by
A DISSERTATION
IN
MECHANICAL ENGINEERING
DOCTOR OF PHILOSOPHY
Approved
Accepted
August, 1999
^^^ ACKNOWLEDGEMENTS
TJ
I ''J First of all, I would like to express my sincere appreciation to Dr. Ertas for
/v/^.d providing me the opportunity to work with him during my graduate study. His insight,
C^ A ^ continuous guidance and encouragement were cmcial in completion of this research. For
this, I will always be grateful to him. And, I thank Drs. H. J. Carper, S. Parameswaran,
C.V.G. Vallabhan, S. Gangopadhyay, and S. EkwaroOsire serving as doctoral committee
members and sharing their wisdom on academics and science. I also appreciate the
respective personal contacts I had with each one of them, particularly, during the courses
they offered.
I am deeply indebted and grateful to Istanbul Technical University (I.T.U.)
Maritime Faculty for providing financial support to pursue my study at Texas Tech
University. I also would like to thank Mr. D. Spencer, the president of OnBoard Software
Inc., for his inspiration to complete my dissertation. I want to extend a word of thanks to
all researchers in the Design &, Dynamic Systems Lab. for their fmitfiil discussions on
nonlinear dynamics and random vibration of mechanical systems.
Finally, it is time to extend my deepest gratitude to my dear wife Dilek, my lovely
daughter Ruveyda, and my handsome boy Cemil for their love and extreme support
during this study. Last but not least, I would like to thank my parents, Veysel and Seher
for being great parents, also to my brother Nizamettin and my sister Hatice for giving me
encouragement during the long and irreplaceable time I spent away from them. To all of
them, my heart felt appreciation and thanks.
11
TABLE OF CONTENTS
ACKNOWLEDGMENTS ii
ABSTRACT vii
LIST OF FIGURES viii
NOMENCLATURE xv
CHAPTER
I. INTRODUCTION 1
1.1 Introductory Remarks 1
1.2 Theoretical Studies in Random Vibration of Stmctures . . . . 3
1.3 Experimental Studies in Random Vibration of Stmctures .. 12
1.4 Parametric Vibration 14
1.5 Autoparametric Interaction 17
1.6 Vibration Absorbers for Flexible Stmctures under Periodical
Excitation 19
1.7 Vibration Absorbers for Flexible Stmctures under Random
Excitation 25
ill
2.3.3 Sampling Rate and Alias Free Sampling 54
2.3.4 Dynamic Range 55
2.3.5 Noise 55
2.3.6 Leakage Errors 57
2.3.7 Time History and Ensemble Averaging 57
2.3.8 Probability Density Function 58
2.3.9 Fast Fourier Transform 59
2.3.10 Power Spectral Density Estimation 61
2.3.11 Mean Square Time History 63
2.3.12 Autocorrelation and Auto Spectral Density 63
III. MATHEMATICAL MODELING OF MODEL 1: BEAMMASS
PENDULUM SYSTEM 70
IV
V. EXPERIMENTAL STUDY OF MODEL 1 (BEAMTIP MASS
PENDULUM SYSTEM) UNDER WIDE_BAND RANDOM
EXCITATION 151
V
G. MOMENT CUMULANT RELATIONS 244
H. AUTOCORRELATION OF THE RANDOM BASE EXCITATION 247
I. MAPLE V MOMENT GENERATING PROGRAM 250
J. NONGAUSSIAN CLOSURE DIFFERENTIAL EQUATIONS OF
MOMENTS 253
VI
ABSTRACT
Vll
LIST OF FIGURES
1.12 3 D.O.F. System Under Random Excitation (Li and Ibrahim, 1989) 28
1.13 A Model of Coupled Two Beams (Ibrahim and Sullivan, 1990) 29
1.14 An Autoparametric Interaction Study (Ibrahim et al., 1990) 30
1.15 Autoparametric Interaction Study Test Results (Ibrahim et al., 1 9 9 0 ) . . . . 31
1.16 Model 1: BeamTip MassPendulum System Under Random Excitation . 33
1.17 Model 2: OneStory Building System under Random Excitation 33
2.1 A Sample Random Time Function 35
2.2 Ensemble of Time Histories of x(t) (Newland, 1984) 35
viii
2.5 Sample Time History, Autocorrelation Function and Power
Spectral Density Function of a Narrow Band Process
(Newland, 1984) 39
2.7 Narrow Band Response from Broad Band Excitation (Newland, 1984). . 40
2.8 Power Spectral Density Function of Ideal White Noise 42
2.9 Autocorrelation Function of Ideal White Noise 43
2.10 Digital Signal Analysis Types 52
2.11 Functional Diagram for Data Acquisition and Control 53
2.12 Analog Input Flow Diagram 53
2.13 Obtaining Frequency Information fiom the Sampling Interval 54
2.14 Adequate and Inadequate Signal Sampling (Harvey and Cema, 1996) . . 55
2.15 Frequency Response Curves of Accelerometers 56
2.16 Power Spectmm of Two Sinusoids (Fahy and Perez, 1993) 62
2.17 Generating a Sine Wave and Plotting Autocorrelation Function
in Lab VIEW 67
4.25. Mean Square Responses of the Pendulum for Gaussian and non
Gaussian Analysis, rf=0.50, exd=1.25E7 139
XI
5.2. ClosedLoop, Continuously Compensated Random Vibration System
Block Diagram 153
xu
5.25. Dependence of the Mean Square Responses as Measured
Experimentally from Repeated Tests: (a) Beam, (b) Pendulum 176
5.33. Probability Density Funcfion of the Beam and the Pendulum, r^ = 0.44. . 183
5.34. Probability Density Funcfion of the Beam and the Pendulum, r^ = 0.41.. 184
6.9. Mean Square Response of the Primary Stmcture for r^ = 0.50 198
6.10. Mean Square Response of the Absorber Stmcture for r^ = 0.50 198
6.11. Mean Square Response of the Primary Stmcture for r^ = 0.47 199
6.12. Mean Square Response of the Absorber Stmcture for r^ = 0.47 199
xiii
6.14. Power Spectral Density of the Primary Stmcture for r^ = 0.50 201
6.15. Power Spectral Density of the Absorber Stmcture for /y = 0.50 201
6.16. Dependence of Mean Square Responses on the Frequency Ratio 203
6.17. Dependence of Mean Square Responses on Mass Ratio 204
XIV
NOMENCLATURE
f"b
pA , mass per unit length of beam
m
drift coefficient
fi] ri
joint moment funcfion
m tip mass
;;, pendulum mass
XV
p{ ) probability density function
P{ ), P[] probability
p mass density of homogeneous beam per unit length
pA mass of the beam per unit length
r excitation/natural frequency ratio
r^ frequency ratio
r mass ratio
m
w beam width
beam
natural frequency of the beam
pendulum
natural frequency of the pendulum
K^[ ] N thordercumulant
xvi
f integration variable along the beam
xvii
CHAPTER I
INTRODUCTION
FOKKERPLANCK
STOCHASTIC DIFFERENTIAL
KOLMOGOROV •>t< EQUATION
(FPK) EQUATION
7
The stochastic averaging method was proposed initially by Stratonovich (1963) to
deal with weakly nonlinear systems subjected to stafionary wideband random
excitafions. The basic idea was to replace the random excitations by white noises under
suitable condifions. The formulas of the stochastic averaging method were also driven by
Lin (1986) using a different procedure more appealing to engineers, and the physical
implicafion of the method was made clearer. The method has been proven to be a very
useful tool in the field of nonlinear random vibration. By removing the time averaging
portion of Stratonovitch's (1963) method, this method became applicable to non
stationary excitafions as well as cases where determinisfic fime varying properties must
be preserved. For example, for the cases where the periodic variation of some coefficients
in the goveming equafions should not be eliminated by fime averaging, i.e., rotor blades
of an helicopter or a wind turbine where the blade rotation produces periodic variation.
Present technologies trend towards high speed and high performance machinery
and aircraft. Because of this, design against fatigue failure has assumed a great
importance in designing reliable members and stmctural components. Understanding of
fundamental nature of the random vibration and fatigue is necessary to design reliable
system that is capable of operating in desired environment. A probabilistic approach
based on random vibration analysis is needed in designing such systems against failure.
The most common form of mechanical failure due to vibration is fatigue failure caused by
gradual propagation of cracks in a region of high stress. The sequence of loading in
irregular histories can have a strong influence on fatigue life. When stmctures experience
random loading, irregular histories must be transformed into a set of "equivalent cycles of
ranges" or "events" to which constant amplitude data can be applied to compute damage.
Nelson (1979) gives a detail information on the fatigue life computation of stmctures
under random disturbance.
Ibrahim and Soundararajan (1985) developed a nonGaussian closure scheme for
determining the stationary response of dynamic systems including nonlinear inertia and
stochastic coefficients. In view of the increased degree of the nonlinearity, resulting from
8
the nonGaussian closure scheme, the mean square of the response displacement is found
to be less than those values predicted by other methods such as the Gaussian closure or
the first order stochasfic averaging.
Ibrahim and Pandya (1990) developed a funcfionalperturbational type approach
based on the VolterraWiener functional expansion to analyze the nonlinear response of
dynamic systems to random excitations. Their method is not applicable to systems
involving purely parametric excitations. Nagem (1991) presented numerical results for
random vibrafion of the point driven beams. His model is shown in Figure 1.2. The
results he presented showed that local reductions and intensifications in the mean square
response of point driven beam stmctures were strongly affected by the type of the beam
damping mechanism.
J\,r,
m
Thampi and Niedzwecki (1992) studied the parametric and extemal random
excitation of marine risers using Markov methods. They used moment closure techniques
to predict the response of the riser in a random seaway. Leng et al. (1992) studied the
effect of extemal random excitation on nonlinear continuous time systems using the
concept of Lyapunov exponent. They concluded that while the Lyapunov exponent
provides a robustness measure for the combined effects of nonlinearities and noise, it is
not a suitable bifiircation parameter for nonlinear stochastic systems in the sense that it
does not reflect the qualitative changes in the steadystate probability density function.
The results of these investigations suggested that the extremum of the Lyapunov
exponent (with respect to the bifurcation parameter for the deterministic system) provide
an indication of when nonlinear effects become important.
In some cases combination of sine and random excitation needs to be used to
simulate loads from rotating equipment that exists at the same time some other random
excitation exists. (EkwaroOsire, 1993). In some other cases, random on random
excitation is used to simulate two or more different types of random excitations that occur
simultaneously. EkwaroOsire (1993) investigated numerically the response of a beam
mass stmcture based on three forms of excitation: pure deterministic, pure random and
combined deterministic and random excitations. His model, shown in Figure 1.3, was a
simulation of the aircraft wing disturbed by random noise from the aircraft's body (at the
base of the beam) and also excited by periodic excitation due to the unbalanced forces
from the turbine (at the tip). He showed that, for pure random and combined excitations,
the nonGaussian solution yielded higher steady state mean square response than those
obtained from the Gaussian solution.
Base
i(<)
Reference
Line
10
Chen (1993) studied the analysis of engineering stmctures response to random
wind excitafion. In this research, the wind is treated as a Gaussian stationary process and
the elastic engineering stmcture response to wind load is analyzed by means of a random
vibrafion and finite element method. Cai (1995) modified the method of quasi
conservative averaging to apply to the case of nonwhite wideband excitations. This
method was developed originally to treat the random vibrafion of a system with a
strongly nonlinear stiffhess under white noise excitations. He showed that when the
correlation fimes of random excitations were much shorter than the relaxafion time of the
excited system, these random excitafions could be approximated as white noises by using
stochasfic averaging method. Also, the solution might be simplified if a fime averaging
was performed. Cai (1995) successfully applied the technique to an oscillator with a
linear stiffiiess where the amplitude process is approximately a Markov process.
Sanghai et al. (1998) developed a general procedure to differenfiate the
independent problem of nonlinear dynamic systems from the state of statistical
stationary conditions. They gave an example to demonstrate the application of the
differential method. One of those examples demonstrates that the joint probability density
function of coordinate and velocity possesses the form of the separate product for both
nonlinear damping and nonlinear restoring force systems. The results in their research
further perfect the results derived by Lin (1967) and Soong (1973).
Ghanbari and Dunne (1998) calibrated an empirical threeterm nonlinear
damping model, for use with a singledegreeoffreedom duffing type equation of motion
for clampedclamped beam vibration, driven with bandlimited white noise excitation.
They used the Markov moment method and finite element solutions of the stationary
FokkerPlanck equation. Comparison between measurement and prediction by using the
fullcalibrated model showed excellent agreement for probability density functions
associated with the central beam displacement. Their results suggest that forced random
vibrations of a clampedclamped beam can be accurately predicted with a SDOF (single
degreeoffreedom) model up to moderately large amplitudes, but inadequate at very
11
large amplitudes. Bryja and Sniady (1998) studied stochasfic nonlinear vibrafions of a
highway suspension bridge under an inertial spmng moving load. They assumed that
vehicle types passing through, load, and frequency of vehicles are random variables. They
used a numerical simulation method to determine the statistical results of the bridge
response.
12
Experimental vibration investigations play a central role in complementing theoretical
vibration analysis. These investigations are often used to verify phenomena predicted by
available theories and to test equipment in service. Experimental investigations are
particularly beneficial when conducted in conjunction with analytical research. Ibrahim
(1991) makes an impressive presentation on the essence of conducting experimental
investigations in concert with analytical investigations. The scarcity in the literature in
this area may be attributed to the difficulties involved in conducting random vibration
experiments. These difficulties are often due to the problems encountered with the test
model, the shaker system, transducers, and the data processing system (Ibrahim, 1990;
Cuvalci et al., 1997).
Though there are many nonlinear systems in use, the experimental modal
analysis techniques are based on the linear system. However, Kawashima and Shimogo
(1990) proposed an experimental modal analysis technique for a multidegreeoffreedom
system with random parametric excitation and nonlinear damping proportional to the
squared velocity. They conducted an experiment using the proposed technique and
confirmed the analytical results. This technique was based on a stability condifion for the
covariance of response, and was confirmed by comparing the experimental results with
corresponding analytical solufions. The damping parameter, difficult to predict
theoretically, can be estimated by measurement using modal tests (e.g., Kountzeris et al.,
1998). Unbehauen and Gawthrop (1988), Rao (1990), and Rice and Fitzpatrick (1991)
applied system identification techniques in such experimental studies. System
idenfificafion techniques used in this type of work may be divided into two parts: the time
domain technique and frequency domain techniques (Unbehauen and Rao, 1990).
Ying and Semercigil (1991) experimentally investigated a system, shown in
Figure 1.4, with a tuned vibration absorber under random disturbance. They showed that
the inclusion of an impact damper as a supplementary system may improve the
capabilifies of the conventional tuned absorber. Suh et al. (1991) conducted experiments
13
to identify the noise sources of an automobile altemator by RPM dependent noise and
vibrafion spectmm analysis.
Most studies on experimental aspects of random vibration have been on stmctures
involving beam elements. EkwaroOsire (1993) investigated experimentally the response
of the beammass stmcture shown in Figure 1.3. He introduces the random excitation at
the base of the stmcture. The deterministic excitation was due to a rotating appendage at
the tipmass of the stmcture.
Impocl
domper
Tun«d
obiofbtr
Fikcd plate
14
energy source, and may cause an unstable behavior (Ibrahim, 1985). A result of the
parametric vibration is resonant case, which occurs when the excitafion frequency is
coincident with one of the damped natural frequencies of the structure. In this case, a
small parametric excitation can produce a large response. This case is also called
principal parametric resonance (Nayfeh and Mook, 1979).
The first observations of parametric resonance is attributed to Faraday (1883). He
observed that the liquid (wine) in a cylinder (wineglass) oscillated with half of the
frequency of the exciting force movement of moist fingers around the glass edge. In the
late nineteenth century, Lord Rayleigh (1883, 1887) confirmed Faraday's observafions,
while Mathiessen (1868, 1870) reported different observations of harmonic responses.
Benjamin and Ursell (1954) explained the discrepancy between Faraday's and Rayleigh's
observations and Mathiessens's findings. Their mathematical analysis yielded Mathieu
equations in which the condition of the free surface was dependent on the amplitude and
the frequency of the excitation.
As an example for parametric excitation, consider the equation of motion of a
simple pendulum subjected to vertical excitation at the base, shown in Figure 1.5:
The coefficient of the stiffhess term of this equafion is explicitly fimedependent. Because
of this feature, this system is under parametric vibration.
In parametric vibration, the rate of increase of the response amplitude is generally
exponenfial. The establishment of the boundaries for the stable/unstable regions for any
system is major engineering problem and is well documented for deterministic excitafions
(McLachlan, 1947; Nayfeh and Mook, 1979) and for random excitafions (Ibrahim, 1985).
Another example for parametric vibrafion is that the lateral sfiffhess of a simple column
in Figure 1.6 under a timedependent axial load varies with time. For a comprehensive
15
review of the literature on parametric excitations, the reader is referred to the book of
Nayfeh and Mook (1979).
//////w/////_ T Pcos((5;/)
^ m
a>.
16
1.5 Autoparametric Interaction
Intemal resonance can occur in nonlinear mulfidegreeoffreedom systems only
and implies the existence of a linear relationship between the system natural frequencies.
This causes nonlinear normal mode interaction in the form of energy exchange. This
special case of the parametric excitafion is called autoparametric interaction or
autoparametric resonance in the literature since one mode acts as a parametric excitafion
to other modes (Minorsky, 1962). The autoparametric name comes from its motion,
which is the motion of the system itself and is not due to the extemal loading as in the
case of parametric vibration (Minorsky, 1962; Ibrahim and Li, 1988). Autoparametric
resonance occurs when the condition at intemal resonance and extemal resonance meets
simultaneously due to an extemal force (Ibrahim, 1989). An important feature of the
autoparametric resonance is that energy transfer between the two modes of the system
when the lower mode frequency is one half of the higher mode frequency. This energy
transfer results in exponential growth and may act as a vibrafion absorber to the excited
mode. This situation may arise in many stmctural configurations. ( Qu^ e5\ c
The natural frequencies of the normal modes involved in the autoparametric
interaction are related by a linear algebraic relationship known as intemal resonance
condition (Ibrahim, 1985). For many years, resonance conditions and the problems
associated with them have been among the most interesting and challenging phenomenon
for engineers. The problems including multidegreeoffreedom systems mainly are due
to the nonlinear modal interaction, which is only significant if the natural frequencies,
cOj, are commensurable, i.e., if they satisfy the intemal resonance condition
YKo^i (12)
where A:, are integers (Ibrahim, 1995), and the order of the intemal resonance is given by
17
Under this condifion the mode which is directly excited interacts with other modes in the
form of an energy exchange. This type of modal interaction is also referred to as
autoparametric (Minorsky, 1962). In the absence of intemal resonance, the response is
dominated by only the directly excited modes. Autoparametric resonance may occur in a
twodegreeof freedom system with quadrafic nonlinearity if
where co,, ©2 and Q are the lower mode, higher mode, and the excitation frequencies,
respectively. These nonlinear systems also possess a combination resonance with an
extemal excitation when
and
For more information for autoparametric interaction, we refer to the book written
by Nayfeh and Mook (1979). By using this feature of autoparametric resonance, a
vibration absorber may be modeled (Mustafa and Ertas, 1994, 1995; Cuvalci and Ertas,
1996). An autoparametric absorber gives a great opportunity to designers to build a
18
lightweight stmcture by using the same type of material which is used for a non
autoparametric vibration absorber system.
19
changes the dynamic response of a system over a certain frequency range. The absorber
device may be a linear massspring oscillator, a pendular or rotary oscillator, a fluid or
granular system, or a distributed electrical stmcture. For more informafion for the theory
and design of vibration absorbers, we refer the discussions made by Korenev and
Reznikov (1993). Frahm (1902, 1911) is known as the first developer of the tuned
vibration absorber concept with a design of a system for the reduction of for the reduction
of rolling mofion of the German flagged ships, which are called Bremen and Europa
(Nagem etal., 1996).
Watts (1883) performed one of earhest studies on a dynamic vibrafion absorber.
He presented his study in the context of mifigating the rolling of ships at sea.
