Engineering Structures 30 (2008) 29812990

Contents lists available at ScienceDirect

Engineering Structures
journal homepage: www.elsevier.com/locate/engstruct
An efficient procedure to obtain exact solutions in random vibration analysis of
linear structures
Enrique de la Fuente
Escuela Universitaria de Ingeniera Tcnica Aeronutica, Universidad Politcnica de Madrid, Cardenal Cisneros 3, 28040 Madrid, Spain
a r t i c l e i n f o
Article history:
Received 18 July 2006
Received in revised form
20 December 2007
Accepted 9 April 2008
Available online 20 May 2008
Keywords:
Random vibration
RMS stress
Finite elements
Structural analysis
Von Mises stress
a b s t r a c t
A new method for performing random vibration analysis of linear structures is presented in this paper.
The method results from direct application of a well known result of Linear Systems Theory and allows
computation of RMS values of any number of structural outputs: displacements, stresses, element forces,
accelerations, etc. RMS of Von Mises stresses can be also obtained. In all cases, the results produced are
exact for white noise excitation inputs and can be as accurate as desired for excitations with arbitrary PSD
laws. These results can be postprocessed by standard Finite Element packages in much the same manner
as if they had been obtained in conventional static analysis.
2008 Elsevier Ltd. All rights reserved.
1. Introduction
RANDOM vibration analysis is a common task in structural
analysis. In the space field, for instance, randomvibration is usually
needed to simulate acoustic loading or loading due to atmosphere
turbulence during the launch of spacecraft. In the aeronautical
field, random analysis is required to assess the response of aircraft
structures to continuous turbulence (i.e., turbulence defined by
its Power Spectral Density). Civil engineering structures are often
excited by random forces such as earthquakes or air turbulence.
The way in which the structural analysis packages deal with
the problem of random vibration starts with the calculation at
a number of frequencies of the complex transfer function of
the output variables requested by the user, (i.e. stresses, forces,
accelerations, etc.), followed by computation of the individualized
PSD of each output, and finally by performing a numerical
integration of the resulting PSD curves. The final result of this
process is the steady state RMS value of the corresponding output.
This calculation process presents some shortcomings well known
to the users:
In general, RMS outputs have to be requested one by one
(i.e., no instruction such as RMSSTRESS = ALL is available).
This inconvenient is important when dealing with large Finite
Element Models.
A significant computational effort is needed for each individual
result if this is required to high accuracy. For the solution
E-mail address: enrique.delafuente@upm.es.
obtained to be accurate enough, the PSD of each structural
output must be computed at a large number of frequencies.This
usually results, when dealing with large Finite Element Models,
in long CPU times and eventually problems with disk space
storage.
It is not possible to visualize RMS results (stresses for instance)
incolor or contour plots as it is normally made instatic or modal
analysis. Postprocessing of RMS results is obviously essential to
have a clear idea of how internal forces/stresses run along the
structure.
For ductile materials, such as those used in engineering
structures, the equivalent Von Mises stress is an adequate
measure of stress magnitude.For the case of random vibration,
the RMS value of the Von Mises stress would therefore be
required. However, this equivalent stress being a non linear
function of the stress components, cannot be obtained simply
from their individual RMS values.
The method presented in this paper is intended to overcome
all of these shortcomings. The method is derived from direct
application of a known result of the Theory of Linear Systems, but
that is however not handled frequently by structural analysts since
its mainuse is inLinear Systems Control Theory. Its mainadvantage
with respect to ghe standard sequence is that exact RMS results
(stresses, forces, accelerations and so on), are obtained using a
process that is much cheaper (in teRMS of computational effort)
than the standard one outlined above. Since fewer mathematical
operations are required for each result, the obtention of all RMS
structural outputs presents no special difficulties and can be
postprocessed graphically much in the same way as if they would
have been obtained in a conventional static analysis.
0141-0296/$ see front matter 2008 Elsevier Ltd. All rights reserved.
doi:10.1016/j.engstruct.2008.04.015
2982 E. de la Fuente / Engineering Structures 30 (2008) 29812990
Nomenclature
Symbols
A, B, C, D State space matrices
M Mass matrix
K Stiffness Matrix
E Eigenvector matrix
Eigenvalue matrix
X Lyapunov Matrix
W PSD Matrix
Angular natural frequencies matrix
Z Modal damping matrix
Modal damping
Angular frequency
Element stress
f Element force
u, u, u Nodal displacement, velocity, acceleration
E Expectance operator
./ Term by term division
1 Square matrix filled with ones
I Identity matrix
z Any structural output
Subindexes
a Structural degrees of freedom
h Modal coordinates
l Degrees of freedom where direct forces are applied
r Degrees of freedom to which enforced base acceler-
ation is input
s State coordinates of the structure
n State coordinates of the PSD shaping system
S State coordinates of the compound system
w Force/acceleration excitation
k kth structural output (displacement, stress, etc.)
VM Von Mises (stress)
i Imaginary unit, ith element (depending on context)
Superindexes
T Matrix transpose
Conjugate transponse
Inverse of the conjugate transpose
The paper is structured as follows. In Section 2 the standard
process of obtaining RMS values of structural outputs is briefly
reviewed, thus highlighting the difficulties mentionedabove. Then,
in Section 3 the new procedure is recalled from Linear System
Theory and the sequence of mathematical operations needed is
identified. This sequence of operations is applied first to the case of
general linear systems subjected to white noise and then extended
to the case where systems are subjected to arbitrary PSD input
profiles. Afterwards, in Section 4 the procedure is applied to
structural-like systems. Section 9 illustrates the procedure with
several examples. Some intermediate calculations are left as an
Appendix to ease reading the paper.
2. Motivation
The conventional procedure to obtain the steady state root
mean square value of some structural output of a structure
subjected to random forces is recalled below. First, the dynamic
equilibrium equations of the structure are written in modal
coordinates,
1
u
h
+ 2Z
hh

hh
u
h
+
2
hh
u
h
= M
1
hh

T
ah
p
a
where M
hh
, Z
hh
and
hh
are the generalized mass, modal damping
and natural frequencies diagonal matrices, u
h
are the modal
coordinates,
ah
is the modal matrix and p
a
is the applied load
vector. The complex frequency response of the modal coordinates
u
h
is
u
h
= H
hh
() M
1
hh

