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Dynamics of structures with uncertainties S Adhikari College of Engineering, Swansea University, Swansea UK Email: S.Adhikari@swansea.ac.uk http://engweb.swan.ac.uk/ adhikaris/ Twitter: @ProfAdhikari The University of Campinas, Campinas,


  1. Dynamics of structures with uncertainties S Adhikari College of Engineering, Swansea University, Swansea UK Email: S.Adhikari@swansea.ac.uk http://engweb.swan.ac.uk/ adhikaris/ Twitter: @ProfAdhikari The University of Campinas, Campinas, Brazil November 2014

  2. Swansea University

  3. Swansea University

  4. About me Education: PhD (Engineering), 2001, University of Cambridge (Trinity College), Cambridge, UK. MSc (Structural Engineering), 1997, Indian Institute of Science, Bangalore, India. B. Eng, (Civil Engineering), 1995, Calcutta University, India. Work: 04/2007-Present: Professor of Aerospace Engineering, Swansea University (Civil and Computational Engineering Research Centre). 01/2003-03/2007: Lecturer in dynamics: Department of Aerospace Engineering, University of Bristol. 11/2000-12/2002: Research Associate, Cambridge University Engineering Department (Junior Research Fellow, Fitzwilliam College, Cambridge) .

  5. Outline of this talk Introduction 1 Stochastic single degrees of freedom system 2 Stochastic multi degree of freedom systems 3 Stochastic finite element formulation Projection in the modal space Properties of the spectral functions Error minimization 4 The Galerkin approach Model Reduction Computational method Numerical illustrations 5 Conclusions 6

  6. Mathematical models for dynamic systems Mathematical Models of Dynamic Systems ❄ ❄ ❄ ❄ ❄ ✲ Probabilistic Elastic Linear Time-invariant Continuous Deterministic Fuzzy set Non-linear Time-variant Elasto-plastic Discrete Uncertain ✲ ✲ Viscoelastic ✲ Convex set ❄ ❄ Low frequency ❄ ❄ Mid-frequency Single-degree-of-freedom Multiple-degree-of-freedom High frequency (SDOF) (MDOF)

  7. A general overview of computational mechanics Real System� Measured output� Input� (�eg� , velocity,� (�eg�, earthquake,� acceleration� ,� turbulence� )� stress)� uncertain� experimental� error� system identification� System Uncertainty� Input Uncertainty� calibration/updating� parametric uncertainty� uncertainty in time� model inadequacy� � history� uncertainty in� model uncertainty� location� calibration uncertainty� model validation� � Physics based model� Simulated Input� L� (u) =� f� (time or frequency� (� eg� , ODE/�PDE�/�SDE�/� SPDE�)� domain)� � Computational� Uncertainty� verification� machine precession,� Total Uncertainty =� error tolerance� input + system +� h� ’ and ‘� p� ‘� ’ refinements� computational� uncertainty� Model output� Computation� (�eg� , velocity,� (�eg�,�FEM�/� BEM� /Finite� acceleration� ,� difference/� SFEM� /� MCS� )� stress)�

  8. Uncertainty in structural dynamical systems Many structural dynamic systems are manufactured in a production line (nom- inally identical systems). On the other hand, some models are complex! Com- plex models can have ‘errors’ and/or ‘lack of knowledge’ in its formulation.

  9. Model quality The quality of a model of a dynamic system depends on the following three factors: Fidelity to (experimental) data: The results obtained from a numerical or mathematical model undergoing a given excitation force should be close to the results obtained from the vibration testing of the same structure undergoing the same excitation. Robustness with respect to (random) errors: Errors in estimating the system parameters, boundary conditions and dynamic loads are unavoidable in practice. The output of the model should not be very sensitive to such errors. Predictive capability: In general it is not possible to experimentally validate a model over the entire domain of its scope of application. The model should predict the response well beyond its validation domain.

  10. Sources of uncertainty Different sources of uncertainties in the modeling and simulation of dynamic systems may be attributed, but not limited, to the following factors: Mathematical models: equations (linear, non-linear), geometry, damping model (viscous, non-viscous, fractional derivative), boundary conditions/initial conditions, input forces. Model parameters: Young’s modulus, mass density, Poisson’s ratio, damping model parameters (damping coefficient, relaxation modulus, fractional derivative order). Numerical algorithms: weak formulations, discretisation of displacement fields (in finite element method), discretisation of stochastic fields (in stochastic finite element method), approximate solution algorithms, truncation and roundoff errors, tolerances in the optimization and iterative methods, artificial intelligent (AI) method (choice of neural networks). Measurements: noise, resolution (number of sensors and actuators), experimental hardware, excitation method (nature of shakers and hammers), excitation and measurement point, data processing (amplification, number of data points, FFT), calibration.

