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# Basics of stochastic

mechanics
Winter semester 2014/15

Christian Bucher

## Center of Mechanics and Structural Dynamics

Vienna University of Technology
Last Update: January 9, 2015

Outline

## Structural dynamics, random processes

Response to random excitation, threshold crossing
Random fields
Exercises (project)

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## c Christian Bucher 2009-2015

Unit 1
Structural dynamics and random processes

## tion tests were performed using electro-dynamic shakers (at the

University of Bristol and ISMES) and considering two alternative configurations for the model. First, additional masses were
distributed along the cables according to the similitude theory
to idealize the cables mass and consider lateral cable vibration. In a second phase, no distributed additional mass were
introduced along the cables, but equivalent masses were concentrated at their extremities. This study identified the existence of different sets of multiple modes; some being pure cable
modes and others coupled modes. Each of these sets presents
a common shape for the deck and towers and different cable
motions. The corresponding natural frequencies are very close,
always in the vicinity of a global mode of the primary system
(Figure 6).
Several large civil engineering structures, like buildings,
bridges or dams, have also been subjected to forced vibration
tests in the past using heavy excitation devices only available
at well equipped laboratories. That was the case of EMPA,
where Cantieni and other researchers have tested a significant
number of bridges and dams.4-6 Figures 7 through 9 show some
examples of that remarkable activity, presenting in particular
some of the modes of vibration accurately identified at the
Swedish Norsj dam.

## Why stochastic mechanics?

Figure 7. (a) Dala bridge; (b) Aarburg bridge; (c) electro-hydraulic vibrator used at Aarburg bridge.

Arch dam

Behavior during an
earthquake (random)

## Possible modes of vibration

(finite element method)

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## Figure 8. (a) Norsj dam; (b) view of instrumented point at downstream

side of reinforced concrete wall.

## SOUND AND VIBRATION/JUNE 2006

Pictures: Alvaro
Cunha and Elsa Caetano, University of Porto
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## Loads and reactions

Combined forces must be in equilibrium
External loads: water pressure p, weight G
Reactions: Forces H and V , overturning moment M

G
p

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H
M

## c Christian Bucher 2009-2015

Ground acceleration a(t)
Inertia load f (t)
Time-dependent reactions
Critical state: empty reservoir

f (t)
G

V (t)
a(t)

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H(t)
M(t)

## Contains mass m, elasticity (stiffness) k, damping (viscosity)

c
Driven by force F (t)
Resulting displacement response x(t)

k
m

F (t)

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## c Christian Bucher 2009-2015

Compute response

Differential equation
m
x + c x + kx = F (t)
Initial conditions
x(0) = x0 ; x(0)

= v0
Solution by analytical or numerical methods (e.g. central
difference method)

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## Free vibration response

No external force, no damping
Harmonic oscillation with natural circular frequency 0
r
v0
k
x(t) = xo cos 0 t +
sin 0 t; 0 =
0
m
Period of oscillation T and amplitude of oscillation A
s
v2
2
T =
; A = x02 + 02
0
0
x
x0
A
t

T
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## c Christian Bucher 2009-2015

Harmonic excitation
xs

k
m

F0 sin t

Solution
xs (t) = A sin t + b cos t
A=

F0 (k m 2 )
;
(k m 2 )2 + (c)2

B=

F0 c
(k m 2 )2 + (c)2

Response amplitude
F0
F0
x0 () = p
=
V ()
k
(k m 2 )2 + (c)2
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## c Christian Bucher 2009-2015

Dynamic amplification
Dynamic amplification function V
Resonance: excitation frequency matches natural frequency

## Dyn. Amplification [-]

1
;
V () = p
2
(1 )2 + 4 2 2

;
0

c
=
2 km

25
= 0.02
20
15
= 0.05
10

= 0.10

5
0

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0.5

1
1.5
Frequency ratio [-]

## Central difference method

x

Kinematic assumption

t t

t + t

Equations

x(t + t) x(t t)
2t
x(t + t) 2x(t) + x(t t)
x(t) =
t 2


 m

 m
c
2m
c 
+
x(t+t) = f (t) k 2 x(t)

x(t
t 2 2t
t
t 2 2t
x(t)

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## c Christian Bucher 2009-2015

Example
Possible resonance
Response becomes stationary as time increases

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## c Christian Bucher 2009-2015