T
ah
p
a
where
H
hh
() =
_

2
I
hh
+
2
hh
+ i2Z
hh

hh
_
1
is the modal complex frequency response matrix, a diagonal
matrix as well. The Power Spectral Density matrix of the modal
coordinates u
h
is
W
hh
() = H
hh
() M
1
hh

T
ah
W
aa
()
ah
M
1
hh
H

hh
()
where W
aa
() is the PSD matrix of the random forces p
a
.
Let z
k
be some structural output, for instance, the displacement
of a node, a stress component or element force of some finite
element, etc. In general, this output can be written as a linear
combination of the modal displacements u
h
in the form
z
k
= c
kh
u
h
where c
kh
is a row vector with its columns representing the modal
values of the kth structural output.The PSDmatrix of the structural
output z
k
is given by
W
kk
() = c
kh
W
hh
() c
T
kh
= c
kh
H
hh
() M
1
hh

T
ah
W
aa
()
ah
M
1
hh
H

hh
() c
T
kh
and finally the root mean square value of the structural output z
k
z
k,RMS
=
__

0
W
kk
() d
_
1/2
.
Taking into account that H
hh
() is diagonal and that the PSD
matrix W
aa
is symmetric, the above expression involves a total of
a(a+1)
2

h(h+1)
2
different integrals (Ref. [9]) for each structural
output required. For the general case, these integrals must be
evaluated numerically. It is apparent that when many outputs are
requested and/or high numerical integration accuracy is desired,
the computational effort to perform that number of numerical
integrations may soon become prohibitive.
Ref. [9] presents a procedure to tackle these integrals and
proposes anexact solutionfor piecewise polynomial variationwith
the frequency of the elements of the PSD matrix W
aa
(). In this
paper we will follow a completely different approach which we
estimate is easier to implement and which also can provide simple
closed form exact solutions for the RMS value of structural outputs.
The procedure that will be presented does not need in fact any
integration at all and is based in a well known result of Linear
Systems Theory. The next section recalls an important result of
Linear SystemTheory which is the base of the proposed procedure.
Later, in Section 4, the procedure will be particularized to the
structural problem.
1
To ease the reading of what follows, each matrix will have two subindexes,
indicating the dimensions of the matrix.
E. de la Fuente / Engineering Structures 30 (2008) 29812990 2983
Fig. 1. The PSD shaping system will model a white noise input to a variable PSD profile.
3. Response of a linear time invariant systemto randominputs
3.1. White noise random input
Refs. [13] give a fairly complete and rigorous derivation of the
theory of response of linear systems to random excitation inputs.
Here a brief summary of the main results will be presented. In its
most general form, a Linear Time Invariant (LTI) system is defined
by a system of first order linear differential equations in the form
x
s
= A
ss
x
s
+ B
sw
w (1)
z = C
zs
x
s
in where x
s
is the state vector, w is the input vector, z is the output
vector, and A
ss
, B
sw
and C
zs
are constant matrices of appropriate
dimensions.
Now, let wbe a white noise randomprocess withPSDdefinedby
a constant, symmetric and positive semidefinite matrix W
ww
. Then
it can be shown that the steady state variance matrix of the state
vector is given by
E
_
x
s
x
T
s
_
= X
ss
where where E stands for the expectation operator and X
ss
is the
unique symmetric solution of the linear Lyapunov equation
A
ss
X
ss
+ X
ss
A
T
ss
+ B
su
W
uu
B
T
su
= 0. (2)
Furthermore, the steady state variance matrix of the output vector
z is given by
E
_
zz
T
_
= z
2
= C
zs
X
ss
C
T
zs
. (3)
Finally, the root mean square value of the output elements of z is
therefore
z
RMS
=
_
diag
_
C
zs
X
ss
C
T
zs
_
. (4)
3.1.1. Solution of the Lyapunov equation
Although the matrix Eq. (2) is a linear function of the elements
of the matrix X
ss
and could therefore be rewritten as a system
of linear equations in its elements, much powerful and robust
techniques do exist for finding the solution. The interested reader
can see the details in [13].
There is however an important situation for which the solution
can be obtained in closed form. This case is of direct applicability
for the problem at hand as will be seen later, and corresponds to
the particular case of that the state matrix A
ss
is diagonalizable.
The solution can be seen for instance in [4]. We will herein give
a solution in closed matrix form.
Let
ss
be the (complex, in general) eigenvalues of A
ss
written in
the formof a diagonal matrix and E
ss
the eigenvector matrix. In the
case of that A
ss
is diagonalizable we can write
A
ss
= E
ss

ss
E
1
ss
.
Substituting in Eq. (2),
E
ss

ss
E
1
ss
X
ss
+ X
ss
E

ss

ss
E

ss
+ B
su
W
uu
B
T
su
= 0.
Premultiplying by E
1
ss
and postmultiplying by E

ss
we obtain

ss

X
ss
+

X
ss

ss
+

W
ss
= 0 (5)
where

X
ss
= E
1
ss
X
ss
E

ss
(6)

