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Language：English   Publishing type：Research paper (international conference proceedings)   Publisher：Springer International Publishing  

DOI： 10.1007/978-3-319-97773-7_125

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Language：Japanese   Publishing type：Research paper (scientific journal)   Publisher：The Society of Materials Science, Japan  

A theoretical approach for estimating a probability distribution of damage degree of tunnel concrete liners in Hokkaido area is developed. First, a probability density function theoretically derived from a Poisson model describing random deterioration processes of tunnel concrete liners is compared with a frequency distribution of actual damage degree data. Next, in order to improve the approximation in the range of large damage degree, a concept of double-mode model is newly introduced into the Poisson model based upon a result of analysis on physical structure of temporal growth of damage degree. Finally, it is clari.ed that the double-mode Poisson model can give quite accurate estimation for tail properties associated with the probability distribution of damage degree. Further, it is shown that the proposed double-mode model can well reproduce temporal variation of the damage degree distribution.

DOI： 10.2472/jsms.65.275

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Other Link： https://jlc.jst.go.jp/DN/JLC/20022439787?from=CiNii

Language：Japanese   Publishing type：Research paper (scientific journal)  

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Language：English   Publishing type：Research paper (international conference proceedings)   Publisher：CRC PRESS-TAYLOR & FRANCIS GROUP  

This paper focus on the damage prediction for the optimal inspection schedule plan. The probabilistic model for a describing temporal variation of the damage accumulation is employed to estimate the future state of the tunnel lining concrete. Then, the preventive maintenance is implemented such as inspection and maintenance cycle.

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Language：Japanese   Publishing type：Research paper (scientific journal)   Publisher：The Society of Materials Science, Japan  

A fast Monte Carlo simulation scheme is newly developed for reliability analyses based upon a probabilistic model describing random fatigue crack growth driven by a noise of Poisson type. The proposed simulation scheme is based upon a probability measure transformation available for Lévy processes, which realizes an importance sampling principle so that very small probability of failure can be accurately estimated with small size of generated samples. First, a random differential equation is formulated for describing random fatigue crack growth by introducing a temporally inhomogeneous compound Poisson process as a driving noise. Next, a probability measure transformation for temporally homogeneous compound Poisson processes is applied to the random fatigue crack growth model by the use of a transformation technique of a time variable, which leads to a Monte Carlo simulation scheme realizing the importance sampling principle. Finally, through some numerical examples, it is clarified that the proposed simulation scheme can give accurate estimations for probability of fatigue failure with quite small sample size.

DOI： 10.2472/jsms.64.184

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Other Link： https://jlc.jst.go.jp/DN/JLC/20007672802?from=CiNii

Language：English   Publishing type：Research paper (scientific journal)   Publisher：Science Council of Japan  

A new probabilistic model describing temporally random damage accumulation of tunnel concrete linings is proposed, in which independent two compound Poisson processes are used for (i) accumulation of daily small damages and (ii) accumulation of large damages due to severe frost damages, earth-quakes or other unusual phenomena. The model is based upon a random differential equation of Itô type driven by the two compound Poisson processes, whose solution and statistical moments are analytically derived. It is clarified that the proposed model can reproduce damage accumulation processes whose statistical tendency shows good agreement with actual damage data.

DOI： 10.11345/nctam.62.149

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Language：Japanese   Publishing type：Research paper (scientific journal)  

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Language：English   Publishing type：Research paper (international conference proceedings)   Publisher：CRC PRESS-TAYLOR & FRANCIS GROUP  

In this paper, we propose a new probabilistic model for describing temporal variation of damage accumulation in concrete tunnel lining under the effect of low temperature and snow in cold latitudes. The proposed model is based upon a stochastic differential equation driven by a Poisson white noise, whose solution process represents a damage accumulation. Further, we discuss an optimal repair strategy for the damage accumulation model by the use of the well-known stochastic control theory.

