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VIBRATION ABSORBERS FOR FLEXIBLE

STRUCTURES UNDER RANDOM EXCITATION:

THEORY AND EXPERIMENTS

by

ISMAIL CICEK, B.S.Mar.E, M.S.M.E.

A DISSERTATION

IN

MECHANICAL ENGINEERING

Submitted to the Graduate Faculty


of Texas Tech University in
Partial Fulfillment of
the Requirements for
the Degree of

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. Ekwaro-Osire 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

1.8 Scope of the Present Research 32


Ii. METHODOLOGY 34
2.1 Introductory Remarks 34
2.2 Random Vibration Theory 34
2.2.1 Stochastic Processes 36
2.2.2 Brownian Motion 40
2.2.3 White Noise 41
2.2.4 Markov Processes 43
2.2.5 Fokker-Planck-Kolmogorov Equation 44
2.2.6 Ito's Calculus 46
2.2.7 Moment Closure Schemes 47
2.3 Random Vibration Experiments 49
2.3.1 Random Vibration Testing 50
2.3.2 Data Acquisition and Digitizing 53

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: BEAM-MASS-
PENDULUM SYSTEM 70

3.1 Introductory Remarks 70


3.2 Mathematical Modeling 71
3.3 Boundary Conditions 81
3.4 Linear Solution 83
3.5 Derivation of the Differential Equations of Motion for the
Beam 86

3.6 Derivation of the Equation of Motion of the Pendulum . . . . 88


3.7 Non-dimensional Equations of Motion 90
IV. THEORETICAL INVESTIGATION OF MODEL 1
(BEAM-TIP MASS-PENDULUM SYSTEM) UNDER RANDOM
EXCITATION 95

4.1 Introductory Remarks 95


4.2 Markov Process 97
4.3 Gaussian Closure Scheme 105
4.4 Non-Gaussian Closure Scheme 109
4.5 Results and Discussions Ill
4.6 Conclusions 150

IV
V. EXPERIMENTAL STUDY OF MODEL 1 (BEAM-TIP MASS-
PENDULUM SYSTEM) UNDER WIDE_BAND RANDOM
EXCITATION 151

5.1 Introductory Remarks 151


5.2 Experimental Model 151
5.3 Experimental Setup 152
5.3.1 Signal Generator and Controller System 153
5.3.2 Shaker System 154
5.3.3 Data Acquisition Equipment 155
5.3.4 Data Processing 158
5.4 Experimental Procedure 159
5.5 Results and Discussions 167
5.6 Conclusions 187

VI. EXPERIMENTAL STUDY OF MODEL 2 (ONE STORY


BUILDING) UNDER RANDOM EXCITATION 188

6.1 Introductory Remarks 188


6.2 Experimental Model 188
6.3 Experimental Setup and Procedure 190
6.4 Results and Discussions 195
6.5 Conclusions 205
VII. CONCLUSIONS AND RECOMMENDATIONS 206
BIBLIOGRAPHY 208
APPENDIX
A. LEIBNITZ'S RULE FOR DIFFERENTIATING AN INTEGRAL 224
B. GALERKIN COEFFICIENTS 226
C. NON-DIMENSIONAL EQUATION COEFFICIENTS I 231
D. NON-DIMENSIONAL EQUATION COEFFICIENTS II 236
E. NON-DIMENSIONAL EQUATION COEFFICIENTS FOR THE
PENDULUM EQUATION 240

F. NON-DIMENSIONAL EQUATION COEFFICIENTS FOR THE


BEAM EQUATION 242

V
G. MOMENT CUMULANT RELATIONS 244
H. AUTOCORRELATION OF THE RANDOM BASE EXCITATION 247
I. MAPLE V MOMENT GENERATING PROGRAM 250
J. NON-GAUSSIAN CLOSURE DIFFERENTIAL EQUATIONS OF
MOMENTS 253

VI
ABSTRACT

A large number of flexible mechanical stmctures such as aerospace and ocean


stmctures which are subjected to random excitation may be modeled as a flexible beam
with a tip mass. Under certain conditions (high excitation amplitude, etc.), large
deformation may sometimes be produced in the stmcture, which may cause the system to
fail.
In this research, a flexible beam with a tip appendage, which consists of a mass-
pendulum attached to its tip, is investigated under random excitation. The pendulum is
used as an autoparametric vibration absorber. The energy transfer between the beam and
the pendulum and the vibration absorption characteristics of the pendulum are observed
both theoretically and experimentally.
The equations of motion, in the form of integro-differential equations goveming
the system dynamics, are obtained using D'Alembert's Principle. The Galerkin method is
used to obtain the system ordinary differential equations. The equations are
nondimensionalized, and the acceleration coupling terms are eliminated to write the
equations in Markov space. The moment closure schemes, in conjunction with stochastic
averaging, are used to solve for the mean-square response of the beam and the pendulum.
The dependence of mean square responses on the frequency ratio is studied.
For the experimental investigation, time histories, mean square responses,
autocorrelation, power spectral density, and probability density functions of the system
parameters are observed and presented to reveal the energy exchange between the beam
and the pendulum. To observe the autoparametric interaction and vibration absorption
characteristics of a continuous pendulum, a one-story building with a continuous
pendulum system was also studied experimentally.
The outcome of this research reveals the scope and limitations of the beam-
pendulum oscillator as a vibration-absorbing device in applications where random
disturbance occurs.

Vll
LIST OF FIGURES

1.1 Analysis Techniques for Random Vibration of Nonlinear Systems . . . . 5


1.2 Point Driven Beams (Nagem, 1991) 9
1.3 Beam-Mass System Under Combined (Random and Periodic)
Excitation (Ekwaro-Osire, 1993) 10

1.4 Schematic Drawing of the Experimental Stmcture


(Semercigil et al., 1991) 14

1.5 Simple Pendulum under Vertical Excitation 16


1.6 Oscillating Simple Beam under Parametric Excitation 16
1.7 Schematic Diagram of Autoparametric Absorber System
(Haxten and Barr, 1972) 21

1.8 Harmonic Excitation with a Two-Mode and a Four-Mode Interaction


(Ashworth and Barr, 1986) 22

1.9 Column-Pendulum Oscillator (Mustafa and Ertas , 1994) 23


1.10 Beam-Tip Mass, and Pendulum System under Periodic Excitation
(Cuvalci and Ertas, 1996) 24

1.11 Two-degrees-of-fi'eedom Model for Autoparametric Interaction Study


(Roberts, 1980) 27

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: Beam-Tip Mass-Pendulum System Under Random Excitation . 33
1.17 Model 2: One-Story 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

2.3 Autocorrelation Function of a General Stationary Stochastic Process . . . . 37


2.4 Transformation of X(t) to Y(t) by a nonlinear system 38

viii
2.5 Sample Time History, Autocorrelation Function and Power
Spectral Density Function of a Narrow Band Process
(Newland, 1984) 39

2.6 Time History and Spectral Density of a Broad 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 fi-om 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

2.18 A Sample Sine Wave 67

2.19 Autocorrelation of a Sample Sine Wave 68

2.20 Generating a Uniform White Noise and Plotting Autocorrelation

Function in Lab VIEW 68

2.21 A Sample of a White Noise Process 69

2.22 Autocorrelation Function of a Sample White Noise Process 69

3.1 Model 1: Beam-Tip Mass-Pendulum System Under Random Excitation . 71


3.2 Deflection of Infinitesimal Beam Element 73
3.3 Curvature of the Infinitesimal Deflected Beam Element 73
3.4 Beam-Tip Mass and Pendulum System Mathematical Modeling 76
3.5 The Free Body Diagram of the Appendage 81
ix
3.6 Free Body Diagram of the Pendulum 88
4.1. Solution Procedure 96
4.2. Gaussian Mean Square Response of the Beam, rf=0.50 113
4.3. Gaussian Mean Square Response of the Pendulum, rf=0.50 114
4.4. Gaussian Mean Square Response of the Beam, rf=0.40 115
4.5. Gaussian Mean Square Response of the Pendulum, rf=0.50 116
4.6. Gaussian Mean Square Response of the Beam, rf=0.60 117
4.7. Gaussian Mean Square Response of the Pendulum, rf=0.60 118
4.8. Gaussian Analysis: Dependence of Mean Square Responses of the Beam
on the Frequency Ratio, exd=1.25E-5 120

4.9. Gaussian Analysis: Dependence of Mean Square Responses of the


Pendulum on the Frequency Ratio, exd=1.25E-5 121

4.10. Gaussian Analysis: Dependence of Normalized Mean Square Responses


of the Beam on the Frequency Ratio, exd=1.25E-5 122

4.11. Gaussian Analysis: Dependence of Normalized Mean Square Responses


of the Pendulum on the Frequency Ratio, exd=1.25E-5 123

4.12. Gaussian Analysis: Dependence of all Normalized Mean Square


Responses of the Beam and Pendulum on the Frequency Ratio,
exd=1.25E-5 124

4.13. Non-Gaussian Mean Square Response of the Beam, rf=0.50,


exd=1.25E-5 126

4.14. Non-Gaussian Analysis, Mean Square Response of the Beam,


rf^0.50, exd=1.25E-7 127

4.15. Non-Gaussian Analysis, Mean Square Response of the Pendulum,


rf=0.50, exd=1.25E-7 128

4.16. Non-Gaussian Mean Square Response of the Beam, rf=0.40 129


4.17. Non-Gaussian Mean Square Response of the Pendulum, rf=0.40 130
4.18. Non-Gaussian Mean Square Response of the Beam, rf=0.60 131
4.19. Non-Gaussian Mean Square Response of the Pendulum, rf=0.60 132
4.20. Non-Gaussian Analysis: Dependence of Mean Square Responses of the
Beam on the Frequency Ratio, exd=1.25E-7 133

4.21. Non-Gaussian Analysis: Dependence of Mean Square Responses of


the Pendulum on the Frequency Ratio, exd=1.25E-7 134

4.22. Non-Gaussian Analysis, Change of Mean-Square Response of the


Beam and Pendulum with the Frequency ratio, exd=1.25E-7 135

4.23. Gaussian Analysis, mean Square Response of the Beam, rf=0.50,


exd=1.25E-7 137

4.24. Gaussian Analysis, mean Square Response of the Pendulum, rf=0.50,


exd=1.25E-7 138

4.25. Mean Square Responses of the Pendulum for Gaussian and non-
Gaussian Analysis, rf=0.50, exd=1.25E-7 139

4.26. Gaussian Analysis, mean Square Response of the Pendulum, rf=0.60,


exd=1.25E-7 140

4.27. Gaussian Analysis: Dependence of Mean Square Responses of the


Beam on the Frequency Ratio, exd=1.25E-7 142

4.28. Gaussian Analysis: Dependence of Mean Square Responses of the


Pendulum on the Frequency Ratio, exd=1.25E-7 143

4.29. Gaussian Analysis: Dependence of the Beam Mean Square Response


on the Excitation Level 144

4.30. Gaussian Analysis: Dependence of the Pendulum Mean Square


Response on the Excitation Level, 145

4.31. Non-Gaussian Analysis: Dependence of the Beam Mean Square


Response on the Excitation Level 146

4.32. Non-Gaussian Analysis: Dependence of the Pendulum Mean


Square Response on the Excitation Level 147

4.33 Beam-Tip Mass-Pendulum System under Periodic Excitation:


Numerical Investigation: (Cuvalci, 1992) 149

5.1. Schematic Diagram of the Experimental Setup 152

XI
5.2. Closed-Loop, Continuously Compensated Random Vibration System
Block Diagram 153

5.3. Calibration Chart of an Opto-Digital Angle Measurement System


(Ertas and Mustafa) 156

5.4. Sine Waveform Generated in Lab VIEW 160


5.5. Power Spectral Density (PSD) Plot of the Sine Waveform 161
5.6. Mean-Square Response of the Sine Waveform 162
5.7. Autocorrelation Function of the Sine Waveform 163
5.8. Plot of Power Spectral Density (PSD) Function of the Sine Waveform
fi-om Autocorrelation Function 163

5.9. Spectral Density of the Excitation Reference Signal 165


5.10. Power Spectral Density of the Control Signal 166
5.11. Time History of the Shaker at r^ = 0.50 167

5.12. Time History of the Beam at r^ = 0.50 168

5.13. Time History of the Pendulum at r^ = 0.50 168

5.14. Time History of the Beam at r^ = 0.44 169

5.15. Time History of the Pendulum at r^ = 0.44 169

5.16. Mean Square Time History of the Shaker at r^ = 0.50 171

5.17. Mean Square Time History of the Beam at r^ = 0.50 172

5.18. Mean Square Time History of the Pendulum at r^ = 0.50 172

5.19. Mean Square Time History of the Beam at r^ = 0.44 173

5.20. Mean Square Time History of the Pendulum at r^ = 0.44 173

5.21. Mean Square Time History of the Beam at r^ = 0.41,0.44,0.50 174

5.22. Mean Square Time History of the Pendulum at r^ = 0.41,0.44,0.50 174

5.23. Mean Square Time History of the Beam at r^ = 0.50,0.53,0.56 175

5.24. Mean Square Time History of the Pendulum at r^ = 0.50,0.53,0.56 175

xu
5.25. Dependence of the Mean Square Responses as Measured
Experimentally from Repeated Tests: (a) Beam, (b) Pendulum 176

5.26. Autocorrelation Function of the Shaker 178


5.27. Autocorrelation Function of the Beam at r^. = 0.50 179

5.28. Autocorrelation Function of the Pendulum at r^ = 0.50 179

5.29. Autocorrelation Function of the Beam at r^ = 0.44 180

5.30. Autocorrelation Funcfion of the Pendulum at r^ = 0.44 180

5.31. Probability Density Funcfion of the Shaker 181


5.32. Probability Density Funcfion of the Beam and the Pendulum, r^ = 0.50. . 182

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

5.35. Beam-Tip Mass-Pendulum System under Periodic Excitation:


Experimental Observation (Cuvalci, 1992) 185

6.1. One Story Building Experimental Model 189


6.2. One Story Building Experimental Setup 190
6.3. Front Panel View of Autoparametric Random Vibration Equalizer
Analyzer (ARVEA) 192
6.4. Closed-Loop Block Diagram for ARVEA 192
6.5. Power Spectral Density Measured from Shaker 194
6.6. Sample Time History of the Shaker for r^ = 0.50 196

6.7. Autocorrelation Funcfion of the Shaker for r^ = 0.50 196

6.8. Mean Square Response of the Shaker for r^ = 0.50 197

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

6.13. Power Spectral Density of the Shaker for r^ = 0.50 200

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

^(0 Brownian motion process or wiener process


Cf, damping coefficient of the beam
Cp damping coefficient of the pendulum

dg differenfial length of the beam


D EI, flexural rigidity of beam about 7-axis
E modulus of elasticity of the beam
-£•[ ] expectation or ensemble average
g acceleration due to gravity
h beam thickness
/ cross-sectional moment of inertia of the beam
J polar moment of tip mass
k[s) curvature of the beam
Ifj length of the beam
Ip length of the pendulum

/, length of the tip mass


M {s) bending moment
m-^^^^ normalized mean square response of the beam
nf^^^^ normalized mean square response of the pendulum

f"b
pA , mass per unit length of beam

m
drift coefficient

fi] ri
joint moment funcfion

m tip mass
;;, pendulum mass

my{t) mean o f stochastic process Y{t)

MQ total mass of the beam

XV
p{ ) probability density function

p{\) conditional 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

R{s) radius of curvature of the beam

Ry{t') autocorrelation function of stochastic process Y[t)


5„ excitation level (experimental)
Sy{(o) spectral density function of stochastic process Y(t)
s reference variable along the beam
s- non-dimensional reference variable along the beam
t dimensional time
T[T) non-dimensional time function
u{^,t) relative displacement at x-direction
v{c,t) relative displacement at y-direction
v,{^,t) total Displacement at y-direcfion

w beam width

beam
natural frequency of the beam

pendulum
natural frequency of the pendulum

iv{t) Gaussian white noise

f^ (/) non-dimensional random base excitation

X, y newtonian cartesian reference frame

K^[ ] N -thordercumulant

s{ ) dirac's delta function

xvi
f integration variable along the beam

^[t) random base excitation

^ (5) angle of the deflection of the beam with the x-axis

^ (5) pendulum angular displacement

o-.,cr , diffusion coefficients

(p[s) fundamental mode shape (eigenfunction)


r non-dimensional time
(•) derivative with respect to s

derivative with respect to t, or r

xvii
CHAPTER I
INTRODUCTION

1.1. Introductory Remarks

In general, conventional stmctural design procedures are based on two


requirements: safety and serviceability (Connor and Klink, 1996). For safety design,
failure within the stmcture due to the vibration resulting from external loading is the main
concem for engineers. Vibration is an oscillatory motion about a reference point and
comes from dynamic environment (small or large loads that change with fime), out of
balance forces, and reciprocating mechanical parts.
The forced non-linear vibrations of engineering stmctures are generally either due
to periodic excitations or random excitations. The study of non-linear dynamic systems
under periodic excitation within the last three decades has led to the investigation of such
non-linear phenomena as jump phenomenon, limit cycles, intemal resonance, saturation
phenomenon and chaotic motion. These non-linear phenomena have been predicted
theoretically (Evans-Iwanowski, 1976; Nayfeh and Mook, 1979; Schmidt and Tondl,
1986; Mustafa and Ertas, 1995; Cuvalci and Ertas, 1996) and observed experimentally
(Hatwal and Mallik, 1983; Haddow et al., 1984; Bux and Roberts, 1986; Mustafa and
Ertas, 1995; Cuvalci and Ertas, 1996) under harmonic excitation. However, few
investigations of non-linear dynamic systems have been studied where the system
excitation is random rather than periodic (Ibrahim, 1995).
Random vibration is vibration which results from an excitation satisfactorily
modeled by a stochastic process (Soong and Grigoriu, 1993). Random vibration theory
involves the study of dynamic systems responding to random excitation. This theory is a
combination of probability and stmctural dynamics. This implies that the excitation and
the system response can best be described on the basis of probabilistic and statistical
approaches.
There has been a steady increase in the application of random vibration theory in
engineering and related fields. Advances in rocket propulsion and aerospace industries
and collapse of stmctures due to random wind loading have made random vibrafion
problems subjects of growing importance. These problems involve the stmctural
responses due to random loading and are in general non-linear resulting from large
motions. Many mechanical and stmctural systems respond dynamically to random
environmental loads, such as the following.
• The pressure fields generated by jet and rocket propulsion fluctuate in a
random manner and contain a wide spectmm of frequencies that may result in
severe vibrafion in the aircraft or missile stmcture (Lin, 1977).
• As more data is gathered on strong-motion earthquakes, it is becoming
apparent that earthquakes are examples of random processes that may excite
severe vibration and even may cause failure in stmctures (Shih, 1980; Bolotin,
1984; Bransletter et al, 1988; Ying and Semercigil, 1991; Xu et al., 1999).
• Measurements of the motion of ships (Roberts, 1982; Moshchuk et al., 1995),
ocean stmctures in an irregular seaway, surge and sway motions of tension leg
platforms (Rainey, 1977), extemal excitation of marine risers by storm waves
(1992), and the liquid sloshing in tanks (Ibrahim and Soundararajan, 1983;
Heinrich, 1986) are the examples of parametric random vibration problems.
• The motion of a vehicle due to the surface roughness is subjected to four
random displacement excitations at the wheels (Harrison and Hammond,
1986; Hunt, 1991) and the dynamics of machine foundations can be studied as
a random vibration problem (Mironowicz and Sniady, 1987).
• The turbulent wind loading on structures has long been recognized as a wide-
band stochastic process. The analysis of stmctural response due to random
wind loading is one of the typical random vibration problems (Scanlan and
Tomko, 1971; Bolotin, 1984; Chen, 1993; Billah and Shinozuka, 1994; Modi
andSeto, 1998).
• Jack-up offshore stmctures moving as a resuh of combined wave and wind
loading is another example of a random vibrafion problem.
• Analysis of highway suspension bridges, considering the vehicles passing
through as random variable, is also an example of a random vibrafion problem
(Bryja and Sniady, 1998).
• Also, the aircraft flying through turbulent air reveal that such motions can be
described only statistically (Bolofin, 1984; Ibrahim and Hedayafi, 1986; Li
and Ibrahim, 1989).
The examples given above have two common points:
a. They involve the response of mechanical systems to random excitafion.
b. In general, they invoke non-linear behavior, since almost all-physical systems
exhibit non-linearity for sufficiently large motions.
Sometimes under certain situations, the linear modeling of dynamical systems
cannot be used to observe some complex response characteristics. These complex
response features come from the non-linearities inherent in the structure, such as elastic,
inertia, and damping non-linearities (Bolotin, 1964). Elasfic non-linearity results from
non-linear strain-displacement relations and the inertia non-linearity is derived from the
kinetic energy. The autoparametric phenomenon is the motion of the system itself, and
involves the non-linear inertia coupling in multi-degree-of-freedom systems (Ibrahim and
Li, 1988).

1.2 Theoretical Studies in Random Vibration of Stmctures


In general, the techniques for solving nonlinear systems under random excitation
may be summarized as follows:
1. Stochastic averaging
2. Equivalent linearization,
3. Markov methods based on the Fokker-Planck-Kolmogorov (FPK) equation
(Ito stochastic calculus),
4. Moment closure schemes (Gaussian and non-Gaussian closure schemes),
5. Perturbational approach,
6. Volterra-Wiener functional approach,
7. Digital and analog computer simulations.
Techniques for solving stochastic nonlinear differenfial equations are summarized
in Figure 1.1. Equivalent linearization is one of the most widely used approximate
methods for the probabilistic analysis of nonlinear stmctural dynamics problems. Wu
(1987) makes and excellent comparison of Gaussian closure technique and equivalent
linearization method. In this method, the basic idea is to replace the original nonlinear
system with an equivalent linear system. The parameters of the equivalent linear system
are chosen by an iterative procedure, such that it has the least mean square error. Krylov
and Bogoliubov (1847) originated the equivalent linearizafion method for the treatment of
nonlinear systems under periodic excitations. Booton (1954) and Caughey (1963)
extended the linearization method to solve the problems of randomly excited non-linear
system. Also, this method has been extended to find the non-stationary transient response
by a step-by-step procedure (Roberts, 1981) in which the linearized parameters are treated
as time dependent quantities. Gaussian probability densities are often used for response
quantities to simplify the analysis.
The method of equivalent linearization (Caughey, 1963; Iwan, 1973) is not
satisfactory for inelastic systems since it relies on a Krylov-Bogoliubuv technique, i.e., a
narrow band assumption and an averaging of responses over one cycle of oscillation. The
quantitafive methods for random vibrations of nonlinear systems are based on the Fokker-
Planck-Kolmogorov equation and/or the concept of the stochastic differential equation.
Often, experimental observations are used to verify the theoretical approaches. Wu (1987)
showed that the results obtained by Gaussian closure technique and equivalent
linearization method are comparable for a particular one degree-of-freedom system and a
particular three-dimensional hysteretic system.
ANALYSIS OF
RANDOM VIBRATION OF
NONLINEAR SYSTEMS

FOKKER-PLANCK-
STOCHASTIC DIFFERENTIAL
KOLMOGOROV •>t<- EQUATION
(F-P-K) EQUATION

Exact Solution - Statistical Linearization


Stochastic Averaging - Equivalent Linearization
Series Expansion - Perturbation Methods
Central Difference - Functional Series
Finite Element Representation
Generalized Cell Mapping - Numerical Simulation

MOMENT CLOSURE SCHEMES

- Central Moment Closure


- Gaussian Closure
- Non-Gaussian Closure

Figure 1.1 Analysis Techniques for Random Vibrafion of Nonlinear Systems.


