Methods of nonlinear random vibration analysis

The various techniques available for the analysis of nonlinear systems subjected to random excitations are briefly introduced and an overview of the progress which has been made in this area of research is presented. The discussion is mainly focused on the basis, scope and limitations of the solution techniques and not on specific applications.     

Tail-equivalent linearization method for nonlinear random vibration

A new, non-parametric linearization method for nonlinear random vibration analysis is developed. The method employs a discrete representation of the stochastic excitation and concepts from the first-order reliability method, FORM. For a specified response threshold of the nonlinear system, the equivalent linear system is defined by matching the “design points” of the linear and nonlinear responses in the space of the standard normal random variables obtained from the discretization of the excitation. Due to this definition, the tail probability of the linear system is equal to the first-order approximation of the tail probability of the nonlinear system, this property motivating the name Tail-Equivalent Linearization Method (TELM). It is shown that the equivalent linear system is uniquely determined in terms of its impulse response function in a non-parametric form from the knowledge of the design point. The paper examines the influences of various parameters on the tail-equivalent linear system, presents an algorithm for finding the needed sequence of design points, and describes methods for determining various statistics of the nonlinear response, such as the probability distribution, the mean level-crossing rate and the first-passage probability. Applications to single- and multi-degree-of-freedom, non-degrading hysteretic systems illustrate various features of the method, and comparisons with results obtained by Monte Carlo simulations and by the conventional equivalent linearization method (ELM) demonstrate the superior accuracy of TELM over ELM, particularly for high response thresholds.     

Nonlinear random vibration of the slender deep-water pier under seismic excitation

The present study investigates the nonlinear random vibration of the deep-water pier exposed to horizontal seismic excitation. First of all, the stochastic dynamic model of the pier is formulated. During the process, the pier is simplified as a cantilever beam fixed on the rock foundation, the seismic excitation is treated as Gaussian white noise, the hydrodynamic pressure is described with the radiation wave theory, and the equation for the nonlinear kinematic of the pier is deduced by the means of Kane’s method. Then, with the application of the stochastic averaging (SA) technique, the Fokker–Plank–Kolmogorov (FPK) equation governing the transient probability density function (PDF) of the amplitude envelope and the backward Kolmogorov (BK) equation for the conditional reliability function (CRF) are derived, respectively. The closed-form stationary PDF can be yielded directly from the reduced FPK equation, while the CRF and the conditional PDF of first-passage time are given after solving the BK equation numerically. Numerical discussions are performed to illustrate the trend of excitation intensity, mass ratio, immersion ratio, and inner and outer hydrodynamic effect on the stationary response and first-passage failure are examined, respectively. It has been shown that increases in the excitation intensity, mass ratio, and immersion ratio can amplify the response and reduce the reliability of the deep-water pier system. The hydrodynamic effect also leads to an amplification of the system response and a reduction in the reliability of the system. Similarly, the presence of inner water can also exacerbate these effects, and this phenomenon becomes more pronounced with increasing immersed ratios. Additionally, the analytical solution is validated by the result obtained by pertained Monte Carlo simulations (MCS). It is noted that this work will be helpful for the optimal seismic design of deep-water piers.     

Crash risk analysis for Shanghai urban expressways: A Bayesian semi-parametric modeling approach

Urban expressway systems have been developed rapidly in recent years in China; it has become one key part of the city roadway networks as carrying large traffic volume and providing high traveling speed. Along with the increase of traffic volume, traffic safety has become a major issue for Chinese urban expressways due to the frequent crash occurrence and the non-recurrent congestions caused by them. For the purpose of unveiling crash occurrence mechanisms and further developing Active Traffic Management (ATM) control strategies to improve traffic safety, this study developed disaggregate crash risk analysis models with loop detector traffic data and historical crash data. Bayesian random effects logistic regression models were utilized as it can account for the unobserved heterogeneity among crashes. However, previous crash risk analysis studies formulated random effects distributions in a parametric approach, which assigned them to follow normal distributions. Due to the limited information known about random effects distributions, subjective parametric setting may be incorrect. In order to construct more flexible and robust random effects to capture the unobserved heterogeneity, Bayesian semi-parametric inference technique was introduced to crash risk analysis in this study. Models with both inference techniques were developed for total crashes; semi-parametric models were proved to provide substantial better model goodness-of-fit, while the two models shared consistent coefficient estimations. Later on, Bayesian semi-parametric random effects logistic regression models were developed for weekday peak hour crashes, weekday non-peak hour crashes, and weekend non-peak hour crashes to investigate different crash occurrence scenarios. Significant factors that affect crash risk have been revealed and crash mechanisms have been concluded.     

