A Methodology Based On Galerkin Method For Solving The Stochastic Bending Problem of A Euler Bernoulli Beam Supported by A Foundation of Pasternak

A methodology based on Galerkin method for solving the stochastic bending problem of a Euler Bernoulli.....
A methodology based on Galerkin method for solving the
stochastic bending problem of a Euler Bernoulli
beam supported by a foundation of Pasternak
4
5
6
7
8
Cludio Roberto vila da Silva Jnior

1
NuMAT/PPGEM, Federal University of Technology of Parana

Av. Seven of September, 3165, Curitiba, PR, Brazil.
2
PPGMNE/CESEC, Federal University of Parana
Polytechnic Center, Jardim das Americas
10
81531-980, Curitiba, PR, Brazil.
11
avila@utfpr.edu.br
12
13
Marcelo Borges dos Santos
14
15
16
engmecanica.marcelo@hotmail.com
17
18
Andr Tefilo Beck
19
Department of Structural Engineering, EESC, USP
20
Av. Sancarlense, 400, So Carlos, SP
21
atbeck@sc.usp.br
22
Page 1 of 52
23
Ivan Moura Belo
24
25
26
ivanbelo@utfpr.edu.br
Page 2 of 52
27
28
29
30
31
Abstract: In this paper is presented a methodology based on the Galerkin method, which is used to
32
determine the approximate solution of stochastic bending of a Euler-Bernoulli beam, resting on a
33
Pasternak foundation type. The uncertainty in beam and foundation stiffness coefficients is represented
34
by means of parameterized stochastic processes. In the first step of the proposed methodology is
35
realized a theoretical study on existence and uniqueness of solutions. In this step, it is emphasized by
36
hypothesis, the limitations on the parameters of uncertainty, and the choice of approximate solution
37
space. In the second step, the Galerkin method is used to obtain approximate numerical solutions. The
38
space of approximate solutions is built by tensor product in a finite-dimensional space, dense in the
39
space of theoretical solutions given by the theorem on existence and uniqueness. The Wiener-Askey
40
scheme of generalized chaos polynomials (gPC) is used to model the stochastic behavior of the
41
displacement responses. The performance of the approximate Galerkin solution scheme developed
42
herein is evaluated by comparing first and second order moments with the same moments evaluated
43
from Monte Carlo simulation.
44
45
Keywords: Lax-Milgram lemma, generalized chaos polynomials (gPC), Euler-Bernoulli beam,
46
Pasternak foundation, Galerkin method, Askey-Wiener scheme.
47
48
1.
Page 3 of 52
INTRODUCTION
49
50
The field of stochastic mechanics has been subject of extensive research and significant
51
developments in recent years. Stochastic mechanics incorporates the modeling of randomness or
52
uncertainty in the mathematical formulation of mechanics problems. This is in contrast to the more
53
established field of structural reliability, where uncertainty and randomness are also addressed, but
54
where problem solutions are obtained mainly based on deterministic mechanics models.
55
The analysis of stochastic engineering systems has received new impulse with use of finite element
56
methods to obtain response statistics. Initially, finite element solutions where combined with the Monte
57
Carlo method, and samples of random system response where obtained. Perturbation and Galerkin
58
methods where used in this context [1]. Such methods allowed representation of uncertainty in system
59
parameters or in loads by means of stochastic processes. At the end of the 80s, Spanos and Ghanem
60
[2] used the Galerkin finite element method to solve a stochastic beam bending problem, where
61
Youngs modulus was modeled as a Gaussian stochastic process. The space of approximate solutions
62
was built using the finite element method and chaos polynomials. These polynomials form a complete
63
system in L2 ( , , P ) =
64
polynomials and ( , , P ) is a probability space. The ideas presented in this study where innovative
65
and represented a new method to solve stochastic problems.
L2 ( , , P )
, where = span { i }i =0
is the space generated by the chaos
66
Babuska et al. [3] presented a stochastic version of the Lax-Milgram lemma. The authors showed
67
that, for certain problems of mechanics, use of Gaussian processes can lead to loss of coercivity of the
68
bi-linear form associated to the stochastic problem. This difficulty was indeed encountered in the study
69
of Silva Jr. [4], and resulted in non-convergence of the solution for the bending of plates with random
70
parameters. This non-convergence was due to the choice of a Gaussian process to represent the
71
uncertainty in some parameters of the system. This failure to converge also affects solutions based on
Page 4 of 52
72
perturbation or simulation methods. Importantly, this failure makes the theoretical problem bad post,
73
[44]. In this way the numerical solutions obtained with any numerical method, did not have any sense,
74
and are inconsistent with the fundamental studies of existence and uniqueness of solutions. The
75
methodology proposed in this paper, special attention is given to this question, section 2.1. Although
76
the message of Babuska et al. was assimilated by some researchers [24, 27-29], one finds very recent
77
papers where Gaussian processes are still used to represent the uncertainty in strictly positive
78
mechanical properties [31, 33, 34].
79
In recent years, much effort is being addressed at representing uncertainty in stochastic engineering
80
systems via non-Gaussian processes. In the paper by Xiu and Karniadakis [5] the Askey-Wiener
81
scheme was presented. This scheme represents a family of polynomials which generate dense
82
probability spaces with limited and unlimited support. This increases the possibilities for uncertain
83
system parameter modeling. The stochastic beam bending problem has been studied by several authors.
84
Vanmarcke and Grigoriu [6] studied the bending of Timoshenko beams with random shear modulus.
85
Elishakoff et al. [7] employed the theory of mean square calculus to construct a solution to the
86
boundary value problem of beam bending with stochastic bending modulus. Ghanem and Spanos [8]
87
used the Galerkin method and the Karhunem-Loeve series to represent uncertainty in the bending
88
modulus by means of a Gaussian process. Chakraborty and Sarkar [9] used the Neumann series and
89
Monte Carlo simulation to obtain statistical moments of the displacements of curved beams, with
90
uncertainty in the elasticity modulus of the foundation. Although they present numerical solutions for
91
stochastic beam problems, none of the papers referenced above address the matter of existence and
92
uniqueness of the solutions.
93
In the present paper, is shown a methodology, based on the Galerkin method to be applied to the
94
problem of bending of a stochastic Euler-Bernoulli beam resting on a foundation of Pasternak, in order
95
to obtain approximate numerical solutions for the transverse displacement of stochastic process.
96
Uncertainty is present in the stiffness coefficients of the beam and the foundation. The methodology
Page 5 of 52
97
developed in two steps: Existence and Uniqueness, and Galerkin method. The first step is performed a
98
study of existence and uniqueness of solutions of the theoretical problem at hand. Emphasis is placed
99
on limiting probability on the parameters that present uncertainty. Such assumptions are necessary for
100
implementing a stochastic version of the Lax-Milgram lemma [3]. As will be presented in sections 2.1
101
and 3 the approximation space is generated by a finite set of functions, which are elements of a
102
complete set in the space of theoretical solutions, defined in the first step. This study subsidizes and
103
gives consistency to the Galerkin solution scheme developed herein, avoiding the flaws of some
104
formulations mentioned earlier [31, 33, 34]. The uncertainties in Youngs modulus and in foundation
105
stiffness are represented by parameterized random processes [10]. In the second stage of labor, it is
106
used Galerkin's method to obtain numerical solutions for the approximate transverse displacement of
107
stochastic. The approximated solution space is constructed using isomorphism properties between
108
Sobolev and product spaces, using density between continuous functions and Sobolev spaces and using
109
spaces generated by L2 polynomials of the Askey-Wiener scheme [5, 11]. The Askey-Wiener scheme
110
is used to construct the approximate solution space. In section (6) the performance of the numerical
111
solutions obtained by the Galerkin method is evaluated by comparing the statistician moments of first
112
and second order stochastic process shift Performance of the Galerkin solution developed herein is
113
evaluated by comparing first and second order moments of random beam displacement responses with
114
the same statistics evaluated via Monte Carlo simulation. Feature histograms are still random variables
115
generated from the stochastic numerical approximation of displacement. These histograms are
116
compared with histograms obtained by Monte Carlo simulation and observed a good agreement. The
117
author has used successfully the methodology proposed in this work, and other engineering problems,
118
which had uncertainties in its parameters, such as, bending the Euler-Bernoulli and Timoshenko beams
119
[22],[24], Kirchhoff's plate [25], and heat conduction problems [45].
120
121
Page 6 of 52
2. BENDING OF EULER-BERNOULLI BEAMS ON PASTERNAK FOUNDATION
122
123
In this section, the strong and weak formulations of the problem of stochastic bending of Euler-
124
Bernoulli beams on Pasternak foundation are presented. At the end of this section, the Lax-Milgram
125
lemma is used to present a proof of existence and uniqueness of the solution. Let ( , , P ) be a
126
probability space, where is a sample space, is an -algebra and P is a probability measure. The
127
strong formulation of the stochastic problem of bending, of a Euler-Bernoulli beam, resting on a
128
foundation of Pasternak is defined as:
129
130
Find u L2 ( ( , , P ) ; C 4 ( 0, l ) ) , such as,
d 2 EI d 2u d du + u = q, x, 0, l ;
( ) ( )
W
dx2
dx P dx
dx2
u ( 0, ) = u ( l , ) = 0;
2
2
;
= d u2
= 0,
d u2
dx ( 0 ,) dx (l ,)
) (
(1)
131
132
where EI is the bending stiffness, P and W are foundation stiffness coefficients, u is the transversal
133
beam displacement and q is a load term. Making P 0 in Eq. (1), one obtains the problem of beam
134
bending on a Winkler-type foundation [23].
135
136
For the qualitative analysis regarding existence and uniqueness of the response, the following
hypotheses are considered:
137
138
(
(
(
)
)
)
a, a + : P : EI x, a,a , x 0, l = 1;
( )

