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.

A study of the speed and the accuracy of the Boundary Element Method as applied to the computational simulation of biological organs

In this work, first a Fortran code is developed for three dimensional linear elastostatics using constant boundary elements; the code is based on a MATLAB code developed by the author earlier. Next, the code is parallelized using BLACS, MPI, and ScaLAPACK. Later, the parallelized code is used to demonstrate the usefulness of the Boundary Element Method (BEM) as applied to the realtime computational simulation of biological organs, while focusing on the speed and accuracy offered by BEM. A computer cluster is used in this part of the work. The commercial software package ANSYS is used to obtain the `exact' solution against which the solution from BEM is compared; analytical solutions, wherever available, are also used to establish the accuracy of BEM. A pig liver is the biological organ considered. Next, instead of the computer cluster, a Graphics Processing Unit (GPU) is used as the parallel hardware. Results indicate that BEM is an interesting choice for the simulation of biological organs. Although the use of BEM for the simulation of biological organs is not new, the results presented in the present study are not found elsewhere in the literature. Also, a serial MATLAB code, and both serial and parallel versions of a Fortran code, which can solve three dimensional (3D) linear elastostatic problems using constant boundary elements, are provided as supplementary files that can be freely downloaded.

A Nearly Exact Reformulation of the Girsanov Linearization for Stochastically Driven Nonlinear Oscillators

The Girsanov linearization method (GLM), proposed earlier in Saha, N., and Roy, D., 2007, ``The Girsanov Linearisation Method for Stochastically Driven Nonlinear Oscillators,'' J. Appl. Mech., 74, pp. 885-897, is reformulated to arrive at a nearly exact, semianalytical, weak and explicit scheme for nonlinear mechanical oscillators under additive stochastic excitations. At the heart of the reformulated linearization is a temporally localized rejection sampling strategy that, combined with a resampling scheme, enables selecting from and appropriately modifying an ensemble of locally linearized trajectories while weakly applying the Girsanov correction (the Radon-Nikodym derivative) for the linearization errors. The semianalyticity is due to an explicit linearization of the nonlinear drift terms and it plays a crucial role in keeping the Radon-Nikodym derivative ``nearly bounded'' above by the inverse of the linearization time step (which means that only a subset of linearized trajectories with low, yet finite, probability exceeds this bound). Drift linearization is conveniently accomplished via the first few (lower order) terms in the associated stochastic (Ito) Taylor expansion to exclude (multiple) stochastic integrals from the numerical treatment. Similarly, the Radon-Nikodym derivative, which is a strictly positive, exponential (super-) martingale, is converted to a canonical form and evaluated over each time step without directly computing the stochastic integrals appearing in its argument. Through their numeric implementations for a few low-dimensional nonlinear oscillators, the proposed variants of the scheme, presently referred to as the Girsanov corrected linearization method (GCLM), are shown to exhibit remarkably higher numerical accuracy over a much larger range of the time step size than is possible with the local drift-linearization schemes on their own.

A study of the speed and the accuracy of the Boundary Element Method as applied to the computational simulation of biological organs

In this work, possibility of simulating biological organs in realtime using the Boundary Element Method (BEM) is investigated, with specific reference to the speed and the accuracy offered by BEM. First, a Graphics Processing Unit (GPU) is used to speed up the BEM computations to achieve the realtime performance. Next, instead of the GPU, a computer cluster is used. A pig liver is the biological organ considered. Results indicate that BEM is an interesting choice for the simulation of biological organs. Although the use of BEM for the simulation of biological organs is not new, the results presented in the present study are not found elsewhere in the literature.

A scaled unscented transformation based directed Gaussian sum filter for nonlinear dynamic system identification

Impoverishment of particles, i.e. the discretely simulated sample paths of the process dynamics, poses a major obstacle in employing the particle filters for large dimensional nonlinear system identification. A known route of alleviating this impoverishment, i.e. of using an exponentially increasing ensemble size vis-a-vis the system dimension, remains computationally infeasible in most cases of practical importance. In this work, we explore the possibility of unscented transformation on Gaussian random variables, as incorporated within a scaled Gaussian sum stochastic filter, as a means of applying the nonlinear stochastic filtering theory to higher dimensional structural system identification problems. As an additional strategy to reconcile the evolving process dynamics with the observation history, the proposed filtering scheme also modifies the process model via the incorporation of gain-weighted innovation terms. The reported numerical work on the identification of structural dynamic models of dimension up to 100 is indicative of the potential of the proposed filter in realizing the stated aim of successfully treating relatively larger dimensional filtering problems. (C) 2013 Elsevier Ltd. All rights reserved.

