A probabilistic model for bounded elasticity tensor random fields with application to polycrystalline microstructures

In this paper, we address the construction of a prior stochastic model for non-Gaussian deterministically-bounded positive-definite matrix-valued random fields in the context of mesoscale modeling of heterogeneous elastic microstructures. We first introduce the micromechanical framework and recall, in particular, Huet’s Partition Theorem. Based on the latter, we discuss the nature of hierarchical bounds and define, under some given assumptions, deterministic bounds for the apparent elasticity tensor. Having recourse to the Maximum Entropy Principle under the constraints defined by the available information, we then introduce two random matrix models. It is shown that an alternative formulation of the boundedness constraints further allows constructing a probabilistic model for deterministically-bounded positive-definite matrix-valued random fields. Such a construction is presented and relies on a class of random fields previously defined. We finally exemplify the overall methodology considering an experimental database obtained from EBSD measurements and provide a simple numerical application.     

Stochastic mixed multiscale finite element methods and their applications in random porous media

We present a framework for stochastic mixed multiscale finite element methods (mixed MsFEMs) for elliptic equations with heterogeneous random coefficients. The use of some global information is necessary in multiscale simulations when there is no scale separation for the heterogeneity. The methods in the proposed framework for the stochastic mixed MsFEMs use some global information. The media properties in a stochastic environment drastically vary among realizations and, thus, many global fields are needed for multiscale simulation. The computations of these global fields on a fine grid can be very expensive. One can utilize upscaling methods to compute the global information on an intermediate coarse grid that reduces the computational cost. We investigate two approaches of stochastic mixed MsFEMs in the framework. First approach entails no stochastic interpolation and the second approach uses stochastic interpolation. If the random media have deterministic features that play significant roles in the flow, we can use the deterministic features of the random media as the global information. This reduces the computational cost of the simulations. We make convergence analysis of the stochastic mixed MsFEMs and investigate their applications to incompressible two-phase flows in random porous media. The numerical results demonstrate the effectiveness of the proposed methods and confirm the convergence.     

An Identification Problem for Systems with Additive Fractional Brownian Field

The authors consider the problem of nonparametric estimation (identification) for a wide class of random fields on a plane satisfying solutions of stochastic partial differential equations with additive fractional Brownian field. The asymptotic properties of the estimate of drift parameter are analyzed with the use of the method of sieves.     

Stochastic elastic–plastic finite elements

A computational framework has been developed for simulations of the behavior of solids and structures made of stochastic elastic–plastic materials. Uncertain elastic–plastic material properties are modeled as random fields, which appear as the coefficient term in the governing partial differential equation of mechanics. A spectral stochastic elastic–plastic finite element method with Fokker–Planck–Kolmogorov equation based probabilistic constitutive integrator is proposed for solution of this non-linear (elastic–plastic) partial differential equation with stochastic coefficient. To this end, the random field material properties are discretized, in both spatial and stochastic dimension, into finite numbers of independent basic random variables, using Karhunen–Loève expansion. Those random variables are then propagated through the elastic–plastic constitutive rate equation using Fokker–Planck–Kolmogorov equation approach, to obtain the evolutionary material properties, as the material plastifies. The unknown displacement (solution) random field is then assembled - using polynomial chaos - as a function of known basic random variables and unknown deterministic coefficients, which are obtained by minimizing the error of finite representation, by Galerkin technique.     

Geometrically non-linear behavior of structural systems with random material property: An asymptotic spectral stochastic approach

An asymptotic spectral stochastic approach is presented for computing the statistics of the equilibrium path in the post-bifurcation regime for structural systems with random material properties. The approach combines numerical implementation of Koiter’s asymptotic theory with a stochastic Galerkin scheme and collocation in stochastic space to quantify uncertainties in the parametric representation of the load–displacement relationship, specifically in the form of uncertain post-buckling slope, post-buckling curvature, and a family of stochastic displacement fields. Using the proposed method, post-buckling response statistics for two plane frames are obtained and shown to be in close agreement with those obtained from Monte Carlo simulation, provided a fine enough spectral representation is used to model the variability in the random dimension.     