W
ss
= E
1
ss
B
su
W
uu
B
T
su
E

ss
.
Since the matrix
ss
is diagonal, the solution of (5) can be obtained
explicitly. In fact, the (i, j) element of the Lyapunov matrix

X
ss
is
_

X
ss
_
ij
=
_

W
ss
_
ij
(
ss
)
ii
+ (
ss
)
jj
that can be put in matrix compact form as

X
ss
=

W
ss
./ (
ss
1 + 1
ss
) (7)
where 1 is a square matrix of ones of appropriate dimensions and
the symbol (./) stands for term by term (Hadamard) division. Note
that if
i
and
j
are any two eigenvalues of matrix A
ss
, the solution
is unique if
i
+
j
= 0. As will be seen later, this condition is always
fulfilled for the structural problem.
The final solution of the Lyapunov equation is obtained by
substituting Eq. (7) into Eq. (6), that is
X
ss
= E
ss

X
ss
E

ss
= E
ss
__
E
1
ss
BW
uu
B
T
E

ss
_
./ (
ss
1 + 1
ss
)
_
E

ss
(8)
and the RMS value of the response variables z is
z
RMS
=
_
diag
_
C
zs
X
ss
C
T
zs
_
2
which is the final result written in explicit matrix closed form.
The factor 2 in the above equation comes from the fact that the
RMS value given in (4) is calculated for a range of frequencies from
to +. However, in engineering problems, the integration is
performed only for positive values of frequencies, that is from 0 to
+.
3.2. Non white noise random inputs
For most practical situations, implementation of the procedure
just described is more than enough. Constant PSD input at
all frequencies is frequently used to model random excitation
processes. However, it is still possible to extend the above
procedure to non white noise PSD laws.
From Linear Systems Theory (Ref. [1]) we know that any PSD
function as a function of frequency can be obtained as accurately as
desired as the output from some linear system excited with unit
white noise input. Moreover, this system can be selected to be
stable and minimum phase.
2
In our framework, we will name this
system as the PSD Shaping System (PSDSS).
That is, suppose that the input w in Eq. (1) is a random input
with PSD given by some predefined function of frequency, PSD().
The above statement means that it is always possible to find a
linear, stable, minimum phase, time invariant system which will
produce an output PSD as close as desired to the lawPSD() when
subjected to unit white noise spectrum (see Fig. 1).
2
That is with all his poles and zeros having negative real parts.
2984 E. de la Fuente / Engineering Structures 30 (2008) 29812990
The more general form of such a system will be
x
n
= A
nn
x
n
+ B
nw
w
white_noise
(9)
w
PSD()
= C
wn
x
n
+ D
ww
w
white_noise
where w
white_noise
is an input consisting of unitary white noise
spectrum and w
PSD()
is the output with the desired PSD.
For ease of reading, the process of constructing the PSDSS (i.e.,
finding the system matrices A
nn
, B
nw
, C
un
and D
uw
for a given law
PSD()) is discussed in some detail in the Appendix. In what
follows, we will assume that these matrices are known.
3.3. Compounded system
The PSDSS given by Eq. (9) will now be combined in series with
the original system (as outlined in Fig. 1) described by Eq. (1). The
complete system matrices of the whole system can be verified to
be
x
S
= A
SS
x
S
+ B
Sw
w
white_noise
z = C
zS
x
S
(10)
where x
S
=
_
x
s
x
n
_
T
is the state vector of the complete system,
A
SS
=
_
A
ss
B
sw
C
wn
0
ns
A
nn
_
B
Sw
=
_
B
sw
D
ww
B
nw
_
C
zS
=
_
C
zs
0
zn
_
are the system matrices of the complete system. Note that the
complete systemis nowsubjected to white noise input, (see Eq. (10)),
and thus, the result described in Section 3 can now be applied to
the new system. Should the PSDSS provide exactly the required
output PSD(), the complete system will in turn provide the
exact solution to the problem of a system subjected to general
spectrum. In any case, since any output PSD can be approximated
as accurately as desired, the exact solution can also be approached
as accurately as needed.
3.4. Exact solution for variable PSD spectrum
It is still possible to find an explicit exact solution for the
compounded system given in (10). Let
nn
and E
nn
be the
eigenvalues and eigenvectors of the PSDSS, that is, they satisfy
A
nn
E
nn
= E
nn

nn
.
The eigenvalues and eigenvectors of the complete system state
matrix A
SS
can be obtained from those corresponding to the two
separate systems by

SS
=
_

ss
0
0
nn
_
E
SS
=
_
E
ss
E
sn
0
ne
E
nn
_
(11)
where the matrix E
sn
is given by
E
sn
= E
ss

E
sn
and the (i, j) element of the matrix

E
sn
is given by
_

E
sn
_
ij
=
_
E
1
ss
B
sw
C
wn
E
nn
_
ij
(
ss
)
ii
(
nn
)
jj
or in matrix compact form

E
sn
=
_
E
1
ss
B
sw
C
wn
E
nn
_
./ (
ss
1 1
nn
) .
This result can be verified simply by substitution.
Once the eigenvalues and eigenvectors of the complete system
are known, the solution to the Lyapunov equation can be obtained
in the same way as shown in Section 3.1, that is, by first finding the
solution of
A
SS
X
SS
+ X
SS
A
T
SS
+ B
Sw
W
ww
B
T
Sw
= 0 (12)
which according with Section 3.1.1 is given by
X
SS
= E
SS