Ormondroyd and Hartog (1928) invesfigated a mathemafical model of a passive dynamic
vibration absorber. Most vibration absorption devices have been studied with systems
under sinusoidal excitation. While studying the optimal use of a mass in a vibration
absorber, Dahlberg (1989) clearly showed that continuous absorber is more effective than
a massspringdamper absorber. Recently, Kawazoe et al. (1998) performed detailed
numerical studies on a beamtype vibration absorber. By investigating the response of
beamtype absorber in conjunction with the response of the system, they demonstrated
the effectiveness of this kind of vibration absorber. Liquid vibration absorbers have also
found practical use in civil engineering constmctions and in satellite technology. All the
previously mentioned engineering stmctures have generally low natural frequencies.
Hitchcock et al. (1997) presented characteristics of a liquid column vibration absorber as
they relate to applications on tall buildings. They also presented techniques that could be
used to control and predict absorber characteristics. Modi and Seto (1998) carried out
extensive experimental study on the control of windinduced vibrations using liquid
vibration absorber. They studied how the absorber parameters, specifically, geometry and
liquid content, affected its performance.
Haxten and Barr (1972) studied the basic features of the steady state response of a
twodegreeof freedom system consisting of a main linear spring mass system under
20
periodic forcing as shown in Figure 1.7. They also investigated the response of a slender
beam carrying a tip mass. The beam was mounted on larger mass subjected to harmonic
excitation. The motion of the beam and tip mass reduced the amplitude of vibration of
larger mass. Then, it was called an autoparametric vibration absorber. Sato et al. (1978)
analyzed the response of a horizontally positioned simply supported beam carrying a
concentrated mass, which was subject to a parametric excitation. Nayfeh (1983) used the
method of multiple scales to analyze the response of twodegreeoffreedom systems to
multifrequency parametric excitations.
F(t)
OJx
Ashworth and Barr (1986) invesfigated the behavior of general stmctures when
subjected to single frequency harmonic excitafion with a twomode and a fourmode
interacfion as shown in Figure 1.8. In the numerical analysis part of the study, they
21
showed that the quadratic nonlinearities are of equal importance to the parametric terms.
They experimentally demonstrated not only interaction between two modes, but also four
mode interaction by the excitation of a single mode. Zavodney and Nayfeh (1989) studied
the nonlinear response of a slender beam carrying a lumped mass to a principal
parametric excitation both theorefically and experimentally. They retained the nonlinear
terms arising from inertia, curvature, and axial displacement caused by large transverse
deflections up to third order. They used Galerkin's method to discrefize the goveming
beam equation, which consisted of integral representations of the eigenfunctions and their
derivatives. They used the method of multiple scales to determine an approximate
solution of the temporal equation for the case of a single mode. They also performed
experiments on metallic beams and composite beams. Their experimental results showed
a good qualitative agreement with the theoretical ones.
Mustafa and Ertas have investigated the dynamics and bifurcafions of the column
pendulum system theorefically (1992, 1994) and experimentally (1992, 1994, 1995),
22
which was subjected to periodic excitation as shown in Figure 1.9. They showed the
autoparametric interaction in columnpendulum oscillator. The observed behavior of the
system in their study gave ample evidence that the underlying dynamics is that of a map
of a 2toms itself The oscillator showed rich dynamics rich dynamics consisting of
quasiperiodic motions intermpted by webs of modelocked periodic windows.
Furthermore, as coupling between extemal mode and intemal modes increased, resonance
overlap was observed.
•^v(tt)
^g
Cuvalci and Ertas (1996) have invesfigated the dynamic behavior of a beam
pendulum system subjected to a periodic excitafion where the pendulum used as a
vibration absorber. The model is shown in the Figure 1.10. They invesfigated the system
in the neighborhood of the primary resonance condifion, which is the condifion of that the
23
natural frequency of the beam is twice the natural frequency of the pendulum
{cOi, =2cOp). They showed experimentally and theoretically autoparametric interaction
between the pendulum modes under periodic excitafion. Ludeke (1942) discussed the
halfharmonic resonance occurrence rather than autoparametric interaction for a similar
system, beamtip mass, pendulum system. However, in author's knowledge, this system
has not been studied yet when the excitation is random rather than periodic.
Figure 1.10 Beam, Tip Mass, and Pendulum System under Periodic
Excitation (Cuvalci and Ertas, 1996).
Since their invenfion almost a century ago (Frahm, 1911), the tuned vibrafion
absorbers have been an important engineering tools for vibrafion absorption. Tuned
vibration absorbers (TVA), also known as dynamic vibrafion absorbers (DVA) and tuned
24
mass dampers (TMD), are widely used in vibration control of stmctures (Abe, 1996). The
performance of a TMD is very sensitive to the accuracy of tuning of the natural frequency
of the TMD to the natural frequency of the stmcture (Fujino and Abe, 1993). Since the
operating conditions of a controlled system often change with time, TV As can lose
effecfiveness, and may even increase the vibration of the system. Sun et al. (1995) made a
good overview of the passive, adaptive and active TV As. They also showed some
application of these devices and presented a discussion on the progress of adaptive and
semiactive tuned vibration absorbers. Nagem et al. (1996) introduced an
electromechanical vibration absorber. They showed that, by tuning the electrical circuit
properly, the vibration of the system, which is a beam stmcture, could be reduced
significantly. Ram and Elhay (1996) studied on generalization of the simple djmamic
absorbers for multidegreeoffreedom systems.
Torsional vibraitons in rotating systems are induced primarily by torques
transmitted to attached components such as the torques caused by cylinder gas pressure
and the inertia of slidercrank components in IC engines and aerodynamic loads on blades
in helicopter rotors Chao and Shaw (1998). Centrifugal pendulum vibration absorbers are
very effective at reducing torsional vibration levels in rotating systems that are subjected
to harmonic extemal torques. Chao and Shaw (1998) studied the performance
characteristics of such absorbers. The results they obtained allow one to select certain
features of the path in order to achieve the desired performance.
25
response of simply supported steel column for random vibrafion tests. Roberts (1980),
Ibrahim et al. (1989, 1990), and Ibrahim and Sullivan (1990) considered the
autoparametric interactions of a vibratory system under random excitafion. Roberts
(1980) obtained a good correlation between the measured and predicted stability
boundaries in the neighborhood of the intemal tuning parameter r = 0.5. His experimental
results indicated wider instability regions than those predicted by analytical approach.
Roberts (1980) experimentally and theoretically studied a two degreesoffreedom
(DOF) system, with quadratic nonlinear coupling, under random excitation. His study
was focused on the establishing stability boundaries for such systems with inherent
autoparametric interaction. Under broad band random excitation, he used two different
anal3^ical approaches to predict the response of the system, which are a solution based on
a Gaussian closure technique applied to the system moment equations and a perturbation
solution. He found that the two solutions and the experimental investigation of a
laboratory model depicted in Figure 1.11 gave similar results in some certain conditions.
Haxton and Barr (1972) first derived the equations of motion of this problem for
deterministic excitation. They showed that the transverse motions of the coupled system
could be induced by harmonic forcing of the main system under conditions of intemal
resonance. Ibrahim and Roberts (1976) investigated the response of two degreeof
freedom systems with quadratic and cubic inertia nonlinearities of the type referred to as
autoparametric coupling under broad band random excitation. They used Markov vector
approach to find the moments, and then used the Gaussian closure method for the
numerical analysis.
There have also been attempts to analyze liquid behavior under random
excitafions. Dalzell (1967) conducted an experimental study. Ibrahim and Soundararajan
invesfigated theorefically (1983 and 1985) and Heinrich (1986) experimentally the
response of the liquid free surface when the tank is subjected to bandlimited random
excitation.
26
IVI
27
Gaussian closure scheme model takes into account the deviation of the response
distribution from the normal one. They found that, contrary to the Gaussian closure
scheme, which yielded a quasistationary response, the nonGaussian closure scheme
solution was strictly stationary in the neighborhood of intemal resonance conditions.
They concluded that the autoparametric absorption effect occurred in such a manner that
the higher mode always provided energy to the lower mode: they also concluded that the
sensitivity of autoparametric interaction to a certain excitation level is mainly dependent
upon the system dynamic properties.
IVI2
28
is a bandlimited random process, whereas in theory the excitation is presented by a white
noise, which is wideband random process. Orabi and Ahmadi (1988) used the Wiener
Hermite (WH) functional series expansion method for response analysis of the Duffing
oscillator subjected to nonGaussian excitafion. Based on their study, they concluded that
the WH functional expansion method provides a systematic tool for response analysis of
nonlinear systems subjected to nonGaussian excitations.
m.
2 2
Qt) m.
Ibrahim et al. (1990) used the Gaussian and nonGaussian closure scheme to
analyze the response statistics of a twodegreesoffreedom model, which is shown in
Figure 1.14. They also compared the numerical results with those measured
experimentally. The results they obtained showed the autoparametric vibration effect. In
their study, the measured probability density functions of the response of the main system
suggested that the Gaussian representation was sufficient as long as the excitation level
was relatively low in the neighborhood of the system intemal resonance condition. They
also studied the change of the mean square responses of the main mass and absorber with
the frequency rafio experimentally. Their result, shovm in Figure 1.15, proved
29
autoparametric interaction and energy exchange to the vibration absorber in the
neighborhood of the frequency ratio of 0.5.
K, L,(D
K2, L2,co2
30
investigated combined absorber seemed to be a cheap altemative to the Tuned Mass
Damper, although its practical use looked limited by the geometric requirement to
suspend the impact damper to the tuned absorber.
Etx.*I,
0 45 0 47 0^8 0<3 0 50 0 5l 0 52 0 53
25 0
(b)
200 . 5
• •
ELv'l. .5 0 
10.0
50 
0.0 ••»
0.<6 0.47 0 43 0 49 0.50 0.51 C.52 0.53
Dcnuun* ndo r  C0]/a>
31
Ma and Semercigil (1997) studied a modified passive tuned absorber for
secondary systems under random excitation. They presented a series of numerical case
studies to investigate the effectiveness of a tuned vibration absorber with an impact
damper, to attenuate the excessive vibration amplitudes of light secondary systems.
32
tip mass
K)
Base Beam
massless
rod
yA
ao
± X
Absorber
Oscillations
Primary Structure
Oscillations
Column
Excitation
33
CHAPTER II
METHODOLOGY
34
2.2 illustrates the idea of a statistical sample or ensemble of a stochastic process. The
collection of sample functions constitutes engineer's approximation for the infinite
ensemble of a random process.
x(t)A
35
Now, referring the reader for details to references menfioned above, we would
like to give brief introduction on stochastic processes, Brownian motion. White Noise,
Markov processes, FokkerPlanck Equation, and moment closure techniques.
If the statistics of a process do not depend on time, the process is called stationary.
Where one record of an ensemble can be assumed to be statistically representative (i.e.,
the moments are equal) of the whole ensemble, the process is called ergodic. Ergodicity,
which is a time average, implies stationary, but the reverse is not necessarily tme (Soong,
1973). In practice, most of the empirical results representing stationary random processes
are obtained from a single sample function assuming that the random process is ergodic.
Figure 2.3 shows the autocorrelation function of a general stationary stochastic process.
There may be some cases the process can not be modeled as either stationary or ergodic
processes. These kind of random processes that have time dependent mean and
autocorrelation function are called nonstationary process. For example, the random
fluctuation on the casing of a rocket initially has very violent fluctuations on launching,
but these die down much lower when the rocket leaves the Earth's atmosphere. This
process cannot be assumed stationary. However, the total process may be divided into
sections, and each of these may be thought of as finite lengths of sample functions from
36
different random processes, each may be assumed approximately stationary (Newland,
1984).
RY(T) A
E[Y2(t)]
\ (EtY(t)])2
W 0
2(_EiY(t)D^.E[Y2(t)l
37
we wish to compute the statistical characteristics of Y{t) from a knowledge of the
stafisfical characterisfics of X{t). The nonlinear dynamic model of this system usually
resuhs in an ordinary differenfial relafionship between X{t) and 7(/) (Soong, 1973).
When the problem of concem has a number of inputs and outputs to consider, the
dynamic model is in the form of a set of coupled ordinary differential equations (Robert
and Spanos, 1990).
Random excitation can be classified into two kinds of processes. These are:
• NarrowBand Processes: The spectral density occupies a narrow range of
frequencies. Figure 2.5 shows sample time history, autocorrelation, and Power
Spectral Density (PSD) flinction of such process.
• BroadBand Processes: The spectral density covers a broad range of
frequencies. Figure 2.6 shows a time history and PSD of a broad band process.
For a system under narrow band excitation, a frequency analysis can be made due
to the small range of frequencies involved. A frequency analysis fails when a system is
under broad band excitation; therefore, the spectral density of the excitation becomes a
system parameter. The characteristic of the excitation is modified by the response of the
system which in electrical engineering terms, acts as a filter. Figure 2.7 shows how the
characteristics of broad band noise are changed by transmission through the system.
Because the output spectmm is confined to a narrow band of frequencies near the
38
resonant frequency, the response is a narrow band random process and the typical history
of the response resembles a sine wave of varying amplitude.
f.Mt
2So(u2W])
2J<23 2](
u^ £ ; fa^ approx.
• «,M
Wj . U ^ (^ 0*2 u
Figure 2.6 Time History and Spectral Density of a Broad Band Process
(Newland, 1984).
39
Y(t)
k\H(u)\ S,((.t)
S#(u)
5 ^ 0^ T^
Figure 2.7 Narrow Band Response from Broad Band Excitation (Newland,
1984).
E{B{t,)B(t,)} =0 (2.1)
40
The quantity D>0 is a physical constant. The correlafion funcfion of B{t) can
be shown as
Weiner (1923) and Levy (1948) gave the first rigorous treatment for Brownian
motion; therefore stochastic process B{t) is also referred to as the Wiener process or the
WienerLevy process. Weiner showed that the sample functions or trajectories of the
Brownian process were continuous but almost surely (i.e., with probability one) non
differential functions.
where
41
6(t') : Dirac delta function,
m^[t) : the mean function,
and where the term 27rS^ is referred to as the intensity of the white noise. The total
energy and variance of white noise is infinite. If the system excitation broad band and its
spectral density is constant within the range of frequencies to which the system may
respond significantly, then the system excitation may be modeled as white noise process
(Dimentberg, 1988). Also, if the excitation of a dynamic system is white noise, and if the
correlafion time of the excitation is much shorter than the relaxafion time of the response,
then the system response can be approximated by a Markov vector process (Lin et al.,
1979; Lin and Shin, 1982).
T o 00
R{T)
J 0
42
t^M
0 CO
following property:
t„>tn.,>.>t,
43
where P[.] denotes the probability of an event, and where the statement following a
vertical bar specifies certain conditions under which such a probability is defined. In the
present case, the conditions are known values of X(t) at earlier time instants t, ... t .. A
\ / 1' ' /I—1
sufficient condition for X{t) to be a Markov process is that its increments in any two
44
property of a Gaussian process is that it is completely satisfied by its means and
covariance functions.
In most cases, it is not practical to drive a closed form solution. However, for a
limited class of nonlinear systems, the system FPK equafion may be solved in a closed
form (Caughey and Ma, 1982; Dimentberg, 1980). Instead of solving for the response
probability density, one can generate a set of differential equafions for the response
moments (Ibrahim, 1985).
These conditions must be satisfied in order to apply the FPK equation to dynamic
systems (Ibrahim, 1985):
i. The excitation must be Gaussian white noise,
ii. The forces due to damping must be proportional to the velocities,
iii. The correlation function of the excitation should be proportional to the system
damping,
iv. The equations of motion should not contain damping or inertial coupling, or
inertial coupling should be eliminated by known successive elimination
method (fljrahim, 1978, 1985, 1990).
In the response analysis of nonlinear systems to Gaussian excitations, the
response process satisfies a differential equation whose coefficients are functions of
system parameters, i.e., the response X{t) satisfies the diffusion equation
in which the functions m[x,t) and a^^xj) are called drift and diffusion coefficients,
respectively, and B(t) is the Weiner process with stationary independent Gaussian
increments of means zero and covariances dt. We note that a future increment dX(t)
conditional upon its present value X(t) = x is a Gaussian random variable with mean
/w(x,^)and variance G^[x,t)). However, X(t), referred to as the diffusion process, does
not generally follow a Gaussian distribution. (Soong, 1993). If the variance of dB(t) is
45
2Ddt, it can be incorporated into the equafion above by replacing a(X(t),t) with
(2Df'cy(X(t),t).
Ito (1987) has made a great contribufion to the development of the theories on
stochastic differential equations. The concept of Ito calculus is based on the Markov
process, white noise, and the Brownian mofion process. For a Brownian motion it can be
written as follows:
Also, the formal derivative of the Brownian motion process, dB(t), has the
properties of Gaussian white noise, W{t), e.g., the autocorrelation function of dB{t) is
the autocorrelation function of W{t). Now, consider a general form of SDE in Markov
form where the excitation white noise components in component form may be written as
follows:
where the repeating index refers to summafion. Assuming that the vector, Y{t), is
where
46
b^j{Y,t) = a,aj,{Y(t),t). (2.13)
Ito (1987) showed that any scalar funcfion, ^{Y{t)), of a Markov Process
d^Y{tlt) =
ao ao 1 a'o ao
I m, I  cr,.,cr dt\Gn dBAt) (2.14)
dt ' ay. 2 I I ''ar. '
provided the partial derivatives exist. This equation is called Ito's Differenfial Rule or
Ito's formula. These equations are the main tools in Ito calculus.
differential mle and dividing through by dt while using the property £[J5,(/)] = 0 yields
ao ao 1 a'o (2.15)
E[^{Y„,t„)]=E
dt^ dt_ jm..' ar. h 2—cr.,cr
ii^ ji
dY.dYj
Replacing ^()^,/J w^ith a scalar funcfion of Y^ , /?(l^), the n'*" order joint moment
47
It should be noted that <^('w„ „^ „ /J? = 0 if Y^ is a stationary process. The
system of equations. Equation (2.16), yields the general differential equations for
moments. In this research, Ito's differential mle is used to develop the general differential
equations of the moments.
In the system of moment equations, the differential equation of lower order
contains terms of higher order. To obtain an approximate solution of the joint moments,
the infinite hierarchy of moments can be tmncated using a suitable closure scheme. The
closure scheme is considered appropriate if it meets the following criteria (Ibrahim and
Orono, 1991):
i. The response joint probability function is always positive over the entire range
of response coordinates,
ii. The response moments should preserve their properties such as the
nonnegativeness of mean squares and the Schwarz's inequality,
iii. The predicted results should be in good agreement with the measured results.
The second and the third conditions are satisfied by employing a closure scheme
with the assumpfion that the response process does not significantly depart from a
Gaussian distribufion. However, it is difficult to verify the first criterion because of the
multidimensionality of the system under consideration. There are two popular closure
methods for studying the stafisfical properties of the responses of stochasfic nonlinear
systems. These are:
a. Gaussian closure scheme,
b. NonGaussian closure scheme.
48
cumulants of order greater than two are set equal to zero, and third and fourthorder
moments are written in terms of the first and second order moments.
The nonGaussian closure scheme is proposed by Dashevskii (1967) and
Dashevskii and Lipster (1967), extended by Ibrahim and generalized for nonlinear
stochasfic systems involving nonlinear inertia terms. This method is also essentially the
same as the cumulantneglect scheme adopted by Wu and Lin (1984). In the non
Gaussian closure scheme, the cumulants of order four are set equal to zero, and fifth and
sixthordermoments are written in terms of the lower order moments. A mathematical
proof of convergence of the method for general nonlinear systems is difficult and not
available (Sun and Hsu, 1987).
The literature is still in progress for the analysis of nonlinear systems under
random excitation. There were number of controversies in the literature (Gray and
Caughey, and Ariratnam, 1980). Sun and Hsu (1987) studied on the validity of Gaussian
and nonGaussian closure closures by using a nonlinear system whose exact solution is
known. They found that even though the Gaussian closure technique leaded to the same
general response curves as that of the exact solution, it also had substantial errors in some
cases. They also found that the nonGaussian closure was inapplicable and predicts
erroneous behavior for systems in certain parameter ranges. These contradictions led
some authors go into a different approach: experimental measurements and observations
conducted in parallel with analytical investigation.
