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CE204 Recitation08 Week10 Chapter4

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16 views3 pages

CE204 Recitation08 Week10 Chapter4

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ilkan man
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Recitation #8 METU Civil Engineering

CE204 Uncertainty and Data Analysis


Week #10 | Chapter #4 Spring Semester 2023-2024

Question 1:
The cantilever beam, AB, shown below carries a uniformly distributed load w and a concentrated load
F as described below. These two loads are statistically independent. Assume the followings:
W: Normally distributed with mean 1.0 kN/m and standard deviation 0.2 kN/m,
F: Normally distributed with mean 20 kN and standard deviation 2 kN.
The dimension L also involves measurement errors and is to be treated as a normally distributed
random variable, with mean 4.0 m and coefficient of variation 0.1 L, is assumed to be statistically
independent of the external loads, w and F.
a) Compute the mean of the fixed end moment at A, MA, by using the first-order approximation.
b) Compute the variance, standard deviation and coefficient of variation of the fixed end moment at
A, MA, by using the first-order approximation.

Solution:
1
MA = F L + w L2 ,
2

F̅ = 20 kN 𝜎F̅ = 2 kN
w̅ = 1.0 kN/m 𝜎w̅ = 0.2 kN/m
̅L = 4.0 m 𝜎L̅ = 0.4 m

∂MA ∂MA ∂MA 1 2


= L, = F + wL, = L
∂F ∂L ∂w 2

First-order approximation for MA:


1 1
MA ≈ F̅ L̅ + ̅̅̅L̅2 + L̅(F − F̅) + (F̅ + w
w ̅ L̅)(L − L̅) + L̅2 (w − w
̅)
2 2
1 1
a) E(MA ) ≅ F̅ L̅ + ̅̅̅L̅2 = 20 × 4 +
w × 1 × 42 = 88 kN. m
2 2

1 2
b) Var(MA ) = L̅2 Var(F) + (F̅ + w
̅ L̅)2 Var(L) + ( L̅2 ) Var(w)
2
2
1
Var(MA ) = 42 × 22 + 242 × (0.4)2 + ( 42 ) × (0.2)2 = 158.72 kN. m
2

σMA = √158.72 = 12.6 kN. m


σM A 12.6
δMA = = = 0.143
E(MA ) 88
_______________________________________________________________________________
Recitation #8 METU Civil Engineering
CE204 Uncertainty and Data Analysis
Week #10 | Chapter #4 Spring Semester 2023-2024

Question 2:
The following emprical equation is derived for the solution of an engineering problem:

𝑍 = 𝑋𝑌 2 √𝑊
where:
X: Uniformly distributed between 2.0 and 4.0
Y: Normally distributed with median 1.0 and 𝑃(𝑌 ≤ 2.0) = 0.9207
W: Exponentially distributed with a median of 1.0,
and X, Y and W are statistically independent.
a) Compute the mean values, variances and coefficients of variation of X, Y and W, respectively.
b) Compute the mean, standard deviation and coefficient of variation of Z using the first-order
approximation.

Solution:
a)
X: Uniformly distribution:
𝐸(𝑋) = 𝜇𝑥 = (4 + 2)/2 = 3
𝑓(𝑥 ) = 0.5, 2≤𝑥≤4
= 0, 𝑒𝑙𝑠𝑒𝑤ℎ𝑒𝑟𝑒
4
𝐸(𝑋 2 ) = ∫ 𝑥 2 0.5𝑑𝑥 = (1/6)(43 − 23 ) = (1/6) × 56 = 56/6
2

VAR (X) = E(X 2 ) − 32 = 56/6 − 9 = 1/3

𝜎𝑥 = √1/3 = 0.577

𝑐. 𝑜. 𝑣 = 0.577/3 = 0.192
Y: Normal Distribution:
𝐸(𝑌) = 𝜇𝑥 = 𝑚𝑒𝑑𝑖𝑎𝑛 (𝑌) = 1.0
𝑃(𝑌 ≤ 2.0) = 0.9207
2.0 − 1.0 2.0 − 1.0
𝑃(𝑧 ≤ ) = 0.9207 → = 1.41
𝜎𝑦 𝜎𝑦

𝜎𝑦 = 0.709

𝜎𝑦 2 = 0.5

𝑐. 𝑜. 𝑣 = 0.709/1.0 = 0.709
Recitation #8 METU Civil Engineering
CE204 Uncertainty and Data Analysis
Week #10 | Chapter #4 Spring Semester 2023-2024

W: Exponential Distribution:
Since we know its median is 1, i.e.
1
∫ λe−λx dx = 0.5 → 1 − e−λ = 0.5 → λ = ln2 = 0.693, hence:
0

𝐸(𝑊) = 𝜇𝑤 = 1/𝜆 ≈ 1.443

𝑉𝐴𝑅 (𝑊) = 𝜎𝑤2 = 1/𝜆2 ≈ 2.082

𝜎𝑤 = 1.443
𝑐. 𝑜. 𝑣 = 1.443/1.443 = 1.0
b)

𝑍 = 𝑋𝑌 2 √𝑊

𝐸(𝑍) = 𝐸(𝑋)[𝐸(𝑌)]2 [𝐸(𝑊)]0.5 = 3 × 12 × 1.4430.5 ≅ 3.6, 𝑎𝑛𝑑

∂Z 2 ∂Z 2 ∂Z 2
𝑉𝐴𝑅 (𝑍) = [ ] VAR(X) + [ ] VAR(Y) + [ ] VAR(W)
∂X 𝜇 ∂Y 𝜇 ∂W 𝜇

= [Y 2 W 0.5 ]2𝜇 𝑉𝐴𝑅(𝑋) + [2XYW 0.5 ]2𝜇 𝑉𝐴𝑅 (𝑌) + [0.5𝑋Y 2 W −0.5 ]2𝜇 𝑉𝐴𝑅(𝑊 )

where µ denotes “evaluated at the mean values 𝜇𝑥 = 3 , 𝜇𝑦 = 1, 𝜇𝑤 = 1.443”, hence

𝑉𝐴𝑅 (𝑍) = 𝜎𝑧2 ≅ 29.7

√29.7
𝑇ℎ𝑢𝑠 𝑡ℎ𝑒 𝑐. 𝑜. 𝑣 𝑜𝑓 𝑍 𝑖𝑠 ≅ 1.514
3.6

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