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- -[[
Example for central difference method
Simple damped SDOF oscillator with harmonic force
( c ) 2011 - 2015 , Christian Bucher , Vienna University of Technology
- -]]
k = 10
m = 2
c = 0 .3
omega0 = math.sqrt ( k / m )
dt = math.pi / omega0 /10;
t =0;
TT = 30;
N = TT / dt +2
x0 =0;
v0 =0;
f0 = 1
omega = 0 .95 * omega0
a0 = -( c * v0 + k * x0 ) / m ;
xm1 = x0 - a0 * dt * dt /2;
result = tmath.Matrix (N ,2) ;
i =0;
result [0 ,0] = t ;
result [0 ,1] = x0 ;
for i =1 , N -1 do
a1 = f0 * math.sin ( omega * t ) -(k -2/ dt 2* m ) * x0 - ( m / dt 2 - c /2/ dt ) * xm1 ;
x1 = a1 /( m / dt 2+ c /2/ dt ) ;
xm1 = x0 ;

## c Christian Bucher 2009-2015

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x0 = x1 ;
t = i * dt ;
result [ i ,0] = t ;
result [ i ,1] = x0 ;
end
vis = graph.Graph ( Displacement , Bright )
vis : SetStyle (1)
vis : AxisLabels ( Time [ s ] , Disp [ m ] )
vis : Plot ( result : GetCols (0) , result : GetCols (1) , 2 , Displacement )
vis : PDF ( Displacement.pdf )

a

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## c Christian Bucher 2009-2015

Mechanical model
m
Mass of structure and water
m

F (t)

x(t)

## Elasticity of shaft depends

on cross section (R, r ) and
material (E)

## Force F (t) due to wind and

earthquake

3EI

k= 3; I=
R4 r 4
H
4

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Damping needs to be
estimated (design codes)

R
r

Exercise

## Consider the structure as shown on the previous page

Determine the outer radius R of the shaft such that the
natural circular frequency 0 is larger than 6 rad/s.
Assume that H = 15 m, m = 400 t, r = 0.9R and E = 30
GPa (concrete).
Solution: R > 1.19 m

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## c Christian Bucher 2009-2015

Random variables
Probability distribution function
FX (x) = Prob[X < x]
Probability density function

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d
FX (x)
dx

0.6

1.00
fX (x)

FX (x)

0.5

0.75

0.3

0.50

0.2

0.25

0.0
-1.0

0.0
1.0
2.0
Value of Random Variable

3.0

0.00

fX (x) =

## Moments of random variables

Mean value (ensemble average)
Z

X = E[X] =
xfX (x)dx

## Variance (square of standard deviation)

Z
2
2
]=
2 fX (x)dx
X = E[(X X)
(x X)

Coefficient of variation
X
VX = ;
X

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6= 0
X

## c Christian Bucher 2009-2015

Estimation
Estimator for an unknown parameter (e.g. mean value)
from independent observations Xk ; k = 1 . . . n
Consistency
: n = (X1 , . . . Xn )
 > 0 :

## lim P [|n | < ] = 1

Unbiasedness
E[n ] =
Asymptotic unbiasedness
lim E[n ] =

## Any estimate based on finite sample size contains some

uncertainty which should be made sufficiently small (usually
by adjusting the sample size)
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## Estimators for mean and variance

Arithmetic mean is a consistent and unbiased estimator for

n
1X
Xi
Mn =
n
i=1

## The variance estimator

n

Sn02 =

1X
(Xi Mn )2
n
i=1

is asymptotically unbiased
E[Sn02 ] =

n1 2
X
n

Therefore
n

Sn2 =

1 X
(Xi Mn )2
n1
i=1

2
is an unbiased estimator for the variance X
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## c Christian Bucher 2009-2015

Estimation error
Limited number of samples leads to random deviation of the
estimate from the true expected value
Example: estimator for the mean value
n

1X
mX =
Xi
n
i=1

2
2]
m
= E[(m X)

n

2
Sm

X
1
1 2
=
(m Xi )2 = SX
n(n 1)
n
i=1

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## c Christian Bucher 2009-2015

Confidence interval
Statistical error (standard deviation) of the estimator
SX
Sm =
n
Assume normally distributed error Compute confidence
interval for estimated value
f (m)

mL

mU

Prob[mL m mU ] = 1

## Two distribution functions

Normal (Gaussian) distribution


2
1
(x X)

; < x <
fX (x) =
exp
2
2X
2X


 2
Z z

1
x X
u
FX (x) =
; (z) =
du
exp
X
2
2
Log-normal distribution
"
#
(log x )2 )
1
fX (x) =
exp
;
2s 2
x 2s