49
be exposed to actual environment for several reasons. For example the specific
environment may not exactly known for the product or there may be too many
combinations of mounting configurations or locations to allow for all combinations are
studied. In these cases vibration testing is important.
Over the past few years, more powerful instmments have been made available to
vibration analysts. The merging of highspeed hardware and more userfriendly software
has driven the development of smaller and more powerful instmments. A few years ago,
spectmm analyzers were dedicated, standalone instmments, were hard to operate and
required a special plotter to produce copies of the screen displays. The most significant
change in these devices has been the merger of these units with computers. With the
introduction of faster computers, the displays are beginning to respond like those of
standalone instmments of the past. The second advantage of computer based systems is
the ability to multitask and thereby transport data and plots to spread sheets and word
processors. One of the most promising developments for spectmm analyzers has been the
use of PCMCIA interface to connect small multichannel units with laptop computers.
This has resulted in very lightweight computers. Another advantage of this is that as
faster computers are developed, the system can be upgraded without purchasing a new
multichannel analyzer module.
50
frequency ranges. This secfion is a brief summary of the tesfing of mechanical systems
under random excitation.
Analytical methods for the study of random vibrafion are based on restrictive and
even somefimes leads to unrealistic assumptions. Experimental invesfigafions may help
to apply different analytical methods and to provide physical insight into system dynamic
characterisfics. In some cases, experimental studies reveal new phenomena that may not
be predicted by the available theories. Experimental observations for the systems under
periodical excitations offers an easy way to understand fundamental nonlinear
phenomena, such as parametric resonance, intemal resonance, saturation phenomena, and
chaotic motion. However, for almost allengineering problems, random vibration testing
is closer to simulating realworld operating conditions than testing under periodic
excitations.
Engineers are frequently designing, analyzing, and testing their systems for
random vibrations because modem stmctural and electromechanical systems are often
exposed to vibration environments that are random in nature. Some example
environments are acoustic noise, turbulent flow, rough pavement, wind, ocean waves, and
earthquakes. The literature shows few attempts for experimental study of systems under
random excitation; however, even those were not supported by analytical predictions. The
reason for the small number of attempts is that the analysis of random response of
nonlinear coupled systems to random excitations is a difficult task (Ibrahim, 1990).
Bendat and Piersol (1971) were the ones who first proposed the testing for stationarity
based on time trends in the mean square value of data.
Experimental vibration investigations play a central role in complementing
theoretical vibration analyses. These investigations are often used to verify phenomena
predicted by available theories and to test equipment in service. Experimental
investigations are particularly beneficial when conducted in parallel with analytical
research. Ibrahim (1991) makes an impressive presentation on the essence of conducting
experimental investigations in concert with analytical investigations. In random vibration
51
testing, the shaker is controlled to produce a specified vibration spectral density whose
overall RMS value and shape across the frequency band of interest must match the
specification within the tolerance bands (Welaratna, 1994).
The digital signal analysis types mainly either in time domain or in frequency
domain in general. The digital analysis types are shown in Figure 2.10.
in
c
Amplitude Frequency 'ro
E
o
O
EU{M)
EU{At) EU{At)
FFT
EU{Af)
 Spectrum
 Power Spectrum tn
 Power Spectral Density
"c
(1)
 Histogram Time History
 Cross Power Spectrum E
Probability Density  Mean Square
 Transfer Function 0)
Function (PDF)  Auto Correlation ^.
 Coherence Function
 Cumulative PDF Cross Correlation (A
Joint Time Freq, Analysis ro
(i>
etc.
Averaging
Averaging Averaging
c
o
c
a>
(A
0)
52
2.3.2. Data Acquisition and Digitizing
Analog signals are sampled at a fixed A^ sample rate. Analog to Digital
Converters (ADC) are used to digitize the analog signal. Figure 2.11 shows a functional
diagram for a general data acquisition and control with an analog to digital conversion.
An ADC converts an analog voltage to binary number with 1218 bits of resolution.
Figure 2.12 shows a detail flow diagram for analog input procedure.
Display
•
1
Analog to Digital
Signal ^ ^
—> Sensing —• Conditioning
Conversion
ADC
Analysis
Physical World &
Decision Making
Digital to Analog
Signal ^
Control Signal Conversion
^ Conditioning
DAC
Signal
Conditioning •
1
Analog w • Amplifier^
Input 2
Signals w
^r
3
Multiplexer
I/O w Sample/Hold
Connector
. i
A/D Converter
— • w
1r
Dig tal Output
(PCI/0 Bus Connector)
53
2.3.3 Sampling Rate and AliasFree Sampling
The sampling rate is defined as the frequency at which data is sampled. Therefore,
there is a finite amount of time M between data points. The sampling rate affects the
range of frequencies that can be detected since at least two samples per cycle are required
to define a frequency component. This means that for samples A^ apart, the observed
frequencies will be ± 1/2A/. This frequency is referred to as the Nyquist frequency or
holding frequency (Bendat and Piersol, 1986; Goldman, 1991). The experimenter should
chose the sampling rate carefully in order to avoid setting this rate so high which results
of unnecessary increase of processing time and creates data storage difficulties. And also,
it should not be low in the sense that it creates aliasing problem. Figure 2.13 shows how
to obtain the frequency information from the sampling interval in a Lab VIEW Virtual
Instmment (VI) block diagram.
Time Domain
Sequence
Frequency
^i^f^^^^ PBL
Interval: i f
When an analog signal is not sampled at too low a sampling rate erroneous results
occur in the digifized signal. These errors are due to a phenomenon called aliasing. An
alias is a false lower frequency component that appears in sampled data acquired at too
low a sampling rate (Figure 2.14). The Nyquist sampling criterion states that the sample
rate used to digitize an analog signal be greater than twice the highest frequency in the
signal to avoid aliasing errors. This criterion is:
54
J s rmax (2.17)
Aliasing causes errors in measured frequencies of a signal. Analog low pass filters
(antialiasing filters) are designed to minimize these errors in the required signals. When
the data is acquired from different sources with different characteristics, antialias filters
must be used to remove unwanted signal components.
Figure 2.14 Adequate and Inadequate Signal Sampling (Harvey and Cema, 1996).
2.3.5 Noise
One of the most common plagues faced for testing and measurement is noise.
Noise is defined as any unwanted signal imposed on a desired signal and it may degrade a
measurement to the point of making it meaningless. The starting point for controlling
55
noise is to know the signal level or sensor output level, and the sensitivity required for the
measurement and using the correct type of instmmentation and system architecture to
make the measurements. The environment is another critical factor in selecting a
measurement system.
8
>
0)
Q
1
c
(0
o
0)
•I 1.0
(0
i usable range
1.0
Frequency
56
transformers, and magnets, avoid moving any part of test circuit within the magnefic
field, shrinking wire loops, and using shielding.
There are general measurement design guidelines that may be used to reduce the
noise in signals, which may be summarized as follows:
 minimizing cabling distance between the signal source and measuring device,
 using lownoise shielded cable for all cable mns,
 using signal conditioning to amplify the level of lowlevel signals above that
of interfering noise,
 using singlepoint grounding to eliminate ground current loops,
 For PCbased test, using a high impedance feedback path to provide a current
drain path, thereby avoiding ground loops,
 Isolating the signal source and measurement hardware to prevent ground
loops.
57
Bendat and Piersol, 1986). However, fime invariant input is frequently not the case, i.e.,
input of a band limited random signal to an experimental model (Evans, 1989).
Random time histories are troublesome to describe than either periodic and or
transient signals. In order to use transient:
+00
must be satisfied. However, equation (2.18) is not satisfied when x[t) is a random signal.
Thus, transient Fourier transforms cannot be used. Therefore, another method is needed
to analyze random signals. A more pragmatic approach to analyze random signals used
one that sidesteps some critical mathematical problems that plague the transient Fourier
transform approach. This approach utilizes the concepts developed for frequency spectra
of autocorrelation and crosscorrelation Autocorrelation, mean square concepts, and
Parvesal's formula hold the key to working with random signals. In this approach, the
periodic frequency spectra are transformed into the random frequency spectra through an
averaging procedure that is analogous to how the frequency spectra can estimate the
transient frequency spectra (McConnell, 1995).
For the equations provided here, it is assumed that the random processes are
stationary and ergodic; that is, both ensemble (averaging across many time history
records at a given instant in time) and temporal (averaging over time using one time
history) calculations give the same mean, mean square, and stafistical distributions
(probability densifies). This is a common assumpfion that we are forced to make in most
practical cases.
58
is called probability distribution function of X .The probability distribution funcfion
describes the probability that the random data, X(t), will assume a value within a
defined range at any instant of time (Bendat and Piersol, 1971). The area under the
probability density function is unity or
+00
jp{x)dx = l . (2.20)
00
For Gaussian random process, the ensemble probability distribution must also be
Gaussian. Many naturally occurring random vibrations have the wellknown bellshaped
probability distribution. The first order probability density for a random variable, x
which has normal or Gaussian probability distribufion, is given by
/ \2 /
59
where x{t) is the time domain signal, and X{f) is the Fourier transform. Similariy, the
discrete Fourier transform (DFT) maps discretefime sequences into discretefrequency
representations and is given by
fork=0,l,2,...,nl
where
X: the input sequence,
X: DFT of the input sequence, and
n : the number of samples in both the discretetime and the discrete
frequency domains.
To Fourier analyze a discretetime signal, Equation 2.23 must include a \/n scaling factor
where n is the number of samples in the sequence. The arrays involved in FFTrelated
operations do not contain discretetime or discretefrequency information, and modem
acquisition systems, whether they use addon boards or instmments to capture the data,
allows one to control or specify the sampling interval A^ and obtain frequency scaling
information from At.
Because an acquired array of samples commonly represents realvalued signals
acquired at equally spaced time intervals, one can determine the value corresponding to
the observed frequency in hertz. To associate a frequency axis to operations that map time
signals into frequency domain representations, such as the FFT, power spectmm, and
Hartley transforms, the sampling frequency f must first be determined from A^
/, = i  . (2.24)
At
60
Af = ^ = ^ (2.25)
n nAt
where n is the number of samples in the sequence. A simple way to increase the
resolution is to increase the number of samples or increase the sampling interval.
where
^(/) = F{^(/)},and
X*[f): the complex conjugate of X[f).
The Power Spectmm Lab VIEW VI calculates the harmonic power in discrete
time, realvalued sequences. Figure 2.16 shows the singlesided output of the power
spectmm of two 1V peak sinusoids one with 150 cycles and one with 250 cycles. The
total power for each one of these sinusoids is 2<2) 0.25 W. The discrete implementation of
the power spectmm S^ is given by
S.. = M (2.27)
n'
61
no need to allocate memory to accommodate complex results. On the other hand, phase
information is lost and cannot be reconstmcted from the power spectmm's output
sequence. FFT is used if phase information is important.
Figure 2.16 Power Spectmm of Two Sinusoids (Fahy and Perez, 1993).
FFTs are used for stationary signal analysis or in cases where only the average
energy at each frequency line is needed. For measuring frequency information that is
changing over time, joint timefrequency functions such as the Gabor Spectrogram are
used. Power spectmm is used for analyzing narrow band signals. PSD is used for
analyzing broad band signals. The relationship between FFT, power spectmm, and PSD
is:
62
2.3.11 Mean Square Time History
For determining the autoparametric interaction of the multidegreeoffreedom
systems under random excitation, a general approach is to study the mean square
response of the system under test. It is useful in random vibration testing to assume that
observing the mean square trends of the data exposes the stationary trends. To accomplish
the mean square analysis, the mean square of each response signal is calculated at every
data point using the formula (Bendat and Piersol, 1986; Ibrahim et al, 1990)
nt.)=tntd (231)
« /=1
where
^^{t„): the mean square value of n data points,
n= 1, 2,..., N
X[t) : the data signal,
A'^ : the total number of data points.
. Til
p (r) = l i m  \x{t)x{t + T)dt (2.32)
^ r/2
63
The random autocorrelation function symbol R^ uses the variable's symbol (x in
this case) as a subscript to distinguish the random autocorrelation function from that
belonging to the periodic and transient functions. The definition of the random auto
correlation function is different from that used for periodic time histories in that time (T)
must become large. However, the similarity with periodic time histories, other than the
length of time (T), provides a convenient practical method for estimating random
behavior through use of periodic analysis methods. General properties of a random auto
correlation function can be summarized as follows (McConnel, 1995):
3. The Fourier Transform requirement of Eq. (2.32) is safisfied for the auto
correlation function when
+00
is safisfied. If all these general properties are safisfied, then the wellknown following
WeinerKhintchine Fourier transform pair can be formulated as:
Since R^{T) is a real valued even funcfion, then it follows that S^(o)) is also a
64
Further, it can be shown that S^(o)) can only be posifive (even funcfion). Thus
cosicor) is used in place of e^^""' in this Fourier transform pair. The physical
T = 0. (2.37)
.r/2 «,
The first integral in above equation is clearly the definition of the signal's mean
square, while the second integral is the area under the curve of the function. Thus, the
preferred name for Sj^(o)\s either the Mean Square Spectral Density (MSSD) or the
AutoSpectral Density (ASD). Unfortunately, most frequency analysis concepts were
originally developed in either acoustics or communications theory so ^J^(o) is
commonly called the PSD. Therefore, the PSD has caused endless confusion to many
engineers (McConnell, 1995). The experimental one sided spectral density, f ^ ( / ) , and
the double sided spectral density can be related as below:
or
65
an indication of a wideband process. Conversely, a slowly diminishing autocorrelafion
function indicates a narrow band process. The significance of determining wide or narrow
band phenomenon is that for a wide band process, the mean square value of the data is
distributed over a wide frequency range, suggesfing a broadly stochastic (random)
process. A narrow band process indicates that the mean square is distributed over a
narrow frequency band.
In this research, LabVIEW subroutines are used to plot the autocorrelation
function for measured signals. Because LabVIEW arrays caimot use negative numbers for
indexing, the corresponding correlation value at t = 0 is the nth element of the output
sequence R^. Therefore, R^ represents the correlation values that the VI shifted n times
in indexing. The following block diagram shows one way to display the correct indexing
for the autocorrelation function.
LabVIEW Virtual Instmment (VI) obtains the autocorrelation using:
nl
/fc=0
where
j = {nl), {n2),...2l, 0, 1, 2, ...,(«l).
The elements of the output sequence R^ are related to the elements in the sequence Y by
Figure 2.17 shows a LabVIEW diagram window for generating a sine wave and
plotting autocorrelation in LabVIEW. Figures 2.18 and 2.19 are the plot of sample sine
wave generated by this VI and autocorrelation function plot of the same signal. Figure
2.20 is a LabVIEW diagram window for generafing a uniform white noise, and Figures
2.21 and 2.22 are the plot of sample white noise process and the autocorrelation function
plot of the same signal using the program developed in LabVIEW.
66
B>H^ Autocorrelation of a Sine Wave
samples EH. (14
100
"Sine
"T Siqral
ll A Sample Sine Wave
GeoL
10.00
5.0 10.0
time (sec)
67
600
R_
600
1
B>>
Autocorrelation Plot
0S
AutoCorrelation.vi
100 R<X^>
68
Figure 2.21 A Sample of a White Noise Process.
50.0
R^
25.0
15.0
100
69
CHAPTER III
MATHEMATICAL MODELING OF BEAMTIP MASS
AND PENDULUM SYSTEM (MODEL 1)
70
tip mass
K)
Base Beam
massless
rod
at)
1. X
71
• The beam is more suscepfible to flexural motions than the torsional ones (the
first natural frequency of the torsional mode is very high compared to the one
in flexural mode).
• Extemal damping is ignored.
• The excitation is Gaussian white noise with constant spectral density on the
entire real axis.
From Figure 3.2, the strains along the axial (M) and the transverse ( v ) direcfions
at (^ can be written as:
t
du
u (3.1.a)
di
_ dv
V (3.1.b)
dx d(
cos(9 = ^— (3.2.a)
dv
di
sme = ^—. (3.2.b)
di
72
Figure 3.2 Deflection of Infinitesimal Beam Element.
73
The inextensibility condition can be used to write one displacement in terms of
the other and is derived from Eqs. (3.3.a) and (3.3.b) as:
Differenfiating Eq. (3.3.b), and equating to Eq. (3.3.a) yields the slopecurvature
relationship as:
d(; Viv''
Most researchers, i.e., Zavodney and Nayfeh (1989), expanded the slope
curvature relationship in binomial series and retained the desired nonlinear terms. This
procedure makes the evaluation of the various moments very convenient. However, this
process is erroneous because of the differentiation of an approximate function. Also, it
eliminates terms of higher order than three. We refrained from expanding those terms in
binomial series to include them in the equations and have the option of observing the
effects of these terms.
We can express the u displacement in terms of v displacement by using the
inextensibility condifion given by Eq. (3.4). Then integrafing the result from 0 to (^
yields
The EulerBemoilli theory for the bending moment of the beam at any cross
section "s" is
74
Now, substituting the slopecurvature relationship, Eq. (3.8) into Eq. (3.7) gives
the bending moment at (^ = s as:
V"
M{s) = EI= . (3.9)
Viv'
The motion of the beam, shown in Figure 3.4, may be defined by four moment
equations generated by nonconstraint forces. Two of these equations are at the ^ = 5
locations in x and y  directions, and the other two are at the C= h location at the tip of
the beam in x  and y  directions.
The moments of the forces in the u  and vdirections acting on the beam element
d^, located at (^ are
lb ^
/ ^ c
Mv^ =  j [>a4( vV y ^ cv\\ cos Odi^drj
Muj^ = \{m, + 7w^ )M + m^lp ^j) cos ^  ^^ sin (fm sin 0[ r/, t)dr] (3.12)
5
lb
75
GO
.1—1
•'
a
GO
B
3
c
CI
03
03
I
s
03
PQ
Qi
5^
76
We can equate the intemal moment to the sum of the extemal moments at any
cross section ^ = 5, and obtain a secondorder integrodifferenfial equation of motion for
the beam. However, the moment and shear force boundary conditions at the tip of the
beam require second and third order derivatives of the transverse displacement,
respecfively, to be satisfied. Therefore, we need to have fourth order equation of mofion
to satisfy these boundary condifions. This procedure is suited to all beam problems, as we
can satisfy all four boundary conditions (two at each end.). This is achieved by
differentiating twice the extemal moment forces and the intemal bending moment.
Differenfiating Eq. (3.9) twice with respect to "s" yields the fourth order bending
moment equation of the beam, we have
In order to find the second derivatives of the moments generated by the non
constraint forces, we use Leibnitz Rule (Crespo da Silva and Glynn, 1979), a method for
differentiating an integral equation (see Appendix A). Differentiating Equations (3.10),
(3.11), (3.12), and (3.13) by using Leibnitz mle yields
d'Mu^ d •b
v'^pAvi{(^,t)d(^ (3.15)
ds' ds
d^Mvi v'v" 
j[p4(i> + ^) + cvp^
(3.16)
[\v"Y\pA[v{s,t) + t + cv{s,t))
a'MUh (3.17)
=i/"[(m,+m^)w(4,0 + 'Wp/;,[^cos^^'sin</j]]
ds'
77
We have, axial displacement, from Equation 3.6 as:
M(C,0 = C  j V l  W / 7
Differentiating the above equation twice, the axial acceleration could be written
as:
V I v v v''v
"(C,0 = j + drj (3.19)
[\v'Y (iv''y
lb i
d'Mu^ _ d V +VV V'V
drjd^ (3.20)
ds' ~S s 0 i^v'f + (1v'^y
(lv'^f^[p4(v(^,0 + ^+cv(5,0)]
V + vv V V
C^T;
a ' M t//, r^ +
* _ ,,"
V (3.22)
ds'
+m^/^ [ i^ cos ^  ^^ sin ^]
78
Equating the intemal moment equafion, equation (3.14), to the sum of the extemal
moments given by Eqs (3.20), (3.21), (3.22), (3.23) derives the equafion of mofion of the
beam. The moment balance equation may be written as:
or
.t ...I
V \vv v"v
+ dTj\ m^lp r^ cos ^^' sin ^1
V [\v''y' {\v''y
v'v"
+ [[m, + mp)vXlh,t) + mplp[^sm(^(li,,t) + ^' cos(/f(l^J)^
(1vy (3.25)
In the derivation of Equation (3.25), we have retained the nonlinear terms due to
the curvature and inertia. Tezak, Mook and Nayfeh (1978) suggested that for thin beams,
the rotary inertia terms are negligible and cause only small perturbations in the linear
problem. Therefore, the rotary inertia terms are neglected to derive this equation.
