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Numerical investigation on the effects of natural frequencies of vibration


uncertainties on the maximum seismic response

Conference Paper · November 2019

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Yassine Zelmat
Université Abdelhamid Ibn Badis Mostaganem
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Numerical investigation on the effects of natural frequencies of vibration
uncertainties on the maximum seismic response

Yassine ZELMAT,

University of Mostaganem, yassine.zelmat@univ-mosta.dz.

Abstract. The main results of a numerical investigation for the probabilistic description of the maximum response under seismic
excitation systems, in terms of variability values of vibration frequencies are presented. Monte Carlo simulation technique is used to
determine the variance in the average amplitudes quadratic response spectra. The random variability of the resonant frequencies of
structures values is modelled by the lognormal probability density function whose characteristics have been obtained on the basis of
statistical processing of a wide range of structures and structural systems. Simulated response spectra correspond to the
accelerometric recording Parkfield earthquake of 27 June 1966. It is shown that the variations of the maximum response is, in view
of the frequency range considered, differently controlled by the variances of the uncertain parameters. The results interpreted among
other things, in terms of levels of excitement and vulnerability of structures are of some importance for engineers and their use can be
extended to improve seismic regulations currently in force.

Keywords: Uncertainty of vibration frequencies, Monte Carlo method, response spectra, strong movements of soil, probability
density function.

1. Introduction

It is traditional, earthquake engineering, to assess the dynamic response of a structure using a Modalo-spectral approach
with a seismic excitation often defined as a response spectrum. This approach allows taking into account, in addition to
the uncertainties inherent in stochastic nature of seismic motion, those related to the variability of the dynamic
characteristics of the structure itself.
Uncertainties about loading and structural features can affect the response and the reliability of a structure; therefore, it
is often desirable to consider their effects in the analysis of behaviour and design. For example, certain structures, such
as car parking, the mass on each level is a function of time (days, seasons) and it is virtually impossible to predict the
exact value at a future earthquake. Also, if the reporting structure is based on soft ground and that the phenomenon of
soil-structure interaction cannot be ignored, the features of the structure will depend on the dynamic characteristics of
the subgrade which can be different before, during, and after the earthquake.
This requires the development of appropriate mathematical tools to incorporate such uncertainties in the modelling of
structures, as well as in the development of methods to analyse these mathematical models. Random processes, for
example, are often used as tools mathematics to model the temporal variations uncertain loads, such as those caused by
earthquakes or wind. The random vibration theory can be used to obtain a probabilistic description of the response, such
as the mean and covariance of Gaussian processes, as well as the statistics of higher orders in the case of non-Gaussian
processes.
The objective of this study is the estimation of the effects of the uncertainties of vibration frequencies on the dynamic
response of structures. The uncertainties are addressed by considering each vibration frequency as a random variable
distributed normal Log function whose characteristics were obtained based on the statistical treatment of a wide range
of structures and structural systems. The seismic responses are simulated using the Monte Carlo technique and analysed
in order to assess their stochastic characteristics. The answers are evaluated under linear response spectrum associated
with the Parkfield earthquake record of 27 June 1966.
First, the accuracy of probabilistic estimates of the Monte Carlo method is analysed through the relationship between
the number of simulations and the uncertainty in the estimate of a given probability of failure. The probability of failure
is associated with a limit state function which reflects the collapse of the structure. The number of simulations required
for a given confidence interval is based on the average and the standard deviation of the estimate of a probability of ruin
as close as possible to the theoretical value determined a priori. The optimal number of simulation is then used in a
second step; analyse the influence of changes in natural frequencies of vibration values of the structure considered on
those simulated spectral amplitudes. The values of the vibration frequencies are first generated in the preamble
2

distributed around a mean value, following the normal Log Act for a range of variability, that is to say a given
covariance; one then analyses the effect of each vibration frequency on the structural response in different frequency
bands of the structure vibration. Thereafter, we consider different variability intervals of random natural frequencies for
the same stochastic distribution and conducting an analysis of the influence of these variations on those of the spectral
amplitudes. The results of some importance for the engineers are obtained and their use can be extended to improve
seismic regulations currently in force.