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Language：English   Publishing type：Research paper (scientific journal)   Publisher：The Japan Society of Mechanical Engineers  

We develop an importance sampling simulation scheme for estimating extremely small probability of level exceedance with respect to a nonlinear oscillating systems driven by a stationary random noise, where we use a probability measure transformation technique for constructing a simulation scheme based upon the Maruyama-Girsanov theorem. First, a system of Itô random differential equations and the related level exceedance are formulated, where the system nonlinearity is incorporated in terms of a nonlinear restoring force based upon the Masing rule. Next, an importance sampling simulation scheme is constructed, in which the optimal selection of the importance sampling measure is newly proposed. Finally, we give some numerical examples to demonstrate the efficiency of the proposed scheme and quantitatively examine effects of model parameters as well as the nonlinearity.

DOI： 10.1299/jsdd.4.524

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Language：English   Publishing type：Research paper (scientific journal)   Publisher：ELSEVIER SCI LTD  

We develop an importance sampling simulation scheme for estimating an extremely small probability of system failure with respect to a time-dependent stochastic system excited by stationary random noise having a specified power spectrum. First, we construct a system of random differential equations driven by a Wiener process, which can approximately give such a stationary random noise by the use of an extended version of the well-known Ornstein-Uhlenbeck process. Next, we Suppose a stochastic response system driven by the constructed stationary random noise. Next, formulating the probability of system failure, we give an importance sampling scheme through the probability measure transformation based upon the Girsanov theorem, where multi design times are introduced to cope with stationary or almost stationary behavior of the system. Finally, we give numerical examples to demonstrate the efficiency of the proposed scheme. (C) 2009 Elsevier Ltd. All rights reserved.

DOI： 10.1016/j.probengmech.2009.03.004

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Language：English   Publishing type：Research paper (international conference proceedings)   Publisher：TAYLOR & FRANCIS LTD  

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Language：English   Publishing type：Research paper (international conference proceedings)   Publisher：TAYLOR & FRANCIS LTD  

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Language：Japanese   Publishing type：Research paper (scientific journal)   Publisher：Society of Materials Science Japan  

A new probabilistic model describing the fatigue crack growth with retardation due to random overloads is developed. First, a crack growth equation is formulated based upon the Elber law, where a concept of retardation factor is introduced to quantify the retardation effect. Next, a new approach is discussed for describing the temporal variation of the retardation factor by the use of a system of differential equations. The validity of the obtained crack growth model is then shown by comparing with experimental results by McMaster et. al. Next, the discussion is made on an extension of the proposed crack growth model to a probabilistic model, in which the overload process is mathematically modeled as a compound Poisson process to describe the random property associated with loading times as well as stress of overloads. The proposed probabilistic model takes a form of a system of random differential equations of Itô type driven by the compound Poisson process. Finally, numerical demonstration is carried out for generating crack growth samples based upon the proposed model.

DOI： 10.2472/jsms.53.57

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As the deregulation of electric business proceeds, it is important to analyze the distributions of prices in the power market. In this paper, we analyze the nodal prices of the PJM market, which is representative of power markets in the US. First, we verify Weibull's property of the distribution of nodal prices. Then we verify Poisson's property of the interval of loss process. © 2004, The Institute of Electrical Engineers of Japan. All rights reserved.

DOI： 10.1541/ieejeiss.124.570

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Language：English   Publishing type：Research paper (scientific journal)  

From an investment or long-term point of view, it is important to grasp the values of power units. The biggest difference between regulated and deregulated industry is price volatilities which leads to the volatilities of value. As is already known, power unit can be considered to be an option which actually means we can get high benefit from high volatility. Firstly, we introduce a basic idea to evaluate the values of power units in chapter2, 3. In chapter 4, we show some figures to explain the affection of the base price curve to the unit value. Then, we mention the sensibilities of power unit's parameters. © 2004, The Institute of Electrical Engineers of Japan. All rights reserved.

DOI： 10.1541/ieejeiss.124.542

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Language：English   Publishing type：Research paper (international conference proceedings)   Publisher：MILLPRESS SCIENCE PUBLISHERS  

We apply an importance sampling simulation technique to risk models in insurance theory by giving attention to some analogous features between the insurance theory and the reliability analysis. First, expressing the risk as probability of ruin, we formulate it based upon the so-called Cramer-Lundberg model. Next, by the use of the Girsanov-Meyer theorem, we construct an importance sampling simulation scheme through a transformation of the probability measure. Finally, we give some numerical examples to show the efficiency of the proposed simulation scheme, which tells us that the proposed scheme works quite well for estimating extremely small probability of ruin. Further, a simple discussion is made on an application to a maintenance-scheduling problem.

