Predicting the probability distribution of Martian rocks mechanical property based on microscale rock mechanical experiments and accurate grain-based modeling

The exploration of Mars would heavily rely on Martian rocks mechanics and engineering technology.As the mechanical property of Martian rocks is uncertain,it is of utmost importance to predict the probability distribution of Martian rocks mechanical property for the success of Mars exploration.In this paper,a fast and accurate probability distribution method for predicting the macroscale elastic modulus of Martian rocks was proposed by integrating the microscale rock mechanical experiments(micro-RME),accurate grain-based modeling(AGBM)and upscaling methods based on reliability principles.Firstly,the microstructure of NWA12564 Martian sample and elastic modulus of each mineral were obtained by micro-RME with TESCAN integrated mineral analyzer(TIMA)and nanoindentation.The best probability distribution function of the minerals was determined by Kolmogorov-Smirnov(K-S)test.Secondly,based on best distribution function of each mineral,the Monte Carlo simulations(MCS)and upscaling methods were implemented to obtain the probability distribution of upscaled elastic modulus.Thirdly,the correlation between the upscaled elastic modulus and macroscale elastic modulus obtained by AGBM was established.The accurate probability distribution of the macroscale elastic modulus was obtained by this correlation relationship.The proposed method can predict the probability distribution of Martian rocks mechanical property with any size and shape samples.

On the Application of Mixed Models of Probability and Convex Set for Time-Variant Reliability Analysis

In time-variant reliability problems,there are a lot of uncertain variables from different sources.Therefore,it is important to consider these uncertainties in engineering.In addition,time-variant reliability problems typically involve a complexmultilevel nested optimization problem,which can result in an enormous amount of computation.To this end,this paper studies the time-variant reliability evaluation of structures with stochastic and bounded uncertainties using a mixed probability and convex set model.In this method,the stochastic process of a limit-state function with mixed uncertain parameters is first discretized and then converted into a timeindependent reliability problem.Further,to solve the double nested optimization problem in hybrid reliability calculation,an efficient iterative scheme is designed in standard uncertainty space to determine the most probable point(MPP).The limit state function is linearized at these points,and an innovative random variable is defined to solve the equivalent static reliability analysis model.The effectiveness of the proposed method is verified by two benchmark numerical examples and a practical engineering problem.

Uniform asymptotics for finite-time ruin probability in some dependent compound risk models with constant interest rate

Consider two dependent renewal risk models with constant interest rate. By using some methods in the risk theory, uniform asymptotics for finite-time ruin probability is derived in a non-compound risk model, where claim sizes are upper tail asymptotically independent random variables with dominatedly varying tails, claim inter-arrival times follow the widely lower orthant dependent structure, and the total amount of premiums is a nonnegative stochastic process. Based on the obtained result, using the method of analysis for the tail probability of random sums, a similar result in a more complex and reasonable compound risk model is also obtained, where individual claim sizes are specialized to be extended negatively dependent and accident inter-arrival times are still widely lower orthant dependent, and both the claim sizes and the claim number have dominatedly varying tails.

Evaluation of the effect of geometrical parameters on stope probability of failure in the open stoping method using numerical modeling

Stress-induced failure is among the most common causes of instability in Canadian deep underground mines.Open stoping is the most widely practiced underground excavation method in these mines,and creates large stopes which are subjected to stress-induced failure.The probability of failure(POF)depends on many factors,of which the geometry of an open stope is especially important.In this study,a methodology is proposed to assess the effect of stope geometrical parameters on the POF,using numerical modelling.Different ranges for each input parameter are defined according to previous surveys on open stope geometry in a number of Canadian underground mines.A Monte-Carlo simulation technique is combined with the finite difference code FLAC3D,to generate model realizations containing stopes with different geometrical features.The probability of failure(POF)for different categories of stope geometry,is calculated by considering two modes of failure;relaxation-related gravity driven(tensile)failure and rock mass brittle failure.The individual and interactive effects of stope geometrical parameters on the POF,are analyzed using a general multi-level factorial design.Finally,mathematical optimization techniques are employed to estimate the most stable stope conditions,by determining the optimal ranges for each stope’s geometrical parameter.