2. Simulation technique

A simulation, as the name suggests, simulating a phenomenon to be concerned in visiting a number of times, an event
allowing for example to assess the reliability of a structure. Several simulation techniques can be used to solve
structural reliability problems.
The Monte Carlo method is a special technique that can be used to generate the results of a numerical procedure
characterizing a given real problem. We then use the results of previous experiments to define the probability density
functions of the most important parameters of the problem studied. These distributions are then used to generate digital
data samples necessary for solving the problem following the proposed procedure.
When the problem to be analysed is extremely complex and the time required for one simulation, made very long by the
execution of hundreds or thousands of simulations, is impracticable, the method ‘‘ Latin Hypercube ‘‘ (Han et al, 1994)
reduces the number of simulation and gets reasonable results. In this method, the range of possible values of each
random variable input is partitioned into '' layers '' so that the simulation that a value of each layer is used once and only
once in the simulation procedure. In this way, all possible values of random variables are represented in the simulation
process.
Another method that can also solve complex problems is the method '' Rosenblueth 2K + 1 point Estimates ''
(Rosenblueth, 1975), which roughly speaking can be understood as a simulation technique in which the number of
simulation is N = 2K 1, where K is the number of random input variables. The method consists of the base in the
evaluation of a function of random variables in 2K+1 key points and uses this information to calculate the mean and
variance of this function. Given the content of our problem, we will use in this work the Monte Carlo simulation
technique which procedural details are given in the following.

2.1. Basic Concept


The Monte Carlo simulation involves an artificial generation values compatibly input parameters with the spectral
density function consider to simulate a large number of experiments. In the case of reliability analysis of structures, for
example, each simulated value x of the random variable X allows through the calculation of the limit state function Y =
G(x) to estimate the failure probability. The procedure is repeated up to generate N number sufficient of Y. J estimation
values of the failure probability Pf is then give by (Melchers, 1999):

Pf  J  IG(x)  0 f X (x) dx
 (1)

where fX (x) is the probability density function of the random variable X and I[G(x) ≤ 0] is the indicator function which
is such that:

1 si G(x)  0 ; the structure is defective


IG(x)  0   (2)
 0 si G(x)  0; the structure is not defective
The indicator function identifies the domain of integration. Equation (1) represents the average value of I[G(x) ≤ 0]. If
xj is the jth value of the random observation, it follows directly that:
N
1
Pf  J1 
N
 IG(x )  0
j 1
j (3)

Is an unbiased estimate of J. Using this simulation procedure is the question of how many simulations are needed to
achieve a desired accuracy. This is what we see in the following.
3

2.2. Accuracy of probabilistic estimates


The estimated number of simulations required for a given confidence interval can be made as follows. Since G(x) is a
random variable X, it follows that the indicator function I[G (x) ≤ 0] is also a random variable even though it has only
two possible values. We show (Melchers, 1999) that the distribution of J1 approaches the normal distribution as and as
N increases (Fig.1). The average E(J1) of the distribution that characterizes J1 is given by:
N
1
E(J1 )    
E I G(x j )  0  EIG(x)  0  (4)
j 1 N

And which is equal to J (Or Eq. (1)), where the variance is given by:
N
1  2 ( IG  0 )

 J2   2 var IG(x j )  0    (5)
j 1 N N
11

Variance J1 varies proportionally to the variance of the indicator function I[G(x) ≤ 0] and inversely proportional to N.
SI() is an estimate of the indicator function I[G(x) ≤ 0] is given by:
2
S I(G  0) 
1
N -1



 N 2
 I
j 1
 x j  0 - N N1 jN1 I G x j  0 
G
2



(6)
Shooman (1968) suggested to approximate the value of the estimate E (J1) in the range of 95% confidence, the mean
and standard deviation SI(G ≤ 0) the probability of failure Pf the parameters of the binomial distribution, found as J1 varies
from less than 20% of the value Pf =10-3 for a number of samples N = 100000. Brooding and al (1964), for the same
interval confidence, found that the number of simulation necessary N is more that 3000 simulations. Other authors have
found that the number of simulations N depending on the function to be evaluated should be in order of 10000-20000
for the same 95% confidence interval.

Fig. 1. Probability distribution estimate J for the failure probability Pf.

