A non‐intrusive model reduction approach for polynomial chaos expansion using proper orthogonal decomposition

In this paper, a non‐intrusive stochastic model reduction scheme is developed for polynomial chaos representation using proper orthogonal decomposition. The main idea is to extract the optimal orthogonal basis via inexpensive calculations on a coarse mesh and then use them for the fine‐scale analysis. To validate the developed reduced‐order model, the method is implemented to: (1) the stochastic steady‐state heat diffusion in a square slab; (2) the incompressible, two‐dimensional laminar boundary‐layer over a flat plate with uncertainties in free‐stream velocity and physical properties; and (3) the highly nonlinear Ackley function with uncertain coefficients. For the heat diffusion problem, the thermal conductivity of the slab is assumed to be a stochastic field with known exponential covariance function and approximated via the Karhunen–Loève expansion. In all three test cases, the input random parameters are assumed to be uniformly distributed, and a polynomial chaos expansion is found using the regression method. The Sobol's quasi‐random sequence is used to generate the sample points. The numerical results of the three test cases show that the non‐intrusive model reduction scheme is able to produce satisfactory results for the statistical quantities of interest. It is found that the developed non‐intrusive model reduction scheme is computationally more efficient than the classical polynomial chaos expansion for uncertainty quantification of stochastic problems. The performance of the developed scheme becomes more apparent for the problems with larger stochastic dimensions and those requiring higher polynomial order for the stochastic discretization. Copyright © 2015 John Wiley & Sons, Ltd.     

包装件振动可靠性的不确定度量化及灵敏度分析

研究包装件参数不确定性对振动可靠性变化的影响,并分析振动可靠性指标对各不确定参数的灵敏度.采用Karhunen-Loeve展开将具有一定谱特征的平稳随机振动表示在标准正态随机变量空间中,应用一阶可靠性方法分析线性包装件振动可靠性指标.考虑缓冲材料弹性特性、阻尼特性、产品主体和脆弱部件之间的弹性特性、阻尼特性四个随机参数...     

Identification of Chaos Representations of Elastic Properties of Random Media Using Experimental Vibration Tests

This paper deals with the experimental identification of the probabilistic representation of a random field modelling the Young modulus of a nonhomogeneous isotropic elastic medium by experimental vibration tests. Experimental data are constituted of frequency response functions on a given frequency band and for a set of observed degrees of freedom on the boundary of specimens. The random field representation is based on the polynomial chaos decomposition. The coefficients of the polynomial chaos are identified setting an inverse problem and then in solving an optimization problem related to the maximum likelihood principle.     

Approximate analysis of response variability of uncertain linear systems

A probabilistic methodology is presented for obtaining the variability and statistics of the dynamic response of multi-degree-of-freedom linear structures with uncertain properties. Complex mode analysis is employed and the variability of each contributing mode is analyzed separately. Low-order polynomial approximations are first used to express modal frequencies, damping ratios and participation factors with respect to the uncertain structural parameters. Each modal response is then expanded in a series of orthogonal polynomials in these parameters. Using the weighted residual method, a system of linear ordinary differential equations for the coefficients of each series expansion is derived. A procedure is then presented to calculate the variability and statistics of the uncertain response. The technique is extended to the stochastic excitation case for obtaining the variability of the response moments due to the variability of the system parameters. The methodology can treat a variety of probability distributions assumed for the structural parameters. Compared to existing analytical techniques, the proposed method drastically reduces the computational effort and computer storage required to solve for the response variability and statistics. The performance and accuracy of the method are illustrated by examples.     

一种非高斯随机振动过程数值模拟方法

目的 考虑真实随机振动的非高斯特性,提出一种根据已知信息生成与其相符的非高斯随机振动过程的数值模拟方法。方法 基于均值、方差、偏斜度、峭度及功率谱密度函数（或自相关函数）等约束条件,对非高斯随机振动进行模拟。根据功率谱获取非高斯过程的自相关矩阵;通过Hermite多项式的正交性质和多项式混沌展开方法推导出的公式,构造满足标准正态分布随机过程的协方差矩阵,并对其进行谱分解和主成分分析;最后,利用Karhunen-Loeve展开和多项式混沌展开来表示所模拟的非高斯振动过程。结果 随着采样点个数的增加,实测数据与模拟数据之间的误差越来越小,该方法具有较好的模拟精度。结论 应用多项式混沌展开、Karhunen-Loeve展开以及蒙特卡洛等方法,可生成非高斯随机振动过程,并得到准确有效的各项统计参数模拟值。     

Maximum likelihood estimation of stochastic chaos representations from experimental data

