Beruflich Dokumente
Kultur Dokumente
Applications
George Stefanou
Clermont-Ferrand
June 2009
4/6/2009
4/6/2009
Fundamental theorem:
N 1
f ( x ) = An cos( n x + n )
n=0
An = 2 S ff ( n )
n = n
n = 0,1, 2,..., N 1
u
N
4/6/2009
9 Its mean value and autocorrelation function are identical to the corresponding
targets as N
9 f ( x ) is periodic with period 0:
(i )
Bn = 2 An ein
n = 0,1,..., M 1
p = 0,1,..., M 1
T0 =
M 1 i np 2
f (i ) ( px ) = Re B e M
n
n =0
1991)
f ( x, ) = ( x) + n n ( x) n ( )
f ( x, ) = ( x) + n n ( x) n ( )
n =1
n =1
ff
9 Exact solution feasible only for simple geometries and special forms of C ff ( x1 , x2 )
9 Numerical solution with the conventional Galerkin approach
very costly to compute and invert
4/6/2009
Dense matrices
n =1
n =1
Var[ f ( x, )] = [ n n ( x )] 2 [ n n ( x )] 2 = Var[ f ( x, )]
4/6/2009
kakis 2007)
= E [ f ( x)] = 1
Proof:
Without any loss of generality, we consider that E [ f ( x)] = f ( x) = 0
f ( i ) ( x)
lim f (i ) ( x)
L
L
1 L (i )
1 L N
1 N
(i )
(
)
(
)
f
x
dx
=
x
dx
=
n n(i ) n ( x)dx
n
n
n
0
L 0
L 0 n =1
L n =1
L
1 N
N
1 L
n =1
9 Existence of limit
9 Right hand side of the expression:
random variable
9 K-L sample functions: in general
not ergodic in the mean
=?
4/6/2009
R (ffi ) ( ) = f ( i ) ( x + ) f ( i ) ( x )
1 L (i )
f ( x + ) f ( i ) ( x ) dx
0
L
L
1 LN N
1 N N
(i ) (i )
(
)
(
)
x
+
x
dx
=
n mn(i)m(i) n (x + )m (x)dx
n
m
n
m
n
m
0
L 0 n=1 m=1
L n=1 m=1
lim f ( i ) ( x + ) f ( i ) ( x)
L
1 N N
= lim n m n( i ) m( i ) n ( x + )m ( x)dx
0
L L
n =1 m =1
N N
1 L
n=1 m=1
N
4/6/2009
Dense
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10
2. Approximation of each eigenfunction of the covariance kernel by a linear combination of Haar wavelet basis functions:
M 1
n ( x) = di(n) i ( x) = ( x)D(n)
i =0
4/6/2009
11
/b
S ff ( ) =
2
b
- zero mean, unit variance
(1 + b2 2 ) - selected threshold values in step 3: 10-3, 10-7
/ b2
S ff ( ) =
-12
2
4 - selected threshold value in step 3: 10
9 A smaller threshold value is selected for case 2 because the square exponential
kernel is sparser by its nature
9 Parameters: Wavelet level m=7 (M=27=128 eigenpairs can be computed at
most), number of K-L terms-points in the discretization of the wave number domain
N=16, number of terms in the FFT series M=128
4/6/2009
12
Ensemble variance of
truncated K-L expansion:
0.95
Variance
0.9
n =1
0.85
- Wavelet level m = 7
thres.10^-3
thres.10^-7
0.8
0
32
64
96
128
x [-1,1]
Threshold value 10-3: substantial oscillations observed throughout the range [-1,1]
due to the numerical instabilities in the calculation of eigenpairs
9 Threshold value 10-7: a stable solution is obtained
9
4/6/2009
1.2
1.4
=0.2
1.2
=0.4
=1.0
0.8
