Design of laterally loaded piles in clays based on cone penetration test data: a reliability-based approach

The behaviour of laterally loaded piles is considerably influenced by the uncertainties in soil properties. Hence probabilistic models for assessment of allowable lateral load are necessary. Cone penetration test (CPT) data are often used to determine soil strength parameters, whereby the allowable lateral load of the pile is computed. In the present study, the maximum lateral displacement and moment of the pile are obtained based on the coefficient of subgrade reaction approach, considering the nonlinear soil behaviour in undrained clay. The coefficient of subgrade reaction is related to the undrained shear strength of soil, which can be obtained from CPT data. The soil medium is modelled as a one-dimensional random field along the depth, and it is described by the standard deviation and scale of fluctuation of the undrained shear strength of soil. Inherent soil variability, measurement uncertainty and transformation uncertainty are taken into consideration. The statistics of maximum lateral deflection and moment are obtained using the first-order, second-moment technique. Hasofer-Lind reliability indices for component and system failure criteria, based on the allowable lateral displacement and moment capacity of the pile section, are evaluated. The geotechnical database from the Konaseema site in India is used as a case example. It is shown that the reliability-based design approach for pile foundations, considering the spatial variability of soil, permits a rational choice of allowable lateral loads.

Reliability Optimization using SLUMT

This paper is concerned with the reliability optimization of a spatially redundant system, subject to various constraints, by using nonlinear programming. The constrained optimization problem is converted into a sequence of unconstrained optimization problems by using a penalty function. The new problem is then solved by the conjugate gradient method. The advantages of this method are highlighted.

Performance reliability of high-maintenance systems

The time–history of the performance of a system is treated as a stochastic corrective process, in which deterioration due to aging is counteracted at brief maintenance checks. Using a diffusion approximation for the deterioration, simple models are proposed for describing maintenance either by component replacement or by performance restoration. Equilibrium solutions of the models show that the performance has a probability distribution with exponential tails: the uncritical use of Gaussians can grossly underestimate the probability of poor performance. The proposed models are supported by recent observational evidence on aircraft track-keeping errors, which are shown to follow the modified exponential distribution derived here. The analysis also brings out the relation between the deterioration characteristics of the system and the intensity of the maintenance effort required to achieve a given performance reliability.

Asymptotic analysis of option pricing in a Markov modulated market

We address asymptotic analysis of option pricing in a regime switching market where the risk free interest rate, growth rate and the volatility of the stocks depend on a finite state Markov chain. We study two variations of the chain namely, when the chain is moving very fast compared to the underlying asset price and when it is moving very slow. Using quadratic hedging and asymptotic expansion, we derive corrections on the locally risk minimizing option price.

EPR Evidence for Premonitory Charge-Ordering Fluctuations in Hydrothermally Grown Pr0.57Ca0.41Ba0.02MnO3 Nanowires

Electron paramagnetic resonance (EPR) and magnetic properties of nanowires of Pr0.57Ca0.41Ba0.02MnO3 (PCBMO) are studied and compared with those of the bulk material. PCBMO nanowires with diameter of 80-90 nm and length of similar to 3.5 mu m were synthesized by a low reaction temperature hydrothermal method and the bulk sample was prepared following a solid-state reaction route. The samples were characterized by X-ray diffraction, scanning electron microscopy and transmission electron microscopy. The bulk PCBMO manganite exhibits charge order at 230 K along with a ferromagnetic transition at 110 K. However, superconducting quantum interference device measurements on the PCBMO nanowires show a complete `melting' of charge ordering and a ferromagnetic transition at 115 K. This result is confirmed by the EPR intensity behavior as well. However, the EPR line width, which is reflective of the spin dynamics, shows a shallow minimum for nanowires at the temperature corresponding to the charge-ordering transition, i.e., 230 K. We interpret this result as an indication of the presence of charge-ordering fluctuations in the nanowires even though the static charge order is absent, thus heralding the occurrence of charge order in the bulk sample.