Global asymptotic stability analysis for neutral-type complex-valued neural networks with random time-varying delays

This paper investigates the global asymptotic stability problem for a class of neutral-type complex-valued neural networks with random time-varying delays. By introducing a stochastic variable with Bernoulli distribution, the information of time-varying delay is assumed to be random time-varying delays. By constructing an appropriate Lyapunov–Krasovskii functional and employing inequality technique, several sufficient conditions are obtained to ensure the global asymptotically stability of equilibrium point for the considered neural networks. The obtained stability criterion is expressed in terms of complex-valued linear matrix inequalities, which can be simply solved by effective YALMIP toolbox in MATLAB. Finally, three numerical examples are given to demonstrate the efficiency of the proposed main results.     

Application of hierarchical matrices for computing the Karhunen–Loève expansion

Realistic mathematical models of physical processes contain uncertainties. These models are often described by stochastic differential equations (SDEs) or stochastic partial differential equations (SPDEs) with multiplicative noise. The uncertainties in the right-hand side or the coefficients are represented as random fields. To solve a given SPDE numerically one has to discretise the deterministic operator as well as the stochastic fields. The total dimension of the SPDE is the product of the dimensions of the deterministic part and the stochastic part. To approximate random fields with as few random variables as possible, but still retaining the essential information, the Karhunen–Loève expansion (KLE) becomes important. The KLE of a random field requires the solution of a large eigenvalue problem. Usually it is solved by a Krylov subspace method with a sparse matrix approximation. We demonstrate the use of sparse hierarchical matrix techniques for this. A log-linear computational cost of the matrix-vector product and a log-linear storage requirement yield an efficient and fast discretisation of the random fields presented.     

EM procedures using mean field-like approximations for Markov model-based image segmentation

Image segmentation using Markov random fields involves parameter estimation in hidden Markov models for which the EM algorithm is widely used. In practice, difficulties arise due to the dependence structure in the models and approximations are required. Using ideas from the mean field approximation principle, we propose a class of EM-like algorithms in which the computation reduces to dealing with systems of independent variables. Within this class, the simulated field algorithm is a new stochastic algorithm which appears to be the most promising for its good performance and speed, on synthetic and real image experiments.     

Variability of sif and cod of stochastic structural systems

Stochastic structural systems having a stochastic distribution of material properties and stochastic external loadings in space are analysed when a crack of deterministic size is present. The material properties and external loadings are considered to constitute independent, two-dimensional, univariate, real, homogeneous stochastic fields. The stochastic fields are characterized by their means, variances, autocorrelation functions or the equivalent power spectral density functions, and scale fluctuations. The Young's modulus and Poisson's ratio are treated to be stochastic quantities. The external loading is treated to be a stochastic field in space.

The energy release rate is derived using the method of virtual crack extension. The deterministic relationship is derived to represent the sensitivities of energy release rate with respect to both virtual crack extension and real system parameter fluctuations. Taylor series expansion is used and truncation is made to the first order. This leads to the determination of second-order properties of the output quantities to the first order. Using the linear perturbations about the mean values of the output quantities, the statistical information about the energy release rates, SIF and crack opening displacements are obtained. Both plane stress and plane strain cases are considered. The general expressions for the SIF in all the three fracture modes are derived and a more detailed analysis is conducted for a mode I situation. A numerical example is given.     

Novel Stability Criteria for Linear Time-Delay Systems Using Lyapunov-Krasovskii Functionals With A Cubic Polynomial on Time-Varying Delay

One of challenging issues on stability analysis of time-delay systems is how to obtain a stability criterion from a matrix-valued polynomial on a time-varying delay.The first contribution of this paper is to establish a necessary and sufficient condition on a matrix-valued polynomial inequality over a certain closed interval.The degree of such a matrix-valued polynomial can be an arbitrary finite positive integer.The second contribution of this paper is to introduce a novel LyapunovKrasovskii functional,which includes a cubic polynomial on a time-varying delay,in stability analysis of time-delay systems.Based on the novel Lyapunov-Krasovskii functional and the necessary and sufficient condition on matrix-valued polynomial inequalities,two stability criteria are derived for two cases of the time-varying delay.A well-studied numerical example is given to show that the proposed stability criteria are of less conservativeness than some existing ones.     