The best way to achieve the desired precision in any Monte Carlo analysis is to draw curves representing respectively
the estimate J of Pf (Eq. (3)) and SI(G ≤ 0) the estimate of its variance (Eq. (6)) depend on the number of simulations.
These curves (see Figure 2) show that these estimates decreased when the number of samples increases.
4

Estimateur de probabilité de succès


0.34

Success probability estimator


0.32

0.3

0.28

0.26

0 20000 40000 60000 80000 100000


Standard deviation estimatoire

0.16
Estimateur de l'écart type

0.12

0.08

0.04

0 20000 40000 60000 80000 100000

Number
Nombre of samples
d'échantillons
Fig. 2. Convergence of success probability estimator based on number of sample N.

Typically such graphs show that these steps are reduced as the number of samples is increased and a degree of stability
is achieved for a sufficiently large number of samples. Convergence rate and stability depend on the quality of the
random number generator used. (E. Melchers 1999). In our work, we reach a stability of estimates for a number of
samples N = 30000, which checks the conditions listed above, and we retain for future digital applications. The stability
of graphs appeared approximately from N = 20,000, in return, we cannot take the number N too large, because of the
time of calculation becomes large and therefore cumbersome and expensive.

2.3. Generating random numbers following the normal law Log

Log normal distribution law is among other particular need in the fields of science and technology, where the
statistical series or other abundant digital data is used, for the development of mathematical tools, often
derived from physics and probabilities. These tools help to develop and use models to quantify changes in
uncertain parameters, positive values, entering in the analysis of complex physical problems.
A random variable X, a mean and standard deviation, is a random variable log normal if ln(X) and normally
distributed, that is to say,
1  1  ln( x ) ln(x)  2 

f ln(x) ln(x)    2 
exp   (7)
  ln(x)  
 ln(x) 2

Where ( ) is the mean value of ln (x) and σ the value of the standard deviation of ln(X). These
ln(x)
quantities may be expressed as functions of and as follows:

2
ln(x)
 ln

  
x 2
x
 and 
1
 in ( x )
1 2
 ln(  x )   ln( x )
2
(8)
5

3. Numerical Results and Discussion

3.1. Statistical characterization own vibration frequencies


Against ground motion, structures behave as oscillators whose own oscillation modes depend in particular on the
stiffness (or rigidity) the structural elements, which stiffness is itself a function of four parameters on which the
designer of the structure may act, namely, the nature of the bonds, the nature of the materials used, the various sections
and twinges of structural elements. The hazard on the stiffness and thus the vibration frequency of the structure also is
controlled by these parameters, which if they are poorly controlled, are the source of many of damage due to bad design
the structure.
The selection of an appropriate value of the natural frequency of a structure is a subject very difficult to control in
practice when designing. With no paper on statistics in evaluating the frequency of completed structures, we chose to
model the random distribution of these values by the log-normal distribution given that the frequency is an eminently
positive greatness. Fluctuations structures vibration frequency will be characterized statistically by a coefficient of
variation (COV) Cf=σf/µf whose values are contained in the interval [5% - 20%].
0.8
function

0.6
de probabilité
density
Fonction de densité

0.4
Probability

0.2

0
0 1 2 3 4 5 6 7
Valeurs de la fréquence
Frequency values
Fig. 3. Probability density function associated with the normal distribution for different values of coefficient of variation.

For illustration, we have shown in Figure 3 above, changes in the probability density function associated with the
normal Log law obtained for representative Cf= 5,10,15 and 20% extreme and median values of the interval.

3.2. Sensitivity of the response to the uncertainty of the value of the natural frequency of vibration
The simulation procedure described above was applied to the calculation of response spectra corresponding to the
accelerometer recording the Parkfield earthquake of 27 June 1966. Each value of structural natural frequency of the
frequency range used for evaluation of the spectrum answer is considered µf average value to calculate the spectral
amplitudes with at first a variation characterized by a VOC value Cf = 10%. Log normal probability density function
associated with this value of covariance (black curve in Fig.3) is used to generate artificial values each vibration
frequency with an uncertainty f =f =Cf*f=0.10f Artificial frequency values thus obtained are used for the calculation
of response spectra. Figure 4 respectively represents the spectral values obtained (Fig.4b) for responses in displacement
(SD), pseudo-velocity (PSV) and pseudo-acceleration (PSA) and for comparison with similar results (Fig. 4a) using
another analytical procedure using a power spectral density function (DSPF) compatible with the target spectrum
associated with the record Parkfield (Zermout et al.).
6