This paper deals with the identification of probabilistic models of the random coefficients in stochastic boundary value problems (SBVP). The data used in the identification correspond to measurements of the displacement field along the boundary of domains subjected to specified external forcing. Starting with a particular mathematical model for the mechanical behaviour of the specimen, the unknown field to be identified is projected on an adapted functional basis such as that provided by a finite element discretization. For each set of measurements of the displacement field along the boundary, an inverse problem is formulated to calculate the corresponding optimal realization of the coefficients of the unknown random field on the adapted basis. Realizations of these coefficients are then used, in conjunction with the maximum likelihood principle, to set‐up and solve an optimization problem for the estimation of the coefficients in a polynomial chaos representation of the parameters of the SBVP. Copyright © 2005 John Wiley & Sons, Ltd.     

Stochastic convergence acceleration through basis enrichment of polynomial chaos expansions

Given their mathematical structure, methods for computational stochastic analysis based on orthogonal approximations and projection schemes are well positioned to draw on developments from deterministic approximation theory. This is demonstrated in the present paper by extending basis enrichment from deterministic analysis to stochastic procedures involving the polynomial chaos decomposition. This enrichment is observed to have a significant effect on the efficiency and performance of these stochastic approximations in the presence of non‐continuous dependence of the solution on the stochastic parameters. In particular, given the polynomial structure of these approximations, the severe degradation in performance observed in the neighbourhood of such discontinuities is effectively mitigated. An enrichment of the polynomial chaos decomposition is proposed in this paper that can capture the behaviour of such non‐smooth functions by integrating a priori knowledge about their behaviour. The proposed enrichment scheme is applied to a random eigenvalue problem where the smoothness of the functional dependence between the random eigenvalues and the random system parameters is controlled by the spacing between the eigenvalues. It is observed that through judicious selection of enrichment functions, the spectrum of such a random system can be more efficiently characterized, even for systems with closely spaced eigenvalues. Copyright © 2007 John Wiley & Sons, Ltd.     

Stochastic fracture mechanics using polynomial chaos

Crack propagation in metals has long been recognized as a stochastic process. As a consequence, crack propagation rates have been modeled as random variables or as random processes of the continuous. On the other hand, polynomial chaos is a known powerful tool to represent general second order random variables or processes. Hence, it is natural to use polynomial chaos to represent random crack propagation data: nevertheless, no such application has been found in the published literature. In the present article, the large replicate experimental results of Virkler et al. and Ghonem and Dore are used to illustrate how polynomial chaos can be used to obtain accurate representations of random crack propagation data. Hermite polynomials indexed in stationary Gaussian stochastic processes are used to represent the logarithm of crack propagation rates as a function of the logarithm of stress intensity factor ranges. As a result, crack propagation rates become log-normally distributed, as observed from experimental data. The Karhunen–Loève expansion is used to represent the Gaussian process in the polynomial chaos basis. The analytical polynomial chaos representations derived herein are shown to be very accurate, and can be employed in predicting the reliability of structural components subject to fatigue.     

环境激励下大型桥梁模态参数识别的一种方法

提出一种依据环境激励下结构振动响应的大型桥梁模态参数识别方法,该方法以限制带宽的经验模态分解（BREMD）和随机子空间识别（SSI）为基础,首先利用EMD将环境振动响应分解成一系列只含结构某一阶固有模态的本征模态函数（IMF）,然后利用SSI识别桥梁模态参数。针对大型桥梁自振频率低、模态密集的特点,引入屏蔽信号限制EMD过程中带宽以消除模态混叠;运用该法识别了赣龙铁路某特大桥的模态参数,并将其与峰值拾取法、SSI识别结果以及理论计算值进行对比,结果表明：该方法能有效的识别大型桥梁模态参数,屏蔽信号的引入解决了模态混叠问题,稳定图中的虚假模态得到抑制。     

Adaptive polynomial chaos expansions applied to statistics of extremes in nonlinear random vibration

This paper presents a new module towards the development of efficient computational stochastic mechanics. Specifically, the possibility of an adaptive polynomial chaos expansion is investigated. Adaptivity in this context refers to retaining, through an iterative procedure, only those terms in a representation of the solution process that are significant to the numerical evaluation of the solution. The technique can be applied to the calculation of statistics of extremes for nongaussian processes. The only assumption involved is that these processes be the response of a nonlinear oscillator excited by a general stochastic process. The proposed technique is an extension of a technique developed by the second author for the solution of general nonlinear random vibration problems. Accordingly, the response process is represented using its Karhunen-Loeve expansion. This expansion allows for the optimal encapsulation of the information contained in the stochastic process into a set of discrete random variables. The response process is then expanded using the polynomial chaos basis, which is a complete orthogonal set in the space of second-order random variables. The time dependent coefficients in this expansion are then computed by using a Galerkin projection scheme which minimizes the approximation error involved in using a finite-dimensional subspace. These coefficients completely characterize the solution process, and the accuracy of the approximation can be assessed by comparing the contribution of successive coefficients. A significant contribution of this paper is the development and implimentation of adaptive schemes for the polynomial chaos expansion. These schemes permit the inclusion of only those terms in the expansion that have a significant contribution.     