Bayesian estimation of motion vector fields

A stochastic approach to the estimation of 2D motion vector fields from time-varying images is presented. The formulation involves the specification of a deterministic structural model along with stochastic observation and motion field models. Two motion models are proposed: a globally smooth model based on vector Markov random fields and a piecewise smooth model derived from coupled vector-binary Markov random fields. Two estimation criteria are studied. In the maximum a posteriori probability (MAP) estimation, the a posteriori probability of motion given data is maximized, whereas in the minimum expected cost (MEC) estimation, the expectation of a certain cost function is minimized. Both algorithms generate sample fields by means of stochastic relaxation implemented via the Gibbs sampler. Two versions are developed: one for a discrete state space and the other for a continuous state space. The MAP estimation is incorporated into a hierarchical environment to deal efficiently with large displacements     

不确定性转子系统的随机有限元建模及响应分析

随机特性和随机载荷会引起转子系统动力响应的不确定性,是转子动力学分析中的重要影响因素.本文基于Timosheke梁理论,把转轴的材料和几何随机特性表示为一维随机场函数,推导出随机转轴有限元列式,建立转子系统随机动力学模型,并给出随机载荷作用下随机转子系统动力响应统计量的分析方法.分别对线性和非线性涡轮泵转子系统进行了随机动力响应分析,并同Monte Carlo仿真结果进行对比,结果表明所建立的随机有限元动力学模型和给出的随机响应分析方法是合理可行的,可以有效应用于实际转子系统随机动力学分析和设计中.     

Monte Carlo simulation-compatible stochastic field for application to expansion-based stochastic finite element method

In order to endow the expansion-based stochastic formulation with the capability of representing the characteristic behavior of stochastic systems, i.e., the non-linear dependence of the response variability on the coefficient of variation of the stochastic field, a Monte Carlo simulation-compatible stochastic field is suggested. Through a theoretical comparison of displacement vectors in the Monte Carlo method and an expansion-based scheme, it is found that the stochastic field adopted in the expansion-based scheme is not compatible with that appearing in the Monte Carlo simulation. The Monte Carlo simulation-compatible stochastic field is established by means of enforcing the compatibility between the stochastic fields in the expansion-based scheme and the Monte Carlo simulation. Employing the stochastic field suggested in this study, the response variability is reproduced with high precision even for uncertain fields with a moderately large coefficient of variation. Furthermore, the formulation proposed here can be used as an indirect Monte Carlo scheme by directly substituting the numerically simulated random fields into the covariance formula. This yields a pronounced reduction in the computation cost while resulting in virtually the same response variability as the Monte Carlo technique.     

Stochastic inverse method to identify parameter random fields in a structure

The parameters in a structure such as geometric and material properties are generally uncertain due to manufacturing tolerance, wear, fatigue and material irregularity. Such parameters are random fields because the uncertain properties vary along the spatial domain of a structure. Since the parameter uncertainties in a structure result in the uncertainty of the structural dynamic behavior, they need to be identified accurately for structural analysis or design. In order to identify the random fields of geometric parameters, the parameters can be measured directly using a 3-dimensional coordinate measuring machine. However, it is often very expensive to measure them directly. It is even impossible to directly measure some parameters such as density and Young’s modulus. For that case, the parameter random fields should be identified from measurable response data samples. In this paper, a stochastic inverse method to identify parameter random fields in a structure using modal data is proposed. The proposed method consists of the following three steps: (i) obtaining realizations of the parameter random field from modal data samples by solving an optimization problem, (ii) obtaining the deterministic terms in the Karhunen-Loève expansion by solving an eigenvalue problem and (iii) estimating the distributions of random variables in the Karhunen-Loève expansion using a maximum likelihood estimation method with kernel density.     

