Application of the random eigenvalue problem in forced response analysis of a linear stochastic structure

The random eigenvalue problem arises in frequency and mode shape determination for a linear system with uncertainties in structural properties. Among several methods of characterizing this random eigenvalue problem, one computationally fast method that gives good accuracy is a weak formulation using polynomial chaos expansion (PCE). In this method, the eigenvalues and eigenvectors are expanded in PCE, and the residual is minimized by a Galerkin projection. The goals of the current work are (i) to implement this PCE-characterized random eigenvalue problem in the dynamic response calculation under random loading and (ii) to explore the computational advantages and challenges. In the proposed method, the response quantities are also expressed in PCE followed by a Galerkin projection. A numerical comparison with a perturbation method and the Monte Carlo simulation shows that when the loading has a random amplitude but deterministic frequency content, the proposed method gives more accurate results than a first-order perturbation method and a comparable accuracy as the Monte Carlo simulation in a lower computational time. However, as the frequency content of the loading becomes random, or for general random process loadings, the method loses its accuracy and computational efficiency. Issues in implementation, limitations, and further challenges are also addressed.

Functional programming systems revisited

Functional Programming (FP) systems are modified and extended to form Nondeterministic Functional Programming (NFP) systems in which nondeterministic programs can be specified and both deterministic and nondeterministic programs can be verified essentially within the system. It is shown that the algebra of NFP programs has simpler laws in comparison with the algebra of FP programs. "Regular" forms are introduced to put forward a disciplined way of reasoning about programs. Finally, an alternative definition of "linear" forms is proposed for reasoning about recursively defined programs. This definition, when used to test the linearity of forms, results in simpler verification conditions than those generated by the original definition of linear forms.

Genetic programming metamodel for rotating beams

This paper investigates the use of Genetic Programming (GP) to create an approximate model for the non-linear relationship between flexural stiffness, length, mass per unit length and rotation speed associated with rotating beams and their natural frequencies. GP, a relatively new form of artificial intelligence, is derived from the Darwinian concept of evolution and genetics and it creates computer programs to solve problems by manipulating their tree structures. GP predicts the size and structural complexity of the empirical model by minimizing the mean square error at the specified points of input-output relationship dataset. This dataset is generated using a finite element model. The validity of the GP-generated model is tested by comparing the natural frequencies at training and at additional input data points. It is found that by using a non-dimensional stiffness, it is possible to get simple and accurate function approximation for the natural frequency. This function approximation model is then used to study the relationships between natural frequency and various influencing parameters for uniform and tapered beams. The relations obtained with GP model agree well with FEM results and can be used for preliminary design and structural optimization studies.

Fractional damping: Stochastic origin and finite approximations

Fractional-order derivatives appear in various engineering applications including models for viscoelastic damping. Damping behavior of materials, if modeled using linear, constant coefficient differential equations, cannot include the long memory that fractional-order derivatives require. However, sufficiently great rnicrostructural disorder can lead, statistically, to macroscopic behavior well approximated by fractional order derivatives. The idea has appeared in the physics literature, but may interest an engineering audience. This idea in turn leads to an infinite-dimensional system without memory; a routine Galerkin projection on that infinite-dimensional system leads to a finite dimensional system of ordinary differential equations (ODEs) (integer order) that matches the fractional-order behavior over user-specifiable, but finite, frequency ranges. For extreme frequencies (small or large), the approximation is poor. This is unavoidable, and users interested in such extremes or in the fundamental aspects of true fractional derivatives must take note of it. However, mismatch in extreme frequencies outside the range of interest for a particular model of a real material may have little engineering impact.

Hybrid moving block bootstrap for stochastic simulation of multi-site multi-season streamflows

The Hybrid approach introduced by the authors for at-site modeling of annual and periodic streamflows in earlier works is extended to simulate multi-site multi-season streamflows. It bears significance in integrated river basin planning studies. This hybrid model involves: (i) partial pre-whitening of standardized multi-season streamflows at each site using a parsimonious linear periodic model; (ii) contemporaneous resampling of the resulting residuals with an appropriate block size, using moving block bootstrap (non-parametric, NP) technique; and (iii) post-blackening the bootstrapped innovation series at each site, by adding the corresponding parametric model component for the site, to obtain generated streamflows at each of the sites. It gains significantly by effectively utilizing the merits of both parametric and NP models. It is able to reproduce various statistics, including the dependence relationships at both spatial and temporal levels without using any normalizing transformations and/or adjustment procedures. The potential of the hybrid model in reproducing a wide variety of statistics including the run characteristics, is demonstrated through an application for multi-site streamflow generation in the Upper Cauvery river basin, Southern India. (C) 2004 Elsevier B.V. All rights reserved.