We now expand the nonlinear terms and retain up to cubic terms, i.e., using
binomial expansion:
79
(lv'^P=lh v". (3.26.b)
(lv'M^=llv'^.. (3.26.d)
^ ' 2
Substitufing Equations (3.26) into (3.25), writing out term by term, and
eliminating terms of orders higher than three yields
r2»>f/
EI\V"' +  V'V""
1
f J2>Vv"v"'
, . . , , ,
+, V
,3
(L
jpAv + cvdC + pA{^^il,s))
0
(3.27)
%f 2
•v"< (/w,+m^)J v' + v ' v ' drim^lp ^ c o s ^  ^ sin^ =0
Equation (3.27) verifies the beam equation obtained by Cuvalci (1992). This
equation represents the partial differential equation of the motion of the beam, which is
defined in a suitable infinite dimensional function space. This equation does not have a
closedform solution. Therefore, it should be transformed into ordinary differential
equation form, i.e., using one of the weightedresidual methods, such as Galerkin method.
80
3.3. Boundary Conditions
The field equation is subject to four boundary conditions. Two of them are
homogeneous, and the third and the fourth ones are nonhomogeneous. At the clamped
end where the excitation is applied, there is no relative displacement (@ 5 = O); therefore
we have:
In addition to the zero displacement, the slope at the same end is also zero due to
cantilever support; therefore
'^P^p" ^
m,g
81
The component of the shear force along vdirection can be expressed as:
d'v{L,t) v'v"^
S,= = EI + (3.30)
ds
{\v''Y' [iy'^y
and
Therefore we obtain
.2
V
1111 y'y"^
EI + = {m^+m }{v\g)^m I dfsin(^m I S sin^. (3.32)
{lv'')' (lV^)
V
v'v"'
EI = {m, + mp)ii{lf,,t) + m^lpi^^cos^ + ^' sin^y (3.33)
{lv"Y' {\v"y
Referring to Figure 3.5, the bending moment equafion @s = l,^ can be written as:
M,^=JOc^{0 +4 (3.34)
Vn
0' = (3.35)
{XvY
82
Then, the angle of the beam can be written as:
Also, the angular velocity and angular acceleration can be obtained from the above
equation as:
V VV V
0is,t) = l di (3.37)
and
s
v'v' V'V.n V
.1 „ .t
+v"v +v'v"v v'W'v d(;. (3.38)
'e{s,t) = \ +•
+
{\v'Y (iv'y [\v''Y' (ii/'^y
y""{s)Va'y{s) = () (3.39)
where
r.4= pA (3.40)
EI
@5 = 0, y(0,t) = 0 (3.41.a)
@5 = 0, y'{0,t) = 0 (3.41.b)
83
2 mo)'
@s = l,, Ely'" = mco'y, or y"'il„t) =——y (3.41.c)
EI
X'k^O)'=Q. (3.42)
Then it follows
C,FCJ^O (3.45)
Q+Q=0. (3.46)
where
a = k^fco . (3.48)
84
Taking the derivatives of Equation (3.47) and applying the 3'^'^ boundary condition
yields
ith
Similarly, from the 4 boundary condition, we have:
Jo)'
Q (cos Q^^ I cosh «4) + (sin a/^ + sinh a/^)
oEI
(3.50)
JO)'
+a (sin a^ + sinh cir^) (cos alf^  cosh a^)= 0
aEI
^11 ^12
=o (3.51)
^21 ^22
det{w{fi)) = 0, (3.52)
The solutions of Equafion (3.52) are the eigenvalues of the problem. From (3.51),
C2 can be expressed in terms of Cj as
C =C (3.53)
85
Substitufing (3.53) into equation (3.47), and normalizing with respect to C, we
obtain
where C is the ratio given by Equafion (3.53). To derive equafions, C in Eq. (3.54) is
used as the scaling factor that is determined from the experimental observations and can
be made to correspond to the maximum deflection observed at the tip of the beam.
3.5. Derivation of the Ordinary Differential Equations of Motion for the Beam
In section 3.2, we have menfioned that Eq. (3.27) did not form a closedform
solution. Therefore, an approximate solution that satisfies both the beam equation and the
boundary conditions is obtained in section 3.4. In this section, Galerkin method is applied
to obtain the differential equation of motion of the beam.
Galerkin's method is a technique used for obtaining an approximate solution for both
linear and nonlinear partial differential equations. In applying Galerkin method, it is
assumed that the solution v{s,t) is represented by the modal series and that the spafial
and temporal variables are separable. Then, we can write
where
r : Scaling factor,
y.(s) : a set of orthonormal funcfions, usually a solufion of the corresponding
modes.
86
In truncating the modal series, it is assumed that as one induces higher modes, the
solution v(s,t) converges to the tme solution. In this view, we introduce the tmncated
modal series into the partial differenfial equation.
In Galerkin procedure, an approximate solution for the displacement field is
assumed. Since this approximate solution may not be exactly the same as the exact
solution, one uses the same weighting function as test function. Thus Galerkin method
consists of substituting the assumed solufion into the partial differenfial equafion which
leads to some error called a residual and integrafion of both sides of the equation over the
domain to ortagonalize the error. Therefore, we substitute Eq. (3.55) into the partial
differential equation, given by Equafion (3.27), multiply by yj(s) and integrate over the
domain. Then using the orthogonality of the linear eigenfunctions and certain other
relationships obtained by integration by parts, we obtain a set of ordinary differential
equations, defining the time evaluation z^.(/) of the corresponding linear modes. We have
thus transformed a PDE defined on infinite dimensional space to an ODE defined on a
finite dimensional Euclidean space.
In applying Galerkin procedure, we consider only the first mode. It has been
confirmed in laboratory observations that this is a viable restriction, particularly if the
excitation frequency is close to some integral multiple of the first natural frequency.
Therefore, in applying the Galerkin method the modal series are tmncated at the first
mode, then Equation (3.55) is written as
where the y{s) is the first eigenfunction. Taking the derivafives of the above equafion,
substituting into Equation (3.27), and ortagonalizing the error with respect to the
eigenfunction, then regrouping and simplifying yields the following ordinary differential
equation:
G;Z + G^'z z' + c. G^z + G.c.z^z + G,zf + [G, + G.'^cos (fr + Gg^' sin (/>)z
, .. X .. (3.57)
+ [G^^+ Gjoi^sin^H Gj,^^ cos^jz^ + G,2Z^ + G,3(f = 0.
87
In the above equation, the G,(/ = 1,2,..24) are called Galerkin coefficients and are
defined in Appendix B. Integrals and differentiations in these coefficients are solved
using Maple V, a symbolic calculation package, then transformed into a FORTRAN
program for numerical simulation of the system.
^ i^ + —MCOS^ + — ( v  F g ) s i n ^  H — ^ ( ^ + ^) = 0 (3.58)
P P P P
..f
V \v V v"v
w(f,0 = j + di (3.59)
{\v'Y [\v'')'
(3.60)
sin^= v'
. t
0eos0 = v
or
88
(3.61)
2
( 1 A
ii + —[ v' +v'v G?4'cos^ + —(vi^ + g)sin^i—
v^vv''+(l) = 0 . (3.62)
P 0 ^ ^ p Pi
2 )
m^u
m,g •
mjji ^
p p <
•f M p p^
^oS
89
To apply the Galerkin method for this equation, subsfitufing (3.55) into (3.62) and
rearranging the result gives
where the coefficients in above equation are defined in Appendix B. Equation (3.63) is
the differential equation for the pendulum.
Substituting
sin^ = ^ (3.65)
3!
and
cos^ = 1  (3.66)
2!
/ A^\ J.2
z + G^c.z^z + G^zr + G,+G;^ + G,<P (/>
V
2!^y
z = < G,c [G,+G,z'). (367)
( ^3\ ( A?\
+ G^^+G^^(t> (I> + GJ 1 z' + G,,z' + G,3^
V 3!, 2\)
90
Expanding the dividend of the above equation in binomial expansion, i.e..
1
1 ^2 2
(G,+G2Z^)% ^ 1l^Z = l^z^ (3.68)
G. V ^1 y
and subsfituting (3.68) into (3.67) and, rearranging and regrouping yields
z+ z+ 1  ^ ^+ ^ ^ V
\Gx J G, G, V 2!, ^^1
X. . 2 '5G, 2
G20C zz \—zz" + (3.69)
vG, 1 y
f (G22  G
G,
—+ G24Z  G25Z
G,
i* +  ^ « > + !(G„z +  + gV =
'"pip 'p
^ ( i ^ + z z ) + ^ ( z ^ + zz)^ (3.70)
 ^ ( G „ z + ^ g ) <!>'^ .
mj„ ^ ' o
p p
s= (3.71)
and
91
( Ej ^2
r= (3.72)
K^C J
Then, it follows:
ds = If^ds
1 d
ds' (•) = hTV:£r()
ds
r ^j \n
dt = dz
\^bh J
( AX
EI
7fi \^bh J dr
(•)
^
El\d'
dt
{) = T{)
\^bh J dr
where
5 : nondimensional reference space variable along the beam,
T : nondimensional time,
T{T) : nondimensional time function, and
92
After nondimensionalization, the nondimensional quantifies are used, but the
bars are omitted for convenience. Substituting these nondimensional definitions into
Equation (3.69), and also introducing
T(r) = At)
Q(r) =
m_
and
W{T) =
at) (3.73)
+ [43^(r) + 4, + 4,rQ^
93
As previously mentioned, parametric instability occurs in nonlinear systems
when the excitation appears as a coefficient in the homogeneous part of the equation
(Bolotin, 1964; Schmidt and Tondl, 1986; Ibrahim et al, 1989). Therefore, this system is
under parametric excitation (see Equations 3.74 and 3.75). Also, the coefficients of
stiffhess terms in Eqs. (3.74) and (3.75) have acceleration terms, which let the system
have autoparametric interaction between the normal modes in the form of an energy
exchange.
94
CHAPTER IV
THEORETICAL INVESTIGATION OF MODEL 1
(BEAMTIP MASSPENDULUM SYSTEM)
UNDER RANDOM EXCITATION
95
SYSTEM
D'Alembert's Principle
Galerkin Method
Nondimensionalization
NONDIMENSIONAL ORDINARY
DIFFERENTIAL EQS. OF MOTION
Transformation into
State Vector Form
DIFFERENTIAL EQUATIONS
FOR MOMENTS
Numerical Integration
SYSTEM STATISTICS
(Mean Squares, variances, etc.)
96
4.2 Markov Process
The nondimensional beam and pendulum equations obtained in Chapter III are:
r2 \2
A,Tr + Ajr + y^gQQQ + ^ o Q
(4.1.a)
[A,, + A,J'A,,T']^{T).
where ^4. (/ = 1,2,...,27) are the coefficients of the nondimensional equation and are
defined in Appendix D and where a prime mark represents differentiation with respect to
dimensionless time r .
Parametric instability occurs in nonlinear systems when the excitation appears as
a coefficient in the homogeneous part of the equation (Bolotin, 1964; Schmidt and Tondl,
1986; Ibrahim et. al, 1989). Therefore, the beamtip masspendulum system given by
Eqs. (4.1) is under parametric excitation. Also, the coefficients of stiffhess terms in Eqs.
(4.1) have acceleration terms, Q andf, reveal nonlinear inertia coupling and let the
system have autoparametric interaction between the normal modes in a form of energy
exchange.
In order to apply the FPK equafion, the four condifions described in Chapter II
must be safisfied. However, due to the existence of the coupled nonlinear acceleration
terms, Q and f, on the right hand side, Eqs. (4.1) cannot be written in the Markov vector
form. Therefore, these nonlinear terms need to be eliminated from the right hand side of
97
the equations, by successive elimination, in order to have the possibility of writing
equations in Markov Vector form (Ibrahim et al., 1985, 1990). To do so, we shall ignore
the terms that are of a higher order than three to eliminate the complexity of the problem.
However, we will retain the terms inside the stiffhess terms in both equations to narrow
our focus on the coupling terms inside the equations. Also, introduce the nonlinearity
parameter
then it becomes
or
f = eA,t  £[A, + A,{\  A,Q')Q + A,QQ']T
= £[A,tT' F AJT' + A,,T'] (4.4)
s[A,^AJ']^{r).
or
Q = £A,,Q  \AJ F 4,^(r) + 4g]Q
(4.6)
 e\Aj' + AoTft + A,,tT'] + S[A2^^{T) + A^.Q']
Subsfitufing (4.4) into (4.6) and arranging the resulting equafion yields the final
form of the nondimensional pendulum equafion as
98
o = pp  pp.+p^iu  pj'  p,t  pjT'+pp' + Pjt
 PJ' + p.prt  P.p'T  P.J'Q+P.J'Q (4.7)
P,, + P,sn + P,PT'+P,,T + P^j'
+<
+P,X^TP2j')[P,p + P,2+P2,T]
where /J,(z = 1,2,...,15) are the coefficients of the nondimensional pendulum equation
and are as formulated in Appendix E.
Now, substituting (4.7) back into (4.4) and rearranging yields the beam equafion
as:
where B. (i = 1,2,...,16) are the coefficients of the nondimensional beam equation, and
are defined in Appendix F. The above equations of motion, Eqs. (4.7) and (4.8), are
those of a system under random parametric and extemal excitation.
The random excitation function <f(.) in this study is assumed to be a Gaussian
wide band random process with zero mean and smooth spectral density up to some
frequency higher than any characteristic frequency of the system. Therefore it may be
replaced by W(T) (Lin, 1973) with a zero mean and autocorrelafion funcfion
99
where /{.}may be a nonlinear funcfion of the state variables and the W(T)aie white
noise processes, it is wellknown that the state vector is a Markov process and the
FokkerPlanck equation is valid (Caughey, 1963; Lin, 1963). Therefore, to establish the
Markov state vector, we will write the nondimensional equations in state vector form by
introducing the following coordinate transformation:
{T,t,Q,Q}^{X„X2,X,,X,} (4.10)
X, = X, (4.11.C)
dr
X = f{x,r)^G{x.r)W{r) (4.12)
where
100
f{x^ r ) : a vector whose elements are linear and nonlinear fiincfions of
the state coordinates X.
G{x, r) is a 2x2 matrix whose elements are also linear and nonlinear.
W{TY = {i),W{T)]
where T denotes transpose.
The random parametric excitation W{T) is assumed to be Gaussian white noise
with zero mean and autocorrelation function given by (Appendix E)
I ^3 Yh
RXT) = 27rS.. 3/9 5
S{T') (4.13)
W Q
y^b
m^^b
t J
( ^3 xyi
p' = 27rS~ 3/9 5
(4.15)
\^b ^b J
and where S is the smooth spectral density of the base excitation, and where S[T') is
where mj{x,T) and cr^.^(x,r) are called drift and diffusion coefficients, respectively. In
Equation (4.16), B[T) is the Brownian motion process. To approximate the response
vector (4.12) by a diffusive vector, we convert (4.12) into Ito stochasfic differential
equafions of the general form given by (4.16). Note that in (4.12) X represents the state
vector, while in (4.16) it represents displacement vector (To, 1989). Altematively, in
(4.12) X is the original system, where in (4.16) it is its approximafion Markov process
101
(Lin, 1987). Equation (4.16) is the general form of Ito Equation where B,^{T) is an
independent Browoiian motion process of unit intensity, zero mean, an an autocorrelation
funcfion (Lin, 1986)
4^1(^1)^1(^2)] = min(r,T2)
E[dB,{T,)] = 0.
Therefore,
/Wj = X2 (4.18)
/W3 = X^ (4.20)
Therefore, from Equafion 4.15, the diffiision coefficients are obtained as:
102
^u^u ^2i<^ii =cr3i<^n =cr4,cr„ = 0
o2,cr4, cr4,cr2,
For the Markov state vector differenfial equafion (4.16) of an arbitrary scalar
funcfion <D(y, r ) , which is twice differenfiable with respect to the components Y and
differenfiable with respect to r, is given by the Ito differenfial mle (Sobczyk, 1990):
d^Y(t),t) =
50 ao 1 d'^ ao
dt + a,.,—dBAt) (4.24)
dt + m,—Fcr,.,cr;,
' dY 2 ii^ ji dYfiY. ''dY '
E[dB,(T,)] = 0
ao ao 1 a'o
^ 40(7(0, r)] = £
dt + m..' dY + —
2 <J,,<JL
ji^ki
dY.dY,
Substitufing the drift and diffusion coefficients into above equafion yields the
moment closure equation as:
103
X2kx,x;x,"'x,'
*l LT I
(
P,X4 />2^3  ^ 3 ^ 2 ^ 3 + ^ 4 ^ , ^ 3 ^5^2
+
p,X2P,x,'X2+p,x,' F p,x,X2+p,,x; J
\nX,'X2'X,'"x:')
E[(I,{X, T)] = E
dt + ^[(^.2 +5.3^, +B,,X,X,+B,,X,' B,,xX)]lii''
•i{(>\)x,'x^'x;''x;
(p,, +p,2^3 + P,^x,^p,Xx,p,X)
\B,2 +B,,X, +B,,X,X, +B,X B,,X,X,'y
inx'x2~'x,'"x;'
+[p^^+P^^x,+p,,x,
2
+p,,x,'x,p,X) ^'' (4.25)
'n{n\)X'X2X,'"X;~'
104
consider the third criterion refer to the Chapter V in this research. In order to find the
moments up to second and fourth order for Gaussian and nonGaussian closure schemes,
a symbolic program is developed in Maple V. In Equation (4.25), first and second semi
invariants represent the mean and the variance of the random response process,
respectively. Higher order semiinvariants are statistical functions and they represent the
degree of the response from being Gaussian distributed (Ibrahim and Soundararajan,
1985). The advantage of the cumulantneglect closure methods lie in the fact that under
certain conditions, for example, when the system is far away from bifurcation or
instability, higher order cumulantneglect closure methods offer progressively better
approximation of the response stafistics (Sun and Hsu, 1987).
and
105
K\X:]=K,[X2']=K,[X:]=K\X:]=O (4.26.f)
K,[X,X2X,X,] = 0 (4.26.h)
in which case, the third and fourth order moments are formulated in terms of first and
second order moments using the formulae (Appendix G):
Thirdorder moments:
Fourthorder moments:
E[X,X.X,X] = Y.E[X\X.X,X]2YE[X,][X][X,X,]
(4.28)
+ YE[X,X][X,X,] + 6E[X,]E[XJ]E[X,]E[X,]
where number over summation signs refer to the number of possible terms generated in
the form of the indicated expressions without allowing permutation of indices.
The Gaussian closure moments consist of 14 differential equations, and are:
\
d_ ^ PIX4P2X3P3X2X3 + P4X\X3P5X2'
X4
dt P6 X2  PI XI' X2 + PS X3' + P9 XIZ2 + PIG Xl' (4.29.b)
2
+ [P\\ + P\2 X3 + P\3X\ + P\4X\' X3 + P\SX?y 2 y.