10 10

1 1

SD, cm
SD, cm

0.1 0.1

0.01 moyen 0.01 moyen


moyen  moyen 
0.001 0.001
0.1 1 10 0.1 1 10
Fréquence, Hz Fréquence, Hz
100 100
PSV, cm/sec

PSV, cm/sec
10 10
moyen moyen
moyen  moyen 
1 1
0.1 1 10 0.1 1 10
Fréquence, Hz Fréquence, Hz

1000 1000
PSA, cm/sec 2

PSA, cm/sec2

100 100

10 moyen 10 moyen
moyen  moyen 
1 1
0.1 1 10 0.1 1 10
Fréquence, Hz Fréquence, Hz
(a) (b)
Fig. 4. Average Spectrum ± 1 standard deviation for a) analytical approach. b) Monte Carlo simulation.

It is noted that there are three frequency ranges which are characterized by different variations of spectral amplitudes
and whatever the spectrum considered, namely SD, PSV or PSA. The LF range (below about 0.3Hz) relating to very
flexible structures is characterized by fluctuations around the average, of the relatively small response compared to
those obtained for intermediate frequencies (0.3 and 8 Hz) and are relatively greatest. Frequencies above 8 Hz are
characteristics of rigid structures to which the effect of frequency is not at all except that very few perceptible. Note that
the responses obtained by the Monte Carlo method exhibit the same patterns of variation for responses in displacement,
pseudo-velocity and pseudo-acceleration, as shown by the analytical method of ordered peaks, with relatively large
fluctuations around the average range for this second approach.
We consider now the assessment of values of the different coefficients of variation Crep (fi) of the spectral amplitudes of
the response and, for each frequency spectrum fi (i = 1 to Nf, where Nf is the total number of frequency calculating the
response spectrum). The Crep coefficient (f) becomes a random variable characterized by µCrep mean and standard
deviation σCrep. The values of Crep(f) obtained for the pseudo-acceleration spectrum (PSA) are reported in Table 1
7

Table 1. Statistics of Crep values (f) the coefficient of variation of the amplitudes of PSA.

values of Crep 16.02%


values of µCrep 50.12%
Range of values Crep 1.54% -42.57%

It is noted that these values vary between a minimum value equal to 1.54% which characterizes the rigid structures and
a maximum value equal to 42.57% is to be associated with a structure in the intermediate frequency band. The average
changes in values of the coefficient of variation Crep (fi) of the acceleration response spectrum is 50.12%.

3.3. Sensitivity of the response to the uncertainty on the statistical characteristics of frequency:
We have previously see that the values of Cf coefficient of variation (COV) of the frequency change in the overall
interval [5% - 20%]. It is interesting to study the sensitivity of the response to changes in values of Cf, that is to say to
consider the behaviour of the structure to uncertainties  = f = Cff obtained for Cf and different values of a constant
value of the average f equal to the fundamental frequency value of the oscillator considered. For this, we use the
Monte Carlo simulation procedure repeatedly to generate various classes of frequency values with different
uncertainties.
To get an idea of the influence on the response of all possible values of the variation coefficient Cf, we selected four
values of Cf, ie 5%, 10%, 15% and 20% selected from the variation interval above.
Figure 5 shows the fluctuations of the amplitudes of the various response spectra (SD, PSV and PSA) about the value of
the respective average spectra for each of the four values used Cf coefficient characterizing the uncertainty in the
frequency.
The same observations as above can be raised, with the highlight, as was to be expected fluctuations of the most
important spectral amplitudes for increasing values of Cf These findings are put in evidence, for the PSA spectrum,
Table 2, which as previously set the Crep values (f) of the spectral amplitudes obtained. It is clear that the mean values,
standard deviation and those extreme values varying intervals
8

10 10 10 10

1 1 1 1
SD, cm

SD, cm

SD, cm

SD, cm
0.1 0.1 0.1 0.1

moyen moyen moyen


0.01 0.01 0.01 moyen 0.01
moyen  moyen  moyen 
moyen 
0.001 0.001 0.001 0.001
0.1 1 10 0.1 1 10 0.1 1 10 0.1 1 10
Fréquence, Hz Fréquence, Hz Fréquence, Hz Fréquence, Hz

100 100 100 100

PSV, cm/sec
PSV, cm/sec

PSV, cm/sec

10 10 PSV, cm/sec 10 10

moyen moyen moyen


moyen
moyen  moyen  moyen 
moyen 
1 1 1 1
0.1 1 10 0.1 1 10 0.1 1 10 0.1 1 10
Fréquence, Hz Fréquence, Hz Fréquence, Hz Fréquence, Hz