H1: b, b + : P : P ( x, ) b, b , x 0, l = 1;

+

c, c : P : W ( x, ) c, c , x 0, l = 1.
(2)
139
Page 7 of 52
H2: q L2 , , P; L2 ( 0, l ) .
140
141
Hypothesis H1 ensures that the beam and foundation stiffness coefficients are positive-defined and
142
uniformly limited in probability [3]. Hypothesis H2 ensures that the stochastic load process has finite
143
variance. These hypotheses are necessary for the application of the Lax-Milgram Lemma, which is
144
used in the sequence to demonstrate the existence and uniqueness of the solution.
145
146
2.1. Existence and uniqueness of the solution
147
148
In this section, a brief theoretical study of existence and uniqueness of the solution of the
149
stochastic Euler-Bernoulli beam bending problem on Pasternack foundation, with uncertainty in beam
150
and foundation stiffness, is presented. Results presented in this section are based on classical results
151
from functional analysis and from theory of Sobolev spaces [3, 12, 13]. The study requires definition of
152
stochastic Sobolev spaces, tensor product and density between distribution spaces and Lp spaces. In
153
order to study existence and uniqueness, the abstract variational problem associated to the strong form
154
(Eq. 1) needs to be defined. The stochastic Sobolev space where the solution to the stochastic beam
155
bending problem is constructed is V = L2 ( , , P; Q ) . For fixed , one has,
156
157
d 2u
Q = u ( , ) H 2 ( 0, l ) u ( 0, ) = u ( l , ) = 0 2
dx
=
( 0,)
d 2u
dx 2
( l ,)
= 0 ,
(3)
158
159
160
hence V = u : ( 0, l ) u is mensurable and
u ( )
2
H 2 ( 0,l )
dP ( ) < + , where
H 2 ( 0,l )
is
the H 2 ( 0, l ) norm. For fixed , u ( , ) Q . On the other hand, for fixed x ( 0,l ) ,
Page 8 of 52
161
u ( x , ) L 2 ( , , P ) is a random variable. Defining the tensor product between g L 2 ( , , P ) and
162
w Q as u := w.g [26, 38], one notes that, for fixed ,
163
164
u ( , ) = w ( ) .g ( ) Q ,
165
whereas for a fixed x ( 0, l ) ,
(4)
166
167
u ( x, ) = w ( x ) .g () L2 ( , , P ) .
(5)
168
169
In order to obtain the isomorphism between V and L2 ( , , P ) Q , it is necessary to redefine the
170
differential operator D : L2 ( , , P ) Q L2 ( , , P ) L2 ( 0, l ) . This operator acts over an
171
element u V in the following way [14],
172
173
( )
D u : d w
x .g ,
dx ( ) ( )
(6)
174
175
where and 2 . From the definitions presented in Eq. (4) to Eq. (6), the isomorphism between
176
V and L2 ( , , P ) Q is obtained:
177
V = L ( , , P; Q )
2
V L ( , , P ) Q .
2
2
L ( , , P; Q ) L ( , , P ) Q
2
178
179
180
181
V is a Hilbert space, with inner product, (, )V : V V , defined as,
(7)
(u, v )V = ( u.v + Du.Dv + D2u.D2v ) ( x,)dxdP ( ) .
Page 9 of 52
182
(8)
183
184
The inner product defined in Eq. (8) induces the V norm u V = ( u,u )V2 , following Kinderlehrer and
185
Stampacchia [15]. The bilinear form a :V V is defined as:
186
l
187
a ( u, v ) = W .u.v + P .Du.Dv + EI .D2u.D2 v ( x,) dxdP ( ) .

0
(9)
188
189
The bilinear form a (, ) is obtained by multiplying Eq. (1) by v V and integrating in ( 0, l ) , using
190
the product rule for differentiation and the definition of space V given in Eq. (3b). In order to preserve
191
the equality, the right-hand side of Eq. (1) becomes,
192
l
193
f ( v ) = ( q.v )( x,) dxdP ( ) .
(10)
194
195
It is easy to see that Eq. (10) defines a linear functional f : V . Using the Cauchy-Schwartz
196
inequality, it can be shown that this functional is well-defined, hence f V' , where V' is the dual of V.
197
Hence, the abstract variational problem associated to Eq. (1) can be written as:
198
199
Find u V such that,
a ( u,v ) = f ( v ) , v V .
(11)
200
Theorem (Existence and Uniqueness): Let EI , P , W and q, be such that H1 and H2 (Eq. 2) are
201
satisfied. Then, a solution to the problem defined in Eq. (11) exists, and it is unique in V.
202
Page 10 of 52
203
Proof: The proof of existence and uniqueness uses the Lax-Milgram lemma [3, 16]. It is necessary to
204
show that the bi-linear form, Eq. (9), of the problem defined in Eq. (11), is continuous and coercive. In
205
order to do that, one makes use of the hypotheses of limited probability (H1), of the Cauchy-Schwartz
206
inequality [12] and of simple size comparisons:
207
208
a.
continuity
209
l 2
a ( u,v ) c u ( x,) dxdP ( )

0
+b

l 2
v ( x,) dxdP ( )
0
( Du ) ( x,) dxdP ( )
0
l
210
+a

( Dv ) ( x,) dxdP ( )
0
l
( D u ) ( x,) dxdP ( )
0
l
2
x
,
dxdP
D
v
( ) C u
( )( )
0
l
vV,
211
212
where C = max {a ,b,c} ;
213
b. coercivity
214
215
a ( u,u ) c u 2 ( x,) dxdP ( ) + b ( Du ) ( x,) dxdP ( ) + a ( D2u ) ( x,) dxdP ( ) c u V2 ,

2
216
217
where c = min {a,b,c} .
218
219
Following Eq. (10), the functional f : V , is linear and well-defined, hence in view of the Lax-
220
Milgram lemma, it is guaranteed that the problem defined in Eq. (11) has unique solution, and
221
continuous dependency on the data [3, 16]. Theoretical solutions to the abstract variational problem in
Page 11 of 52
222
Eq. (1), associated to the problem in Eq. (11), are found in V L2 ( , , P ) Q . Numerical solutions
223
in less abstract spaces are obtained herein: continuous functions of class C 2 , sequentially dense in Q ,
224
and a family of generalized chaos polynomials, belonging to the Askey-Wiener scheme, are used.
225
226
3.
UNCERTAINTY REPRESENTATION
227
228
In most engineering problems, complete statistical information about uncertainties is not available.
229
Sometimes, the first and second order moments are the only information available. The probability
230
distribution function is defined based on experience or heuristically. In order to apply Galerkins
231
method, an explicit representation of the uncertainty is necessary. Given the incomplete information
232
about the probability distribution of a given parameter, an hypothesis of finite dimensional noise is
233
assumed, following, for example, [41 - 43]. This implies that the uncertainty over a given input
234
parameter : ( 0,l ) will be represented in terms of a finite set of random variables,
235
( x,) = ( x, ( ) ) = ( x,1 ( ) ,, N ( ) ) .
(12)
236
237
From this hypothesis, the uncertainty in beam and foundation stiffness coefficients are modeled via
238
parameterized stochastic processes. These are defined from a linear combination of deterministic
239
functions and random variables [10],
240
241
( x, ) = ( x ) + i ( x ) i ( ) = ( x ) + t ( x ) . ( ) ,
i =1
242
(13)
Page 12 of 52
243
where ( ) is the expected value of random process ( , ) , : ( 0,l ) N is a vector-valued
244
function with terms i C0 ( 0, l ) C
245
independent random variables, such that:
( 0, l ) ,
i {1, , N} . ( ) = {i ( )}i =1 is a vector of

N
246
247
[ i ] = 0, i {1, , N} ,
.
P ( : i ( ) i ) = 1, i {1, , N} ,
(14)
248
249
where [] is the expected value operator. In Eq. (14), i is the image of random variable i , that is,
250
i = i ( ) , with i = [ ai , bi ] , i = bi ai < , i {1, , N} , limited. In this form, the image of
251
random vector : , with N , and in terms of {i }i=1 , is given by = i . Since the

N
i=1
252
random variables are independent, the joint probability density is given by,
253
N
254
( ( ) ) = i ( i ) ,
(15)
i =1
255
where i ( ) is the marginal probability density function of random variable i . Hence, the probability
256
measure dP ( ) is defined as,
257
N
258
dP ( ( ) ) = i ( i )d i .
i =1
259
(16)
Page 13 of 52
260
From the measure and integration theory [21], one knows that the probability measure defined in Eq.
261
(16) is the measure obtained from the product between probability measure spaces associated to the
262
random variables ( ) = {i ( )}i =1 , with i : i .
263
264
From the Doob-Dynkin lemma [40], the transversal displacement random process will be a function
of random variables ( ) = {i ( )}i =1 , hence,
N
265
266
u ( x, ) = u ( x, ( ) ) = u ( x, 1 ( ) , , N ( ) ) .
(17)
267
268
In this paper, polynomials of the Askey-Wiener scheme are used construct the problems solution space.
269
270
3.1. The Askey-Wiener scheme
271
272
The Askey-Wiener scheme is a generalization of chaos polynomials, also known as Wiener-chaos.
273
Chaos polynomials were proposed by Wiener [17] to study statistical mechanics of gases. Xiu and
274
Karniadakis [5] have shown the close relationship between results presented by Wiener [17] and Askey
275
and Wilson [18] for the representation of stochastic processes by orthogonal polynomials. Xiu and
276
Karniadakis [5] extended the studies of Ghanem and Spanos [8] and Ogura [19] for polynomials
277
belonging to the Askey-Wiener scheme.
278
The Cameron-Martin theorem [11] shows that Wiener-Askey polynomials form a base for a dense
279
subspace of second order random variables L2 ( , , P ) . Let L2 ( , , P ) be a separable Gaussian
280
Hilbert space and