A four-timescale algorithm for constrained stochastic optimization of RED

The overall performance of random early detection (RED) routers in the Internet is determined by the settings of their associated parameters. The non-availability of a functional relationship between the RED performance and its parameters makes it difficult to implement optimization techniques directly in order to optimize the RED parameters. In this paper, we formulate a generic optimization framework using a stochastically bounded delay metric to dynamically adapt the RED parameters. The constrained optimization problem thus formulated is solved using traditional nonlinear programming techniques. Here, we implement the barrier and penalty function approaches, respectively. We adopt a second-order nonlinear optimization framework and propose a novel four-timescale stochastic approximation algorithm to estimate the gradient and Hessian of the barrier and penalty objectives and update the RED parameters. A convergence analysis of the proposed algorithm is briefly sketched. We perform simulations to evaluate the performance of our algorithm with both barrier and penalty objectives and compare these with RED and a variant of it in the literature. We observe an improvement in performance using our proposed algorithm over RED, and the above variant of it.

A mathematical programming approach to optimal Markovian switching of Poisson arrival streams to queueing systems

Motivated by certain situations in manufacturing systems and communication networks, we look into the problem of maximizing the profit in a queueing system with linear reward and cost structure and having a choice of selecting the streams of Poisson arrivals according to an independent Markov chain. We view the system as a MMPP/GI/1 queue and seek to maximize the profits by optimally choosing the stationary probabilities of the modulating Markov chain. We consider two formulations of the optimization problem. The first one (which we call the PUT problem) seeks to maximize the profit per unit time whereas the second one considers the maximization of the profit per accepted customer (the PAC problem). In each of these formulations, we explore three separate problems. In the first one, the constraints come from bounding the utilization of an infinite capacity server; in the second one the constraints arise from bounding the mean queue length of the same queue; and in the third one the finite capacity of the buffer reflect as a set of constraints. In the problems bounding the utilization factor of the queue, the solutions are given by essentially linear programs, while the problems with mean queue length constraints are linear programs if the service is exponentially distributed. The problems modeling the finite capacity queue are non-convex programs for which global maxima can be found. There is a rich relationship between the solutions of the PUT and PAC problems. In particular, the PUT solutions always make the server work at a utilization factor that is no less than that of the PAC solutions.

Nonnegative integral solution of linear equations

A method to obtain a nonnegative integral solution of a system of linear equations, if such a solution exists is given. The method writes linear equations as an integer programming problem and then solves the problem using a combination of artificial basis technique and a method of integer forms.

Free vibration analysis Of stochastic strings

The free vibration of strings with randomly varying mass and stiffness is considered. The joint probability density functions of the eigenvalues and eigenfunctions are characterized in terms of the solution of a pair of stochastic non-linear initial value problems. Analytical solutions of these equations based on the method of stochastic averaging are obtained. The effects of the mean and autocorrelation of the mass process are included in the analysis. Numerical results for the marginal probability density functions of eigenvalues and eigenfunctions are obtained and are found to compare well with Monte Carlo simulation results. The random eigenvalues, when normalized with respect to their corresponding deterministic values, are observed to tend to become first order stochastically stationary with respect to the mode count.

Variability of sif and cod of stochastic structural systems

Stochastic structural systems having a stochastic distribution of material properties and stochastic external loadings in space are analysed when a crack of deterministic size is present. The material properties and external loadings are considered to constitute independent, two-dimensional, univariate, real, homogeneous stochastic fields. The stochastic fields are characterized by their means, variances, autocorrelation functions or the equivalent power spectral density functions, and scale fluctuations. The Young's modulus and Poisson's ratio are treated to be stochastic quantities. The external loading is treated to be a stochastic field in space. The energy release rate is derived using the method of virtual crack extension. The deterministic relationship is derived to represent the sensitivities of energy release rate with respect to both virtual crack extension and real system parameter fluctuations. Taylor series expansion is used and truncation is made to the first order. This leads to the determination of second-order properties of the output quantities to the first order. Using the linear perturbations about the mean values of the output quantities, the statistical information about the energy release rates, SIF and crack opening displacements are obtained. Both plane stress and plane strain cases are considered. The general expressions for the SIF in all the three fracture modes are derived and a more detailed analysis is conducted for a mode I situation. A numerical example is given.