=0.2
=0.4
eigenvalue
eigenvalue
13
=2.0
0.6
0.4
0.2
=1.0
0.8
=2.0
0.6
0.4
0.2
0
0
16
24
32
index i
16
24
32
index i
Case 1: = 2b
Case 2: = b
Eigenvalue decay for =0.2, 0.4, 1.0 2.0 (: Vanmarckes scale of fluctuation)
The most rapid eigenvalue decay is observed in case 2 for =2.0 (strongly correlated
stochastic field with smooth autocovariance function)
9
Few K-L terms are needed for an accurate simulation of random fields of this kind
4/6/2009
14
1.2
Ensemble variance
Ensemble variance
1.2
0.8
0.6
K-L
0.4
Spectral
0.2
0.8
0.6
K-L
0.4
Spectral
0.2
0
0
0
12
16
20
24
Case 1: =0.2
16
20
24
Case 2: =0.2
1.2
1.2
Ensemble variance
Ensemble variance
12
Number of terms N
Number of terms N
0.8
0.6
K-L
0.4
Spectral
0.2
0.8
0.6
K-L
0.4
Spectral
0.2
0
0
12
16
20
24
Number of terms N
Case 1: =2.0
12
16
20
24
Number of terms N
Convergence of each
approach to the target
variance
4/6/2009
Case 2: =2.0
Best
Average
15
Target
Worst
Best
Average
Min. value
-3.3076
-2.0820
-1.7178
Min. value
-1.5411
-1.7148
-1.5988
Max. value
1.1902
1.7706
1.5981
Max. value
1.9598
1.8932
1.8455
Target
Mean
-0.3434
-0.1370
-0.0115
0.000
Mean
0.5846
0.0813
0.0872
0.000
Variance
0.8954
0.7032
0.6791
1.000
Variance
0.5237
0.8803
0.7592
1.000
Skewness
-1.1962
0.0153
-0.0761
0.000
Skewness
-0.5614
0.0166
0.0595
0.000
Best
Average
Worst
Best
Average
Min. value
-1.3331
-1.9034
-1.9070
Min. value
-1.2252
-2.3388
-1.9791
Max. value
3.2233
1.8684
2.0226
Max. value
3.4019
2.1147
2.0328
Target
Mean
0.0000
0.0000
0.0000
0.000
Mean
0.0000
0.0000
0.0000
0.000
Variance
0.7848
0.7848
0.7848
1.000
Variance
0.9069
0.9069
0.9069
1.000
Skewness
1.6556
-0.0103
0.0711
0.000
Skewness
1.7822
-0.0004
0.0678
0.000
Case 1
Case 2
4/6/2009
16
1.2
1.2
Sample
Sample
Target
Target
0.8
0.8
CDF(f)
Ensemble CDF(f)
0.6
0.6
0.4
0.4
0.2
0.2
0
0
-3
-2
-1
-3
-2
-1
Case 2
=0.2
1.2
Sample
Sample
Target
Target
0.8
0.8
CDF(f)
Ensemble CDF(f)
1.2
0.6
0.6
0.4
0.4
0.2
0.2
0
0
-3
-2
-1
-3
-2
-1
0.03
Target
Sample
0.025
17
0.035
SDF
0.02
0.015
0.01
0.005
0
0
10
20
30
40
50
60
wave number
1
S ( ) =
2 T0
(i )
ff
T0
f ( i ) ( x) exp(i x )dx
Case 1
0.035
0.03
Target
Sample
SDF
0.025
0.02
2.5
60.0
3x10-4
10-3
0.015
0.01
0.005
0
0
10
20
30
40
50
60
wave number
Case 2
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18
f ( x) = F 1 [ g ( x)]
S ff ( ) S Tff ( )
F 1
RTff ( ) =
F 1
4/6/2009
19
where g1 = g ( x), g 2 = g ( x + )
and [ g 1 , g 2 ; R gg ( )] the joint density of {g 1 , g 2 }
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20
S Tff ( ) ( j )
( j +1)
S gg ( ) = ( j )
S gg ( )
S ff ( )
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21
( j +1)
g 0( j +1) ( x) = 2 S gg
( n ) cos( n x + n )
in iteration j+1
