasibilities of new proposed DEMMs with n/3th moments are investigated to describe the evolution of aerosol size distribution, and some of the models will be applied to further simulation of physical processes.

Design/methodology/approach

The accuracy and efficiency of some kinds of methods of moments are mainly compared including the quadrature method of moments (QMOM), Taylor-expansion method of moments (TEMOM), the log-normal preserving method of moments proposed by Lee (LMM) and the derived DEMM in this paper. QMOM with 12 quadrature approximation points is taken as a reference to evaluate other methods.

Findings

The newly derived models, namely DEMM(4/3,4) and DEMM(2,6), as well as the previous DEMM(2,4), are considered to be qualified models due to their high accuracy and efficiency. They are confirmed to be valid and alternative models to describe the evolution of aerosol size distribution for particle dynamical process involving the n/3th moments.

Originality/value

The n/3th moments, which have clear physical interpretations when n stands for first several integers, are first introduced in the DEMM method for simulating nanoparticle Brownian coagulation in the free molecule regime.

Details

International Journal of Numerical Methods for Heat & Fluid Flow, vol. 25 no. 1
Type: Research Article
ISSN: 0961-5539

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Article

D.A.C. Nicholls

THE method which is to be outlined is not a new way of approaching continuous beam problems, it was first introduced in America by Professor Hardy Cross, and appears to be…

Abstract

THE method which is to be outlined is not a new way of approaching continuous beam problems, it was first introduced in America by Professor Hardy Cross, and appears to be little known in this country. It is felt that the method is much easier to handle than the normal approach to such problems by the Theorem of Three Moments. Engineers dealing with structural design will find it particularly useful, as a very good approximation to the bending moments at the supports can be obtained during the early stages of the work. The method will be helpful to the engineering student, in removing any doubts he may have in determining the directions of bending moments at the supports.

Details

Aircraft Engineering and Aerospace Technology, vol. 20 no. 4
Type: Research Article
ISSN: 0002-2667

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Article

Tirthankar Ghosh and Dilip Roy

The main purpose of this paper is to consider the role of discretization of random variables in analyzing statistical tolerancing, and to propose a new discretizing method

Abstract

Purpose

The main purpose of this paper is to consider the role of discretization of random variables in analyzing statistical tolerancing, and to propose a new discretizing method along with a study on its usefulness.

Design/methodology/approach

The approach for discretization of a continuous distribution is based on the concept of moment equalization with the original random variable, conditionally given a set of points of realization. For the purpose of demonstration the normal distribution has been discretized into seven points. Application of the discretization method in approximating the distribution/survival function of a complex system has also been studied. Numerical analysis on two important engineering items has been undertaken and the closeness between the values of the distribution/survival functions obtained by simulation and the proposed method has been examined to indicate the advantage of the proposed approach.

Findings

A comparative study with the earlier reported discretizing methods indicates that the proposed method, which is easy to implement, provides better results for most of the cases studied in this work.

Research limitations/implications

Using the proposed approach one can approximate the probability distribution of a complex system with random component values, which cannot be analytically expressed.

Practical implications

This paper is able to provide a new direction in reliability management research, because it can be used for product design of many important engineering items such as solid‐shaft, hollow cylinder, torsion bar, I‐beam etc.

Originality/value

This research gives a new linear method of discretization. It gives better results than the existing discretization methods of Experimental design, Moment equalization, and Discrete Concentration for reliability (survival probability) determination of solid‐shaft and power resistor.

Details

International Journal of Quality & Reliability Management, vol. 28 no. 2
Type: Research Article
ISSN: 0265-671X

Keywords

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Book part

Md. Nazmul Ahsan and Jean-Marie Dufour

Statistical inference (estimation and testing) for the stochastic volatility (SV) model Taylor (1982, 1986) is challenging, especially likelihood-based methods which are…

Abstract

Statistical inference (estimation and testing) for the stochastic volatility (SV) model Taylor (1982, 1986) is challenging, especially likelihood-based methods which are difficult to apply due to the presence of latent variables. The existing methods are either computationally costly and/or inefficient. In this paper, we propose computationally simple estimators for the SV model, which are at the same time highly efficient. The proposed class of estimators uses a small number of moment equations derived from an ARMA representation associated with the SV model, along with the possibility of using “winsorization” to improve stability and efficiency. We call these ARMA-SV estimators. Closed-form expressions for ARMA-SV estimators are obtained, and no numerical optimization procedure or choice of initial parameter values is required. The asymptotic distributional theory of the proposed estimators is studied. Due to their computational simplicity, the ARMA-SV estimators allow one to make reliable – even exact – simulation-based inference, through the application of Monte Carlo (MC) test or bootstrap methods. We compare them in a simulation experiment with a wide array of alternative estimation methods, in terms of bias, root mean square error and computation time. In addition to confirming the enormous computational advantage of the proposed estimators, the results show that ARMA-SV estimators match (or exceed) alternative estimators in terms of precision, including the widely used Bayesian estimator. The proposed methods are applied to daily observations on the returns for three major stock prices (Coca-Cola, Walmart, Ford) and the S&P Composite Price Index (2000–2017). The results confirm the presence of stochastic volatility with strong persistence.