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Language：English   Publishing type：Research paper (scientific journal)  

As the deregulation of electric business proceeds, each company needs to construct a risk hedging system. So far many companies have not been taking much care of this sufficiently. In this paper, we address the nodal price hedge issue. Most companies have risks for the nodal prices which tend to be highly volatile. There's almost no doubt that such a company actually needs hedge products to make profits stable. We suggest the usage of FTR for this purpose. First, we briefly note the mechanisms of nodal price in PJM market and FTR, and suggest the mathematical formulations. Then we show some numerical examples and discuss our findings. © 2003, The Institute of Electrical Engineers of Japan. All rights reserved.

DOI： 10.1541/ieejeiss.123.11

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Language：Japanese   Publishing type：Research paper (scientific journal)   Publisher：Society of Materials Science Japan  

A new probabilistic model describing the random fatigue crack growth is proposed based upon a spatially random differential equation driven by a random field. First, a basic equation to describe the random crack growth is formulated as a system of spatially random differential equations by modeling the random propagation resistance in the well-known Paris law as a homogeneous random field. The probability of failure against the fatigue crack growth is then formulated as a functional integral form by the use of its solution. Next, validity of the proposed model is quantitatively verified by comparing with statistical experimental data reported by Ichikawa et.al. Next, an importance sampling simulation scheme is constructed by the use of the Girsanov theorem to make an efficient esimtation for the probability of failure. A numerical example is finally given, which shows that the proposed simulation scheme can give accurate estimation for extremely small probability of failure.

DOI： 10.2472/jsms.50.26

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Language：Japanese   Publishing type：Research paper (scientific journal)  

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Language：English   Publishing type：Research paper (international conference proceedings)   Publisher：INT SOC SCI APPL TECHNOL  

This paper proposes a new software reliability assessment model which describes nonlinear state dependency of software debugging processes. Most of all software reliability growth models which have been proposed up to the present treat the event of fault-detection in the testing and operational phase of software development as a counting process. For example, since NHPP (nonhomogeneous Poisson process) models for software reliability assessment are discrete state space models, they cannot describe the nonlinear state dependency of the software debugging process without representing the nonlinearity in the mean value functions of NHPP models. In order to model this nonlinearity as a stochastic process itself, we propose a stochastic process model based on a stochastic differential equation of Ito type, and derive several quantitative measures for software reliability assessment. The estimation method of unknown parameters is also presented.

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Stochastic response of a random shear beam with viscous damping is theoretically investigated by the use of a spatially random differential equation. First, a partial differential equation describing the spatial-temporal variation of the shear response of the beam is randomized by taking into account the spatially random variation of its shear modulus, which is mathematically modeled as a homogeneous random field. Next, its stationary solution with boundary conditions is formulated by introducing a random differential equation for a transfer matrix. Further, an approximate solution is derived by the use of a perturbation technique. Finally, probabilistic properties associated with the maximum response are numerically examined. The numerical result shows that the variance of the maximum response near the resonance frequency is reduced owing to the effect of random mode coupling. © 2000, The Japan Society of Mechanical Engineers. All rights reserved.

DOI： 10.1299/kikaic.66.2158

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Language：English   Publishing type：Research paper (scientific journal)   Publisher：SCRIPTA TECHNICA-JOHN WILEY & SONS  

Soft decision decoding is a decoding method which can cut the decoding error probability as compared with hard decision decoding by utilizing the channel measurement information effectively. In this paper, a new soft decision decoding method by which decoding operations can be efficiently carried out by utilizing the hierarchy of linear block codes is proposed. In addition, an improved algorithm which can reduce significantly the maximum computational complexity is also proposed. The proposed decoding algorithm utilizing the hierarchical structure of codes is a decoding method by which decoding is carried out sequentially from codes with high coding rates or codes of higher hierarchy in the inclusion order, and soft decision decoding can be efficiently carried out by utilizing a number of classes of codes having inclusion relationships in a manner which is superior to Chase algorithm 2 in the decoding error probability and the computational complexity for decoding. Computer simulation results confirm that the proposed algorithm realizes decoding error probability characteristics close to those of the maximum likelihood decoding method and that decoding can be carried out efficiently at a lower computational complexity than Chase algorithm 2 when the SNR is large. In addition, the improved algorithm which can reduce significantly the maximum computational complexity can realize decoding error probability characteristics close to those of the maximum likelihood decoding method on practical communication channels with relatively large SNR. (C) 1999 Scripta Technica.

