Substructuring approache in state space models for dynamic system parameters identification

In the recent decade, the request for structural health monitoring expertise increased exponentially in the United States. The aging issues that most of the transportation structures are experiencing can put in serious jeopardy the economic system of a region as well as of a country. At the same time, the monitoring of structures is a central topic of discussion in Europe, where the preservation of historical buildings has been addressed over the last four centuries. More recently, various concerns arose about security performance of civil structures after tragic events such the 9/11 or the 2011 Japan earthquake: engineers looks for a design able to resist exceptional loadings due to earthquakes, hurricanes and terrorist attacks. After events of such a kind, the assessment of the remaining life of the structure is at least as important as the initial performance design. Consequently, it appears very clear that the introduction of reliable and accessible damage assessment techniques is crucial for the localization of issues and for a correct and immediate rehabilitation. The System Identification is a branch of the more general Control Theory. In Civil Engineering, this field addresses the techniques needed to find mechanical characteristics as the stiffness or the mass starting from the signals captured by sensors. The objective of the Dynamic Structural Identification (DSI) is to define, starting from experimental measurements, the modal fundamental parameters of a generic structure in order to characterize, via a mathematical model, the dynamic behavior. The knowledge of these parameters is helpful in the Model Updating procedure, that permits to define corrected theoretical models through experimental validation. The main aim of this technique is to minimize the differences between the theoretical model results and in situ measurements of dynamic data. Therefore, the new model becomes a very effective control practice when it comes to rehabilitation of structures or damage assessment. The instrumentation of a whole structure is an unfeasible procedure sometimes because of the high cost involved or, sometimes, because it’s not possible to physically reach each point of the structure. Therefore, numerous scholars have been trying to address this problem. In general two are the main involved methods. Since the limited number of sensors, in a first case, it’s possible to gather time histories only for some locations, then to move the instruments to another location and replay the procedure. Otherwise, if the number of sensors is enough and the structure does not present a complicate geometry, it’s usually sufficient to detect only the principal first modes. This two problems are well presented in the works of Balsamo [1] for the application to a simple system and Jun [2] for the analysis of system with a limited number of sensors. Once the system identification has been carried, it is possible to access the actual system characteristics. A frequent practice is to create an updated FEM model and assess whether the structure fulfills or not the requested functions. Once again the objective of this work is to present a general methodology to analyze big structure using a limited number of instrumentation and at the same time, obtaining the most information about an identified structure without recalling methodologies of difficult interpretation. A general framework of the state space identification procedure via OKID/ERA algorithm is developed and implemented in Matlab. Then, some simple examples are proposed to highlight the principal characteristics and advantage of this methodology. A new algebraic manipulation for a prolific use of substructuring results is developed and implemented.

Updating of Finite Element Models using static and dynamic optical strains with application to damage assessment

In the recent years, vibration-based structural damage identification has been subject of significant research in structural engineering. The basic idea of vibration-based methods is that damage induces mechanical properties changes that cause anomalies in the dynamic response of the structure, which measures allow to localize damage and its extension. Vibration measured data, such as frequencies and mode shapes, can be used in the Finite Element Model Updating in order to adjust structural parameters sensible at damage (e.g. Young’s Modulus). The novel aspect of this thesis is the introduction into the objective function of accurate measures of strains mode shapes, evaluated through FBG sensors. After a review of the relevant literature, the case of study, i.e. an irregular prestressed concrete beam destined for roofing of industrial structures, will be presented. The mathematical model was built through FE models, studying static and dynamic behaviour of the element. Another analytical model was developed, based on the ‘Ritz method’, in order to investigate the possible interaction between the RC beam and the steel supporting table used for testing. Experimental data, recorded through the contemporary use of different measurement techniques (optical fibers, accelerometers, LVDTs) were compared whit theoretical data, allowing to detect the best model, for which have been outlined the settings for the updating procedure.