1000 1000 1000 1000

PSA, cm/sec2
PSA, cm/sec2

PSA, cm/sec2

PSA, cm/sec2

100 100 100 100

10 moyen 10 moyen 10 10 moyen


moyen
moyen  moyen  moyen 
moyen 
1 1 1 1
0.1 1 10 0.1 1 10 0.1 1 10 0.1 1 10
Fréquence, Hz Fréquence, Hz Fréquence, Hz Fréquence, Hz
(a) (b) (c) (d)

Fig. 5. Spectrum means ± 1 standard deviation SD, PSV and PSA for different values of Cf frequency coefficient: Cf = a) 05% b)
10% c) 15% d) 20%.

Crep grow in value from 5% to 20% the value of the coefficient of variation Cf frequency. Indeed, the value of the μ Crep
average coefficient of variation of the response from the value 29.26% to the value 80.32% while that of Crep standard
deviation of the coefficient of variation of the response of 9.23% to pass 27.40% when Cf ranges from 5% to 20%.

Table 2 – PSA variation coefficient values.

Cov of Cf 5% 10 % 15 % 20 %
values of Crep 9.23% 16.02% 27.38% 27.40%
values of µCrep 29.26% 50.12% 80.45% 80.32%
Range of values Crep 0.46% -25.96% 1.54% -42.57% 2.84% -54.77% 2.89% -55.34%

All the graphs of changes in seismic response pseudo-spectra displacement, velocity and acceleration shown in the
figures (4 and 5) above, have the characteristic of decomposing into three parts:
 An area where the low frequency response of the oscillator is essentially controlled by the movement of soil,
irrespective of fluctuations, for different values of Cf, each of the values of the structure vibration frequency.
9

This independence is illustrated by these graphs where it is seen that the influence of the variation of the
frequency is lower for the low frequency area.
 An area of high frequencies, it is clear that the influence on the spectral response variations of the frequency
fluctuation (for different values of Cf) around each of the frequency values (considered average) is very low in
this area also.
 An intermediate frequency area between two previous zones and adjacent components (fundamental or
harmonic) considered seismic excitation, dependent on the characteristics of the foundation soil, where the
pseudo-pseudo-acceleration and speed responses generally amplified with respect to the maximum values of
acceleration and speed of the support. This area is characterized by peaks and seemingly randomly distributed
valleys and reflecting the effects of resonances under the action of real accelerograms for frequencies of
vibration of structures ranging between 0.1 Hz and 2 Hz close to those basements underlying. There has been a
great variability of seismic responses for even small variability of frequency values.

4. Conclusion

As part of this work we have come to study the effect of uncertainties in the frequency on the dynamic response of
structures. The Monte Carlo simulation technique associated with a following log normal distribution law was retained
for probabilistic estimation of the seismic response of structures with an optimal number of 30,000 samples that we
guaranteed to reach the target probability of failure.
Note that the responses obtained by the Monte Carlo method exhibit the same patterns of variation for responses in
displacement, pseudo-velocity and pseudo-acceleration, as shown by the analytical method of ordered peaks, with
relatively large fluctuations around the average range for this second approach.
The effect of fluctuations in the frequency of values with those of the seismic response showed more changes in the
frequency increase, those of the response increases.
The resulting response spectra are extremely useful summary information, they generally comprise three parts:
 A low frequency area where response oscillator is essentially controlled by the movement of support and
resulting in a lack of fluctuations in spectral responses independently of frequency fluctuations.
 A zone at high frequencies, where response oscillator is controlled mainly by the acceleration of support,
wherein it is noted that the influence variation of the frequency fluctuations is reduced.
 An intermediate frequency region between two previous zones, wherein, the values of spectral response of the
extreme present distributed in an apparently random way. These extreme are obtained regardless of the values
of the selected frequency and the coefficient of variation is noted Cf high sensitivity values of the spectral
response to changes in frequency values.
This study can be extended to take into account the effects of systematic uncertainties induced generally by the engineer
in the values adopted for the dynamic parameters (mass, stiffness ...). The study can also be extended to the study of the
influence of variations of two parameters the frequency and damping on the dynamic response of structures by
considering the different aspects of seismic regulations around the world.
10

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