With the exception of a few simple cases, the statistics of stochasfic models can
be calculated only by numerical techniques, such as moment closure techniques and
Monte Carlo simulafion technique. The Monte Carlo simulation is a stafistical sampling
experiment. Spanos and Zeldin (1998) give a broad perspecfive on Monte Carlo treatment
of random fields. Monte Carlo simulation is among the methods of solving random
vibration problems. However, this method is expensive since it requires a large number of
numerical solutions to obtain accurate results. This disadvantage of Monte Carlo
simulation method becomes clearer when the system is a multidegree of system where
thousands of samples may be required to obtain the solufion (Harris, 1979; Li, 1988).
Therefore, considering moment equafion to solve a system of stochastic differential
equations is more efficient than a Monte Carlo simulation or a finite difference solution
of the associated Fokker-Planck equafion (Bower, 1978). Li and Ibrahim (1989) showed
that the Gaussian closure scheme failed to predict the existence of the autoparametric
interaction for a 3 degrees-of-freedom model under wide band random excitation.
However, they showed that Monte Carlo simulation and non-Gaussian closure methods
were able determine the autoparametric interaction for the same model.
Non-Gaussian closure scheme is another method for approximating the
probability density function of a given process. Non-Gaussian closure method is
proposed independently by Ibrahim (1985) and Wu and Lin (1984). Noori et al. (1987)
applied the non-Gaussian closure technique to a nonlinear single degree-of-freedom
oscillator subjected to stationary white noise excitation to simulate the nonlinear restoring
force in package cushioning. They also made a comparison between non-Gaussian
closure and statistical linearization techniques for this application. In the research of Li
and Ibrahim (1989), contrary to the Gaussian closure scheme, the non-Gaussian closure
scheme did predict the autoparametric interaction between the first and third modes, but
only for relatively higher values of the excitation spectral density. Many of the authors
concluded that non-Gaussian closure scheme is more accurate approach since it takes into
account the deviation of the response from normality. The non-Gaussian closure method
includes the higher order cumulants of order greater than two as a measure of deviation
from Gaussian response.
These techniques have been applied to various nonlinear systems. However, there
is no general rule about the suitability of any of these methods for a particular nonlinear
system (Li, 1988). By most authors it is accepted that the second and the third methods
are the most suitable for systems with nonlinear inertia coupling. In this research, to solve
the beam-tip mass-pendulum system, the third approach is used, which is Markov
methods based on FPK equation or Ito stochasfic calculus, and simulate the system using
Gaussian and non-Gaussian closure schemes.
Beams play a major role in most engineering stmctures. As in most random
vibration problems, the second moment or the mean square of the displacement is the
most often calculated stafisfical system property. Eringen (1957) used the general Fourier
(harmonic) analysis to calculate the mean square displacements of a linear beam
subjected to a random loading. He used the linearized Bemoilli-Euler theory to formulate
the beam equation of mofion. Bogdanoff and Goldberg (1960) used the mean square
calculus of random process to evaluate the mean-square displacement and stress in a
simply supported Bemoilli-Euler beam under several types of random excitation.
Crandall and Yildiz (1962) carried out a comprehensive study of random vibration of
beams. Herbert (1964) used the theory of the Markov process and the associated FPK
equation to study the random response of a non-linear elastic beam under white noise. He
noticed a reduction of the mean-square displacement due to the non-linearity and
observed that the first mode sufficed as a good estimate of the total mean-square
deflection. Busby and Weingarten (1973) used the finite element technique to derive the
goveming non-linear equations and the equivalent linearization to investigate the mean-
square response of a non-linear beam to random excitation. Chonan (1977) studied
analytically the response of a hinged, axially restrained beam with a concentrated mass to
uniformly distributed white noise. EHshakoff and Livshits (1984) provided some closed-
form solutions of Bemoilli-Euler beams under ideal white noise excitation.

7
The stochastic averaging method was proposed initially by Stratonovich (1963) to
deal with weakly non-linear systems subjected to stafionary wide-band 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 non-linear 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 non-Gaussian closure scheme for
determining the stationary response of dynamic systems including non-linear inertia and
stochastic coefficients. In view of the increased degree of the non-linearity, resulting from

8
the non-Gaussian 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 funcfional-perturbational type approach
based on the Volterra-Wiener functional expansion to analyze the non-linear 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

Figure 1.2 Point Driven Beams (Nagem, 1991).

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 non-linear 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 non-linearities and noise, it is
not a suitable bifiircation parameter for non-linear stochastic systems in the sense that it
does not reflect the qualitative changes in the steady-state 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 non-linear 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. (Ekwaro-Osire, 1993). In some other cases, random on random
excitation is used to simulate two or more different types of random excitations that occur
simultaneously. Ekwaro-Osire (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 non-Gaussian solution yielded higher steady state mean square response than those
obtained from the Gaussian solution.

Base
i(<)
Reference
Line

Figure 1.3 Beam-Mass System Under Combined Excitation (Ekwaro-


Osire, 1993).

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 wide-band excitations. This
method was developed originally to treat the random vibrafion of a system with a
strongly non-linear 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 non-linear 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
non-linear damping and non-linear 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 three-term non-linear
damping model, for use with a single-degree-of-freedom duffing type equation of motion
for clamped-clamped beam vibration, driven with band-limited white noise excitation.
They used the Markov moment method and finite element solutions of the stationary
Fokker-Planck equation. Comparison between measurement and prediction by using the
full-calibrated model showed excellent agreement for probability density functions
associated with the central beam displacement. Their results suggest that forced random
vibrations of a clamped-clamped beam can be accurately predicted with a SDOF (single-
degree-of-freedom) model up to moderately large amplitudes, but inadequate at very

11
large amplitudes. Bryja and Sniady (1998) studied stochasfic non-linear 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.

1.3. Experimental Studies in the Random Vibrafion of Non-linear Systems


Contradictions in techniques for solving non-linear systems under random
excitation motivated some authors to undertake experimental study in parallel with
analytical invesfigations (Gray and Caughey; Ariratnam, 1980; Sun and Hsu, 1987;
Ibrahim, 1990; Ekwaro-Osire, 1993). Therefore, the experimental invesfigafion of the
response of non-linear systems is valuable both to verify the analytical results and to
provide a more physical insight into complex response characteristics. However, the
literature has very few attempts, even most of those are not supported by analytical
predicfions (Ibrahim, 1990; Cuvalci et al., 1997).
The first experimental work for random vibration testing of mechanical systems is
believed to be done by Bogdanoff and Citron (1965). They attempted to experimentally
verify the theoretical conclusion for an inverted pendulum. Dalzell (1967) conducted a
series of tests to explore the behavior of fluid in cylindrical tank under relatively low
frequency random longitudinal excitation. Ibrahim and Heinrich (1988) conducted similar
series of tests and compared the mean square responses with those predicted by three
different approaches: Gaussian closure scheme, non-Gaussian closure scheme, and the
Stratonovich stochastic averaging methods. They found that the experimental results
yielded much less mean square response that the theoretical values.
In most engineering applications, experimental vibration investigations
encompass measurement, analysis, and testing. Bendat and Piersol (1971) first proposed
the testing for stationarity based on time trends in the mean square value of data. Baxter
and Ewan-Iwanowski (1975) studied the response of a column in random vibration tests.

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 non-linear 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 multi-degree-of-freedom
system with random parametric excitation and non-linear 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. Ekwaro-Osire (1993) investigated experimentally the response
of the beam-mass 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 tip-mass of the stmcture.

Impocl
domper

Tun«d
obiofbtr

Fikcd plate

Figure 1.4 Schematic Drawing of the Experimental Structure (Ying and


Semercigil, 1991).

1.4 Parametric Vibration


Parametric vibration refers to the oscillatory motion that occurs in a mechanical
system in which one or more system parameters, i.e., the coefficients of inertia, damping,
or stiffhess, are time dependent. Here, the fime dependence is explicit, implies an extemal

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:

0 + [Q),' -(^{t)/L)^sm(0) = O. (1.1)

The coefficient of the stiffhess term of this equafion is explicitly fime-dependent. 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 time-dependent 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>.

Figure 1.5 Simple Pendulum under Vertical Excitation.

Figure 1.6 Oscillafing Simple Beam under Parametric Excitation.

16
1.5 Autoparametric Interaction
Intemal resonance can occur in non-linear mulfi-degree-of-freedom systems only
and implies the existence of a linear relationship between the system natural frequencies.
This causes non-linear 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 multi-degree-of-freedom systems mainly are due
to the non-linear modal interaction, which is only significant if the natural frequencies,
cOj, are commensurable, i.e., if they satisfy the intemal resonance condition

YKo^i (1-2)

where A:, are integers (Ibrahim, 1995), and the order of the intemal resonance is given by

K=k^ -F ^2 + ^3 + - + K\- (1-3)

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
two-degree-of freedom system with quadrafic non-linearity if

co^ = Q , (o^ =l(o^ (1.4)


and
(o^ = Q ,ft>2=1G)^ (1.5)

where co,, ©2 and Q are the lower mode, higher mode, and the excitation frequencies,
respectively. These non-linear systems also possess a combination resonance with an
extemal excitation when

Q = 6;j-f 6?2 and 6^2 = 2 ^ ; , . (1-6)

For a system with cubic non-linearity, autoparametric resonance exits if

<y, = Q , (^2 = 3 6 ? , (1.7)

and

(^2 = ^ » <^2 = 3 ^ 1 ' (1-8)

and combination resonance with an extemal excitation occurs when

Q.K(o^^loi)^, 2iUdco^='}>(o^ (1.9)


and
0.w{co^^-o)j)l2, 2Xid(o^=Zo)^. (1.10)

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.

1.6 Vibration Absorbers for Flexible Stmctures under Periodical Excitation


Autoparametric vibrations have been extensively studied for systems under periodic
excitations. Ibrahim and Barr (1975) performed a theoretical and experimental study for
two-mode interaction of a system under sinusoidal excitafion. They showed that a weak
coupling existed between the liquid sloshing and vertical motion of the primary stmcture.
Sevin (1961) numerically showed that for a pendulum-type absorber, a complete energy
could occur between two modes. It was shown that this phenomenon occurred when the
beam frequency was twice that of the pendulum frequency. Non-linear vibration
absorbers have also been recently investigated; particularly as regards to the conditions
that impacts the effectiveness of the absorber (Shaw et al., 1989). Numerous authors
using the idea of mode interaction also studied different kinds of models involving
autoparametric resonance. These authors include Amold (1955), Masri and Caughey
(1966), Nayfeh, et al. (1973), Haddow et al. (1984), Nayfeh and Zavodney (1986),
Mustafa and Ertas (1995), Cuvalci and Ertas (1996), and Cuvalci et al. (1996).
Mitigation or attenuation of vibrations is essential in most engineering equipment,
particularly, where high amplitude oscillations could lead to the malfunction of essenfial
system components or the damage of sensitive payloads. Vibration mitigation has found
extensive usage in aerospace stmctures, civil engineering stmctures, and mechanical
machinery. A comprehensive survey on vibration suppression devices was given by Sun
et al. (1995). They reviewed the current developments in passive absorbers, adaptive
absorbers, and acfive absorbers. Passive tuned vibrafion absorbers are among the most
widely used classical vibrafion absorbers. Passive tuned vibrafion absorbers are also
referred to as dynamic vibrafion absorbers (Jordanov and Cheshankov, 1988) or tuned
mass dampers (Xu et al., 1990). A dynamic vibration absorber is a passive device, which
is used to reduce excessive vibrations in a mechanical system. This kind of an absorber

19
changes the dynamic response of a system over a certain frequency range. The absorber
device may be a linear mass-spring 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 mass-spring-damper absorber. Recently, Kawazoe et al. (1998) performed detailed
numerical studies on a beam-type vibration absorber. By investigating the response of
beam-type 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 wind-induced 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
two-degree-of 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 two-degree-of-freedom systems to
multifrequency parametric excitations.

F(t)

OJx

Figure 1.7 Schemafic Diagram of Autoparametric Absorber System


(Haxten and Barr, 1972).

Ashworth and Barr (1986) invesfigated the behavior of general stmctures when
subjected to single frequency harmonic excitafion with a two-mode and a four-mode
interacfion as shown in Figure 1.8. In the numerical analysis part of the study, they

21
showed that the quadratic non-linearities 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 non-linear response of a slender beam carrying a lumped mass to a principal
parametric excitation both theorefically and experimentally. They retained the non-linear
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.

Figure 1.8 Harmonic Excitafion with a Two-Mode and a Four-Mode


Interaction (Ashworth and Barr, 1986).

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 column-pendulum oscillator. The observed behavior of the
system in their study gave ample evidence that the underlying dynamics is that of a map
of a 2-toms itself The oscillator showed rich dynamics rich dynamics consisting of
quasiperiodic motions intermpted by webs of mode-locked periodic windows.
Furthermore, as coupling between extemal mode and intemal modes increased, resonance
overlap was observed.

•^v(tt)
^g

Figure 1.9 Column-Pendulum Oscillator (Mustafa and Ertas, 1994).

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
half-harmonic resonance occurrence rather than autoparametric interaction for a similar
system, beam-tip 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
semi-active 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 multi-degree-of-freedom 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 slider-crank 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.

1.7. Vibration Absorbers for Stmctures under Random Excitation


For systems under random excitation, the autoparametric interaction has also been
observed. Wirsching and Campbell (1974) studied the stmctural response of a linear
mulfi-story building having a linear vibration absorber attached to the roof under random
excitafion. They demonstrated that the absorber was quite effecfive in reducing first mode
response for 5- and lO-story stmctures even with relatively small values of the absorber
mass. Baxter and Ewan-Iwanowski (1975) conducted experiments on the parametric

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 degrees-of-freedom
(DOF) system, with quadratic non-linear 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 degree-of-
freedom systems with quadratic and cubic inertia non-linearities 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 band-limited random
excitation.

26
IVI

Figure 1.11 Two-degrees-of-freedom Model for Autoparametric


Interacfion Study (Roberts, 1980).

Ibrahim and Heo (1986) studied the dynamic response of a two-degrees-of-


freedom system with autoparametric coupling to a wide band random excitation. The
importance of this study is that the Gaussian closure solution showed that the system did
not reach a stationary response while the non-Gaussian closure solution gave a complete
stationary response. However, the response is obtained in the neighborhood of the
autoparametric intemal resonance condition for various system parameters. Li and
Ibrahim (1988, 1989) examined the non-linear random autoparametric interacfion of a
three-degrees-of-freedom stmctural model, as seen in Figure 1.12, in the neighborhood of
three principal intemal resonance condifions. They employed the Fokker-Planck equafion
approach to derive the general differential equation of the response moments, which
constitutes an infinite coupled set of moment equations. They used the Gaussian and non-
Gaussian closure schemes to study the properties of the stafistical cumulants. The
Gaussian closure scheme assumes the response statisfics to be "nearly" normal. The non-

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 quasi-stationary response, the non-Gaussian 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

Figure 1.12. Three-degrees-of-freedom System under Random Excitafion


(Liandfl^rahim, 1989).

Ibrahim and Sullivan (1990) presented the result of experimental invesfigafion of


a non-linear two-degrees-of freedom stmctural model undergoing band-limited random
excitafion, shown in Figure 1.13. To meet conditions for intemal resonance, the first two
modes of the model were adjusted to have a ratio of 0.5 and they found the system mean
square response to be linearly proportional to the excitation spectral density up to a
certain level. The main features of the vibration autoparametric absorber effect reported
theorefically by Ibrahim and Heo (1986) are not exactly confirmed in the measured
results. The deviation from theory is attributed to the fact that the experimental excitation

28
is a band-limited random process, whereas in theory the excitation is presented by a white
noise, which is wide-band random process. Orabi and Ahmadi (1988) used the Wiener-
Hermite (W-H) functional series expansion method for response analysis of the Duffing
oscillator subjected to non-Gaussian excitafion. Based on their study, they concluded that
the W-H functional expansion method provides a systematic tool for response analysis of
non-linear systems subjected to non-Gaussian excitations.

m.

2 2

Qt) m.

Figure 1.13 A Model of Coupled Two Beams (Ibrahim and Sullivan,


1990).

Ibrahim et al. (1990) used the Gaussian and non-Gaussian closure scheme to
analyze the response statistics of a two-degrees-of-freedom 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

Figure 1.14 An Autoparametric Interacfion Study (Ibrahim et al., 1990).

Ibrahim et al. (1993) studied stochastic bifurcation in moments of a clamped-


clamped beam response to wide band random excitation analytically, numerically, and
experimentally. They showed that Gaussian closure failed to predict the second mode
bifurcation, whereas both non-Gaussian and Monte Carlo simulation predicted second
mode bifurcation in terms of axial load, excitation spectral density, and damping ratios
for a clamped-clamped beam under wide band random excitation. In the neighborhood of
the critical bifurcation parameter the Monte Carlo simulation yielded strong
nonstationary mean square response for the asymmetric mode which is not directly
excited.
As an altemative to the tuned mass damper, Collette (1998) studied numerically
and experimentally a combined tuned absorber and pendulum impact damper under
random excitation. He used three-floor steel frame for the modal analysis. The

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>|

Figure 1.15 Autoparametric Interacfion Study Test Results (Ibrahim et al


1990).

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.

1.8. Scope of the Present Research


A large body of published literature is available on non-linear dynamics of the
flexible stmctures and some available in the area of random vibration. However, in
author's knowledge, there is no published work available conceming the coupled non-
linear dynamics of large deflecfions of beams with an appendage consisting of a mass-
pendulum system under random excitation. In this research, large mechanical stmctures
subjected to random excitafion are modeled as a beam and a tip mass under random
excitation. A pendulum is attached to the tip mass in order to reduce the large amplitude
vibrations of the beam-mass system.
Beam-tip mass-pendulum system. Model 1, shown in Figure 1.16, is invesfigated
both theoretically and experimentally. In particular, emphasis is given to investigation of
the autoparametric interaction between the first two modes of the system. In view of the
theoretical and experimental results, it is investigated if the pendulum may be considered
as a suitable vibration absorber for beam-tip mass system under random excitation.
Also, a one-story building system. Model 2, shown in Figure 1.17, which was
studied earlier by Ibrahim et al. (1990), is also investigated experimentally to observe the
effectiveness of a continuous pendulum. Discussions and conclusion has been made
regarding the effectiveness of two types of pendulums in continuous systems.
For simplicity, we will call Model 1, for the beam-tip mass-pendulum system and
Model 2 for the one-story building system in this dissertation.

32
tip mass
K)
Base Beam
massless
rod

yA
ao
± X

Figure 1.16 Model 1: Beam-Tip Mass-Pendulum System Under Random


Excitation.

Absorber
Oscillations

Primary Structure
Oscillations

Column

Excitation

Figure 1.17 Model 2: One-Story Building System under Random


Excitation.

33
CHAPTER II
METHODOLOGY

2.1 Introductorv Remarks


The general theory of stochastic processes and nonlinear random vibrafion have
been presented in considerable detail; for example, the texts by Lin (1967), Newland
(1975), Ibrahim (1985), Bendat and Piersol (1986), Bolotin (1984), Dimentberg (1988),
Roberts and Spanos (1990), Soong and Grigoriu (1993), Wirsching et al. (1995), Lin and
Cai (1995), McConnell (1995) and the papers by Lin (1969, 1986), Ibrahim (1978, 1985,
1995), To (1984, 1989), Roberts (1984), Roberts and Dunne (1988), Grigoriu (1985). The
summary presented here follows these authors' lead.
There are many issues to consider when measuring and analyzing signals
acquired. Unfortunately, it is easy to make incorrect spectral measurements when dealing
with vibration of stmctures. Understanding the basic computations involved in FFT-based
measurement, knowing how to prevent anti-aliasing, properly scaling and converting to
different units, being able to choose and use windows correctly, and leaming how to use
FFT-based functions are all critical to the success of the measurement and analysis tasks.
Second section of this chapter is prepared to give a summary on these topics.

2.2. Random Vibration Theory


Random means unpredictable. Random vibration is a vibration whose
instantaneous amplitude is not specified at any instant of time. Figure 2.1 shows a sample
random time function. In general the random process is a function of time and space.
Instantaneous amplitude can only be defined stafisfically by a probability distribution
function that gives the fraction of the total time the amplitude lies within the specified
amplitude intervals. A random process is one which may have countless numerical values
(realizations) in accordance with specific probability distribufion laws. The process is one
of a family (ensemble) of possible behaviors for the system under consideration. Figure

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

Figure 2.1 A Sample Random Time Function.

Figure 2.2 Ensemble of Time Histories of x{t) (Newland, 1984).

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, Fokker-Planck Equation, and moment closure techniques.

2.2.1 Stochastic Processes


Random vibration theory is based on the stochastic process concept. Such a
process can be used to adequately describe the motion of dynamical systems. Sobczyk
(1998) expresses the importance of the stochastic differential equafions in applied
sciences as follows:
'It is now widely accepted that in general a more realisfic formulation of
differential models is applied sciences should involve stochastic
differenfial equafions, that is-differential equafions for stochastic
processes. Such modeling allows us to take into account uncertainties and
random noises associated with the process considered' (p. 651).

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

Figure 2.3 Autocorrelation Function of a Stationary Stochastic Process.

The random vibration problems can be classified into three categories


(Dimentberg, 1988). These are:
• Identification problems: entail the estimation of the system properties.
• Prediction problems: consist of determining probabilistic or statistical
information about the system response.
• Measurement problems: where information about the excitation is sought.
The problem that is handled in this research belongs to the class of predicfion
problems since this research is about determining the response of a nonlinear system
where the excitation is known. In its simplest form, where the system has one input and
one output of interest, the predicfion problem is represented in Figure 2.4. The excitafion
process, X{t), is transformed into a response process, Y{t), by a nonlinear system and

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).

X(/) Nonlinear Y{t)



System

Figure 2.4 Transformafion of X{t) to 7(^)by a Nonlinear System.

Random excitation can be classified into two kinds of processes. These are:
• Narrow-Band 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.
• Broad-Band 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(u2-W])

2J<23 2](
u^ £ ; fa^ approx.

Figure 2.5 Sample Time History, Autocorrelafion Funcfion and Power


Spectral Density Function of a Narrow Band Process (Newland,
1984).

• «,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).

2.2.2 Brownian Motion


The investigation of Brownian motion marked the begirming of the study of
random vibrations. In 1828, Robert Brown, a botanist, observed that small particles
immersed in a liquid execute irregular movements. This phenomenon, described by
Brown as a result of impacts of the molecules in the liquid, was called Brownian motion.
A first satisfactory theory of Brownian motion was advanced by Einstein and
Smoluchowski at the beginning of this century (Soong, 1993). To visualize the Brownian
mofion, let B(t) be the coordinate of a free particle on a straight line at r > 0. Einstein
was able to show that, assuming P{B(t2) - B{tl)} = 1, the probability distribufion of
B(t2) - B{t\) is Gaussian with

E{B{t,)-B(t,)} =0 (2.1)

E{[B{t,)-B{t,)f] = 2D t,-t, 0<t^<t^O (2.2)

40
The quantity D>0 is a physical constant. The correlafion funcfion of B{t) can
be shown as

E{B{t,)-B(t,)} = 2Dmm{t„t,). (2.3)

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
Wiener-Levy 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.