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Language：Japanese   Publishing type：Research paper (scientific journal)  

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Language：Japanese   Publisher：THE INSTITUTE OF SYSTEMS, CONTROL AND INFORMATION ENGINEERS (ISCIE)  

In this paper, we discuss the pricing of stock index options. Under a generalized assumption that the underlying individual stock price which is an element of the stock index follows a semi-martingale process with correrlation, we derive the partial differential equation which the corresponding European stock index option prices satisfy. More precisely, we calculate the respective equilibrium prices for the value line index (VLI) option and the average stock index (ASI) option analytically and numerically. Finally, we perform the sensitivity analysis of model parameters in the option prices and the position analysis. Throughout numerical examples, it is shown quantitatively that the correlation for underlying assets is one of the most important factors to price stock index options.

DOI： 10.5687/iscie.12.379

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Other Link： https://jlc.jst.go.jp/DN/JALC/00384758979?from=CiNii

Language：English   Publishing type：Research paper (scientific journal)   Publisher：ELSEVIER SCI LTD  

Optimal inspection time for random fatigue crack growth is theoretically investigated based upon cost-minimization, using a diffusive crack growth model. The optimal inspection time is defined so as to minimize the expected total cost expended up to the assessment time, at which the effect of an inspection is quantified. Assuming that (i) only one inspection is done up to the assessment time, and (ii) the component is immediately replaced if a crack is detected by the inspection, we formulate the expected total cost by the use of the diffusive crack growth model, where randomness associated with the material inhomogeneity, the initial crack length and crack-detection is taken into analysis. Through numerical calculations, we derive the optimal inspection time as well as the optimal expected cost. Finally, we perform parameter sensitivity analyses, and discuss the optimal selection of the assessment time. (C) 1997 Published by Elsevier Science Ltd.

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Language：English   Publishing type：Research paper (scientific journal)   Publisher：ELSEVIER SCIENCE SA LAUSANNE  

Thermal fatigue crack growth in a fast breeder reactor is theoretically investigated with the aid of probabilistic fracture mechanics (PFM) under the conditions that (i) the temperature variation is a narrow-band stationary process and (ii) the crack grows owing only to the peak stress variation. First, a statistical property of residual life of the component with single crack is derived in an analytical form with the aid of an extended Markov approximation method, which is an efficient mathematical technique in PFM. Next, discussion is carried out on the generalization of the primitive model to the case with plural cracks, where a stress relaxation factor is introduced to express a stress intensity factor of each crack. Finally, a numerical example is shown to examine the quantitative behavior of the component's residual life, and sensitivity analysis is performed with respect to some model parameters.

DOI： 10.1016/0029-5493(95)01112-9

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Language：English   Publishing type：Research paper (scientific journal)   Publisher：ELSEVIER SCIENCE BV  

In this paper, we discuss an alternative growth versus security tradeoff in the portfolio decision problem. Especially, the criteria of optimality in the stopping rule profile and the wealth profile suggested by MacLean, Ziemba and Blazenko are reconsidered and modified by taking account of a finite horizon of investment and the financial agent's goal seeking behavior, respectively. The three alternative growth and security profiles are investigated and numerically compared with earlier ones. Finally, we show that Kelly strategy is not always good and that the bold strategy is attractive for some criteria rather than Kelly strategy. Moreover, we also refer to the effect of the initial endowment for the criteria.

DOI： 10.1016/0377-2217(93)E0320-W

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Language：English   Publishing type：Research paper (scientific journal)   Publisher：PERGAMON-ELSEVIER SCIENCE LTD  

It is of great importance to assess an initial production process prior to the regular mass-production. For this purpose, many statistical methods have been proposed for practical use. In this paper, we propose two stochastic models for an assessment method of the initial production process control: a Markov process model and a Markov approximation model. These models are continuous state space models and formulated by applying mathematical techniques of stochastic differential equations. Based on each model, we derive several quantitative assessment measures for initial production process control.

