PSI - Issue 40
V.N. Syzrantsev et al. / Procedia Structural Integrity 40 (2022) 411–417 Author name / Structural Integrity Procedia 00 (2022) 000 – 000
413 3
Fig. 1. Gas pipeline stress variations during a year of operation
To recover the unknown stress distribution density function f ( ) , we use the Parzen-Rosenblatt estimate developed in the framework of the nonparametric statistics theory by Parzen (1962) and Rozenblatt (1956):
n
h
,
1
i 1
i
( )
(2)
f
K
n h
n
n
where: K (…) is the kernel function; h n is the smoothing parameter (Parzen-Rosenblatt bandwidth). The efficiency of using expression (2) to recover function f ( ) on the basis of the available sample i
1, i n is
n h h at which the information functional [Syzrantsev (2019), Simakhin (2006),
determined by the parameter value * n
Syzrantseva (2017)]:
1 n
1
1
n
n
(3)
i
j
( ) ln ( ) ( ) J h K f d
ln
K
n
1 n h
h
1
i
j i n
n
reaches the maximum.
( ) *
max
.
(4)
n J h
The implementation of this condition means [13], that ( ) ( ) K f . To date, more than a dozen of different kernel functions have been proposed [Syzrantseva (2017)]. The analysis of their use in processing samples of various random values, including those the density function of which is polymodal, shows [Syzrantseva (2017)] that at the values of n 300 the functional values of * ( ) n J h become almost the same. At the same time, the experience of solving the problem (4) by numerical methods has showed that for a number of kernel functions functional J ( h n ) is not smooth and has discontinuity points. We use a kernel function with a normal kernel [Syzrantsev (2019), Simakhin (2006)]:
2
1 exp 0,5 2
K
,
(5)
i
i
h
h
n
n
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