2.2.3 White Noise


In the study of the random vibration, the response of dynamic systems can often
be represented by the components of state vector processes satisfying first-order
differential equations driven by white noise. White noise is also referred to as Gaussian
white noise, and is denoted by W(t). The reason why the word 'Gaussian' is added is that
white noise is a limiting process of the Gaussian process. As shown in Figure 2.8, white
noise is a stationary process with constant spectral density on the entire real axis. This
means that the energy content of such a process is uniformly distributed over the whole
frequency range. Also, shown in Figure 2.9, the correlation flinction of a white noise
becomes infinite at zero, i.e., variance does not exist (Bolotin, 1984). The zero-mean
white noise process is usually chosen for analysis and is defined as (Lin, 1969; Ibrahim,
1985)

m^{t) = E[w{t)\ = 0 (2.4)

S^{co) = S^, G(-CO, -hco) (2.5)

Kit') = E[w{t)W{t +1')] = 27rSj{t') (2.6)

where

41
6(t') : Dirac delta function,
m^[t) : the mean function,

R^{t') : the autocorrelation function, and

5^(6;): PSD 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

Figure 2.8 Power Spectral Density Funcfion of an Ideal White Noise.

42
t^M

0 CO

Figure 2.9 Autocorrelation Function of an Ideal White Noise.

2.2.4 Markov Processes


The process is called a Markov Process when the statistical information of the
stochastic process is contained in its second probability distribution function. Markov
process was named after A. A. Markov, who initiated the study of stochastic processes of
this type in 1906. Even though Markov processes are idealizations of real processes,
many real processes may approximately be treated as Markov Processes (Bolotin, 1984).
A stochastic process X(t) is said to be a scalar Markov process if it has the

following property:

x(/J<-ix(c.) = ^.-P ^x(t,) = x,

= P X[t„)<X„-\X[t„_,) = X^_ (2.7)

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

non-overiapping time intervals are independents; that is, X{t^)-X{t,) and

X{t^) - X{t-^) are independent as long as t^<t^<t^<t^.


Continuous-valued, state space and parameter space are both continuous (Lin,
1987) Markov processes are known as diffusion processes. Markov process represents a
collection of trajectories whose conditional probability distributions at a given instant,
given all past observafions, depend only upon the most recent past. It is the probabilistic
analog of the determinisfic trajectory of a particle in mechanics. As we know from
classical mechanics that a particle trajectory at a given time r^ is completely defined by its
state (position and velocity) at sopie time tj < t2, requiring no knowledge of its states at
times prior to tj (Soong, 1993). A spectral analysis is applicable only if a dynamic system
is linear and fime-invariant and all random excitations are addifives (Lin, 1995). If a
dynamic system is nonlinear, or if multiplicative random excitations are present, or both,
then a mathematically exact solution is not always obtainable. When such an exact
solution is obtained, it is usually based on the assumption that the system response is a
'Markov stochastic process' or 'related to a Markov process in some sense' (Lin, 1995).

2.2.5 Fokker-Planck-Kolmogorov Equation


Based on the central limit theorem, a Gaussian stochastic process can be expected
to occur whenever it represents the sum of a large number of independent random effects
of similar order of magnitude at each instant. Therefore, Gaussian processes used as
models or at least idealizations of many physical phenomena, such as atmospheric
disturbance, noise in electronic devices, environmental loads, thermo-noise, etc. Another

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

dX(t) = m [X(t), t] dt + <jfX(t),tJ dB(t) (2.8)

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).

2.2.6 Ito's Calculus

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:

^ ^ = W(t) , />0. (2.9)


dt

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:

1^(0 = fi{Y(t),t)+g.j{Yit),t)Wj(t); i = l,2,...,/w; j = 1,2,...,«. (2.10)

where the repeating index refers to summafion. Assuming that the vector, Y{t), is

Markovian , then it can be rewritten as:

dY.(t) = m.(Y{t),t) + CT.j{Y{t),t)dBj(ty, i = l,2,...,w; j = 1,2,...,«. (2.11)

where

«,(7,/) = ^,(7(0,/) (2.12)

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

govemed by the above equation satisfies

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.

2.2.7 Moment Closure Schemes


The moments of the response process contain information of the statistical
stmcture of a dynamical system. Therefore, the stochastic processes can be conveniently
described by their moments. A convenient method of obtaining the equations for joint
moments is by using Ito's differential mle. Taking the ensemble average of Ito's

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_ -j-m..' ar. h 2—cr.,cr
ii^ ji
dY.dYj

Replacing ^()^,/J w^ith a scalar funcfion of Y^ , /?(l^), the n'*" order joint moment

of the process Y[t^) would be obtained by solving.

— w„ „ „ =E m. h{Y„y\cT ;,cr., h{Y„) (2.16)


dt "^'••"" 'ar. 2 ''dYdY: • « /

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
multi-dimensionality 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. Non-Gaussian closure scheme.

In Gaussian closure technique, the excitations are assumed to be either Gaussian


white noises or those that can be approximated by Gaussian white noises. Moment or
cumulant equations are then derived either from the Ito differential mle or from the
corresponding Fokker-Planck equafion. The infinite hierarchy in these equations is then
tmncated according to the mulfi-variate Gaussian process assumption. To achieve this,

48
cumulants of order greater than two are set equal to zero, and third and fourth-order-
moments are written in terms of the first and second order moments.
The non-Gaussian closure scheme is proposed by Dashevskii (1967) and
Dashevskii and Lipster (1967), extended by Ibrahim and generalized for non-linear
stochasfic systems involving non-linear inertia terms. This method is also essentially the
same as the cumulant-neglect 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
sixth-order-moments are written in terms of the lower order moments. A mathematical
proof of convergence of the method for general non-linear systems is difficult and not
available (Sun and Hsu, 1987).
The literature is still in progress for the analysis of non-linear 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 non-Gaussian closure closures by using a non-linear 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 non-Gaussian 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.

2.3. Random Vibration Experiments


Some of the typical sources of random vibration are: random loads from
transportation over rough roads in tmcks, aerodynamic loads on aircraft, rail loads in rail
transportation, seismic loads during earthquakes, and sea waves on stmctures. Vibration
tesfing is a complex process. Vibration test is performed to assure that the Device Under
Test (DUT) can survive the environment which it will be exposed to without series
degradation in the expected performance of the product. Somefimes the product can not

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 high-speed hardware and more user-friendly software
has driven the development of smaller and more powerful instmments. A few years ago,
spectmm analyzers were dedicated, stand-alone 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
stand-alone instmments of the past. The second advantage of computer based systems is
the ability to multi-task 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.

2.3.1. Random Vibrafion Testing


The data obtained from a mechanical system may be classified into two categories
as deterministic and non-deterministic data. Deterministic data are those that can be
assumed that it can be described by an expHcit mathemafical relafionship. However, in
reality, most physical phenomena produce data, which can't be explained by known
relafions. For example, the force of the confused sea waves on the ocean stmctures, the
acoustic pressures on plates and pipes are examples of non-deterministic data. These data
are random and must be analyzed in terms of statistical averages rather than explicit
equations. Random excitations are used to simulate loads that exist over different

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 all-engineering problems, random vibration testing
is closer to simulating real-world operating conditions than testing under periodic
excitations.
Engineers are frequently designing, analyzing, and testing their systems for
random vibrations because modem stmctural and electro-mechanical 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)

Figure 2.10 Digital Signal Analysis Types.

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 12-18 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

Figure 2.11 Funcfional Diagram for Data Acquisifion and Control.

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)

Figure 2.12 Analog Input Flow Diagram.

53
2.3.3 Sampling Rate and Alias-Free 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

512 tn^tm rfiT


Dolo.
Frequency Domain
Sampling Ti7\ Sequence
Interval: At
Pov/er

Frequency
^i^f^^^^ PBL
Interval: i f

Figure 2.13 Obtaining Frequency Information from the Sampling Interval.

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
(anti-aliasing filters) are designed to minimize these errors in the required signals. When
the data is acquired from different sources with different characteristics, anti-alias filters
must be used to remove unwanted signal components.

Adequately sampled signal

Aliased signal due to undersampling

Figure 2.14 Adequate and Inadequate Signal Sampling (Harvey and Cema, 1996).

2.3.4 Dynamic Range:


Operating a transducer beyond its useful range causes nonlinear results (see
Figure 2.15). The dynamic range is defined as the rafio between the level of the largest
signal and the level of the smallest signal a device can measure.

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

Figure 2.15 Frequency Response Curves of Accelerometers.

While instmmentation sensitivity is the starting point, parameters that determine


the sensitivity are the instmment's resolution and speed. For a specific measurement
range, the greater the resolution, the greater the sensitivity. Accuracy, the measure of a
closeness of agreement between a measured value and that of a primary standard, is also
important. Certain types of instmments have built-in noise immunity. These are benchtop
and distributed instmments and use intemal techniques - such as filtering, integration,
and current reversals - to reduce noise. In PC-based systems, software that uses averaging
techniques may be used to reduce the noise from measurement and/or signal conditioning
add-ons, such as filters. One of the inherent disadvantages of the PC is its noisy bus. This
limits PC plug-in boards from making sensitive measurements.
For reducing the noise, the magnetic field effects can be minimized by locating
the test instmments as far away as possible from such magnetic field sources as motors.

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 low-noise shielded cable for all cable mns,
- using signal conditioning to amplify the level of low-level signals above that
of interfering noise,
- using single-point grounding to eliminate ground current loops,
- For PC-based 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.

2.3.6 Leakage Errors


Leakage is an error caused by signals that are not periodic in the captured time
record. For this case, serious errors result in incorrect estimates of amplitude and
frequency. Leakage can never be eliminated, but can be minimized.

2.3.7 Time History and Ensemble Averaging


The stationary of the signal acquired is very important factor for random vibration
analysis because the analysis of nonstationary data is much more difficult than that of
stationary data. For random vibration experiments, a preliminary test may be done to
observe the test duration to reach the stationarity for a particular mechanical system and
with fixed system parameters. The time required to stationarity may be different with
different system parameters for the same system. If the input to the system in time
invariant, then the stafionarity of the resulting data can be accepted (Crandall, 1963;

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

j\x{t)\dt <oo (2.18)


-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 cross-correlation 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.

2.3.8 Probability Density Function


If we consider an event [X <x), then

F{x) = P{X<x) (2.19)

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 well-known bell-shaped
probability distribution. The first order probability density for a random variable, x
which has normal or Gaussian probability distribufion, is given by

/ \2 /

p{x) = -j==e /2-\ (2.21)

2.3.9 Fast Fourier Transform


Motion can be a single component at a single frequency or several components at
different frequencies. Time domain signals are difficult to understand. Transforming time
domain to frequency domain makes a complicated signal more easily understood. The
Fourier transform is one of the most powerful signal analysis tools, applicable to a wide
variety of fields, such as spectral analysis, digital filtering, applied mechanics, acoustics,
medical imaging, modal analysis, numerical analysis, seismography, instmmentafion, and
communications. The FFT assumes that the signal being analyzed is periodic in the
captured time record T and that the signal being analyzed is completely contained in the
time record T. The Fast Fourier Transform is a mathematical procedure for calculating
the discrete frequency components from sampled time histories. The FFT maps time
domain functions into frequency domain representations and is defined as
+00

Xif) = F{x{t)}= jx{t) e-'"^' dt (2.22)

59
where x{t) is the time domain signal, and X{f) is the Fourier transform. Similariy, the
discrete Fourier transform (DFT) maps discrete-fime sequences into discrete-frequency
representations and is given by

X,=Y,x{t) e-^'""" (2.23)

fork=0,l,2,...,n-l
where
X: the input sequence,
X: DFT of the input sequence, and
n : the number of samples in both the discrete-time and the discrete
frequency domains.

To Fourier analyze a discrete-time signal, Equation 2.23 must include a \/n scaling factor
where n is the number of samples in the sequence. The arrays involved in FFT-related
operations do not contain discrete-time or discrete-frequency information, and modem
acquisition systems, whether they use add-on 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 real-valued 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

The frequency interval is given by

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.

2.3.10 Power Spectral Density (PSD;) Esfimafion


The power spectral density function describes the general frequency composifion
of the process in terms of the spectral density of its mean square. Power spectmm
function is closely related to the Fourier Transform and is used to calculate the harmonic
power in a signal. The power spectmm S^{f) of a time domain signal x(t) is defined as

SM) = ^(f)X'(f) = \^<.ff (2.26)

where
^(/) = F{^(/)},and
X*[f): the complex conjugate of X[f).

The Power Spectmm Lab VIEW VI calculates the harmonic power in discrete-
time, real-valued sequences. Figure 2.16 shows the single-sided output of the power
spectmm of two 1-V 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'

where jc is the discrete-time, real-valued sequence, and n is the number of elements in x.


Unlike the FFT, power spectmm results are always real. The Power Spectmm Lab VIEW
VI executes faster than the FFT VI because the computafion is done in place, and there is

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 time-frequency 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:

FFT[x{t)] = SAf)[=]g (2.28)

GM) = sAf>s:{f)[=]g' (2.29)

PSD{f) =GjJl (2.30)


A/

62
2.3.11 Mean Square Time History
For determining the autoparametric interaction of the multi-degree-of-freedom
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 (2-31)
« /=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.

2.3.12. Autocorrelafion and Auto Spectral Density


The autocorrelation function indicates the dependence of the data between its
future and past values and determines the randomness of the process. In an experimental
measurement, the more random a process is, the less correlation there will be between the
past and the future data values. The random autocorrelation function for random signals is
defined by (McConnell, 1995)

. Til
p (r) = l i m - \x{t)x{t + T)dt (2.32)
^ -r/2

where time T must become large.

63
The random autocorrelation function symbol R^ uses the variable's symbol (x in
this case) as a subscript to distinguish the random auto-correlation 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):

1. R^,(T) must go to zero as T becomes large (both positively and negatively).


2. Auto-correlation function is an even and real valued funcfion, i.e.,

3. The Fourier Transform requirement of Eq. (2.32) is safisfied for the auto-
correlation function when

+00

l\R^iT)\dt < <x^ (2.33)


-00

is safisfied. If all these general properties are safisfied, then the well-known following
Weiner-Khintchine Fourier transform pair can be formulated as:

R^(T) = — \s^{o))cosio)T)do) (2.34)


2^-1

S^{co)= \R^(o))cos{o)T)dT (2.35)


-00

Since R^{T) is a real valued even funcfion, then it follows that S^(o)) is also a

real valued even function; which is

S„{co) = S„(-co). (2.36)

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

significance of S^(o)) can be obtained by setting

T = 0. (2.37)

In this case, combining equafions (2.34), (2.35), and (2.36), gives

.r/2 «,

R^iO) = E[x'] = \im- \x'dt-— \s^(o))dco. (2.38)


-Tjl -00

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
Auto-Spectral 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:

+00 +00 +CO

E\x'\=\sX(o)dG) = 2\sXoy)dG)=\wXco)d(o (2.39)


-00 0 0

or

WXf) = ^nSX<^)' (2.40)

The advantage of using the autocorrelation function is that it helps to determine


how far into the future other data values are dependent upon each other. Another
advantage of the autocorrelation function is determining whether or not the process is
wide or narrow band. An autocorrelation function that diminishes rapidly in magnitude is

65
an indication of a wide-band 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:

n-l

/fc=0

where
j = -{n-l), {n-2),...-2-l, 0, 1, 2, ...,(«-l).

The elements of the output sequence R^ are related to the elements in the sequence Y by

^xc, = >^H«-i) ^""'^ ' = ^' ^' ^' •••' 2« - 2. (2.42)

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

Figure 2.17 Generating a Sine Wave and Plotting Autocorrelation


Function in LabVIEW.

5.0 10.0
time (sec)

Figure 2.18 A Sample Sine Wave.

67
600

R_

-600-
-1

Figure 2.19 Autocorrelation of a Sample Sine Wave.

B>>-
Autocorrelation Plot
0-S
AutoCorrelation.vi
100 R<X^>

Uniform White Noise.vi

Figure 2.20 Generating a Uniform White Noise and Plotting


Autocorrelation Function in LabVIEW-

68
Figure 2.21 A Sample of a White Noise Process.

50.0

R^
25.0

-15.0
-100

Figure 2.22 Autocorrelation Funcfion of a Sample White Noise Process.

69
CHAPTER III
MATHEMATICAL MODELING OF BEAM-TIP MASS
AND PENDULUM SYSTEM (MODEL 1)

3.1. Introductory Remarks


Flexible stmctures, depending on the type of constraints and loading, may
undergo rigid body motions as well as elasfic deformations. If these rigid body mofions
and elasfic deformations are small, a linear system is assumed and linear theories are used
to describe the behavior of the system. However, most flexible stmctures are susceptible
to large deformafions. In this case, the non-linearifies due to large amplitude vibrafions in
the stmcture begin to affect the motion. Such stmctures show very complex behavior and
the non-linearities cannot be ignored (Zavodney and Nayfeh, 1989).
Many stmctures can be modeled as a continuous beam with a concentrated mass
at the end (Laura et al, 1974; Sato et al., 1978; Storch and Gates, 1985; Gurgoze, 1986;
Zavodney and Nayfeh, 1989; Mustafa and Ertas, 1995; Cuvalci and Ertas, 1996). In this
chapter, the derivation of the equations of motion for the beam-mass and pendulum
system, Model 1, under random excitation is presented. The system is subject to white
noise random excitation. This configuration is a model of vibration absorbing
mechanism; tuning the pendulum may cause the large motions of the beam to subside.
First, the beam-tip mass and pendulum dynamics are respectively obtained using
D'Alambert's principle. The non-linear terms, up to third order, appear due to large
deflections of the beam and the coupling between the beam and the pendulum. Having
obtained the boundary conditions, Galerkin's discretization procedure was used in
conjunction with the eigenfunction to formulate the approximate ordinary differential
equafions of mofion. Only the first mode is considered in the analysis. The lengthy
integrals in these equafions are solved symboHcally, and the results were converted into
FORTRAN form using Maple V, a symbolic programming package, and then the
equations are non-dimensionalized. The acceleration coupling terms are eliminated, and
the non-dimensional equations are written in state space vector form in order to have the
possibility of writing the equafions in Markov vector form (Ibrahim, 1985).

70
tip mass
K)
Base Beam
massless
rod

at)
1. X

Figure 3.1 Model 1: Beam-Tip Mass-Pendulum System Under Random


Excitation.

3.2. Mathematical Modeling


The beam, shown in Figure 3.1, is cantilevered at the base, has mass and length
m^ and 4 , respectively, and carries a concentrated mass m^ at the tip. The pendulum with
length and mass, m^ and /^, is connected to the tip mass and oscillates about the axis of
the tip mass. A viscous damping is considered at the connection of the pendulum to the
tip. The following assumptions were adopted to facilitate the derivations of the system
equations of mofion (Crespo da Silva and Glynn, 1978; Rosen and Neer, 1985):
• The beam stmcture behaves like an Euler-Bemoulli beam; i.e., plane sections
before bending remain plane after bending.
• The material of the beam is homogeneous and obeys Hook's law.
• The beam is inextensible.
• The effects of the variations of the shear stresses across a section and the
rotary inertia of the beam are neglected. These assumptions are made since the
thickness of the beam is much smaller than its length. For short and stubby
beams, Timoshenko beam theory gives better results.

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)

where prime denotes derivative with resect Xo(^.


OiC,t) is the angular displacement of the beam as a function of location and time,
i.e., the angle of beam section d( makes with the x-axis at (^= s. From Figure 3.2, we
can write:

dx d(
cos(9 = ^— (3.2.a)

dv
di
sme = ^—. (3.2.b)
di

72
Figure 3.2 Deflection of Infinitesimal Beam Element.

Figure 3.3 Curvature of the Infinitesimal Deflected Beam Element.

Assuming that the beam is inextensible, then dx^d(^, and therefore

cos^= \-u' (3.3.a)

sin^ = v' (3.3.b)

where prime denotes the differentiation with respect to <^,

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:

[l-u'Y -\-v'^ = 1 . (3.4)

Differenfiating Eq. (3.3.b), and equating to Eq. (3.3.a) yields the slope-curvature
relationship as:

d(; Vi-v''

Most researchers, i.e., Zavodney and Nayfeh (1989), expanded the slope-
curvature relationship in binomial series and retained the desired non-linear 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

u{Ct) = C-\^^-y''d^- P.6)

The Euler-Bemoilli theory for the bending moment of the beam at any cross
section "s" is

M(s) = Elkis) (3.7)

where the radius of curvature is

kis)-' = — = 9'. (3.8)


ds

74
Now, substituting the slope-curvature relationship, Eq. (3.8) into Eq. (3.7) gives
the bending moment at (^ = s as:

V"
M{s) = EI-= . (3.9)
Vi-v'

The motion of the beam, shown in Figure 3.4, may be defined by four moment
equations generated by non-constraint 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 v-directions acting on the beam element
d^, located at (^ are
lb ^

Mu^ = - j pAii\ sin 6d(^drf (3.10)


5 S

/ ^ c
Mv^ = - j [>a4( vV y ^ cv\\ cos Odi^drj

Moments in u- and v- directions at ^ = /^;

Muj^ = \-{m, + 7w^ )M + m^lp ^j) cos ^ - ^^ sin (fm sin 0[ r/, t)dr] (3.12)
5

lb

Mv,^ =[-(m, +m^)v,(/,,/)-w/^[i^sin^(/,,0 + ^'cos^(/,,0]]Jcos^(;7,ry7. (3,13)


s

Equations (3.10), (3.11), (3.12), and (3.13) are called "integro-differenfial


equations" (Crespo da Silva and Glyrm, 1979).

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 second-order integro-differenfial 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

a' M{s) v"" 3v'v"v"' + v"^ + \f"\ 3v'V"^


= EI + L_J_ + (3.14)
ds' i 3
(i-v'')2 [i-v'^y (i-^'')

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'

d^Mv, -v'v" (3.18)


[(m,+mp)v,{lh,t) + mJp[^sm^(l„t) + ^'cos(/>{l„t)]
ds' (1-V-)

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 (i-v''y

Equation (3.19) is the acceleration constraint. Substitufing this into Equafions


(3.15), (3.16), (3.17), and (3.18) yields

lb i
d'Mu^ _ d V +VV V'V
drjd^ (3.20)
ds' ~S s 0 i^-v'f + (1-v'^y

d'Mv 4" v'v" -


ds'
\\pA[v4) + CV
(1-v-y (3.21)

-(l-v'^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 ^]

d'Mv, b _ - ^ ^ [ U + m J v , ( ^ . . 0 + ^p/p[^sin^(/„0 + ^'cos^(/„0]]. (3.23)


55^ (l1--v. -' ^) -

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:

M"{s) = M'' + M'J + M'' + M'' (3.24)


"i ^i "L ^L

or

v"" 3v'v"v"' + v"^ -\- v"^ 3v'V"^


EI + +
[\-v'')' (l-V')^ [\-v'')
.2 2
lb c
d_ V + vv VV
VJpAJ drjdi^
ds s 0 [l-v'Y {l-v''f
. ' , ." 'b

-h - ^ ^ ^ / [ ^ v + ^)-h cv]j^-(1 - v ' ^ ) ^ [ ^ ^ ^


( 11 —
- VV- ) 1 s

.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)^
(1-v-y (3.25)

In the derivation of Equation (3.25), we have retained the non-linear 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 non-linear terms and retain up to cubic terms, i.e., using
binomial expansion:

{\-v"y'''=l + -v"-... (3.26.a)

79
(l-v'^P=l-h v"-. (3.26.b)

(l-v'M"^=l + ^v'^-. (3.26.C)


^ ^ 2

(l-v'M^=l-lv'^-.. (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

v"J p4j v' + v' v' dTjd(^+ v'pA \v + v'v


s 0^ ^ 0 J@^=5

(L
jpAv + cvdC + pA{^^il,-s))
0
(3.27)

+(v'v") +(m,+mJ(v,(/„0 + ^) y + [l-^v"JpA{v{s,t) + cv + '4)


+fnj\i^cos(p-^'sin(/n

%f 2
•v"< (/w,+m^)J v' + v ' v ' dri-m^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
closed-form solution. Therefore, it should be transformed into ordinary differential
equation form, i.e., using one of the weighted-residual 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:

Boundary condition 1. Zero displacement: v(0,t) = 0.