Hybridization of stochastic reduced basis methods with polynomial chaos expansions

We propose a hybrid formulation combining stochastic reduced basis methods with polynomial chaos expansions for solving linear random algebraic equations arising from discretization of stochastic partial differential equations. Our objective is to generalize stochastic reduced basis projection schemes to non-Gaussian uncertainty models and simplify the implementation of higher-order approximations. We employ basis vectors spanning the preconditioned stochastic Krylov subspace to represent the solution process. In the present formulation, the polynomial chaos decomposition technique is used to represent the stochastic basis vectors in terms of multidimensional Hermite polynomials. The Galerkin projection scheme is then employed to compute the undetermined coefficients in the reduced basis approximation. We present numerical studies on a linear structural problem where the Youngs modulus is represented using Gaussian as well as lognormal models to illustrate the performance of the hybrid stochastic reduced basis projection scheme. Comparison studies with the spectral stochastic finite element method suggest that the proposed hybrid formulation gives results of comparable accuracy at a lower computational cost.     

A polynomial chaos method for arbitrary random inputs using B-splines

Isogeometric analysis which extends the finite element method through the usage of B-splines has become well established in engineering analysis and design procedures. In this paper, this concept is considered in context with the methodology of polynomial chaos as applied to computational stochastic mechanics. In this regard it is noted that many random processes used in several applications can be approximated by the chaos representation by truncating the associated series expansion. Ordinarily, the basis of these series are orthogonal Hermite polynomials which are replaced by B-spline basis functions. Further, the convergence of the B-spline chaos is presented and substantiated by numerical results. Furthermore, it is pointed out, that the B-spline expansion is a generalization of the Legendre multi-element generalized polynomial chaos expansion, which is proven by solving several stochastic differential equations.     

Reduced chaos expansions with random coefficientsin reduced‐dimensional stochastic modeling of coupled problems

We address the curse of dimensionality in methods for solving stochastic coupled problems with an emphasis on stochastic expansion methods such as those involving polynomial chaos expansions. The proposed method entails a partitioned iterative solution algorithm that relies on a reduced‐dimensional representation of information exchanged between subproblems to allow each subproblem to be solved within its own stochastic dimension while interacting with a reduced projection of the other subproblems. The proposed method extends previous work by the authors by introducing a reduced chaos expansion with random coefficients. The representation of the exchanged information by using this reduced chaos expansion with random coefficients enables an expeditious construction of doubly stochastic polynomial chaos expansions that separate the effect of uncertainty local to a subproblem from the effect of statistically independent uncertainty coming from other subproblems through the coupling. After laying out the theoretical framework, we apply the proposed method to a multiphysics problem from nuclear engineering. Copyright © 2013 John Wiley & Sons, Ltd.     

基于响应传递比的桥梁结构工作模态参数识别

响应传递比在系统极点处与输入无关,并且等于振型比。基于这一独特性质,可以融合多个激励工况下的测试值构建传递比矩阵,并通过奇异值分解技术快速判断出系统的极点,进而根据传递比向量直接估算出振型向量。为了研究该方法在土木工程结构的工作模态参数识别中的应用,首先通过数值算例验证了响应传递比方法可以有效剔除谐波输入引起的虚假模态。此外,通过一环境激励下实桥的振动试验对该方法进行验证,并与有限元方法和随机子空间法结果进行了对比。结果表明,响应传递比方法能够有效地运用于环境激励下桥梁结构的模态参数识别。     

随机结构模态频率与物理参数的相关分析

本文应用Monte-Carlo随机有限元方法进行了随机结构系统的模态频率与随机物理参数的相关分析。数值试验表明，在一定的变异范围内（8=1％-30％），随着物理参数变异性增大，模态密集程度降低，模态频率与随机物理参数互相关系数发生变化。     

Effects of uncertain suspension parameters on dynamic responses of the railway vehicle system

