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By George Deodatis, 1 Associate Member, ASCE

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upper bounds of the response variability of stochastic systems. The structural sys-

tems examined consist of linearly elastic trusses and frames subjected to static

loads. The computation of these bounds is achieved by extending the notion of

the "variability-response function" of a stochastic system to trusses and frames

analyzed by the finite element method. The variability-response function presents

many similarities to the frequency-response function used in random-vibration

analysis. Specifically, the variance of a specific response quantity is calculated as

the integral of the product of the power-spectral-density function describing the

stochastic properties of the system multiplied by the variability-response function

of the response quantity. Of equal importance is that this work provides insight

into the underlying mechanisms controlling the response variability of stochastic

truss and frame structures and an analytical basis on which the analysis can be

extended to two-dimensional structures such as plates and shells.

INTRODUCTION

sesses uncertainties in its material properties and/or geometry. Then, the

analysis of the response variability of stochastic systems consists of evalu-

ating the probabilistic characteristics of the response of such systems sub-

jected to deterministic or random loads.

A small number of analytic solutions to such problems are available, mainly

for simple linearly elastic structures under static loads (Shinozuka 1987; Bucher

and Shinozuka 1988; Kardara et al. 1989). The majority of research work

in this area, however, has focused on developing various stochastic finite

element methods (SFEM) to obtain the solutions numerically. The most widely

used SFEM approach is based on mean-centered-perturbation techniques

(Cambou 1975; Baecher and Ingra 1981; Handa and Andersson 1981; Hisada

and Nakagiri 1981, 1985; Liu et al. 1986, 1987). Unfortunately, perturbation

techniques have two major disadvantages. First, they can be empirically shown

to be sufficiently accurate only for small values of the coefficient of variation

of the stochastic properties of the system; and second, it has been found that

the perturbation-based methodology is insufficient to deal with the variation

of time-history response due to an uncertain natural circular frequency, as

stated in Vanmarcke et al. (1986). A more recently developed SFEM ap-

proach is based on the Neumann expansion of the inverse of the stiffness

matrix of the system (Shinozuka and Deodatis 1988; Yamazaki et al. 1988).

In this regard, not only are Monte Carlo simulation-based SFEM used in

validating the perturbation and other approximate methods, but also in con-

junction with the Neumann-expansion technique as an integral part of the

solution method.

'Res. Assoc, Dept. of Civ. Engrg. and Operations Res., Princeton Univ., Prince-

ton, NJ 08544.

Note. Discussion open until August 1, 1990. To extend the closing date one month,

a written request must be filed with the ASCE Manager of Journals. The manuscript

for this paper was submitted for review and possible publication on February 16,

1989. This paper is part of the Journal of Engineering Mechanics, Vol. 116, No.

3, March, 1990. ©ASCE, ISSN 0733-9399/90/0003-0565/$1.00 + $.15 per page.

Paper No. 24429.

565

The present work develops a methodology for evaluating the spectral-dis-

tribution-free upper bounds of the response variability of stochastic systems,

specifically of trusses and frames under static loads. The computation of

these bounds is achieved by extending the notion of the "variability-response

function" of a stochastic system introduced in Deodatis and Shinozuka (1989)

to trusses and frames analyzed by the finite element method. The variability-

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tion used in random-vibration analysis. Of equal importance is that this work

provides insight into the underlying mechanisms controlling the response

variability of stochastic truss-and-frame structures and an analytical basis on

which the analysis can be extended to two-dimensional structures such as

plates and shells.

Truss Element

Consider the truss element shown in Fig. 1(a) with two degrees of free-

dom. Assume that the elastic modulus of the element varies randomly along

its length according to the following form:

EM(x) = Etf[l +fie\x)] (1)

(e)

where Eff = the mean value of the elastic modulus; and f (x) = a one-

dimensional, univariate, zero-mean, homogeneous stochastic field. To avoid

the possibility of obtaining nonpositive values of the elastic modulus, the

stochastic field /<<0(x) is assumed to be bounded as follows:

- 1 +T,S/W(X) - tl (2a)

0 s x < L(e) . . . . (2b)

Ui u

x= 0 L<e

(a)

M3j-1

A"3t-1

u

"3t-2 3j-2

U3i

(b)

z = 0

566

where -n must satisfy the condition 0 < r\ < 1.

Using the standard finite element analysis methodology based on the prin-

ciple of stationary potential energy, e.g. Segerlind (1984), the element nodal-

displacement vector is denoted by

U w =[«,-«/ (3)

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and the element stiffness matrix can be written in the following form:

K w = K^e> + Xtf • AK&° .. (4)

where

... A^Etf r i - I "

*V = -&r-l-\

A<!

1J <5)

*T>(e) Eo 1 -1 ...