FX (x) = (

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log x
s

);

2
exp( s );
=X
2

0x <
s
s=

2
ln( X2 + 1)
X

## Normal and log-normal density functions

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1.2
Lognormal
0.8
Normal

0.4
X
X

0.0
-1.0

0.0
1.0
2.0
Value of Random Variable

3.0

## c Christian Bucher 2009-2015

Random processes

X depends on time
and chance
All sample functions
(realizations) are
different
Statistical properties
of all realizations
(ensemble) by
ensemble averaging

X(t, )

t, s

Consider process at
different times t and
s

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## Mean and autocovariance

Mean value function

X(t)
= E[X(t)]
Autocovariance function

X(s))]
2
2

] = X
(t)

X(t, )

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t, s

## c Christian Bucher 2009-2015

Distribution functions

## One-time distribution function

FX(t) (x) = Prob[X(t) < x]
Multi-time distribution functions
FX(t1 ),X(t2 ),...X(tn ) (x1 , x2 , . . . xn ) =
Prob[(X(t1 ) < x1 ) (X(t2 ) < x2 ) . . . (X(tn ) < xn )];

nN

## Gaussian process: All these distributions are

(multi-dimensional) normal distributions

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## c Christian Bucher 2009-2015

Stationary processes

Weak stationarity
RXX

= const.
X(t)
=X
RXX (t, s) = RXX (s t) = RXX ( )

x2

From this:
RXX ( ) = RXX ( )

x2

2
max |RXX ( )| = RXX (0) = X
R

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## Power spectral density

Fourier transform of autocovariance function
Z

1
SXX () =
2

RXX ( )e i d

Inverse relation
Z
RXX ( ) =

SXX ()e i d

Variance
2
X

Z
= RXX (0) =

SXX ()d

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## c Christian Bucher 2009-2015

Spectral bandwidth
Relation between autocovariance and power spectral density
SXX

RXX

Wide band

SXX

RXX

Narrow band

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## c Christian Bucher 2009-2015

Spectral estimation

## PSD can be estimated directly from data using finite Fourier

transform (complex valued!)

X(,
T) =

ZT
x(t) exp(it)dt
0

## Based on the periodogram P


1 
E |X(, T )|2 = lim PXX (, T )
T T
T

SXX () = lim

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## c Christian Bucher 2009-2015

Numerical example
Sample function with 30.000 data points

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0 -6 .58296
0 .15708 -1 .00953
0 .314159 3 .3085
0 .471239 7 .25263
0 .628319 11 .9367
0 .785398 12 .5154
0 .942478 7 .83863
1 .09956 -0 .18514
1 .25664 -11 .1899
1 .41372 -19 .2355
1 .5708 -23 .0894
1 .72788 -29 .3834
1 .88496 -30 .1249
2 .04204 -21 .1377
2 .19911 -12 .8231
2 .35619 -2 .3541
2 .51327 9 .24475
2 .67035 16 .9904
...

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## -- Example for estimation of power spectral density

-- ( c ) 2011 - 2015 Christian Bucher , Vienna University of Technology
data = tma th.MatrixInput ( process.txt ) ;
t = data : GetCols (0) ;
x = data : GetCols (1) ;
N = x : Rows () ;
var = stoch.Sigma ( x : Transpose () ) 2
dt = ( t [N -1] - t ) / N
vis1 = graph.Graph ( Power Spectral Density , Bright , 1)
vis1 : AxisLabels ( Circular frequency [ rad / s ] , Autospectrum [ m 2* s ] )
spec , dom1 = sp ectr al.Au toSp ectr um (x , dt , 200)
vis1 : Plot ( spec : GetCols (0) , spec : GetCols (1) , 2 , Autospectrum )
vis1 : PDF ( Autospectrum.pdf )
var2 = tmath.Sum ( spec : GetCols (1) ) *2* dom1
print ( var , var , var2 , var2 )

## c Christian Bucher 2009-2015

Output
Autospectrum estimated from averaging over 200 partial
records

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## Exercise - sun spot data

Monthly average number of sun spots
Compute the dominant period of oscillation using the power
spectral density

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1790 .209 96 .3
1790 .292 94
1790 .376 93
1790 .459 91
1790 .543 69 .3
1790 .628 87
1790 .71 77 .3
....
2012 .539 66 .5
2012 .624 63 .1
2012 .706 61 .5
2012 .791 53 .3
2012 .873 61 .4
2012 .958 40 .8