X
SS
E

SS
(13)
where
_

X
SS
_
ij
=
E
1
SS
B
Sw
W
ww
B
T
Sw
E

SS
(
SS
)
ii
+ (

SS
)
jj
. (14)
The steady state variance of the structural responses is given by
Z = C
zS
X
SS
C
T
zS
(15)
and the steady state mean square values of the response,
z
2
= diag
_
C
zS
X
SS
C
T
zS
_
. (16)
Finally, the steady state RMS value of the kthstructural response
is given by
z
RMS
=
_
diag
_
C
zS
X
SS
C
T
zS
_
2
. (17)
4. Random vibration analysis of a linear structure
Section 3 dealt with the analytical solution of a LTI system
subjected to random excitations.We will now apply the above
general result for the case of a structure subjected to random
excitation. We will see that for structural analysis, the results
can be written in a simple explicit form. As before, we will
start by considering that the excitation is white noise. For the
sake of completeness, we will consider a structure subjected
simultaneously to both directly applied random forces as well as
to imposed random accelerations at some nodal points.
4.1. Dynamic equilibrium equations in modal coordinates
Consider the dynamic equilibriumequations of an elastic linear
structure, in the absence of damping
M
aa
u
a
+ K
aa
u
a
= p
a
(18)
in which M
aa
, K
aa
are the mass and stiffness matrices respectively,
p
a
are the external nodal forces and u
a
, u
a
the nodal displacements
and accelerations respectively. We will assume that the above
system of equations has been obtained after having eliminated
all the external and internal constraints and performed all the
required condensations (for instance, Guyan reduction).
Nodal displacements u
a
will nowbe partitioned in sets u
l
and u
r
,
the first collecting all the degrees of freedom with applied forces
and the last collecting all the degrees of freedom to which the
base acceleration is imposed. The above system of equations is
partitioned accordingly:
_
M
ll
M
lr
M
T
lr
M
rr
_
_
u
l
u
r
_
+
_
K
ll
K
lr
K
T
lr
K
rr
_
_
u
l
u
r
_
=
_
p
l
p
r
_
.
Note that both u
l
and u
r
are absolute displacements in that they
might include rigid body modes. Since rigid body modes do not
produce internal stresses, the usual procedure to compute the rigid
body modes is to consider the static equation
_
K
ll
K
lr
K
T
lr
K
rr
_
_

lr
I
rr
_
=
_
0
0
_
E. de la Fuente / Engineering Structures 30 (2008) 29812990 2985
from where

lr
= K
1
ll
K
lr
.
The absolute displacement vector u
l
is the sum of elastic nodal
displacements u
l
(i.e., the nodal displacements with u
r
= 0) and
rigid body ones,
lr
u
r
, that is
u
l
= u
l
+
lr
u
r
.
Using modal decomposition, the elastic displacements u
l
can be
written in the form
u
l
=
lh
u
h
where u
h
are the modal coordinates. The original displacement
vector u
a
can now be written as
u
a

_
u
l
u
r
_
=
_

lh

lr
0
rh
I
rr
_ _
u
h
u
r
_
.
Incorporating this transformation into Eq. (18), we arrive at
_
M
hh
L
hr
L
T
hr

M
rr
_
_
u
h
u
r
_
+
_
K
hh
0
0

K
rr
_ _
u
h
u
r
_
=
_

T
lh
p
l
L
hr
u
r
p
r
_
(19)
where
M
hh
=
T
lh
M
ll

lh
K
hh
=
T
lh
K
ll

lh
= M
hh

2
hh

M
rr
=
T
lr
M
ll

lr
+
T
lr
M
lr
+ M
T
lr

lr
+ M
rr

K
rr
=
T
lr
K
ll

lr
+ K
rr
L
hr
=
T
lh
(M
ll

lr
+ M
lr
) .
Now, from the first group of equations in (19),
M
hh
u
h
+ K
hh
u
h
=
_

T
lh
, L
hr
_
_
p
l
u
r
_
and introducing the modal damping matrix Z
hh
u
h
+ 2Z
hh

hh
u
h
+
2
hh
u
h
= M
1
hh
_

T
lh
, L
hr
_
_
p
l
u
r
_
.
4.2. Expression of the structural outputs
We will suppose that the user is interested in obtaining some
or all of the RMS nodal displacements, element forces, element
stresses, absolute accelerations, etc. Since the element forces and
element stresses depend only on elastic displacements u
l
they can
always be written in the form
_

f
_
=
_
C
l
C
f l
_
u
l
=
_
C
h
C
f h
_
u
h
where the matrices C
h
= C
l

lh
and C
f h
= C
f l

lh
are the modal
stresses and modal element forces respectively, that is, the stresses
and forces corresponding to a displacement field given by
lh
.
On the other hand, the absolute accelerations deserve a little
more attention. These are given by
u
l
=
lh
u
h
+
lr
u
r
=
lh
_
M
1
hh
L
hr
u
r
2Z
hh

hh
u
h

2
hh
u
h
_
+
lr
u
r
=
lh

2
hh
u
h

lh
2Z
hh

hh
u
h
M
1
ll
M
lr
u
r
since, if all normal modes are taken (h = l), then
lh
M
1
hh

T
lh
= M
1
ll
.
The term M
1
ll
M
lr
u
r
causes some trouble because if the matrix
M
lr
(which represents the inertial coupling between the degrees
of freedom u
l
and u
r
) is not zero, the RMS value of the absolute
acceleration u
l
would be infinite for a white noise input base
acceleration u
r
. In practical problems this will never be an issue
since first M
lr
is more than often null (this is the case of lumped
masses) and more important, the PSDof the input acceleration will
be zero at high frequencies. This will be the case of variable PSD
which shall vanish at high frequencies. In this case obviously the
input cannot be white noise. However the contribution of input
base acceleration at high frequencies will be negligible if sufficient
number of modes have been taken for the analysis. Besides, below
the problem of non white noise input is treated. This situation will
be covered when the results for non white noise inputs are dealt
with. For these reasons, we will ignore the contribution of the term
M
1
ll
M
lr
u
r
.
Summing up, the whole set of output structural variables, which
will be called z, can be written in the form
z
_
_
_
_
u
l
(relative)