AK = (6)

° ~W'[-i IJ

XQe) is a random variable defined as

Jo

and y4(e) and L w = cross-sectional area and the length of the element, re-

spectively.

Note that matrix Kj,e) = the mean value of matrix K(e) since random vari-

able Xo° has mean value equal to zero, as can be easily seen from Eq. 7.

Equivalently, it can be said that matrices Ko° and X^ • AK&0 = the deter-

ministic and stochastic parts of the element stiffness matrix K w , respec-

tively.

BEAM-COLUMN ELEMENT

Consider the beam-column element shown in Fig. 1(b) with six degrees

of freedom. Assume that the elastic modulus of the element varies randomly

along its length according to Eqs. 1 and 2. Using again standard finite ele-

ment analysis methodology based on the principle of stationary potential en-

ergy, the element nodal-displacement vector is denoted by

u w = [a3,-2 ua-i a3i a3j-2 "3,-1 u3J\T (8)

and the element stiffness matrix can be written in the following form:

K w = K&° + Xtf • AK&° + Xf • AK$e) + X? • AK£> ; (9)

where

~AE0/L 0 0 -(AEa/L) 0 0

0 12(E0I/L3) 6L(.E0I/L3) 0 -12(£„//L3) 6L(E0I/L3)

0 6L(E0I/L3) 4L2(E0I/L3) 0 -6L(E0I/L3) 2L2(E0I/L3)

-(AEJL) 0 0 AE0/L 0 0

0 -12(E0I/L3) -6i(£ 0 //L 3 ) 0 12(£0//L3) -6L{EaI/L3)

0 6L(E0I/L3) 2L\E0I/L3) 0 -6L(£0//L3) 4L\E0I/L3) _

567

AEJL2 0 0 -(AE0/Z.2) 0 0

0 36£ (£0//L6)

2

24L\E„I/L6) 0 -36L2(E0I/L6) 12L\E„I/L6)

0 24L (B„//L6)

3

16L\E„I/L6) 0 -24L3(£„//L6) SL\E0I/L")

AKJ," -AE0/L2 0 0 AEJL1 0 0 (11)

0 -36Z.2(E0//I6) -24L 3 (E„//t 6 ) 0 36L\E0I/L6) -12£,3(£„//Z,6)

0 12L (£„//£6)

3

8I (£„//£ 6 )

4 0 -\2L\E„I/Li) 4L (£0//L6) .

4

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0 o 0 0 0

0 -144L(£ 0 //L 6 ) -84L2(£:o//Z.6) 144i(£,,//L 6 ) -60L2(£0//i6)

0 -84i2(£0//i6) -48L 3 (£ 0 //i 6 ) S4L2(E0I/L6) -36L\E0I/L6)

AK(," = (12)

0 0 0 0 0

0 144L(£ 0 //L 6 ) 84L 2 (E 0 //i 6 ) -144i(£0//i )6 60L\E0I/L6)

0 -60L\E0I/L6) -36L 3 (£„//L 6 ) 0 6QL2(E0I/LS) -24L 3 (£ 0 //L 6 )

"0 0 0 0 0 0

o 144(£„//L6) 12L(E0I/L6) 0 -144(£0//£-6) 72L(E0I/L6)

o 12L(EJ/L") 36L\E0I/L6) 0 -72L(E0I/L6) 36L\E0I/L6) (13)

AK?

o 0 0 0 0 0

o -144(£0//L6) -72L(E0I/L6) 0 144(£ 0 //i 6 ) -12L{E0I/L6)

o 12L(E0I/L6) 36L2(E„//Z,6) 0 -12L(EJ/L6) 36L\E0I/L6)

Xie), and X20 are random variables defined as

/<e)(x)dc (14)

Jo

fJ

X?' = xfe\x)dx (15)

Jo (16)

and EQ, L, A, and / stand for E0'\ LM, Al'\ and Iie\ respectively, for the

sake ofJosimplicity in the notation. Lie), A{e), and I(e) = length, cross-sectional

area, and cross-sectional moment of inertia of the element, respectively.

Note again that matrix Koe) = mean value of matrix K<e) since random

variables X0e\ X('\ and X1? have mean value equal to zero. Equivalently, it

can be said that matrices Koe> and Xf • AK0<° + X? • AK?° 4- Xf A K ? '/'"" =

deterministic and stochastic parts of the element stiffness matrix K(e) re-

spectively.

The stochastic element stiffness matrix of the truss element (Eq. 4) and

the corresponding one of the beam-column element (Eq. 9) have both been

derived in a local coordinate system. To assemble the global-stiffness matrix

of the structure, both matrices have to be transformed into a global coor-

dinate system.