A Study of Speed of the Boundary Element Method as applied to the Realtime Computational Simulation of Biological Organs

In this work, possibility of simulating biological organs in realtime using the Boundary Element Method (BEM) is investigated. Biological organs are assumed to follow linear elastostatic material behavior, and constant boundary element is the element type used. First, a Graphics Processing Unit (GPU) is used to speed up the BEM computations to achieve the realtime performance. Next, instead of the GPU, a computer cluster is used. Results indicate that BEM is fast enough to provide for realtime graphics if biological organs are assumed to follow linear elastostatic material behavior. Although the present work does not conduct any simulation using nonlinear material models, results from using the linear elastostatic material model imply that it would be difficult to obtain realtime performance if highly nonlinear material models that properly characterize biological organs are used. Although the use of BEM for the simulation of biological organs is not new, the results presented in the present study are not found elsewhere in the literature.

A Kushner-Stratonovich Monte Carlo filter applied to nonlinear dynamical system identification

A Monte Carlo filter, based on the idea of averaging over characteristics and fashioned after a particle-based time-discretized approximation to the Kushner-Stratonovich (KS) nonlinear filtering equation, is proposed. A key aspect of the new filter is the gain-like additive update, designed to approximate the innovation integral in the KS equation and implemented through an annealing-type iterative procedure, which is aimed at rendering the innovation (observation prediction mismatch) for a given time-step to a zero-mean Brownian increment corresponding to the measurement noise. This may be contrasted with the weight-based multiplicative updates in most particle filters that are known to precipitate the numerical problem of weight collapse within a finite-ensemble setting. A study to estimate the a-priori error bounds in the proposed scheme is undertaken. The numerical evidence, presently gathered from the assessed performance of the proposed and a few other competing filters on a class of nonlinear dynamic system identification and target tracking problems, is suggestive of the remarkably improved convergence and accuracy of the new filter. (C) 2013 Elsevier B.V. All rights reserved.

Free turbulent shear layer in a point vortex gas as a problem in nonequilibrium statistical mechanics

This paper attempts to unravel any relations that may exist between turbulent shear flows and statistical mechanics through a detailed numerical investigation in the simplest case where both can be well defined. The flow considered for the purpose is the two-dimensional (2D) temporal free shear layer with a velocity difference Delta U across it, statistically homogeneous in the streamwise direction (x) and evolving from a plane vortex sheet in the direction normal to it (y) in a periodic-in-x domain L x +/-infinity. Extensive computer simulations of the flow are carried out through appropriate initial-value problems for a ``vortex gas'' comprising N point vortices of the same strength (gamma = L Delta U/N) and sign. Such a vortex gas is known to provide weak solutions of the Euler equation. More than ten different initial-condition classes are investigated using simulations involving up to 32 000 vortices, with ensemble averages evaluated over up to 10(3) realizations and integration over 10(4)L/Delta U. The temporal evolution of such a system is found to exhibit three distinct regimes. In Regime I the evolution is strongly influenced by the initial condition, sometimes lasting a significant fraction of L/Delta U. Regime III is a long-time domain-dependent evolution towards a statistically stationary state, via ``violent'' and ``slow'' relaxations P.-H. Chavanis, Physica A 391, 3657 (2012)], over flow time scales of order 10(2) and 10(4)L/Delta U, respectively (for N = 400). The final state involves a single structure that stochastically samples the domain, possibly constituting a ``relative equilibrium.'' The vortex distribution within the structure follows a nonisotropic truncated form of the Lundgren-Pointin (L-P) equilibrium distribution (with negatively high temperatures; L-P parameter lambda close to -1). The central finding is that, in the intermediate Regime II, the spreading rate of the layer is universal over the wide range of cases considered here. The value (in terms of momentum thickness) is 0.0166 +/- 0.0002 times Delta U. Regime II, extensively studied in the turbulent shear flow literature as a self-similar ``equilibrium'' state, is, however, a part of the rapid nonequilibrium evolution of the vortex-gas system, which we term ``explosive'' as it lasts less than one L/Delta U. Regime II also exhibits significant values of N-independent two-vortex correlations, indicating that current kinetic theories that neglect correlations or consider them as O(1/N) cannot describe this regime. The evolution of the layer thickness in present simulations in Regimes I and II agree with the experimental observations of spatially evolving (3D Navier-Stokes) shear layers. Further, the vorticity-stream-function relations in Regime III are close to those computed in 2D Navier-Stokes temporal shear layers J. Sommeria, C. Staquet, and R. Robert, J. Fluid Mech. 233, 661 (1991)]. These findings suggest the dominance of what may be called the Kelvin-Biot-Savart mechanism in determining the growth of the free shear layer through large-scale momentum and vorticity dispersal.

