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Keywords: Stochastic dynamics, uncertain structures, white noise excitation, response surface method
ABSTRACT: A method for the analysis of linear structural systems with uncertain parameters subjected to
stochastic excitation is presented. The excitation is modeled as a Gaussian white noise process and the stationary stochastic response is characterized in terms of its second order moments. The variability of the response due to the uncertainty in the dynamic properties of the structure is investigated. A novel response surface method is developed, expressing an accurate explicit relationship between the derived and basic random
variables. The method is based on the solution of complex eigenvalue problems, one for each basic random
variable, with few eigenvalues different from zero. A complete probabilistic characterization of the response
process can be made. The efficiency and the accuracy of the proposed procedure are evidenced by a numerical application.
1 INTRODUCTION
The inclusion of the parameter uncertainty in the
analysis of structures is essential for a more complete
understanding of the structural behavior. Such uncertainty can arise because of the numerous assumptions
made when modeling the geometry, material, properties, constitutive laws, and boundary conditions of the
structural members. Although many non-statistical
methods have been proposed to evaluate the response
of structures with uncertain parameters (or stochastic
structures) to deterministic excitation, the case of stochastic excitation has not been extensively investigated. An efficient method to evaluate the response of
stochastic structure to stochastic excitation is of particular interest as in this setting the statistical techniques based on Monte Carlo simulation are very
time consuming due to the large number of samples
needed to get satisfactory results.
The orthogonal polynomial expansion proposed
by Ghanem & Spanos (1991) has been successfully
extended to the case of stochastic excitation by Jensen & Iwan (1992). Such method produces accurate
solutions for a second order analysis although it may
become prohibitive for large systems. Furthermore,
the probability density function of uncertain parameters can not be arbitrarily chosen, as only for few of
them suitable polynomials have been presented.
69
70
(1)
(2)
where
u(t )
Z(t ) =
,
u (t )
p
g=
0
(3)
and
C M
A=
,
M 0
K
B=
0
0
M
(4)
(5)
where
D = A1 B
In
0
M1 K 0 0
= 1
= 1
,
1
1
1
M M CM 0 M M K M C
v = A1g
0
M1 p 0
= 1
= 1
1
1
M M CM 0 M p
(6)
being I n the identity matrix of order n .
If the physical properties of the system, such as
mass, damping and stiffness, are known deterministically, the response process is Gaussian and its
probabilistic characterization is known if the stationary second order moments are evaluated. The differential equations describing the time evolution of
these quantities can be written as follows (Falsone et
al. 1991)
2 (t ) + D2m 2 (t ) = v 2 q
m
(7)
where
D2 = D I 2 n + I 2 n D
= ( A 1B) I 2 n + I 2 n ( A 1B)
(8)
v2 = v v
i =1
= ( A 1g ) ( A 1g ) = ( A 1 )[2] g[2]
B( ) = B
(9)
(10)
A( ) = A (0) + i A (i )
PARAMETER UNCERTAINTY
In agreement with realistic models, the mass parameter fluctuations are negligible, whereas stiffness
and damping parameters commonly suffer from significant uncertainty. Then, let us assume that the matrices K and C can be written in the following
form
K ( ) = K (0) + i K (i )
i =1
(12)
+ i B(i )
i =1
where
C(0) M
A (0) =
,
0
M
K (0)
0
B (0) =
,
0
C( i ) 0
A (i ) =
0 0
K (i ) 0
B(i ) =
0 0
(11)
C( ) = C(0) + i C(i )
i =1
(13)
D( ) = D(0) + i D( i )
(14)
i=1
where
I n
0
D(0) = 1 (0)
,
M 1C(0)
M K
0
0
D(i ) = 1 (i )
1 ( i )
M C
M K
(15)
The stationary second order moment of the nodal response is solution of the following system of algebraic equations
D2 ( )m 2 () = v 2 q
(16)
where
R
(i )
D2 ( ) = D(0)
2 + i D2
(17)
i=1
being
(0)
D(0)
I 2 n + I 2 n D(0)
2 =D
(0)
(18)
71
4 PROPOSED METHOD
Let us first consider the case in which only one design variable i is present. In order to operate with
symmetric matrices, by pre-multiplying Eq.(10) by
A[2] = A A and by taking into account Eq.(8), we
obtain
C2m 2 = g 2 q
(19)
where
C2 = A[2]D2 = A B + B A
g2 = g g
(20)
(21)
(22)
where m (0)
is the vector of the stationary second or2
der moments of the nominal structure, solution of
the following matrix equation
(0)
C(0)
2 m2 = g2q
(23)
(28)
(29)
(i )
1
(i )
2
(i )
p
eigenvalues
( i ) (0)
m (0)
2 = < n2
and taking
in Eq.(26), by pre-multiplying by
into account of Eqs.(28) and (29), Eq.(26) becomes
(I p + i (i ) ) n (2i ) (i ) = i (i )n (0)
2
n (2i ) (i ) = (i ) (i )n (0)
2
(32)
( i )T (0)
( i )T
n (0)
C2 m (0)
g2q
2 =
2 =
(24)
(25)
Taking into account of Eq.(23), the following equation for the unknown vector m (2i ) (i ) is obtained:
(i )
(i )
(i )
(0)
(C(0)
2 + i C 2 ) m 2 ( i ) = i C 2 m 2
(26)
72
(27)
(31)
C2 ( ) = C
+ iC
(30a,b)
( i )T
where
(i )
2
(with
(ji )
(33)
and
(i ) (i ) = i (I p + i (i ) ) 1 (i )
(34)
i (ji )
1 + i (ji )
j = 1, 2,! , p
(35)
(36)
(i )
m 2 ( ) = m (0)
2 + m 2 ( i )
(37)
i=1
(i )
(i )
(i )
(0)
+ (D(0)
2 + i D 2 )m 2 ( i ) + i D 2 m 2 (38)
i =1
= i D(2i )m (2 j ) ( j )
i =1 j =1
i j
(i )
m 2 ( ) = m (0)
2 + m 2 ( i )
i =1
(0) 1
2
(D ) i D(2i )m 2( j ) ( j )
(39)
i =1 j =1
i j
( j)
1
Residue = i k D(2k ) (D(0)
2 ) m 2 ( j )
(40)
i =1 j =1 k
i j
u3(t)
In the case of significant uncertainties, this correction procedure can be easily extended in order to reduce the residue and, then, to improve the response
surface approximation.
The stochastic characterization of the response
can be made evaluating its statistical moments, easily available starting from Eqs. (36) and (37). For
example, for the first and second order moment of
the r-th component of the second order vector moment of the response we can write:
k3
u2(t)
m
k2
u1(t)
m
k1
22,r = E[(m2,r ( )) 2 ]
R
W(t)
(41)
i =1
(i )
2, r
73
(a)
j = 1, 2,3
(42)
j = (1 + j +3 )
(0)
j
5.684
1 + D
0.05925 0.02094D
0.8325 0.6153D + D
14.444 + 13.801D
1.0386 + 1.9116D + D
(43)
74
(b)
Figure 2. Percentage error (exact approx ) / exact 100 of
the approximate relationship between the second order moment
of the top floor displacement and the basic variable 2 (a) and
3 (b) for given values of the basic variable 1 .
CONCLUSIONS
75
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