In addition to the zero displacement, the slope at the same end is also zero due to
cantilever support; therefore

Boundary condition 2. Zero slope: v'(0,t) = 0

'^P^p" ^

m,g

Figure 3.5 Free Body Diagram of the Appendage.

81
The component of the shear force along v-direction can be expressed as:

Si cosO = {m,-\-m ){v-\-g)-\-m I d) sin (j)-ml


p p^
j)'sin (j) (3.29)
where

d'v{L,t) v'v"^
S,= = EI + (3.30)
ds
{\-v''Y' [i-y'^y
and

cos6l/ = ( l - v ' ' ) ' (3.31)

Therefore we obtain

.2
V
1111 y'y"^
EI + = {m^+m }{v-\-g)-^m I dfsin(^-m I S sin^. (3.32)
{l-v'')' (l-V^)
V

Similarly, u component of the shear force can be written as:

v'v"'
-EI = {m, + mp)ii{lf,,t) + m^lpi^^cos^ + ^' sin^y (3.33)
{l-v"Y' {\-v"y

Referring to Figure 3.5, the bending moment equafion @s = l,^ can be written as:

M,^=-JO-c^{0 +4 (3.34)

where, from Eq. (3.5), we have

Vn
0' = (3.35)
{X-v-Y

82
Then, the angle of the beam can be written as:

0is,t) = j ^i- (3.36)


0(1-V'')'

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 (i-v'y [\-v''Y' (i-i/'^y

3.4. Linear Solution


The goveming equation of the beam. Equation (3.27), does not admit a closed-
form solution. Therefore, an approximate solution is used for the analysis. We use the
linear solution of the beam equation as the approximate solution for the system.
Eliminating non-linear terms in Equation (3.27) yields

y""{s)-Va'y{s) = () (3.39)
where

r.4= pA (3.40)
EI

From boundary conditions:

@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

@s = l,, EIy" = Jco'y', or /'(Z^,/) = ^ / ( / „ 0 . (3.41.d)


EI

Characteristic equation for Eq. (3.39) can be written as:

X'-k^O)'=Q. (3.42)

The roots of the Eq. (3.42) are:

A, = kyj^, ^2 - -k4co , /^3 = ik4co , /I4 = -ikjo) (3.43)

Then it follows

y(s) = Cj cosllk^fo)s] + C2 sin(kyfcos) + C^ ee^{k4^s\ + C^ sinhf A:V6;5J (3.44)

where C,, C^, C3, C^ are determined from boundary conditions.


Applying boundary conditions 1 and 2 yields

C,-FCJ^O (3.45)

Q+Q=0. (3.46)

Substituting (3.45) and (3.46) into (3.44) yields

y{s) = C, [cos as - cosh as\ + Cj [sin cxs - sinh as] (3.47)

where

a = k^fco . (3.48)

84
Taking the derivatives of Equation (3.47) and applying the 3'^'^ boundary condition
yields

C (sin alf, - sinh a/^) +mo) j (cos al,^ - cosh a/^)


Ela'
(3.49)
+a -(cos a/^ -I- cosh or/^) + mco j (sin «4 - sinh a^) = 0
£/a^

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

Equations (3.49) and (3.50) constitute a 2X2 Wranskian Matrix as:

^11 ^12
=o (3.51)
^21 ^22

Since we are interested in finding a nonzero solution, we have the following


characteristic equation needs to be solved:

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

y{s) = [cos as - cosh as] + C[sin as - sinh as] (3.54)

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 closed-form
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 non-linear 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

vis,t) = f^ry.is)zXt) (3-55)

where
r : Scaling factor,
y.(s) : a set of orthonormal funcfions, usually a solufion of the corresponding

linear eigenvalue problem,


z.(t) : unknown time modulafions of the corresponding eigenfunctions or

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

v(s,t) = ry{s)z(t) (3.56)

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.

3.6. Derivation of the Equation of Motion of the Pendulum


The equation of motion of the pendulum is obtained by taking the moment with
respect to the joint of the bob to the tip mass (see Figure 3.6).

-^ i^ + —MCOS^ + — ( v - F g ) s i n ^ - H — ^ ( ^ + ^) = 0 (3.58)
P P P P

This equation represents the equation of motion of the pendulum, which is


oscillating at the free end of the beam-tip mass system.
The axial acceleration, given by equation (3.19), can be written as:

..f

V -\-v V v"v
w(f,0 = j + di (3.59)
{\-v'Y [\-v'')'

Expanding the dividends of Equafion (3.59) using binomial expansion, and


eliminafion terms of order higher than three yields

(3.60)

Also, the angular acceleration of the beam can be found as

sin^= v'

. t
0eos0 = v

or

88
(3.61)
2

Substituting (3.59) and (3.60) into (3.5^ yields

( 1 A
ii + —[ v' +v'v G?4'cos^ + —(v-i-^ + 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

Figure 3.6 Free Body Diagram of the Pendulum.

89
To apply the Galerkin method for this equation, subsfitufing (3.55) into (3.62) and
rearranging the result gives

ii + G,4-—(i' + z z ) c o s ^ + —fG,7Z + ^ + gjsin^


(3.63)
+ - ^ [ G „ z + iG„zzz^ + ^ | = 0
P P ^

where the coefficients in above equation are defined in Appendix B. Equation (3.63) is
the differential equation for the pendulum.

3.7. Non-dimensional Equations of Mofion

We can write the beam equation as

z + G^c.z'z + G^z z' + (Gg -I- Gji^cos ^ + Gjt' sin ^)z


z = —<G^c > [G.+G^z'). (3.64)
+fG9^-i- Gioi^sin^ + Gii^' c o s ^ V -i- G^^^^ + G,3^

Substituting

sin^ = ^ (3.65)
3!
and

cos^ = 1 - (3.66)
2!

into (3.64) yields

/ A^\ J.2
z + G^c.z^z + G^zr + G,+G;^ + G,<P (/>
V
2!^-y
z = -< G,c [G,+G,z'). (3-67)
( ^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^)% ^ 1-l-^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,

where G, (/ = 1,..,24) as formulated in Appendix B.


Also, inserting (3.65) and (3.66) into Equation (3.63), the pendulum equation
becomes

i* + - ^ « > + -!-(G„z + | + gV =
'"pip 'p

^ ( i ^ + z z ) + ^ ( z ^ + zz)^ (3.70)

- ^ ( G „ z + ^ g ) <!>'^ .
mj„ ^ ' o
p p

To non-dimensionalize the beam and the pendulum equations, these non-


dimensional quantities are introduced:

s= (3.71)

and

91
( Ej ^2
r= (3.72)
K^C J

Then, it follows:
ds = If^ds

'\-) =h" ds'


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 : non-dimensional reference space variable along the beam,
T : non-dimensional time,
T{T) : non-dimensional time function, and

<f(r) : non-dimensional random acceleration.

92
After non-dimensionalization, the non-dimensional quantifies are used, but the
bars are omitted for convenience. Substituting these non-dimensional definitions into
Equation (3.69), and also introducing

T(r) = At)

Q(r) =
m_

and

W{T) =
at) (3.73)

into Equafion (3.69), yields the non-dimensional beam equation as

A,f + Aj + [^3 + ^4(1 - ^ Q ' ) Q + ^,QQ']r


/ \
\2
A,tT' + Ajt' + A^QQQ + A^QQ
V (3.74)
+[A,,-A,,hy
-[A,, +A,J'- A,,T%T)

Non-dimensional pendulum equation is obtained by substituting non-dimensional


parameters into the Equation (3.70) as

Ap + A^P + \A^J-\-A^J^{T) + A^AQ

= -[A,j' + A,jf]{\ - A,,Q')- A,,t - AjT' (3.75)

+ [43^(r) + 4, + 4,r|Q^

In above equations A.(i = 1,2,...,27) are the coefficients of the non-dimensional


equation and they are as formulated in Appendix D.

93
As previously mentioned, parametric instability occurs in non-linear 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
(BEAM-TIP MASS-PENDULUM SYSTEM)
UNDER RANDOM EXCITATION

4.1 Introductory Remarks


The analysis of the non-linear systems under random excitafion is complex since
the system non-linearity resuhs in a profound change in the response characteristics
(Ibrahim, 1989). When non-linear interaction of multi degree of freedom systems are
studied, the approximation techniques such as linearization methods are not valid. In this
chapter, the modal interaction of Model 1 (beam-tip mass-pendulum system) subjected to
wide band random vibration is investigated. The stochastic solution procedure illustrated
in Figure 4.1 is used to develop the numerical analysis. The random excitation function
enters the non-linear equations of motion as a time dependent parameter in the
coefficients and causes system to undergo parametric vibration.
First, the non-linear inertia terms appearing on the right hand side of the equations
are eliminated by successive elimination and the system differential equations are
converted into the Markov state vector. Using Fokker Planck equation and Ito's
differential mle, the dynamic moment equations of the response are obtained to form an
infinite coupled set. Then, using moment closure techniques, Gaussian and non-gaussian
closure schemes, these equations are closed and numerical investigation has been made to
show the autoparametric interaction between the beam and the pendulum theoretically.
The resulting closed moment equations are solved numerically by using IMSL
(Intemational Mathematical and Statistical Library) FORTRAN subroutines. Mean
square response time histories (time domain) for the beam and the pendulum are plotted
against the frequency ratio (frequency domain) to show the autoparametric interaction
between the two modes of the system. Also, parametric study is carried out to determine
the effects of intemal resonance detuning and excitation spectral density level on the
mean square responses of the beam and the pendulum.

95
SYSTEM

D'Alembert's Principle

TWO D.O.F. PARTIAL


DIFFERENTIAL EQS. OF MOTION

Galerkin Method

TWO D.O.F. ORDINARY


DIFFERENTIAL EQS. OF MOTION

Non-dimensionalization

NONDIMENSIONAL ORDINARY
DIFFERENTIAL EQS. OF MOTION

Transformation into
State Vector Form

STATE EQUATION IN STANDRD


FORM

Markov Vector Form


(Stochastic Averaging)
ITO EQUATION FORM

I Ito's Differential Rule

DIFFERENTIAL EQUATIONS
FOR MOMENTS

Moment Closure Methods


APPROXIMATE DIFFERENTIAL
EQUATIONS OF MOMENTS

Numerical Integration

SYSTEM STATISTICS
(Mean Squares, variances, etc.)

Figure 4.1 Stochasfic Solufion Procedure.

96
4.2 Markov Process

The non-dimensional beam and pendulum equations obtained in Chapter III are:

A,f + A,t + [A, + A4{\-A,Q^)Q + A,QQ'y

r2 \2
A,Tr + Ajr + y^gQQQ + ^ o Q
(4.1.a)

-[A,, + A,J'-A,,T']^{T).

Afl + A,,Q + [A,J + A,;^{T) + A,,]Q

= -[A,j' + A,jf]{l - A,,Q')- A,,t - AjT' (4. Lb)


+ [A^t{T) + A,, + Aj]a'

where ^4. (/ = 1,2,...,27) are the coefficients of the non-dimensional equation and are
defined in Appendix D and where a prime mark represents differentiation with respect to
dimensionless time r .
Parametric instability occurs in non-linear 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 beam-tip mass-pendulum 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 non-linear 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 non-linear acceleration

terms, Q and f, on the right hand side, Eqs. (4.1) cannot be written in the Markov vector
form. Therefore, these non-linear 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 non-linearity
parameter

' ^e, (4.2)


A,

then it becomes

f + £A2t + £[A, + AXl-A,Q')Q + A^QQ']T


(4.3)
= -e[A,tT' + Ajf + A,,T'] - £[A,, + AJ']'^(T)

or
f = -eA,t - £[A, + A,{\ - A,Q')Q + A,QQ']T
= -£[A,tT' -F AJT' + A,,T'] (4.4)
-s[A,^AJ']^{r).

Following the same steps, the pendulum equafion becomes

Q + £A,,Q + [AJ + AJ{T) + A,,]Q


(4.5)
= -£[AJ' -F A,jft + A,,fT'] + £[A^^{T) + A,,Q']

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^T-P2j')[-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:

T = -B,T - BJ - Bpa'T + B,m + B,m + B.IUT


+ Bj'Q + B,Tt'+Bjt-B,j't-B,j' (4.8)
- [B,2 + B,,T+B,,m+B,,T' - B,,m']^{T)

where B. (i = 1,2,...,16) are the coefficients of the non-dimensional 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

R^iAt) = E[W(T)W{T + AT)] = 2DS{AT)

provided the Wong-Zakai correcfion term is considered (see Appendix H).


For the case of stochasfic systems which can be represented by equafions of the
form:

Y;=f Y„Y„...,¥„, W,(t),...,W„(T) (4.9)

99
where /{.}may be a non-linear funcfion of the state variables and the W-(T)aie white
noise processes, it is well-known that the state vector is a Markov process and the
Fokker-Planck equation is valid (Caughey, 1963; Lin, 1963). Therefore, to establish the
Markov state vector, we will write the non-dimensional equations in state vector form by
introducing the following coordinate transformation:

{T,t,Q,Q}^{X„X2,X,,X,} (4.10)

Then, the Eqs. (4.7) and (4.8) may be written as:

— X,=X2 (4.1 La)


dr

Xj = —B^Xj — ^2^^! ~ ^ 3 ^ i ^ 3 ^ 4 + ^04^1^4


dr
+ B^X^X^ + B^X^X^X^ + BjX^ X3 + B^X^X^ (4 j j ^^^
-f BgX^Xj — B^QX^ X2 — -Oii^i
- \B,2 + B,,X, + B,,X,X, + B,X - B,,XX]H^)

X, = X, (4.11.C)
dr

^ X,= -P,X, - P2X, - P.X^X, + P,X,X, - P.X^'


dr
-P,X2 -PX^2 + Ps^3 + P^X.X^ + P,X (4.1 l.d)
- [i^, -F P,2X, -F P,,X, + P,XX, - PX]w{r)-

Equafion (4.11) can be written in Markov Vector form, which is

X = f{x,r)^G{x.r)W{r) (4.12)

where

100
f{x^ r ) : a vector whose elements are linear and non-linear fiincfions of
the state coordinates X.
G{x, r) is a 2x2 matrix whose elements are also linear and non-linear.
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

R.XT') = JU'S{T') (4.14)


where

( ^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

the Dirac delta function.


Equations (4.11) can be rewriten in Ito Equation form as

dXj =mj{x,T) + aj,^{x,T)dB,^{T) (4.16)

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)

with incremental property:

E[dB,{T,)] = 0.

The drift coefficients are found by using


u

mj{x,T) = fj + \ qAx,T)q,(x,T + T')E[f,(T)fXT+T')] dr'. (4.17)


dxj

Therefore,
/Wj = X2 (4.18)

7^2 = -B,X2 -B2X, -B,X,X,X,' +B,X,X,


+ B,X,X, + B,X,X2X, + B,X,'X, + B,XX (4.19)
+ BgX^X2- B^QX^ ^ 2 ~ ^11^1

/W3 = X^ (4.20)

m, = -P,X, - P2X, - P3^2^3 + ^4^1^3 - PsX^ (4.21)


- P,X2 - PX^2 + P.^' + ^9^1^2 + ^ 0 ^ 1

The diffusion coefficients are found from.

a,a,I = ]gjX^,T)g^{x^T + T')E[FXr)FXT^T')]dT' (4.22)

Therefore, from Equafion 4.15, the diffiision coefficients are obtained as:

102
^u^u ^2i<^ii =cr3i<^n =cr4,cr„ = 0

<^21<^21 [-(^12+^13^, +^14^1^3 + 5 , 5 ^ , ' - 5 , 6 ^ 1 ^ 3 ' ) ] ^ ^

<^11<^21 ^^31^21 =<^3iC^3i =cr2,cr3, = 0

0-4,0-2, • -[Pu + ^12^3 + PuX, + P,XX, - P,X)


(4.23)
•{B,2 +B,,X, +B,,X,X,+B,X-B,,XXy

C^4lC»"31 <^3i<^4i =cr,,cr4, = 0

o-2,cr4, cr4,cr2,

C^4lC^41 = [Pu + PnX, + P,,X, + P,XX, - P,sX,')'p'

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,-—-F-cr,.,cr;,
' dY 2 ii^ ji dYfiY. ''dY '

Taking an ensemble average of the above equation, using the property

E[dB,(T,)] = 0

and dividing through by dr yields

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

-B,X2 -B2X, -B,X,XX +B,X,X, ^


-F +B,X,X,+B,X,X2X, +B,X,'X,+B,XX
+B,X,X2-B,XX2-B,X
•£X,'X2'~'X,'"X,"
+x,mx:xJxr'x I XT m-\ T/- n

(
-P,X4 -/>2^3 - ^ 3 ^ 2 ^ 3 + ^ 4 ^ , ^ 3 -^5^2
+
-p,X2-P,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;~'

where £"[.] denotes expectation.


Equation (4.25) is the general differenfial equation of the moments of
order A: + ^ + m + « . The system of moment equations constitutes an infinite hierarchy in
the sense that the differential equation of lower order contains terms of higher order
(Ibrahim, 1985) and it may be closed by an appropriate closure scheme, such Gaussian
and non-Gaussian closure schemes. The criteria for choosing an appropriate closure
scheme is given in section 2.2. Among the three criteria, the second and third criteria are
considered in the present study because of the multi-dimensionality of the problem. To

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 non-Gaussian 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 semi-invariants are statistical functions and they represent the
degree of the response from being Gaussian distributed (Ibrahim and Soundararajan,
1985). The advantage of the cumulant-neglect closure methods lie in the fact that under
certain conditions, for example, when the system is far away from bifurcation or
instability, higher order cumulant-neglect closure methods offer progressively better
approximation of the response stafistics (Sun and Hsu, 1987).

4.3 Gaussian Closure Scheme


Equation (4.25) constitutes an infinite set of coupled moment equations that may
be closed via one of the closure schemes. Using Equation (4.25), the closed system
differential equations are found using symbolic calculation packages Maple V and
Mathematica.
For the Gaussian closure scheme, the cumulants of Jf,, X2, X^, and X^ (or T,
t,Q, and Q ) of order higher than two are set to zero, for example,

K,[X,'] = K,[X2'] = ic,[x,'] = K,[X,'] = 0 (4.26.a)

^3[^,'^2] = '^3[^l'^3] = '^3[^l'^4] = 0 (4.26.b)

K,[X2'X] = K:,[X2'X,] = KIX2'X,] =0 (4.26.c)

K,[X,'X,] = fc,[x,'X2] = fc,[x,'X,] = 0 (4.26.d)

K,[X/X,] = K,[X,'X2] = fc,[x,'X,] = 0 (4.26.e)

and

105
K\X:]=K,[X2']=K,[X:]=K\X:]=O (4.26.f)

K,[X,'X2X,] = K,[X,'X,X,] = 0 (4.26.g)

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):

Third-order moments:

E[X,X,X,] = YE[X,IX,X,]-2E[XIX.IX,] (4.27)

Fourth-order 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:

— E\XA = -P\XA-P2X3>-PZX2X2> + PAX\X2>-P5X2'-P6X2


dt ^ '^ (4.29.a)
- PI X\' X2 + P8 X3,' + P9 X\ X2 + PIO ^ l '

\
d_ ^ PIX4-P2X3-P3X2X3 + P4X\X3-P5X2'
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

f-P\X4 - P 2 ^ 3 - P3X2X3 + P 4 ^ 1 ^ 3 - P5^2^2 "i


-E[X,X,] = X4' + X3 (4.29.d)
•P6^2 - P7X1' X2 + PSX3' + P 9 ^ 1 ^ 2 + PlOXl'

— E\XA = 2X4X3 (4.29.e)


dt •• '•'

E[X2] = -BIX2-B2XI-B3X\X3X4'+B4XIX4 + B5XIX3


dt
+ B6X\X2X3 + B7X\' X2 + BSX\X2'+B9X\X2 (4.29.f)
- BIO X\' X2 - BU XI'

-BIX2-B2X\-B3XIX3X4^+B4X\X4 + B5X\X3
j,4^.^,h +B6 XIX2 X3 + B7 Xl^ X2 + BS X\ X2^ + B9 XIX2 X4
-BlOXf X2-BnX\'
(4.29.g)
•PIX4-P2 X 3 - P3X2 X3 + P4XIX3-P5X2' -P6X2
+ ^ P7 X\' X2 + PS X3' + P9 X\ X2 + PIO X l ' X2

+ (P11 + P12*X3 + P13*X1 + P14*X1'*X3 + P15*X1^3)


-[-B\2-B\3X\-B\4X\X3-B\5X\^+B\6X\X3^)//

^-51X2-52X1-53X1X3X4'+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'

^-51X2 - 52 XI - 53 XIX3 X4' + 54 XIX4 + 55 XIX3^


d_E[X2'] = 2 +56 X I X 2 X3 + 57 X l ' X2 + 58 X I X 2 ' + 59 XIX2 X2
dt (4.29.i)
-510X1'X2-51 i x r
V

+ (-512-513X1-514X1X3-515X1'+516X1X3')%'

107
-E[X,]-X2 (4.29.J)

— £[X,X4] = X 4 X 2
dt •• ' ^J
(4.29.k)
f-PlX4-P2X3-P3X2X3 + P4XlX3-P5*X2'
+ XI
•P6 X2 - P7 XI' X2 + P8 X3' + P9 XIX2 + PIG Xl'

— £[X,X3] = X2 X3 + X4 XI (4.29.1)
dt ^ ^

^-51X2 - 52 XI - 53 XIX3 X4' + 54 XIX4 ^


— 4 X , X J = X2' + +55 XIX3 + 56 XIX2 X3 + 57 Xl' X2 XI (4.29.m)
+58X1X2'+59X1 X2-51GX1'X2-511X1-
J

— E\X'] = 2X2XI (4.29.n)


dt ^ ^

- 4 X 4 ] = -/^X4-P2X3-P3X2X3+P4X4X3-P3X2^
(4.29.0)
-P,X2-P,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)

To do this a symbolic calculation package, Mathematica, is used. Then 14 first-order


coupled Gaussian differential equations in moment form are converted into FORTRAN
format and inserted into the numerical analysis FORTRAN program. The resulting closed
moment equafions are solved numerically by using IMSL (Intemational Mathematical
and Stafistical Library) FORTRAN subroufines, DIVPAG and DIVPRK. DIVPRK is the
double precision numerical solution subroutine of an initial value problem using Runge-

108
Kutta-Vomer fifth-order and sixth-order method. DIVPAG is also a double precision
numerical solufion subroutine for an inifial value problem using an ADAM-Moulton or
Gear method.

