A Stochastic Approximation Algorithm for Quantile Estimation

In this paper, we present two new stochastic approximation algorithms for the problem of quantile estimation. The algorithms uses the characterization of the quantile provided in terms of an optimization problem in 1]. The algorithms take the shape of a stochastic gradient descent which minimizes the optimization problem. Asymptotic convergence of the algorithms to the true quantile is proven using the ODE method. The theoretical results are also supplemented through empirical evidence. The algorithms are shown to provide significant improvement in terms of memory requirement and accuracy.

Simulations and Experiments of Stochastic Characteristics for Collective Short Fatigue Cracks in Steels

Stochastic characteristics prevail in the process of short fatigue crack progression. This paper presents a method taking into account the balance of crack number density to describe the stochastic behaviour of short crack collective evolution. The results from the simulation illustrate the stochastic development of short cracks. The experiments on two types of steels show the random distribution for collective short cracks with the number of cracks and the maximum crack length as a function of different locations on specimen surface. The experiments also give the variation of total number of short cracks with fatigue cycles. The test results are consistent with numerical simulations.

Stochastic Structural Model of Rock and Soil Aggregates by Continuum-Based Discrete Element Method

This paper first presents a stochastic structural model to describe the random geometrical features of rock and soil aggregates. The stochastic structural model uses mixture ratio, rock size and rock shape to construct the microstructures of aggregates,and introduces two types of structural elements (block element and jointed element) and three types of material elements (rock element, soil element, and weaker jointed element)for this microstructure. Then, continuum-based discrete element method is used to study the deformation and failure mechanism of rock and soil aggregate through a series of loading tests. It is found that the stress-strain curve of rock and soil aggregates is nonlinear, and the failure is usually initialized from weaker jointed elements. Finally, some factors such as mixture ratio, rock size and rock shape are studied in detail. The numerical results are in good agreement with in situ test. Therefore, current model is effective for simulating the mechanical behaviors of rock and soil aggregates.

Influence of stochastic mesoscopic structure on macroscopic mechanical behavior of brittle material

A newly developed numerical code, MFPA(2D) (Material Failure Process Analysis), is applied to study the influence of stochastic mesoscopic structure on macroscopic mechanical behavior of rock-like materials. A set of uniaxial compression tests has been numerically studied with numerical specimens containing pre-existing crack-like flaw. The numerical results reveal the influence of random mesoscopic structure on failure process of brittle material, which indicates that the variation of failure mode is strongly sensitive to the local disorder feature of the specimen. And the patterns of the crack evolution in the specimens are very different from each other due to the random mesoscopic structure in material. The results give a good explanation for various kinds of fracture modes and peak strength variation observed in laboratory studies with specimens made from the same rock block being statistically homogenous in macro scale. In addition, the evolution of crack is more complicated in heterogeneous cases than in homogeneous cases.

Statistical and stochastic description of microvoid evolution observed in dynamic failure of ductile materials

A brief review is presented of statistical approaches on microdamage evolution. An experimental study of statistical microdamage evolution in two ductile materials under dynamic loading is carried out. The observation indicates that there are large differences in size and distribution of microvoids between these two materials. With this phenomenon in mind, kinetic equations governing the nucleation and growth of microvoids in nonlinear rate-dependent materials are combined with the balance law of void number to establish statistical differential equations that describe the evolution of microvoids' number density. The theoretical solution provides a reasonable explanation of the experimentally observed phenomenon. The effects of stochastic fluctuation which is influenced by the inhomogeneous microscopic structure of materials are subsequently examined (i.e. stochastic growth model). Based on the stochastic differential equation, a Fokker-Planck equation which governs the evolution of the transition probability is derived. The analytical solution for the transition probability is then obtained and the effects of stochastic fluctuation is discussed. The statistical and stochastic analyses may provide effective approaches to reveal the physics of damage evolution and dynamic failure process in ductile materials.

A theoretical analysis on stochastic behaviour of short cracks and fatigue damage of metals

In this paper, the closed form of solution to the stochastic differential equation for a fatigue crack evolution system is derived. and the relationship between metal fatigue damage and crack stochastic behaviour is investigated. It is found that the damage extent of metals is independent of crack stochastic behaviour ii the stochastic deviation of the crack growth rate is directly proportional to its mean value. The evolution of stochastic deviation of metal fatigue damage in the stage close to the transition point between short and long crack regimes is also discussed.

A stochastic jump and deterministic dynamics model of impact failure evolution with rate effect

Motivated by the observation of the rate effect on material failure, a model of nonlinear and nonlocal evolution is developed, that includes both stochastic and dynamic effects. In phase space a transitional region prevails, which distinguishes the failure behavior from a globally stable one to that of catastrophic. Several probability functions are found to characterize the distinctive features of evolution due to different degrees of nucleation, growth and coalescence rates. The results may provide a better understanding of material failure.