A nonparametric model of random uncertainties for reduced matrix models in structural dynamics

Random uncertainties in finite element models in linear structural dynamics are usually modeled by using parametric models. This means that: (1) the uncertain local parameters occurring in the global mass, damping and stiffness matrices of the finite element model have to be identified; (2) appropriate probabilistic models of these uncertain parameters have to be constructed; and (3) functions mapping the domains of uncertain parameters into the global mass, damping and stiffness matrices have to be constructed. In the low-frequency range, a reduced matrix model can then be constructed using the generalized coordinates associated with the structural modes corresponding to the lowest eigenfrequencies. In this paper we propose an approach for constructing a random uncertainties model of the generalized mass, damping and stiffness matrices. This nonparametric model does not require identifying the uncertain local parameters and consequently, obviates construction of functions that map the domains of uncertain local parameters into the generalized mass, damping and stiffness matrices. This nonparametric model of random uncertainties is based on direct construction of a probabilistic model of the generalized mass, damping and stiffness matrices, which uses only the available information constituted of the mean value of the generalized mass, damping and stiffness matrices. This paper describes the explicit construction of the theory of such a nonparametric model.     

A Bayesian Neural Network approach to estimating the Energy Equivalent Speed

To reduce the number and the gravity of accidents, it is necessary to analyse and reconstruct them. Accident modelling requires the modelling of the impact which in turn requires the estimation of the deformation energy. There are several tools available to evaluate the deformation energy absorbed by a vehicle during an impact. However, there is a growing demand for more precise and more powerful tools. In this work, we express the deformation energy absorbed by a vehicle during a crash as a function of the Energy Equivalent Speed (EES). The latter is a difficult parameter to estimate because the structural response of the vehicle during an impact depends on parameters concerning the vehicle, but also parameters concerning the impact. The objective of our work is to design a model to estimate the EES by using an original approach combining Bayesian and Neural Network approaches. Both of these tools are complementary and offer significant advantages, such as the guarantee of finding the optimal model and the implementation of error bars on the computed output. In this paper, we present the procedure for implementing this Bayesian Neural Network approach and the results obtained for the modelling of the EES: our model is able to estimate the EES of the car with a mean error of 1.34 m s(-1). Furthermore, we built a sensitivity analysis to study the relevance of model's inputs.     

A Bayesian approach to an adaptive preventive maintenance model

In this paper we consider a Bayesian theoretic approach to determine an optimal adaptive preventive maintenance policy with minimal repair. By incorporating minimal repair, maintenance and replacement, the mathematical formulas of the expected cost per unit time are obtained. When the failure density is Weibull with uncertain parameters, a Bayesian approach is established to formally express and update the uncertain parameters for determining an optimal adaptive preventive maintenance policy. Furthermore, various special cases of our model are discussed in detail.     

Prediction of road accidents: A Bayesian hierarchical approach

In this paper a novel methodology for the prediction of the occurrence of road accidents is presented. The methodology utilizes a combination of three statistical methods: (1) gamma-updating of the occurrence rates of injury accidents and injured road users, (2) hierarchical multivariate Poisson-lognormal regression analysis taking into account correlations amongst multiple dependent model response variables and effects of discrete accident count data e.g. over-dispersion, and (3) Bayesian inference algorithms, which are applied by means of data mining techniques supported by Bayesian Probabilistic Networks in order to represent non-linearity between risk indicating and model response variables, as well as different types of uncertainties which might be present in the development of the specific models.     