Interfacial Stresses in Shape Memory Alloy Reinforced Composites

Debonding of Shape Memory Alloy (SMA) wires in SMA reinforced polymer matrix composites is a complex phenomenon compared to other fabric fiber debonding in similar matrix composites. This paper focuses on experimental study and analytical correlation of stress required for debonding of thermal SMA actuator wire reinforced composites. Fiber pull-out tests are carried out on thermal SMA actuator at parent state to understand the effect of stress induced detwinned martensites. An ASTM standard is followed as benchmark method for fiber pull-out test. Debonding stress is derived with the help of non-local shear-lag theory applied to elasto-plastic interface. Furthermore, experimental investigations are carried out to study the effect of Laser shot peening on SMA surface to improve the interfacial strength. Variation in debonding stress due to length of SMA wire reinforced in epoxy are investigated for non-peened and peened SMA wires. Experimental results of interfacial strength variation due to various L/d ratio for non-peened and peened SMA actuator wires in epoxy matrix are discussed.

Role of Crosslinking and Entanglements in the Mechanics of Silicone Networks

The goal of this study is to investigate the applicability of different constitutive models for silicone networks using comprehensive multiaxial experimental tests, including non-equibiaxial mechanical tests which introduce differential constraints on the networks in the two orthogonal directions, on samples prepared using various crosslinking densities. Uniaxial stress-strain experiments show that a decrease in crosslinker amounts used in the preparation of silicone networks lead to more compliant material response as compared to that obtained using higher amounts of crosslinker. Biaxial data were used to obtain fits to the neo- Hookean, Mooney-Rivlin, Arruda-Boyce and the Edward-Vilgis slip-link constitutive models. Our results show that the slip-link model, based on separation of the individual contributions of chemical crosslinks and physical entanglements, is better at describing the stress-strain response of highly crosslinked networks at low stretches as compared to other constitutive models. Modulus obtained using the slip-link model for highly crosslinked networks agrees with experimentally determined values obtained using uniaxial tension experiments. In contrast, moduli obtained using coefficients to the other constitutive models underpredict experimentally determined moduli by over 40 %. However, the slip-link model did not predict the experimentally observed stiffening response at higher stretches which was better captured using the Arruda-Boyce model.

A spectral multiscale method for wave propagation analysis: Atomistic-continuum coupled simulation

In this paper, we present a new multiscale method which is capable of coupling atomistic and continuum domains for high frequency wave propagation analysis. The problem of non-physical wave reflection, which occurs due to the change in system description across the interface between two scales, can be satisfactorily overcome by the proposed method. We propose an efficient spectral domain decomposition of the total fine scale displacement along with a potent macroscale equation in the Laplace domain to eliminate the spurious interfacial reflection. We use Laplace transform based spectral finite element method to model the macroscale, which provides the optimum approximations for required dynamic responses of the outer atoms of the simulated microscale region very accurately. This new method shows excellent agreement between the proposed multiscale model and the full molecular dynamics (MD) results. Numerical experiments of wave propagation in a 1D harmonic lattice, a 1D lattice with Lennard-Jones potential, a 2D square Bravais lattice, and a 2D triangular lattice with microcrack demonstrate the accuracy and the robustness of the method. In addition, under certain conditions, this method can simulate complex dynamics of crystalline solids involving different spatial and/or temporal scales with sufficient accuracy and efficiency. (C) 2014 Elsevier B.V. All rights reserved.

Approximation of Spatio-Temporal Random Processes Using Tensor Decomposition

A new representation of spatio-temporal random processes is proposed in this work. In practical applications, such processes are used to model velocity fields, temperature distributions, response of vibrating systems, to name a few. Finding an efficient representation for any random process leads to encapsulation of information which makes it more convenient for a practical implementations, for instance, in a computational mechanics problem. For a single-parameter process such as spatial or temporal process, the eigenvalue decomposition of the covariance matrix leads to the well-known Karhunen-Loeve (KL) decomposition. However, for multiparameter processes such as a spatio-temporal process, the covariance function itself can be defined in multiple ways. Here the process is assumed to be measured at a finite set of spatial locations and a finite number of time instants. Then the spatial covariance matrix at different time instants are considered to define the covariance of the process. This set of square, symmetric, positive semi-definite matrices is then represented as a third-order tensor. A suitable decomposition of this tensor can identify the dominant components of the process, and these components are then used to define a closed-form representation of the process. The procedure is analogous to the KL decomposition for a single-parameter process, however, the decompositions and interpretations vary significantly. The tensor decompositions are successfully applied on (i) a heat conduction problem, (ii) a vibration problem, and (iii) a covariance function taken from the literature that was fitted to model a measured wind velocity data. It is observed that the proposed representation provides an efficient approximation to some processes. Furthermore, a comparison with KL decomposition showed that the proposed method is computationally cheaper than the KL, both in terms of computer memory and execution time.