n =0
1
S ( ) =
2 T
( j)
ff
f
0
( j)
0
1
F 1[ g 0( j ) ( x)]exp(i x)dx
( x) exp(i x)dx =
2 T 0
1
N 1 ( j )
1
F
=
2 T 0
n=0
( j +1)
gg
S Tff ( ) ( j )
( ) = ( j )
S gg ( )
S ff ( )
4/6/2009
alteration of the
22
f ( x) = F 1 F [ g ( x)]
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23
E(w) =
1 N
[S ff ( j ) S Tff ( j )]2
2 j =1
0.6
0.8
Target PDF
0.6
Target PDF
PDF(f)
Gaussian PDF(f)
drastic
0.4
0.2
0
-4
-2
0.4
0.2
0
-4
-2
24
1 2 3 2
b exp[ b ]
4
Sample function
10
Sample function
10
6
4
2
0
-2
= 1 b = 5
6
4
2
0
-2
64
128
192
256
64
128
x (m)
25
0.8
Target PDF
Target PDF
0.6
0.6
Sample PDF
PDF(f)
PDF(f)
256
0.8
0.4
0.2
Sample PDF
0.4
0.2
0
-2
10
-2
10
Spectral density
0.8
Starget
0.6
Sng
0.4
0.2
Starget
0.6
Sng
0.4
0.2
0
0
0
Spectral density
192
x (m)
26
9 Perfect matching of the target PDF due to the (exact) extended mapping
9 Perfect matching of the target SDF achieved by the proposed (use of Rprop
training, Riedmiller & Brown 1993)
Iterations
Time (sec)
D-M*
29279
146
EHM-SD
82
2.0
EHM-CG
25
0.6
EHM-Quickprop
45
1.2
EHM-Rprop
32
0.8
27
D-M*
Mean value: 38242
St. dev.: 28701
Max: 94494
Min: 4414
D-M* (Iterations)
EHM-Rprop (Iterations)
29279
32
46843
38
4414
28
24335
29
5935
31
94494
35
53295
33
10628
29
61618
28
51582
29
EHM-Rprop
Mean value: 31.2
St. dev.: 3.5
Max: 38
Min: 28
4/6/2009
28
4/6/2009
29
(k )
+ U i X i( k )
i =1
m , p
X H ( ( ))
30
(, , P )
u : D
A(u , v) = B (v ) v X = H 01 ( D )
Weak form:
deterministic
A(u , v ) = B (v )
v X L ()
2
P
stochastic
= (1 ,..., M )
4/6/2009
31
3D elasticity problem:
Formulation of the stochastic stiffness matrix
D( x, y, z ) = D0 [1 + f ( x, y, z )]
k ( e) =
( e )T
D0( e) B( e) dV ( e) +
e
V( )
( e )T
D0( e) B( e) f ( e) ( x, y, z ) dV ( e)
e
V( )
k (e ) = k 0(e ) + k (e )
4/6/2009
32
E (u i ) =
1
NSIM
NSIM
ui ( j)
2 (u i ) =
j =1
NSIM 2
1
2
u i ( j ) NSIM E (u i )
NSIM 1 j =1
4/6/2009
33
K = K 0 + KiI ai +
i =1
u = u0 + uiI ai +
i =1
1 N N II
Kij ai a j + ...
2 i =1 j =1
KiI =
2K
K
, K ijII =
ai a j a =0
ai a=0
1 N N II
uij ai a j + ...
2 i =1 j =1
u0 = K 01 P0
uiI = K 01 ( Pi I K iIu0 )
uijII = K 01 ( PijII K iIu Ij K Ij uiI K ijIIu0 )
9 Satisfactory results only for small coefficients of variation of the uncertain input
parameters
9 Improvement in accuracy obtained using higher order approximations: small
compared to the disproportional increase of computational effort
4/6/2009
34
The spectral stochastic finite element method (Ghanem & Spanos 1991)
9 Karhunen-Love expansion of the stiffness matrix + polynomial chaos expansion
(PCE) of the displacement vector:
M
k ( e ) ( ) = k (0e ) + k l( e )i ( ),
l =1
k i( e ) = i i ( x)B T D 0 Bd e
e
P 1
U( ) = U j j ( ),
j =0
P +1 =
( M + p)!