A discrete-time Bayesian network reliability modeling and analysis framework

Dependability tools are becoming an indispensable tool for modeling and analyzing (critical) systems. However the growing complexity of such systems calls for increasing sophistication of these tools. Dependability tools need to not only capture the complex dynamic behavior of the system components, but they must be also easy to use, intuitive, and computationally efficient. In general, current tools have a number of shortcomings including lack of modeling power, incapacity to efficiently handle general component failure distributions, and ineffectiveness in solving large models that exhibit complex dependencies between their components. We propose a novel reliability modeling and analysis framework based on the Bayesian network (BN) formalism. The overall approach is to investigate timed Bayesian networks and to find a suitable reliability framework for dynamic systems. We have applied our methodology to two example systems and preliminary results are promising. We have defined a discrete-time BN reliability formalism and demonstrated its capabilities from a modeling and analysis point of view. This research shows that a BN based reliability formalism is a powerful potential solution to modeling and analyzing various kinds of system components behaviors and interactions. Moreover, being based on the BN formalism, the framework is easy to use and intuitive for non-experts, and provides a basis for more advanced and useful analyses such as system diagnosis.     

Numerical solutions of Fokker-Planck equation of nonlinear systems subjected to random and harmonic excitations

A new approach for an efficient numerical implementation of the path integral (PI) method based on non-Gaussian transition probability density function (PDF) and the Gauss-Legendre integration scheme is developed. This modified PI method is used to solve the Fokker-Planck (FP) equation and to study the nature of the stochastic and chaotic response of the nonlinear systems. The steady state PDF, periodicity, jump phenomenon, noise induced changes in joint PDF of the states are studied by the modified PI method. A computationally efficient higher order, finite difference (FD) technique is derived for the solution of higher-dimensional FP equation. A two degree of freedom nonlinear system having Coulomb damping with a variable friction coefficient subjected to Gaussian white noise excitation is considered as an example which can represent a bladed disk assembly of turbo-machinery blades. Effects of normal force and viscous damping on the mean square response are investigated.     

Free vibration of composite circular cylindrical shells with random material properties. Part II: Applications

In the second part of this study the approach developed in Part I has been used to analyse free vibration of three composite circular cylindrical shells with random scatter in the material properties. The cases considered are – specially orthotropic symmetric shells in axisymmetric and asymmetric oscillations, and antisymmetric cross ply laminated shell in axisymmetric oscillations. With known statistics of the material properties the mean and the variance of the natural frequencies have been obtained. Numerical results have been presented for graphite–epoxy composite shells.     

A symmetric and positive definite variational BEM for 2-D free vibration analysis

A general BEM model for structural dynamics is derived by using a symmetric and positive definite variational formulation. The functional employed involves domain displacements and boundary tractions and displacements. These variables are taken to be independent of one another. The boundary variables are expressed in terms of their nodal values while the domain displacement field is approximated by a linear combination of static fundamental solutions. The source point of the latter is located outside the domain. The resolving system is a linear system and for free vibration a classic linear algebraic eigenvalue problem is inferred. The stiffness and mass matrices are symmetric and positive definite and the domain integral, when associated with the inertial term, can be transformed into a boundary integral. Numerical results are presented to prove the efficiency of the method.     

A modified model for the estimation of fatigue life derived from random vibration theory

When a component is subjected to variable-amplitude loading, if the fundamental stress–life cycle relationship and an accumulation rule are given, then the fatigue damage or fatigue life of the component can be calculated and/or estimated. In the present paper, random vibration theory is incorporated into the analysis of the above problem. Several formulas are thus derived. Experimental work is then carried out to verify the derived formulas. Comparison is made among the results calculated based on different formulas, different accumulation rules and different random loading. It is concluded that the derived formulas do provide us with quick prediction of the fatigue damage or fatigue life when a component is subjected to variable-amplitude loading that has a certain random nature.     

Nonlinear non-classical microscale beams: Static bending, postbuckling and free vibration

This paper initiates the theoretical analysis of nonlinear microbeams and investigates the static bending, postbuckling and free vibration. The nonlinear model is conducted within the context of non-classical continuum mechanics, by introducing a material length scale parameter. The nonlinear equation of motion, in which the nonlinear term is associated with the mean axial extension of the beam, is derived by using a combination of the modified couple stress theory and Hamilton’s principle. Based on this newly developed model, calculations have been performed for microbeams simply supported between two immobile supports. The static deflections of a bending beam subjected to transverse force, the critical buckling loads and buckled configurations of an axially loaded beam, and the nonlinear frequencies of a beam with initial lateral displacement are discussed. It is shown that the size effect is significant when the ratio of characteristic thickness to internal material length scale parameter is approximately equal to one, but is diminishing with the increase of the ratio. Our results also indicate that the nonlinearity has a great effect on the static and dynamic behaviors of microscale beams. To attain accurate and reliable characterization of the static and dynamic properties of microscale beams, therefore, both the microstructure-dependent parameters and the nonlinearities have to be incorporated in the design of microscale beam devices and systems.     