Truss Element

Fig. 2(a) shows the local coordinate system (x,y) of the truss element, the

global coordinate system (x, v), and the corresponding two sets of displace-

568

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«2i-l

"3,-1

«3,-l"

«3;-2

"3i, U3i

FIG. 2. The Two Sets of Nodal Displacements (in Local and Global Coordinates)

for (a) the Truss Element; and (b) the Beam-Column Element

ments. Note that the element is oriented at an angle 8 from the jc-axis. The

element nodal-displacement vector in the global-coordinate system is given

by

U (e) = [«2,--i «2/ Uy-i U2j\T (17)

and the element stiffness matrix in the global coordinate system is expressed

as

K<«> = K « + z w . AK#> (18)

where

Ugo = Twjj(e)T(«) (19)

and

rji(c) cos 6 sin 8 0 0

(21)

0 0 cos 8 sin I

569

Note that X%\ Kg0, and AKg° have been defined in Eqs. 7, 5, and 6, re-

spectively.

Beam-Column Element

Fig. 2(b) shows the local coordinate system (x,y) of the beam-column

element, the global coordinate system (x, y), and the corresponding two sets

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x-axis. The element nodal-displacement vector in the global coordinate sys-

tem is given by

U<<0 = [« 3 ,_ 2 K3,_i Ua U3J-2 % - l "3/f (22)

as

Kw = KM + xu. A K w + X («). AK w + Xf. AKw (23)

where

K<f> = TCe)rK^Tw (24)

AKg° = TCe)rAKg°Tw (25)

(

AK,<° = T ^ A K ^ T ^ (26)

AKg° = T (e)r AK^T w (27)

and

cos e sin 9 0 0 0 0

—sin 0 cos 9 0 0 0 0

rW 0 0 1 0 0 0

(28)

0 0 0 cos 9 sin 9 0

0 0 0 -sin 6 cos 9 0

0 0 0 0 0 1

Note that Xg°, Xf\ Xf, Kg0, AKg°, AK^, and AKg° have been defined in

Eqs. 14, 15, 16, 10, 11, 12, and 13, respectively.

Global-Stiffness Matrix

Using the standard finite element analysis methodology, the global-stiff-

ness matrix K is assembled as follows:

Ne

K

= E K(e) (29)

the element stiffness matrix in global coordinates.

Finally, after introducing the appropriate boundary conditions, the equa-

tions of equilibrium in the global coordinate system are given by

KU = P (30)

570

where U = global nodal-displacement vector; and P = deterministic global

force vector, which is calculated according to the standard finite element

analysis methodology.

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global coordinate system can be written in the following form:

KU = P •. (31)

where the global stiffness matrix K involves random variables Xeh which

have the following form:

x'~Ye\x)dx (32)

Jo

where

e= 1,2, ...,Ne (33)

»= l.JV, (34)

[ l for trusses]

A (i:>)

' [3 for frames]

From Eq. 32 it is obvious that the mean values of random variables Xel;

e = 1,2, ...,Ne;i= 1, N„ denoted by Xei; e = 1, 2, ..., Ne; and i = 1,

Nt are all equal to zero

Xel = 0 (36a)

e = 1, 2, ..., Ne (36b)

i = 1, N, (36c)

Another obvious conclusion drawn from Eq. 31 is that the global nodal-

displacement vector U will also be a function of random variables Xel; e =

1, 2, ..., Ne; and i = 1, N,

U = \J(Xel; e = 1,2,,..,Ne;i = 1,N,) (37)

Denoting now by U0 and Ko the values of the global nodal-displacement

vector and global stiffness matrix evaluated at Xei; e = 1, 2, ..., Ne; and i

= 1, Nt, respectively, the following relation holds between U0 and Ko:

U0 = Ko-'P (38)

Consider now the first-order approximation of the Taylor expansion of

function U around the mean values of random variables Xel; e = 1, 2, ...,

Ne; and i = 1, Nt

u s u

o + 2 2 ex* - XJ dXe, (39)

variables Xel; e = 1, 2, ..., Ne; and i = 1, Nt.

571

[dU/3Xe,]£ appearing in Eq. 39 can be calculated by partially differen-

tiating Eq. 31 with respect to Xei and then evaluating the result at Xei; e =

1, 2, . . . , Ne; and i = 1, N, to obtain

dU 3K

= -V dX„

U0 (40)

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Substituting now Eq. 40 into Eq. 39, the following result is obtained:

K Ni

u u 3K

= o- EE v Un " Xei (41)

Hence, the first-order approximation of the mean value and the covatiance

matrix of U are now easily evaluated as

€[U] = U0 (42)

r

Cov [U,U] = e[(U - Uo)(U - U0) ]