A new car-following model with consideration of the traffic interruption probability

In this paper, we present a new car-following model by taking into account the effects of the traffic interruption probability on the car-following behaviour of the following vehicle. The stability condition of the model is obtained by using the linear stability theory. The modified Korteweg-de Vries （KdV） equation is constructed and solved, and three types of traffic flows in the headway sensitivity space-stable, metastable, and unstable--are classified. Both the analytical and simulation results show that the traffic interruption probability indeed has an influence on driving behaviour, and the consideration of traffic interruption probability in the car-following model could stabilize traffic flow.

RUIN PROBABILITY IN THE CONTINUOUS-TIME COMPOUND BINOMIAL MODEL WITH INVESTMENT

This article deals with the problem of minimizing ruin probability under optimal control for the continuous-time compound binomial model with investment. The jump mechanism in our article is different from that of Liu et al [4]. Comparing with [4], the introduction of the investment, and hence, the additional Brownian motion term, makes the problem technically challenging. To overcome this technical difficulty, the theory of change of measure is used and an exponential martingale is obtained by virtue of the extended generator. The ruin probability is minimized through maximizing adjustment coefficient in the sense of Lundberg bounds. At the same time, the optimal investment strategy is obtained.

Probability Prediction Model for Landslide Occurrences in Xi'an, Shaanxi Province, China

Landslides are increasing since the 1980s in Xi'an, Shaanxi Province, China. This is due to the increase of the frequency and intensity of precipitation caused by complex geological structures, the presence of steep landforms, seasonal heavy rainfall, and the intensifcation of human activities. In this study, we propose a landslide prediction model based on the analysis of intraday rainfall(IR) and antecedent effective rainfall(AER). Primarily, the number of days and degressive index of the antecedent effective rainfall which affected landslide occurrences in the areas around Qin Mountains, Li Mountains and Loess Tableland was established. Secondly, the antecedent effective rainfall and intraday rainfall were calculated from weather data which were used to construct critical thresholds for the 10%, 50% and 90% probabilities for future landslide occurrences in Qin Mountain, Li Mountain and Loess Tableland. Finally, the regions corresponding to different warning levels were identified based on the relationship between precipitation and the threshold, that is; "A" region is safe, "B" region is on watch alert, "C" region is on warning alert and "D" region is on severe warning alert. Using this model, a warning program is proposed which can predict rainfall-induced landslides by means of real-time rain gauge data and real-time geo-hazard alert and disaster response programs. Sixteen rain gauges were installed in the Xi'an region by keeping in accordance with the regional geology and landslide risks. Based on the data from gauges, this model accurately achieves the objectives of conducting real-time monitoring as well as providing early warnings of landslides in the Xi'an region.

The Survival Probability in Generalized Poisson Risk Model

In this paper we generalize the aggregated premium income process from a constant rate process to a poisson process for the classical compound Poinsson risk model,then for the generalized model and the classical compound poisson risk model ,we respectively get its survival probability in finite time period in case of exponential claim amounts.

Continuum modeling for two-lane traffic flow with consideration of the traffic interruption probability

Considering the effects that the probability of traffic interruption and the friction between two lanes have on the car-following behaviour, this paper establishes a new two-lane microscopic car-following model. Based on this microscopic model, a new macroscopic model was deduced by the relevance relation of microscopic and macroscopic scale parameters for the two-lane traffic flow. Terms related to lane change are added into the continuity equations and velocity dynamic equations to investigate the lane change rate. Numerical results verify that the proposed model can be efficiently used to reflect the effect of the probability of traffic interruption on the shock, rarefaction wave and lane change behaviour on two-lane freeways. The model has also been applied in reproducing some complex traffic phenomena caused by traffic accident interruption.

