Beams on random elastic supports

A. A. Mahmoud

Department of Engineering Mathematics and Physics, Cairo University, Cairo, Egypt

Magdy A. El Tawil

Department of Engineering Mathematics, Cairo University, Giza, Egypt

The fourth-order differential equation of a beam resting on elastic supports is highly dependent upon
the modulus of subgrade reaction, k. In general, the value of k is random; consequently, a beam
resting on random supports is represented by a random differential equation of random coefficient.
This dtfferential equation has no exact solution; accordingly, approximate solution is recommended.
The statistical moments of the solution process are expanded in terms of the stochastic scale parameter
4’and evaluated by using successive approximations.

Keywords: stochastic differential equations, stochastic beams, stochastic subgrade reactions

In this paper the fourth-order differential equation

Introduction
Some mathematical models are influenced by the ran-
dom uncertainties included in the applied excitation or
in the coefficient of the represented differential equa-
tion. Stochastic analysis is of great interest for engi-
neers, especially structural and geotechnical ones.
Casciati et al.’ analyzed the three-dimensional frames
under dynamic stochastic excitation, using the sto-
chastic equivalent linearization. Li and Ibrahim2 in-
vestigated the autoparametric interaction of two nor-
mal modes in a 3 degrees of freedom (3-DOF) structural
model under a wideband random excitation. Muscolino3
evaluated the mean square response of a linear system
subjected to a multicorrelated stationary or nonsta-
tionary process. Branstetter and Thomas4 estimated
the first- and second-order statistical response mo-
ments for linear multi-degree of freedom dynamical
systems having random loads and random structural
characteristics. Vanmarcke and Grigorit? discussed the
analysis of shear beams of random rigidity. Spanos and
Ghanem discussed the solution of problems involving
material variability. The authors’ assumed cantilev-
ered beams with continuous stochastic rigidity and de-
veloped the stochastic second-order differential equa-
tion with its random uncertainty in the excitation
function.
Address reprint requests to Dr. El Tawil at Department of Engi-
neering Mathematics, Faculty of Engineering, Cairo University, Giza,
Egypt.
Received 8 July 1991; revised 7 January 1992; accepted
1992
with a stochastic coefficient of a beam resting on ran-
dom elastic supports (Winkler’s model) is analyzed.
The stochastic uncertainty in the subgrade reaction k
is scaled by a deterministic parameter 5. The estimation
of this parameter depends on the amount of the un-
certainty in the Winkler’s subgrade model. The suc-
cessive approximation method proved that the random
deflection can be obtained as a power series in the
parameter 5. The first and the second statistical mo-
ments of the random deflection are obtained by as-
suming the first-order approximation.
Random deflection of beams resting on random
elastic supports
Beams resting on the ground are often modelled as
beams supported by elastic springs (Winkler sup-
ports). In general, the properties of the ground differ
from one point to another, which involves uncertainty
in the characteristics of equivalent elastic springs. In
other words, the elastic supports are of random nature.
Consequently, the fourth-order differential equation of
a beam resting on random elastic supports, shown in
Figure I, is random and is given as
Ez d4y(x; w)
+ k(x; w)y(x; WI = q(x)
dx4
where E is the Young modulus of elasticity, I is the
moment of inertia of the cross section, y(x; w) is the
random deflection, w is the random outcome which
belongs to (Cn, 93, P) in which IR is a sample space, 93
is a a-algebra associated with 0, and P is a probability
IS January measure, q(x) is the applied load, and k(x; w) is the
random modulus of subgrade reaction. In the case of

330 Appl. Math. Modelling, 1992, Vol. 16, June 0 1992 Butterworth-Heinemann
 Beams on random elastic supports: A. A. Mahmoud and M. A. El Tawil
. b.
random outcomes. This term is the solution of the de-
x
III d terministic system (i.e., 5 = 0). By using ye(x) as the
first approximation the second approximation is ob-
tained as

Figure 1. A beam on elastic supports ~Y(‘)(X. 2 w) = 4(x) - 5yoc477(x; WI (7)