f
u
l
(absolute)
_

_
=
_
_
_
_

lh
0
C
h
0
C
f h
0

lh

2
hh
2
lh
Z
hh

hh
_

_
_
u
h
u
h
_
. (20)
4.3. Equations in state space form
To follow the process described in Section 3 we first need to
represent the structure as a linear first order differential equation
system, that is
x
s
= A
ss
x
s
+ B
sw
w (21)
z = C
zs
x
s
with
x
_
u
h
u
h
_
w
_
p
l
u
r
_
z
_
_
_
_
u
l
(relative)

f
u
l
(absolute)
_

_
A
ss

_
0
hh
I
hh

2
hh
2Z
hh

hh
_
. (22a)
B
sw

_
0
hw
B
hw
_
C
zs

_
_
_
_

lh
0
lh
C
h
0
h
C
f h
0
f h

lh

2
hh
2
lh
Z
hh

hh
_

_
and
B
hw
= M
1
hh
_

T
lh
, L
hr
_
. (23)
4.4. Expression of the exact solution
It happens that for a structural-like system, the matrices
that appear in the development of Section 3, acquire simple
expressions. For instance, the eigenvalues of the state matrix A
ss
are

ss
=
_

hh
0
0

hh
_
with

hh
=
hh
_
Z
hh
+ i
_
I
hh
Z
2
hh
_
1/2
_
(24)
are the complex eigenvalues. The state matrix A
ss
of the structure
is always diagonalizable, since it comes from a symmetric matrix
problem, so that, the analytical solution of the Lyapunov equation
given in Section 2 can be applied.
2986 E. de la Fuente / Engineering Structures 30 (2008) 29812990
The matrix of eigenvectors of A
ss
can be verified to be
E
ss
=
_
I
hh
I
hh

hh

hh
_
=
_
I
hh
I
hh

hh
(Z
hh
+ i(I
hh
Z
2
hh
)
1/2
)
hh
(Z
hh
i(I
hh
Z
2
hh
)
1/2
)
_
(25)
and even its inverse can be obtained in explicit form
E
1
ss
=
_

hh

hh
_
1

hh

_

hh

hh
_
1
_

hh

hh
_
1

hh
_

hh

hh
_
1
_
(26)
and simplifies to
E
1
ss
=
1
2
_
_
_
I
hh
iZ
hh
_
I
hh
Z
2
hh
_
1/2
i
1
hh
(I
hh
Z
hh
)
1/2
I
hh
+ iZ
hh
_
I
hh
Z
2
hh
_
1/2
i
1
hh
(I
hh
Z
hh
)
1/2
_

_. (27)
Moreover, since the first h rows of matrix B
sw
are always zero, the
matrix

W
ss
in (6) can be written as

W
ss
= E
1
ss
_
0
hh
0
hh
0
hh
B
hw
W
ww
B
T
hw
_
E

ss
that can easily be verified to be of the form

W
ss
=
_
S
hh
S
hh
S
hh
S
hh
_
where
S
hh
=
_

hh

hh
_
1
B
hw
W
ww
B
T
hw
_

hh

hh
_

=
1
4

1
hh
_
I
hh
Z
2
hh
_
1/2
B
hw
W
ww
B
T
hw

1
hh
_
I
hh
Z
2
hh
_
1/2
(28)
with B
hw
given by (23).
According to (7) the solution of the Lyapunov equation acquires
the form

X
ss
=

W
ss
./
_

ss
1
ss
+ 1
ss

ss
_
=
_
S
hh
./
_

hh
1
hh
+ 1
hh

hh
_
S
hh
./ (
hh
1
hh
+ 1
hh

hh
)
S
hh
./
_

hh
1
hh
+ 1
hh

hh
_
S
hh
./
_

hh
1
hh
+ 1
hh

hh
_
_
. (29)
Note that the matrix

X
ss
has a special structure. In fact, it can be
easily seen that the submatrices
_

X
ss
_
11
and
_

X
ss
_
22
are conjugate of
each other, as is also the case of
_

X
ss
_
12
and
_

X
hh
_
21
.
The complete Lyapunov solution is
X
ss
= E
ss

X
ss
E

ss
(30)
where E
ss
is given by (25).
Finally, the root mean square of the structural outputs vector z
is
z
RMS
=
_
diag
_
C
zs
X
ss
C
T
zs
_
2
_
1/2
(31)
with C
zs
given in (22a)
If no nodal accelerations u
l
are requested, the above expressions
simplify evenmore since inthis case the last h columns of matrix C
zs
are null, so that only the submatrix (X
ss
)
11
of the Lyapunov solution
X
ss
equation is in fact needed. After some algebraic manipulation,
this submatrix can be verified to be
(X
ss
)
11
= 2Re
_
S
hh
./ (
hh
1
hh
+ 1
hh

hh
) S
hh
./
_

hh
1
hh
+ 1
hh

hh
__
where Re() stands for real part, and the RMS value of the output
vector is simply
z
RMS
=
_
diag
_
C
zh
(X
ss
)
11
C
T
zh
_
2
_
1/2
. (32)
In particular, the RMS value of the kth output will be given by
(z
kRMS
)
2
=
c
kh
(X
ss
)
11
c
T
kh
2
= c
k
_
Re
_
S
hh
./ (
hh
1
hh
+ 1
hh

hh
) S
hh
./
_

hh
1
hh
+ 1
hh

hh
___
c
T
k
(33)
where c
kh
is the kth row of matrix C
zh
.
If on the other hand, the absolute acceleration is required, the
whole Lyapunov matrix X
ss
must be used and the solution is given
by (31).
5. Summary of the procedure
The procedure proposed in this paper to calculate RMS values
of structural outputs of a structure subjected to white noise is
summarized below.
(1) Compute the mass and damping modal matrices, M
hh
, Z
hh
and
the natural frequencies
hh
(2) Compute the elastic and rigid body modes,
lh
and
lr
(3) Compute the modal stresses and modal element forces
(matrices C
h
and C
f h
respectively)
(4) Construct the output matrix C
zs
from Eq. (22a) and the input
matrix B
hw
given in (23)
(5) Compute
hh
with Eq. (24)
(6) Calculate the solution of the Lyapunov equation using (30):
(a) Costruct the complex eigenvalue matrix E
ss
and its inverse
E
1
ss
with (25) and (27)
(b) Compute intermediate matrix S
hh
with (28)
(c) Compute