4.4. Non-Gaussian Closure Scheme


Non-Gaussian closure scheme is another method for approximafing the
probability density function of a given process. For the Gaussian closure scheme, the
cumulants of X,, Xj, X3, andX^ (or 7, J , Q, and Q) of order higher than four are
set to zero, for example:

K, X^ X^ = '^5 X^ =0 (4.31.a)
^ 1 ^ = ^^5 = '^5 ^3 ^4

K, = K, x^\2 = K, X^X^X^ =0 (4.3 Lb)


^1 ^ 2

in which case, the third- and fourth-order moments are formulated in terms of first- and
second-order moments using the formulae(Appendix G):

Fifth-order moments:

E\X,X,X,X,X,\ = J^E{X:\E{X,X,X,X„Y1Y^E\X,\E{X\E\X,X,X,\

+ 6 t E{X, \E\X;\E\X, \E{X,X„\ - if^ E{X, \E\X^X, \E\X,X^ ]


(4.32)

^^E{X,X\E\X,X,X:\-^AE{X;\E\X\E\X,\E\X\E\X„\

109
Sixth-order 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 fifth-order and 82-sixth order moment terms are written in terms of the lower order
moments in the numerical analysis program.
For non-Gaussian analysis, equation (4.18) yields the closed system differential
equations which consist of 69 differential equations. The non-Gaussian 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 non-Gaussian
closure moments are defined in FORTRAN form in Appendix I. For example:

dm0202 = -2*Bl*m0202 - 2*B3*m0100*ml014 - 2*B2*mll02 -i-


2*B4*mll03 -t-
2*B5*mlll2 + 2*B9*ml202 -t- 2*B6*ml212 -i- 2*B8*ml302 +
2*B7*m2112 - 2*B10*m2202 - 2*Bll*m3102 -i- B12**2*m0002*mu2 -
2*B12*B13*ml002*mu2 -i- 2*B12*B14*ml012*mu2 -
2*B12*B16*ml022*mu2 -t- B13**2*m2002*mu2 +
2*B12*B15*m2002*mu2 + 2*B13*B14*m2012*mu2 -i-
B14**2*m2022*tnu2 - 2*B13*B16*m2022*mu2 -
2*B14*B16*m0001**2*m2030*mu2 + B16**2*m0001**2*m2040*mu2 +
2*B13*B15*m3002*mu2 + 2*B14*B15*m3012*mu2 -
2*B15*B16*m0001**2*m3020*mu2 + B15**2*m4002*mu2 -
2*m0202*Pl + 2*m2201*P10 - 4*B12*m0101*mu2*Pll -
4*B13*mll01*mu2*Pll - 4*B14*mllll*mu2*Pll -i-
4*B16*mll21*mu2*Pll - 4*B15*m2101*mu2*Pll +
m0200*mu2*Pll**2 - 4*B12*m0111*mu2*P12 +
4*B16*m0100*ml031*mu2*P12 - 4*B13*mllll*mu2*P12 -
4*B14*mll21*mu2*P12 - 4*B15*m2111*mu2*P12 -f-
2*m0210*mu2*Pll*P12 + m0220*mu2*P12**2 -
4*B12*mll01*mu2*P13 - 4*B13*m2101*mu2*P13 -
4*B14*m2111*mu2*P13 + 4*B16*m2121*mu2*P13 -
4*B15*m3101*mu2*P13 -i- 2*ml200*mu2*Pll*P13 -i-
2*ml210*mu2*P12*P13 + m2200*mu2*P13**2 -

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)

The 69 first-order coupled non-Gaussian differential equations are converted into


FORTRAN format and then directly inserted into the FORTRAN numerical analysis
program. The same FORTRAN algorithms used for Gaussian analysis, DIVPAG and
DIVPRK, used to integrate the coupled differential moments equations.

4.5 Results and Discussions


The input data used for both gaussian and non-gaussian numerical analysis is
shown in Table 4.1. The data is in SI units. For the numerical analysis, the natural
frequency of the beam is kept constant at 3.07 Hz, and the pendulum length was
calculated to adjust the frequency ratio depending on the natural frequency of the beam,
which is:

c^pe.M.. = ^ (4-35)

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 2.53E-03,
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 3.69E-03 for r^ = 0.40 (Figure

4.4) and at 3.74E-03 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

3.67E-02 for r^ =0.40 (Figure 4.5) and at 4.20E-02 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.

Table 4.1 Input Data for Numerical Analysis

b, Beam length 0.366

b Beam width 2.54E-02

h Beam thickness 1.60E-03

tm Tip mass 0.216


m^ Pendulum mass 7.50E-02

^ Excitation 1.25E-05

P Specific weight of the beam 7.83E+03

c Beam damping 0.35

S Pendulum viscous damping 2.50E-04

g Specific gravity 10

EI Beam stiffhess 1.1373974

(Ot Beam's natural frequency 3.07

112
3.0E-03

m2000

0 500 1000 1500 2000 2500 3000

time, T

Figure 4.2 Gaussian Analysis, Mean Square Response of the Beam,


r^ =0.50, exd = l25E-5.

113
1.2E-01

1.0E-01

8.0E-02
m,0200

3000

Figure 4.3 Gaussian Analysis, Mean Square Response of the Pendulum,


r^ =0.50, exd = \.25E-5.

114
5.0E-03

4.0E-03

m2,000
3.0E-03

2.0E-03

1.0E-03

O.OE-t-OO
0 500 1000 1500 2000 2500 3000

time, T

Figure 4.4 Gaussian Analysis, Mean Square Response of the Beam,


r^ =0.40, exd = \l'SE-S.

115
4.0E-02

^0200 3.0E-02

2.0E-02

1 .OE-02

O.OE-HOO

0 500 1000 1500 2000 2500 3000

time, T

Figure 4.5 Gaussian Analysis, Mean Square Response of the Pendulum,


r^ =0.40, exd = \.25E-5.

116
5.0E-03

4.0E-03

m2000 3.0E-03

2.0E-03

1.0E-03

O.OE+00
0 500 1000 1500 2000 2500 3000

time, T

Figure 4.6 Gaussian Analysis, Mean Square Response of the Beam,


r^ =0.60, exd = \.25E-5.

117
4.0E-02

3.0E-02
m.0200
2.0E-02

1 .OE-02

O.OE-^00
0 500 1000 1500 2000 2500 3000

time, T

Figure 4.7 Gaussian Analysis, Mean Square Response of the Pendulum,


r^ =0.60, exd = \.25E-5.

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 non-linear
modal interaction. For example, Li and Ibrahim (1988) used Gaussian analysis and found
it inadequate to observe the modal interaction in a three degrees-of-freedom system. Then
they considered non-Gaussian closure approach and were able to observe the
autoparametric interaction. They also showed that non-Gaussian solution yielded
stafionary response, which was not the case for Gaussian solufion. Ibrahim and Orono
(1991) showed that both Gaussian and non-Gaussian schemes could adequately
determine the four and more mode interaction in the non-linear flutter of panels.
However, this conclusion applies only to systems with stiffness non-linearity that does
not result in intemal resonance conditions.

119
4.5E-03

m2000
3.5E-03

2.5E-03

1.5E-03
0.35 0.65

Frequency ratio (r^)

Figure 4.8 Gaussian Analysis: Dependence of Mean Square Responses of


the Beam on the Frequency Ratio, exd = 1.25^ - 5.

120
1.2E-01

m,0200
8.0E-02

4.0E-02

O.OE+00
0.35 0.4 0.45 0.5 0.55 0.6 0.65

Frequency ratio (/y)

Figure 4.9 Gaussian Analysis: Dependence of Mean Square Responses of


the Pendulum on the Frequency Ratio, exd = 1.25^ - 5.

121
1.2E+00

1.1E+00
/W2000

6.0E-01
0.35 0.4 0.45 0.5 0.55 0.6 0.65

Frequency ratio (r^)

Figure 4.10 Gaussian Analysis: Dependence of Normalized Mean Square


Responses of the Beam on the Frequency Ratio, exd = 1.25£' - 5.

122
m,0200

1.5E+00

1.0E+00

5.0E-01
0.3 0.35 0.4 0.45 0.5 0.55 0.6 0.65 0.7

Frequency ratio (r^)

Figure 4.11 Gaussian Analysis: Dependence of Normalized Mean Square


Responses of the Pendulum on the Frequency Ratio, exd = \.25E - 5.

123
3.0E+00

0.3 0.35 0.4 0.45 0.5 0.55 0.6 0.65 0.7

Frequency ratio ir^)

Beam Mean Square Response, Normalized


Pendulum Mean Square Response, Normalized

Figure 4.12 Gaussian Analysis: Dependence of All Normalized Mean Square


Responses of the Beam and Pendulum on the Frequency Ratio,
exd = \.25E - 5.

124
Ibrahim et al. (1993) showed that Gaussian closure failed to predict the second
mode bifurcation, whereas both non-Gaussian and Monte Carlo simulation predicted
second mode bifurcation in terms of axial load, excitation spectral density, and damping
ratios for a clamped-clamped beam under wide band random excitation.
The non-Gaussian 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
non-linear systems is difficult and not available (Sun and Hsu, 1987). Sun and Hsu
compared Gaussian and non-Gaussian 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 cumulant-neglect closure
method, up to fourth order, becomes inadequate. In this research, it is observed that the
non-Gaussian analysis for excitation of \.25E - 5 did not yield a stationary response, as
seen in Figure 4.13. After some trial mns for non-Gaussian, the excitation for non-
Gaussian closure scheme was chosen as 1.25E-7 for all mns. The time history records of
the mean squares for non-Gaussian closure scheme are shown in Figures 4.14-4.19 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 1.49E-05, and mean square
response of the pendulum becomes stationary at 1.68E-05, both approximately when
2" = 400. Beam mean square response becomes stationary at 1.82E-05 for
r^ =0.40(Figure 4.16) and at 2.50E-05 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 7.72E-06 for r^ = 0.40(Figure 4.17) and at 7.58E-06 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.

3.5E-03

3.0E-03
m,0200 T-
•V
2.5E-03

2.0E-03

1.5E-03

1.0E-03

5.0E-04
•.V
0.0E-^00
0 500 1000 1500 2000 2500 3000 3500
time (r)

Figure 4.13 Non-Gaussian: Mean Square Time Series of the Beam,


r^ =0.50, exd = \.25E-5.

126
1.6E-05
_^)iiiifimtif'itwtNtiUMm imit.w mitom/i-m 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

/
1.2E-05
''^ooo
8.0E-06

4.0E-06

O.OE+00
500 1000 1500 2000 2500 3000
time (r)

Figure 4.14 Non-Gaussian Analysis, Mean Square Response of the Beam,


r. = 0.50, exd = 1.25£ - 7 .

127
2.0E-05

1.5E-05

m,0200
1.0E-05

5.0E-06

O.OE+00
0 500 1000 1500 2000 2500 3000

time (r)

Figure 4.15 Non-Gaussian Analysis, Mean Square Response of the


Pendulum, r^ = 0.50, exd = 1.25E -1.

128
2.0E-05

1.5E-05
m
2000

1.0E-05

5.0E-06

O.OE+00
500 1000 1500 2000 2500 3000

time (r)

Figure 4.16 Non-Gaussian Analysis, Mean Square Response of the Beam,


r^ =0.40, exd = \.25E-l.

129
2.0E-05

/w,0200
1.5E-05

1.0E-05

5.0E-06

O.OE+00
0 500 1000 1500 2000 2500 3000

time (r)

Figure 4.17 Non-Gaussian Analysis, Mean Square Response of the


Pendulum, r^ = 0.40, exd = \.25E - 7.

130
3.0E-05

2.5E-05

^^2000 2.0E-05

1.5E-05

1.0E-05

5.0E-06

O.OE+00
500 1000 1500 2000 2500 3000

time (r)

Figure 4.18 Non-Gaussian Analysis, Mean Square Response of the Beam,


r^ =0.60, exd = \.25E-l.

131
1.0E-05

8.0E-06

''^0200 6.0E-06

4.0E-06

2.0E-06

O.OE+00
0 500 1000 1500 2000 2500 3000
time (r)

Figure 4.19 Non-Gaussian Analysis, Mean Square Response of the


Pendulum, r^ = 0.60, exd = \.25E - 7 .

132
3.0E-05

2.5E-05
m2000
2.0E-05

1.5E-05

1.0E-05
0.35 0.4 0.45 0.5 0.55 0.6 0.65

Frequency ratio [r^)

Figure 4.20 Non-Gaussian Analysis: Dependence of Mean Square


Responses of the Beam on the Frequency Ratio, exd = \.25E - 7 .

133
2.00E-05

1.50E-05

m.0200
1.00E-05

5.00E-06

O.OOE+00
0.35 0.65

Frequency ratio ir^)

Figure 4.21 Non-Gaussian Analysis: Dependence of Mean Square


Responses of the Pendulum on the Frequency Ratio,
exd = \.25E -1.

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

Frequency ratio ir^)

• Beam Mean Square F^sponse


• Pendulum Mean Square f^sponse

Figure 4.22 Non-Gaussian Analysis, Change of Mean-Square Response of


the Beam and Pendulum with the Frequency rafio (exd=1.25E-7).

135
upon completion of the non-Gaussian 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 non-Gaussian analysis (Figure 4.23). However, the non-Gaussian closure
solution yielded higher mean square response for the pendulum (Figure 4.24). To show
the difference between the Gaussian and the non-Gaussian 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 non-Gaussian 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; Ekwaro-Osire, 1993). Figure 4.26 shows

that, for W(T) = \.25E-1 , 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 non-Gaussian analysis are about the same when
frequency ratio is away from 0.50, which shows that there is less non-linear interaction
and results in less energy transfer from the beam to the pendulum.

136
1.6E-05

1.2E-05

m2000
8.0E-06

4.0E-06

O.OE+00
0 500 1000 1500 2000 2500 3000
time (r)

Figure 4.23 Gaussian Analysis, Mean Square Response of the Beam,


r^ = 0.50, exd = USE - 7 .

137
1.0E-05

8.0E-06

m.0200 6.0E-06

4.0E-06 -

2.0E-06

O.OE+00
0 500 1000 1500 2000 2500 3000

time (T)

Figure 4.24 Gaussian Analysis, Mean Square Response of the Pendulum,


r^ = 0.50, exd = USE -1.

138
2.00E-05

Non - Gaussian
r^ ^^)f^^AT^W4vM'-A*'4A>|^W•|»>'>>^^|^^V«V'«w^<J*

1.50E-05 /

m 0200 /
f

1.00E-05
Gaussian

5.00E-06 /
/
/
/

/
O.OOE+00
0 500 1000 1500 2000 2500 3000
time (r)

Figure 4.25 Mean Square Responses of the Pendulum for Gaussian and
Non-Gaussian Analysis, r^ = 0.50, exd = 1.25£' - 7 .

139
2.0E-05

1.6E-05
m,0200
1.2E-05

8.0E-06

4.0E-06

O.OE+00
0 500 1000 1500 2000 2500 3000

time (T)

Figure 4.26 Gaussian Analysis, Mean Square Response of the Pendulum,


r^ =0.60, exd = USE-l.

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) = USE-7 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 non-Gaussian 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 4.29-4.32.
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
non-Gaussian analysis. These results show that the pendulum starts to be excited when
the excitation level is sufficiently large.

141
2.1E-05

nu.000

1.7E-05

1.3E-05
0.3 0.35 0.4 0.45 0.5 0.55 0.6 0.65 0.7

Frequency ratio (r^)

Figure 4.27 Gaussian Analysis: Dependence of Mean Square Response of


the Beam on the Frequency Ratio, exd = USE - 7 .

142
9.0E-06

7.0E-06

m,0200
5.0E-06

3.0E-06

1.0E-06
0.3 0.35 0.4 0.45 0.5 0.55 0.6 0.65 0.7

Frequency ratio (/y)

Figure 4.28 Gaussian Analysis: Dependence of Mean Square Response of


the Pendulum on the Frequency Ratio, exd = 1.25^ - 7 .

143
1.6E-04

1.2E-04
'^ooo

8.0E-05

4.0E-05

O.OE+00
O.OE+00 2.0E-07 4.0E-07 6.0E-07 8.0E-07 1.0E-06 1.2E-06

Excitation Level, W{T)

Figure 4.29 Gaussian Analysis: Dependence of the Beam Mean Square


Response, W2000. on the Excitafion Level, W[T) .

144
5.0E-04

4.0E-04

m,0200

1 .OE-04

O.OE+00
O.OE+00 2.0E-07 4.0E-07 6.0E-07 8.0E-07 1.0E-06 1.2E-06

Excitation Level, W[T)

Figure 4.30 Dependence the Pendulum Mean Square Response, /W0200' on the
Nondimensional Excitation Level, W{T) .

145
3.0E-04

2.5E-04

2.0E-04
^ 2 000

O.OE+00
OOE+OO 5.0E-07 1.0E-06 1.5E-06 2.0E-06 2.5E-06

Excitation Level, W(T)

Figure 4.31 Non-Gaussian Analysis: Dependence of the Beam Mean Square


Response on the Excitation Level.

146
1.OE-02

m,0200 7.5E-03

5.0E-03

2.5E-03

O.OE+00
O.OE+00 1.0E-06 2.0E-06 3.0E-06

Excitation Level, W{T)

Figure 4.32 Non-Gaussian Analysis: Dependence of the Pendulum Mean Square


Response on the Excitation Level.

147
Cuvalci (1992) has invesfigated the dynamic behavior of the beam-pendulum-tip
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
non-Gaussian 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 non-linear two degrees-of-freedom 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 3-degrees-of-
freedom stmctural model, Li and Ibrahim (1989) showed that the Gaussian closure
scheme fails to predict the existence of the autoparametric interaction for a 3-degrees-of-
freedom model under wide band random excitation. In their study, contrary to the
Gaussian closure scheme, the non-Gaussian 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 quasi-stafionary response while the non-Gaussian
solution gave a strictly stationary solution.

148
• Beom Response

Figure 4.33.a Beam-Tip Mass-Pendulum System under Periodic


Excitation: Numerical Investigation: Beam Response (Cuvalci,
1992)

o Pendulum Response

.'.

Critical
Region
O
A' B'
6.
2.6 2.9 3.0 3.1 3.2 3.3
0(H2)

Figure 4.33.b Beam-Tip Mass-Pendulum System under Periodic


Excitafion: Numerical Invesfigafion: Pendulum Response (Cuvalci,
1992)

149
4.5 Conclusions
Markov process and the Fokker-Planck equation approach used to derive the
moment equation. The numerical invesfigation of this research includes the application of
Gaussian and non-Gaussian 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 non-Gaussian 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 non-Gaussian solution does not predict
the system response. This may be due to the higher order non-linear terms included in the
non-Gaussian closure analysis, but not in the Gaussian closure analysis.
By comparing the Gaussian and the non-Gaussian closure scheme results, it is
observed that the non-Gaussian closure scheme predicts irregular fluctuations about the
horizontal level. These irregular fluctuations indicate instability in the non-Gaussian
closure scheme prediction. For the same system parameters and excitation level, the
Gaussian closure scheme is stable. It is seen that the non-linearity of the system has a
significant effect on the response characteristics.

150
CHAPTER V
EXPERIMENTAL STUDY OF MODEL 1
(BEAM-TIP MASS AND PENDULUM SYSTEM)
UNDER WIDE-BAND RANDOM EXCITATION

5.1 Introductory Remarks


The experimental investigafion of the response of nonlinear systems under
random excitation is very valuable both to verify the analytical results and to provide a
physical insight into the complex response characterisfics.
In this section, the response of the beam-tip mass-pendulum system to random
excitation is observed and analyzed experimentally. The experimental setup is illustrated
in Figure 5.1. A set of experiments is conducted to determine the autoparametric
interaction between the beam and the pendulum in the neighborhood of the frequency
ratio of r^ = 0.50.
The measurements include time history records, mean square response curves,
mean square responses versus intemal detuning parameter, power spectral density, and
autocorrelation functions for different response regimes.

5.2 Experimental Model


The model used in the experimental investigation is shown in Figure 3.1. It is a
spring beam with a tip-mass. A pendulum is attached to the tip mass, which is used as
autoparametric vibration absorber for this system. The beam is constrained to a mass,
which is placed on a shaker.
The objecfive of the experiment is to determine the nonhnear interacfion between
the first two modes of the system. In order to satisfy the autoparametric interaction
requirements, summarized in Chapter I, the rafio of the first two natural frequencies is
changed in the neighborhood of ly = 0.50. This rafio is called as the intemal detuning
ratio (Ibrahim, 1989). For this system the intemal detuning ratio is the rafio of the natural
frequency of the beam to that of the pendulum, i.e..

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.

OPTO-DIGITAL
DEVICE

DAQ PORTS

DAQ SIGNAL
r
s, •
ENCODER

STRUCTURAL
ACCELEROMETER(S) MODEL

EXCITATION
SIGNAL
POWER
AMPLIFIER

FEEDBACK SIGNAL

Figure 5.1 Schematic Diagram of the Experiemental Setup.

5.3. Experimental Setup


The equipment to be used for mnning the experiment and the subsequent data
analysis is shown in Figure 5.1. We can divide the system into four categories:
1. Signal Generator and Controller System,
2. Shaker System,

152
3. Data Acquisition Equipment,
4. Data Processing Equipment.

5.3.1 Signal Generator and Controller Svstem


Signal Controller, is a PC-based digital controller designed by Data Physics. It has
a dynamic controller analyzer and called ACE. The specificafions of this controller are:
- TI 32 bit, 50 MHz, Floating Point DSP,
- 20 Khz Real Time Tri-Spectmm Averaging,
110 dB Dynamic Range,
- 2-High Performance 16 bit Sigma Delta ADC's,
- 2-16 bit Sigma Delta DAC's for Independent Waveforms.

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 feed-back 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

Figure 5.2 Closed Loop, Continuously Compensated Random Vibration


System Block Diagram.

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 1-in.
peak-to-peak maximum table displacement. The frequency range of the shaker is 2 Hz -
3000 Hz. The cooling system of the shaker consists of a built-in blower that provides
forced-air cooling.
A MB Dynamics S Series Power Amplifier is used to derive the shaker. The S
Series amplifier is solid-state and designed to drive electrodynamics vibration exciters. It
uses Class-D 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 air-cooled and housed in a sturdy metal cabinet. It
consists of a D.C. power supply, an audio module, expansion or fan-out 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
fan-out 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
full-wave 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 pick-up 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..

Acceleration: a = Asin{27rft) (5.2)

f -A
Velocity: v = adt = cos(27ft) (5.3)
•' 2;?^

Displacement: d=\vdt = ^sin(2;r/'0 (5.4)


(2^)
1-D accelerometers measure the component of the accelerafion in one particular
direction. When three accelerometers combined in a single unit, the accelerafion can be
measured simultaneously in 3 orthogonal direcfions.

5.3.3 Data Acquisifion Equipment


A piezo-film transducer is used in order to monitor the deflecfions of the beam.
This is a piezoelectric material based on polyvinylidene fluoride (PVDF). Polyvinylidene
fluoride is a long chain semicrystaline polymer containing repeating units of CH2-CF2.

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 opto-digital angle measurement
system (Ertas and Mustafa, 1992). This opto-digital 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 1771-IJ) counts these pulses. These counts pass
through a programmable control (Allen Bradley 1771-OFE), 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 Opto-Digital 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\ \

.io<>^ i ' 1 1 1 '—1 ' 1 ' 1 ' 1 1 — M i l


• ISO -90 0 90 IK)
Rowion ( D c p e c t )

Figure 5.3 Calibration Chart of an Opto-Digital Angle Measurement


System (Ertas and Mustafa, 1992).