M ! p!
10 K 1, P 1 U 1 = F1
K P 1,0 K P 1, P 1 U P 1 FP 1
NP NP
4/6/2009
35
4/6/2009
36
4/6/2009
37
k qc
( 66 )
k =
(1212 )
qh
( 33)
k az
( 33)
38
E ( x, y ) = E 0 [1 + f ( x, y )]
k
1.
qc
( 66 )
= BtcT ct Btc dV
V
2a.
2.
{[ ] + [k ] }
b
k qh = k qh
(3 3 )
s
qh
= (1 + a )( k qc ) 0
a=
1
f ( x , y )d
qc
( 66 )
b
b
kqh
= ( kqh
) + X i k i
b
k qh
= BthT ct Bth dV
1 1
2b.
i =1
9 6 weighted integrals i
39
a , ,
X 4 = a f a , , d
k1 =
symm.
h/ 2
0
6 2
9
z k aa + 2 z k a + 2 z 2 k
4
la
la
l
l 2
0
l l 2
3l 2
3l 2
9 2
z k
4 z k aa 2 z k a 2 z k a
l l
la
la l
l a l
l2 2
6 2
9 2
z
k
z
k
z
k
+
+
aa
a
l a4
l a2
l2
1 N
z kij = z ij dz = ijk ( zk3 zk3+1 ) i , j = , ,
3 k =1
h / 2
2
4/6/2009
40
kaz =
kz kz = kz 0.5 1 0.5
(33)
symm.
0.5 0.5 1
kz
3.
h/2
h / 2
z 2 dz ,
1
l 2
h/2
h / 2
z 2 dz ,
k z(i ) =
1
l2
h/2
h / 2
z 2 dz
h/2 2
z ii dz
l i2 h / 2
k z = max (1 + a ) k z( a ) , (1 + a ) k z( ) , (1 + a ) k z( )
a=
1
f ( x , y )d
4/6/2009
41
- Combined random variation of Young modulus and Poisson ratio (Stefanou &
Papadrakakis 2004)
9 The entries of the elasticity matrix are nonlinear functions of Poisson ratio
consideration of random variation of Lam constants and
0
1
E
12 =
1 0
1 2
0 0 1
( x, y ) = 0 [1 + f ( x, y )] +
9
9
9
9
12
+ 2
=
+ 2
0
0
0
0
2
(x, y ) = 0 [1 + f ( x, y )]
E
1 2
=G=
E
2(1 + )
4/6/2009
42
4/6/2009
ah =
1
f h ( x , y ) d
L
z
Numerical examples
(Stefanou & Papadrakakis 2004)
P
h
rigid diaphragm
y
x
43
C
R
rigid diaphragm
R = 300 mm
L = 600 mm
h = 3.0 mm
E = 3000 N/mm2
= 0.3
1. Pinched cylinder
= 0.3
2. Scordelis-Lo shell
4/6/2009
44
R1
R1 = 4800 mm
R2 = 8000 mm
L = 20000 mm
h = 40 mm
E = 21000 N/mm2
= 0.25
y
R2
3. Hyperboloid shell
4/6/2009
45
S ff ( 1 , 2 ) =
2f
b1b2 (b12 12 + b22 22 ) exp[ (b12 12 + b22 22 )]
S ff ( 1 , 2 ) =
2
f
b1 1 2 b 2 2 2
b1 b 2
exp
4
2
2
(u i )
E (u i )
46
4/6/2009
COV of w at node C
47
0.25
E
h
E,h
0.2
f = 0.2 b1 = b2 = 2.6
0.15
0.1
0.05
0
0.065
0.65
1.3
2.6
26
65
130
0,3
COV of w at node C
0,25
E
0,2
h
E,h
0,15
0,1
0,05
0
0,2
80
200
4/6/2009
48
COV of w at node C
0.15
0.1
0.05
0
0.065
0.65
1.3
2.6
26
65
130
COV of w at node C
0,1
0,05
80
200
E (Weighted integral)
4/6/2009
49
0,3
COV of w at node C
0,25
0,2
0,15
h
h(P.s.2)
0,1
0,05
0
0,2
80
200
0,35
0,3
COV of w at node C
E,h
0,25
E,h(P.s.2)
0,2
Var ( wC ) S ff ( )
0,15
0,1
0,05
0
0,2
80
200
4/6/2009
50
Conclusions
9 The stochastic stiffness matrix of the TRIC shell element is formulated in terms of
a minimum number of random variables