Forward implied volatility expansions in LSV models

In this work we address the problem of finding formulas for efficient and reliable analytical approximation for the calculation of forward implied volatility in LSV models, a problem which is reduced to the calculation of option prices as an expansion of the price of the same financial asset in a Black-Scholes dynamic. Our approach involves an expansion of the differential operator, whose solution represents the price in local stochastic volatility dynamics. Further calculations then allow to obtain an expansion of the implied volatility without the aid of any special function or expensive from the computational point of view, in order to obtain explicit formulas fast to calculate but also as accurate as possible.

Influence of advanced load simulation models on fatigue design of jackets for offshore wind turbines.

Constant developments in the field of offshore wind energy have increased the range of water depths at which wind farms are planned to be installed. Therefore, in addition to monopile support structures suitable in shallow waters (up to 30 m), different types of support structures, able to withstand severe sea conditions at the greater water depths, have been developed. For water depths above 30 m, the jacket is one of the preferred support types. Jacket represents a lightweight support structure, which, in combination with complex nature of environmental loads, is prone to highly dynamic behavior. As a consequence, high stresses with great variability in time can be observed in all structural members. The highest concentration of stresses occurs in joints due to their nature (structural discontinuities) and due to the existence of notches along the welds present in the joints. This makes them the weakest elements of the jacket in terms of fatigue. In the numerical modeling of jackets for offshore wind turbines, a reduction of local stresses at the chord-brace joints, and consequently an optimization of the model, can be achieved by implementing joint flexibility in the chord-brace joints. Therefore, in this work, the influence of joint flexibility on the fatigue damage in chord-brace joints of a numerical jacket model, subjected to advanced load simulations, is studied.

Testing of subgrid scale (SGS) models for large-eddy simulation (LES) of turbulent channel flow

Sub-grid scale (SGS) models are required in order to model the influence of the unresolved small scales on the resolved scales in large-eddy simulations (LES), the flow at the smallest scales of turbulence. In the following work two SGS models are presented and deeply analyzed in terms of accuracy through several LESs with different spatial resolutions, i.e. grid spacings. The first part of this thesis focuses on the basic theory of turbulence, the governing equations of fluid dynamics and their adaptation to LES. Furthermore, two important SGS models are presented: one is the Dynamic eddy-viscosity model (DEVM), developed by \cite{germano1991dynamic}, while the other is the Explicit Algebraic SGS model (EASSM), by \cite{marstorp2009explicit}. In addition, some details about the implementation of the EASSM in a Pseudo-Spectral Navier-Stokes code \cite{chevalier2007simson} are presented. The performance of the two aforementioned models will be investigated in the following chapters, by means of LES of a channel flow, with friction Reynolds numbers $Re_\tau=590$ up to $Re_\tau=5200$, with relatively coarse resolutions. Data from each simulation will be compared to baseline DNS data. Results have shown that, in contrast to the DEVM, the EASSM has promising potentials for flow predictions at high friction Reynolds numbers: the higher the friction Reynolds number is the better the EASSM will behave and the worse the performances of the DEVM will be. The better performance of the EASSM is contributed to the ability to capture flow anisotropy at the small scales through a correct formulation for the SGS stresses. Moreover, a considerable reduction in the required computational resources can be achieved using the EASSM compared to DEVM. Therefore, the EASSM combines accuracy and computational efficiency, implying that it has a clear potential for industrial CFD usage.

Dynamic characterisation of four nine-story large-panel R.C. buildings in Bishkek (Kyrgyzstan): A comparison between experimental ambient vibration analysis and numerical finite element modeling

With the outlook of improving seismic vulnerability assessment for the city of Bishkek (Kyrgyzstan), the global dynamic behaviour of four nine-storey r.c. large-panel buildings in elastic regime is studied. The four buildings were built during the Soviet era within a serial production system. Since they all belong to the same series, they have very similar geometries both in plan and in height. Firstly, ambient vibration measurements are performed in the four buildings. The data analysis composed of discrete Fourier transform, modal analysis (frequency domain decomposition) and deconvolution interferometry, yields the modal characteristics and an estimate of the linear impulse response function for the structures of the four buildings. Then, finite element models are set up for all four buildings and the results of the numerical modal analysis are compared with the experimental ones. The numerical models are finally calibrated considering the first three global modes and their results match the experimental ones with an error of less then 20%.