## c Christian Bucher 2009-2015

Digital simulation
Generate artificial sample functions of a random process
Prescribed power spectral density
Prescribed duration
Assume a Gaussian process
Optionally: Nonstationary features (for earthquake
processes)
Procedure using fast Fourier transform (FFT)
Compute complex-valued Fourier coefficients from PSD
Arrange coefficients into a Hermitian sequence (symmetric
real parts, anti-symmetric imaginary parts)
Apply inverse FFT
Result has zero imaginary parts

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## c Christian Bucher 2009-2015

Simulation
Total variance from frequency components
2
X

=2

N
X

Ak

k=1

## Generate random coefficients for real and imaginary parts

(Gaussian)
Rk = N(0, Ak ); Ik = N(0, Ak )
SXX ()

Ak

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## c Christian Bucher 2009-2015

Example
Process with defined PSD
SXX () =

1
1 1.8 2 + 4

6
5
SXX

4
3
2
1
0
-2

-1

specified length
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## -- Generate sample function of a random process with given PSD

-- ( c ) 2011 - 2015 , Christian Bucher , Vienna University of Technology
function psd ( oms )
local N = oms : Rows ()
local ps = tmath.Matrix ( N )
for i =0 , N -1 do
local omega = oms [ i ]
ps [ i ] = 1 . /(1 -1 .8 * omega 2+ omega 4) ;
end
return ps
end
N =5000
NN = N /2+1
dt = 0 .1
ommax = math.pi / dt
domega = ommax / NN
omegas = tmath.Matrix ( NN )
omegas : SetLinearRows (0 , ommax )
PSD = psd ( omegas ) ;
var = tmath.Sum ( PSD ) *2* domega
vis = graph.Graph ( PSD , Bright )
vis : AxisLabels ( Circular frequency [ rad / s ] , Power spectral density [ m 2 s ] )
vis : Plot ( omegas , PSD , 1 , PSD ) ;
SQPS = ( PSD * ommax ) : CW () : Sqrt ()

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## re = stoch.Simulate ( NN ,1) : CW () * SQPS

im = stoch.Simulate ( NN ,1) : CW () * SQPS
x , dt = spectral.IFT ( re : AppendCols ( im ) , domega )
var1 = stoch.Sigma ( x : Transpose () ) 2
t = tmath.Matrix ( N )
t : SetLinearRows (0 , N * dt )
vis2 = graph.Graph ( Time series , Bright )
vis2 : AxisLabels ( Time [ s ] , Displacement [ m ] )
vis2 : Plot (t , x , 1 , Displacement )
vis2 : PDF ( Process.pdf )
print ( var , var , var1 , var1 )

## c Christian Bucher 2009-2015

Sample function
Duration of 500 seconds

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## c Christian Bucher 2009-2015

Unit 2
Stochastic oscillator response
Response threshold crossing

Stochastic response
General formulation for oscillator response X(t) based on
impulse response function (Greens function)
Zt
h(t w )F (w )dw

X(t) =
0

(
h(u) =

1
m 0

exp(0 u) sin 0 u

u0
u<0

p
0 = 0 1 2

h(u) [m]

1.0
0.5

m = 1 kg
k = 1 N/m
c = 0.2 Ns/m

0.0

-0.5
-1.0

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10

20

30
u [s]

40

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c Christian Bucher 2009-2015

Mean response
Assume stationary excitation F (t)
Apply ensemble averaging

t
Z

E[X(t)] = X(t)
= E h(t w )F (w )dw
0

Zt
=

## h(t w )E[F (w )]dw = F

Zt
h(t w )dw
0

Perform integration

X(t)
= F

Zt
0

"
F
h(u)du =
1 exp(0 t)
m02

p
sin 0 t + cos 0 t
1 2

Stationary limit
F

lim X(t)
=
t
k
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Numerical result

For
zero-valued
initial
conditions
m = 1 kg
k = 1 N/m
c = 0.1 Ns/m
F = 1 N

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Expected Value X

2.0
1.5
1.0
0.5
0.0

20

40
60
Time t

80

100

## c Christian Bucher 2009-2015

Variance of response
Autocovariance function
Z Z
h(t w )h(s z)RF F (w , z)dw dz
RXX (t, s) =