Due to the manufacture error, design tolerance and time-varying factors, the suspension parameters of railway vehicles are always uncertain. This paper investigates the stochastic vibration of the railway vehicle system with uncertain suspension parameters. The energy method and Hamilton’s principle are adopted to derive the governing equations of the deterministic railway vehicle system, in which the rigid and flexible modes of the railway car body can be considered. Based on the deterministic model, the polynomial chaos expansion (PCE) method is further employed to perform the uncertain analysis of the railway vehicle system. The global sensitivity analysis of the stochastic response of the railway vehicle with uncertain parameters is further carried out based on the PCE method and Sobol indices. The accuracy of the proposed method is validated by comparing the obtained random results with those from the published literature and satisfactory agreements can be observed between them. Furthermore, the effects of uncertain suspension parameters on the stochastic vibration characteristics of the railway vehicle system are discussed, which can be used as the reference for the dynamic design of the railway vehicle system. The numerical results show that the computational efficiency of the PCE method is significantly improved compared with the Monte Carlo method.     

Neumann enriched polynomial chaos approach for stochastic finite element problems

An enrichment scheme based upon the Neumann expansion method is proposed to augment the deterministic coefficient vectors associated with the polynomial chaos expansion method. The proposed approach relies upon a split of the random variables into two statistically independent sets. The principal variability of the system is captured by propagating a limited number of random variables through a low-ordered polynomial chaos expansion method. The remaining random variables are propagated by a Neumann expansion method. In turn, the random variables associated with the Neumann expansion method are utilised to enrich the polynomial chaos approach. The effect of this enrichment is explicitly captured in a new augmented definition of the coefficients of the polynomial chaos expansion. This approach allows one to consider a larger number of random variables within the scope of spectral stochastic finite element analysis in a computationally efficient manner. Closed-form expressions for the first two response moments are provided. The proposed enrichment method is used to analyse two numerical examples: the bending of a cantilever beam and the flow through porous media. Both systems contain distributed stochastic properties. The results are compared with those obtained using direct Monte Carlo simulations and using the classical polynomial chaos expansion approach.     

基于正交展开方法的Duffing振子随机最优控制

基于多维Hermite多项式的经典均相混沌展开,考察了Duffing振子随机最优多项式控制的正交展开方法,阐明了多项式系数演化与振子系统反应、最优控制力概率特性之间的联系.系统输入采用Karhunen-Loève展开表现的随机地震动.为降低混求解规模,引入位移-速度范数准则,发展了自适应混沌多项式展开策略.同时,基于Lyapunov稳定条件设计控制器的控制增益参数.数值算例分析表明,受控后系统位移和加速度的均方特征得到改善、振子系统的非线性程度减小,基于混沌多项式展开的最优控制方法能明显降低系统的随机涨落和显著改善系统的非线性反应性态.     

An invariant subspace‐based approach to the random eigenvalue problem of systems with clustered spectrum

The repeated or closely spaced eigenvalues and corresponding eigenvectors of a matrix are usually very sensitive to a perturbation of the matrix, which makes capturing the behavior of these eigenpairs very difficult. Similar difficulty is encountered in solving the random eigenvalue problem when a matrix with random elements has a set of clustered eigenvalues in its mean. In addition, the methods to solve the random eigenvalue problem often differ in characterizing the problem, which leads to different interpretations of the solution. Thus, the solutions obtained from different methods become mathematically incomparable. These two issues, the difficulty of solving and the non‐unique characterization, are addressed here. A different approach is used where instead of tracking a few individual eigenpairs, the corresponding invariant subspace is tracked. The spectral stochastic finite element method is used for analysis, where the polynomial chaos expansion is used to represent the random eigenvalues and eigenvectors. However, the main concept of tracking the invariant subspace remains mostly independent of any such representation. The approach is successfully implemented in response prediction of a system with repeated natural frequencies. It is found that tracking only an invariant subspace could be sufficient to build a modal‐based reduced‐order model of the system. Copyright © 2012 John Wiley & Sons, Ltd.     

Flexibility-based structural damage identification using Gauss–Newton method

Structural damage will change the dynamic characteristics, including natural frequencies, modal shapes, damping ratios and modal flexibility matrix of the structure. Modal flexibility matrix is a function of natural frequencies and mode shapes and can be used for structural damage detection and health monitoring. In this paper, experimental modal flexibility matrix is obtained from the first few lower measured natural frequencies and incomplete modal shapes. The optimization problem is then constructed by minimizing Frobenius norm of the change of flexibility matrix. Gauss–Newton method is used to solve the optimization problem, where the sensitivity of flexibility matrix with respect to structural parameters is calculated iteratively by only using the first few lower modes. The optimal solution corresponds to structural parameters which can be used to identify damage sites and extent. Numerical results show that flexibility-based method can be successfully applied to identify the damage elements and is robust to measurement noise.