X
ss
from (29)
(7) Compute the RMS values of the outputs from (32).
5.1. Example of application
As a simple illustration, consider the case of a single degree of
freedom system. In this simple case, the state matrices are
A =
_
0 1

2
2
_
B =
_
0
1/m
_
C =
_
1 0
_
.
The intermediate matrices are
=
_
+ i
_
1
2
_
,

=
_
i
_
1
2
_
1 +1 = 2 + 2i
_
1
2
, 1 +1

= 2
S = (

)
1
B
ha
W
aa
B
T
ha
(

=
1
4
_
1
2
_
W

2
m
2
and finally
z
RMS
=
_
c
k
(Re {S./ (1 + 1) S./ (1 + 1

)}) c
T
k
=
1
8
W
m
2

that is the correct result, according to Ref. [5].

6. Structures subjected to non white noise input
When the input excitation to the structure is not described
by a white noise spectrum, but by a law PSD (), the procedure
described in Section 3.2 can be directly applied. The extension is
straightforward and will not be repeated here.
E. de la Fuente / Engineering Structures 30 (2008) 29812990 2987
7. Calculation of RMS Von Mises stresses
The most usual stress measure of a 3D stress state for ductile
materials is the Von Mises equivalent stress. Since this measure
is a non linear function of the stress components and thus of the
displacements, the RMS Von Mises stress cannot be calculated
directly from the individual RMS values of the stress components.
Ref. [12] offers a procedure for calculating the RMS Von Mises
stress in random vibration environment. However, within the
framework of the theory presented in this paper, allows for a
specially simple and explicit expression for the RMS Von Mises
stress.
In a general three dimensional stress field the Von Mises
equivalent stress is given by

2
VM
=
2
x
+
2
y
+
2
z

_

y
+
x

z
+
y

z
_
+ 3
_

2
xy
+
2
xz
+
2
yz
_
that can be written (see [12])

2
VM
=
T
V
where V is a symmetric matrix
V =
_
_
_
_
_
_
_
_
_
_
_
_
_
1
1
2

1
2

1
2
1
1
2

1
2

1
2
1
3
3
3
_

_
and
=
_

x

y

z

xy

xz

yz
_
.
In a random environment, the expected value of the square on
the Von Mises stress is
E
_

2
VM
_
=
2
VM
= E
_

T
V
_
. (34)
In particular the Von Mises stress of the kth element and can be
written as
_

2
VM
_
k
= E
_
x
T
S
C
T
kS
VC
kS
x
S
_
.
However, since
x
T
S
C
T
kS
VC
kS
x
S
= trace
_
C
T
kS
VC
kS
x
S
x
T
S
_
and since
E
_
x
S
x
T
S
_
= X
SS
with X
SS
the solution of the Lyapunov Eq. (12), we obtain
_

2
VM
_
k
= E
_
x
T
S
C
T
kS
VC
kS
x
S
_
= E
_
trace
_
C
T
kS
VC
kS
x
S
x
T
S
__
= trace
_
C
T
kS
VC
kS
E
_
x
S
x
T
S
__
= trace
_
C
T
kS
VC
kS
X
SS
_
.
Finally we obtain the RMS value of the Von Mises stress of element
kth
(
VM
)
k,RMS
=
_
_

2
VM
_
k
=
_
trace C
T
kS
VC
kS
X
SS
_
1/2
.
To the knowledge of the author, this closed formexpression for
the RMS Von Mises stress has never been published before.
Fig. 2. Three degrees of freedom system submitted to base acceleration u
r
.
8. Advantages of the proposed procedure
The advantages of the procedure proposed in this paper are the
following
(1) The procedure provides the exact solution for structures
excited by random white noise excitation, and can be as close
to the exact solution as desired for inputs with arbitrary PSD
laws
(2) No integration (neither numerical, nor analytical) is needed
(3) The solution is given in explicit matrix form and can be
programmed very easily
(4) The calculation of RMS Von Mises stresses is also given in
explicit form
(5) The procedure canbe applied to arbitrarily large Finite Element
Models and can provide as many structural outputs as desired.
(6) Since an explicit solution is obtained, extensions and further
applications can be devised very easily. For instance,
(a) Contribution of each mode to the RMS value of some
structural output can be easily isolated by simply selecting
the appropriate column of output matrix C
zS
.
(b) Sensitivity of RMS structural outputs to any structural
parameter can be easily obtained in explicit form
9. Applications
9.1. Application example 1
As a first illustration of the procedure proposed in this paper,
consider the three degrees of freedom system shown in Fig. 2. The
system is excited at the base by random acceleration, white noise
with PSD given by the scalar W. The a degrees of freedom are the
displacements of masses 1, 2 and 3. The mass and stiffness matrices
are
M
aa
=
_
_
m 0 0
0 m 0
0 0 m
_
_
K
aa
=
_
_
k k 0
k 2k k
0 k k
_
_
.
The l degrees of freedom are the displacements of masses 1 and 2,
and the r degree of freedomis the displacement of mass 3. The Thus