Identification of high-dimension polynomial chaos expansions with random coefficients for non-Gaussian tensor-valued random fields using partial and limited experimental data

This paper is devoted to the identification of high-dimension polynomial chaos expansions with random coefficients for non-Gaussian tensor-valued random fields using partial and limited experimental data. The experimental data sets correspond to partial experimental data made up of an observation vector which is the response of a stochastic boundary value problem depending on the tensor-valued random field which has to be identified. So an inverse stochastic problem has to be solved to carry out the identification of the random field. A complete methodology is proposed to solve this challenging problem and consists in introducing a family of prior probability models, in identifying an optimal prior model in the constructed family using the experimental data, in constructing a statistical reduced order optimal prior model, in constructing the polynomial chaos expansion with deterministic vector-valued coefficients of the reduced order optimal prior model and finally, in constructing the probability distribution of random coefficients of the polynomial chaos expansion and in identifying the parameters using experimental data. An application is presented for which several millions of random coefficients are identified solving an inverse stochastic problem.     

求解随机相关机会规划的有效算法

随机相关机会规划作为一类重要的随机规划,存在于许多领域中.为了寻找更为有效的求解随机相关机会规划的算法,采用随机仿真来逼近机会函数,在微粒群算法中利用随机仿真估计适应值,提出一种将随机仿真与微粒群算法相结合的随机相关机会规划算法.通过实例仿真测试该算法的性能,并与遗传算法进行比较,结果表明本算法具有一定的优势.     

Neural networks in stochastic mechanics

Summary  A state of art on the application of neural networks in Stochastic Mechanics is presented. The use of these Artificial Intelligence numerical devices is almost exclusively carried out in combination with Monte Carlo simulation for calculating the probability distributions of response variables, specific failure probabilities or statistical quantities. To that purpose the neural networks are trained with a few samples obtained by conventional Monte Carlo techniques and used henceforth to obtain the responses for the rest of samples. The advantage of this approach over standard Monte Carlo techniques lies in the fast computation of the output samples which is characteristic of neural networks in comparison to the lengthy calculation required by finite element solvers. The paper considers this combined method as applied to three categories of stochastic mechanics problems, namely those modelled with random variables, random fields and random processes. While the first class is suitable to the analysis of static problems under the effect of values of loads and resistances independent from time and space, the second is useful for describing the spatial variability of material properties and the third for dynamic loads producing random vibration. The applicability of some classical and special neural network types are discussed from the points of view of the type of input/output mapping, the accuracy and the numerical efficiency.     

A generic approach to diffusion filtering of matrix-fields

Summary Diffusion tensor magnetic resonance imaging, is a image acquisition method, that provides matrix- valued data, so-called matrix fields. Hence image processing tools for the filtering and analysis of these data types are in demand. In this article, we propose a generic framework that allows us to find the matrix-valued counterparts of the Perona–Malik PDEs with various diffusivity functions. To this end we extend the notion of derivatives and associated differential operators to matrix fields of symmetric matrices by adopting an operator-algebraic point of view. In order to solve these novel matrix-valued PDEs successfully we develop truly matrix-valued analogs to numerical solution schemes of the scalar setting. Numerical experiments performed on both synthetic and real world data substantiate the effectiveness of our novel matrix-valued Perona–Malik diffusion filters. The Dutch Organization NWO is gratefully acknowledged for financial support. The German Organization DFG is gratefully acknowledged for financial support.     

Model Predictive Control for Discrete‐Time Systems with Random Delay and Randomly Occurring Nonlinearity

In this paper, the model predictive control problem is investigated for a class of discrete‐time systems with random delay and randomly occurring nonlinearity. The randomly occurring nonlinearity, which describes the phenomena of a class of nonlinear disturbances occurring in a random way, is modeled according to a Bernoulli distributed white sequence with a known conditional probability. Moreover, the random delay is governed by a discrete‐time finite‐state Markov chain. The approach of delay fractioning is applied to the controller synthesis. It is shown that the proposed model predictive controller guarantees the stochastic stability of the closed‐loop system. Finally, a numerical simulation is given to illustrate the effectiveness of the proposed method.