Details

Topics in Identification, Limited Dependent Variables, Partial Observability, Experimentation, and Flexible Modeling: Part A
Type: Book
ISBN: 978-1-78973-241-2

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Article

Leslie P. Dudley

PROBLEMS relating to built‐in or rigid‐end members under transverse loading are frequently encountered by the aircraft engineer. In the following paper discussion of

Abstract

PROBLEMS relating to built‐in or rigid‐end members under transverse loading are frequently encountered by the aircraft engineer. In the following paper discussion of relevant theorems leads to the development of Clapeyron's Theorem of Three Moments. The latter is particularly valuable in, for example, estimating the crankshaft bearing loads in a non‐radial engine. Attention is also drawn to Wilson's method of solving continuous beam problems. This simple method produces results identical with those given by the Theorem of Three Moments and deserves wider recognition.

Details

Aircraft Engineering and Aerospace Technology, vol. 14 no. 11
Type: Research Article
ISSN: 0002-2667

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Article

Antonio Lanzotti and Amalia Vanacore

In this work, an efficient and easy statistical method to find an equivalent discrete distribution for a continuous random variable (r.v.) is proposed. The proposed method

Abstract

In this work, an efficient and easy statistical method to find an equivalent discrete distribution for a continuous random variable (r.v.) is proposed. The proposed method is illustrated by applying it to the treatment of the anthropometrical noise factors in the context of Robust Ergonomic Design (RED; Lanzotti 2006; Barone S. and Lanzotti A., 2007).

Details

Asian Journal on Quality, vol. 8 no. 3
Type: Research Article
ISSN: 1598-2688

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Book part

Tae-Seok Jang

This chapter analyzes the empirical relationship between the pricesetting/consumption behavior and the sources of persistence in inflation and output. First, a small-scale…

Abstract

This chapter analyzes the empirical relationship between the pricesetting/consumption behavior and the sources of persistence in inflation and output. First, a small-scale New-Keynesian model (NKM) is examined using the method of moment and maximum likelihood estimators with US data from 1960 to 2007. Then a formal test is used to compare the fit of two competing specifications in the New-Keynesian Phillips Curve (NKPC) and the IS equation, that is, backward- and forward-looking behavior. Accordingly, the inclusion of a lagged term in the NKPC and the IS equation improves the fit of the model while offsetting the influence of inherited and extrinsic persistence; it is shown that intrinsic persistence plays a major role in approximating inflation and output dynamics for the Great Inflation period. However, the null hypothesis cannot be rejected at the 5% level for the Great Moderation period, that is, the NKM with purely forward-looking behavior and its hybrid variant are equivalent. Monte Carlo experiments investigate the validity of chosen moment conditions and the finite sample properties of the chosen estimation methods. Finally, the empirical performance of the formal test is discussed along the lines of the Akaike's and the Bayesian information criterion.

Details

DSGE Models in Macroeconomics: Estimation, Evaluation, and New Developments
Type: Book
ISBN: 978-1-78190-305-6

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Book part

Sara Riscado

In this chapter we approach the estimation of dynamic stochastic general equilibrium models through a moments-based estimator, the empirical likelihood. We attempt to show…

Abstract

In this chapter we approach the estimation of dynamic stochastic general equilibrium models through a moments-based estimator, the empirical likelihood. We attempt to show that this inference process can be a valid alternative to maximum likelihood, which has been one of the preferred choices of the related literature to estimate these models. The empirical likelihood estimator is characterized by a simple setup and only requires knowledge about the moments of the data generating process of the model. In this context, we exploit the fact that these economies can be formulated as a set of moment conditions to infer on their parameters through this technique. For illustrational purposes, we consider a standard real business cycle model with a constant relative risk averse utility function and indivisible labor, driven by a normal technology shock.

Details

DSGE Models in Macroeconomics: Estimation, Evaluation, and New Developments
Type: Book
ISBN: 978-1-78190-305-6

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Article

J.J. HIGGINS and D.M. TICHENOR

Let f (x) be a probability density function. The problem of estimating the functional ∫f2(x) dx by the Method of Frequency Moments is considered. An expression for the…

Abstract

Let f (x) be a probability density function. The problem of estimating the functional ∫f2(x) dx by the Method of Frequency Moments is considered. An expression for the asymptotic mean squared error of the proposed estimator is given. The results are applied to the estimation of the reciprocal of the scale parameter in the Cauchy and Pareto distributions. An approximation for the bias in the Method of Frequency Moments is given, and a two step estimation procedure is discussed.

Details

Kybernetes, vol. 7 no. 3
Type: Research Article
ISSN: 0368-492X

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