Ne N, Nt Ni

' dK " 9K

= 2 2 2 2 Ko1

e i = l e 2 = l i'i=l r'2=l

_OA,, 1 / 1 _ £

U 0 UJ

_dXe2i2_

(KQ ) • elXe^-XeyJ (43)

Using Eq. 32, the expected value shown in Eq. 43 can be written

Making now the reasonable assumption that

e[/ ( e i ) (£i)/ t e ) (y] = 0 for c, * e2 (45)

and considering that all finite elements are characterized by the same sto-

chastic field f(x)

e [ / w ( £ , ) / w ( y ] = e[/(£i)/(S2)] = Rff& " &) for « = 1, 2, ..., JV, . . . . (46)

the expected value appearing in Eq. 43 can be written

-2.M ,!<«>

J o Jo

fi1"1^"1*^! - &W62 (47)

into account that

expression appearing in Eq. 47 can be written in the following form:

Substituting now Eq. 49 into Eq. 43, the following expression is obtained

for the covariance matrix of U:

572

Cov [U,U] = f W - | £ I V [j^l U0UJ [£.1 (Ko_1)r

J-» e=l M=l (2=1 LO A «'iJ£ LOA^J

-Z.W ,.£«)

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o Jo

Then, the variance vector of U consisting of the diagonal elements of the

covariance matrix of U is found as

/•" AT, JV,- Nt I

dia dK dK

Var[U] = SJ(K) • 2 E 2 S( ^ U0 K?1 U0

dX.i,

J-« e = l i i = l i'2=l V

J o

rli'1

|T V*^, •

Jo

,-£<«>

fr'e-'^dK (51)

consist of the vector within the parentheses.

Eq. 51 can be written in a more condensed form as

J — oo

where

^^^ / . raxi ,

V(K) = ESEdiag(Ko-' U0

e = l i'i = l i'2=l

SK

•Ko- g'rv*^, • gf-V"^ (53)

dXei o Jo

The number of components of vector V(K) is obviously equal to the total

number of degrees of freedom of the structure. Each component of V(K) is

interpreted as the first-order approximation of the variability-response func-

tion (Deodatis and Shinozuka 1989) at the corresponding degree of freedom

of the structure. It is a straightforward task to show that all components of

vector V(K) are real and even functions of K.

Trusses

Using Eqs. 29 and 18 and the fact that JV, = 1 for trusses, vector V(K)

shown in Eq. 53 can be written, after some algebra, in the following form

for a truss:

N,

d 2(1 - cos KDe>)

V(K) = 2 iag (Ko-'AK^Uo) • K^AKJ?>U0 (54)

Frames

Using Eqs. 29 and 23 and the fact that Nt = 3 for frames, vector V(K)

shown in Eq. 53 can be written, after some algebra, in the following form

for a frame:

573

N, 3 3

V dia

W =E 2 E 8 (Ko'AK^.Uo)

e=l ii=l i2=l

!

• K^'AKgL^o • (e«*,G«fe + WeilWei2) (55)

where

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1

gei = - • sin KLM (56)

K

K

K

K

K

K

and AKQ', AK^, and AK2e) — extended versions of the matrices defined in

Eqs. 25, 26, and 27, respectively.

Since all components of vector V(K) as well as Sff(K) are even functions

of K, Var[U] given by Eq. 52 can be written

Jo

Therefore, the variance vector of U will be a function of the particular

form of the power spectral density 5^(K). Unfortunately, beyond a reasonable

estimation of its mean value (which is usually assumed to be zero without

loss of generality) and coefficient of variation, very little information is usu-

ally available about the probabilistic characteristics of the stochastic field

f(x). It is this unavailability of detailed information that makes it engineer-

ing-wise very significant to establish "spectral-distribution-free" bounds of

the response variability of the system.

It has already been stated that the number of components of vector V(K)

is equal to the total number of degrees of freedom of the structure and that

each component of V(K) is interpreted as the first-order approximation of

the variability-response function (Deodatis and Shinozuka 1989) at the cor-

responding degree of freedom of the structure. Accordingly, the following

expression is written for vector V(K):

V(K) = [^(K)! 2 |V2(K)|2 ... \VNd(K)\T (63)

574

where Nd = total number of degrees of freedom of the structure; and | V,(K)|2

= first-order approximation of the variability-response function at the rth

degree of freedom of the structure.

According to Eq. 54, |V,(K)|2; (' = 1,2, ..., Nd will always be nonnegative

for trusses, in spite of the fact that we are dealing with a first-order ap-

proximation. However, this is not the case for frames where, according to

Eq. 55, |y,(K)|2; i = 1, 2, ..., Nd are not necessarily nonnegative. This

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negativity is possibly observed for larger values of the wave number K where

|V,(K)|2; I = 1,2, ..., Nd approach zero and where the effect of the system

stochasticity on the response variability becomes increasingly less signifi-

cant, as demonstrated by Shinozuka (1987). In the following, |V,(K)|2; i =

1, 2, ..., Nd are assumed to be nonnegative for any value of K. If any one

of them is indeed found to be negative for some values of K, it is set equal

to zero at those values.