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 signal-condifioning device for accelerometer
readout. This unit is a dual integrator portable power source for ICP type voltage-mode
accelerometers. This unit is powered by two 9V NEDA 1604 batteries which supply
constant current to the voltage-mode accelerometer. This unit also has a bias monitor
meter to test transducer, cables, connectors, and batteries for trouble-free operation. The
transducer is operated by a constant-current of 2niA set by a constant-current diode. The
front panel contains a color-coded bias monitor voltmeter, the "XDCR" jack, the signal
output jack labeled "SCOPE", an "ON-OFF 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 low-noise electronics.
A National Instmments NB-MI0-16XL board coimected to a Macintosh
computer is used as the data acquisition hardware. The outputs of the Opto-Digital angle
measurement system for pendulum and the piezo-film transducer attached to the beam are
fed into the computer, where the 16-channeI analog-to-digital 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 NB-MI0-16XL performs both multiple A/D of a set number of samples and
single A/D conversions. It supports acquisifion-sampling rates up to 55 kHz, and has a
fast 16-bit ADC with up to 16 analog inputs and channel independent programmable
gains.

5.3.4 Data Processing


The National Instmments application software LabVIEW is used in order to
process the data acquired. The data is written into an ASCII file for storage.. LabVIEW is
a graphical program development environment. The difference between this
programming language and other conventional languages, i.e., C, Basic, and FORTRAN,
is that other development systems use a text-based languages to create languages of code,
while LabVIEW uses a graphical programming language to create programs in block
diagram form. LabVIEW programs are called virtual instmments (Vis) because their
appearance and operation imitate actual instmments. A virtual instmment consists of two
units, namely, a software front panel and a block diagram that uses icons and data flow
wires to specify an applicafion. One of the advantages of using LabVIEW is that it has
ready-to-use built in tools and functions for data analysis, including signal processing,
data fihering, curve fitting, numerical analysis, and stafisfical analysis. The signal
processing flinctions consist of both frequency domain operations and fime domain
operations and transform between the frequency and time domains. LabVIEW digital
filter functions remove unwanted noise and extract specific components of a signal for

158
fiirther analysis. The graphical capabilities in LabVIEW enhance the effectiveness of the
data analysis together with good plotting capabilities.

5.4 Experimental Procedure


The sampling rate should be at least twice the maximum frequency of the
measured system (Goldman, 1991). Therefore this rate is chosen as 100 Hz for each
channel, which is enough for measuring the vibration of the beam-fip mass-pendulum
system under random excitafion containing the frequencies between 3 Hz. and 18 Hz.
Generally, stochastic experiments yield random data. Such time series are often
studied by observing the system mean square response and Power Spectral Density
(PSD). The PSD is also referred to as the mean square spectral density. The PSD is a
measure of the frequency content of the total process. It has also been shown that a
system response and possible modal interaction can satisfactorily be investigated by
studying the second moments of the response (Lutes and Sarkani, 1997). For this study,
the second moment or mean square value of all data points, ^ (tn), was calculated using
(Bendat and Piersol, 1986; Ibrahim et al., 1990)

'^'{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, filtering-squaring-averaging operafions, finite Fourier
transforms, and the autocorrelafion funcfion. The method based on the autocorrelation
function uses the Wiener-Khintchine 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 above-explained 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)

Figure 5.4 Sine Waveform Generated in LabVIEW.

160
1.0E+3i

PSD 1.0E+2i

1.0E+1,

1.0E+0

I.OE-I1

1.0E-2

1.0E-3i

1.0E-44 "T I I" ••' I — ' '• •

1.0 E+0 1.0E+1 1.0E+2 1.0E+3


Frequency (Hz)

Figure 5.5. Power Spectral Density (PSD) Plot.

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

• T-l

50.0

0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1.0
time Csec)

Figure 5.6 Mean Square Response of the Sine Waveform.

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)

Figure 5.7. Autocorrelation Function of the Sine Waveform

1.0E+3

PSD 10E+2^
W'ltiz] I.OE+I1

1.0E+0

1.0E-1

1.0 E-2

1.0E-3^

1.0E-4-
1.0E+0 1.0E+1 1.0E+2 1.0E+
Frequency (Hz)

Figure 5.8. Plot of Power Spectral Density Funcfion of Sine Waveform.

163
In these tests, the signal x{t) is measured in volts. The units of the left-hand-side

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 - 1-94 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 1-18 Hz to
excite the system with a broad-band 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

Figure 5.9 Spectral Density of the Excitation Reference Signal.

165
1.0x10-2
RMS: 0.134158

N
X
1.0x10"^ ^y-v^^W/
ro

1.0x10-^V
1.0 10.0 100.0
Frequency, Hz

Figure 5.10 Power Spectral Density of the Control Signal.

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 5.11-5.15 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

Figure 5.11. Time history of Shaker.

167
-I r—— 1 1- ~] 1 1 1 1 1 1 r-

2585 2590 2595 2600


time (sec)

Figure 5.12 Time History of the Beam for r. = 0.50

if) -

m
I

2585 2590 2595 2600


time (sec)

Figure 5.13 Time History of the Pendulum for r^ = 0.50,

168
-I r-
T '-

If)
d

d h
I

I I

2585 2590 2595 2600


time (sec)

Figure 5.14. Time History of the Beam for r. = 0.44.

2585 2590 2595 2600


time (sec)

Figure 5.15 Time History of the Pendulum for r^ = 0.44.

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

stationary after 500 seconds at r^ = 0.50. However, it is difficult to assume stafionarity

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 0.41-0.59. 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
2.2E-2

1.5E-2

O.OE+O
2500
time (sec)

Figure 5.16 Mean Square Time History of Shaker.

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
-

i—t 1 • - • ' 1 1 1 1 1 1 1 I i 1 1 > I 1 1 1

500 1000 1500 2000 2500

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

500 1000 1500 2000 2500

time (sec)

Figure 5.21 Mean Square Time History of the Beam for r^ =0.41,
r^ =0.44, and r^ =0.50.

— M — ' ' ' 1 1 1 1 1 — •] 1 1 1 1 1 T 1 1 1 1 1 1 1 1 1


lO
»—
0.50
, i '

^•>.
c*
> — -
0.44
^^^
N
X
*
UJ
-
in
o 0.41
-

' • ' - • ' • ' • • '


. . . . 1

500 1000 1500 2000 2500


time (sec)

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

I I I ' • ' • ' ' • • * • ' • • • ' '

500 1000 1500 2000 2500


time (sec)

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

1000 1500 2000


time (sec)

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

0.4 0.45 0.5 0.55 0.6

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 •

0.4 0.45 0.5 0.55 0.6

r^, detuning ratio


(b)

Figure 5.25 Dependence of the Mean Square Responses as Measured


Experimentally from Repeated tests: (a) Beam, (b) Pendulum.

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 ultra-narrow 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 ultra-narrow 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

-0.01-1

Figure 5.26 Autocorrelafion Function of Shaker for r^ = 0.50

178
2.0E-2

:x

O.QE+Ch

-2.0E-2
2 3
time (sec)

Figure 5.27 Autocorrelation Function of the Beam for r. = 0.50

1.5E+0

O.OE+0^

"1 5 C + 0 " > t » • I y^"T > I •! > t • I I • T I I I -T-r -T » T t I I I 1 f T 1 • I I ' l t ^ • I I I I I I T I • I 1 I r - f f I I I | 1 I I T T T T ff f ? T T » • f • » * » T y T T r T T I I > f t I t t t I I I I I f

0 1 2 3 4 5
//we (sec)

Figure 5.28 Autocorrelation Function of the Pendulum for r. = 0.50

179
3.5E-2
3.0E-2-

:^
O.OE+O-

-3.0E-2

time (sec

Figure 5.29 Autocorrelation Function of the Beam for r. =0.44.

7.0E-1
6.0E-1

O.OE+0-

-6.0E-1

Figure 5.30 Autocorrelafion Funcfion of the Pendulum for r^ = 0.44.

180
From the experimentally collected data, the probability density functions are also
estimated and plotted by histograms and shown in Figures 5.31-5.34 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 non-Gaussian response of systems for white noise Gaussian input.

Figure 5.31 Probability Density Funcfion of Shaker.

181
1 2 -r

0.5

0.0 _

0.0 2.5 5.0 7.5 10,0 12 5 15.0

p()^ in percent {°/^

(a)

10.0-r

0.0 5.0 10.0 15.0 20.0 25.0 30.0 35.0

p()^ in percent (°/^

(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

p()^ in percent (°/^

(a)

10.0-r

-10.0 J .
0.0 5.0 10.0 15.0 20.0 25.0 30.0 35.0

p()^ in percent (°/^

(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

p(>0 in percent (°/^

(a)

10.0-r

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

p(y) in percent f/^

(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 beam-pendulum-tip
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).

o (c) Beann Response


o

:5.8

Figure 5.35.a Beam-Tip Mass-Pendulum System under Periodic


Excitafion: Experimental Observafion: Beam Response (Cuvalci,
1992)

185
o (b) Pendulum Response
6-»

Figure 5 35 b Beam-Tip Mass-Pendulum System under Periodic


Excitafion: Experimental Observafion: Pendulum Response
(Cuvalci, 1992)

186
5.6 Conclusions
The random response of the beam-tip mass-pendulum 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 (ONE-STORY BUILDING)
UNDER RANDOM EXCITATION

6.1. Introductorv Remarks


A system consisting of a primary stmcture coupled with a continuous pendulum
used as a passive tuned vibration absorber is experimentally studied. The primary
stmcture consists of four flexible columns with a mass, while the absorber consists of a
beam with a fip-mass. The system, which is a coupled nonlinear oscillator, is subjected to
wide-band random excitafion. The effects of the frequency rafios and mass ratios on the
system response in the neighborhood of the autoparametric region are studied. The
objecfive of this study is to experimentally determine the parameters that influence the
effecfiveness of the vibrafion absorber and to compare the effectiveness of the continuous
pendulum with the discrete pendulum used in beam-tip mass system.

6.2. Experimental Model


In this study, a primary stmcture, consisfing of four flexible columns with a mass,
M, and passive tuned vibration absorber, consisting of a beam with a tip-mass, m, is
experimentally investigated. Here, the vibration absorber coupled to the primary stmcture
will be referred to as a system. In other literature, such a coupled system is also referred
to as a composite system (Sun et al., 1995). The experimental model used in this study is
shown in Figure 6.1. This can be viewed as simulating a one-story building with a beam-
mass type vibration absorber. Ibrahim et al. (1990) showed that the equations of motion
of such a system are autoparametrically coupled. Hence the system under study is a
coupled nonlinear oscillator. In this study, a series of parametric experimental studies was
performed to investigate the response of the nonlinear dynamics of the system subjected
random excitations. To study nonlinear dynamics under autoparametric resonance
conditions, the excitation frequency is adjusted to obtain the frequencies of the first
mode, and the second mode of the system. The primary objective of this study is to
experimentally determine the parameters that influence the effectiveness of the

188
continuous pendulum used as a vibration absorber, and compare with the discrete
pendulum used in beam-tip mass system.

Absorber
Oscillations

Primary Structure
Oscillations

Column

Excitation
(Sinusoidal or Random)

Figure 6.1 Experimental Model of the Building System.

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

Figure 6.2 Experimental Setup.

6.3. Experimental Setup and Procedure


The equipment used in performing these tests and data analysis is shown in Figure
6.2. These are:
a. Random Signal Generator and Controller,
b. Shaker,
c. Transducers,
d. Data Acquisifion System,
e. Data Analysis Software.

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 potentiometer-dials 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 closed-loop system. Figure 6.4
shows a closed-loop operation of ARVEA.
There are three meters on the front panel of the ARVEA. One meter indicates the
power spectral density of the individual band-pass 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 MIL-STD 810, MIL STD 810D, MIL STD 781C and NAVMAT P9492.

191
W:Mem^^i&^m:

Figure 6.3 Front Panel View of Automatic Random Vibration Equilizer


Analyzer (ARVEA).

POWER
AMPLinnR

MODEL 900A
" - - .
AUTOMATIC RANDOM VIBRATION SHAKER
EQUILIZER ANALYZER
^

VV
.

Figure 6.4 Closed-Loop Block Diagram for ARVEA.

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)

Figure 6.5 Power Spectral Density Funcfion of the Excitafion Signal.

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)

Figure 6.6 Sample time history of the Shaker for r^ = 0.50.

o.o 1.5 3.0

/(sec)

Figure 6.7 Autocorrelafion Funcfion of the Shaker for r^ = 0.50.

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 !

500 1000 1500 2000

time (sec)

Figure 6.8 Mean Square Response of the Shaker for r. = 0.50.

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

500 1000 1500 2000


time (sec)

Figure 6.10 Mean Square Response of the Absorber for Ay = 0.50.

198
T 1 I I I I I I -> T I I II

• • -I • •

500 1000 1500 2000


time (sec)

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)

Figure 6.12 Mean Square Response of the Absorber for r^ = 0.47

199
O
O

1-1

o
ex
i-H

O
PH

.1—1

(z///:/l)-S

200
1.0E-1

^^1.0E-2

1.0E-3-
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^

1.0E-1

1.0E-2-
1.0E+0 1.0E+1
Frequency (Hz)

Figure 6.15 Power Spectral Density of the Absorber for r^ = 0.50.

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
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(zA) [3/^3
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203
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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 one-story 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 non-Gaussian 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, non-Gaussian solution yielded a higher mean square
response than that of Gaussian. Also, for some parameters, non-Gaussian 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
two-degrees-of-freedom 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 non-Gaussian closure scheme for
solution of goveming differential equations. The non-Gaussian approach is much more
difficult to perform than Gaussian closure scheme for analyzing the beam-pendulum-tip
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 beam-pendulum-tip 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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Practice, Wiley, New York.

Wolfram, S. (1996), The Mathematica Book, Third Edifion, Wolfram Research, Inc.,
Champaign, IL, USA.

Wu, W. F. (1987), "Comparison of Gaussian Closure technique and Equivalent


Linearization Method," Probabilistic Engineering Mechanics, vol. 2, no. 1,2-8.

Wu, W, F. and Lin, Y. K. (1984), "Cumulant-Neglect Closure for non-Linear Oscillatory


Under Random Parametric and Extemal Excitations," Journal of Nonlinear
Mechanics, vol. 19, no. 4, 349-362.

Xu, Y. L.; Kwok, K. C. S.; and Samah, B. (1990), "Control of Wind-Induced Vibrafion
by Tuned Mass Dampers," Research Report R617, Department of Civil and
Mining Engineering, University of Sydney.

Xu, Y. L.; He, Q.; and Ko, J. M. (1999), "Dynamic Response of Damper-Coimected
Adjacent Buildings under Earthquake Excitation," Engineering Structures, vol.
21, pp. 135-148.

Ying, Z. and Semercigil, S. E. (1991), "Response of a New Tuned Vibration Absorber To


an Earthquake-like Random Excitation," Journal of Sound and Vibration, vol.
150,no. 3, 520-530.

Zavodney, L. D. and Nayfeh, A. H. (1989), "The Nonlinear Response of a Slender Beam


Carrying a Lumped Mass to a Principal Parametric Excitation: Theory and
Experiment," Int. J. Non-Lin. Mech., vol. 24, 105-125.

223
APPENDIX A
LEIBNITZ'S RULE FOR DIFFERENTIATING AN INTEGRAL

224
LEIBNITZ'S RULE FOR DIFFERENTIATING AN INTEGRAL

Let
b{a)

F{a)= jf{x,a)dx (A.l)


a(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

F'{a) = . (fi;^./[«.i£-/[.(.)..i,': (A.2)

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

Galerkin coefficients in the beam equation, equation (3.57):

'b

= pAJy'ds (B.l)

t2=r'{m + mp)y(lS\yyy'ds (B.2)

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(;ds-r'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

tie =f{fnt+m^)jyy'y"dC (B.16)

tn = rmpIpjyy'y-ds (B.17)

t\S ~ t\7 (B.l 8)

1 '*
19
(B.19)

1 '*
''20 = -£'/A''J>y'V'"^'5 (B.20)

'A

^2, =£'/A''J>a^"'j5 (B.21)

'A

^22 = 3EIr'\ y'y"y"'ds (B.22)

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)

G, = t,s + t,e + ^19 (B.32)

G,o = t,, (B.33)

^11 ~ ^18 (B.34)

G,2 ~ ^20 + ^21 + ^22 (B.35)

Gi3 = f 23 (B.36)

Galerkin Coefficients in the pendulum equafion, equafion (3.63):

lb

^24 = jy''ds (B.37)

229
^2s=y'is)l., (B.38)

t26=y'\s) (B.39)
s=U

^27 = >'(^)L=, (B.40)

and

^ 1 4 = ^24 (B.41)

G^15 = tjS (B.42)

G\6 = tie (B.43)

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
NON-DIMENSIONAL EQUATION COEFFICIENTS I

231
NON-DIMENSIONAL 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''dids--r'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 (C-ll)
0 0

232
n,2=-^Eljyy""ds (C.12)
'b 0

nu = Y^Jp\yy"ds (C.l 3)
"•b 0

«14 = -«13 (C.14)

f^^5 = Yfp^jyy'y"{^-s)ds (C.l 5)


'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)

^^18 — ^\1 (C.l 8)

1 f--2
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)

«27 == y{4 (C.21)

and

N,=n, (C.24)

N2 =n2+n^+n^+n^+n^+ n^ (C.25)

N,=n, (C.26)

N, = AZg + AZc, (C.27)

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)

A^15 = «25 (C.38)

^16 = ^2, (C.39)

N,, = n27 (C.40)

(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
NON-DIMENSIONAL EQUATION COEFFICIENTS II

236
NON-DIMENSIONAL 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^^i-r- (D-23)
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)

where A^,. (/ = 1,2,...,24) are as formulated in Appendix C.

239
APPENDIX E
NON-DIMENSIONAL EQUATION COEFFICIENTS
FOR THE PENDULUM EQUATION

240
NON-DIMENSIONAL PENDULUM EQUATION COEFFICIENTS

^=^15 (E.l)

P2 = 8A,, (E.2)

^3^- e A^f^A^ (E.3)

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)

Pu- = £423 (E.ll)

Pu- = e ^3 ~^17 (E.12)

P,r-= £ A^yA2Q (E.l 3)

Pu- -e'A, (E.l 4)

p..-- - £ AIAA^O
(E.l 5)

241
APPENDIX F
NON-DIMENSIONAL EQUATION COEFFICIENTS
FOR THE BEAM EQUATION

242
NON-DIMENSIONAL 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)

Bw = sA,P, + £Aj (F.9)

Bu- = £A^P^Q + £ ^ i i (F.IO)

Bn '-= ^13
(F.ll)

Bn- = ^ 4 ^ 1
(F.l 2)

Bu- = €A^P^2 (F.l 3)

B^s- = £A^r^2 "^ ^ 1 4 (F.l 4)

B,e- = £^44 (F.l 5)

243
APPENDIX G
MOMENT CUMULANT RELATIONS

244
MOMENT CUMULANT RELATIONS

K,[X] = E[X] (G.l)

K\X,X] = E[X,X]-E[X][X^^ (G.2)

K{X,X.X,] = E[X,X.X,]-YE[X][X.X,] + 2E[X][X][X,] (G.3)

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^] ^^^^

+2I; E[X;\E[X^X, ]E[X,XJ\- X E[X,X]E[X,X,X^]

+ 24^[X,. ]^[X^. ]E[X, ]E[X, ]E[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 sixth-order cumulant written in terms offifth-and lower-order
cumulants is given as:

ml230 = 120*m0010**3*m0100**2*ml000 + m0230*ml000 +


- 3*m0220*ml010 + 3*m0210*ml020 + 2*m0100*ml030 +
- m0200*ml030 + 2*m0130*mll00 -
- 24*(6*m0010**2*m0100*m0110 +
3*m0010*m0020*m0100**2*ml000 +
m0010**3*m0200*ml000 + 3*m0010**2*m0100**2*ml010 +
2*m0010**3*m0100*mll00) -
- 2*(6*m0110**2*ml010 + 3*m0020*m0200*ml010 +
6*m0020*m0110*mll00) +
- 6*(6*m0020*m0100*m0110*ml000 + 6*m0010*m0110**2*ml000 +
3*m0010*m0020*m0200*ml000 + 3*m0020*m0100**2*ml010 +
m0010**2*m0110*ml010 + Il*m0010*m0100*m0110*ml010 +
3*m0010**2*m0200*ml010 + 6*m0010*m0020*m0100*mll00 +
5*m0010**2*m0110*mll00 + m0010*m0100*m0110*mllOO) +
- 6*m0120*mlll0 + 6*m0110*mll20 + 3*m0010*ml200 +
- m0030*ml200 + 6* (m0030*Tn0100**2*ml000 +
6*m0010*m0100*m0120*ml000 + 3*m0010**2*m0210*ml000 +
3*m0010*m0100**2*ml020 + 6*m0010**2*m0100*mlll0 +
m0010**3*ml200) -
2*(6*m0110*m0120*ml000 + m0030*m0200*ml000 +
3*m0020*m0210*ml000 + 6*m0100*m0120*ml010 +
6*m0010*m0210*ml010 + 6*m0100*m0110*ml020 +
3*m0010*m0200*ml020 + 2*m0030*m0100*mll00 +
6*m0010*m0120*mll00 + m0010*m0020*mlll0 +
6*m0020*m0100*mlll0 + Il*m0010*m0110*mlll0 +
3*m0010*m0020*ml200) + 3*m0020*ml210 -
2*(3*m0100*m0130*ml000 + 3*m0010*m0220*ml000 +
6*m0010*m0100*mll20 + 3*m0010**2*ml210)

246
APPENDIX H
AUTOCORRELATION OF THE RANDOM
BASE EXCITATION

247
AUTOCORRELATION OF THE RANDOM
BASE EXCITATION

Assume that ^(/) is a stationary zero-mean Gaussian white noise process with a

smooth spectral density S-- up to some frequency limit COQ » (0„. From Eq. (4.4) the

excitation term can be written as

^ D ^
^77? ^i')
H^)= KM/J (H.l)

The correlation function of W{T) can be formulated in terms of correlation


function of ^(<) as

(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 )

Introducing the nondimensional time, r , into Eq. (H.5), and letting

( ^ 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)

and introducing excitation intensity

/ ^3 Y.
D= 3, 5
TtS-. (H.IO)

into (H.9) yields

^^(^') = 2D^(r'). (H.ll)

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

> DE:= (k,l,m,n)->


Eml(k,l,m,n)+Em2(k,l,m,n)+Em3(k,l,m,n)+Em4(k,l,m,n)+ESl(k,l,m,n)+ES2(k,l,m,n)+E
S3(k,l,m,n);
DE := (k, 1, m, n) -> Eml(k, 1, m, n) + Em2(k, 1, m, n)
+ Em3(k, 1, m, n) + Em4(k, 1, m, n) + ESl(k, 1, m, n)
+ ES2(k, I, m, n) + ES3(k, 1, m, n)
> gaussianclosure:=
> proc(kl,ll,ml,nl)
> for k from 0 to kl
> do
> for 1from0 to 11
> do
> form from 0 to ml
> do
> for n from 0 to nl
> do
> if k+l+m+n<=2 then
> print(dEdt[k,l,m,n]=DE(k,l,m,n));
> fi;
> od;
> od;
> od;
> od;
> end;
> gaussianclosure(2,2,2,2);