Fourier transform
Z Z Z
1
h(tw )h(t+ z)RF F (zw )ei dw dzd
SXX () =
2

Substitute variables
1
SXX () =
2

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h(u2 )e

iu2

Z
du2

## Power spectral method

Compute PSD of response from
SXX () = SF F ()H()H () = SF F ()|H()|2
Transfer function
Z
H() =

h(u)eiu du =

1
k m 2 + ic

PSD, variance
SXX () = SF F ()

2
X

Z
=

k2

(c 2

1
2km) 2 + m2 4

SF F ()|H()|2 d

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## White noise approximation

PSD of response has large values at natural frequency

SF F ()

SXX ()

|H()|2

SF F (0)

## Variance can be approximated by

x2

SF F (0 )|H()| d = SF F (0 )

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|H()|2 d

## c Christian Bucher 2009-2015

Solution
Closed-form integration (method of residues)
Z

|H()| d =

k2

(c 2

d =
2
2
4
2km) + m
kc

## Assumption of constant PSD for F implies Diracs Delta for

autocovariance function
SF F = S0 = const. RF F = 2S0 ( )
Z
( ) = 0 for 6= 0;

( )d = 1

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## c Christian Bucher 2009-2015

Threshold crossings
Sample of a narrow band process
X

ai

ai +1

aN

t
0

## First passage probability

PE (, T ) = Prob[ max X(t) ] = Prob[ max ai ]
t[0,T ]

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i=1,...N

## c Christian Bucher 2009-2015

Simplified analysis
Complementary event (i.e. no passage)
1 PE (, T ) = Prob[(a1 < ) (a2 < ) . . . (aN < )]
Assume stochastic independence of non-passage events
(asymptotically correct as threshold level increases)
1 PE (, T ) = Prob[a1 < ] Prob[a2 < ] . . . Prob[aN < ]
Stationarity
1 PE (, T ) = Prob[ai < ]N
From that
PE (, T ) = 1 Prob[ai < ]N

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Gaussian process

## Assume narrow band process

"

X
Prob[ai ] = P = exp
2
2X
"

2 #

X
Prob[ai < ] = 1 P = 1 exp
2
2X

>X

2 #
;

>X

0 T
N =
2

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Exercise

## Linear oscillator subjected to white noise excitation F (t)

X(t)

k
m

F (t)

k = 10 N/m, m = 1 kg, F=
0.25 N
SF F () = 0.0003 N2 s

## Determine damping constant c such that

PE (, T ) 104 for = 0.075m andT = 60 s
Solution: c 0.95 Ns/m

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## Based on digitally generated sample functions

Suitable for non-stationary processes
Can easily incorporate nonlinear effects (e.g. Coulomb
friction, material plasticity, contact)
May require a large number of sample functions

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## Example: White noise

Linear oscillator with zero-valued initial conditions under
zero-mean white noise with PSD SW W
Sample functions of white noise are sequences of
independent and identically distributed (iid) Gaussian
Variance of these variables depends on the time step used
Wk
2
W
=
k

t
t

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2SW W
t

m = 1 kg
k = 1 N/m
c = 0.1 Ns/m

## c Christian Bucher 2009-2015

Sample exitations
Totally 1000 sample functions

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## c Christian Bucher 2009-2015

Sample responses
Linear oscillator, m = 1 kg, k = 1 N/m, c = 0.1 Ns/m

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## Mean value function

=0
Stationary solution: X

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## c Christian Bucher 2009-2015

Variance function
2 =
Stationary solution: X

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SW W
ck

= 0.314 m2

## Simple earthquake model

Amplitude-modulated
process a(t) = e(t) b(t)

e(t)

## Envelope e(t) represents

time-dependent intensity of
ground motion
Stationary process b(t)
represents local ground
properties (Kanai-Tajimi
filter)

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## c Christian Bucher 2009-2015

Kanai-tajimi filter
b(t) modeled as acceleration response of simple oscillator
Sbb () = S0

4g2 g2 2 + g4
(g2 2 )2 + 4g2 g2 2

Sbb () [m2/s]

4.0
3.0
2.0
1.0
0.0

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30

40

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## c Christian Bucher 2009-2015

Modulating function
Exponential envelope e(t)
e(t) = 4 [exp(0.25t) exp(0.5t)]
1.0

Envelope [-]

0.8
0.6
0.4
0.2
0.0

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10
Time [s]

15

20

10
5
0
-5
-10

12

16

20

Time [s]

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## c Christian Bucher 2009-2015