For any form of the power spectral density Sff(K), the following relation

holds:

2

f

Jo

Sff(K)dK = <j2ff

where

(64)

ff

coefficient of variation of the elastic modulus. Using now Eq. 62, it is a

straightforward task to show that the variance of the rth nodal displacement

assumes its maximum value for the following form of the power spectral

density 5^(K):

where 8( ) is Dirac's delta function; and K,* = wave number at which |VJ(K)|2

takes its maximum value

|y,<Kf )|2 > |VXK)| 2 0 < K < O O (66)

The maximum value of the variance of the ith nodal displacement Var[w,];

i = 1, 2, ..., Nd is then obtained as

maximum {Var[w,]} = <r}- |V;(i<f)|2; i = 1, 2, ..., Nd (67)

The expression shown in Eq. 67 can be interpreted as an upper bound for

the variance

Var[«,] < <£• |y,(Kf)|2; i = 1, 2 Nd (68)

or the standard deviation

Std[«,] < aff- |V,(K?)|; i=l,2,...,Nd (69)

for any form of the power-spectral-density function 5 # (K). Obviously, it fol-

lows from Eq. 69 that the upper bound of the coefficient of variation of the

ith nodal displacement COV [«,] with nonzero expected value is given by

Std[«J |V,(K,*)|

COV [«,] = — i - f < % - T 7 1 T ; i=U2,...,Nd (70)

|e{«;}| |e{u,}|

575

It is emphasized that the upper bounds given in Eqs. 68, 69, and 70 do

not depend on the power-spectral-density or autocorrelation function of the

stochastic field/(x) and in this sense they are "spectral-distribution-free" or

"correlation-function-free" bounds.

For later purposes, COV [W,(K)] is defined as

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\mi\

with the spatial variability of the elastic modulus described by the following

power-spectral-density function, for every value of the wave number K ap-

pearing in Eq. 71:

free bounds of the response variability, the condition set in Eq. 2 is valid

for the following values of aff:

1 -T,

°**—r (73)

V2

§(/) = £(/)£,(/> = Ka)T(/)u(/> (74)

From Eq. 74, it is obvious that S</) = a function of random variables Xei;

e = 1, 2, . . . , Ne; and i = 1, Nt

§<° = Sv)(Xei.; e = 1,2,. ..,N,; i = l.JV,-) (75)

Consider now the first-order approximation of the Taylor expansion of

function S (/) around the mean values of random variables Xel; e = 1, 2, . . . ,

Ne; and i = 1, N,

N, N,

3S^'

s<"s*sy> + 2 2 > - - x r i ) dX.i

(76)

N,

The quantity [SS^'/dX,,.-];? appearing in Eq. 76 can be calculated by par-

tially differentiating Eq. 74 with respect to Xei to obtain

asV) 3KV) m ... _m mau

V)

(/) (/)

= T U + K^T^' (77)

dXel dXei dXei

or equivalently using the Kronecker delta symbol

dXei 3Xei 8Xei

576

and then evaluating Eq. 78 at Xei; e = 1, 2, . . . , Ne; and i = 1, N,

. dXei. dXel _

Substituting now Eq. 79 into Eq. 76, the following result is obtained:

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Nt

N, N,

+ 22 W" dX„

* A,,.- (80)

Hence, the first-order approximation of the mean value and the covariance

matrix of S^' are now easily evaluated as

etS^] = 8jf) (81)

v

Cov [§P,§ff>] = e[(S > - S W > ~ %Pf]

= 2 2 AK^, T^WW'WAKf^teJ

11=1 i 2 = l

dV^

+ 2 2 A^.TVW T«V.e{Xfl<Xfi2}

l'l = l 12=1 L«yr2.

+ E E Koa>T(/)

ii=l i'2=l .Mfn.

T

"fltf0"

N, N< N,

+ 2 2 2 s ^. dX , _ e E . sxel _ E

e=l /|=1 '2=1

= 2i + 2 2 + £ 3 + £ 4 (82)

The four terms of the expression for Cov [S V) , S^'], S 1 ; 22> 2 3 , and 2 4

will be calculated now using the expressions given in Eqs. 40 and 49

J-°= / r l i2=l

Jo Jo

222 = - f sff(K) • f E A K ^ ^ W I K O - 1 9X

Uo

J-=» i,=l i,= l I A2- E J©

,Ltf) itf)

_,

• T^Kf • ef e**^i • ^"'e-^fedK (84)

Jo Jo

23 = ^(K)-ff Ko^Ko 1 dK

Uo [Continued]

> i!=l ij=l LdXft. £ J ©

577

(85)

Jo Jo

dK'

^4= I ^ W - E i E ^ ' T ^ f K o 1 dX„;

U0

> e=l ( , = 1 i'2=l ( E J®

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7, LW L<

r raKi i r r "

• Ko"1 — - U0 T^ESf? • #-V1*^, • ?r 'e-'^^K (86)

In Eqs. 83-86, symbol { }@ denotes the following: Although the number

of components of vector { } is obviously equal to the total number of degrees

of freedom of the structure, { }© is a vector having only the components of

{ } corresponding to the degrees of freedom of element (/).