= span {i } i =1
be an orthonormal base of Gaussian random variables. The
281
Wiener-Askey
representation
scheme
allows
of
any
second
order
random
variable
Page 14 of 52
282
, [35]. Let n ( ) be the vector

u L2 ( , ( ) , P ) , where ( ) is the -algebra generated by
283
space spanned by all polynomials of order less than "n",
284
{(
285
n ( ) = {i } i =1 : is the polynomial of degree n; i , i = 1,...,N;N < ,
(18)
:0: = 0 ( ) ,
(19)
286
287
with
288
289
:n: =
n ( )
n-1 ( ) ,
290
291
2
2
where
n is the closure of
n in L ( , , P ) . As shown by Jason [20], for L ( , ( ) , P ) , the
292
following orthogonal decomposition is admitted,
293
294
L ( , ( ) , P ) =
2
:n:
(20)
n=0
295
296
Equation (20) is an orthogonal decomposition of L2 ( , , P ) , known as Wiener-chaos decomposition
297
or simply chaos decomposition. One application of this decomposition is the representation of an
298
element X L2 ( , , P ) in terms of elements X n H :n: ,
299
300
X = Xn .
n =0
301
(21)
Page 15 of 52
302
Equation (21) represents an important result for the approximation theory applied to stochastic systems.
303
Solution of a stochastic system is expressed as a non-linear function in terms Gaussian random
304
variables. This function is expanded in terms of chaos polynomials as,
305
306
u i ( ) =
p 0 n1 ++ nr = p i1 ,,ir
j1 jr
i1ir
p i1 ( ) , , ir ( ) ,
(22)
307
308
1 jr
where p is the chaos polynomial of order p and ui1j
are the polynomial coefficients. The superir
309
index refers to the number of occurrences of ik ( ) . Chaos polynomials of order p are formed by an
310
Hermite polynomial, in standard Gaussian variables ( ) = ik ( )
311
Introducing a mapping in the sets of indexes {ik }k =1 and { jk }k =1 , Eq. (14) can be rewritten as,
r
k =1
of order less than p.
312
313
u ( ) = u ( ( ) ) ,
(23)
314
315
where is a multi-index, is a set of natural numbers with compact support, { }are chaos
316
polynomials, {u }are coefficients of the linear combination and : N is a vector of random
317
variables. In this paper, chaos polynomials are multi-dimensional Hermite polynomials,
318
319
( ( ) ) = hm ( m ( ) ) ,
(24)
m =1
320
321
where hm ( ) is a Hermite polynomial defined in random variable m . The inner product between
322
polynomials i and j in L2 ( , , P ) is defined as,
323
( , )
i
j L2 , , P
(
)
Page 16 of 52
= ( i . j ) ( ( ) )dP ( ) ,
(25)
324
325
where dP is a probability measure. These polynomials form a complete ortho-normal system with
326
respect to the probability measure, with the following properties:
327
328
0 = 1,
( , )
i
j L2 ( , , P )
= ij , i, j .
(26)
329
330
It is important to observe that in Eq. (21) the polynomials are orthogonal with respect to the standard
331
Gaussian density function of vector . The convergence rate is exponential for the case where the
332
random variable is Gaussian. For other random variables the convergence rate is smaller.
333
The proposal of the Wiener-Askey scheme is to extend the result presented in Eq. (23) to other
334
types of polynomials. In analogy to Eq. (18), taking

n ( H ) = span { i }i =1 , with H a separable
335
Hilbert space of finite variance random variables, one has that =
(H )
is a family of
336
polynomials of the Wiener-Askey scheme, generating a complete orthogonal system in L2 ( , , P ) .
337
338
Table 1: Correspondence between some random variables
339
and polynomials of the Askey-Wiener scheme.
340
341
The Askey-Wiener scheme represents a family of sub-spaces generated by orthogonal polynomials
342
obtained from ordinary differential equations [5]. Among them, the Hermite, Laguerre, Jacobi and
343
Legendre polynomials can be cited. Every sub-space generated by these polynomials is a complete
344
system in L2 ( , , P ) . The orthogonality between the polynomials is defined with respect to a weight
Page 17 of 52
345
function, which is identical to the probability density function of a certain random variable. For
346
example, the Gaussian density function is used as weight function to obtain the orthogonality between
347
Hermite polynomials. Table (1) shows the correspondence between subsets of polynomials of the
348
Askey-Wiener scheme and the corresponding probability density functions.
349
350
4.
GALERKIN METHOD
351
352
The Galerkin method is used in this paper to solve the stochastic beam bending problem with
353
uncertainty in the beam and foundation stiffness coefficients. In order to develop numerical solutions
354
which are compatible with the conditions for existence and uniqueness of the theoretical solution,
355
results presented by Besold [26] and Ryan [39] are used. An element from a space isomorph to the
356
space obtained via tensor product, V L2 ( , , P ) Q , can be represented from elements of
357
separable spaces, dense in spaces L2 ( , , P ) and Q . Hence, the strategy to construct approximated,
358
numerical solutions and to use Galerkins method is to use bases of finite dimensions, but dense in
359
L2 ( , , P ) and Q . Due to the simplicity of the spatial domain for the present problem, no spatial
360
discretizations are employed. Hence, functions employed in construction of the responses are defined
361
in the whole problem domain. For more complex spatial domains, special techniques like finite
362
element, boundary element or finite differences would have to be employed.
363
364
It is proposed that approximated solutions to the stochastic displacement response of the beam
have the following form,
365
366
u ( x, ( ) ) = ui i ( x, ( ) ) ,
i =1
367
(27)
Page 18 of 52
368
where ui , i are coefficients to be determined and i V are the test functions. Numerical
369
solutions to the variational problem defined in Eq. (11) will be obtained. Hence, it becomes necessary
370
to define spaces less abstract than those defined earlier, but without compromising the existence and
371
uniqueness
of
372
L2 ( , ,P )
373
2
d 2
d 2
= span i C ( 0, l , ) i ( 0 ) = i ( l ) = 0 2i ( 0 ) = 2i ( l ) = 0 , i
374
such that = Q ,
the
solution.
= L2 , ,P .
From
the
theorem
Consider
two
dx
L2 ( , , P )
of
Cameron-Martin
complete
dx
[11]
we
orthogonal
and
have
systems
= span {i }i =1 ,
= L2 ( , , P ) and define the tensor product between and as,
375
376
( )i ( x, ( )) = j ( x ) .k ( ( )) , with
j, k .
(28)
377
378
To simplify the notation, we will use i = ( ) . Since approximated numerical solutions are
379
derived in this paper, the solution space has finite dimensions. This implies truncation of the complete
380
orthogonal systems and . Hence one has,
381
382
2
d 2
d 2
m = span i C ( 0, l , ) i ( 0 ) = i ( l ) = 0 2i ( 0 ) = 2i ( l ) = 0 , i {1, ..., m} ,
dx
dx
(29)
383
384
and n
= span {i }i =1 , which results in VM = m n . The dimension of n , ( n = dim n
385
depends on the dimension of the random variable vector ( ) and on the order of chaos polynomials.
386
Let "s" be the dimension of random vector ( ) and p the order of chaos polynomials , then the
387
dimension of n is given by,
),
388
n=
( s + p )!
s!.p!
Page 19 of 52
(30)
389
390
Since dim n
< and dim n
< (following [39]), one has that the dimension of the
391
approximation space, VM , is given by,
392
393
M = dim (VM ) = dim ( m n ) = dim ( m ) .dim ( n ) = m.n
(31)
394
395
396
With the above definitions and results, it is proposed that numerical solutions are obtained from
truncation of the series expressed in Eq. (27) at the M th term,
397
M
398
uM ( x, ( ) ) = ui i ( x, ( ) ) .
(32)
i =1
399
400
Substituting Eq. (32) in Eq. (11), one arrives at the approximated variational problem:
401
402
403
Find {u }M M such that,