On-line Dynamic Security Assessment: Determination of Critical Transmission Lines

The main objective of on-line dynamic security assessment is to take preventive action if required or decide remedial action if a contingency actually occurs. Stability limits are obtained for different contingencies. The mode of instability is one of the outputs of dynamic security analysis. When a power system becomes unstable, it splits initially into two groups of generators, and there is a unique cutset in the transmission network known as critical cutset across which the angles become unbounded. The knowledge of critical cutset is additional information obtained from dynamic security assessment, which can be used for initiating preventive control actions, deciding emergency control actions, and adaptive out-of-step relaying. In this article, an analytical technique for the fast prediction of the critical cutset by system simulation for a short duration is presented. Case studies on the New England ten-generator system are presented. The article also suggests the applications of the identification of critical cutsets.

A Joint Source-Channel Coding Scheme for Transmission of Correlated Discrete Sources over a Gaussian Multiple Access Channel

We consider the problem of transmission of correlated discrete alphabet sources over a Gaussian Multiple Access Channel (GMAC). A distributed bit-to-Gaussian mapping is proposed which yields jointly Gaussian codewords. This can guarantee lossless transmission or lossy transmission with given distortions, if possible. The technique can be extended to the system with side information at the encoders and decoder.

Optimum Design of Bridge Abutments under Seismic Conditions: Reliability-Based Approach

The paper focuses on the reliability-based design optimization of gravity wall bridge abutments when subjected to active condition during earthquakes. An analytical study considering the effect of uncertainties in the seismic analysis of bridge abutments is presented. Planar failure surface has been considered in conjunction with the pseudostatic limit equilibrium method for the calculation of the seismic active earth pressure. Analysis is conducted to evaluate the external stability of bridge abutments when subjected to earthquake loads. Reliability analysis is used to estimate the probability of failure in three modes of failure viz. sliding failure of the wall on its base, overturning failure about its toe (or eccentricity failure of the resultant force) and bearing failure of foundation soil below the base of wall. The properties of backfill and foundation soil below the base of abutment are treated as random variables. In addition, the uncertainties associated with characteristics of earthquake ground motions such as horizontal seismic acceleration and shear wave velocity propagating through backfill soil are considered. The optimum proportions of the abutment needed to maintain the stability are obtained against three modes of failure by targeting various component and system reliability indices. Studies have also been made to study the influence of various parameters on the seismic stability.

An optimal weighted-average congestion based pricing scheme for enhanced QoS

Pricing is an effective tool to control congestion and achieve quality of service (QoS) provisioning for multiple differentiated levels of service. In this paper, we consider the problem of pricing for congestion control in the case of a network of nodes under a single service class and multiple queues, and present a multi-layered pricing scheme. We propose an algorithm for finding the optimal state dependent price levels for individual queues, at each node. The pricing policy used depends on a weighted average queue length at each node. This helps in reducing frequent price variations and is in the spirit of the random early detection (RED) mechanism used in TCP/IP networks. We observe in our numerical results a considerable improvement in performance using our scheme over that of a recently proposed related scheme in terms of both throughput and delay performance. In particular, our approach exhibits a throughput improvement in the range of 34 to 69 percent in all cases studied (over all routes) over the above scheme.

Link route pricing for enhanced QoS

Pricing is an effective tool to control congestion and achieve quality of service (QoS) provisioning for multiple differentiated levels of service. In this paper, we consider the problem of pricing for congestion control in the case of a network of nodes under multiple service classes. Our work draws upon [1] and [2] in various ways. We use the Tirupati pricing scheme in conjunction with the stochastic approximation based adaptive pricing methodology for queue control (proposed in [1]) for minimizing network congestion. However, unlike the methodology of [1] where pricing for entire routes is directly considered, we consider prices for individual link-service grade tuples. Further, we adapt the methodology proposed in [21 for a single-node scenario to the case of a network of nodes, for evaluating performance in terms of price, revenue rate and disutility. We obtain considerable performance improvements using our approach over that in [1]. In particular, our approach exhibits a throughput improvement in the range of 54 to 80 percent in all cases studied (over all routes) while exhibiting a lower packet delay in the range of 26 to 38 percent over the scheme in [1].