  11. Few general questions How does system uncertainty impact the dynamic response? Does it matter? What is the underlying physics? How can we model uncertainty in dynamic systems? Do we ‘know’ the uncertainties? How can we efficiently quantify uncertainty in the dynamic response for large multi degrees of freedom systems? What about using ‘black box’ type response surface methods? Can we use modal analysis for stochastic systems? Does stochastic systems has natural frequencies and mode shapes?

  12. Stochastic SDOF systems u(�t� )� k� f� (� t� )� m� f� d� (� t� )� �� Consider a normalised single degree of freedom system (SDOF): u ( t ) + ω 2 u ( t ) + 2 ζω n ˙ ¨ n u ( t ) = f ( t ) / m (1) � √ Here ω n = k / m is the natural frequency and ξ = c / 2 km is the damping ratio. We are interested in understanding the motion when the natural frequency of the system is perturbed in a stochastic manner. Stochastic perturbation can represent statistical scatter of measured values or a lack of knowledge regarding the natural frequency.

  13. Frequency variability 4 4 uniform uniform normal normal 3.5 log−normal 3.5 log−normal 3 3 2.5 2.5 p x (x) p x (x) 2 2 1.5 1.5 1 1 0.5 0.5 0 0 0 0.2 0.4 0.6 0.8 1 1.2 1.4 1.6 1.8 2 0 0.2 0.4 0.6 0.8 1 1.2 1.4 1.6 1.8 2 x x (a) Pdf: σ a = 0 . 1 (b) Pdf: σ a = 0 . 2 Figure: We assume that the mean of r is 1 and the standard deviation is σ a . Suppose the natural frequency is expressed as ω 2 n = ω 2 n 0 r , where ω n 0 is deterministic frequency and r is a random variable with a given probability distribution function. Several probability distribution function can be used. We use uniform, normal and lognormal distribution.

  14. Frequency samples 1000 1000 uniform uniform normal normal 900 900 log−normal log−normal 800 800 700 700 600 600 Samples Samples 500 500 400 400 300 300 200 200 100 100 0 0 0 0.2 0.4 0.6 0.8 1 1.2 1.4 1.6 1.8 2 0 0.2 0.4 0.6 0.8 1 1.2 1.4 1.6 1.8 2 Frequency: ω n Frequency: ω n (a) Frequencies: σ a = 0 . 1 (b) Frequencies: σ a = 0 . 2 Figure: 1000 sample realisations of the frequencies for the three distributions

  15. Response in the time domain 1 1 deterministic deterministic random samples random samples 0.8 0.8 mean: uniform mean: uniform mean: normal mean: normal 0.6 0.6 mean: log−normal mean: log−normal Normalised amplitude: u/v 0 Normalised amplitude: u/v 0 0.4 0.4 0.2 0.2 0 0 −0.2 −0.2 −0.4 −0.4 −0.6 −0.6 −0.8 −0.8 −1 −1 0 5 10 15 0 5 10 15 Normalised time: t/T n0 Normalised time: t/T n0 (a) Response: σ a = 0 . 1 (b) Response: σ a = 0 . 2 Figure: Response due to initial velocity v 0 with 5% damping

  16. Frequency response function 120 120 deterministic deterministic mean: uniform mean: uniform mean: normal mean: normal 100 100 mean: log−normal mean: log−normal Normalised amplitude: |u/u st | 2 Normalised amplitude: |u/u st | 2 80 80 60 60 40 40 20 20 0 0 0 0.2 0.4 0.6 0.8 1 1.2 1.4 1.6 1.8 2 0 0.2 0.4 0.6 0.8 1 1.2 1.4 1.6 1.8 2 Normalised frequency: ω / ω n0 Normalised frequency: ω / ω n0 (a) Response: σ a = 0 . 1 (b) Response: σ a = 0 . 2 Figure: Normalised frequency response function | u / u st | 2 , where u st = f / k

  17. Key observations The mean response is more damped compared to deterministic response. The higher the randomness, the higher the “effective damping”. The qualitative features are almost independent of the distribution the random natural frequency. We often use averaging to obtain more reliable experimental results - is it always true? Assuming uniform random variable, we aim to explain some of these observations.

  18. Equivalent damping Assume that the random natural frequencies are ω 2 n = ω 2 n 0 ( 1 + ǫ x ) , where x has zero mean and unit standard deviation. The normalised harmonic response in the frequency domain u ( i ω ) k / m = √ (2) [ − ω 2 + ω 2 f / k n 0 ( 1 + ǫ x )] + 2 i ξωω n 0 1 + ǫ x � Considering ω n 0 = k / m and frequency ratio r = ω/ω n 0 we have u 1 f / k = √ (3) [( 1 + ǫ x ) − r 2 ] + 2 i ξ r 1 + ǫ x

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