9 Good agreement between weighted integral and local average methods
9 Significant effect of correlation length parameter b on the response variability
9 Slight effect of correlation structure (expressed via the form of the power
spectrum) on the response variability
9 Random variation in the shell thickness has significant effect on the response
variability compared to the effect of random Young modulus
9 Small effect of random variation of Poisson ratio on the results
4/6/2009
51
4/6/2009
52
4/6/2009
53
4/6/2009
54
r ( x , y ) = R + a 0 ( x , y ) + g1 ( x , y )
Loading P
E ( x, y ) = E0 [1 + f1 ( x, y )]
R
t ( x, y ) = t0 [1 + f 2 ( x, y )]
P ( x ) = P0 [1 + g 2 ( x ) ]
E=104410N/mm2
=0.3
L=202.3mm
R=101.6mm
t=0.11597mm
4/6/2009
55
r ( x , y ) = R + a 0 ( x , y ) + g1 ( x , y )
Shell
R(mm)
t (mm)
L (mm)
E (N/mm2)
P (N)
A-7
101.6
0.1140
203.20
104110
3036.4
A-8
101.6
0.1179
203.20
104800
3673.8
A-9
101.6
0.1153
203.20
101350
3724.8
A-10
101.6
0.1204
203.20
102730
3196.9
A-12
101.6
0.1204
209.55
104800
3853.0
A-13
101.6
0.1128
196.85
104110
3108.8
A-14
101.6
0.1110
196.85
108940
3442.9
a0(x,y)
4/6/2009
56
-1
Upper bound
+
Shape parameters
-
Beta - Case 1
-0.5
0.5
p=12
q=12
U-beta - Case 2
-0.16
0.16
p=0.8
q=0.8
L-beta - Case 3
-0.13
0.26
p=0.8
q=1.6
E ( x, y ) = E0 [1 + f1 ( x, y )]
t ( x, y ) = t0 [1 + f 2 ( x, y )]
S gg (1 , 2 ) = 2f
b 2 b 2
b1b2
exp 1 1 2 2
4
2 2
P ( x ) = P0 [1 + g 2 ( x ) ]
S gg ( ) =
cylinder
4/6/2009
g2
bg exp (bg2 2 )
4
4
Numerical results
57
NSIM=100
9 The choice of PDF has a significant effect on first and second order properties of Pu
distribution
9 Max Cov(=0.16) for a Gaussian PDF, Min Cov(=0.06) for an L-beta PDF
4/6/2009
58
Pu(perfect) = 5350N
Lognormal E, t
Gaussian E, t
U-beta E, t
Beta E, t
4/6/2009
59
Conclusions
9 The choice of marginal PDF of E, t is crucial: it
affects significantly the shape as well as the
extreme values of Pu distribution
9 A large magnification of uncertainty has been
observed in the Gaussian case: Cov(Pu) ~ 1.6f
L-beta E, t
Experimental
4/6/2009
60
4/6/2009
61
Earthquake
Station
Mw2
R3
Soil4
PGA
1 (1/1)
Plaster City
045
6.5
31.7
C,D
0.042
2 (2/1)
Plaster City
135
6.5
31.7
C,D
0.057
3 (3/1)
180
6.5
15.1
C,D
0.11
4 (4/1)
090
6.5
15.1
C,D
0.074
5 (5/1)
Compuertas
285
6.5
32.6
C,D
0.147
6 (1/2)
Northridge, 1994
090
6.7
31.3
B,B
0.239
7 (2/2)
Plaster City
090
6.5
31.7
C,D
0.057
8 (3/2)
270
6.9
28.8
C,D
0.207
9 (4/2)
090
6.7
24.4
C,D
0.18
10 (5/2)
360
6.9
28.8
C,D
0.209
11 (1/3)
360
6.7
24.4
C,D
0.2
12 (2/3)
Northridge, 1994
360