Then, the variance vector of S a ) consisting of the diagonal elements of

the covariance matrix of S^' can be eventually written

where

il = l ( 2 = 1

o Jo

(V; Nt r

dia

- 2 2 S ( A K ^ T ^ W ^ T ^ Ko" U0

!| = 1 12=1 •fil. E J©

o Jo

(,=K 2 =I V I L°%j£ J©/

0 Jo

Ne N, N,

+ EIEdiag(Ko/,T^K0- dK

'* n Uol W'T^

e = l (,= 1 ( 2 = 1 V L^«(,JB ©

Ko" (88)

dXei - £ J © Jo Jo

The number of components of vector V ^ ' ( K ) is obviously equal to the

number of degrees of freedom of finite element ( / ) . Each component of

V£°(K) is interpreted as the first-order approximation of the variability-re-

sponse function of the corresponding internal nodal force of finite element

( / ) . It is a straightforward task to show that all components of vector

V¥\K) are real and even functions of K.

578

Trusses

Using Eqs. 29 and 18 and the fact that Nt = 1 for trusses, vector V / ' ( K )

shown in Eq. 88 can be written, after some algebra, in the following form

for a truss:

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K

+ E diag (KPTV^m^QWlPT*"

•{Ko-'AK<e,Uo}©-^ i (89)

K

where AKo0 or AKJ^ is the extended version of the matrix defined in Eq.

20.

Frames

Using Eqs. 29 and 23 and the fact that AT, = 3 for frames, vector

V7'(K) shown in Eq. 88 can be written, after some algebra, in the following

form for a frame:

dia

VKV) = 2 S S ( A K ^ T ^ U ^ A K ^ T ^ W ' • {QfilQfn + WfllWfl2)

'1 = 1 (2=1

3 3

dia

- E E S (AKJP.iyW^KSr'T^^Ko-'AK^.Uaf© • (j^.fi^ + W ^

(l=l i2=l

3 3

dia

- S E 8 (Koa,T(/){Ko-IAK^1Uo}0)AK^1Tv)Uov) • ( e A 2 A + W ^ )

'1 = 1 ' 2 = 1

AT, Ni Ni

+E E E <Kag(Ky>l^{K0-1AK?L1Uo}©)K{pIV)-{K0-,AKgi1Uafa>

•(Gw,fi* + WeilWe,-2) (90)

where the gs and Ws were defined in Eqs. 56-61 and AK&° or AK^,

AK(!e) or AK^' and AK£° or AK^> are the extended versions of the matrices

defined in Eqs. 25, 26, and 27, respectively.

The following expression can be written for vector V^'CK):

V/>(K) = ['vK'ool2 |y£(K)|2 ... |v$(K)| 2 f (91)

579

where Nf = number of degrees of freedom of finite element (/);,and

I^^'CK)! 2 = first-order approximation of the variability response function of

the rth internal nodal force of finite element (/).

According to Eqs. 89 and 90, IV^'CK)!2; i = 1, 2, . . . , Nf are not neces-

sarily nonnegative. This negativity is possibly observed for larger values of

the wave number K where |y^'(K)|2; i = 1, 2, ..., Nf approach zero and

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where the effect of the system stochasticity on the response variability be-

comes increasingly less significant, as demonstrated by Shinozuka (1987).

In the following, I V ^ K ) ! 2 ; i = 1, 2, . . . , Nf are assumed to be nonnegative

for any value of K. If any one of them is indeed found to be negative for

some values of K, it is set equal to zero at those values.

Following the same procedure as the one used for obtaining the spectral-

distribution-free bounds of the response variability of nodal displacements,

the following expressions are established for the upper bound of the variance

of the ith internal nodal force of finite element (/), Var^K']; i = 1, 2, . . . ,

N/.