106
E[X,]^X4 (4.29.C)
dt
BIX2B2X\B3XIX3X4^+B4X\X4 + B5X\X3
j,4^.^,h +B6 XIX2 X3 + B7 Xl^ X2 + BS X\ X2^ + B9 XIX2 X4
BlOXf X2BnX\'
(4.29.g)
•PIX4P2 X 3  P3X2 X3 + P4XIX3P5X2' P6X2
+ ^ P7 X\' X2 + PS X3' + P9 X\ X2 + PIO X l ' X2
^51X252X153X1X3X4'+54X1X4
^[^2^3] +55 XIX3 + 56 XIX2 X3 + 57 Xl' X2 X3 + X4X2 (4.29.h)
dt
+58 X I X 2 ' + 59 XIX2  510 Xl' X2  511 Xl'
+ (512513X1514X1X3515X1'+516X1X3')%'
107
E[X,]X2 (4.29.J)
— £[X,X4] = X 4 X 2
dt •• ' ^J
(4.29.k)
fPlX4P2X3P3X2X3 + P4XlX3P5*X2'
+ XI
•P6 X2  P7 XI' X2 + P8 X3' + P9 XIX2 + PIG Xl'
— £[X,X3] = X2 X3 + X4 XI (4.29.1)
dt ^ ^
 4 X 4 ] = /^X4P2X3P3X2X3+P4X4X3P3X2^
(4.29.0)
P,X2P,X,'X2+P3X3^ + P,X,X2+/^0^,'
In above equafions, the notafion ^[.] shows the respecfive joints moments.
Therefore, equation 4.29 is written in the form of moments using
£[x,*X2'x3'"x;]=m,,,„,„ (4.30)
108
KuttaVomer fifthorder and sixthorder method. DIVPAG is also a double precision
numerical solufion subroutine for an inifial value problem using an ADAMMoulton or
Gear method.
K, X^ X^ = '^5 X^ =0 (4.31.a)
^ 1 ^ = ^^5 = '^5 ^3 ^4
in which case, the third and fourthorder moments are formulated in terms of first and
secondorder moments using the formulae(Appendix G):
Fifthorder moments:
E\X,X,X,X,X,\ = J^E{X:\E{X,X,X,X„Y1Y^E\X,\E{X\E\X,X,X,\
^^E{X,X\E\X,X,X:\^AE{X;\E\X\E\X,\E\X\E\X„\
109
Sixthorder moments:
E[X,X,X,X,X„X,] = ±E[X,]E[X,X,X,X,X,]2fE[X,]E[Xj]E[X,X,X,X,]
^6fE[X,]E[x^]E[X,X,]E[X,X,]2f^E[x,X^]E[X,X,]E[X,X,] (4.33)
^120E[X,]E[X,]E[X,]E[X,]E[X,]E[X,]
where number over summation signs refer to the number of possible terms generated in
the form of the indicated expressions without allowing permutation of indices. Total of
56 fifthorder and 82sixth order moment terms are written in terms of the lower order
moments in the numerical analysis program.
For nonGaussian analysis, equation (4.18) yields the closed system differential
equations which consist of 69 differential equations. The nonGaussian closure moments
are generated using symbolic calculation packages Maple and Mathematica. An example
of these differential equations of moments is presented below and all other nonGaussian
closure moments are defined in FORTRAN form in Appendix I. For example:
110
 4*B12*m2111*mu2*P14  4*B13*m0100*m3011*mu2*P14 +
4*B16*m0001*m0100*m3030*mu2*P14  4*B14*m0001*m3120*mu2*P14 
4*B15*m0100*m4011*mu2*P14 + 2*m2210*mu2*Pll*P14 +
 2*m2220*mu2*P12*P14 + 2*m3210*mu2*P13*P14 +
 m0010**2*m4200*mu2*P14**2  4*B12*m3101*mu2*P15 
4*B14*m0100*m4011*mu2*P15 i 4*B16*m0001*m0100*m4020*mu2*P15 
 4*B13*m4101*mu2*P15  4*B15*m0001*m5100*mu2*P15 +
 2*m3200*mu2*Pll*P15 + 2*m3210*mu2*P12*P15 +
2*m4200*mu2*P13*P15 + 2*m0100**2*m5010*mu2*P14*P15 i
 tn0200*m6000*mu2*P15**2  2*m0211*P2  2*m0311*P3 t
 2*ml211*P4  2*m0401*P5  2*m0301*P6  2*m2301*P7 t
 2*m0231*P8 + 2*ml301*P9 (4.34)
c^pe.M.. = ^ (435)
The time history records of the mean squares for Gaussian closure scheme are
shown in Figures 4.2^.7 for the beam and the pendulum, respecfively. For all graphs the
same excitafion level, which is W(T) = 1.25£5, is used. It is seen from Figures 4.2 and
4.3, for r. = 0.50, mean square response of the beam becomes stafionary at 2.53E03,
and mean square response of the pendulum becomes stafionary at 0.0949, both after
around r = 1000. It is also seen that beam mean square response becomes stationary later
when the detuning parameter or frequency rafio is away from 0.50 (see Figures 4.4 and
4.6). This is not the case for the pendulum mean square response (see Figures 4.5 and
111
4.7). Beam mean square response becomes stafionary at 3.69E03 for r^ = 0.40 (Figure
4.4) and at 3.74E03 for r^ =0.60 (Figure 4.6). This means that beam has less mean
square response when r^ = 0.50. Pendulum mean square response becomes stafionary at
3.67E02 for r^ =0.40 (Figure 4.5) and at 4.20E02 for r^ =0.60 (Figure 4.7). These
results show that the two modes are interacting in the form of an energy exchange when
the detuning parameter is in the neighborhood of 0.50.
^ Excitation 1.25E05
g Specific gravity 10
112
3.0E03
m2000
time, T
113
1.2E01
1.0E01
8.0E02
m,0200
3000
114
5.0E03
4.0E03
m2,000
3.0E03
2.0E03
1.0E03
O.OEtOO
0 500 1000 1500 2000 2500 3000
time, T
115
4.0E02
^0200 3.0E02
2.0E02
1 .OE02
O.OEHOO
time, T
116
5.0E03
4.0E03
m2000 3.0E03
2.0E03
1.0E03
O.OE+00
0 500 1000 1500 2000 2500 3000
time, T
117
4.0E02
3.0E02
m.0200
2.0E02
1 .OE02
O.OE^00
0 500 1000 1500 2000 2500 3000
time, T
118
To show the autoparametric interaction, mean square responses of the beam
(Figure 4.8) and the pendulum (Figure 4.9) are plotted versus the frequency ratio. Then
these values are normahzed and plotted in Figures 4.10 and 4.11. For normalizafion, the
mean square response of the beam and pendulum for the frequency rafio of 0.40 are taken
as a reference value for comparison purpose, i.e.,
W2000 = . ^ ^ ^ (4.36)
[^^2000 J ./ =0
40
^^0200
W0200 = . ^  ^ (4.37)
[^^0200] =0.40
where W2000 and W0200 represent the normalized mean square responses of the beam and
the pendulum, respectively. The normalized mean square response plots for the beam are
also plotted in one graph as seen in Figure 4.12. Figure 4.12 clearly shows how the mean
square response of the beam is decreased and the mean square response of the pendulum
is incased when the frequency ratio is in the neighborhood of 0.50. This indicates that
there is an energy exchange between the beam and the pendulum due to the energy
exchange between the modes of the system. From these results, Gaussian closure scheme
was adequate to predict the autoparametric interaction. However, some researchers
showed that the Gaussian closure scheme was not adequate to predict the nonlinear
modal interaction. For example, Li and Ibrahim (1988) used Gaussian analysis and found
it inadequate to observe the modal interaction in a three degreesoffreedom system. Then
they considered nonGaussian closure approach and were able to observe the
autoparametric interaction. They also showed that nonGaussian solution yielded
stafionary response, which was not the case for Gaussian solufion. Ibrahim and Orono
(1991) showed that both Gaussian and nonGaussian schemes could adequately
determine the four and more mode interaction in the nonlinear flutter of panels.
However, this conclusion applies only to systems with stiffness nonlinearity that does
not result in intemal resonance conditions.
119
4.5E03
m2000
3.5E03
2.5E03
1.5E03
0.35 0.65
120
1.2E01
m,0200
8.0E02
4.0E02
O.OE+00
0.35 0.4 0.45 0.5 0.55 0.6 0.65
121
1.2E+00
1.1E+00
/W2000
6.0E01
0.35 0.4 0.45 0.5 0.55 0.6 0.65
122
m,0200
1.5E+00
1.0E+00
5.0E01
0.3 0.35 0.4 0.45 0.5 0.55 0.6 0.65 0.7
123
3.0E+00
124
Ibrahim et al. (1993) showed that Gaussian closure failed to predict the second
mode bifurcation, whereas both nonGaussian and Monte Carlo simulation predicted
second mode bifurcation in terms of axial load, excitation spectral density, and damping
ratios for a clampedclamped beam under wide band random excitation.
The nonGaussian solufion may not be stable for some cases as discussed by some
authors (Ibrahim, 1990). A mathematical proof of convergence of the method for general
nonlinear systems is difficult and not available (Sun and Hsu, 1987). Sun and Hsu
compared Gaussian and nonGaussian closure methods with the exact solution. They
showed that, in a case study, in one region the two methods gave fairly good approximate
solution, but in another region, the methods were invalid and gave faulty results.
Furthermore, the application of different techniques to the same system may lead to
different results (Ibrahim et al, 1993). Also, Sun and Hsu (1989) demonstrated that when
the response probability density function is bimodal, the cumulantneglect closure
method, up to fourth order, becomes inadequate. In this research, it is observed that the
nonGaussian analysis for excitation of \.25E  5 did not yield a stationary response, as
seen in Figure 4.13. After some trial mns for nonGaussian, the excitation for non
Gaussian closure scheme was chosen as 1.25E7 for all mns. The time history records of
the mean squares for nonGaussian closure scheme are shown in Figures 4.144.19 for
beam and pendulum, respectively. It is seen from Figures 4.14 and 4.15, for r^ = 0.50,
mean square response of the beam becomes stationary at 1.49E05, and mean square
response of the pendulum becomes stationary at 1.68E05, both approximately when
2" = 400. Beam mean square response becomes stationary at 1.82E05 for
r^ =0.40(Figure 4.16) and at 2.50E05 for r^ =0.60(Figure 4.18). This imphes that
beam has less mean square response when r^ = 0.50. Pendulum mean square response
becomes stationary at 7.72E06 for r^ = 0.40(Figure 4.17) and at 7.58E06 for
r. = 0.60 (Figure 4.19). These results show that the two modes are interacfing in the form
of an energy exchange when the detuning parameter is in the neighborhood of 0.50. To
show this autoparametric interacfion, normalized mean square responses of the beam
(Figure 4.20) and the pendulum (Figure 4.21) are plotted versus the frequency ratio. Then
125
these values are also plotted in Figure 4.22 to show all of these values in one plot for
comparison.
3.5E03
3.0E03
m,0200 T
•V
2.5E03
2.0E03
1.5E03
1.0E03
5.0E04
•.V
0.0E^00
0 500 1000 1500 2000 2500 3000 3500
time (r)
126
1.6E05
_^)iiiifimtif'itwtNtiUMm imit.w mitom/im YJ v.'.^i' v.i'y,i,¥.Y,v.> y. .v, t v v • '.•ui:<:<f,M.<<wri' r,v,v,'.r;',.u*'iVifiV.iv:,rt^i
/
1.2E05
''^ooo
8.0E06
4.0E06
O.OE+00
500 1000 1500 2000 2500 3000
time (r)
127
2.0E05
1.5E05
m,0200
1.0E05
5.0E06
O.OE+00
0 500 1000 1500 2000 2500 3000
time (r)
128
2.0E05
1.5E05
m
2000
1.0E05
5.0E06
O.OE+00
500 1000 1500 2000 2500 3000
time (r)
129
2.0E05
/w,0200
1.5E05
1.0E05
5.0E06
O.OE+00
0 500 1000 1500 2000 2500 3000
time (r)
130
3.0E05
2.5E05
^^2000 2.0E05
1.5E05
1.0E05
5.0E06
O.OE+00
500 1000 1500 2000 2500 3000
time (r)
131
1.0E05
8.0E06
''^0200 6.0E06
4.0E06
2.0E06
O.OE+00
0 500 1000 1500 2000 2500 3000
time (r)
132
3.0E05
2.5E05
m2000
2.0E05
1.5E05
1.0E05
0.35 0.4 0.45 0.5 0.55 0.6 0.65
133
2.00E05
1.50E05
m.0200
1.00E05
5.00E06
O.OOE+00
0.35 0.65
134
Z5E+00
•
20E+00
•
^^^0200
• •
1.5E+00 •
•
•
• • .
I.OE+OO
• • ' • * ! • • • • • •
^^2000
5.0E.O1
O.OE+00
0.35 0.4 0.45 0.5 0.55 0.6 0.65
135
upon completion of the nonGaussian analysis, the Gaussian analysis is repeated
for f = \.25E 1 for comparison of the plots obtained from the Gaussian and the non
Gaussian analysis for the same excitation level. It is observed that, for detuning
parameter r^ = 0.50, beam mean square response yielded similar results for both
Gaussian and nonGaussian analysis (Figure 4.23). However, the nonGaussian closure
solution yielded higher mean square response for the pendulum (Figure 4.24). To show
the difference between the Gaussian and the nonGaussian results, both curves for
pendulum are shown in Figure 4.25. This difference may be attributed that some higher
order terms in the pendulum differential equation are being neglected by the Gaussian
closure scheme, resulting less autoparametric interaction for the pendulum. Previously,
many authors showed that the nonGaussian closure scheme generally predicted higher
mean square responses than the Gaussian closure scheme (Orabi and Ahmadi, 1988;
Ibrahim et al., 1990; Ibrahim and Orono, 1991; EkwaroOsire, 1993). Figure 4.26 shows
that, for W(T) = \.25E1 , the mean square response of the pendulum is about
JE^[7^ J = 1.80£'  5 for the frequency ratio of 0.60. This value is higher when compared to
that of frequency ratio, ^y = 0.50. Also, it is observed that the pendulum mean square
response for both the Gaussian and the nonGaussian analysis are about the same when
frequency ratio is away from 0.50, which shows that there is less nonlinear interaction
and results in less energy transfer from the beam to the pendulum.
136
1.6E05
1.2E05
m2000
8.0E06
4.0E06
O.OE+00
0 500 1000 1500 2000 2500 3000
time (r)
137
1.0E05
8.0E06
m.0200 6.0E06
4.0E06 
2.0E06
O.OE+00
0 500 1000 1500 2000 2500 3000
time (T)
138
2.00E05
Non  Gaussian
r^ ^^)f^^AT^W4vM'A*'4A>^W•»>'>>^^^^V«V'«w^<J*
1.50E05 /
m 0200 /
f
1.00E05
Gaussian
5.00E06 /
/
/
/
/
O.OOE+00
0 500 1000 1500 2000 2500 3000
time (r)
Figure 4.25 Mean Square Responses of the Pendulum for Gaussian and
NonGaussian Analysis, r^ = 0.50, exd = 1.25£'  7 .
139
2.0E05
1.6E05
m,0200
1.2E05
8.0E06
4.0E06
O.OE+00
0 500 1000 1500 2000 2500 3000
time (T)
140
To observe the change of the mean square response versus the frequency ratio, the
Gaussian mean square response of the beam for W{T) = USE  7 is obtained and plotted
in Figure 4.27. As seen from this figure, the Gaussian mean square response of the beam
becomes the lowest when the frequency rafio is in the neighborhood of 0.50. And, it
becomes higher when the frequency ratio is away from 0.50. Similariy, the Gaussian
mean square response of the pendulum W{T) = USE7 is obtained and plotted for
different frequency ratios as seen in Figure 4.28. As seen from this figure, the Gaussian
mean square response of the pendulum becomes the highest when the frequency ratio is
in the neighborhood of 0.50. And, it becomes lower when the frequency ratio is away
from 0.50. These results verify the previous results obtained for both the Gaussian and
the nonGaussian analysis for different excitation levels and clearly demonstrate the
energy exchange between the two modes of the system.
To study the influence of the excitation level on the system response, all
parameters kept constant except the excitation level and stationary values for mean
square response of the beam and the pendulum are obtained. The frequency ratio is kept
constant at 0.50 and the stationary values obtained and then plotted in Figures 4.294.32.
The stationary beam mean square response increases linearly (Figure 4.29) and stationary
pendulum mean square response increases exponentially (Figure 4.30) with the excitation
level for the Gaussian analysis. Figures 4.31 and 4.32 show the similar results for the
nonGaussian analysis. These results show that the pendulum starts to be excited when
the excitation level is sufficiently large.
141
2.1E05
nu.000
1.7E05
1.3E05
0.3 0.35 0.4 0.45 0.5 0.55 0.6 0.65 0.7
142
9.0E06
7.0E06
m,0200
5.0E06
3.0E06
1.0E06
0.3 0.35 0.4 0.45 0.5 0.55 0.6 0.65 0.7
143
1.6E04
1.2E04
'^ooo
8.0E05
4.0E05
O.OE+00
O.OE+00 2.0E07 4.0E07 6.0E07 8.0E07 1.0E06 1.2E06
144
5.0E04
4.0E04
m,0200
1 .OE04
O.OE+00
O.OE+00 2.0E07 4.0E07 6.0E07 8.0E07 1.0E06 1.2E06
Figure 4.30 Dependence the Pendulum Mean Square Response, /W0200' on the
Nondimensional Excitation Level, W{T) .
145
3.0E04
2.5E04
2.0E04
^ 2 000
O.OE+00
OOE+OO 5.0E07 1.0E06 1.5E06 2.0E06 2.5E06
146
1.OE02
m,0200 7.5E03
5.0E03
2.5E03
O.OE+00
O.OE+00 1.0E06 2.0E06 3.0E06
147
Cuvalci (1992) has invesfigated the dynamic behavior of the beampendulumtip
mass system subjected to a periodic excitation where the pendulum used as a vibration
absorber. He investigated the system in the neighborhood of the primary resonance
condition, which is the condition of that the natural frequency of the beam is twice the
natural frequency of the pendulum (co^=2cOp). He showed theoretically (see Figure
4.33) energy exchange between beam and the pendulum under periodic excitafion. From
Figure 4.33, it is evident that the beam has the lowest amplitude response when the
forcing is near the beam natural frequency, which is (Of^ = 3.07 Hz. In order words, the
complete energy transfer between the modes occurs when the beam natural frequency is
as twice as the pendulum frequency and the forcing frequency is equal to the beam
natural frequency (Q = ty^ = 26?^). In the forcing frequency interval between the 3.07 Hz
and 3.12 Hz., the beam response amplitude slightly jumps up at the 3.07 Hz while the
pendulum response is decreased.
In this part of the study, it is shown that under random excitation, Gaussian and
nonGaussian closure schemes predict the autoparametric interaction between the modes
of the system. Ibrahim and Roberts (1976) applied Gaussian closure scheme to determine
the response statistics of a nonlinear two degreesoffreedom system subjected to a broad
band random excitation. Their results showed that the response statistics of the coupled
modes are quasi stationary in the neighborhood of the intemal resonance, the response
moments of the two modes exhibited energy exchange. However, for a 3degreesof
freedom stmctural model, Li and Ibrahim (1989) showed that the Gaussian closure
scheme fails to predict the existence of the autoparametric interaction for a 3degreesof
freedom model under wide band random excitation. In their study, contrary to the
Gaussian closure scheme, the nonGaussian closure scheme did predict the
autoparametric interaction between the first and third modes, but only for relatively
higher values of the excitafion spectral density. Ibrahim and Heo (1986) also showed that
Gaussian closure solufion yielded a quasistafionary response while the nonGaussian
solution gave a strictly stationary solution.
148
• Beom Response
o Pendulum Response
.'.
Critical
Region
O
A' B'
6.
2.6 2.9 3.0 3.1 3.2 3.3
0(H2)
149
4.5 Conclusions
Markov process and the FokkerPlanck equation approach used to derive the
moment equation. The numerical invesfigation of this research includes the application of
Gaussian and nonGaussian closure schemes to find the mean square response curves for
the beam and the pendulum. The results indicate that the autoparametric interaction takes
place in the form of energy exchange.
Both the Gaussian and the nonGaussian closure schemes show the
autoparametric interaction between the two modes of the system. In some cases, the non
Gaussian solution yielded a higher mean square response than that of the Gaussian
closure scheme. Also, for some parameters, the nonGaussian solution does not predict
the system response. This may be due to the higher order nonlinear terms included in the
nonGaussian closure analysis, but not in the Gaussian closure analysis.