lr
= K
1
ll
K
lr
=
_
k k
k 2k
_
1
_
0
k
_
=
_
1
1
_
and the matrices reduced to set l are
M
ll
=
_
m 0
0 m
_
M
lr
=
_
0
0
_
K
ll
=
_
k k
k 2k
_
.
The eigenvalues and eigenvectors of the system are
3

ll
=
_
_
_
_
_
_
_
_
3
2
+
1
2

5
_
k
m
0
0
_
_
3
2

1
2

5
_
k
m
_

_
3
The analytical solution was obtained with Maple 9.0.
2988 E. de la Fuente / Engineering Structures 30 (2008) 29812990

lh
=
_
_
1
2

1
2

5,
1
2
+
1
2

5
1 1
_
_
M
hh
= m
_
_
_
_
_
_
1
2

1
2

5
_
2
+ 1 0
0
_
1
2
+
1
2

5
_
2
+ 1
_

_
K
hh
= k
_
_
_
_
5
2
+
1
2

5 0
0
5
2

1
2

5
_

_
.
The input and output distribution matrices B
hw
and C
zh
are
B
hw
=
_
_
_
_
_
_
2
5 + 3

5
_
5 +

5
_ _
5 +

5
_
4
5 +

5
_

_
C
zh
=
2
m
_
_
_
1 1
3 +

5

5 + 1

5 3

5 1
_

_
and the intermediate matrices

_
1 1
1 1
_
+
_
1 1
1 1
_

=
_
_
(

5 + 1)( + i
_
(1
2
))

5 + i
_
(1
2
)

5 + i
_
(1
2
)

5 (

5 1)( + i
_
(1
2
))
_
_
(35)

_
1 1
1 1
_
+
_
1 1
1 1
_

=
_
_

_

5 + 1
_

5 + i
_
_
1
2
_

5 i
_
_
1
2
_

_

5 1
_

_
_
. (36)
The matrix S is calculated as
S =
w

2
_
1
2
_

_
_
_
_
_
_
_
_
_
_
_

5 1
_
2
_

5 + 1
_
2
8
_
5 +

5
_
2
_
3 +

5
_
1
20
1
20

_

5 1
_
2
_

5 + 1
_
2
8
_
5 +

5
_
2
_

5 3
_
_

_
and finally the RMS displacement of masses 1 and 2 are
(u
1,2
)
RMS
=
_
Wm
2

_
1 + 4
2
_
_
_
_
_

2
4

5
20
_
25 + 116
2
4

5
10
_
5 + 12
2
_

_
.
9.2. Application example 2
It is now desired to verify the procedure outlined in this paper
against a large Finite Element Model. For this purpose, a Finite
Element Model of a rectangular plate was prepared. The model has
250000 elements which leads to 250 000 6 = 1500 000 stresses
(i.e., three stress components at the plate top fiber,
x
,
y
,
xy
and three at the bottom fiber). The plate is simply supported on
its four edges and subjected to a white noise input acceleration
normal to the plane of the plate and applied at its four edges. The
model was run under MSC/NASTRANto extract the normal modes,
natural frequencies and modal matrices. One hundred modes were
Table 1
Comparison of exact RMS stresses with those obtained by using increasing order
of PSDSS
Exact RMS stresses Percent error
n = 4 n = 6 n = 8 n = 10

x
0.00228071 2.56 0.94 0.57 0.03

y
9.35048700 3.54 1.29 0.98 0.08

xy
0.00123717 2.27 1.07 0.82 0.02
requested and used in the analysis The modal matrices M
hh
, Z
hh
as well as the natural frequencies
hh
, the modal participation
matrix, L
hr
and the modal stresses were written to a file for further
processing.
An external program was written in matlab to first read
the matrices previously written by MSC/NASTRAN and after to
perform the set of operations described in Section 5 to calculate
all the 1500000 RMS stresses. The elapsed time was 21 minutes
approximately on a Pentium 4 personal computer to 3 GHz.
9.3. Application example 3
As a final example, we will study a rectangular plate of
dimensions 5 10 1, the Modulus of Elasticity E = 7 10
10
and density = 4.86 10
7
all data given in coherent units. It
was modeled by 20000 CQUAD4 elements shell elements and is
excited by an acceleration normal to the plate applied at its four
edges. The PSD of the base acceleration has an PSD spectrumgiven
by the curve showninFig. A.1. Two hundredmodes were requested
ranging from 1 to 92 rad/s and several stress components were
obtained for comparison of results. In fact, the numerical data of
the problem were chosen so as to have all its natural frequencies
well inside the bandwidth of the excitation spectrum.
The plate was first analyzed by the conventional procedure
of numerical integration of the structural responses PSD and
also by the procedure described in this paper. The RMS stress
components at the most loaded element are shown in Table 1
for both procedures and for an input filter of order 4, 6, 8 and
10. The numerical integration was performed with a very fine
frequency discretization with more than 30000 points. Therefore,
the solution given by the numerical integration procedure can be
considered as exact.
With the very simple fourth order input PSDSS, (see system
state space matrices in Box II), the error was less than 4% which
is completely acceptable from a practical point of view. The tenth
order system produced an error of only 0.08%.
10. Conclusions
An efficient method for computation of RMS values of any
structural variable (i.e., displacement, acceleration, stress, internal
force, constraint force and so on) of an structure subjected to
random loads has been presented. The method allows input
random PSD spectrum of any shape.
Main advantages of the described method are:
For structures excited by white noise random loads/accelerat-
ions, the RMS values obtained are exact. For PSD laws variable
with frequency, the procedure requires the construction of an
auxiliary shaping system and the results can be as accurate as
desired.
The procedure does not require any numerical integration as is
the case of the standard procedure that Finite Element Solvers
use. Thus the procedure proposed is by far much more efficient,
given that the number of mathematical operations needed is
lower in orders of magnitude.
E. de la Fuente / Engineering Structures 30 (2008) 29812990 2989
A =
_
_
_
_
_
(2
f