DOI： 10.1016/0026-2714(95)93177-C

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Thermal fatigue crack propagation under random temperature fluctuation is theoretically investigated from a probabilistic view point by the use of a Markov approximation method, under the condition that the temporary variation of the inner surface temperature of plate is modeled as a wide-band stationary Gaussian process. First, a crack growth equation is formulated on the basis of the Paris law under the assumption that the stress intensity factor range ΔK can be approximated by the local expectation of a relative maximum of the stress intensity factor K. Next it is extended to a random differential equation, where the randomness in crack propagation resistance is taken into account. The Markov approximation method is then applied to derive a residual life distribution function as well as a probability distribution function of the crack length. Finally, numerical examples are shown to examine the quantitative behavior of the residual life distribution, whose results indicate that the present model is applicable even if the spectrum of temperature is of narrowband type. © 1995, The Society of Materials Science, Japan. All rights reserved.

DOI： 10.2472/jsms.44.534

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Language：English   Publishing type：Research paper (scientific journal)   Publisher：ELSEVIER SCIENCE SA LAUSANNE  

An analytical method is proposed for probabilistic assessment of LBB in piping systems based upon stochastic fracture mechanics. Basically, we follow the assumptions such that: (i) the surface crack propagation can be decomposed into surface and depth directions, (ii) the well-known Paris' law is applicable to each direction, (iii) the Newman-Raju's expression is applicable for the stress intensity factor of the surface crack.
First, by taking into account the randomness of material's property and loading, a probability density function of random surface crack propagation is derived with the aid of a Markov approximation method. Next, discussion is made on how we apply the result to the probabilistic LBB assessment.

DOI： 10.1016/0029-5493(94)90204-6

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Fatigue crack growth under thermal fluctuation is theoretically investigated by the use of a Markov approximation method, under the condition that the temporary variation of the inner surface temperature of the plate can be modeled as a narrow-band stationary process. First, under an assumption that the peak stress causes the crack growth, a crack growth equation is formulated based upon the Paris' law and it is extended to a random differential equation, in which the random variation of crack propagation resistances are also taken into account. Next, a residual life distribution as well as a probability distribution function of the crack growth processes is derived. Finally, some numerical examples are shown to examine the quantitative behavior of the residual life distribution in the highreliability region. The result indicates that the residual life in such a region is of order of 108 cycles. © 1994, The Society of Materials Science, Japan. All rights reserved.

DOI： 10.2472/jsms.43.68

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Fatigue life of a plate with collinear two cracks is theoretically investigated with the random variation of crack propagation resistances taken into consideration. Firstly, the crack propagation process is modeled as a bivariate stochastic process governed by a randomized Faris law. Secondly, a joint probability density function of the two crack lengths is derived from the Fokker-Flanck equation by using a difference scheme, the initial condition being an approximate solution. Finally, failure probability of the plate is numerically evaluated, and its sensitivity to the initial crack state is examined. © 1993, The Society of Materials Science, Japan. All rights reserved.

DOI： 10.2472/jsms.42.1400

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DOI： 10.1016/0266-8920(93)90029-U

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Language：English   Publishing type：Research paper (scientific journal)  

A stochastic crack growth model under stationary random loading has been constructed based upon the Walker's growth law which accounts for the effect of the stress ratio. By use of this model, the crack length distribution and the crack propagation life distribution have been successfully derived both in a closed form with the aid of the Markov approximation method and renewal process theory. The validity and applicability of the derived distributions as well as the effect of the stress ratio on the life distribution have been discussed on the basis of the results obtained by Monte Carlo simulation techniques. From these results, first, the crack propagation life distribution based upon the Walker's law is revealed to be of the Birnbaum-Saunders' type, similar to that based upon the Paris-Erdogan's law. Secondly, the mean and the variance of the life distribution in consideration of the stress ratio prove to be both smaller than those of the life distribution without consideration of the stress ratio. Finally, the coefficient of variation of the life distribution is, however, almost identical between both cases with and without consideration of the stress ratio. Though the coefficient of variation at the early stage of propagation becomes large, it gradually decreases to a certain value as the crack length increases. © 1993.