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
NON-GAUSSIAN CLOSURE DIFFERENTIAL
EQUATIONS FOR MOMENTS

253
NON-GAUSSIAN CLOSURE
DIFFERENTIAL EQUATIONS OF MOMENTS

dmlOOO = mOlOO

dmOlOO

dmOlOO = -(Bl*m0100) - B2*ml000 + B4*ml001 + B5*ml010 -


• B3*ml012 + B9*mll00 +
• B6*mlll0 + B8*ml200 + B7*m2010 - B10*m2100 - Bll*m3000

dmOOlO = mOOOl

dmOOOl = -(m0001*Pl) + m2000*P10 - m0010*P2 - m0110*P3 +


• ml010*P4 - m0200*P5 -
- m0100*P6 - m2100*P7 + m0030*P8 + mll00*P9

dm0200 =-2*Bl*m0200 - 2*B2*mll00 + 2*B4*mll01 + 2*B5*mlllO -


2*B3*mlll2 + 2*B9*ml200 + 2*B6*ml210 + 2*B8*ml300 +
• 2*B7*m2110 - 2*B10*m2200 - 2*Bll*m3100 + B12**2*mu2 +
• 2*B12*B13*ml000*mu2 + 2*B12*B14*ml010*mu2 -
- 2*B12*B16*ml020*mu2 + B13**2*m2000*mu2 + 2*B12*B15*m2000*mu2
• 2*B13*B14*m2010*mu2 + B14**2*m2020*mu2 - 2*B13*B16*m2020*mu2
2*B14*B16*m2030*mu2 + B16**2*m2040*mu2 + 2*B13*B15*m3000*mu2
• 2*B14*B15*m3010*mu2 - 2*B15*B16*m3020*mu2 + B15**2*m4000*mu2

dm0020 = 2*m0011

dm0002 = -2*m0002*Pl + 2*m2001*P10 + tnu2*Pll**2 +


2*m0010*mu2*Pll*P12 +
• m0020*mu2*P12**2 + 2*ml000*mu2*Pll*P13 + 2*ml010*mu2*P12*P13 +
• m2000*mu2*P13**2 + 2*m2010*mu2*Pll*P14 + 2*m2020*mu2*P12*P14 +
2*m3010*mu2*P13*P14 + m4020*mu2*P14**2 + 2*m3000*mu2*Pll*P15 +
2*m3010*mu2*P12*P15 + 2*m4000*mu2*P13*P15 +
2*m5010*mu2*P14*P15 + m6000*mu2*P15**2 - 2*m0011*P2 -
2*m0111*P3 + 2*ml011*P4 - 2*m0201*P5 - 2*m0101*P6 -
2*m2101*P7 + 2*m0031*P8 + 2*mll01*P9

dmllOO = m0200 - Bl*mllOO - B2*m2000 + B4*m2001 + B5*m2010


• B3*m2012 +
• B9*m2100 + B6*m2110 + B8*m2200 + B7*m3010 - B10*m3100 -
• Bll*m4000

254
dmlOOl = mOlOl - ml001*Pl + m3000*P10 - ml010*P2 - mlllO*P3 +
m2010*P4 - ml200*P5 - mll00*P6 - m3100*P7 + ml030*P8 + m2100*P9

dmOllO = mOlOl - Bl*m0110 - B2*ml010 + B4*ml011 + B5*ml020


• B3*ml022 +
• B9*mlll0 + B6*mll20 + B8*ml210 + B7*m2020 - B10*m2110 -
- Bll*m3010

dmOlOl = - ( B l * m 0 1 0 1 ) - B2*ml001 + B4*ml002 + B5*ml011


• B 3 * m l 01 3 +
- B 9 * m l l 01 + B6*mll 11 + B8*ml2 01 + B7*m2011 - B10*m2101 -
- B l l * m 3 001 - mOlOl *P1 + m2100 *P10 - B12*mu2* Pll -
- B 1 3 * m l 000*mu2*Pll - B14*ml010*mu2*Pll + B16 *ml02 0*mu2*Pll
- B15*m2 000*mu2*Pll - B12*m0010*mu2*P12 - B13 *ml010*mu2*P12
- B 1 4 * m l 020*mu2*P12 + B16*ml03 0*mu2*P12 - B15 *m2010*mu2*P12
- B 1 2 * m l 000*mu2*P13 - B13*m2000*mu2*P13 - B14 *m2010*mu2*P13
- B16*m2 020*mu2*P13 - B15*m3000*mu2*P13 - B12 *m2010*mu2*P14
- B13*m3 010*mu2*P14 - B14*m3020*mu2*P14 + B16 *m3 03 0*mu2*P14
- B15*m4 010*mu2*P14 - B12*m3000*mu2*P15 - B13 *m4000*mu2*P15
- B14*m4 010*mu2*P15 + B16*m402 0*mu2*P15 - B15 *m5000*mu2*P15
- m o n o * P2 - m0210* P3 + mlllO* P4 - m0300*P5 - m0200*P6 -
- m 2 2 0 0 * P7 + m0130* P8 + ml200* P9

dmOOll = m0002 - m0011*Pl + m2010*P10 - m0020*P2 - m0120*P3 +


• ml020*P4 - m0210*P5 - m0110*P6 - m2110*P7 + m0040*P8 + mlllO*P9

dm3000 = 3*m2100

dm0300 = -3*Bl*m0300 - 3*B2*ml200 + 3*B4*ml201 + 3*B5*ml210 -


3*B3*ml212 + 3*B9*ml300 + 3*B6*ml310 + 3*B8*ml400 +
3*B7*m2210 - 3*B10*m2300 - 3*Bll*m3200 + 3*B12**2*m0100*mu2 +
6*B12*B13*mll00*mu2 + 6*B12*B14*mlll0*mu2 -
6*B12*B16*mll20*mu2 + 3*B13**2*m2100*mu2 +
6*B12*B15*m2100*mu2 + 6*B13*B14*m2110*mu2 +
3*B14**2*m212 0*mu2 - 6*B13*B16*m2120*mu2 -
6*B14*B16*m2130*mu2 + 6*B13*B15*m3100*mu2 +
• 6*B14*B15*in3110*mu2 - 6*B15*B16*m3120*mu2 +
3*B15**2*m4100*mu2 + 3*B16**2*m2040*mu2*m0100

dm0030 = 3*m0021

dm0003 = -3*m0003*Pl + 3*m2002*P10 + 3*m0001*mu2*Pll**2 +


6*m0011*mu2*Pll*P12 + 3*m0021*mu2*P12**2 +
6*ml001*mu2*Pll*P13 + 6*ml011*mu2*P12*P13 +
3*m2001*mu2*P13**2 + 6*m2011*mu2*Pll*P14 +
6*m2021*mu2*P12*P14 + 6*m3011*mu2*P13*P14 +
6*m3001*mu2*Pll*P15 + 6*m3011*mu2*P12*P15 +
6*m4001*mu2*P13*P15 + 3*m0001*m6000*mu2*P15**2 -

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

dmlllO = m0210 + mllOl - Bl*mlllO - B2*m2010 + B4*m2011 +


• B5*m2020 -
• B3*m2022 + B9*m2110 + B6*m2120 + B8*m2210 + B7*m3020 -
• B10*m3110 - Bll*m4010

dmlOll = mOlll + ml002 - ml011*Pl + m3010*P10 - ml020*P2


• mll20*P3 +
- m2020*P4 - ml210*P5 - mlllO*P6 - m3110*P7 + ml040*P8 +
- m2110*P9

dmllOl = m0201 - Bl*mll01 - B2*m2001 + B4*m2002 + B5*m2011


• B3*m2013 + B9*m2101 + B6*tn2111 + B8*m2201 + B7*m3011 -
- B10*m3101 - Bll*m4001 - mll01*Pl + m3100*P10 -
• B12*ml000*mu2*Pll - B13*m2000*mu2*Pll - B14*m2010*mu2*Pll
- B16*m2020*mu2*Pll - B15*m3000*mu2*Pll - B12*ml010*mu2*P12
- B13*m2010*mu2*P12 - B14*m2020*mu2*P12 + B16*m2030*mu2*P12
- B15*m3010*mu2*P12 - B12*m2000*mu2*P13 - B13*m3000*mu2*P13
• B14*m3010*mu2*P13 + B16*m3020*mu2*P13 - B15*m4000*mu2*P13
- B12*m3 010*mu2*P14 + B16*m0030*m4000*mu2*P14 -
- B13*m4010*mu2*P14 - B14*m4020*mu2*P14 - B15*m5010*mu2*P14
- B12*m4000*mu2*P15 - B13*m5000*mu2*P15 +
- B16*m0020*m5000*mu2*P15 - B14*m5010*mu2*P15 -
- B15*m6000*mu2*P15 - mlllO*P2 - ml210*P3 + m2110*P4 -
- ml300*P5 - ml200*P6 - m3200*P7 + mll30*P8 + m2200*P9

dmOlll = m0102 - Bl*m0111 - B2*ml011 + B4*ml012 + B5*ml021


• B3*ml023 + B9*mllll + B6*mll21 + B8*ml211 + B7*m2021 -
• B10*m2111 - Bll*m3011 - m0111*Pl + m2110*P10 -
• B12*m0010*mu2*Pll - B13*ml010*mu2*Pll - B14*ml020*mu2*Pll
B16*ml030*mu2*Pll - B15*m2010*mu2*Pll - B12*m0020*mu2*P12
• B13*ml020*mu2*P12 - B14*ml030*mu2*P12 + B16*ml040*mu2*P12
• B15*m2020*mu2*P12 - B12*ml010*mu2*P13 - B13*m2010*mu2*P13
B14*m2 02 0*mu2*P13 + B16*m2030*mu2*P13 - B15*m3010*mu2*P13
B12*m2 02 0*mu2*P14 + B16*m0040*m3000*mu2*P14 -
• B13*m3020*mu2*P14 - B14*m3030*mu2*P14 - B15*m4 02 0*mu2*P14
B12*m3010*mu2*P15 + B16*m0030*m4000*mu2*P15 -
B13*m4010*mu2*P15 - B14*m4020*mu2*P15 - B15*m5010*mu2*P15
m0120*P2 - m0220*P3 + mll20*P4 - m0310*P5 - m0210*P6 -
m2210*P7 + m0140*P8 + ml210*P9

dml200 = m0300 - 2*Bl*ml200 - 2*B2*m2100 + 2*B4*m2101 +


2*B5*m2110 -
2*B3*m2112 + 2*B9*m2200 + 2*B6*m2210 + 2*B8*m2300 +
2*B7*m3110 - 2*B10*m3200 - 2*Bll*m4100 + B12**2*ml000*mu2 +
2*B12*B13*m2000*mu2 + 2*B12*B14*m2010*mu2 -
2*B12*B16*m2020*mu2 + B13**2*m3 000*mu2 +

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

dml020 = m0120 + 2*ml011

dml002 = m0102 - 2*ml002*Pl + 2*m3001*P10 + ml000*mu2*Pll**2 +


• 2*ml010*mu2*Pll*P12 + ml020*mu2*P12**2 +
• 2*m2000*mu2*Pll*P13 + 2*m2010*mu2*P12*P13 +
- m3000*mu2*P13**2 + 2*Tn3010*mu2*Pll*P14 +
2*m3020*mu2*P12*P14 + 2*m4010*mu2*P13*P14 +
m0020*m5000*mu2*P14**2 + 2*m4000*mu2*Pll*P15 +
2*m4010*mu2*P12*P15 + 2*m5000*mu2*P13*P15 +
2*m0010*m6000*mu2*P14*P15 + ml000**7*mu2*P15**2 -
- 2*ml011*P2 - 2 * m l l l l * P 3 + 2*m2011*P4 - 2*ml201*P5 -
2 * m l l 0 1 * P 6 - 2*m3101*P7 + 2*ml031*P8 + 2*m2101*P9

dm0120 = 2*m0111 - Bl*m0120 - B2*ml020 + B4*ml021 + B5*ml030


• B3*ml032 + B 9 * m l l 2 0 + B6*mll30 + B8*ml220 + B7*m2030 -
• B10*m2120 - B l l * m 3 0 2 0

dm0102 = - ( B l * m 0 1 0 2 ) - B2*ml002 + B4*ml003 +


• B5*ml012 - B3*ml014 +
• B 9 * m l l 0 2 + B 6 * m l l l 2 + B8*ml202 + B7*m2012 - B10*m2102 -
• B l l * m 3 0 0 2 - 2*m0102*Pl + 2*m2101*P10 - 2*B12*m0001*mu2*Pll
2 * B 1 3 * m l 0 0 1 * m u 2 * P l l - 2*B14*ml011*mu2*Pll +
2 * B 1 6 * m l 0 2 1 * m u 2 * P l l - 2*B15*m2001*mu2*Pll +
• m0100*mu2*Pll**2 - 2*B12*m0011*mu2*P12 -
2*B13*ml011*mu2*P12 - 2*B14*ml021*mu2*P12 +
2*B16*ml031*mu2*P12 - 2*B15*m2 011*mu2*P12 +
2*m0110*mu2*Pll*P12 + m0120*mu2*P12**2 -
2*B12*ml001*mu2*P13 - 2*B13*m2 001*mu2*P13
2*B14*m2011*mu2*P13 + 2*B16*m2 021*mu2*P13
2*B15*m3001*mu2*P13 + 2*mll00*mu2*Pll*P13
2*mlllO*mu2*P12*P13 + m2100*mu2*P13**2 -
2*B12*m2011*mu2*P14 - 2*B13*m3 011*mu2*P14
2*B14*m3021*mu2*P14 - 2*B15*m4 011*mu2*P14 +
2*m2110*mu2*Pll*P14 + 2*m2120*mu2*P12*P14 +
2*m3110*mu2*P13*P14 - 2*B12*m3 001*mu2*P15
2*B13*m4001*mu2*P15 - 2*B14*m4 011*mu2*P15
2*B15*m5001*mu2*P15 + 2*m3100*mu2*Pll*P15 +
2*m3110*mu2*P12*P15 + 2*m4100*mu2*P13*P15 +
m0100*m6000*mu2*P15**2 - 2*m0111*P2 - 2*m0211*P3 +
2*mllll*P4 - 2*m0301*P5 - 2*m0201*P6 - 2*m2201*P7 +
2*m0131*P8 + 2*ml201*P9 + m4020*mu2*P14**2*m0100 +
2*m5100*mu2*P14*P15*m0010 + 2*B16*m3030*mu2*P14*m0001 +
2*B16*m4 02 0*mu2*P15*m0001

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

dm2010 = 2*mlll0 + m2001

dm0210 = m0201 - 2*Bl*m0210 - 2*B2*mlllO + 2*B4*mllll +


• 2*B5*mll20 -
- 2*B3*mll22 + 2*B9*ml210 + 2*B6*ml220 + 2*B8*ml310 +
- 2*B7*m2120 - 2*B10*m2210 - 2*Bll*m3110 + B12**2*m0010*mu2 +
- 2*B12*B13*ml010*mu2 + 2*B12*B14*ml020*mu2 -
- 2*B12*B16*ml030*mu2 + B16**2*m0050*m2000*mu2 +
- B13**2*m2010*mu2 + 2*B12*B15*m2010*mu2 +
- 2*B13*B14*m2020*mu2 + B14**2*m2030*mu2 -
- 2*B13*B16*m2030*mu2 - 2*B14*B16*m2040*mu2 +
- 2*B13*B15*m3010*mu2 + 2*B14*B15*m3020*mu2 -
- 2*B15*B16*tn3030*mu2 + B15**2*m4010*mu2

dm0012 = m0003 - 2*m0012*Pl + 2*m2011*P10 + m0010*mu2*Pll**2 +


• 2*m0020*mu2*Pll*P12 + m0030*mu2*P12**2 +
2*ml010*mu2*Pll*P13 + 2*ml020*mu2*P12*P13 +
• m2010*mu2*P13**2 + 2*m2020*mu2*Pll*P14 +
2*m2030*mu2*P12*P14 + 2*m3020*mu2*P13*P14 +
• tn0030*m4000*mu2*P14**2 + 2*m3010*mu2*Pll*P15 +
2*m3020*mu2*P12*P15 + 2*m4010*mu2*P13*P15 +
2*m0020*m5000*mu2*P14*P15 + m0010*m6000*mu2*P15**2 -
- 2*m0021*P2 - 2*m0121*P3 + 2*ml021*P4 - 2*m0211*P5 -
- 2*m0111*P6 - 2*m2111*P7 + 2*m0041*P8 + 2*mllll*P9

dm2001 = 2*mll01 - m2001*Pl + m4000*P10 - m2010*P2 - m2110*P3 +


• m3010*P4 - m2200*P5 - m2100*P6 - m4100*P7 + m2030*P8 +
• m3100*P9

dm0201 = -2 *Bl*m0201 - 2*B2*mll01 + 2*B4*mll02 + 2*B5*mllll +


2*B9*ml20 1 + 2*B6*ml211 + 2*B8*ml301 + 2*B7*m2111 -
2*B10*m22 01 - 2*Bll*m3101 + B12**2*m0001*mu2 +
2*B12*B13 *ml001*mu2 + 2*B12*B14*ml011*mu2 -
2*B12*B16 *ml021*mu2 + B13**2*m2001*mu2 +
2*B12*B15 *m2001*mu2 + 2*B13*B14*m2011*mu2 +
B14**2*m2 021*mu2 - 2*B13*B16*m2021*mu2 -
2*B14*B16 *m2031*mu2 + 2*B13*B15*m3001*mu2 +
2*B14*B15 *m3011*mu2 - 2*B15*B16*m3021*mu2 +
B15**2*m4 001*mu2 - m0201*Pl + m2200*P10 -
2*B12*m01 00*mu2*Pll 2*B13*mll00*mu2*Pll
2*B14*mll 10*mu2*Pll 2*B16*mll20*mu2*Pll
2*B15*m21 00*mu2*Pll 2*B12*m0110*mu2*P12
2*B13*mll 10*mu2*P12 2*B14*mll2 0*mu2*P12
2*B16*mll 30*mu2*P12 2*B15*m2110*mu2*P12
2*B12*mll 00*mu2*P13 2*B13*m2100*mu2*P13
2*B14*m21 10*mu2*P13 2*B16*m212 0*mu2*P13

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

dm0021 = 2*m0012 - m0021*Pl + m2020*P10 - m0030*P2 - m0130*P3 +


- ml030*P4 - m0220*P5 - m0120*P6 - m2120*P7 + m0050*P8 +
- mll20*P9

dm4000 = 4*m3100

dm0400 = -4*Bl*m0400 - 4*B2*ml300 + 4*B4*ml301 +


- 4*B5*ml310 +
• 4*B9*ml400 + 4*B6*ml410 + 4*B8*ml500 + 4*B7*m2310 -
• 4*B10*m2400 - 4*Bll*m3300 + 6*B12**2*m0200*mu2 +
- 12*B12*B13*ml200*mu2 + 12*B12*B14*ml210*mu2 -
12*B12*B16*ml220*mu2 + 6*B13**2*m2200*mu2 +
- 12*B12*B15*m2200*mu2 + 12*B13*B14*m2210*mu2 +
6*B14**2*m2220*mu2 - 12*B13*B16*m2220*mu2 +
12*B13*B15*m3200*mu2 + 12*B14*B15*m3210*mu2 +
6*B15**2*m4200*mu2 - 4*B3*m0312*ml000 -
12*B14*B16*m2030*mu2*m0100**2 + 6*B16**2*m2040*mu2*m0100**2
- 12*B15*B16*m3200*mu2*m0010**2

dm0040 = 4*m0031

dm0004 = -4*m0004*Pl + 4*m2003*P10 + 6*m0002*mu2*Pll**2 +


12*m0012*mu2*Pll*P12 + 6*m0022*mu2*P12**2 +
12*ml002*mu2*Pll*P13 + 12*ml012*mu2*P12*P13 +
- 6*m2002*mu2*P13**2 + 12*m2012*mu2*Pll*P14 +
12*m2022*mu2*P12*P14 + 12*m3012*mu2*P13*P14 +
• 6*m0001**2*m4020*mu2*P14**2 + 12*m3002*mu2*Pll*P15 +
12*m3012*mu2*P12*P15 + 12*m4002*mu2*P13*P15 +
12*m0001**2*m5010*mu2*P14*P15 + 6*m0002*m6000*mu2*P15**2
4*m0013*P2 - 4*m0113*P3 + 4*ml013*P4 - 4*m0203*P5 -
4*m0103*P6 - 4*m2103*P7 + 4*m0033*P8 + 4*mll03*P9

dm2200 = 2*ml300 - 2*Bl*m2200 - 2*B2*m3100 + 2*B4*m3101 +


2*B5*m3110 +
2*B9*m3200 + 2*B6*m3210 + 2*B8*m3300 + 2*B7*m4110 -
2*B10*m4200 - 2*Bll*m5100 + B12**2*m2000*mu2 +
2*B12*B13*m3000*mu2 + 2*B12*B14*m3010*mu2 -
2*B12*B16*m3020*mu2 + B13**2*m4000*mu2 +
2*B12*B15*m4000*mu2 - 2*B14*B16*m0030*m4000*mu2 +
B16**2*m0040*m4000*mu2 + 2*B13*B14*m4010*mu2 +

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

dm2020 = 2*mll20 + 2*m2011

dm2002 = 2*mll02 - 2*m2002*Pl +


• 2*m4001*P10 + m2000*mu2*Pll**2 +
• 2*m2 010*mu2*Pll*P12 + m2020*mu2*P12**2 +
• 2*m3000*mu2*Pll*P13 + 2*m3010*mu2*P12*P13 +
m4000*mu2*P13**2 + 2*m4010*mu2*Pll*P14 +
• 2*m4020*mu2*P12*P14 + 2*m5010*mu2*P13*P14 +
m0020*m6000*mu2*P14**2 + 2*m5000*mu2*Pll*P15 +
2*m5010*mu2*P12*P15 + 2*m6000*mu2*P13*P15 +
2*m0010*ml000**7*mu2*P14*P15 + ml000**8*mu2*P15**2
• 2*Tn2011*P2 - 2*m2111*P3 + 2*m3011*P4 - 2*m2201*P5
• 2*m2101*P6 - 2*m4101*P7 + 2*m2031*P8 + 2*m3101*P9

d m 0 2 2 0 = 2 * m0211 - 2*Bl*m0220 - 2*B2*mll20 + 2*B4*mll21 +


• 2*B5*mll30 +
• 2 * B 9 * m l 2 2 0 + 2*B6*ml230 + 2*B8*ml320 + 2*B7*m2130 -
• 2 * B 1 0 * m 2 2 20 - 2*Bll*ra3120 + B12**2*m0020*mu2 +
2 * B 1 2 * B 1 3 *ml020*mu2 + 2*B12*B14*ml030*mu2 -
• 2 * B 1 2 * B 1 6 *ml040*mu2 - 2*B14*B16*m0050*m2000*mu2 +
• B 1 6 * * 2 * m 0 060*m2000*mu2 + B13**2*m2020*mu2 +
2 * B 1 2 * B 1 5 *m2020*mu2 + 2*B13*B14*m2030*mu2 +
B 1 4 * * 2 * m 2 040*mu2 - 2*B13*B16*m2040*mu2 -
2 * B 1 5 * B 1 6 *m004 0*m3 000*mu2 + 2*B13*B15*m3020*mu2 +
2 * B 1 4 * B 1 5 *m3030*mu2 + B15**2*m4 02 0*mu2 2*B3*m0132*ml000

dm0202 = -2*Bl*m0202 - 2*B3*m0100*ml014 - 2*B2*mll02 +


• 2*B4*mll03 +
• 2*B5*mlll2 + 2*B9*ml202 + 2*B6*ml212 + 2*B8*ml302 +
• 2*B7*m2112 - 2*B10*m2202 - 2*Bll*m3102 + B12**2*m0002*mu2 +
2*B12*B13*ml002*mu2 + 2*B12*B14*ml012*mu2 -
2*B12*B16*ml022*mu2 + B13**2*m2 002*mu2 +
2*B12*B15*m2002*mu2 + 2*B13*B14*m2012*mu2 +
B14**2*m2022*mu2 - 2*B13*B16*m2022*mu2 -
2*B14*B16*m0001**2*m2030*mu2 + B16**2*m0001**2*m2040*mu2 +
2*B13*B15*m3002*mu2 + 2*B14*B15*m3012*mu2 -
2*B15*B16*m0001**2*m3020*mu2 + B15**2*m4002*mu2 -
2*m0202*Pl + 2*m2201*P10 - 4*B12*m0101*mu2*Pll -
4*B13*mll01*mu2*Pll - 4*B14*mllll*mu2*Pll +
4*B16*mll21*mu2*Pll - 4*B15*m2101*mu2*Pll +
m0200*mu2*Pll**2 - 4*B12*m0111*mu2*P12 +
4*B16*m0100*ml031*mu2*P12 - 4*B13*mllll*mu2*P12 -
4*B14*mll21*mu2*P12 4*B15*m2111*mu2*P12
2*m0210*mu2*Pll*P12 m0220*mu2*P12**2 -
4*B12*mll01*mu2*P13 4*B13*m2101*mu2*P13
4*B14*m2111*mu2*P13 4*B16*m2121*mu2*P13
4*B15*m3101*mu2*P13 2*ml2 00*mu2*Pll*P13