Optimal control of a stochastic hybrid system with discounted cost

We address the optimal control problem of a very general stochastic hybrid system with both autonomous and impulsive jumps. The planning horizon is infinite and we use the discounted-cost criterion for performance evaluation. Under certain assumptions, we show the existence of an optimal control. We then derive the quasivariational inequalities satisfied by the value function and establish well-posedness. Finally, we prove the usual verification theorem of dynamic programming.

Doubly spectral stochastic finite element method (DSSFEM) for random field problems

Uncertainties in complex dynamic systems play an important role in the prediction of a dynamic response in the mid- and high-frequency ranges. For distributed parameter systems, parametric uncertainties can be represented by random fields leading to stochastic partial differential equations. Over the past two decades, the spectral stochastic finite-element method has been developed to discretize the random fields and solve such problems. On the other hand, for deterministic distributed parameter linear dynamic systems, the spectral finite-element method has been developed to efficiently solve the problem in the frequency domain. In spite of the fact that both approaches use spectral decomposition (one for the random fields and the other for the dynamic displacement fields), very little overlap between them has been reported in literature. In this paper, these two spectral techniques are unified with the aim that the unified approach would outperform any of the spectral methods considered on their own. An exponential autocorrelation function for the random fields, a frequency-dependent stochastic element stiffness, and mass matrices are derived for the axial and bending vibration of rods. Closed-form exact expressions are derived by using the Karhunen-Loève expansion. Numerical examples are given to illustrate the unified spectral approach.

Impact-Angle-Constrained Suboptimal Model Predictive Static Programming Guidance of Air-to-Ground Missiles

A nonlinear suboptimal guidance law is presented in this paper for successful interception of ground targets by air-launched missiles and guided munitions. The main feature of this guidance law is that it accurately satisfies terminal impact angle constraints in both azimuth as well as elevation simultaneously. In addition, it is capable of hitting the target with high accuracy as well as minimizing the lateral acceleration demand. The guidance law is synthesized using recently developed model predictive static programming (MPSP). Performance of the proposed MPSP guidance is demonstrated using three-dimensional (3-D) nonlinear engagement dynamics by considering stationary, moving, and maneuvering targets. Effectiveness of the proposed guidance has also been verified by considering first. order autopilot lag as well as assuming inaccurate information about target maneuvers. Multiple munitions engagement results are presented as well. Moreover, comparison studies with respect to an augmented proportional navigation guidance (which does not impose impact angle constraints) as well as an explicit linear optimal guidance (which imposes the same impact angle constraints in 3-D) lead to the conclusion that the proposed MPSP guidance is superior to both. A large number of randomized simulation studies show that it also has a larger capture region.

A MATLAB Code for Three Dimensional Linear Elastostatics using Constant Boundary Elements

Present work presents a code written in the very simple programming language MATLAB, for three dimensional linear elastostatics, using constant boundary elements. The code, in full or in part, is not a translation or a copy of any of the existing codes. Present paper explains how the code is written, and lists all the formulae used. Code is verified by using the code to solve a simple problem which has the well known approximate analytical solution. Of course, present work does not make any contribution to research on boundary elements, in terms of theory. But the work is justified by the fact that, to the best of author’s knowledge, as of now, one cannot find an open access MATLAB code for three dimensional linear elastostatics using constant boundary elements. Author hopes this paper to be of help to beginners who wish to understand how a simple but complete boundary element code works, so that they can build upon and modify the present open access code to solve complex engineering problems quickly and easily. The code is available online for open access (as supplementary file for the present paper), and may be downloaded from the website for the present journal.

General-sum stochastic games: Verifiability conditions for Nash equilibria

Unlike zero-sum stochastic games, a difficult problem in general-sum stochastic games is to obtain verifiable conditions for Nash equilibria. We show in this paper that by splitting an associated non-linear optimization problem into several sub-problems, characterization of Nash equilibria in a general-sum discounted stochastic games is possible. Using the aforementioned sub-problems, we in fact derive a set of necessary and sufficient verifiable conditions (termed KKT-SP conditions) for a strategy-pair to result in Nash equilibrium. Also, we show that any algorithm which tracks the zero of the gradient of the Lagrangian of every sub-problem provides a Nash strategy-pair. (c) 2012 Elsevier Ltd. All rights reserved.