i i =1
M
a i , j ui = f ( j ) , j VM ;
i =1
(33)
where,
404
l
2
2
a i , j = W .i . j + P .Di .D j + EI .Di .D j
l
f =
q. x, )dxdP ( ) .
( j ) ( j )(
0
405
) ( x, ) dxdP ( ) ,
(34)
Page 20 of 52
406
The approximated variational problem (Eq. 33) consists in finding the coefficients of the linear
407
combination expressed in Eq. (32). Using a vector-matrix representation, the system of linear algebraic
408
equations defined in Eq. (33) can be written as,
409
KU = F ,
410
(35)
411
412
where K M ( ) is the stiffness matrix, U = {ui }i =1 is the displacement vector and F = { f i }i =1 is the
413
loading vector. Elements of the stiffness matrix are defined as,
414
K = kij
M M
, kij = ( W .i . j ) ( x, ) dxdP ( )
0
+ ( P .Di .D j ) ( x, ) dxdP ( )
415
(36)
+ EI .D2i .D2 j
0
) ( x, )dxdP ( ).
416
417
The load vector is given by
418
F = { f j}
419
M
j =1
f j = ( q. j ) ( x, )dxdP ( ) .
(37)
420
421
The sparseness of the stiffness matrixes for example 1, case (a) (to be presented), is shown in Figure
422
(1).
423
424
425
Page 21 of 52
426
427
428
429
0
1
10
2
3
20
430
431
30
5
6
40
432
433
434
50
8
9
60
10
11
0
6
nz = 42
10
70
0
20
40
60
nz = 1344
435
Figure 1: Sparcity pattern of stiffness matrix of example 1, case (a).
436
a) for m = 2, n = 5, p = 1; b) for m = 2, n = 35, p = 3.
437
438
Remember that p is the degree of the chaos polynomial. The stiffness matrix corresponding to
439
Figure (1a) has dimension 10 and nz = 42 (number of nonzero elements), whereas the matrix
440
corresponding to Figure (1b) has dimensions 70 and nz = 1344. The conditioning number (nC)
441
corresponding to these two matrixes is nC = 19.70 and nC = 25.79, respectively. These numbers show
442
that the conditioning number increases with the dimension of the approximation space,
443
(VM = m n ) . This can lead to ill-conditioning of the stiffness matrix and hence to loss of accuracy
444
of the approximated solution. For example 2, cases (a) and (b) - to be presented - the sparcity pattern is
445
similar. However, for example 1, case b) presents a different pattern, with nz = 100 and nC = 32.82 (for
446
p=2) and nz = 4592 and nC = 71.74, for p=3. In this paper, uncertainties in beam and foundation
447
, defined in the
stiffness coefficients are modeled using Legendre polynomials to construct space n
448
variables ( ) = {1 ( ) ,2 ( ) ,3 ( ) ,4 ( )} 1 2 3 4 = 11
, .
449
450
5.
Page 22 of 52
STATISTICAL MOMENTS, HISTOGRAMS AND ESTIMATES
451
452
In this section, the evaluation of first and second order moments, from the approximated Galerkin
453
solution, is presented. In an evaluation of the performance of the developed Galerkin scheme, these
454
moments are compared with the same moments computed through Monte Carlo simulation. In order to
455
reduce spurious correlations between the samples, Latin Hypercube Sampling (LHS) is used in the
456
simulations [36].
457
The statistical moment of kth order of a random variable u ( x, ) L2 ( , , P ) is obtained, for a
458
fixed x [ 0 ,l ] , taking the kth power of this random variable and integrating with respect to its
459
probability measure:
460
uk M ( x ) = u Mk ( x , ( ) ) dP ( ( ) )
461
times
k
i
i
1
i1
u ik i 1 i k
) ( x ) (
i1
i k
) ( ( ) ) dP ( ( ) ),
(38)
462
463
The integration term dP () is a probability measure, defined in Eq. (16). From Eq. (38), uk M ( ) is
464
given by,
465
k times
466
467
468
469
with
( x ) = ( u
i 1, j 1
i k,j k
i1
i 1 uik ik
) ( x )
i 1 , , i k
(39)
470
b1
bN
a1
aN
i 1 ,, i k = j 1 j k
) ( ( ) ) ( )
1
Page 23 of 52
( ) d 1 ( ) d N ( ) .
(40)
471
472
The integrals in Eq. (40) are called iterated integrals. The first order statistical moment, or expected
473
value, of the stochastic displacement process evaluated at a point x 0, l is,
474
m
475
u( x ) = u(i 1).n+1i ( x ) .
(41)
i =1
476
477
The second-order statistical moment (the variance) of this displacement is,
478
479
u2 ( x ) =
M
u
i =1 j =1 k = 2
ik
u jk ( i . j ) ( x ) .
(42)
480
481
The Monte Carlo estimates for expected value and variance are,
482
483
u ( x ) =
2 ( x ) =
u
1
N
u ( x, ( ) ) ;
i =1
j
(43)
2
1 N
;
u
x
x
(
)
(
)
u
j
N 1 j =1
484
485
where u x, ( j ) is the jth realization of random variable u = u ( x, ( ) ) , obtained from the solution
486
of Eq. (35), whose coefficients EI = EI x, ( ) , P = P x, ( )
487
evaluated for the jth sample of random vector ( j ) = {i ( j )} . Each realization u x, ( j ) ,
488
corresponding to the jth sample of random vector : , is given by:
i =1
and W = W x, ( )
are
489
Page 24 of 52
u x, ( j ) = ukj ( j ) k ( x ) = U t ( j ) ( x ) ,
k =1
(44)
490
491
where : [ 0, l ]
492
m = span {i }i =1 . U ( j ) = ukj ( j )
493
Eq. (39), obtained as solutions to the following linear system:
is a vector-valued function whose components {k }k =1 are functions, such that

m
) { (
)}
is an m vector, whose entries are the coefficients of
k =1
494
495
( KU ) ( ( j ) ) = F ( ( j ) ) .
(45)
496
497
In order to obtain realizations of vector U : m , corresponding to the jth sample of vector
498
: , it is necessary to evaluate stiffness matrix K : m ( ) for the sampling functions
499
EI = EI x, j
( ( )) ,
( ( )) and
= P x, j
( ( )) , evaluated in ( ) = { ( )}
= W x, j
i=1
500
In the paper, qualitative evaluations of the numerical solutions are presented, by comparing
501
histograms of the displacement random processes obtained via approximated Galerkin solution and via
502
Monte Carlo simulation. Histograms for random variable u ( x* , ) are obtained by evaluating the jth
503
realization
504
( x*, ( )) = ( x*, ( ) , ( ) , ( ) , ( )) ( 0, l ) ,
of
the
1
displacement
2
random
process,
Eq.
(44),
in
505
506
507
uM x*, ( j ) = ui i x*, ( j ) = ui ( )i x*, ( j ) .

M
i =1
i =1
(46)
Page 25 of 52
508
Samples of random vector { ( j )} j =1 = {1 ( j ) , 2 ( j ) , 3 ( j ) , 4 ( j )}
509
Carlo simulation, using Latin Hypercube Sampling, [36]. Twenty thousand samples (N=20,000) are
510
used in the solution of each problem.
N
j =1
are obtained from direct Monte
511
512
6.
NUMERICAL EXAMPLES
513
514
In this section, two numerical examples are presented, for bending of random Euler-Bernoulli
515
beams supported on random Pasternak foundations. In the first example, uncertainty on the beam
516
stiffness is considered. In the second example, uncertainty is assumed on the foundation stiffness. For
517
both examples, uncertainties in stiffness are represented using parameterized, weakly stationary,
518
random processes. In both examples, the beam is simply supported at both ends, the span equals one
519
meter
520
distributed load of q ( x ) = 1 kPa.m, x [ 0, l ] , following Figure (2).
521
522
523
(l = 1 m) ,
the cross-section has width b =
1
100
m and the beam is subject to an uniform
q ( x ) = 1 kPa.m
524
525
526
527
528
529
Figure 2: a) Simply supported beam on Pasternack foundation;
530
b) beam cross-section.
531
Page 26 of 52
532
In the examples, the following mean-value functions are considered for Youngs modulus, beam height
533
and for foundation stiffness parameters:
534
535
E ( x ) = 210 GPa, x [ 0, l] ;
h ( x ) = 1 50 m, x [ 0, l] ;
P ( x ) = 1000 N, x [ 0, l] ;
W ( x ) = 1000 Pa, x [ 0, l] .
(47)
536
537
The first and second order statistical moments of the numerical solution obtained via Galerkin
538
method are compared with the same moments evaluated via Monte Carlo simulation. In order to
539
evaluate the accuracy of the Galerkin solutions, the functions relative error in mean, u : [ 0, l ] + , and
540
relative error in variance, u : [ 0, l ] + , are defined as,

2
541
542
u
100% 1 u ( x ) ,
u ( x ) =
0,
u2
100% 1 u2 ( x ) ,
2 ( x ) =
u
0,
x ( 0, l ) ;
x {0, l} ;
x ( 0, l ) ;
(48)
x {0, l} ;
543
544
where u and u2 , are the Galerkin-based expected value and variance, respectively, and u and u2 are
545
the Monte Carlo estimates of the same moments. The accuracy of developed Galerkin solutions, in
546
approximating the expected value and variance of the displacement response, is evaluated for
547
numerical solutions using chaos polynomials of order p {1,2,3} . Monte Carlo estimates of expected
548

value and variance, ( u , u2 ) , are evaluated from Eqs. (41) and (42), using 20,000 samples. In order to
549
show that not only first and second order moments are accurately approximated, the histograms and
Page 27 of 52
550
cumulative distribution functions are also compared. Numerical results presented in this paper were
551
obtained in a HP Pavilion personal computer, running a MATLAB computational code.
552
553
6.1.Example 1: random beam stiffness
554
555
In this example, propagation of the uncertainty through the beam response, for two cases of
556
random beam stiffness, is studied. In case (a), uncertainty is assumed on the Youngs modulus of beam
557
material, E : [ 0, l ] + , which is modeled as a parameterized random process,
558
559
E ( x, ( ) ) = E + 3 . E 2.n 1 ( ) cos
n =1
( n.lx ) +
2.n
( ) sin ( n.lx ) ,
(49)
560
561
where E is the expected value and E is the standard deviation of Youngs modulus. In case (b),
562
uncertainty is on the beams cross-section height, h, which propagates into the beams stiffness
563
through the moment of inertia of the beams cross-section. The random process, h : [ 0, l ] + , is
564
given by,
565
566
h ( x, ( ) ) = h + 3 .h 2.n 1 ( ) cos
n =1
567
( n.lx ) +
2.n
( ) sin ( n.lx ) ,
(50)
Page 28 of 52
568
where h is the expected value and h is the standard deviation of beam height. For both cases,
569
( ) = {n ( )}n=1 ,
570
N = 2 , ( 2.N = dim ( ) ) . Numerical solutions are obtained for E = ( 101 ) . E and h = ( 101 ) .h . The
571
covariance function for random process E : [ 0, l ] + , is presented in Figure 3.
2.N
is
vector
of
four
uniform,
independent
random
variables,
hence,
Figure 3: Covariance function of Youngs

modulus, Example 1, case (a).
572
1
.C
( x, y )
573
For all examples presented herein, the covariance function
for the random processes is
574
similar to that shown in Figure 3. These functions are obtained in exact form (Eq. 49) from the
575
independency property of random variables {n }n =1 .