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

dm0022 = 2*m0013 - 2*m0022*Pl +


• 2*m2021*P10 + m0020*mu2*Pll**2 +
2*m0030*mu2*Pll*P12 + m0040*mu2*P12**2 +
2 * m l 0 2 0 * m u 2 * P l l * P 1 3 + 2*ml030*mu2*P12*P13 +
• m2020*mu2*P13**2 + 2*m2030*mu2*Pll*P14 +
2*m2040*mu2*P12*P14 + 2*m3030*mu2*P13*P14 +
m0040*m4000*mu2*P14**2 + 2*m3020*mu2*Pll*P15 +
• 2*m3030*mu2*P12*P15 + 2*m4020*mu2*P13*P15 +
2*m0030*m5000*mu2*P14*P15 + m0020*m6000*mu2*P15**2
• 2*m0031*P2 - 2*m0131*P3 + 2*ml031*P4 - 2*m0221*P5
2*m0121*P6 - 2*m2121*P7 + 2*m0051*P8 + 2*mll21*P9

dmllll = m0211 + mll02 - Bl*mllll -


• B3*m0010**2*m2003 - B2*m2011 +
• B4*m2012 + B5*m2021 + B9*m2111 + B6*m2121 + B8*m2211
• B10*m0100*m3011 + B7*m3021 - Bll*m4011 - mllll*Pl +
m3110*P10 - B12*ml010*mu2*Pll - B13*m2010*mu2*Pll -
B14*m2 02 0*mu2*Pll B16*m2 03 0*mu2*Pll B15*m3010*mu2*Pll
B12*ml02 0*mu2*P12 B13*m2020*mu2*P12 B14*m2 03 0*mu2*P12
B16*m2 04 0*mu2*P12 B15*m3 02 0*mu2*P12 B12*m2 010*mu2*P13
B13*m3 010*mu2*P13 B14*m3 02 0*mu2*P13 B16*m3030*mu2*P13
B15*m4 010*mu2*P13 B12*m3020*mu2*P14 -
B14*m0030*m4000*mu2*P14 + B16*m0040*m4000*mu2*P14 -
B13*m4020*mu2*P14 - B15*m0020*m5000*mu2*P14 -
B12*m4010*mu2*P15 - B14*m0020*m5000*mu2*P15 +
B16*m0030*m5000*mu2*P15 - B13*m5010*mu2*P15 -
B15*m0010*m6000*mu2*P15 - mll20*P2 - ml220*P3 + m2120*P4
ml310*P5 - ml210*P6 - m3210*P7 + mll40*P8 + m2210*P9

dm3100 = 3*m2200 - Bl*m3100 - B2*m4000 + B4*m4001 -


B3*m0010*m4002 +
B5*m4010 + B9*m4100 + B6*m4110 + B8*m4200 + B7*m5010
B10*m5100 - Bll*m6000

dm3010 = 3*m2110 + m3001

261
dm3001 = 3*m2101 - m3001*Pl + m5000*P10 - m3010*P2 - m3110*P3 +
m4010*P4 - m3200*P5 - m3100*P6 - m5100*P7 + m3030*P8 +
m4100*P9

dml300 = m0400 - 3*Bl*ml300 - 3*B2*m2200 + 3*B4*m2201 -


3*B3*m0010*m2202 + 3*B5*m2210 + 3*B9*m2300 + 3*B6*m2310 +
3*B8*m2400 + 3*B7*m3210 - 3*B10*m3300 - 3*Bll*m4200 +
3*B16**2*m0140*mlOOO**3*mu2 + 3*B12**2*mll00*mu2 +
6*B12*B13*m2100*mu2 + 6*B12*B14*m2110*mu2 -
6*B12*B16*m2120*mu2 - 6*B14*B16*m0100*m3030*mu2 +
3*B13**2*m3100*mu2 + 6*B12*B15*m3100*mu2 +
6*B13*B14*m3110*mu2 + 3*B14**2*m312 0*mu2 -
6*B13*B16*m3120*mu2 - 6*B15*B16*m0100*m4020*mu2 +
6*B13*B15*m4100*mu2 + 6*B14*B15*m4110*mu2 + 3*B15**2*m5100*mu2

dm0301 = -3*Bl*m0301 + 3*B6*m0311*ml000 -


3*B2*ml201 + 3*B4*ml202 -
3*B3*m0010*ml203 + 3*B5*ml211 + 3*B9*ml301 + 3*B8*ml401 +
3*B7*m2211 - 3*B10*m2301 - 3*Bll*m3201 + 3*B12**2*m0101*mu2 +
6*B12*B13*mll01*mu2 + 6*B12*B14*mllll*mu2 -
6*B12*B16*mll21*mu2 - 6*B14*B16*m0100*m2031*mu2 +
3*B16**2*m0001*m0100*m2040*mu2 + 3*B13**2*m2101*mu2 +
6*B12*B15*m2101*mu2 + 6*B13*B14*m2111*mu2 +
3*B14**2*m2121*mu2 - 6*B13*B16*m2121*mu2 +
6*B14*B15*m0100*m3011*mu2 + 6*B13*B15*m3101*mu2 -
6*B15*B16*m0001*m3120*mu2 + 3*B15**2*m4101*mu2 - m0301*Pl +
m2300*P10 - 3*B12*m0200*mu2*Pll - 3*B13*ml200*mu2*Pll -
3*B14*ml210*mu2*Pll + 3*B16*ml220*mu2*Pll -
3*B15*m22 0 0 * m u 2 * P l l 3*B12*m0210*mu2*P12 -
3*B13*ml210*mu2*P12 3*B14*ml220*mu2*P12 +
3*B16*ml23 0*mu2*P12 3*B15*m2210*mu2*P12 -
3*B12*ml2 00*mu2*P13 3*B13*m2200*mu2*P13 -
3*B14*tn2210*mu2*P13 3*B16*m2220*mu2*P13 -
3*B15*m3200*mu2*P13 3*B12*m2210*mu2*P14 +
3*B16*m0100**2*m3030*mu2*P14 - 3*B14*m0010**2*m3200*mu2*P14 -
3*B13*m3210*mu2*P14 - 3*B15*m0010*m4200*mu2*P14 -
3*B12*m3200*mu2*P15 - 3*B13*m4200*mu2*P15 -
3*B14*m0010*m4200*mu2*P15 + 3*B16*m0010**2*m4200*mu2*P15 -
3*B15*m0200*m5000*Tnu2*P15 - m0310*P2 - m0410*P3 + ml310*P4 -
m0500*P5 - m0400*P6 - m2400*P7 + m0330*P8 + ml400*P9

dm0310 = m0301 - 3*Bl*m0310 - 3*B3*m0222*ml000 - 3*B2*ml210 +


3*B4*ml211 + 3*B5*ml220 + 3*B9*ml310 + 3*B6*ml320 +
3*B8*ml410 + 3*B7*m2220 - 3*B10*m2310 - 3*Bll*m3210 +
3*B12**2*m0110*mu2 + 3*B16**2*m0150*ml000**2*mu2 +
6*B12*B13*mlllO*mu2 + 6*B12*B14*mll20*mu2 -
6*B12*B16*mll30*mu2 - 6*B14*B16*m0100*m2040*mu2 +
3*B13**2*m2110*mu2 + 6*B12*B15*m2110*mu2 +
6*B13*B14*m2120*mu2 + 3*B14**2*m2130*mu2 -
6*B13*B16*m2130*mu2 - 6*B15*B16*m0100*m3030*mu2 +
6*B13*B15*m3110*mu2 + 6*B14*B15*m3120*mu2 + 3*B15**2*m4110*mu2

262
dm0031 = 3*m0022 - m0031*Pl + m2030*P10 - m0040*P2 - m0140*P3 +
• ml040*P4 - m0230*P5 - m0130*P6 - m2130*P7 + m0060*P8 +
mll30*P9

dm0130 = 3*m0121 - Bl*m0130 - B2*ml030 + B4*ml031 + B5*ml040 +


- B9*mll30 + B6*mll40 + B8*ml230 + B7*m2040 - B10*m2130 -
• Bll*m3030 - B3*m0042*ml000

dml030 = m0130 + 3*ml021

dml003 = m0103 - 3*ml003*Pl +


• 3*m3002*P10 + 3*ml001*mu2*Pll**2 +
6*ml011*mu2*Pll*P12 + 3*ml021*mu2*P12**2 +
6*m2001*mu2*Pll*Pl3 + 6*m2011*mu2*P12*P13 +
3*m3001*mu2*P13**2 + 6*m3011*mu2*Pll*P14 +
6*m3021*mu2*P12*P14 + 6*m4011*mu2*P13*P14 +
• 3*m0010**2*m5001*tnu2*P14**2 + 6*m4001*mu2*Pll*P15 +
6*m4011*mu2*P12*P15 + 6*m5001*mu2*P13*P15 +
6*m0011*ml000**6*mu2*P14*P15 + 3*m0001*ml000**7*mu2*P15**2
• 3*ml012*P2 - 3*mlll2*P3 + 3*m2012*P4 - 3*ml202*P5 -
3*mll02*P6 - 3*m3102*P7 + 3*ml032*P8 + 3*m2102*P9

dm0103 = -(Bl*m0103) - B2*ml003 +


B4*ml004 - B3*m0001**5*ml010 +
- B5*ml013 + B6*m0100*ml013 + B9*mll03 + B8*ml203 + B7*m2013 -
B10*m2103 - Bll*m3003 - 3*m0103*Pl + 3*m2102*P10 -
3*B12*m0002*mu2*Pll - 3*B13*ml002*mu2*Pll -
3*B14*ml012*mu2*Pll + 3*B16*ml022*mu2*Pll -
3*B15*m2002*mu2*Pll + 3*m0101*mu2*Pll**2 -
3*B12*m0012*mu2*P12 - 3*B13*ml012*mu2*P12 -
3*B14*ml022*mu2*P12 + 3*B16*ml032*mu2*P12 -
3*B15*m2 012*mu2*P12 + 6*m0111*mu2*Pll*P12 +
3*m0121*mu2*P12**2 - 3*B12*ml002*mu2*P13 -
3*B13*m2002*mu2*P13 - 3*B14*m2 012*mu2*P13 +
3*B16*m2022*mu2*P13 - 3*B15*m3002*mu2*P13 +
6*mll01*mu2*Pll*P13 + 6*mllll*mu2*P12*P13 +
3*m2101*mu2*P13**2 - 3*B12*m2 012*mu2*P14 -
3*B13*m3012*mu2*P14 - 3*B14*m0001**2*m3020*mu2*P14 +
3*B16*m0001**2*m3030*mu2*P14 - 3*B15*m0010*m4002*mu2*P14 +
6*m2111*mu2*Pll*P14 + 6*m2121*mu2*P12*P14 +
6*m0100*m3011*mu2*P13*P14 + 3*m0001*m0100*m4020*mu2*P14**2
3*B12*m3002*mu2*P15 - 3*B13*m4002*mu2*P15 -
3*B14*m0010*m4002*mu2*P15 + 3*B16*m0001**2*m4020*mu2*P15 -
3*B15*m0002*m5000*mu2*P15 + 6*m3101*mu2*Pll*P15 +
6*m0100*m3011*mu2*P12*P15 + 6*m4101*mu2*P13*P15 +
6*m0001*m0010*m5100*mu2*P14*P15 +
3*mO101*ml000**6*mu2*P15**2 - 3*m0112*P2 - 3*m0212*P3 +
3*mlll2*P4 - 3*m0302*P5 - 3*m0202*P6 - 3*m2202*P7 +
3*m0132*P8 + 3*ml202*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

dmll20 = m0220 + 2*mllll Bl*mll20 - B2*m2020 +


B4*m2021 + B5*m2030 +
B9*m2120 + B6*m2130 + B8*m2220 + B7*m3030 - B10*m3120
Bll*m4020 - B3*m2030*m0001**2

dmll02 = m0202 - Bl*mll02 - B2*m2002 +


• B4*m2003 - B3*m0001**4*m2010 +
B5*m2012 + B9*m2102 + B6*m2112 + B8*m2202 + B7*m3012 -
B10*m3102 - Bll*m4002 - 2*mll02*Pl + 2*m3101*P10 -
2*B12*ml001*mu2*Pll - 2*B13*m2001*mu2*Pll -
2*B14*m2011*mu2*Pll + 2*B16*m2021*mu2*Pll -
2*B15*m3001*mu2*Pll + mll00*mu2*Pll**2 -
2*B12*ml011*mu2*P12 - 2*B13*m2011*mu2*P12 -
2*B14*m2021*mu2*P12 + 2*B16*m2031*mu2*P12 -
2*B15*m3011*mu2*P12 + 2 * m l l l O * m u 2 * P l l * P 1 2 +
m l l 2 0 * m u 2 * P 1 2 * * 2 - 2*B12*m2001*mu2*P13 -
2*B13*m3001*mu2*P13 - 2*B14*m3011*mu2*P13 +
2*B16*m3021*mu2*P13 - 2*B15*m4001*mu2*P13 +
2*m2100*mu2*Pll*P13 + 2*m2110*mu2*P12*P13 +
m3100*mu2*P13**2 - 2*B12*m3011*mu2*P14 +
2*B16*m0010**3*m4001*mu2*P14 - 2*B13*m4011*mu2*P14 -
2*B14*m0001*m4020*mu2*P14 - 2*B15*m0001*m5010*mu2*P14 +
2*m3110*mu2*Pll*P14 + 2*m3120*mu2*P12*P14 +
2*m4110*mu2*P13*P14 + m0010**2*m5100*mu2*P14**2 -
2*B12*m4001*mu2*P15 - 2*B13*m5001*mu2*P15 +
2*B16*m0010**2*m5001*mu2*P15 - 2*B14*m0001*m5010*mu2*P15 -
2*B15*m0001*m6000*mu2*P15 + 2*m4100*mu2*Pll*P15 +
2*m4110*mu2*P12*P15 + 2*m5100*Tnu2*P13*P15 +
2*m0110*ml000**6*mu2*P14*P15 + m0100*ml000**7*mu2*P15**2 -
2 * m l l l l * P 2 - 2*ml211*P3 + 2*m2111*P4 - 2*ml301*P5 -
2*ml201*P6 - 2*m3201*P7 + 2*m0100*ml031*P8 + 2*m2201*P9

dml012 = m0112 + ml003 - 2*ml012*Pl +


2*m3011*P10 + ml010*mu2*Pll**2 +
2*ml020*mu2*Pll*P12 + ml030*mu2*P12**2 +
2*m2010*mu2*Pll*P13 + 2*m2020*mu2*P12*P13 +
- m3010*mu2*P13**2 + 2*m3020*mu2*Pll*P14 +
2*m3030*mu2*P12*P14 + 2*m4020*mu2*P13*P14 +
• m0030*m5000*mu2*P14**2 + 2*m4010*mu2*Pll*P15 +

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

d m l 0 2 1 = m0121 + 2*ml012 - m l 0 2 1 * P l + m3020*P10 ml030*P2


• m l l 3 0 * P 3 + m2030*P4 - ml220*P5 mll20*P6 m3120*P7 +
m l 0 5 0 * P 8 + m2120*P9

dm0112 = m0103 - Bl*m0112 - B3*m0010**2*ml004 -


• B2*ml012 + B4*ml013 +
B5*ml022 + B9*mlll2 + B6*mll22 + B8*ml212 + B7*m2022 -
B10*m2112 - Bll*m3012 - 2*m0112*Pl + 2*m2111*P10 -
2*B12*m0011*mu2*Pll - 2*B13*ml011*mu2*Pll -
2*B14*ml021*mu2*Pll + 2*B16*ml031*mu2*Pll -
2*B15*m2011*mu2*Pll + m0110*mu2*Pll**2 -
2*B12*m0021*mu2*P12 - 2*B13*ml021*mu2*P12 -
2*B14*ml031*mu2*P12 + 2*B16*ml041*mu2*P12 -
2*B15*m2021*mu2*P12 + 2*m0120*mu2*Pll*P12 +
m0130*mu2*P12**2 - 2*B12*ml011*mu2*P13 -
2*B13*m2011*mu2*P13 - 2*B14*m2021*mu2*P13 +
2*B16*m2031*mu2*P13 - 2*B15*m3011*mu2*P13 +
2*mlll0*mu2*Pll*P13 + 2*mll20*mu2*P12*P13 +
m2110*mu2*P13**2 + 2*B16*m0041*ml000**3*mu2*P14 -
2*B12*m2021*mu2*P14 - 2*B13*m3 021*mu2*P14 -
2*B14*m0001*m3030*mu2*P14 - 2*B15*m0001*m4020*mu2*P14 +
2*m2120*mu2*Pll*P14 + 2*m2130*mu2*P12*P14 +
2*m3120*mu2*P13*P14 + m0010**3*m4100*mu2*P14**2 -
2*B12*m3011*mu2*P15 + 2*B16*m0010**3*m4001*mu2*P15 -
2*B13*m4011*mu2*P15 - 2*B14*m0001*m4020*mu2*P15 -
2*B15*m0001*m5010*mu2*P15 + 2*m3110*mu2*Pll*P15 +
2*m3120*mu2*P12*P15 + 2*m4110*mu2*P13*P15 +
2*m0010**2*m5100*mu2*P14*P15 + m0110*ml000**6*mu2*P15**2
2*m0121*P2 - 2*m0221*P3 + 2*mll21*P4 - 2*m0311*P5 -
2*m0211*P6 - 2*m2211*P7 + 2*m0141*P8 + 2*ml211*P9

dm0121 = 2*m0112 - Bl*m0121 - B3*m0033*ml000 -


• B2*ml021 + B4*ml022 +
• B5*ml031 + B6*m0100*ml031 + B9*mll21 + B8*ml221 + B7*m2031 -
• B10*m2121 - Bll*m3021 - m0121*Pl + m2120*P10 -
B12*m002 0*mu2*Pll B13*ml020*mu2*Pll B14*ml03 0*mu2*Pll
B16*ml04 0*mu2*Pll B15*m2 02 0*mu2*Pll B12*m003 0*mu2*P12
B13*ml030*mu2*P12 B14*ml04 0*mu2*P12 B16*ml050*mu2*P12
B15*m2 03 0*mu2*P12 B12*ml020*mu2*P13 B13*m2020*mu2*P13
B14*m2 03 0*mu2*P13 B16*m2040*mu2*P13 B15*m3020*mu2*P13
B12*m2 03 0*mu2*P14 B14*m0040*m3000*mu2*P14 +
B16*m0050*m3000*mu2*P14 - B13*m3030*mu2*P14 -
B15*m0030*m4000*mu2*P14 - B12*m3020*mu2*P15 -
B14*m0030*m4000*mu2*P15 + B16*m0040*m4000*mu2*P15 -
B13*m4020*mu2*P15 - B15*m002 0*m5000*mu2*P15 - m0130*P2
m0230*P3 + mll30*P4 - m0320*P5 - m0220*P6 - m2220*P7 +
m0150*P8 + ml220*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

dm2110 = 2*ml210 + m2101 - Bl*m2110 - B2*m3010 +


• B4*m3011 + B5*m3020 -
• B3*m0001**2*m3020 + B9*m3110 + B6*m3120 + B8*m3210 +
• B7*m4020 - B10*m4110 - Bll*m5010

dml210 = m0310 + ml201 - 2*Bl*ml210 -


• 2*B3*m0100*m2022 - 2*B2*m2110 +
• 2*B4*m2111 + 2*B5*m2120 + 2*B9*m2210 + 2*B6*m2220 +
• 2*B8*m2310 + 2*B7*m3120 - 2*B10*m3210 - 2*Bll*m4110 +
• B12**2*ml010*mu2 + 2*B12*B13*m2010*mu2 +
2*B12*B14*m2020*mu2 - 2*B12*B16*m2030*mu2 -
2*B14*B16*m0040*m3000*mu2 + B16**2*m0050*m3000*mu2 +
B13**2*m3010*mu2 + 2*B12*B15*m3010*mu2 +
2*B13*B14*m3 02 0*mu2 + B14**2*m3030*mu2 -
2*B13*B16*m3030*mu2 - 2*B15*B16*m0030*m4000*mu2 +
2*B13*B15*m4010*mu2 + 2*B14*B15*m4020*mu2 + B15**2*m5010*mu2

dm0211 = m0202 - 2*Bl*m0211 +


• 2*B8*m0311*ml000 - 2*B3*m0100*ml023 -
• 2*B2*mllll + 2*B4*mlll2 + 2*B5*mll21 + 2*B9*ml211 +
2*B6*ml221 + 2*B7*m2121 - 2*B10*m2211 - 2*Bll*m0100*m3011
B12**2*m0011*mu2 + B16**2*m0051*ml000**2*mu2 +
2*B12*B13*ml011*mu2 + 2*B12*B14*ml021*mu2 -
2*B12*B16*ml031*mu2 + B13**2*m2011*mu2 +
2*B12*B15*m2011*mu2 + 2*B13*B14*m2021*mu2 +
B14**2*m2031*mu2 - 2*B13*B16*m2031*mu2 -
2*B14*B16*m0001*m2040*mu2 + 2*B13*B15*m3011*mu2 +
2*B14*B15*m3021*mu2 - 2*B15*B16*m0001*m3030*mu2 +
B15**2*m4011*mu2 - m0211*Pl + m2210*P10 -
2*B12*m0110*mu2*Pll - 2*B13*mlllO*mu2*Pll -
2*B14*mll20*mu2*Pll + 2*B16*mll30*mu2*Pll -
2*B15*m2110*mu2*Pll - 2*B12*m0120*mu2*P12 -
2*B13*mll20*mu2*P12 - 2*B14*mll30*mu2*P12 +

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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

dm2011 = 2*mllll + m2002 - m2011*Pl + m4010*P10 - m2020*P2


- m2120*P3 + m3020*P4 - m2210*P5 - m2110*P6 - m4110*P7 +
- m2040*P8 + m3110*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