By comparing the Gaussian and the nonGaussian closure scheme results, it is
observed that the nonGaussian closure scheme predicts irregular fluctuations about the
horizontal level. These irregular fluctuations indicate instability in the nonGaussian
closure scheme prediction. For the same system parameters and excitation level, the
Gaussian closure scheme is stable. It is seen that the nonlinearity of the system has a
significant effect on the response characteristics.
150
CHAPTER V
EXPERIMENTAL STUDY OF MODEL 1
(BEAMTIP MASS AND PENDULUM SYSTEM)
UNDER WIDEBAND RANDOM EXCITATION
151
Q)pendulum
''r = (5.1)
CObeam
Changing the length of the pendulum, the detuning rafio is adjusted for different
experiments. For all experiments the beam frequency was set to 6>^„_
beam
= 3.88//z.
therefore the change of one variable is eliminated for all tests.
OPTODIGITAL
DEVICE
DAQ PORTS
DAQ SIGNAL
r
s, •
ENCODER
STRUCTURAL
ACCELEROMETER(S) MODEL
EXCITATION
SIGNAL
POWER
AMPLIFIER
FEEDBACK SIGNAL
152
3. Data Acquisition Equipment,
4. Data Processing Equipment.
Data Physics FFT analyzer is Model SignalCalc 430 ufilizes Windows NT as operating
system and it is expandable to 16 inputs and 8 outputs. The applicafion of Data Physics
Vibration Controller/Analyzer includes random, sine/resonant search and dwell, shock,
SRS, transient, sine on random and random on random. The controller controls the shaker
by continuously measuring the system frequency response and adopting the inverse
frequency response filter in a feedback control loop as shown in Figure 5.2. This way,
the final response of the shaker is made to conform to the reference spectral density
within lightly specified tolerance bands.
Frequency^
Response
[Measurement)
Amplifier
Shaker &
JH inv Fixture
153
5.3.2 Shaker Svstem
In this research, a MB Dynamics Model CIO electrodynamics shaker is used. The
shaker is designed to produce a vibration environment under laboratory and general
industrial condifions. The amplitude of response depends not only on the generated force,
but also on the dynamic properties of the system, including the moving elements and
parts attached to it. Any weight added to the table, such as a vibration pickup,
accelerometer, experimental model, screws, etc., is an important factor in determining the
maximum amplitude. The maximum allowable table accelerafion must be calculated for
each different test setup. The shaker has a rated transmitted force of 1200 lbs., and a 1in.
peaktopeak maximum table displacement. The frequency range of the shaker is 2 Hz 
3000 Hz. The cooling system of the shaker consists of a builtin blower that provides
forcedair cooling.
A MB Dynamics S Series Power Amplifier is used to derive the shaker. The S
Series amplifier is solidstate and designed to drive electrodynamics vibration exciters. It
uses ClassD power switching techniques to synthesize an output waveform proportional
to the input signal. Reactive filters attenuate the high frequency components produced by
power switching. The amplifier is aircooled and housed in a sturdy metal cabinet. It
consists of a D.C. power supply, an audio module, expansion or fanout module, power
output modules, control panel and interlock control circuits, and an impedance matching
output transformer. The audio module converts the analog output signal into a pulse
width modulated (PWM) signal, which is used to control the output power modules. The
fanout module provides the expansion capability to control more than one power
module. Each output power module consists of an output stage configured as a four arm
fullwave bridge. All modules are bussed in parallel and produce an incremental increase
in output current capability for each module added. The pulse width modulated signal is
filtered through a LC network to reconstmct a waveform at the output terminals faithful
to the input signal. The output signal is coupled via a transformer, which provides the
necessary impedance to match to the load. The output power bandwidth of the power
amplifier is 2 Hz  3000 Hz.
154
To control the shaker table, an accelerometer is used as a feedback signal to the
controller. Most accelerometers rely on the use of piezoelectric effect. Extemal stress, on
the crystal, generates an electrical charge that is proportional to the applied force and thus
also proportional to the accelerafion. The PCB Piezotronics 302A02 accelerometer(s) are
used to monitor and measure the shaker table motions. Their frequency range is 0.05 Hz 
10000 Hz. These accelerometers belong to a class of pickup devices called piezoelectric
accelerometers. The principle of these accelerometers is based on the phenomenon of a
polycrystalline ceramic or quartz to generate an electrical signal that is proportional to the
applied acceleration. These devices require excitation from a DC power source. A PCB
Piezotronics 480A10 Integrating Power Unit is be used as an extemal power source;
therefore this unit can also integrate a signal, once or twice, to provide a signal
proportional to velocity or displacement.
Acceleration is expressed in mjs' ox g. g is the acceleration due to gravity at the
surface of the Earth and equals to 9.81 mjs' . Displacement, velocity, and acceleration
amplitudes are related mathematically by a function of frequency and time for sinusoidal
excitations, i.e..
f A
Velocity: v = adt = cos(27ft) (5.3)
•' 2;?^
155
The material has an excellent resistance to stress fatigue, abrasion, and cold flow. It is
also light, transparent, and flexible. PVDF is readily fabricated in confinuous sheets or
complex shapes. The film generates proportional voltage when compressed or stretched.
The angle of the pendulum is measured using an optodigital angle measurement
system (Ertas and Mustafa, 1992). This optodigital device has an optical incremental
shaft encoder (Disc Instmment, E30 Series) where the light that passes through the
perforations is detected by the sensor which produces electric pulses when the shaft
rotates. The counter (Allen Bradley 1771IJ) counts these pulses. These counts pass
through a programmable control (Allen Bradley 1771OFE), where they are converted to
the analog signal proportional to the count and it is converted to a digital signal by the
Analog Input Module (Allen Bradley 1771, IFE). The other digital signal is differentiated
digitally by the Programmable Controller and converted to analog signal. Analog signals
obtained proportionally represent the angular displacement and the velocity of the
pendulum. The calibration of the OptoDigital angle measurement system was done by
Ertas and Mustafa (1992) and shown in Figure 5.3.
'••":::::::::::::i:x:
,.  ~ Y" ^
X /^
\/ 1 } J
•J • y
A\ \
156
Signal conditioners interface transducers to readout instmments by performing the
following main funcfions:
1. Supply power to the transducer when required,
2. Condition the signal by amplifying, filtering or digifizing,
3. Provide appropriate output signal for displays or recording instmmentation.
PCB Piezotronics Model 48B10 is used as a signalcondifioning device for accelerometer
readout. This unit is a dual integrator portable power source for ICP type voltagemode
accelerometers. This unit is powered by two 9V NEDA 1604 batteries which supply
constant current to the voltagemode accelerometer. This unit also has a bias monitor
meter to test transducer, cables, connectors, and batteries for troublefree operation. The
transducer is operated by a constantcurrent of 2niA set by a constantcurrent diode. The
front panel contains a colorcoded bias monitor voltmeter, the "XDCR" jack, the signal
output jack labeled "SCOPE", an "ONOFF BAT TEST" rocker switch, and a three
position switch to select acceleration, velocity, or displacement. The two precision
integration operational amplifiers with low pass filtering provide the outputs for velocity
and displacement from the acceleration signal. Intemal coupling capacitors decouple the
signal information from +9V to +12VDC for lownoise electronics.
A National Instmments NBMI016XL board coimected to a Macintosh
computer is used as the data acquisition hardware. The outputs of the OptoDigital angle
measurement system for pendulum and the piezofilm transducer attached to the beam are
fed into the computer, where the 16channeI analogtodigital card stores and displays the
data using its software, which is called LabVIEW. LabVIEW is a graphical program
development environment with many analysis functions. Using LabVIEW decreases the
program development time and increases the productivity for writing a specific data
acquisition, control, and communicafion program (Cicek, 1998; Cicek and Schafer,
1999). LabVIEW Virtual Instmment (VI) simulations promise to be very beneficial aid to
the engineering curriculum. McStravick and Cabellero (1998) used LabVIEW
development software for VI data reduction in mechanical engineering laboratory
courses. By using LabVIEW, they were able to encourage students to understand the
"physics" but reduced the associated numerical calculations for doing the experiments
157
related to thermodynamics, fluid mechanics, and mechanical vibrafion experiments.
Gillet et al. (1998) benefited the advantage of distributed computing tools of LabVIEW to
manipulate a physical setup in a remote laboratory from the classroom; providing
students with possibility to conduct motion control experiments remotely. Kubis (1998)
found that LabVIEW is extremely useful for creating database programs, specialized
spreadsheet programs, simple ufilities that help in everyday routine tasks on the computer
system, text processing utilities and many more. He used LabVIEW in teaching of the
digital electronics course by simulating the behavior of the circuits and the logic gates on
the screen.
The NBMI016XL performs both multiple A/D of a set number of samples and
single A/D conversions. It supports acquisifionsampling rates up to 55 kHz, and has a
fast 16bit ADC with up to 16 analog inputs and channel independent programmable
gains.
158
fiirther analysis. The graphical capabilities in LabVIEW enhance the effectiveness of the
data analysis together with good plotting capabilities.
'^'{t„)=^±X'{t^ (5.5)
where
n= \, 2,..., N
X(^,.) : the data signal,
A^ : the total number of data points.
On the other hand, since the later time series are not periodic, classical Fourier
analysis can not be used to obtain PSD directly from the time data (Newland, 1993).
Bendat and Piersol (1986) noted that there are three approaches in determining the PSD
from experimental data, namely, filteringsquaringaveraging operafions, finite Fourier
transforms, and the autocorrelafion funcfion. The method based on the autocorrelation
function uses the WienerKhintchine transform pair that calls for a Fourier cosine
transform of the autocorrelation function (Childers, 1997). This is the method used to
159
obtain the frequency domain characteristics of the system studied in this research.
Obtaining the PSD Function through the autocorrelation function is shown with an
example below.
To show the aboveexplained theory, a sine waveform is generated and analyzed
in LabVIEW. The generated waveform is 10 Hz with 10 V of amplitude. The sampling
rate for this waveform is chosen as 1000. The total number of samples generated and
analyzed is 1000. The generated waveform is shown in Figure 5.4. The PSD of the signal
is plotted as seen in Figure 5.5.
10.0
0.50 1.00
time (sec)
160
1.0E+3i
PSD 1.0E+2i
1.0E+1,
1.0E+0
I.OEI1
1.0E2
1.0E3i
Mean square response of this data is found using the Eq. (5.5), and plotted in
Figure 5.6. Root Mean Square (RMS) value for this waveform is found as 7.0711 and
Mean Square Response (2"^^ Moment) is calculated as 50.00. As seen in Figure 5.6, the
mean square response plot becomes stationary at 50 V^ which is the same as the value
calculated programmafically.
161
80.0
• Tl
50.0
0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1.0
time Csec)
The autocorrelation function of the sine waveform is plotted in Figure 5.7. The
data obtained from autocorrelation function is analyzed using FFT transform to find the
PSD of the generated sine waveform. Basically, as seen in Figures 5.4 and 5.8, obtaining
the PSD for a sine waveform, either directly using an FFT procedure, or finding the
autocorrelation function and then taking the FFT transform of it yields graphs with
similar shapes. For random data, the later approach is used since Fast Fourier Transform
cannot be used when the data is not periodic. For the data analyzed in this research, the
power spectral density is estimated using the procedure explained above.
162
5.0E+1.
time (sec)
1.0E+3
PSD 10E+2^
W'ltiz] I.OE+I1
1.0E+0
1.0E1
1.0 E2
1.0E3^
1.0E4
1.0E+0 1.0E+1 1.0E+2 1.0E+
Frequency (Hz)
163
In these tests, the signal x{t) is measured in volts. The units of the lefthandside
are V while S^^(Q)) is multiplied by (d(o/27r) of df in hertz. Hence its unit is V'/HZ.
For example:
X{t) :V
Kit) :V'
s^ci^^) : V'/Hz
E[x(tY] :V'
For all tests, the beam length is fixed to 340 mm., with a natural frequency of
^beam = ^'^^ ^ z . For initial set of experiments, the intemal detuning parameter, r^, was
set to 0.50. To achieve this, natural frequency of the pendulum is adjusted to
0)pendulum  194 Hz. The other tests were all performed in the neighborhood of /y = 0.50
to observe the energy exchange between the beam and the pendulum. Excitation level for
each frequency was adjusted to 0.001 g^/Hz, containing frequencies between 118 Hz to
excite the system with a broadband random excitation as seen in Figure 5.9 (0.01 g^/Hz
= 20 dB). The frequency range of excitation chosen includes the first two natural
frequencies of the system. This is done in an attempt to limit the number of modes of the
system since the system is a continuous one. The control signal measured is shown in
Figure 5.10.
164
1.0x10^
1
1
1
X :r """" " n
nj 1.0x10 :7
I
O)
o
I.OxlO"
i 10.0 100.0
1 .0 P S D , Hz
165
1.0x102
RMS: 0.134158
N
X
1.0x10"^ ^yv^^W/
ro
1.0x10^V
1.0 10.0 100.0
Frequency, Hz
166
5.5 Results and Discussions
The following areas are investigated in this research:
1. Time history,
2. Mean square regression,
3. Energy spectral density estimafion,
4. The response dependence upon the intemal detuning parameter,
5. Autocorrelation functions.
Figures 5.115.15 show representative time history records for the shaker, the
beam and the pendulum at r^ = 0.50 and r^ = 0.44, respectively. The excitation levels
for all of these experiments are kept the same. These figures show that there is complete
autoparametric interaction when the intemal detuning parameter, r^, is 0.50. The
amplitude of the pendulum is considerably low when r^ is away from the neighborhood
of 0.50. Also, the response characteristic of these plots is that all represent amplitude
modulated narrow band processes.
2600
167
I r—— 1 1 ~] 1 1 1 1 1 1 r
if) 
m
I
168
I r
T '
If)
d
d h
I
I I
169
The stationary mean square value is important to determine the repeatability of
any given test because it is almost impossible to exactly repeat a random test. Although
the comparison of any two set spectmms for the shaker will show geometrical
inconsistencies, the mean square value of the process serves as a more consistent
comparator between tests (Ibrahim et al., 1990). Mean Square plots for shaker, beam, and
pendulum are obtained at r^ =0.50 and at r^ =0.44 (Figures 5.16, 5.17, and 5.18).
Based on the preliminary testing, all the tests were performed for 2600 seconds. Test
duration for the experiments is chosen so that the fime period of testing is long enough to
exhibit all possible dynamic characteristics of the system and to establish stafionarity of
the signal. The stationarity of the data is very important concept for this type of analysis
to be able to compare the test results. It is observed that shaker has a strong stafionarity
for all tests. Main mass mean square response reaches stationarity at 500 seconds
forr^ = 0.50, and 1000 seconds for r^ = 0.44. Pendulum mean square response becomes
for pendulum r^ = 0.44 (Figure 5.20). The error in the mean square of the pendulum is
much greater than that of the beam mean square response or that of the shaker. The
reason for the fluctuations in the mean square response of the pendulum may be the
nonlinear coupling between the beam and pendulum. Figures 5.21 and 5.22 clearly show
that the mean square response of the beam decreases in the neighborhood of 0.50, and the
mean square response of the pendulum increases in the neighborhood of 0.50. This result
proves the autoparametric interaction between beam and pendulum. Testability is very
important for testing mechanical systems under random excitation to avoid introducing
additional variables into the analysis. Therefore, set of experiments are performed for
different intemal detuning ratios between 0.410.59. Each test was performed for 1500
seconds of test duration. The stafionary results of each test were plotted for the beam, and
the pendulum as seen in Figure 5.25. In this figure, the measured mean square response
frequency rafio of 0.41 is taken as a reference point for all other points to measure the
effectiveness of the autoparametric interaction by the amount of departure of mean square
response from the unity, i.e..
170
2.2E2
1.5E2
O.OE+O
2500
time (sec)
171
ro
1 1 1 1 1 1 1 1 1 1 1—•—'—'—'—r
O p—, , , , p
d
o
CM
>
•V
o
d
J I 1 L. ' . • • •
o '—^ •
2000 2500
0 500 1000 1500
time (sec)
Figure 5.17 Mean Square Time History of the Beam for /y = 0.50,
1 1 1 1 1 1 1 1 1 T 1 1 1 1 1 1 [ 1 1 1 1 r 1 1 :
*
•
in
'" k
\ r^... _ ^ ~«_ _^
w ^'s^y^'^'^'vy^'^ ^"^''v^.«7~^
.^v 
r4
> ^—
v^
~
r—1
•^ .
i>
_i
UJ
lO

time (sec)
Figure 5.18 Mean Square Time History of the Pendulum for r^ = 0.50.
172
1 1 1 1 f 1 1 1 r r » 1 ] 1 1 r
I
X
UJ o
.J I , L J L.
500 1000 1500 2000 2500
time (sec)
Figure 5.19 Mean Square Time History of the Beam for r^ = 0.44
I 1 1 I 1 r I 1 1 1 1 1 1 1 1 > 1 > I
to
d
S *.
J I 1 L.
J L.
•
500 1000 1500 2000 2500
time (sec)
Figure 5.20 Mean Square Time History of the Pendulum for r^ = 0.44
173
1 1— I 1   l — 1 — 1 — 1 — . — 1 —1 1 1 1—] 1 1 1 1 1 1 r— ' ' 1
• •
 
•1.
o •
t^
d 

ro 0.41
o A/
, 0.44 ,
^ o •
CM 0.50
UJ '

o 
d •
•

. •
 • • 1 . . 1
time (sec)
Figure 5.21 Mean Square Time History of the Beam for r^ =0.41,
r^ =0.44, and r^ =0.50.
•
lO
»—
0.50
, i '
^•>.
c*
> — 
0.44
^^^
N
X
*
UJ

in
o 0.41

Figure 5.22 Mean Square Time History of the Pendulum for r^ = 0.41
r^ = 0.44, and r^ = 0.50
174
I 1 r
1 — ' — ' — ' — ' — I — I — ' — ' — ' — r
0.56
0.50
o
d
Figure 5.23 Mean Square Time History of the Beam for r^ =0.50,
r^ =0.53, and r^ =0.56
I I 1 I 1 1 1 1 1 1 1 r—r
Figure 5.24 Mean Square Time History of the Pendulum for r^ = 0.50
r^ = 0.53, and r^ = 0.56
175
 • 
CM OO : • • •
 • • • _
u
• • •
CNJ
: • •
X
LJJ • • •
• • •
CO
r^ detuning ratio
(a)
— r— 1 ' ' 1 1 1 1
' ' 1 1 ' 1 ' ' ' ' 1
•
(D
•
• •••
•
1 •
•• •
d
• • •
• •
CM •<4 • 1
• •
LU' • t 
CM
1
••
•
CM •
•
•
•
1 , , . , 1 1 1 ' 1 . —I 1 1— 1 . . . . 1 •
176
^^2000
''^ooo — (5.6)
L'^200oJ, ,=0.41
. ^^0200
^^0200 (5.7)
where WJOOQ and Wojoo represent the normalized mean square responses of the beam and
the pendulum, respectively.
Figure 5.25 shows that the measured value of the beam mean square response
increases and the measured value of the pendulum mean square response increases as the
frequency ratio approaches to 0.50. This indicates that there is an energy exchange
between the beam and the pendulum due to the autoparametric interaction between the
modes of the system.
The autocorrelation function for the shaker is shown in Figure 5.26, and the
autocorrelation functions for the beam and the pendulum at frequency ratio of 0.50 and
0.44 are showTi in Figures 5.27, 5.28, 5.29, 5.30, respectively. The correlation time of the
shaker is very small compared with those of the beam and the pendulum. The correlation
time of the beam is shorter than that of the pendulum. The beam behaves like a filter to
the excitation signal, and the pendulum behaves like a filter to the beam motion. The
pendulum response looks like an ultranarrow band process and in some cases it behaves
like a sine wave whose autocorrelation is a cosine curve. Also, we observe that the
autocorrelation function of the beam looks like an ultranarrow band process as the
intemal detuning parameter departs from 0.5. Analysis of the magnitudes of the
autocorrelafion funcfion at / = 0 also implies that the beam is excited less when the
frequency ratio is about 0.50.