Unit 3
Random fields

Basic Concept
Location in structure defined by x = (x1 , x2 , . . . , xn )
Random variable, e.g. cross section A(x) at x
Different value A(y) at a different location
y = (y1 , y2 , . . . , yn )
Expect high correlation if x and y are close to each other

F (x)

x
L

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## c Christian Bucher 2009-2015

Formal definition
A random field H(x) is a real-valued random variable whose
statistics can be different for each value of x
H R;

x = [x1 , x2 , . . . xn ]T D Rn

## Mean value function

H(x)
= E[H(x)]
E taken at a fixed location x across the ensemble

H(x, )

x
y

x, y
L

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## Spatial correlation structure

Autocovariance function

## CHH (x, y) = E[{H(x) H(x)}{H(y)

H(y)}]
A random field H(x) is called weakly homogeneous if

H(x)
= const. x D
CHH (x, x + ) = CHH ()

x D

## A homogeneous field is isotropic if

CHH (x, x + ) = CHH (kk)

x D

x2

x2

x1

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x1

## Properties of auto covariance

Positive definiteness
ZZ
w (x)CHH (x, y)w (y) dx dy 0
DD

Equivalently:
m X
m
X

ak R, m N

k=1 j=1

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## Practical limits for isotropic autocovariances

Assume m = n + 1 points located at the vertices of an
equilateral simplex in n-dimensional space
y
1

CHH (0)
CHH (r )

r
r

r
x
0.5

## Choose all coefficients ak equal to 1

m X
m
X
ak aj CHH (xk , xj ) =mCHH (0) + (m2 m)CHH (r ) > 0
k=1 j=1

CHH (0)
n
in 2D, the autocovariance function cannot be smaller than
2
2
2H and in 3D it cannot be less than 3H .
c Christian Bucher 2009-2015

CHH (r ) >

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Correlation length
Separation distance r between two points
r = ||x y||

CF F (r )

r
L
Correlation length Lc
R
Lc =

r |CHH (r )| dr

0
R

|CHH (r )| dr

0
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## The limit Lc produces a random field which

actually
c Christian Bucher 2009-2015

Spectral decomposition
Represent a continuous random field H(x) in terms of
discrete random variables ck ; k = 1 . . . :

X
H(x) =
ck k (x), x D Rn ; ck , k R
k=1

## k (x) are deterministic spatial shape functions forming an

orthonormal basis on D, ck are uncorrelated random variables
Decomposition of the covariance function

X
CHH (x, y) =
k k (x)k (y)
k=1

## k and k (x) are the eigenvalues and eigenfunctions

respectively. These are solutions to the integral equation
Z
CHH (x, y)k (x)dx = k k (y)
D

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## c Christian Bucher 2009-2015

Discrete version
Evaluate random field at discrete locations xi
Hi = H(xi );

i = 1...N

Spectral representation
Hi =

N
X
k=1

k (xi )ck =

N
X

ik ck ; H = c

k=1

## Orthogonality condition for the columns of

T = I
Covariance matrix of the components of the coefficient
vector c
Ccc = diag(c2k )
Both conditions can be met if the columns k of the matrix
solve the following eigenvalue problem
CHH k = c2k k ;
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k = 1...N
c Christian Bucher 2009-2015

## Example - one-dimensional random field

Random field H(x) defined on the interval I = [0, 1]
Exponential correlation function RHH = exp(|x y |/0.5)
Interval is discretized in 100 equally spaced points
The eigenvalues k = c2k decrease rapidly with increasing k
Eigenvectors become more oscillatory as k increases.
60.00

0.15

40.00

0.00

20.00

3
0.00

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25

50
k

75

100

-0.15
0.00

0.25

0.50
x

2
0.75

1.00

## c Christian Bucher 2009-2015

Geometrical imperfections
Manufacturing tolerances deviations of the actual
geometrical shapes from those designed
Differences between the target geometry and the actual
random geometry can be expressed as random field
Certain regularity or waviness of the geometrical
imperfections can be modeled by choosing a suitable spatial
correlation function.
Target geometry

Actual geometry

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## Example: dome structure

Structure consists of
slender beams connected
rigidly, forming a doubly
curved dome.
Geometrical
imperfections are
represented in terms of
random deviations z of
the vertical coordinates
z

4.60 m
46 m

28 m

Spatial autocovariance
function


r
2
Czz = z exp
Lc
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## r denotes the spatial

separation and Lc = 20

## c Christian Bucher 2009-2015

Karhunen-Lo`
eve decomposition

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