The ith approximation is computed as
a simply supported beam the following boundary con-
ditions for all random outcomes are applied: LEy”‘(X;w) = q(x) - 57&V;w),(j- “(X; w)
i>o (8)
y(0) = y”(0) = 0 (24
which leads to the existence of the assumed series
y(L) = y”(L) = 0 (2b) solution. The first term in the series in equation (6) is
where L is the beam length. The modulus of subgrade obtained when solving the deterministic system and is
reaction k can be represented as given by
k = kO + l&x; W) (3) %Yo(X) = 4(x) (9)
where kO is the mean value of k or it is the subgrade When equation (6) is substituted into equation (I), the
reaction for the deterministic system. Here, 5 is a de- ith term is computed as
terministic scale parameter which represents the de-
gree of uncertainty in k, and 77(x; w) is any zero mean ~yj(X;W) = -yi_l(X;W)77(X;W) i>O (10)
random process. Substituting equation (3) into (1) yields Using the deterministic boundary conditions given in
equation (2), we apply the following conditions for each
ZYk WI = q(x) - [7/(x; w)y(x; w) (4)
term of equations (9) and (10):
where .JZis a deterministic differential operator given
as yJ0) = y;(o) = 0 (1 la)

2%$+k,,
y;(L) = y::‘(L) = 0 (llb)
(5)
The impulse response function associated with the de-
The random deflection of the beam can be expanded terministic operator 5!?is known to be*
in power series expansion as
Cc h(x) = cash (7x). sin (yx) - sinh (yx) . cos (yx)
Y(K w) = 2 C’Y;(Gw) (6) (12)
i=o Assuming uniformly applied load and solving equations
It should be noted that the first term of the power (9) and (10) together with boundary conditions (lla)
series, ye(x), is deterministic and independent of the and (11 b), the first and second terms of the series are

1
cash (yx) . cos y(L - x) + cash y(L - x) . cos (yx)

cash (yL) + cos (yL) (13)

and L

yi(x; w) = Q(CZ+ P/m;) cash (yx) . sin (yx) P(W) = PI Ih(L - dv(s; w)yo(s)ds
0
+ Q((Y- Plmo) sinh (yx) * cos (yx) L

S)T(S; w)yo(s)ds (17)

- Q/W&>
+ P2 +(L -
_f
i h(x - sh(s; w)yob) ds 0
0 in which
(14)
(Y~= y2/(Elmo). (sinh (yL) . cos (yL)
where
+ cash (yL) . sin (yL)) (18)
Q = ll(fimo) (15) a2 = l.l(2EZmg r) * (sinh (yL) * cos (yL)
L
- cash (-&). sin (yL)) (19)
a(w) = aI h(L - s)v(s; w)y,,(s)ds
I PI = y2/(EZmg r). (cash (yL) . sin (yL)
0
L - sinh (yL) . cos (-yL)) (20)

+ a2 4(L - sh(s; w)Yo(s)~~ (16)

p2 = l.l(2EZmg) * (cash (yL) . sin (yL)
J
0 + sinh (yL) . cos (yL)) (21)

Appl. Math. Modelling, 1992, Vol. 16, June 331

Beams on random elastic supports: A. A. Mahmoud and M. A. El Tawil

ma = (kolEZ)1’4 (22) The variance of the random deflection is given as

y = molti (23)
f = (2y2/mo) * (cash* (7L) * sin* (@) Vary@; w) = 5 [*j vary& w)
i=l
+ sinh* ($_). co9 (-yL)) (24)
<b(x) = 2y2 (cash (yx) . sin (yx) + 22 2 ~(R+l)C~~{yn(~;~),yj(~;~)} (27)
j=l n=l
+ sinh (yx) * cos (yx)) (25)
where the covariance term, Cov (y,, yj), is the expec-
Variance of random deflection
tation of y,, *yi. The first approximation of the variance
Since 77(x; w) is a zero mean process, then the expec- is
tation of y;(x; w), i > 0, is also zero. Consequently,
the mean function of the random deflection is Var y(x; w) = t* . Var y,(x; w) (28)

EYCG WI = yaw (26) where

Vary,(x; w) = yll(x) Var (Y+ y12(x) Varp

k; x
+ h(x - sJ.h(x - s*)*Y0(~1)~Y0(~2)
2E2Z2mg I
0

(2%

in which
X
Zn = h(x - s)yo(sMs; WI ds (30)
I
0
yll(x) = (l/~mo)~(cosh(yx)~sin(yx) + sinh(yx).cos(yx)) (31)
y,*(x) = (l/V%zo)~ (cash (7x). sin (yx) - sinh (7x). cos (yx)) (32)
2 4k2
COV(%P) = & -21--94....,
ma
+ $*(iWR3
0
- WR3) - &WIv.R,>
0
(33)

1 k;
Cov ((.u,In) = ti Ezm8 .Pti mar (2y*M. & - N. Rd (34)

ki
Cov (P, InI = ti kzrn8. ti moT Cb*M. R4 + M. Rd (35)