DOI： 10.1016/0266-8920(93)90028-T

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Language：English   Publishing type：Research paper (scientific journal)   Publisher：PERGAMON-ELSEVIER SCIENCE LTD  

In this paper, we discuss the design for the strategic portfolio involving two kinds of stock options and propose a strategic algorithm, which is based on maximizing the probability that the expected capital gain for the investor becomes positive. We show, using the actual data of stock and option prices, that the algorithm proposed in this paper is efficient and useful in actual option trading.

DOI： 10.1016/0898-1221(92)90238-D

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Language：English   Publishing type：Research paper (international conference proceedings)   Publisher：WORLD SCIENTIFIC PUBL CO PTE LTD  

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Language：English   Publishing type：Research paper (scientific journal)   Publisher：BUTTERWORTH-HEINEMANN LTD  

DOI： 10.1016/0142-1123(90)90677-7

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The distribution of fatigue crack propagation life with retardation was investigated by the use of a Markov approximation method. By supposing the situation where some overloads are superimposed on cyclic loading process, the probability distribution of total delay time was first derived according to the Arone's phenomenological method. Next, it was applied to revise the residual life distribution function in order to take into account the effect of overloads, under the condition that both stress amplitude and crack propagating resistance were random. Finally, with the aid of numerical calculations, it was clarified that the effect of retardation due to overloads was insignificant in the range of high reliability. © 1990, The Society of Materials Science, Japan. All rights reserved.

DOI： 10.2472/jsms.39.1539

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Language：English   Publishing type：Research paper (scientific journal)   Publisher：PERGAMON-ELSEVIER SCIENCE LTD  

DOI： 10.1016/0013-7944(89)90076-3

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Language：English   Publishing type：Research paper (scientific journal)   Publisher：PERGAMON-ELSEVIER SCIENCE LTD  

DOI： 10.1016/0013-7944(89)90252-X

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Language：English   Publishing type：Research paper (scientific journal)   Publisher：PERGAMON-ELSEVIER SCIENCE LTD  

DOI： 10.1016/0013-7944(89)90249-X

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Language：English   Publishing type：Research paper (scientific journal)  

By taking into account the effect due to the finiteness of the specimen's size, stochastic fatigue crack propagation processes are investigated on the basis of a Markov approximation method. Since the limiting property proved by Koiter causes a particular kind of singularity on the governing equation, the so-called death point must be introduced into the range of finite crack size. In the present study, the Fokker-Planck equation in a generalized sense is derived for such a particular case, and the influence of the specimen's size on the statistical properties of the residual life of the component is clarified by the use of numerical calculations. © 1989.

DOI： 10.1016/0266-8920(89)90017-9

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Language：English   Publishing type：Research paper (scientific journal)  

As the first step for a probabilistic LBB (Leak Before Break) evaluation, the random propagation of surface cracks of semielliptic type was investigated by considering the randomness of loading and material properties. First, by the use of a Markov approximation metod, the joint probability density function of surface length and depth of a surface crack was derived in a closed form, under the assumption that the shape of surface crack is always semi-elliptical and the well-known Paris' fatigue crack propagation law is applicable for its propagation in both surface and depth directions. Next, a failure criterion for the two-dimensional crack propagation was constructed. Based upon this criterion, the so-called residual life distribution was theoretically derived by the use of the crack length density function. Finally, a more detailed form of the residual life distribution function under stationary random loading was studied under the condition that the material property was not random, and its qualitative behavior was clarified by numerical calculations. © 1988, The Society of Materials Science, Japan. All rights reserved.

DOI： 10.2472/jsms.37.996

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Language：English   Publishing type：Research paper (scientific journal)  

Stochastic crack growth processes under stationary random loading are investigated by the use of an extended Markov approximation method. In order to reflect engineering reality of material inhomogeneity, the propagation resistance is also assumed to be random. A crack length distribution function is first derived in a closed form under some assumptions. It is found that so-called the cross effect does appear between the effect of randomness due to loading and that due to propagation resistance. Then, with the aid of this result, the discussion is made on how the reliability of structural components degrades with time in consideration of uncertainties associated with initial flaws. It is clarified that in the region of high reliability the influence of random loading becomes significant as the correlation time of the loading process increases. As an example, the results are applied to a problem on the determination of the inspection period. © 1987.