2.N
576
Results obtained via Monte Carlo simulation, and used as reference, are shown first. Figure 4
577
shows all the twenty-thousand realizations (NS =20,000) of the random transversal displacement of the
578
beam, for cases (a) and (b). The dispersion in transversal displacements is larger for the case when the
579
uncertainty is on beam cross-section height h, in comparison to the case with random Youngs
580
modulus. This is typical behavior for Euler-Bernoulli beams. Interestingly, it was observed that for
581
beams modeled using the Timoshenko beam theory [24], the behavior is opposite: for the same
Page 29 of 52
582
coefficient of variation, propagation of the uncertainty is larger for the case of random Youngs
583
modulus, in comparison to random cross-section height [37].
584
Figures 4 and 5 show the evolution of the Monte Carlo estimates for expected value and variance,
585
( ( 12 ) , ( 12 ) ) ,
586
observed that the Monte Carlo solution is stationary, showing that the solution is independent of N, for
587
N>10,000.
2
u
of random variable u ( 12 , ) , as the number of samples is increased. It can be
588
3
8.4
x 10
589
x 10
8.2
8.5
590
8.4
8.6
8.6
8.8
591
(0,5) 8.7
592
8.8
u(0,5) 9
9.2
9.4
9.6
8.9
593
9.8
9
0
594
0.2
0.4
0.6
0.8
1
N
1.2
1.4
1.6
1.8
10
0
0.2
0.4
0.6
0.8
x 10
1
N
1.2
1.4
1.6
Figure 4: Convergence of Monte Carlo simulation results for the mean of mid-spam
596
displacement ( x = 12 m ) for cases (a) - left - and (b) - right.