177
0.02
0.01
0.00
0.011
178
2.0E2
:x
O.QE+Ch
2.0E2
2 3
time (sec)
1.5E+0
O.OE+0^
0 1 2 3 4 5
//we (sec)
179
3.5E2
3.0E2
:^
O.OE+O
3.0E2
time (sec
7.0E1
6.0E1
O.OE+0
6.0E1
180
From the experimentally collected data, the probability density functions are also
estimated and plotted by histograms and shown in Figures 5.315.34 for the shaker, the
beam and the pendulum for three different frequency ratios. It is observed that beam
response is nearly Gaussian while the pendulum response has significant deviafion from
the normality. When these graphs compared for different frequency rafios, it is observed
that the beam response has less deviafion from normality. It is also shown that, the
probability density function response curves of the shaker and the beam do not follow
Gaussian distribufion for both r^ =0.50 and r^ =0.44. Grigoriu (1995) shows many
examples of nonGaussian response of systems for white noise Gaussian input.
181
1 2 r
0.5
0.0 _
(a)
10.0r
(b)
Figure 5.32 Probability Density Funcfions of the (a) beam and (b)
pendulum, rf=0.50
182
1 2 ,
1.0
0.5
V """"^
0.0
v^
0.5
1.0
1.2 
0 0 2.5 5.0 7.5 10.0 12.5 15 0
(a)
10.0r
10.0 J .
0.0 5.0 10.0 15.0 20.0 25.0 30.0 35.0
(b)
Figure 5.33 Probability Density Funcfions of the (a) beam and (b)
pendulum, rf=0.44
183
1.2 
1.0
0.5 
V
u.u —
_ _
0.5 
1.0
1.2 
0 0 2.5 5.0 7.5 10.0 12.5 15.0
(a)
10.0r
7.5
10.0 J .
0.0 5.0 10.0 15.0 20.0 25.0 30.0 35.0 40.0 45.0 50.0
(b)
Figure 5.34 Probability Density Functions of the (a) beam and (b)
pendulum, rf=0.41.
184
Cuvalci (1992) has investigated the dynamic behavior of the beampendulumtip
mass system subjected to a periodic excitation where the pendulum used as a vibration
absorber. He investigated the system in the neighborhood of the primary resonance
condition, which is the condition of that the natural frequency of the beam is twice the
natural frequency of the pendulum (co^ =2cOp). He showed experimentally (see Figure
5.35) that a significant amount of the energy of the beam (first mode) energy was
absorbed by the pendulum (second mode).
:5.8
185
o (b) Pendulum Response
6»
186
5.6 Conclusions
The random response of the beamtip masspendulum system is examined
experimentally. Time history, power spectral density, mean square esfimafion, and
autocorrelafion plots are obtained for shaker, beam, and the pendulum.
The experimental results showed that the mean square response of the pendulum
is less stationary than that of the beam and shaker, and the beam mean square response is
less stationary than that of shaker. The mean square response plots showed
autoparametric interaction between the beam and the pendulum in the neighborhood of
r^ = 0.50. It is also observed that the coupled system response behaves like an ultra
narrow band process in the neighborhood of exact intemal resonance. It degenerates into
a periodic process as the intemal detuning ratio departs from the exact intemal resonance
condition. It is also shown that, the probability density function curves of the response of
the shaker and the beam do not follow Gaussian distribution.
The analytical and experimental results are in good qualitative agreement to
observe the autoparametric interaction effect between the two modes of the system. In
view of the analytical approach limitations, the experimental measurements provided
additional statistical response functions such as measurements of autocorrelation, PSD,
and probability density functions.
187
CHAPTER VI
EXPERIMENTAL STUDY OF MODEL 2 (ONESTORY BUILDING)
UNDER RANDOM EXCITATION
188
continuous pendulum used as a vibration absorber, and compare with the discrete
pendulum used in beamtip mass system.
Absorber
Oscillations
Primary Structure
Oscillations
Column
Excitation
(Sinusoidal or Random)
189
The basic experimental apparatus used in this analysis is shown in Figure 6.2. The
primary stmcture is a solid rectangular steel block supported by four steel spring beams
1.56 mm thick by 25.4 mm wide. The vibration absorber also consists of the same size
steel spring beam with an adjustable end mass. The absorber system is attached to the
main mass by a rigid clamp. The base of the model is restrained to horizontal motion by
the use of four bearings moving on a smooth flat surface. The random excitation was
introduced horizontally to the base of the primary stmcture via a rigid attachment.
COMPUTER
UbVMW
PLOTTER DAfAAOQUISmON
PORTS
VDRAnON COMTROL
SYSTEM
^ ^  £ ^ ^
I ViB. Muhli i<i!>A
SINUSOIDAL
CONTROL STRUCTURAL
SYSTEM [M. LkvEL I»R6O. ACCBLEROMBTER MODEL
I SWEEP GEN.
, ^ ^ PIEZO =a
DATA J**'^^  tl FILMS
60C»
RANDOM I ARVEA
CONTROL
SYSTEM [ dULTl T O N E GEh AMPLIFIER I/ \ U '/////////J
SHAKER
190
Two strain gages (piezo films) were used as transducers to monitor the response
of the system and the vibrafion absorber (see Figure 6.1). The first strain gage was
attached to the beam element of the vibration absorber. While the second strain gage was
attached to one of the beam elements of the primary stmcture. An accelerometer (PCB
Quartz Compression ICP Model 353B04) was attached to the table of the shaker to
monitor its motion. The signal from the two strain gages on the primary stmcture and
absorber, and the accelerometer on the shaker were feed into the data acquisition and
analysis system.
Random noise input to the shaker system is generated by an Automatic Random
Vibration Equalizer Analyzer Model 900A (ARVEA) as shown in Figure 6.3. The Model
900A, produced by Trig Tek Inc., is an analog instmment and complete ARVEA. It
accepts an accelerometer feedback input, usually from a shaker table, and provides an
equalized random output to drive the shaker. It utilizes 36 filters for generating the
excitation, 36 filters for analyzing the feedback, and 36 servos to control each segment of
the spectmm at the input to the shaker system. These 36 automatic servo controls to
maintain the shaped random vibration spectmm. The level of desired output spectmm
could be adjusted using these 36 separate potentiometerdials located at the front panel.
Each dial set gain through an allocated filter with a prescribed bandwidth. Therefore, by
using accelerometer(s) for a feedback signal, the controller can monitor the response of
the shaker and correct the resultant shaker driver signal sent to the shaker to compensate
for changes caused by mechanical characteristics of the shaker and/or test specimen
response. This is one of the outstanding features of this closedloop system. Figure 6.4
shows a closedloop operation of ARVEA.
There are three meters on the front panel of the ARVEA. One meter indicates the
power spectral density of the individual bandpass filters in g^/Hz, the second meter
indicates overall g's RMS, and a third meter indicates the deviafion from the set value of
the g's rms during operafion for alarms and shutdown. The 900A filter spacing meets the
requirements for MILSTD 810, MIL STD 810D, MIL STD 781C and NAVMAT P9492.
191
W:Mem^^i&^m:
POWER
AMPLinnR
MODEL 900A
"   .
AUTOMATIC RANDOM VIBRATION SHAKER
EQUILIZER ANALYZER
^
VV
.
192
Tests were conducted for plot time (sec) = 1500 sec. The scan rate is set to 100
Hz. Therefore, the total number of data acquired was 150,000 for each tests (for obtaining
the mean square response vs. frequency ratio, r^, and mean square response vs. mass
ratio, r^.)
For all tests under random excitation, the natural frequency, cOs, of the system was
adjusted at 7.2 Hz. And for the initial set of experiments, the detuning ratio was Ay =
coa/cos = 0.50. Thus, the natural frequency of the absorber was tuned to 3.6 Hz. The
system was designed such that by simply adjusting the length of the beam of the vibrafion
absorber, the detuning ratio could be varied. For the random excitafion, the Automatic
Random Vibration Equalizer Analyzer (ARVEA) was set to a spectral density of 0.011
g^/Hz with a bandwidth from 3 //z to 21 Hz (Figure 6.5). This was done to excite the
system in the neighborhood of its fundamental natural frequency (cOg = 7.2 Hz), while
limiting the number of excited modes. Including higher than fundamental modes of
vibration would have lead to complex response motions of the system (Roberts, 1980).
The up and down jumps on the spectral density level can be in part attributed to the
coincidence of the spectral line with the borderline between the two frequency bands
(Smith, 1989). The other reason for the observed jumps was that it was difficult to
exactly adjust the levels of the frequencies on the analog ARVEA. The sampling rate
should be at least twice the maximum frequency of the measured system (Goldman,
1991). Therefore, for this study a sampling rate of 100 Hz was chosen for each channel,
which was enough for measuring the vibration of this system under random excitation
containing the frequencies between 3 Hz and 21 Hz.
193
1 1 1 1 1 1 1 1 1 1 I I I — 1 1 11
• ^
o
: •
<^^^  
N
X
C4 o ^
o» d 1 ':
CO
'
IT) / •
1
o 
1
ii 1 1 i 1
10 100 1000
Freq. (Hz)
194
6.4. Results and Discussions
Based on this methodology, for the ARVEA excitation setting of Figure 6.5, the
shaker sample fime history (Figure 6.6), autocorrelation function (Figure 6.7), mean
square response (Figure 6.8), and the PSD (FFT of the autocorrelation fiinction) (Figure
6.13) are derived. From these figures, it is evident that the mean square relates the PSD to
the autocorrelation funcfion and vice versa (McConnell, 1995). Specifically, the area
under the PSD and the value of the autocorrelafion at r = 0, are both approximately equal
to the stafionary mean square response (E[U^] = 0.24 V\ It should also be noted that in
Figure 6.8, the shaker response is tme to the excitafion signal (Figure 6.13) in that
frequencies between 3 Hz and 21 Hz are dominantly excited. This excitation level was
used for all the experiments in this paper.
The spectral density functions for the system, and vibration absorber are shown in
Figure 6.14 and 6.15, respectively. The latter experiments were conducted with a
detuning ratio, rf= 0.50. It is evident from Figures 6.14 and 6.15 that both the system and
absorber are excited about their respective natural frequencies, hence the single spike
around the natural frequency. This implies that the responses of the system and absorber
have strong periodic overtones. These results are in agreement with those obtained by
Ibrahim etal. (1990).
Figures 6.9 and 6.10 show the mean square response of the system, and absorber
for a detuning ratio, r/, of 0.50 and a mass ratio, rm, of 0.165, respectively. The trends of
the mean square responses are in agreement with those observed by Ibrahim et al. (1990).
Figures 6.8, 6.9, 6.10, 6.11, and 6.12 show that the system and absorber (and shaker)
signals can be assumed to be stationary after approximately 800 seconds. However, it
was observed that for detuning ratios less than or greater than 0.50 the mean square curve
reaches stafionary values at different times. After carrying out a series of experiments, in
this study, for all the experiments performed for different detuning parameters,
stationarity was taken to occur after 1600 seconds.
195
2115 2116 2117 2118 2119 2120
time (sec)
/(sec)
196
1 1 1 I I I , 1 1 1 1 1 1 — p — —1 1
' 1 ' T 1
1 • I
 rr^
f
0.2
1
1
*">
1
CM
f
3
tjj*
0.1
1
1 1
1
1—1—1
1 1 _L.,.
D
I I I !
time (sec)
197
1 1 1 r I I I I  i — I — I — I 1 r
i • I I _L
500 1000 1500 2000
time (sec)
Figure 6.9 Mean Square Response of the Main Mass for r. = 0.50
1—I 1 — r  , 1 1 1 1 1 1 1 r I I I I 1 1 1 r • I I

"
0.3
•
0.2
.
0.1
1
1
•
1 1
1 . . . . 1 1 1 1 1 1 i 1
D
198
T 1 I I I I I I > T I I II
• • I • •
Figure 6.11 Mean Square Response of the Main Mass for r^ = 0.47.
 1 — 1 — 1 — r 1 1 r
d
X
LZJ'
in
o
_i L J I i_
I I L.
500 1000 1500 2000
time (sec)
199
O
O
11
o
ex
iH
O
PH
.1—1
(z///:/l)S
200
1.0E1
^^1.0E2
1.0E3
1.0E+0 1.0E+1 1.0E+2
Frequency (Hz)
Figure 6.14 Power Spectral Density of the Main Mass for r. = 0.50
1.0E+0^
1.0E1
1.0E2
1.0E+0 1.0E+1
Frequency (Hz)
201
To investigate the effect of the detuning ratio on the autoparametric interaction a
set of experiments were conducted in the neighborhood of the detuning rafio of Ay= 0.50.
Resuhs of these experiments are represented in Figure 6.16. From this figure, it is clear
that strong autoparametric interaction between the main mass and the absorber occurred
in the neighborhood of Ay= cOa/cOs = 0.50. This is evidenced by the highest absorber and
the lowest system stationary mean square responses occurring at about Ay = 0.50. This is
in line with what Ibrahim et al. (1990) observed in similar studies. Nayfeh and Serhan
(1991), while studying a different system also observed similar energy exchange close to
the autoparametric resonance. As can be seen in Figure 6.16, the observed stafionary
values are scattered. In part, this can be attributed to:
• difficulties in performing all tests at exactly the same excitation level (i.e., human
errors) (Ibrahim et al, 1990);
• possibility of getting incompatible data from the sensors and/or instmments
(noise, the loss of the accuracy and sensitivity of the sensors in time, etc.); and
• fatigue failure of steel spring beam (i.e., when the steel spring beam is changed it
is difficult to locate the piezo films at the same location, which may affect the
voltage output reading of the sensor).
To investigate the dependence of the mean square responses on the mass ratio of
the absorber to primary stmcture, r^, a set of experiments were conducted for varying
mass ratios. For all these tests, the mass ratio is adjusted by changing the mass of the
absorber while keeping that of the primary stmcture fixed. It should be noted that in this
set of experiments, the detuning rafio was kept constant at Ay= 0.50, thus varying r^ does
directly relate to varying Ay. While adjusting the mass rafio, the detuning rafio was kept
constant by simply adjusting the length of the beam of the absorber. The extracted
stafionary mean square responses are shown in Figures 6.17.a and 6.17.b. Figure 6.17.a
shows that by increasing the mass rafio the stafionary mean square response of the system
decreases. However, it is interesting to note that the mean square response of the absorber
remains approximately the same (Figure 6.17.b).
202
' 1 —'—^ r
o
m  < m
o •
(q)
• • •
UJ
• • • 
• • • •I—c
UJ
(/) •n
z  • • • •• 
d c
o "c
Q. • •• • •
(3 • • • •
9
•o

UJ
i
(/)
• 
•

o
•
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d
J. J..1 . t > (D
ro z*o ro PLH
o
<u
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m
o
&,
in
2
Z <D
Cd
<D
J3
O
UJ
S 00
(/) m on §
z CD
o O
Q. % <D
•X3
13 O
UJ CD
I a
o
m Q
 •
.J L • I 1
d
ro 9C'0 9C0 >co ze'o
(zA) [3/^3
bfi
203
o
• w •
o ^
I o
CO
.1—(
I
«1 8
o 9
P3
Pi
CO
CO
(^[l«l3
o
CO
(U
T 1 1 1 1 1 — • 1 ^
CO
t I » • I • I
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OH
CO
p^
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d ^ a'
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O (L)
. • .
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cx
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Q
I I • I .1 j   • •  I I •
204
6.4. Conclusions
This study presents a comprehensive experimental study of the effectiveness of a
passive vibration absorber applied to a primary stmcture simulating a onestory building
under random excitations. The vibration absorber and primary stmcture constituted a
system with an autoparametric coupling.
The interactions of the absorber and primary stmcture were studied based on the
stationary mean square responses. Strong autoparametric interacfion between the primary
stmcture and the absorber occurred in the neighborhood of Ay = co^lco^ = 0.50. This is in
agreement with results obtained by other researchers. On increasing the mass ratio, the
stationary mean square response of the system decreased, while that of the absorber
remains approximately the same.
205
CHAPTER VII
CONCLUSIONS AND RECOMMENDATIONS
Many mechanical stmctures can be modeled as a beam with a fip mass. Any small
motion of the base results in large amplitude vibrations at the tip, which may cause
failure. To absorb these large amplitude vibrations of the mass, a simple pendulum is
attached, that, when properiy tuned by adjusfing the mass, damping and length, is capable
of absorbing a large portion of the energy.
The analytical investigation of this research includes the applicafion of Gaussian
and nonGaussian closure schemes to find the mean square response curves for the beam
and the pendulum. Both methods show the autoparametric interaction between the two
modes of the system. In some cases, nonGaussian solution yielded a higher mean square
response than that of Gaussian. Also, for some parameters, nonGaussian solution does
not predict the response. This part of the research may be extended for parametric
analysis to observe the effect of the damping factor, excitation level, and nonlinearity
constant on the response characteristics and the range of autoparametric interaction.
The experimental testing is performed with a vibration controller using a feedback
to maintain the adjusted level for the white noise random excitation. The measurements
include time history records, mean square responses versus time and intemal detuning,
autocorrelation functions, and power spectral density functions for shaker, beam, and the
pendulum. The experimental results for both Model 1 and Model 2 verified the
autoparametric interaction in the neighborhood of the intemal detuning ratio of 0.50. This
result matches with the previous measurements done by some authors in similar nonlinear
twodegreesoffreedom systems under random excitation.
The analytical and experimental results are in good qualitative agreement to
observe the autoparametric interaction effect between the two modes of the system.
Although instability is present in the system response for some conditions, it is shown
that the absorber effect of the pendulum is much more in the neighborhood of r^ = 0.50.
The absorption effect of the pendulum in Model 1, and cantilever in Model 2 represents
206
the energy exchange between the first two modes of both systems, respectively. In view
of the analytical approach limitations, the experimental measurements provided
additional stafisfical response functions such as autocorrelation function, and power
spectral density function. In view of the theorefical and experimental results, it is
invesfigated that, when properly tuned, pendulum may be considered as a suitable
autoparametric vibration absorber under random excitation.
Attention is given to the justification of using a nonGaussian closure scheme for
solution of goveming differential equations. The nonGaussian approach is much more
difficult to perform than Gaussian closure scheme for analyzing the beampendulumtip
mass system. However, further study should be performed to adequately compare the
results of each solution techniques for different system parameters.
The range of interaction between the modes of the system may be different for
different system parameters. The future investigation of the beampendulumtip mass
system should include further studies to determine the stability boundaries of the mean
squares of beam and the pendulum. Also, the response of the study may be investigated
via Monte Carlo method.