DOI： 10.1016/0013-7944(87)90105-6

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Language：English   Publishing type：Research paper (scientific journal)  

There exist many well-known uncertainty factors associated with the fatigue crack propagation process, among which two major uncertainty factors, one due to material inhomogeneity and the other due to the randomness of applied loads, undoutedly play an inevitably important role. Uncertainties caused by these two factors must be clarified not only individually but also jointly, since the cross-effect of both factors may arise under random loading and this is often the case in engineering reality. In this respect, the present paper deals with the case where crack propagation resistance and stress amplitude of applied load are both stochastic processes and, in addition, each correlation decays exponentially with the increase of time difference. Towards this case has first been constructed a theoretical stochastic model with the aid of a Markov approximation method. Then the afore-mentioned cross-effect has been evaluated and discussed in detail, and the distribution characteristics of the model have been investigated by utilizing numerical computation techniques. Finally, the wide applicability of the proposed model has been emphasized by exemplifying a useful application of this model towards the inspection period determination problem which is often encountered in the practical reliability-based design of machines and/or structures. © 1986, The Society of Materials Science, Japan. All rights reserved.

DOI： 10.2472/jsms.35.1385

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Language：Japanese   Publisher：公益社団法人日本オペレーションズ・リサーチ学会  

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Language：English   Publisher：The Operations Research Society of Japan  

CiNii Books

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Language：Japanese   Publisher：公益社団法人日本オペレーションズ・リサーチ学会  

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Language：Japanese   Publisher：日本材料学会  

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Language：English   Publishing type：Article, review, commentary, editorial, etc. (scientific journal)   Publisher：SPRINGER VERLAG  

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Language：Japanese   Presentation type：Oral presentation (general)  

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Language：Japanese   Presentation type：Oral presentation (general)  

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Language：Japanese   Presentation type：Oral presentation (general)  

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Language：Japanese   Presentation type：Oral presentation (general)  

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Language：Japanese   Presentation type：Oral presentation (general)  

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Language：Japanese   Presentation type：Oral presentation (general)  

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Language：Japanese   Presentation type：Oral presentation (general)  

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Language：Japanese   Presentation type：Oral presentation (general)  

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Language：Japanese   Presentation type：Oral presentation (general)  

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Language：Japanese   Presentation type：Oral presentation (general)  

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Language：Japanese   Presentation type：Oral presentation (general)  

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Language：Japanese   Presentation type：Oral presentation (general)  

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Language：Japanese   Presentation type：Oral presentation (general)  

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Language：Japanese   Presentation type：Oral presentation (general)  

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Language：Japanese   Presentation type：Oral presentation (general)  

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Language：Japanese   Presentation type：Oral presentation (general)  

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Language：Japanese   Presentation type：Oral presentation (general)  

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Language：Japanese   Presentation type：Oral presentation (general)  

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Language：Japanese   Presentation type：Oral presentation (general)  

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Language：Japanese   Presentation type：Oral presentation (general)  

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Language：Japanese  

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Language：Japanese   Presentation type：Oral presentation (invited, special)  

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Language：Japanese   Presentation type：Oral presentation (general)  

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Language：Japanese   Presentation type：Oral presentation (general)  

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Language：Japanese   Presentation type：Oral presentation (general)  

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Language：Japanese   Presentation type：Oral presentation (general)  

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Language：Japanese   Presentation type：Oral presentation (general)  

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Language：Japanese   Presentation type：Oral presentation (general)  

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Language：Japanese   Presentation type：Oral presentation (general)  

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Language：Japanese   Presentation type：Oral presentation (general)  

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Venue：Sapporo  

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Language：Japanese   Presentation type：Oral presentation (general)  

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Language：Japanese   Presentation type：Oral presentation (general)  

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Language：Japanese   Presentation type：Oral presentation (general)  

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Language：Japanese   Presentation type：Oral presentation (general)  

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Language：Japanese   Presentation type：Oral presentation (general)  

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Language：Japanese   Presentation type：Oral presentation (general)  

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Language：Japanese   Presentation type：Oral presentation (general)  

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Language：Japanese   Presentation type：Oral presentation (general)  

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Language：Japanese   Presentation type：Oral presentation (general)  

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Language：Japanese   Presentation type：Oral presentation (general)  

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Language：English   Presentation type：Oral presentation (general)  

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Country：Japan

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Country：Japan

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