6.7
25.5
C,D
0.358
13 (3/3)
000
6.9
28.8
,D
0.371
14 (4/3)
WAHO
000
6.9
16.9
,D
0.370
15 (5/3)
WAHO
090
6.9
16.9
,D
0.638
1
4
4/6/2009
62
Upper bound
+
0.26
Shape parameters
p=0.8
q=1.6
0.3
0.2
Sample function
Lower bound
-1
-0.13
Lognormal
L-beta
b=0.2
b=1
0.1
b=2
0
b=10
b=20
-0.1
b=100
-0.2
-0.3
( max )
COV ( max ) =
E ( max )
-1
-0.5
0.5
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mean of
max
0.02
b=0.2
b=1.0
b=2.0
b=10
b=20
b=100
0.015
0.01
0.005
1/1
2/1
3/1
4/1)
5/1
1/2
2/2
3/2
4/2
5/2
1/3
2/3
3/3
4/3
5/3
record
0.2
)=/
0.18
0.16
0.14
b=0.2
b=1.0
b=2.0
b=10
b=20
b=100
0.12
max
COV(
0.1
0.08
0.06
9 A large magnification of
uncertainty is observed in some
cases
max COV=18% (~1.8f)
for record 4/2
9 The mean value is practically not
affected by b
0.04
0.02
0
1/1
2/1
3/1
4/1)
5/1
1/2
2/2
3/2
4/2
5/2
1/3
2/3
3/3
4/3
5/3
record
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64
mean of max
0.015
0.01
b=0.2
b=1.0
b=2.0
b=10
b=20
b=100
0.005
1/1
4/2
1/3
record
0.25
0.2
COV( max ) = /
b=0.2
b=1.0
b=2.0
b=10
b=20
b=100
0.15
0.1
0.05
1/1
4/2
1/3
record
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65
1.5
1
b=0.2
b=1.0
b=2.0
b=10
b=20
b=100
0
0.5
1
1.5
2
2.5
3
3.5
1/1
2/1
3/1
4/1)
5/1
1/2
2/2
3/2
4/2
5/2
1/3
2/3
3/3
4/3
5/3
record
2
1.5
1
0.5
Skewness
Skewness
0.5
0
b=0.2
b=2.0
b=100
0.5
1
9 Important record-to-record
variability
9 Significant influence of b in many
cases
9 Values of skewness substantially
different from those of the system
properties due to the strong nonlinearity of the problem
1.5
2
2.5
3
3.5
1/1
5/1
1/2
2/2
2/3
5/3
record
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66
Conclusions
9 A stochastic response history analysis of a steel frame having uncertain non-Gaussian
material properties and subjected to seismic loading has been performed.
9 The Young modulus and the yield stress were described by uncorrelated homogeneous
non-Gaussian translation fields.
9 The effect of the probability distribution of the input parameters on the response
variability was negligible due to the small input COV(=10%).
9 The significant influence of the scale of correlation of the stochastic fields and of the
different seismic records on the response variability has been revealed.
9 A large magnification of uncertainty has been observed in some cases.
9 Importance of a realistic uncertainty quantification and propagation in nonlinear
dynamic analysis of engineering systems.
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68