207
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223
APPENDIX A
LEIBNITZ'S RULE FOR DIFFERENTIATING AN INTEGRAL
224
LEIBNITZ'S RULE FOR DIFFERENTIATING AN INTEGRAL
Let
b{a)
where /(JC, a) is an integral function of x for each value of a, and the partial derivative
Sf[x, a)/Sx exists and is a continuous function of x and a in the rectangle R. When
the above rectangle is evaluated (Greenberg, 1978; Spiegel, 1992), it yields
For example, if
, . siniax)
f{x,a) = —^^.
a{a) = a , and
b{a) = a'
then
dFia) ^ , sin a da
"e d ( . CDC sma da
— ^  ^ = — sin — dx \ 1 —
da •' da\ x ) a da a da
e , 2 sin Of sin a
= \cosaxdx^
•' a a
3 sin « ^  2 sin or'
a
225
APPENDIX B
GALERKIN COEFFICIENTS
226
GALERKIN COEFFICIENTS
'b
= pAJy'ds (B.l)
1 '*
t,=r'pAJy'y"ds (B.3)
2 0
/. 4
t, = r'pA\yy'y"]yd(;ds (B.4)
0 0
h i k ki
t,=r'pA\yy'\y'd(;dsr'pA\yy"\\y''drid(ds (B.5)
0 0 0 0 0
h h
t^=r^(m^ +mp)\yy"\y''dTTds (B.6)
0 0
t,,=\y'ds (B.7)
0
/. h
t,=r'\yy'y"\ydCds (B.8)
0 0
t^^A/^y^y^ds (B.9)
2 0
'» f
t,,=r'pA\yy'\/'dids (B.IO)
0 0
227
4 L
t,,=[m, +my\y(l,)y"\y''drTds (B.ll)
0 0
'b
t,2=El\yy""ds (B.12)
tn =fnplp\yy"ds (B.13)
M4 ~ *13 (B.14)
15 = rpA\yy'y"(l,s)ds (B.l 5)
•b
tn = rmpIpjyy'yds (B.17)
1 '*
19
(B.19)
1 '*
''20 = £'/A''J>y'V'"^'5 (B.20)
'A
'A
228
lb
t2z=\yds (B.23)
0
and
Gx = t, (B.24)
G2 =^2 + ^ + ^ + ^ 5 + ^ 6 + ^ (B.25)
G3 = t, (B.26)
G4 = '8 + tg (B.27)
Gs ~ ^10 + tu (B.28)
G, = tn (B.29)
G, = tn (B.30)
Gs = tu = t 13 (B.31)
Gi3 = f 23 (B.36)
lb
229
^2s=y'is)l., (B.38)
t26=y'\s) (B.39)
s=U
and
^ 1 4 = ^24 (B.41)
G„ = t 27 (B.44)
'G, , G2 ^ ^
<J^20 = 2 ^3
(B.45)
G, G, J
V
C^9 G2 ^
G21 = 2 ^13 (B.46)
G, G, y
^12 G2
G22 = (B.41)
\G, G, J
Go,
'23 =
(B.48)
G'
<^24 = 7 ; T ^ 9 (B.49)
230
APPENDIX C
NONDIMENSIONAL EQUATION COEFFICIENTS I
231
NONDIMENSIONAL EQUATION COEFFICIENTS
n,=pAJy'l,ds (C.l)
n2=r'{m,+m^)y(l,)l\yy'y"ds (C.2)
0
1 f
n,=—r'pA]y'y'ds (C.3)
2/. 0
1 ' ' 
n,=r'pA\yy'y" jyd^ds (C.4)
6 0 0
1 4 ^ , 1 1 4 ^
n,=r'pA\yy'\y''didsr'pA\yy"\\y''drnd(;ds (C.5)
6 0 0 6 0 0 0
1 1
1
n, = jr'{m,+mp)\yy"jy"d^ds (C.6)
0 0
n,=k\y'ds (C.l)
n,=r'\yy'y"\ydids (C.8)
n,=^r'\y'y''ds (C.9)
24 0
1 44
n,,=yr'pAJyy']y''d(;ds (CIO)
*•* 0 0
1 1
«u =7V('«,+'«,PJK4)J"jr'<^'/'S (Cll)
0 0
232
n,2=^Eljyy""ds (C.12)
'b 0
nu = Y^Jp\yy"ds (C.l 3)
"•b 0
J 1
^x6=jTr[m,+mp)\yy'y"d<; (C.l 6)
tb 0
1 .
nM = jY^^ph)yy'y"^ (C.l 7)
1 f2
n,^=—pAr\yy' ds (C.l 9)
2Lb i0
n2o=^EIr'jyy''y""ds (C.20)
b 0
I 1
n2,=jEIr'jyy"'ds (C.21)
'l,
"•b n0
1 2f
(C.22)
A222=—3£/rM>^'y"y'"c^
n23=h\y^ (C.23)
233
n24=y\ y''ds (C.24)
_ y\s)
«25 = (C.25)
@5 = 1
«26 =
2A
r\4 ls=\
(C.26)
and
N,=n, (C.24)
N2 =n2+n^+n^+n^+n^+ n^ (C.25)
N,=n, (C.26)
N, = A2,o+A2„ (C.28)
N, = «12 (C.29)
N,=n 13
(C.30)
Ns = «14 (C.31)
N, = A2,5+A2i6 +n (C32)
A^io = «17
(C.33)
A^ii = «18
(C.34)
234
^12=«20+«21+«22 (C.35)
^ 1 3 = «23 (C.36)
^ 1 4 = «24 (C.37)
(C.41)
N, N,' '
N2,=^^N,, (C.42)
N, N,' "
N N
i V ^ _ ^ (C.43)
'' N, N' '
N
N =—^N (C.44)
" N' '
N
N..=^N,
24
(C.45)
N
235
APPENDIX D
NONDIMENSIONAL EQUATION COEFFICIENTS II
236
NONDIMENSIONAL EQUATION COEFFICIENTS II
A   ^ (D.l)
' ~ ;3
A2=^c (D.2)
N \^bh' J
^3 =^l (D.3)
N, '
N, EI
A. = / 2
(D.4)
N,
A = 1/,3 (D.5)
2 '
£/
A = Af, (D.6)
A', ^b
'_EI_^
^7 = ^20^ (D.7)
\^bC J
A = ^^^' (D.8)
^^1 ' W i ^
A = ^ ^ (D.9)
NnEI (D.IO)
Ao 
N, m,
^11 = ^22lb
(D.ll)
237
EI
y i n — iV23
M2 (D.12)
m,
^13 EI
A.=
M3 J 3 (D.l 3)
A^i ^bh
EI
A..
M4 = A^24 (D.14)
f^bh
^ EI ^
A5=^7T^20^ (D.l 5)
A,.=
M6 (D.l 6)
1 EI
^17 = (D.l 7)
h ^bh'
^8 =  r ^ 4 (D.l 8)
^lo
M9 —
1
' M '"* ^^ ? 2
(D.l 9)
1 ,. EI
A.r.
^20 =—N, (D.20)
tp ^bh
' EI ^''
J  E^M (D.21)
^21 ~ , 2 •'^15
P P yf^bh J
^22 ~ n. , 2 •'^16
(D.22)
238
1 X. EI
Ay=r^^ir (D23)
tp 6AA2^
4 4 = f ^ (D.24)
X. , EI
As = N2slb — (D.25)
f^b
1 EI
46=Tr^.7— (D.26)
6/„ AA2.
P b
A,, = ^ i ^ (D.27)
239
APPENDIX E
NONDIMENSIONAL EQUATION COEFFICIENTS
FOR THE PENDULUM EQUATION
240
NONDIMENSIONAL PENDULUM EQUATION COEFFICIENTS
^=^15 (E.l)
P2 = 8A,, (E.2)
p. = e^A^ (E.4)
Ps = £4,5 (E.5)
p. = £42, (E.6)
Pi = £^22 (E.7)
p. = £424 (E.8)
n = E A^QA2 (E.9)
^ 0 = £ A2(fA^
(E.IO)
p..  £ AIAA^O
(E.l 5)
241
APPENDIX F
NONDIMENSIONAL EQUATION COEFFICIENTS
FOR THE BEAM EQUATION
242
NONDIMENSIONAL BEAM EQUATION COEFFICIENTS
B,=eA2 (F.l)
B2 = eA, (F.2)
B,=sA, (F.3)
B, = SA,P, (F.4)
Bs = ^A (F.5)
Be = ^A (F.6)
B, = ^A (F.7)
B, = eA,P,  ^ (F.7)
B, = ^A (F.8)
Bn '= ^13
(F.ll)
Bn = ^ 4 ^ 1
(F.l 2)
243
APPENDIX G
MOMENT CUMULANT RELATIONS
244
MOMENT CUMULANT RELATIONS
K\X,X.X,X] = E[X,X.X,X]J;^E[X][X.X,X]
^2f^E[x\x;ix,X,]f^E[x,x][X,X] (G.4)
6E[X]E[X]E[X,]E[X,]
K{X,X.X,X,XJ^ = E[X,X.X,X,XJ[Y^E[X,]E[X,X,X,X^]
+ 2J;^E[X]E[x]E[X,X,X^\6f^E[X]E[x.]E[X,]E[X,X^] ^^^^
+ 2J:E[X]E[x]E[X,X,X„X„]6f^E[X]E[x]E[X,X,]E[X^X„] ^^ ^^
+ 2f^E[x,x]E[X,X,]E[X^X„]f^E[x,x]E[X,X,X„X„]
+ J:E[x,X.\E[X,X,X„X„]nOE[X]E[x]E[X,]E[X,]E[X„]E[X„]
245
An example for a sixthorder cumulant written in terms offifthand lowerorder
cumulants is given as:
246
APPENDIX H
AUTOCORRELATION OF THE RANDOM
BASE EXCITATION
247
AUTOCORRELATION OF THE RANDOM
BASE EXCITATION
Assume that ^(/) is a stationary zeromean Gaussian white noise process with a
smooth spectral density S up to some frequency limit COQ » (0„. From Eq. (4.4) the
^ D ^
^77? ^i')
H^)= KM/J (H.l)
(H.2)
^^(.) = 4^W^(^+^')]
^ D V^
* ) * + ^') (H.3)
V'"*^^ J
^ D ^'
RWY (H.4)
\^bh J
Since ^{t) is a band limited process, Eq. (H.4) may be formulated as (Sobczyk,
1990)
2
' D ^ (H.5)
^ir')
\^bh )
( ^ x'/i
CO^=COQ (H.6)
K^bh J
yields
248
sxncod'
^^(^0 = 2nS(o (H.7)
V ^bh' J ^ nx'
Now consider the limit case as the bandwidth tends to infinity, hence 6>o > oo
(Lin, 1969), then we obtain
R^{x') = Mm 3, 5
(H.8)
<aft>0 ^ m'
r j^\
%iy) =K^bh J
27iS^d{r'). (H.9)
/ ^3 Y.
D= 3, 5
TtS. (H.IO)
It should be noted that the dimensions of S^ are those of (^^) x (time) (Newland, 1979).
249
APPENDIX I
MAPLE V MOMENT GENERATION PROGRAM
250
MOMENT GENERATION MAPLE V PROGRAM
251
where Eml, Em2, Em3, Em4 represeents drift coefficients and are given by Eqs. (4.18),
(4.19), (4.20), and 4.21. And where Esl, Es2, Es3 are the diffusion coefficients and are
given by Eqs. ((4.23).
252
APPENDIX J
NONGAUSSIAN CLOSURE DIFFERENTIAL
EQUATIONS FOR MOMENTS
253
NONGAUSSIAN CLOSURE
DIFFERENTIAL EQUATIONS OF MOMENTS
dmlOOO = mOlOO
dmOlOO
dmOOlO = mOOOl
dm0020 = 2*m0011
254
dmlOOl = mOlOl  ml001*Pl + m3000*P10  ml010*P2  mlllO*P3 +
m2010*P4  ml200*P5  mll00*P6  m3100*P7 + ml030*P8 + m2100*P9
dm3000 = 3*m2100
dm0030 = 3*m0021
255
3*m0012*P2  3*m0112*P3 + 3*ml012*P4  3*m0202*P5 
3*m0102*P6  3*m2102*P7 + 3*m0032*P8 + 3*mll02*P9 +
3*m4020*mu2*P14**2*m0001 + 6*m5010*mu2*P14*P15*m0001
256
• 2*B12*B15*m3000*mu2 + B16**2*m0040*m3000*mu2
 2*B13*B14*m3010*mu2 + B14**2*m3020*mu2 
2*B13*B16*m3020*mu2  2*B14*B16*m3030*mu2 +
2*B13*B15*m4000*mu2 + 2*B14*B15*m4010*mu2 
2*B15*B16*m4020*mu2 + B15**2*m5000*mu2
257
dm2100 = 2*ml200  Bl*m2100  B2*m3000 + B4*m3001 + B5*m3010 
B3*m3012 + B9*m3100 + B6*m3110 + B8*m3200 + B7*m4010 
B10*m4100  Bll*m5000
258
2*B15*m3100*mu2*P13  2*B12*m2110*mu2*P14 
2*B13*m3110*mu2*P14  2*B14*m3120*mu2*P14 
2*B15*m4110*mu2*P14  2*B12*m3100*mu2*P15 
2*B13*m4100*mu2*P15  2*B14*m4110*mu2*P15 
2*B15*m5100*mu2*P15  m0210*P2  m0310*P3 + ml210*P4
m0400*P5  m0300*P6  m2300*P7 + m0230*P8 + ml300*P9
2*B3*ml013*m0100 + 2*B16*m3030*mu2*P14*m0100 +
2*B16*m4020*mu2*P15*m0100 + B16**2*m2040*mu2*m0001
dm4000 = 4*m3100
dm0040 = 4*m0031
259
B14**2*m4020*mu2  2*B13*B16*m4020*mu2 +
2*B13*B15*m5000*mu2  2*B15*B16*m0020*m5000*mu2 +
2*B14*B15*m5010*mu2 + B15**2*m6000*mu2  2*B3*m3102*m0010
260
2*ml210*mu2*P12*P13 + m2200*mu2*P13**2 
4*B12*m2111*mu2*P14  4*B13*m0100*m3011*mu2*P14 +
4*B16*m0001*m0100*m3030*mu2*P14  4*B14*m0001*m3120*mu2*P14
4*B15*m0100*m4011*mu2*P14 + 2 * m 2 2 1 0 * m u 2 * P l l * P l 4 +
2*m2220*mu2*P12*P14 + 2*m3210*mu2*P13*Pl4 +
m0010**2*m4200*mu2*P14**2  4*B12*m3101*mu2*P15 
4*B14*m0100*m4011*mu2*P15 + 4*B16*m0001*m0100*m4020*mu2*P15
4*B13*m4101*mu2*P15  4*B15*m0001*m5100*mu2*P15 +
2 * m 3 2 0 0 * m u 2 * P l l * P 1 5 + 2*m3210*mu2*P12*P15 +
2*m4200*mu2*P13*P15 + 2*m0100**2*m5010*mu2*P14*P15 +
m0200*m6000*mu2*P15**2  2*m0211*P2  2*m0311*P3 +
2*ml211*P4  2*m0401*P5  2*m0301*P6  2*m2301*P7 +
2*m0231*P8 + 2*ml301*P9
261
dm3001 = 3*m2101  m3001*Pl + m5000*P10  m3010*P2  m3110*P3 +
m4010*P4  m3200*P5  m3100*P6  m5100*P7 + m3030*P8 +
m4100*P9
262
dm0031 = 3*m0022  m0031*Pl + m2030*P10  m0040*P2  m0140*P3 +
• ml040*P4  m0230*P5  m0130*P6  m2130*P7 + m0060*P8 +
mll30*P9
263
dm0013 = mOO 04  3*m0013*Pl +
3*m2 012*P10 + 3*m0011*mu2*Pll**2 +
6*m0 021*mu2*Pll*Pl2 + 3*m0031*mu2*P12**2 +
6*ml 011*mu2*Pll*Pl3 + 6*ml021*mu2*P12*P13 +
3*m2 011*mu2*P13**2 + 6*m2021*mu2*Pll*Pl4 +
6*m2 031*mu2*P12*P14 + 6*m3021*mu2*P13*P14 +
3*m0 010**3*m4001*mu2*P14**2 + 6*m3011*mu2*Pll*P15 +
6*m3 021*mu2*P12*P15 + 6*m4011*mu2*P13*P15 +
6*m0010**2*m5001*mu2*P14*P15 + 3*m0011*ml000**6*mu2*P15**2
3*m0 022*P2  3*m0122*P3 + 3*ml022*P4  3*m0212*P5 
3*m0 112*P6  3*m2112*P7 + 3*m0042*P8 + 3*mlll2*P9
264
2*m4020*Tnu2*P12*P15 + 2*m5010*mu2*P13*P15 +
2*m0020*m6000*mu2*P14*P15 + m0010*ml000**7*mu2*P15**2 
2*ml021*P2  2 * m l l 2 1 * P 3 + 2*m2021*P4  2*ml211*P5 
2 * m l l l l * P 6  2*m0100*m3011*P7 + 2*ml041*P8 + 2*m2111*P9
265
dm2101 = 2*ml201  Bl*m2101  B2*m3001 + B4*m3002 
 B3*m0010*m3003 +
" n^nT^^^n/ ^r"^°^°°*"^3011 + B9*m3101 + B8*m3201 + B7*m4011 
 B10*m4101  Bll*m5001  m2101*Pl H m4100*P10 
" l^lZlTnT'^V''''' ~ B13*m3000*mu2*Pll  B14*m3010*mu2*Pll +
' nt^I^n?^! '''' " B15*m4000*mu2*Pll  B12*m2010*mu2*P12 
" R^^! fn^n?''^*''^^ " B14*m3020*mu2*P12 + B16*m3030*mu2*P12 
• ^^^5*m4010*mu2*P12  B12*m3000*mu2*P13  B13*m4000*mu2*P13 
• B14*m4010*mu2*P13 + B16*m4020*mu2*P13  B15*m5000*mu2*P13 
• B12*m4010*mu2*P14  B14*m0020*m5000*mu2*P14 +
• B16*m0030*m5000*mu2*P14  B13*m5010*mu2*P14 
• B15*m0010*m6000*mu2*P14  B15*ml000**7*mu2*P15 
B12*m5000*mu2*P15  B13*m6000*mu2*P15 
B14*m0010*m6000*mu2*P15 + B16*m0020*m6000*mu2*P15 
m2110*P2  m2210*P3 + m3110*P4  m2300*P5  m2200*P6 
m4200*P7 + m2130*P8 + m3200*P9
266
2*B16*mll40*mu2*P12  2*B15*m2120*mu2*P12 
2*B12*mlllO*mu2*P13  2*B13*m2110*mu2*P13 
2*B14*m2120*mu2*P13 + 2*B16*m2130*mu2*P13 
2*B15*m3110*mu2*P13 + 2*B16*m0140*mlOOO**3*mu2*P14 
2*B12*m2120*mu2*P14  2*B14*m0100*m3030*mu2*P14 
2*B13*m3120*mu2*P14  2*B15*m0100*m4020*mu2*P14 
2*B12*m3110*mu2*P15  2*B14*m0100*m4020*mu2*P15 +
2*B16*m0010**3*m4100*mu2*P15  2*B13*m4110*mu2*P15 
2*B15*m0010*m5100*mu2*P15  m0220*P2  m0320*P3 + ml220*P4
m0410*P5  m0310*P6  m2310*P7 + m0240*P8 + ml310*P9
d m l 2 0 1 = m0301  2 * B l * m l 2 0 1  2*B2*m2101 +
2*B4*m2102 + 2*B5*m2111 +
 2*B9*m2201 + 2*B6*m2211 + 2*B8*m2301  2*B10*m3201 
 2 * B l l * m 4 1 0 1 + B12**2*ml001*mu2 + 2*B12*B13*m2001*mu2 +
 2*B12*B14*m2011*mu2  2*B12*B16*m2021*mu2 +
 B13**2*m3001*mu2 + 2*B12*B15*m3001*mu2 +
• 2*B13*B14*m3011*mu2 + B14**2*m3 021*mu2 
2*B13*B16*m3021*mu2 + 2*B13*B15*m4001*mu2 +
2*B14*B15*m4011*mu2 + B15**2*m5001*mu2  m l 2 0 1 * P l +
• m3200*P10  2 * B 1 2 * m l l 0 0 * m u 2 * P l l  2*B13*m2100*mu2*Pll 
• 2*B14*m2110*mu2*Pll + 2*B16*m2120*mu2*Pll 
 2*B15*m3100*mu2*Pll  2*B12*mlllO*mu2*P12 
 2*B13*m2110*mu2*P12  2*B14*m2120*mu2*P12 +
• 2*B16*m213 0*mu2*P12  2*B15*m3110*mu2*P12 
• 2*B12*m2100*mu2*P13  2*B13*m3100*mu2*P13 
• 2*B14*m3110*mu2*P13 + 2*B16*m3120*mu2*P13 
• 2*B15*m4100*mu2*P13  2*B12*m3110*mu2*P14 
• 2*B13*m4110*mu2*P14  2*B12*m4100*mu2*P15 
• 2*B13*m5100*mu2*P15  2*B15*m0100*m6000*mu2*P15  ml210*P2
• m l 3 1 0 * P 3 + m2210*P4  tnl400*P5  ml300*P6  m3300*P7 +
m l 2 3 0 * P 8 + m2300*P9 + B16**2*m0041*mu2*ml000**3 +
2*B7*m3011*m0100  2*B14*m4020*mu2*P14*m0100 
2*B3*m2103*m0010 
2*B15*m5100*mu2*P14*m0010  2*B14*m5100*mu2*P15*m0010 +
2*B16*m5100*mu2*P15*m0010**2 + 2*B16*m4100*mu2*P14*m0010**3
2*B14*B16*m3030*mu2*m0001  2*B15*B16*m4020*mu2*m0001
267