L
where
M = ~movldU (36) R4 = h(L - s)y;(s)h(x - s) ds (41)
0
N = Yhm2y12(L) (37)
L

R, = h2(L - s)y;(s)ds (38) Results and discussion

I
0
The above formulation is applied to the case of a simply
L supported beam of rectangular cross section resting on
R2 = +*(I, - s)y;(s)ds (39) a random elastic foundation. The modulus of subgrade
I reaction is taken as a deterministic value, ko, plus a
0
modulated white noise. The general mathematical
L
expression for the modulated white noise9 is
R3 = c#Q. - s)ya(s)h(l - s)ds (40)
0 77(x;w) = e(x) . n(x; w) (42)

332 Appl. Math. Modelling, 1992, Vol. 16, June

 Beams on random elastic supports: A. A. Mahmoud and M. A. El Tawil

where e(x) is a deterministic envelope and n(x; w) is ulus of elasticity 210 t/cm2, width of 25 cm, and depth,
white noise with the following statistical properties: d, 60 cm, 80 cm, and 100 cm. The beam rests upon a
soil of deterministic portion of the modulus of subgrade
En(x; w) = 0 (43) reaction, which is made to vary from 2 kg/cm2 to 18
and kg/cm2. The load intensity is assumed to be 1 t/m.
Figures 2-4 show the expected deflection along the
Eqbl; wM2; w) = (44)
&A. 4.~2) . %I - x2)
beam length for different beam depths and soil subgrade
where S( -) is the Dirac delta function. The Romberg reactions. In general, the expected deflection is de-
technique is used to calculate the resultant determin- creased as the beam rigidity and the modulus of subgrade
istic integrals. The solution obtained above will be ap- reaction increased. Figures 5-7 show the change of
plied for simply supported beams of length 10 m, mod-
S(x)
- * - too.0

X X
-0 loo 200 300 400 500 5ao 700 800 900 moo 0 100 200 300 400 500 500 700 800 so0 ll 50

Figure 2. The expected deflection along the beam length for Figure 5. The change of the variance of the deflection along
k0 = 2.0 the beam length for k0 = 2.0

E(x)
0.121
I

.-_--

X Y
0 100 200 300 400 500 000 700 BOO so0 lG0 -0 100 200 300 400 500 500 700 800 900 moo -

Figure 3. The expected deflection along the beam length for Figure 6. The change of the variance of the deflection along
ko = 10.0 the beam length fork,, = 10.0

Figure 4. The expected deflection along the beam length for Figure 7. The change of the variance of the deflection along
ko = 18.0 the beam length for k,, = 18.0

Appl. Math. Modelling, 1992, Vol. 16, June 333

Beams on random elastic supports: A. A. Mahmoud
S(x) (lE-04)
or
X -
Figure 8. The relationship between the variance of the deflec-
tion and the deterministic portion of the modulus of subgrade
reaction for depth = 60.0
S(x) (1E -04)
7
6
6
Figure 9. The relationship between the variance of the deflec-
tion and the deterministic portion of the modulus of subgrade
reaction for depth = 80.0
the variance of the deflection along the beam length
for the above mentioned beam and soil properties. It
can be noticed that the variance increases as the ri-
gidity of the beam increases for soft soils (up to 12
kg/cm*) and decreases as the rigidity of the beam de-
creases for stiff soils (k, 2 I2 kg/cm*). It is also noticed
that the variance of the deflection increases along the
beam up to 60-80% of its length and decreases again
to zero at the end support. Figures 8-10 show the
relationship between the modulus of subgrade reaction
and the variance of the deflection at different points
along the beam length. It is clear that the variance
becomes constant when the modulus of subgrade re-
action exceeds the value of 10 kg/cm2. It is noticed
that the minimum variance is obtained for soils of mod-
ulus of subgrade reaction between 4 kg/cm* and 12
kg/cm2.
334 Appl. Math. Modelling, 1992, Vol. 16, June
and M. A. El Tawil
-I>
-IL
x
2 lo 111
Figure IO. The relationship between the variance of the de-
flection and the deterministic portion of the modulus of subgrade
reaction for depth = 100.0
Conclusions
The following conclusions are derived:
I. For soft soils the variance of the deflection in-
creases as the stiffness of the beam increases while
the expected value decreases.
2. For stiff soils the expected value of the deflection
together with its variance decreases as the stiffness
of the beam increases.
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