VarfSY'] == <£. |y<f>(K,*)|2; i = 1, 2, ..., Nf (92)

and for the upper bound of the standard deviation:

Std[SK>] ss <jr \VT(*?)\; i=l,2,...,Nf (93)

for any form of the power spectral density 5 # (K). K,* is the wave number at

which l^rf^K)!2 takes its maximum value:

|V<P(K?)|2 a |Vjf>(K)|2 0< K< oo (94)

Obviously, it follows from Eq. 93 that the upper bound of the coefficient

of variation of the fth internal nodal force of finite element (/), COV

[S^] with nonzero expected value is given by

St(

rvwra/h

a ) V [ f l =W ] V IVW)!

; . , „

M ' W '=1.2.-.^ (95)

It is emphasized again that the upper bounds given in Eqs. 92, 93, and

95 do not depend on the power-spectral-density or autocorrelation function

of the stochastic field f(x) and in this sense they are "spectral-distribution-

free" or "correlation-function-free" bounds.

For later purposes, COV [ ^ ' ( K ) ] is defined as

with the spatial variability of the elastic modulus described by the following

power-spectral-density function, for every value of the wave number K ap-

pearing in Eq. 96:

NUMERICAL EXAMPLE

3, having 16 nodes and 21 elements. There are three degrees of freedom at

580

^ 4 © © 12 a si 16

® 15 (21

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© 7 ai 11 17 15

© a4 20

© © ic © 1<

© © © ©

1 5 13

ffmrmp mmmr VWffff» immm

4.0 m 4.0 m 4.0 m

E

1.2 m

5, 11, 17,

6, 12, 18 -

tet25 'm

Elements: 1, 7, 13, 19 —• 0.55 m x 0.55 m (cross-section)

Elements: 2, 8, 14, 20 - • 0.50 m x 0.50 m (cross-section)

Elements: 3, 9, 15, 21 -> 0.45 m X 0.45 m (cross-section)

loading consists of a horizontal force equal to 106 N applied at node 4. The

mean value of the elastic modulus is chosen to be E0 = 2 • 1010 Pa while its

coefficient of variation is set equal to aff = 0.10.

Using now Eqs. 55, 63, and 71, the first-order approximation of the ab-

581

0.35 r 1 1 1 1 1 1 —1——r

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Wave Number K (rad/m)

FIG. 4. (a) |V 19 (K)| • 0.362• 101 or COV [K, 9 (K)]; (b) |V 20 (K)| • 0.754• 103 or COV [H 20 (K)];

and (c) |v2l(K)| • 0.562 • 102 or COV [« 2 I (K)]

solute value of the variability-response function |V,(K)| and COV [W,(K)] are

plotted as a function of wave number K in Fig. 4 for degrees of freedom i

= 19, 20, 21.

Then, using Eqs. 90, 91, and 96, the first-order approximation of the

absolute value of the variability response function of internal nodal forces

|V$P(K)| and COV [S^V)]; i = 1, 2, 3 are plotted as a function of wave

number K in Fig. 5 for element 3 ( / = 3).

In order now to calculate the spectral-distribution-free upper bounds of the

response variability of the structure (Eqs. 70 and 95), the values of K* (i =

1,2, ...,Nd for Eq. 70 and / = 1, 2, . . . , Nf for Eq. 95) have to be cal-

culated. Since this calculation cannot be performed analytically, the values

of K,* are computed graphically from Figs. 4 and 5. It should be pointed out

that it is not possible that K,* be larger than 10 rad/m (the maximum value

of the wave number plotted in Figs. 4 and 5), since it is very easy to show

that both V(K) and V^'(K) possess the property

lim V(K) = 0; lim V / V ) = 0 (98)

upper bounds of the response variability of the structure:

COV [M,9] < 0.028; K* = 0 COV [5?'] < 0.051; K* = 0 (99a)

COV [u20] s 0.321; K* = 0 COV [Sf>] < 0.059; K* = 0 (992>)

3)

COV [u21] < 0.091; K* = 0 COV [$ ] < 0.066; K* = 0 (99c)

582

g(3) -&• s

(3)

©

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0.07

0.06

0.05

0.04

0.03

0.02

0.01 -

0.00

0.00 2.00 4.00 6.00 8.00 10.00

Wave Number K (rad/m)

3) 7 3)

$ ( K ) ] ; (C) |Vg>(K)| • 3.12 • NT or COV [£ (K)]

for w2o is considerably higher than the coefficient of variation of the elastic

modulus dff. Although a specific value was chosen for % (% = 0.10), any

other value satisfying Eq. 73 can be used in the analysis. A very small

positive value is usually assigned to t\ to avoid the possibility of obtaining

nonpositive values of the elastic modulus, according to Eq. 2.

Finally, it should be noted that the central processing unit (CPU) time

necessary to calculate the first-order approximation of the variability-re-

sponse function of all the degrees of freedom of the structure and all the

internal forces at a specific value of the wave number K is only 125 s on a

Sun 4 computer.