Survival probability and ruin probability of a risk model

In this paper, a new risk model is studied in which the rate of premium income is regarded as a random variable, the arrival of insurance policies is a Poisson process and the process of claim occurring is p-thinning process. The integral representations of the survival probability are gotten. The explicit formula of the survival probability on the infinite interval is obtained in the special casc cxponential distribution.The Lundberg inequality and the common formula of the ruin probability are gotten in terms of some techniques from martingale theory.

Random dynamic analysis of vertical train–bridge systems under small probability by surrogate model and subset simulation with splitting

The response of the train–bridge system has an obvious random behavior.A high traffic density and a long maintenance period of a track will result in a substantial increase in the number of trains running on a bridge,and there is small likelihood that the maximum responses of the train and bridge happen in the total maintenance period of the track.Firstly,the coupling model of train–bridge systems is reviewed.Then,an ensemble method is presented,which can estimate the small probabilities of a dynamic system with stochastic excitations.The main idea of the ensemble method is to use the NARX(nonlinear autoregressive with exogenous input)model to replace the physical model and apply subset simulation with splitting to obtain the extreme distribution.Finally,the efficiency of the suggested method is compared with the direct Monte Carlo simulation method,and the probability exceedance of train responses under the vertical track irregularity is discussed.The results show that when the small probability of train responses under vertical track irregularity is estimated,the ensemble method can reduce both the calculation time of a single sample and the required number of samples.

A Local Asymptotic Behavior for Ruin Probability in the Renewal Risk Model

Let R（t）=u＋ct-∑ I=1^N（t） Xi,t≥0 be the renewal risk model, with Fx（x）being the distribution function of the claim amount X. Let ψ（u） be the ruin probability with initial surplus u. Under the condition of Fx（x） ∈ S^＊（γ）,y ≥ 0, by the geometric sum method, we derive the local asymptotic behavior for ψ（u,u ＋ z] for every 0 （ z （ oo, On one hand, the asymptotic behavior of ψ（u） can be derived from the result obtained. On the other hand, the result of this paper can be applied to the insurance risk management of an insurance company.

A Danger Estimation System for Infants Based on a Foreground Dynamic Probability Model

This study presents a danger estimation system to prevent accidents among infants. A video camera positioned above the infant＇s crib captures video. The proposed system can monitor the behavior of infants aged zero to six months. If there is a change in behavior or any other unusual occurrence, the system alerts the person responsible to attend to the baby immediately. The proposed system operates in three phases, which are foreground color model （FC model） construction, infant detection, and degree of danger analysis. During FC model construction, the foreground color histogram is created iteratively; the background image does not have to be constructed first. A motion-history image （MHI） is also obtained based on the motion of the infant. The color and motion information supplied by the FC model and the MHI are combined to detect the infant, who is regarded as the foreground object in the input frame. Moreover, six features of infant behavior are extracted from the detected infant to measure the degree of danger faced by the infant, and the result is used to warn the baby-sitter if needed. Experimental results show that the proposed method is robust and efficient.

Numerical method of slope failure probability based on Bishop model

Based on Bishop's model and by applying the first and second order mean deviations method, an approximative solution method for the first and second order partial derivatives of functional function was deduced according to numerical analysis theory. After complicated multi-independent variables implicit functional function was simplified to be a single independent variable implicit function and rule of calculating derivative for composite function was combined with principle of the mean deviations method, an approximative solution format of implicit functional function was established through Taylor expansion series and iterative solution approach of reliability degree index was given synchronously. An engineering example was analyzed by the method. The result shows its absolute error is only 0.78% as compared with accurate solution.

A new car-following model with driver's anticipation effect of traffic interruption probability

Traffic interruption phenomena frequently occur with the number of vehicles increasing.To investigate the effect of the traffic interruption probability on traffic flow,a new optimal velocity model is constructed by considering the driver anticipation term in the interruption case for car-following theory.Furthermore,the effect of driver anticipation in the interruption case is investigated via linear stability analysis.Also,the MKdV equation is obtained concerning the effect of driver anticipation in the interruption case.Moreover,numerical simulation states that the driver anticipation term in the interruption case contributes to the stability of traffic flow.