Macroscopic hotspots identification: A Bayesian spatio-temporal interaction approach

This study proposes a Bayesian spatio-temporal interaction approach for hotspot identification by applying the full Bayesian (FB) technique in the context of macroscopic safety analysis. Compared with the emerging Bayesian spatial and temporal approach, the Bayesian spatio-temporal interaction model contributes to a detailed understanding of differential trends through analyzing and mapping probabilities of area-specific crash trends as differing from the mean trend and highlights specific locations where crash occurrence is deteriorating or improving over time. With traffic analysis zones (TAZs) crash data collected in Florida, an empirical analysis was conducted to evaluate the following three approaches for hotspot identification: FB ranking using a Poisson-lognormal (PLN) model, FB ranking using a Bayesian spatial and temporal (B-ST) model and FB ranking using a Bayesian spatio-temporal interaction (B-ST-I) model. The results show that (a) the models accounting for space-time effects perform better in safety ranking than does the PLN model, and (b) the FB approach using the B-ST-I model significantly outperforms the B-ST approach in correctly identifying hotspots by explicitly accounting for the space-time variation in addition to the stable spatial/temporal patterns of crash occurrence. In practice, the B-ST-I approach plays key roles in addressing two issues: (a) how the identified hotspots have evolved over time and (b) the identification of areas that, whilst not yet hotspots, show a tendency to become hotspots. Finally, it can provide guidance to policy decision makers to efficiently improve zonal-level safety.     

Analysis of multi-degree of freedom strongly non-linear mechanical systems with random input: Part II: equivalent linear system with random matrices and power spectral density matrix

We present a method for estimating the (power spectral density) PSD matrix of the stationary response of lightly damped randomly excited multi-degree of fredom mechanical systems with strong non-linear asymmetrical restoring forces. The PSD matrix is defined as the mean value of the PSD matrix response of an equivalent linear system (ELS) whose damping and stiffness matrices depend on non-linear vibration modes of the associated conservative system, the frequencies and modes shapes being amplitude dependent. Based on a generalized van der Pol transformation and using a stochastic averaging principle, as developed in a companion paper, a stationary probability density function for the amplitude process is derived to characterize the ELS fully. Some possible simplifications of the method, such as modal reduction and/or local linearization, are also discussed. The results obtained are in good agreement with those of direct numerical simulations taking two typical examples.     

Cyclist activity and injury risk analysis at signalized intersections: A Bayesian modelling approach

This study proposes a two-equation Bayesian modelling approach to simultaneously study cyclist injury occurrence and bicycle activity at signalized intersections as joint outcomes. This approach deals with the potential presence of endogeneity and unobserved heterogeneities and is used to identify factors associated with both cyclist injuries and volumes. Its application to identify high-risk corridors is also illustrated. Montreal, Quebec, Canada is the application environment, using an extensive inventory of a large sample of signalized intersections containing disaggregate motor-vehicle traffic volumes and bicycle flows, geometric design, traffic control and built environment characteristics in the vicinity of the intersections. Cyclist injury data for the period of 2003–2008 is used in this study. Also, manual bicycle counts were standardized using temporal and weather adjustment factors to obtain average annual daily volumes. Results confirm and quantify the effects of both bicycle and motor-vehicle flows on cyclist injury occurrence. Accordingly, more cyclists at an intersection translate into more cyclist injuries but lower injury rates due to the non-linear association between bicycle volume and injury occurrence. Furthermore, the results emphasize the importance of turning motor-vehicle movements. The presence of bus stops and total crosswalk length increase cyclist injury occurrence whereas the presence of a raised median has the opposite effect. Bicycle activity through intersections was found to increase as employment, number of metro stations, land use mix, area of commercial land use type, length of bicycle facilities and the presence of schools within 50–800 m of the intersection increase. Intersections with three approaches are expected to have fewer cyclists than those with four. Using Bayesian analysis, expected injury frequency and injury rates were estimated for each intersection and used to rank corridors. Corridors with high bicycle volumes, located mainly in the central neighbourhoods of Montreal, have lower risk of injury. These results may reflect the “safety in numbers” hypothesis or cyclist preference towards safer intersections and corridors. Despite these corridors having a lower individual risk, they are nevertheless associated with a greater number of injuries.     