6
1.5
x 10
x 10
1.8
598
1.6
1.4
599
1.2
2(0,5)
600
2
4
x 10
595
597
1.8
2(0,5) 1
u
0.8
0.5
0.6
601
0.4
0.2
602
0
0
0.2
0.4
0.6
0.8
1
N
1.2
1.4
1.6
1.8
2
4
x 10
0
0
0.2
0.4
0.6
0.8
1
N
1.2
1.4
1.6
1.8
603
Figure 5: Convergence of Monte Carlo simulation results for standard deviation of mid-spam
604
displacement ( x = 12 m ) for cases (a) - left - and (b) - right.
605
2
4
x 10
Page 30 of 52
606
Figure 6 presents results for the expected value of mid-spam displacements, obtained trough Monte
607
Carlo simulation, and by means of the Galerkin solutions of order p {1,2,3} . The difference between
608
the curves is imperceptible, showing that even a Galerkin solution of order p=1 is already accurate.
609
Similar results are obtained for case (b), not shown here.
610
3
x 10
1
2
3
4
(x)
u
5
6
Monte Carlo
p=1
p=2
p=3
7
8
9
0
0.1
0.2
0.3
0.4
611
0.5
x
0.6
0.7
612
Figure 6: Expected value of mid-spam
613
displacements, example 1, case (a).
0.8
0.9
614
615
Figures 7a and 7b show the relative error of the Galerkin solutions, for cases (a) and (b),
616
respectively, for the expected value and using polynomials of order p {1,2,3} . Here it can be observed
617
that, although the error is already small for p=1, the Galerkin solutions converge monotonically to the
618
exact solution with increasing polynomial orders.
619
620
621
622
Page 31 of 52
623
1.4
0.045
624
0.04
0.035
625
626
p=1
p=2
p=3
1.2
p=1
p=2
p=3
0.03
(x)
627
0.8
0.025
(x)
0.02
0.6
0.015
0.4
0.01
628
0.2
0.005
0
0
629
630
0.1
0.2
0.3
0.4
0.5
x
0.6
0.7
0.8
0.9
0
0
0.1
0.2
0.3
0.4
0.5
x
0.6
0.7
0.8
0.9
Figure 7: Relative errors in expected value for example 1, cases (a) - left - and (b) - right.
631
632
Figures 8a and 8b show the variances, for cases (a) and (b), respectively, obtained via Monte Carlo
633
simulation and via Galerkin method for p {1,2,3} . Other than what was observed for the expected
634
value, approximations for the variance are only accurate for p=2. It is also observed that the variance is
635
larger for case (b), in comparison to case (a), as already observed in Figs. 4a and 4b.
636
1.5
x 10
1.8
Monte Carlo
p=1
p=2
p=3
637
1.4
640
Monte Carlo
p=1
p=2
p=3
1.6
638
639
x 10
1.2
u(x)
2(x)
0.8
0.5
0.6
641
0.4
0.2
642
643
644
0
0
0.1
0.2
0.3
0.4
0.5
x
0.6
0.7
0.8
0.9
0
0
0.1
0.2
0.3
0.4
0.5
x
0.6
0.7
0.8
0.9
Figure 8: Variance of mid-spam displacements for example 1, case (a) - left - and case (b) - right.
Page 32 of 52
645
Figures 9a and 9b show the relative error in variance, for cases (a) and (b), respectively, for the
646
Galerkin solutions using p {1,2,3} . It can be observed that the convergence in terms of variance is also
647
monotonic for increasing order p, as expected.
648
8
649
650
35
p=1
p=2
p=3
7
6
30
p=1
p=2
p=3
25
5
20
651
2(x) 4
2(x)
15
652
653
655
1
0
0
654
10
0.1
0.2
0.3
0.4
0.5
x
0.6
0.7
0.8
0.9
0
0
0.1
0.2
0.3
0.4
0.5
x
0.6
0.7
0.8
0.9
Figure 9: Relative errors in variance for example 1, cases (a) - left - and (b) - right.
656
657
Figures 10a and 10b present the histograms, for random variable u ( 12 , ) , for cases (a) and (b).
658
These histograms were obtained from Monte Carlo simulation and from Galerkin solutions with gPC of
659
order p = 3. An excellent agreement between the histograms can be observed, showing that the
660
developed Galerkin solution is accurate not only for the first and second moments, but for the whole
661
probability distribution of the response. The agreement between the histograms is best for case (a), but
662
it is still very good for case (b) of Example 1.
663
664
665
666
667
668
Page 33 of 52
669
8000
6000
670
Monte Carlo
p=3
Monte Carlo
p=3
7000
5000
671
672
6000
4000
5000
nu(0,5)4000
3000
nu(0,5)
673
2000
674
1000
3000
2000
675
1000
0
0.015
0.014
0.013
0.012
0.011
0.01
u(0,5)
0.009
0.008
0.007
0.006
0
0.035
0.03
0.025
0.02
0.015
0.01
0.005
u(0,5)
676
Figure 10: Histograms of mid-spam displacement response
677
for example 1: case (a) left and case (b) right.
678
679
Figures 11a and 11b show the corresponding cumulative probability distributions, for random
680
variable u ( 12 , ) , obtained from Monte Carlo simulation and from the approximated Galerkin solution
681
with p=3. Again, an excellent agreement can be observed.
682
683
684
0.9
0.9
0.8
0.8
685
0.7
0.7
0.6
0.6
CDFu(0,5)
0.5
CDF 0.5
0.4
0.4
0.3
0.3
686
687
u(0,5)
0.2
688
689
0.2
Monte Carlo
p=3
0.1
0
0.015
0.014
0.013
0.012
0.011
0.01
u(0,5)
0.009
0.008
0.007
0.006
Monte Carlo
p=3
0.1
0
0.035
0.03
0.025
0.02
0.015
0.01
u(0,5)
690
Figure 11: Cumulative probability distributions of mid-spam displacement response
691
692
0.005
693
Page 34 of 52
Summary of results for example 1:
694
695
Table 2 summarizes results of expected value, variance and corresponding relative errors for the
696
random variable obtained by fixing x = 12 m in the random process displacement, for cases (a) and (b)
697
of example 1. Results are presented for approximated solutions with p {1,2,3} . Monte Carlo estimates
698
of expected value and variance:
699
700
1
=0.00880204234854855 m;
case (a): u2 ( 21)
u ( )=1.4117530417803410 6 m2 ;
2
1
=0.00957574170796273 m;
case (b): u2 ( 21)
u ( )=1.6216703821786310 5 m2 .
2
(51)
701
702
Comparing the expected value and variance obtained via Galerkin solutions with simulation results,
703
one notes that the approximated solutions are always smaller than the corresponding Monte Carlo
704
estimates.
705
706
Table 2: Summary of numerical results of example 1, cases (a) and (b):
707
expected value, variance, relative errors in expected value
708
and variance evaluated at x = 12 m
709
710
It is observed in Table 2 that the error in variance, for case (a), is non-monotonic with the order of
711
chaos polynomials: the error is larger for p=3 than it is for p=2. This only happens for the displacement
712
at x = 12 m . In Figure 10 it can be observed that the maximum error in variance, for any x, is still
713
monotonically decreasing with increasing order p, as desired. Small deviations from monoticity can
714
occur due to small oscillations of the simulation results used as reference.
715
716
Page 35 of 52
6.2 Example 2: random foundation stiffness
717
718
719
In this example, uncertainty is considered on the Pasternak foundation stiffness. Two cases are
studied. In case (a), uncertainty on coefficient P : [ 0, l ] b , b is modeled as,
720
721
N P
( )
( )
x +
x
P ( x, ( ) ) = P + 3 . P 2.n1 ( ) cos n.l
2.n ( ) sin n.l ,
n =1
(52)
722
723
where P is the expected value and P is the standard deviation. In case (b), uncertainty is on
724
coefficient W : [ 0, l ] [ c , c ] , modeled as,
725
726
N W
( )
( )
x +
x
W ( x, ( ) ) = W + 3 . W 2.n 1 ( ) cos n.l
2.n ( ) sin n.l ,
n =1
(53)
727
728
where W is the mean value and W is the standard deviation. In both cases, ( ) = {n ( )} is a
729
vector of uniform, independent random variables. In this example, four random variables are used, with
730
N P = 2 and N W = 2 . Numerical solutions are obtained, for cases (a) and (b), with P ,
731
P = ( 101 ) . P and W , W = ( 101 ) . W , respectively. As in example 1, the uncertain foundation
732
stiffness coefficients (Eqs. 52 and 53) are parameterized, weakly stationary random processes.
733
The convergence of Monte Carlo simulation is similar to example 1 (shown in Figures 4 and 5).
734
Results show that the Monte Carlo estimate of beam displacement response is stable, and independent
735
of sample size for N>5000 samples. It is observed that the mean displacement is roughly the same, as
736
for example 1.
Page 36 of 52
737
Figure 12 presents results for the expected value of mid-spam displacements, obtained trough
738
Monte Carlo simulation, and by means of the Galerkin solutions of order p {1,2,3} . It can be observed
739
that the Galerkin solution is acceptable even for chaos polynomials of low order ( p = 1 ). Similar results
740
are obtained for case (b), not shown here.
741
742
743
744
745
746
x 10
1
2
3
4
(x)
u
5
6
7
Monte Carlo
p=1
p=2
p=3
747
9
0
748
0.1
0.2
0.3
0.4
0.5
x
0.6
0.7
0.8
0.9
Figure 12: Expected value of the displacement.
749
750
Figures 13a and 13b confirm these results, by showing the relative errors in expected value, for
751
cases (a) and (b), respectively. It can be observed that, although small for both cases, the error is
752
smaller for case (b). The order of magnitude of both errors is smaller than the errors (in expected value)
753
for example 1.
754
755
756
757
758
759
760
761
762
x 10
x 10
763
764
Page 37 of 52
5
6
4
(x)
(x)
765
5
4
3
2
p=1
p=2
p=3
766
767
0
0
0.1
0.2
0.3
0.4
0.5
x
0.6
0.7
0.8
0.9
p=1
p=2
p=3
1
0
0
0.1
0.2
0.3
0.4
0.5
x
0.6
0.7
0.8
0.9
Figure 13: Relative errors in expected value for example 2, cases (a) - left - and (b) - right.
768
769
770
The variance of random beam displacements for example 2, cases (a) and (b), obtained via Monte
771
Carlo simulation and via Galerkin solutions for p {1,2,3} is shown in Figures 14a and 14b. It can be
772
observed that the dispersion is larger for case (a). Since for both cases mean values and variances are
773
similar, one observes the influence of the differentiation order, for each foundation stiffness term, over
774
the variance of the displacement response.
775
9
776
x 10
777
Monte Carlo
p=1
p=2
p=3
4
2
2(x) 4
u
3
3
781
Monte Carlo
p=1
p=2
p=3
u(x)
780
11
778
779
x 10
0
0
0.1
0.2
0.3
0.4
0.5
x
0.6
0.7
0.8
0.9
0
0
0.1
0.2
0.3
0.4
0.5
x
0.6
0.7
0.8
0.9
782
783
784
Figure 14: Variance of mid-spam displacements for example 2, case (a) - left - and case (b) - right.
Page 38 of 52
785
Figures 15a and 15b show the corresponding relative errors in variance, for cases (a) and (b),
786
respectively. Although case (a) presented higher dispersion (Figure 14a), one observes that the
787
Galerkin solutions are better in terms of the variance for case (a). As for example 1, it is observed that
788
the relative error in variance is larger than relative error in expected values, for both cases. Interestingly
789
it is observed in Figure 15a that the error in variance is non-monotonic: the error is larger for p=3 or
790
p=2 than for p=1.
791
1
0.9
792
p=1
p=2
p=3
0.8
0.9
0.8
0.7
793
0.7
0.6
0.6
794
795
796
797
798
2(x)
0.5
2(x) 0.5
0.4
0.4
0.3
0.3
0.2
0.2
0.1
0.1
0
0
0.1
0.2
0.3
0.4
0.5
x
0.6
0.7
0.8
0.9
0
0
p=1
p=2
p=3
0.1
0.2
0.3
0.4
0.5
x
0.6
0.7
0.8
0.9
Figure 15: Relative errors in variance for example 2, cases (a) - left - and (b) - right.
799
800
Figures 16a and 16b present the histograms, for random variable u ( 12 , ) , for cases (a) and (b).
801
These histograms were obtained from Monte Carlo simulation and from Galerkin solutions with gPC of
802
order p = 3. An excellent agreement between the histograms can be observed, showing that the
803
developed Galerkin solution is accurate not only for the first and second moments, but for the whole
804
probability distribution of the response. The agreement between the histograms is best for case (b),
805
although it is excellent for both cases of Example 2.
806
807
808
Page 39 of 52
809
810
811
812
4500
4500
4000
4000
3500
3500
3000
3000
2500
nu(0,5)
813
814
815
2500
u(0,5)
2000
2000
1500
1500
1000
1000
500
500
0
8.9
8.85
8.8
8.75
8.7
8.65
u(0,5)
8.6
8.55
8.5
8.45
8.4
3
x 10
Monte Carlo
p=3
0
8.675
8.67
8.665
8.66
8.655
8.65 8.645
u(0,5)
816
Figure 16: Histograms of mid-spam displacement response
817
8.64
8.635
8.63
8.625
3
x 10
818
819
Figures 17a and 17b show the corresponding cumulative probability distributions, for random
820
variable u ( 12 , ) , obtained from Monte Carlo simulation and from the approximated Galerkin solution
821
with p=3. Again, an excellent agreement can be observed.
822
.
1
823
824
825
1
Monte Carlo
p=3
0.9
0.8
0.8
0.7
0.7
0.6
0.6
CDF 0.5
CDF 0.5
0.4
0.4
0.3
0.3
0.2
0.2
0.1
0.1
u(0,5)
u(0,5)
826
827
828
0.9
0
8.9
8.8
8.7
8.6
u(0,5)
8.5
8.4
8.3
3
x 10
Monte Carlo
p=3
8.675 8.67 8.665 8.66 8.655 8.65 8.645 8.64 8.635 8.63 8.625
u(0,5)
829
Figure 17: Cumulative probability distributions of mid-spam displacement response
830
831
832
x 10
833
Page 40 of 52
Summary of results for example 2:
834
835
Table 3 summarizes results of expected value, variance and corresponding relative errors for the
836
random variable obtained by fixing x = 12 m in the random process displacement, for cases (a) and (b)
837
of example 2. Results are presented for approximated solutions with p {1,2,3} . Monte Carlo estimates
838
of expected value and variance:
839
840
1
=0.00864795342664219 m;
case (a): u2 ( 21)
u ( )=6.1330965223349410 9 m2 ;
2
1
=0.00864724629346642 m;
case (b): u2 ( 21)
(54)
u ( )=6.8221090222025610 11 m2 .
2
841
842
Comparing the estimates for variance (Eq. 54), it can be observed that dispersion is greater for case (a).
843
This had already been observed in Figure 8, and indicates that when uncertainty is on a coefficient
844
associated to higher order derivatives, propagation of the uncertainty is larger.
845
846
Table 3: Summary of numerical results of example 2, for cases (a) and (b):
847
848
849
850
Comparing the results in Table 3, for example 2, with the results in Table 2, for example 1, one
851
notes that the variances are much smaller for the cases where uncertainty is on the foundation stiffness
852
coefficients. Since for both problems the standard deviation is 10% of the mean, it can be concluded
853
that the propagation of the uncertainty to the beams displacement response is much larger when
854
uncertainty is on the beam stiffness. In a similar way, comparing the relative errors in expected value,
Page 41 of 52
-4
855
for examples 1 and 2, it is noted that expected errors are much smaller (less than 10 % ) for the cases
856
of random foundation stiffness, in comparison to random beam stiffness.
857
For case (b), example 2, the convergence in both expected value and variance is monotonic with
858
polynomial order, that is, the relative errors decrease as the polynomial order increases. The same is not
859
true for case (a), where some oscillation can be observed in terms of the convergence of relative errors
860
in expected value and variance. This had been observed in Figures 14a and 16a.
861
Another important aspect to be noted is the influence of the order of differentiation over the
862
variance of the displacement response. The variance of the displacement response is larger for case (a)
863
than for case (b). For case (a), the uncertain coefficient P is associated to a derivative of second order,
864
whereas for case (b) the uncertain coefficient w is associated to a derivative of zero-th order.
865
866
6.3 Comparison of Pasternak and Winkler foundations
867
868
The examples presented herein allowed a comparison of the random displacement responses for
869
uncertainties considered in the two coefficients of the Pasternak foundation (example 2, cases (a) and
870
(b)). In Silva Jr. et al. [23], similar results were obtained for the random displacements of Euler-
871
Bernoulli beams on Winkler foundations. For the beam on Winkler foundation, with uncertainty on
872
beam stiffness, the following values were obtained for the mean, variance, relative error in mean and
873
variance, for the displacement at x = 12 m , and using polynomials of order p = 3,
874
875
876
u ( 12 ) = 0.00942464045330815;
u2 ( 12 ) = 1.88638407354279 10-6 ;
1
u ( 2 ) = 0.0523945917209326;
1
u2 ( 2 ) = 1.34851682686812.
(55)
Page 42 of 52
877
It can be observed that the variance, and the error in variance, is much larger for the beam on Winkler
878
foundation.
For the beam on Winkler foundation with uncertain foundation coefficient W , the following
879
880
numerical results were obtained [23],
881
u ( 12 ) = 0.00923685601509934;
u2 ( 12 ) = 8.85995242558453 10-11;
-7
1
u ( 2 ) = 6.7389573238594710 ;
1
u2 ( 2 ) = 0.550566200510562.
882
(56)
883
884
By comparing Eq. (56) with results presented in Table 3, for case (b), it can be observed that
885
uncertainty propagation to the displacement response is slightly larger for the Winkler foundation, in
886
comparison to the Pasternak foundation. The relative errors in expected value and variance, however,
887
are slightly smaller for the Winkler foundation problem.
888
889
7.
CONCLUSIONS
890
891
In this paper, theoretical and practical results for bending of stochastic Euler-Bernoulli beams on
892
Pasternak-type foundations have been presented. The uncertainty in beam and foundation stiffness was
893
modeled as parameterized random processes. For that we present a methodology that is developed in
894
two stages. In the first stage presents a study of existence and uniqueness of solutions of the theoretical
895
problem. For this, the Lax-Milgram lemma was use to establish a proof for existence and uniqueness of
896
the theoretical solutions. This study This study evidences the constraints to the choice of the stochastic
897
processes for the representation of uncertainty, and indicates the set of functions used to generate the
898
space of approximate numerical solutions. The Galerkin method was employed in the construction of
Page 43 of 52
899
approximate, numerical solutions to Euler-Bernoulli beam bending on Pasternak foundation. Tensor
900
product of finite-dimensional spaces was used to construct the approximate solutions. In order to
901
represent the random displacement response, a family of Legendre polynomials, originated from the
902
Askey-Wiener scheme, were employed. The developed scheme was employed in the solution of four
903
example problems, where uncertainty was considered on the materials Youngs modulus, on cross-
904
section height, and on foundation stiffness parameters P and w . The performance of the developed
905
scheme was evaluated by comparing first and second order moments of the approximated, Galerkin
906
responses, with the same moments evaluated via Monte Carlo simulation, using 20,000 samples of the
907
displacement response. In general, it was observed that even low-order Galerkin solutions (p=1)
908
provide accurate approximations of the expected value of the response. For the variance of the
909
displacement responses, higher order polynomials were needed, but accurate results were already
910
obtained for p3, for all cases studied. Moreover, it was also shown that the histograms and the
911
cumulative probability distribution of the displacement responses are accurately represented with
912
Galerkin solutions or order p=3. If the whole probability distribution function is represented, than any
913
higher-order moment can also be represented with similar accuracy. Comparing the examples with
914
uncertainty in beam stiffness and in foundation stiffness, it was observed that, for the same standard
915
deviation (10% of the respective mean), propagation of the uncertainty to the displacement response is
916
much larger for the case of random beam stiffness. For the case of random cross-section height,
917
propagation of the uncertainty was higher than for random Youngs modulus. Comparing the two cases
918
with uncertain foundation stiffness, it was observed that for uncertain coefficient P , propagation of
919
the uncertainty to the displacement response was larger than for uncertain coefficient w . It was also
920
observed that propagation of the uncertainty to the displacement response is directly related to the order
921
of derivative associated to the random coefficient. Uncertainty propagation was larger for the case of
922
random beam stiffness (EI), which is associated to derivatives of fourth order. Second largest was the
Page 44 of 52
923
uncertainty propagation in case of random coefficient P , which is associated to a second-order
924
derivative. The smallest uncertainty propagation was observed for uncertain coefficient w , which is
925
associated to a zero-order derivative. Results obtained herein for the Euler-Bernoulli beam on
926
Pasternak foundation were also compared with results obtained elsewhere for a Winkler foundation. It
927
was observed that uncertainty propagation under a Winkler-type foundation is larger than for the
928
Pasternak foundation, for uncertain Youngs modulus and for uncertain foundation stiffness. The
929
developed Galerkin solution developed herein, using chaos polynomials of the Askey-Wiener scheme,
930
was shown to be an accurate and efficient solution for problems of stochastic Euler-Bernoulli beams on
931
Pasternak foundations. If a proper family of chaos-polynomials is selected, and if the conditions for
932
existence and uniqueness of the solution are respected, excellent convergence rates are obtained in the
933
approximation of random displacement responses.
934
935
REFERENCES
936
937
938
939
940
[1] Arajo JM, Awruch AM. (1994) On stochastic finite elements for structural analysis. Computers
and Structures; v. 52, n. 3, p. 461-469.