f
+ 2
g

g
) (
2
f
+ 4
g

g
+
2
g
) (
2
f
2
g

g
+
2
g
2
f

f
)
2
g

2
f
1 0 0 0
0 1 0 0
0 0 1 0
_

_
B =
_
1 0 0 0
_
T
C =
_
2
g

g

g
0 0
_
D = 0
Box I.
_
A
nn
B
nw
C
an
D
aw
_
=
_
_
_
_
_
_
_
_
_
_
20.9798 13.1689 5.1463 4.1485
13.1689 0.0485 0.1537 0.2772
5.1463 0.1537 0.6901 3.0353
4.1485 0.2772 3.0353 2.2182
_

_
_
_
_
_
9.2548
0.4122
0.8464
1.0202
_

_
_
9.2548 0.4122 0.8464 1.0202
_
[0.0345]
_

_
Box II.
Fig. A.1. Approximation of a two step PSD profile by increasing order systems.
Owing to its efficiency, there is no limitation on the size of the
Finite Element Model, nor in the number of structural variables
for which the RMS values are required.
RMS Von Mises stresses can be obtained. As with any structural
output the results are exact (for white noise randomforces) and
as accurate as desired for general PSD laws.
Appendix. Construction of the PSD shaping system
A.1. PSD given in analytical form
In some cases of practical importance, the PSD is given in
analytical form. In these cases, the synthesis of the PSDSS is
immediate. We will provide two examples.
One of such cases is the Dryden lawfor gust velocity PSD, which
is of wide use in turbulence modeling for aircraft structures (see
Ref. [10]). The PSD law is given by
4
() =
2
w
L

_
1 + 3L
2

2
_
1 + L
2

2
_
3
_
4
The original notation is maintained.
where
w
= RMS gust velocity and L = scale of turbulence. It is
easy to verify that the PSDSS state matrices are
_
A B
C D
_
=
_
_
_
_
_
_
_
_

2
L

1
L
2
1 0
_
_
_
1
0
_

w
1
L
2

(L
2

2
+ 1)
_

3L
3/2

L
_
[0]
_

_
.
Another important and widely used analytical PSD spectrum
is the one suggested by Clough and Penzien [11] for describing
ground excitation induced by earthquakes:
W =

2
g
+ 4
2

2
g

2
g
_

2
g
_
2
+ 4
2

2
g

2
g

4
_

2
f
_
2
+ 4
2

2
f

2
f
.
Input filter matrices can be verified to be as in Box I.
A.2. PSD law not given in analytical form
Usually, PSD specifications come in tabular form, most of the
time as a series of straight lines in loglog axes. Finding an LTI
system that produces the given PSD profile for a white noise
input is a basic problem in areas such as System Identification,
2990 E. de la Fuente / Engineering Structures 30 (2008) 29812990
Table A.1
PSD specification
Frequency (rad/s) PSD
0.1 0.01
2 4
5 4
10 16
20 16
800 0.01
Filter Design, Signal processing, System Control, etc. There exist a
number of robust and reliable procedures. In particular, the author
has found that the subroutine fitmag in the Mu-Analysis Toolbox
of matlab behaves quite satisfactorily (see [68]). However, what
this subroutine approximates in fact is the modulus of the transfer
function instead of the PSD, so that the user must input the
square root of the required PSD for fitmag to give the desired
result.
Fig. A.1 shows the result of applying fitmag to approximate a
two step PSD law given by the specification of Table A.1
The required PSD curve is shown in the thicker line in Fig. A.1.
The Figure also shows the approximation obtained using systems
of orders ranging from4 to 10. As it can be seen, the curves become
hardly distinguishable from the required profile.
For the system of order 4, the system matrices obtained are
Box II and they are used in Example 9.3.
References
[1] Kwakernaak H, Sivan R. Linear optimal control systems. NewYork: John Wiley
and Sons, Inc.; 1972.
[2] Skelton RE. Dynamic systems control. Linear systems analysis and synthesis.
John Willey & Sons; 1988.
[3] Boyd SP, Barrat CH. Linear controller design. Limits of performance. Prentice
hall information and systems sciences series, 1991.
[4] Junkins JL, Kim Y. Introduction to the dynamics and control of flexible
structures. AIAA; 1992.
[5] Crandall SH, Mark WD. Randomvibration in mechanical systems. NY, London:
Academic Press; 1963.
[6] Anonymous, MATLAB control systems toolbox, Users guide. The Mathworks
Inc.
[7] Balas GJ, Doyle JC, et al. -analysis and synthesis TOOLBOX for use with
MATLAB. The Mathworks Inc; 1993.
[8] Oppenheim AV, Schaffer RW. Digital signal processing. New Jersey: Prentice
Hall; 1975. pp. 513.
[9] Chen Mu-Tsang, Ali Ashraf. An efficient and robust integration technique
for applied random vibration analysis. Comput and Structures 1998;66(6):
78598.
[10] Hoblit FM. Gust loads on aircraft: Concepts and applications. AIAA education
series, 1988.
[11] Clough RW, Penzien J. Dynamics of structures. NY: Mc Graw-Hill, Inc.; 1993.
[12] Segalman DJ, Fulcher CWG. et al. An efficient method for calculating RMS von
Mises stress ina randomvibrationenvironment. Sandia Report, SAND98-0260.
UC 705, Feb 1998.