V(K) (Eq. 53) and V ^ V ) (Eq. 88) play a major role in understanding the

583

underlying mechanisms controlling the response variability of a stochastic

system.

It is of particular interest to note that according to Eqs. 52 and 87, the

variability-response function behaves similarly to the frequency-response

function in random-vibration analysis. It is then a straightforward task to

examine the importance of the form of the power-spectral-density function

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Sff(\<.) and the influence of the correlation distance of stochastic field f(x) on

the response variability of a stochastic system [e.g. Shinozuka and Deodatis

(1988)]. Finally, it should be pointed out that no Gaussian assumption is

made for stochastic field f(x).

CONCLUSIONS

the response variability of stochastic truss and frame structures was devel-

oped. The computation of these bounds was achieved by extending the no-

tion of the "variability-response function" of a stochastic system introduced

in Deodatis and Shinozuka (1989) to trusses and frames analyzed by the

finite element method. The variability-response function presents many sim-

ilarities to the frequency-response function used in random-vibration anal-

ysis. Of equal importance, this work provided insight into the underlying

mechanisms controlling the response variability of stochastic truss-and-frame

structures and an analytical basis on which the analysis can be extended to

two-dimensional structures such as plates and shells.

ACKNOWLEDGMENTS

This work was supported by the National Science Foundation under Grant

No. CES-8813923 with Dr. S.-C. Liu as Program Director. The writer wishes

to profoundly thank Professor Masanobu Shinozuka for his valuable com-

ments on this work.

APPENDIX I. REFERENCES

J. Geotech. Engrg. Div., ASCE, 107(4), 449-463.

Bucher, C. G., and Shinozuka, M. (1988). "Structural response variability II." J.

Engrg. Mech., ASCE, 114(12), 2035-2054.

Cambou, B. (1975). "Applications of first-order uncertainty analysis in the finite

elements method in linear elasticity." Proc. 2nd Int. Conf. on Applications of Sta-

tistics and Probability in Soil and Struct. Engrg., Aachen, West Germany, 67-

87.

Deodatis, G., and Shinozuka, M. (1989). "Bounds on response variability of sto-

chastic systems." J. Engrg. Mech., ASCE, 115(11), 2543-2563.

Handa, K., and Andersson, K. (1981). "Application of finite element methods in

the statistical analysis of structures." Proc, 3rd Int. Conf. on Struct. Safety and

Reliability, Trondheim, Norway, 409-417.

Hisada, T., and Nakagiri, S. (1981). "Stochastic finite element method developed

for structural safety and reliability." Proc, 3rd Int. Conf. on Struct. Safety and

Reliability, Trondheim, Norway, 395-408.

Hisada, T., and Nakagiri, S. (1985). "Role of stochastic finite element method in

structural safety and reliability." Proc. 4th Int. Conf. on Struct. Safety and Reli-

ability, Kobe, Japan, Vol. I, 385-394.

584

Kardara, A., Bucher, C. G., and Shinozuka, M. (1989). "Structural response vari-

ability m , " J. Engrg. Mech., ASCE, 115(8), 1726-1747.

Liu, W. K., Belytschko, T., and Mani, A. (1986). "Probabilistic finite elements for

nonlinear structural dynamics." J. Computer Methods in Applied Mech. and Engrg.,

56(1), 61-81.

Liu, W. K., Mani, A., and Belytschko, T. (1987). "Finite element methods in prob-

abilistic mechanics." J. Probabilistic Engrg. Mech., 2(4), 201-213.

Downloaded from ascelibrary.org by Universidad De Sevilla on 06/23/15. Copyright ASCE. For personal use only; all rights reserved.

Segerlind, L. J. (1984). Applied finite element analysis. John Wiley and Sons, New

York, N.Y.

Shinozuka, M. (1987). "Structural response variability." J. Engrg. Mech., ASCE,

113(6), 825-842.

Shinozuka, M., and Deodatis, G. (1988). "Response variability of stochastic finite

element systems." / . Engrg. Mech., ASCE, 114(3), 499-519.

Vanmarcke, E., et al. (1986). "Random fields and stochastic finite elements." J.

Struct. Safety, 3(3 + 4), 143-166.

Yamazaki, F., Shinozuka, M., and Dasgupta, G. (1988). "Neumann expansion for

stochastic finite element analysis." J. Engrg. Mech., ASCE, 114(8), 1335-1354.

A = cross-sectional area;

E = elastic modulus;

/ = cross-sectional moment of inertia;

K = stiffness matrix;

P = force vector;

Rjf = autocorrelation function;

S = internal nodal-force vector;

Sff = power-spectral-density function;

T = transformation matrix;

U = nodal-displacement vector;

V = variability-response function (nodal displacements);

Yp — variability-response function (internal nodal forces); and

e = expectation.

585

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