[2] Spanos PD, Ghanem R. (1989) Stochastic finite element expansion for media random. Journal
Engineering Mechanics ; v. 125, n. 1, p. 26-40.
941
[3] Babuska I; Tempone R, Zouraris GE. (2005) Solving elliptic boundary value problems with
942
uncertain coefficients by the finite element method: the stochastic formulation. Computer
943
Methods in Applied Mechanics and Engineering, v. 194, n. 12-16, p. 1251-1294.
Page 45 of 52
944
[4] Silva Jr. CRA.(2004). Application of the Galerkin method to stochastic bending of Kirchhoff
945
plates. Doctoral Thesis, Department of Mechanical Engineering, Federal University of Santa
946
Catarina, Florianpolis, SC, Brazil (in Portuguese),
947
948
949
950
[5] Xiu D, Karniadakis GE. (2002) The Wiener-Askey Polynomial Chaos for Stochastic Differential
Equations. SIAM Journal on Science Computing., v. 24, n. 2, p. 619-644.

[6] Vanmarcke EH, Grigoriu M. (1983) Stochastic finite element analysis of simple beams. Journal
of Engineering Mechanics; v. 109, n. 5, p.12031214.
951
[7] Elishakoff I, Ren YJ, Shinozuka M. (1995) Some exact solutions for the bending of beams with
952
spatially stochastic stiffness. International Journal of Solids and Structures; v. 32, n. 16, p. 2315-
953
2327.
954
[8] Ghanem R, Spanos PD. (1991) Stochastic Finite Elements: A Spectral Approach, Dover, NY.
955
[9] Chakraborty S, Sarkar SK.(2000) Analysis of a curved beam on uncertain elastic foundation.
956
957
958
959
960
Finite Elements in Analysis and Design; v. 36, n. 1, p. 73-82.

[10] Grigoriu M. (1995) Applied Non-Gaussian Processes: Examples, Theory, Simulation, Linear
Random Vibration, and Matlab Solutions. Prentice Hall,.

[11] Cameron RH, Martin WT. (1947) The orthogonal development of nonlinear functionals in series
of Fourier-Hermite functional. Annals Mathematics, n. 48, p. 385-392.
961
[12] Yoshida K. (1978) Functional analysis Springer Berlin.
962
[13] Adams RA. (1975) Sobolev spaces. Academic Press. New York.
963
[14] Matthies HG, Keese A. (2005) Galerkin methods for linear and nonlinear elliptic stochastic
964
partial differential equations. Computer Methods in Applied Mechanics and Engineering; v. 194,
965
n. 12-16, p. 1295-1331.
966
967
968
969
Page 46 of 52
[15] Kinderlehrer D, Stampacchia G. (1987) An Introduction to Variational Inequalities and Their
Applications, Society for Industrial Mathematics, p. 313,.

[16] Brenner SC, Scott LR. (1994). The Mathematical Theory of Finite Element Methods. Springer-
Verlag
970
[17] Wiener N. (1938) The homogeneous chaos American. Journal Mathematics, n. 60, p. 897-936.
971
[18] Askey R, Wilson J. (1985) Some Basic Hypergeometric Polynomials that Generalize Jacobi
972
973
974
Polynomials.Mem. Amer. Math. Soc., 319, AMS, Providence, RI.

[19] Ogura H.(1972) Orthogonal functionals of the Poisson process. IEEE Trans. Inform. Theory, v.
18, n. 4, p. 473481.
975
[20] Jason S. (1997).Gaussian Hilbert Spaces. Cambridge University Press.
976
[21] Fernandez PJ. (2002) Measure and Integration. IMPA, p. 198 (in Portuguese).
977
[22] vila S Jr. CR, Beck AT, Rosa E. (2009) Solution of the stochastic beam bending problem by
978
Galerkin method and the Askey-Wiener scheme. Latin American Journal of Solids and
979
Structures; v. 6, p. 51-72.
980
[23] vila S Jr. CR, Beck AT, Mantovani G, Azikri H. (2010) Galerkin Solution of Stochastic Beam
981
Bending on Winkler Foundations. Computer Modeling in Engineering & Science; v. 1729, p. 1-
982
31.
983
984
[24] vila S. Jr CR, Beck AT. (2011) Chaos-Galerkin solution of stochastic Timoshenko bending
problems. Computers & Structures; v. 89, 599-611.
985
[25] vila S Jr.CR, Beck AT. (2010) Bending of stochastic Kirchhoff plates on Winkler foundations
986
via the Galerkin method and the Askey Wiener scheme. Probabilistic Engineering Mechanics; v.
987
25, p. 172-182.
988
989
990
991
Page 47 of 52
[26] Besold P. (2000). Solutions to stochastic partial differential equations as elements of tensor
product spaces. PhD Thesis, Universitt Gottingen

[27] Babuska I, Chatzipantelidis P. (2002) On solving elliptic stochastic partial differential equations,
Computer Methods in Applied Mechanics and Engineering; v. 191, n. 37-38, p. 4093-4122.
992
[28] Soize C, Ghanem RG. (2009) Reduced Chaos decomposition with random coefficients of vector-
993
valued random variables and random fields. Computer Methods in Applied Mechanics and
994
Engineering; v. 198, n. 21-26, p. 1926-1934.
995
[29] Frauenfelder P, Schwab C, Todor RA. (2005) Finite elements for elliptic problems with stochastic
996
coefficients. Computer Methods in Applied Mechanics and Engineering; v. 194, n. 2-5, p. 205-
997
228.
998
999
[30] Stefanou G. (2009) The stochastic finite element method: Past, present and future. Computer
Methods in Applied Mechanics and Engineering; v. 198, n. 9-12, p. 1031-1051.
1000
[31] Chen NZ, Guedes Soares CG. (2008)Spectral stochastic finite element analysis for laminated
1001
composite plates. Computer Methods in Applied Mechanics and Engineering; v. 197, n. 51-52, p.
1002
4830-4839.
1003
1004
1005
1006
[32] Elman H, Furnival D. (2007) Solving the stochastic steady state diffusion problem using
multigrid. IMA J Numer Anal, n. 27, p. 675688.