Probability-based analytical model for predicting the post-earthquake residual deformation of SDOF systems

A probability-based analytical model for predicting the seismic residual deformation of bilinear single-degreeof-freedom(SDOF)systems with a kinematic/Takeda hysteretic model is proposed based on a statistical analysis of the nonlinear time history response,and the proposed model explicitly incorporates the influence of record-to-record variability.In addition,the influence of primary parameters such as the natural vibration period,relative yield force coefficient,stiffness ratio and peak ground acceleration(PGA)on the seismic residual/maximum deformation ratio(dR/dm)are investigated.The results show that significant dispersion of the dR/dm ratio is observed for SDOF systems under different seismic ground motion records,and the dispersion degree is influenced by the model parameters and record-to-record variability.The statistical distribution of the dR/dm results of SDOF systems can be described by a lognormal distribution.Finally,a case study for seismic residual deformation and reparability assessment of the bridge structure designed with a single pier is carried out to illustrate the detailed analytical procedure of the probability-based analytical model proposed in this study.

Calculation Model and Simulation of Warship Damage Probability

The combat efficiency of mine obstacle is the focus of the present research. Based on the main effects that mine obstacle has on the target warship damage probability such as: features of mines with maneuverability, the success rate of mine-laying, the hit probability, mine reliability and action probability, a calculation model of target warship mine-encounter probability is put forward under the condition that the route selection of target warships accords with even distribution and the course of target warships accords with normal distribution. And a damage probability model of mines with maneuverability to target warships is set up, a simulation way proved the model to be a high practicality.

The Cox-Aalen Models as Framework for Construction of Bivariate Probability Distributions, Universal Representation

Starting with the Aalen （1989） version of Cox （1972） ＇regression model＇ we show the method for construction of ＂any＂ joint survival function given marginal survival functions. Basically, however, we restrict ourselves to model positive stochastic dependences only with the general assumption that the underlying two marginal random variables are centered on the set of nonnegative real values. With only these assumptions we obtain nice general characterization of bivariate probability distributions that may play similar role as the copula methodology. Examples of reliability and biomedical applications are given.

Developing theory of probability density function for stochastic modeling of turbulent gas-particle flows

Turbulent gas-particle flows are studied by a kinetic description using a prob- ability density function （PDF）. Unlike other investigators deriving the particle Reynolds stress equations using the PDF equations, the particle PDF transport equations are di- rectly solved either using a finite-difference method for two-dimensional （2D） problems or using a Monte-Carlo （MC） method for three-dimensional （3D） problems. The proposed differential stress model together with the PDF （DSM-PDF） is used to simulate turbulent swirling gas-particle flows. The simulation results are compared with the experimental results and the second-order moment （SOM） two-phase modeling results. All of these simulation results are in agreement with the experimental results, implying that the PDF approach validates the SOM two-phase turbulence modeling. The PDF model with the SOM-MC method is used to simulate evaporating gas-droplet flows, and the simulation results are in good agreement with the experimental results.

A New Probability of Detection Model for Updating Crack Distribution of Offshore Structures

There exists model uncertainty of probability of detection for inspecting ship structures with nondestructive inspection techniques. Based on a comparison of several existing probability of detection (POD) models, a new probability of detection model is proposed for the updating of crack size distribution. Furthermore, the theoretical derivation shows that most existing probability of detection models are special cases of the new probability of detection model. The least square method is adopted for determining the values of parameters in the new POD model. This new model is also compared with other existing probability of detection models. The results indicate that the new probability of detection model can fit the inspection data better. This new probability of detection model is then applied to the analysis of the problem of crack size updating for offshore structures. The Bayesian updating method is used to analyze the effect of probability of detection models on the posterior distribution of a crack size. The results show that different probabilities of detection models generate different posterior distributions of a crack size for offshore structures.