Model calibration: A hierarchical Bayesian approach

Many geotechnical engineering models are empirical and calibrated based on data gathered from various sites/projects, using optimisation algorithms with criteria like least squared errors or minimising the coefficient of variation of method bias with the constraint of mean bias equal to unity. This paper discusses the use of hierarchical Bayesian regression models for the same purpose. A database of axial capacity of piles in predominantly clay sites and a CPT-based design model, compiled and developed as part of a Joint Industry Project (JIP) led by the Norwegian Geotechnical Institute (NGI), is used for demonstration. The analyses focus on two related areas that the traditional approaches overlook: (i) quantification of uncertainty in the estimated parameters of the model, and (ii) modelling site-dependency of the model parameters (i.e., between-group variation). The former is important in the context of reliability-based design and contributes to establishing confidence in estimated reliability indices, particularly when only limited data are available. The latter expands our understanding regarding the domain of applicability of a model; that is, if a model is broadly applicable or highly site-dependent. The benefits of the proposed Bayesian approach are highlighted with a prediction exercise where the calibrated models are used in conjunction with limited site or project-specific data.     

Nonlinear analysis of doubly curved shells: An analytical approach

Dynamic analogues of von Karman-Donnell type shell equations for doubly curved, thin isotropic shells in rectangular planform are formulated and expressed in displacement components. These nonlinear partial differential equations of motion are linearized by using a quadratic extrapolation technique. The spatial and temporal discretization of differential equations have been carried out by finite-degree Chebyshev polynomials and implicit Houbolt timemarching techniques respectively. Multiple regression based on the least square error norm is employed to eliminate the incompatability generated due to spatial discretization (equations>unknowns). Spatial convergence study revealed that nine term expansion of each displacement inx andy respectively, is sufficient to yield fairly accurate results. Clamped and simply supported immovable doubly curved shallow shells are analysed. Results have been compared with those obtained by other numerical methods. Considering uniformly distributed normal loading, the results of static and dynamic analyses are presented. A list of symbols is given at the end of the paper     

A Wiener path integral technique for determining the stochastic response of nonlinear oscillators with fractional derivative elements: A constrained variational formulation with free boundaries

A technique based on the concept of Wiener path integral (WPI) is developed for determining approximately the joint response probability density function (PDF) of nonlinear oscillators endowed with fractional derivative elements. Specifically, first, the dependence of the state of the system on its history due to the fractional derivative terms is accounted for, alternatively, by augmenting the response vector and by considering additional auxiliary state variables and equations. In this regard, the original single-degree-of-freedom (SDOF) nonlinear system with fractional derivative terms is cast, equivalently, into a multi-degree-of-freedom (MDOF) nonlinear system involving integer-order derivatives only. From a mathematics perspective, the equations of motion referring to the latter can be interpreted as constrained. Second, to circumvent the challenge of increased dimensionality of the problem due to the augmentation of the response vector, a WPI formulation with mixed fixed/free boundary conditions is developed for determining directly any lower-dimensional joint PDF corresponding to a subset only of the response vector components. This can be construed as an approximation-free dimension reduction approach that renders the associated computational cost independent of the total number of stochastic dimensions of the problem. Thus, the original SDOF oscillator joint PDF corresponding to the response displacement and velocity is determined efficiently, while circumventing the computationally challenging task of treating directly equations of motion involving fractional derivatives. Two illustrative numerical examples are considered for demonstrating the reliability of the developed technique. These pertain to a nonlinear Duffing and a nonlinear vibro-impact oscillators with fractional derivative elements subjected to combined stochastic and deterministic periodic loading. Note that alternative standard approximate techniques, such as statistical linearization, need to be significantly modified and extended to account for such cases of combined loading. Remarkably, it is shown herein that the WPI technique exhibits the additional advantage of treating such types of excitation in a straightforward manner without the need for any ad hoc modifications. Comparisons with pertinent Monte Carlo simulation data are included as well.