[33] Sett K, Jeremi B, Kavvas ML. (2011) Stochastic elasticplastic finite elements. Computer
Methods in Applied Mechanics and Engineering;v. 200, n. 9-12, p. 997-1007.
1007
[34] Sarsri D, Azrar L, Jebbouri A, El Hami A. (2011) Component mode synthesis and polynomial
1008
chaos expansions for stochastic frequency functions of large linear FE models. Computers &
1009
Structures; v. 89, n. 3-4, p. 346-356.
1010
1011
1012
1013
1014
1015
Page 48 of 52
[35] ksendal BK. (2003) Stochastic Differential Equations: An Introduction with Applications.
Springer, Berlin.
[36] Olsson AMJ, Sandberg GE. (2002) Latin Hypercube Sampling for Stochastic Finite Element
Analysis. Journal of Engineering Mechanics; v. 128, n. 1, p. 121-125.

[37] Beck AT, Silva Jr. CRA. (2011) Timoshenko versus Euler beam theory: Pitfalls of a deterministic
approach. Structural Safety;v. 33, n. 1, p. 19-25.
1016
[38] Treves F. (1967) Topological Vector Spaces, Distributions and Kernels. Academic Press.
1017
[39] Ryan RA.(2002) Introduction to Tensor Products of Banach Spaces. Springer.
1018
[40] Rao MM, Swift JR. (2010)Probability Theory with Applications. Springer; 2nd ed.
1019
[41] Lin G, Tartakovsky AM, Tartakovsky DM. (2010) Uncertainty quantification via random domain
1020
decomposition and probabilistic collocation on sparse grids. Journal of Computational Physics; v.
1021
229, n. 19, p. 6995-7012.
1022
[42] Foo J, Yosibash Z, Karniadakis GE. (2007) Stochastic simulation of riser-sections with uncertain
1023
measured pressure loads and/or uncertain material. Computer Methods in Applied Mechanics and
1024
Engineering; v. 196, n. 41-44, p. 4250-4271.
1025
[43] Boyaval S., Le Bris C., Maday Y., Nguyen N. C. and Patera A. T. (2009) A reduced basis
1026
approach for variational problems with stochastic parameters: Application to heat conduction with
1027
variable Robin coefficient. Computer Methods in Applied Mechanics and Engineering; v. 198, n.
1028
41-44, p. 3187-3206.
1029
1030
[44] Salsa S. (2010) Partial Differential Equations in Action: From Modelling to Theory. Spring, 2nd
ed..
1031
1032
1033
1034
1035
1036
1037
1038
1039
1040
1041
1042
1043
1044
1045
Page 49 of 52
[45] Silva Jr CRA, Beck AT, Suarez OAG. (2013) Galerkin Solution of Stochastic Reaction-Diffusion
Problems. Journal of Heat Transfer.
Page 50 of 52
1046
1047
Table 1: Correspondence between some random variables
1048
and polynomials of the Askey-Wiener scheme
1049
1050
1051
1052
1053
1054
1055
1056
1057
1058
Random variable
Polynomial
Gaussian
Hermite
Gama
Laguerre
Beta
Jacobi
Uniform
Legendre
Weight function
1
( +1)
++1)
( ++ 2 )
2 (
( +1)( +1)
Support
[ 0, + )
(1 ) (1 + )
1
b a
[ a, b ]
[ a, b ]
Page 51 of 52
1059
1060
Table 2: Summary of numerical results of example 1, cases (a) and (b):
1061
1062

Case (a)
p
u ( 12 )
u2 ( 12 )
-0.008798316389903
1.3012802314298 10-6
0.0423306148505477
7.82522205237562
-0.008802491241301
1.40956270473782 10-6
0.0050998704043519
0.15515015570709
-0.008802626580317
1.41541143047253 10-6
0.0066374569206077
0.25913800671375
( 12 )
( 12 )
Case (b)
p
1063
1064
1065
1066
1067
1068
1069
u ( 12 )
u2 ( 12 )
-0.0094452704405395
1.07214504174748 10-5
1.36251865810766
33.8863770634378
-0.0095690939781480
1.5348684018844110-5
0.06942260993890
5.35262783658891
-0.0095778536745995
1.60881259466828 10-5
0.02205538433661
0.79287305556321
( 12 )
( 12 )
Page 52 of 52
1070
1071
Table 3: Summary of numerical results of example 2, for cases (a) and (b):
1072
1073

Case (a)
p
u ( 12 )
u2 ( 12 )
-0.008647959156096
6.1797762049941310-9
6.6252143571266510-5
0.761111169361138
-0.008647959247087
6.18213009612544 10-9
6.73043078299650 10-5
0.799491310986781
-0.008647959247100
6.18213009612544 10-9
6.73044610031819 10-5
0.799500645487117
( 12 )
( 12 )
Case (b)
p
1074
1075
u ( 12 )
u2 ( 12 )
-0.00864724621762256
6.7588417616534 10-11
8.77086896812982 10-7
0.92738565659469
-0.00864724621763344
6.7588699713209 10-11
8.76961054203722 10-7
0.92697215297764
-0.00864724621763344
6.7588699735112 10-11
8.76961054203722 10-7
0.92697212087265
( 12 )
( 12 )

A Methodology Based On Galerkin Method For Solving The Stochastic Bending Problem of A Euler Bernoulli Beam Supported by A Foundation of Pasternak

Загружено:

Сведения о документе

Оригинальное название

Авторское право

Доступные форматы

Поделиться этим документом

Поделиться или встроить документ

Параметры публикации

Этот документ был вам полезен?

Это неприемлемый материал?

Авторское право:

Доступные форматы

A Methodology Based On Galerkin Method For Solving The Stochastic Bending Problem of A Euler Bernoulli Beam Supported by A Foundation of Pasternak

Загружено:

Авторское право:

Доступные форматы

A methodology based on Galerkin method for solving the stochastic bending problem of a Euler Bernoulli.....

A methodology based on Galerkin method for solving the

stochastic bending problem of a Euler Bernoulli

beam supported by a foundation of Pasternak

Cludio Roberto vila da Silva Jnior

NuMAT/PPGEM, Federal University of Technology of Parana

PPGMNE/CESEC, Federal University of Parana

Polytechnic Center, Jardim das Americas

81531-980, Curitiba, PR, Brazil.

Marcelo Borges dos Santos

NuMAT/PPGEM, Federal University of Technology of Parana

Av. Seven of September, 3165, Curitiba, PR, Brazil.

Andr Tefilo Beck

Department of Structural Engineering, EESC, USP

Av. Sancarlense, 400, So Carlos, SP

Ivan Moura Belo

NuMAT/PPGEM, Federal University of Technology of Parana

Av. Seven of September, 3165, Curitiba, PR, Brazil.

determine the approximate solution of stochastic bending of a Euler-Bernoulli beam, resting on a

from Monte Carlo simulation.

Keywords: Lax-Milgram lemma, generalized chaos polynomials (gPC), Euler-Bernoulli beam,

Pasternak foundation, Galerkin method, Askey-Wiener scheme.

developments in recent years. Stochastic mechanics incorporates the modeling of randomness or

and represented a new method to solve stochastic problems.

is the space generated by the chaos

mechanical properties [31, 33, 34].

uniqueness of the solutions.

problem of bending of a stochastic Euler-Bernoulli beam resting on a foundation of Pasternak, in order

[22],[24], Kirchhoff's plate [25], and heat conduction problems [45].

2. BENDING OF EULER-BERNOULLI BEAMS ON PASTERNAK FOUNDATION

strong formulation of the stochastic problem of bending, of a Euler-Bernoulli beam, resting on a

foundation of Pasternak is defined as:

Find u L2 ( ( , , P ) ; C 4 ( 0, l ) ) , such as,

bending on a Winkler-type foundation [23].

2.1. Existence and uniqueness of the solution

bending problem is constructed is V = L2 ( , , P; Q ) . For fixed , one has,

hence V = u : ( 0, l ) u is mensurable and

u ( x , ) L 2 ( , , P ) is a random variable. Defining the tensor product between g L 2 ( , , P ) and

w Q as u := w.g [26, 38], one notes that, for fixed ,

whereas for a fixed x ( 0, l ) ,

In order to obtain the isomorphism between V and L2 ( , , P ) Q , it is necessary to redefine the

differential operator D : L2 ( , , P ) Q L2 ( , , P ) L2 ( 0, l ) . This operator acts over an

element u V in the following way [14],

V is a Hilbert space, with inner product, (, )V : V V , defined as,

(u, v )V = ( u.v + Du.Dv + D2u.D2v ) ( x,)dxdP ( ) .

Stampacchia [15]. The bilinear form a :V V is defined as:

a ( u, v ) = W .u.v + P .Du.Dv + EI .D2u.D2 v ( x,) dxdP ( ) .

the equality, the right-hand side of Eq. (1) becomes,

f ( v ) = ( q.v )( x,) dxdP ( ) .

Find u V such that,

inequality [12] and of simple size comparisons:

a ( u,v ) c u ( x,) dxdP ( )

where C = max {a ,b,c} ;

a ( u,u ) c u 2 ( x,) dxdP ( ) + b ( Du ) ( x,) dxdP ( ) + a ( D2u ) ( x,) dxdP ( ) c u V2 ,

where c = min {a,b,c} .

distribution function is defined based on experience or heuristically. In order to apply Galerkins

parameter : ( 0,l ) will be represented in terms of a finite set of random variables,

functions and random variables [10],

where ( ) is the expected value of random process ( , ) , : ( 0,l ) N is a vector-valued

function with terms i C0 ( 0, l ) C

independent random variables, such that:

i {1, , N} . ( ) = {i ( )}i =1 is a vector of

i = i ( ) , with i = [ ai , bi ] , i = bi ai < , i {1, , N} , limited. In this form, the image of

uM x, ( j ) = ui i x, ( j ) = ui ( )i x*, ( j ) .