Abstract
We present stochastic subspace projection schemes for dynamic response analysis of linear stochastic structural systems. The underlying idea of the numerical methods presented here is to approximate the response process using a set of stochastic basis vectors with undetermined coefficients that are estimated via orthogonal/oblique stochastic projection. We present a preconditioned stochastic conjugate gradient method based on the conjugate orthogonality condition for approximating the frequency response statistics of stochastic structural systems. We also outline a new stochastic projection scheme for solving the generalized algebraic random eigenvalue problem. Some preliminary results are presented for a model problem to illustrate the performance of the proposed methods.
Access this chapter
Tax calculation will be finalised at checkout
Purchases are for personal use only
Preview
Unable to display preview. Download preview PDF.
References
Ghanem, R. and Spanos, P., Stochastic Finite Elements: A Spectral Approach, Springer-Verlag, 1991.
Deb, M.K., Babuska, I.M. and Oden, J.T., “Solution of stochastic partial differential equations using Galerkin finite element techniques,” Computer Methods in Applied Mechanics and Engineering, 190, 2001, pp. 6359–6372.
Sarkar, A. and Ghanem, R., “Mid-frequency structural dynamics with parameter uncertainty,” Computer Methods in Applied Mechanics and Engineering, 191, 2002, pp. 5499–5513.
Nair, P.B. and Keane, A.J., “Stochastic reduced basis methods,” AIAA Journal, 40, 2002, pp. 1653–1664.
Nair, P.B., “Projection schemes in stochastic finite element analysis,” CRC Engineering Design Reliability Handbook, Chapter 21, editors: E. Nikolaidis, D.M.E. Ghiocel and S.E. Singhal, CRC Press, Boca Raton, Florida, 2004.
Ghanem, R. and Ghosh, D., “Efficient characterization of the random eigenvalue problem in a polynomial chaos decomposition,” International Journal for Numerical Methods in Engineering, 72, 2007, pp. 486–504.
Bah, M.T., Nair, P.B., Bhaskar, A. and Keane, A.J., “Forced response analysis of mistuned bladed disks: A stochastic reduced basis approach,” Journal of Sound and Vibration, 263, 2003, pp. 377–397.
Hakansson, P. and Nair, P.B., “Conjugate gradient methods for randomly parameterized linear random algebraic equations,” submitted for review.
Vand der Vorst, H.A. and Melissen, J.B.M., “A Petrov-Galerkin type method for solving Ax=b, where A is a symmetric complex matrix,” IEEE Transactions on Magnetics, 26, 1990, pp. 706–708.
Nair, P.B. and Keane, A.J., “An approximate solution scheme for the algebraic random eigenvalue problem,” Journal of Sound and Vibration, 260, 2003, pp. 45–65.
Bathe, K.J. and Wilson, E.L., “Large eigenvalue problems in dynamic analysis,” ASCE Journal of Engineering Mechanics, 98, 1972, pp. 1471–1485.
Paige, C.C. and Saunders, M.A., “Solution of sparse indefinite systems of linear equations,” SIAM Journal of Numerical Analysis, 12, 1975, pp. 617–629.
Author information
Authors and Affiliations
Corresponding author
Editor information
Editors and Affiliations
Rights and permissions
Copyright information
© 2011 Springer Science+Business Media B.V.
About this paper
Cite this paper
Nair, P.B. (2011). Stochastic subspace projection schemes for dynamic analysis of uncertain systems. In: Belyaev, A., Langley, R. (eds) IUTAM Symposium on the Vibration Analysis of Structures with Uncertainties. IUTAM Bookseries, vol 27. Springer, Dordrecht. https://doi.org/10.1007/978-94-007-0289-9_25
Download citation
DOI: https://doi.org/10.1007/978-94-007-0289-9_25
Publisher Name: Springer, Dordrecht
Print ISBN: 978-94-007-0288-2
Online ISBN: 978-94-007-0289-9
eBook Packages: EngineeringEngineering (R0)