Optimum design of cantilever sheet pile walls in sandy soils using inverse reliability approach

In this paper an approach for obtaining depth and section modulus of the cantilever sheet pile wall using inverse reliability method is described. The proposed procedure employs inverse first order reliability method to obtain the design penetration depth and section modulus of the steel sheet pile wall in order that the reliability of the wall against failure modes must meet a desired level of safety. Sensitivity analysis is conducted to assess the effect of uncertainties in design parameters on the reliability of cantilever sheet pile walls. The analysis is performed by treating back fill soil properties, depth of the water table from the top of the sheet pile wall, yield strength of steel and section modulus of steel pile as random variables. Two limit states, viz., rotational and flexural failure of sheet pile wall are considered. The results using this approach are used to develop a set of reliability based design charts for different coefficients of variation of friction angle of the backfill (5%, 10% and 15%). System reliability considerations in terms of series and parallel systems are also studied.

Performance of Quantized Equal Gain Transmission With Noisy Feedback Channels

In this paper, new results and insights are derived for the performance of multiple-input, single-output systems with beamforming at the transmitter, when the channel state information is quantized and sent to the transmitter over a noisy feedback channel. It is assumed that there exists a per-antenna power constraint at the transmitter, hence, the equal gain transmission (EGT) beamforming vector is quantized and sent from the receiver to the transmitter. The loss in received signal-to-noise ratio (SNR) relative to perfect beamforming is analytically characterized, and it is shown that at high rates, the overall distortion can be expressed as the sum of the quantization-induced distortion and the channel error-induced distortion, and that the asymptotic performance depends on the error-rate behavior of the noisy feedback channel as the number of codepoints gets large. The optimum density of codepoints (also known as the point density) that minimizes the overall distortion subject to a boundedness constraint is shown to be the same as the point density for a noiseless feedback channel, i.e., the uniform density. The binary symmetric channel with random index assignment is a special case of the analysis, and it is shown that as the number of quantized bits gets large the distortion approaches the same as that obtained with random beamforming. The accuracy of the theoretical expressions obtained are verified through Monte Carlo simulations.

Reliability Analysis of Torsional MEMS Varactor

This paper discusses reliability issues in torsional MEMS varactor. Self-actuation due to high ac signals is analyzed, and solutions are proposed. The mode of failure at high actuation voltages is analyzed and established through experiments. Issues like stiction due to high voltages and effect of high residual stress are studied experimentally.

Target reliability based design optimization of anchored cantilever sheet pile walls

In this study, the stability of anchored cantilever sheet pile wall in sandy soils is investigated using reliability analysis. Targeted stability is formulated as an optimization problem in the framework of an inverse first order reliability method. A sensitivity analysis is conducted to investigate the effect of parameters influencing the stability of sheet pile wall. Backfill soil properties, soil - steel pile interface friction angle, depth of the water table from the top of the sheet pile wall, total depth of embedment below the dredge line, yield strength of steel, section modulus of steel sheet pile, and anchor pull are all treated as random variables. The sheet pile wall system is modeled as a series of failure mode combination. Penetration depth, anchor pull, and section modulus are calculated for various target component and system reliability indices based on three limit states. These are: rotational failure about the position of the anchor rod, expressed in terms of moment ratio; sliding failure mode, expressed in terms of force ratio; and flexural failure of the steel sheet pile wall, expressed in terms of the section modulus ratio. An attempt is made to propose reliability based design charts considering the failure criteria as well as the variability in the parameters. The results of the study are compared with studies in the literature.

Reliability assessment of internal stability of reinforced soil structures: A pseudo-dynamic approach

A methodology for reliability based optimum design of reinforced soil structures subjected to horizontal and vertical sinusoidal excitation based on pseudo-dynamic approach is presented. The tensile strength of reinforcement required to maintain the stability is computed using logarithmic spiral failure mechanism. The backfill soil properties, geometric and strength properties of reinforcement are treated as random variables. Effects of parameters like soil friction angle, horizontal and vertical seismic accelerations, shear and primary wave velocities, amplification factors for seismic acceleration on the component and system probability of failures in relation to tension and pullout capacities of reinforcement have been discussed. In order to evaluate the validity of the present formulation, static and seismic reinforcement force coefficients computed by the present method are compared with those given by other authors. The importance of the shear wave velocity in the estimation of the reliability of the structure is highlighted. The Ditlevsen's bounds of system probability of failure are also computed by taking into account the correlations between three failure modes, which is evaluated using the direction cosines of the tangent planes at the most probable points of failure. (c) 2009 Elsevier Ltd. All rights reserved.