A method for estimating rainflow fatigue damage of narrowband non-Gaussian random loadings

2014 ◽  
Vol 228 (14) ◽  
pp. 2459-2468 ◽  
Author(s):  
HW Cheng ◽  
JY Tao ◽  
X Chen ◽  
Y Jiang
Keyword(s):  
Fatigue Damage ◽  
Fourth Order ◽  
Analytical Solutions ◽  
Estimation Methods ◽  
Accurate Estimation ◽  
Damage Estimation ◽  
Random Loading ◽  
New Approach ◽  
Computational Errors ◽  
Non Gaussian

We describe efforts to improve the accuracy of fatigue damage estimation methods of narrowband non-Gaussian random loading. The available analytical solutions are reviewed and briefly summarized, and the reasons for the occurrence of computational errors during nonlinear transformation-based methods are determined. The computational errors are mainly due to inconsistencies in the statistical moments above fourth order. A new approach is proposed for the evaluation of rainflow fatigue damage. This approach avoids the problem of transformation-based methods and provides accurate estimation for fatigue damage of narrowband leptokurtic non-Gaussian random loading. Additionally, the applicability of the proposed method to Gaussian random loading is investigated. Finally, two examples are carried out and comparisons are made to more commonly used methods to demonstrate the capabilities and brevity of the proposed algorithm.

Estimation of Cumulative Fatigue Damage Under Random Loading

1976 ◽  
Vol 98 (1) ◽  
pp. 348-353 ◽  
Author(s):  
A. K. Abu-Akeel
Keyword(s):  
Fatigue Damage ◽  
Computation Time ◽  
Straight Line Segment ◽  
Computer Applications ◽  
Accurate Estimation ◽  
Random Loading ◽  
Structural Element ◽  
Load Curve ◽  
Straight Line ◽  
Cumulative Fatigue Damage

A method is presented that leads to accurate estimation of the cumulative fatigue damage incurred in a randomly loaded structural element when loading is given in the form of spectral density load, or stress, plots. The load plots are here approximated by a series of straight lines and a closed formula is obtained to yield the damage incurred by the load within each straight line segment. The method avoids the errors that result from human misjudgment in the commonly used curve-stepping approach. It is also adaptable for computer applications and can be incorporated in a stress calculation program to save on computation time. In comparison to curve stepping, five straight-line segments may give the same accuracy as a hundred curve steps. This contrast, however, depends on the degree of irregularity of the load curve.

Spectral and Cycle-Counting Fatigue Damage Estimation Methods for Steel Catenary Risers

2008 ◽  
Author(s):  
Thomas L. Power ◽  
Dilip R. Maniar ◽  
David L. Garrett ◽  
Ed H. Phifer ◽  
John P. Vogiatzis
Keyword(s):  
Fatigue Damage ◽  
Estimation Methods ◽  
Damage Estimation ◽  
Steel Catenary Risers

Spectral and Cycle-Counting Fatigue Damage Estimation Methods for Steel Catenary Risers

2009 ◽  
Vol 4 (04) ◽  
pp. 106-123 ◽  
Author(s):  
Thomas L. Power ◽  
Dilip R. Maniar ◽  
David L. Garrett ◽  
Ed H. Phifer ◽  
John P. Vogiatzis
Keyword(s):  
Fatigue Damage ◽  
Estimation Methods ◽  
Damage Estimation ◽  
Steel Catenary Risers

Learning for infinitely divisible GARCH models in option pricing

2020 ◽  
Vol 0 (0) ◽  
Author(s):  
Fumin Zhu ◽  
Michele Leonardo Bianchi ◽  
Young Shin Kim ◽  
Frank J. Fabozzi ◽  
Hengyu Wu
Keyword(s):  
Option Pricing ◽  
Stock Returns ◽  
Bayesian Learning ◽  
Space Structure ◽  
Estimation Methods ◽  
Garch Models ◽  
Learning Approaches ◽  
Infinitely Divisible ◽  
Asymmetric Garch ◽  
Non Gaussian

AbstractThis paper studies the option valuation problem of non-Gaussian and asymmetric GARCH models from a state-space structure perspective. Assuming innovations following an infinitely divisible distribution, we apply different estimation methods including filtering and learning approaches. We then investigate the performance in pricing S&P 500 index short-term options after obtaining a proper change of measure. We find that the sequential Bayesian learning approach (SBLA) significantly and robustly decreases the option pricing errors. Our theoretical and empirical findings also suggest that, when stock returns are non-Gaussian distributed, their innovations under the risk-neutral measure may present more non-normality, exhibit higher volatility, and have a stronger leverage effect than under the physical measure.

Spectral analysis of sine-sweep vibration: A fatigue damage estimation method

2021 ◽  
Vol 157 ◽  
pp. 107698
Author(s):  
M. Palmieri ◽  
F. Cianetti ◽  
G. Zucca ◽  
G. Morettini ◽  
C. Braccesi
Keyword(s):  
Spectral Analysis ◽  
Fatigue Damage ◽  
Estimation Method ◽  
Damage Estimation ◽  
Sine Sweep

scholarly journals DETERMINING SOURCE CUMULANTS IN FEMTOSCOPY WITH GRAM–CHARLIER AND EDGEWORTH SERIES

2011 ◽  
Vol 26 (24) ◽  
pp. 1771-1782 ◽  
Author(s):  
H. C. EGGERS ◽  
M. B. DE KOCK ◽  
J. SCHMIEGEL
Keyword(s):  
Central Limit Theorem ◽  
Limit Theorem ◽  
Central Limit ◽  
Fourth Order ◽  
Momentum Space ◽  
Crucial Role ◽  
Gaussian Distributions ◽  
Edgeworth Series ◽  
The Central Limit Theorem ◽  
Non Gaussian

Lowest-order cumulants provide important information on the shape of the emission source in femtoscopy. For the simple case of noninteracting identical particles, we show how the fourth-order source cumulant can be determined from measured cumulants in momentum space. The textbook Gram–Charlier series is found to be highly inaccurate, while the related Edgeworth series provides increasingly accurate estimates. Ordering of terms compatible with the Central Limit Theorem appears to play a crucial role even for non-Gaussian distributions.

scholarly journals Collective Losses of Low Power Cage Induction Motors—A New Approach

Energies ◽  
2021 ◽  
Vol 14 (6) ◽  
pp. 1749
Author(s):  
Elzbieta Szychta ◽  
Leszek Szychta
Keyword(s):  
Control System ◽  
Experimental Studies ◽  
Complex Problem ◽  
Accurate Estimation ◽  
New Approach ◽  
Water Pumping ◽  
Efficiency Control ◽  
Interacting Systems ◽  
Cage Induction Motor ◽  
Selection Of

Energy efficiency of systems of water pumping is a complex problem since efficiency of two distinct interacting systems needs to be combined: water and power supply. This paper introduces a non-intrusive method of calculating the so-called “collective losses” of a cage induction motor. The term “collective losses”, which the authors define, allows for accurate estimation of motor efficiency. Control system of a pump determines operating point of a pumping station, and thus its efficiency. General estimated performance characteristics of a motor, components of a control system, are assumed to serve selection of a range of pumping speed variations. Rotational speed has a direct effect on motor load torque, pump power and head, and thus on motor performance. Hellwig’s statistical method was used to specify characteristics of estimated collective losses on the basis of experimental studies of 21 motors rated at up to 2.2 kW. The results of simulations and experiments are used to verify validity and efficiency of the suggested method. The method is non-intrusive, simple to use, and requires minimum data.

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