随机结构动力反应分析的概率密度演化方法

提出了随机结构动力反应分析的概率密度演化方法．基于有限单元法基本原理，导出了含有随机参数的结构反应状态方程，进而，通过引入扩展状态向量，建立了随机结构反应的概率密度演化方程．将精细时程积分方法与Lax-Wendroff差分格式相结合，探讨了求解概率密度演化方程的数值方法．对一个8层层间剪切型随机结构进行了算例分析，并与Monte Carlo方法的结果进行了比较．研究表明，随机结构反应的概率密度具有演化特征，且概率密度曲线与正态分布差异甚大，甚至可能出现双峰曲线．     

Averaging of stochastic evolution equations of transport in porous media

A study is made of the problem of averaging the simplest one-dimensional evolution equations of stochastic transport in a porous medium. A number of exact functional equations corresponding to distributions of the random parameters of a special form is obtained. In some cases, the functional equations can be localized and reduced to differential equations of fairly high order. The first part of the paper (Secs. 1–6) considers the process of transport of a neutral admixture in porous media. The functional approach and technique for decoupling the correlations explained by Klyatskin [4] is used. The second part of the paper studies the process of transport in porous media of two immiscible incompressible fluids in the framework of the Buckley—Leverett model. A linear equation is obtained for the joint probability density of the solution of the stochastic quasilinear transport equation and its derivative. An infinite chain of equations for the moments of the solution is obtained. A scheme of approximate closure is proposed, and the solution of the approximate equations for the mean concentration is compared with the exactly averaged concentration.Translated from Izvestiya Akademii Nauk SSSR, Mekhanika Zhidkosti i Gaza, No. 5, pp. 127–136, September–October, 1985.We are grateful to A. I. Shnirel'man for pointing out the possibility of obtaining an averaged equation in the case of a velocity distribution in accordance with a Cauchy law.     

非线性随机结构动力可靠度的密度演化方法

建议了一类新的非线性随机结构动力可靠度分析方法。基于非线性随机结构反应分析的概率密度演化方法,根据首次超越破坏准则对概率密度演化方程施加相应的边界条件,求解带有初、边值条件的概率密度演化方程,可以给出非线性随机结构的动力可靠度。研究了数值计算技术,建议了具有自适应功能的TVD差分格式。以具有双线型恢复力性质的8层框架结构为例进行了地震作用下的动力可靠度分析,与随机模拟结果的比较表明,所建议的方法具有较高的精度和效率。     

非均布随机参数结构非线性响应的概率密度演化

首先考察了概率密度演化理论中的点演化和群演化与概率空间剖分的关系. 继而,讨论了点集筛选的基本准则. 在此基础上推广了点集偏差的概念,对非均匀、非正态的一般多维分布,提出了广义F 偏差（GF 偏差）的概念,避免了偏差计算的NP 难解问题. 探索了GF 偏差与EF 偏差的关系. 以GF 偏差最小化为准则,建议了概率空间最优剖分与点集重整的新策略. 结果表明,上述方法能够处理包含多达数10 个随机变量的结构动力响应概率密度演化分析问题. 最后,指出了需要进一步研究的问题.      

非均布随机参数结构非线性响应的概率密度演化简

首先考察了概率密度演化理论中的点演化和群演化与概率空间剖分的关系. 继而,讨论了点集筛选的基本准则. 在此基础上推广了点集偏差的概念,对非均匀、非正态的一般多维分布,提出了广义F 偏差（GF 偏差）的概念,避免了偏差计算的NP 难解问题. 探索了GF 偏差与EF 偏差的关系. 以GF 偏差最小化为准则,建议了概率空间最优剖分与点集重整的新策略. 结果表明,上述方法能够处理包含多达数10 个随机变量的结构动力响应概率密度演化分析问题. 最后,指出了需要进一步研究的问题.     

复合随机振动分析的扩阶系统方法

提出了随机结构系统反应的子空间次序正交分解的思想．基于这一思想，文中导出了一类用于考虑随机激励的随机结构复合随机振动分析的扩阶系统方法，从而可以应用传统的确定性结构随机振动各种分析方法求解复合随机振动问题．作为特例，本文给出了使用模态分析法求解的过程．将文中算例与随机模拟结果相比较，证实了本文思想与方法的实用性．     

广义密度演化方程的δ函数序列解法

随机动力系统响应或状态向量的概率密度函数一般遵循概率密度演化方程,如Liouville方程、FPK方程和Dostupov-Pugachev方程,但是上述方程均属于高维偏微分方程,求解相当困难. 基于概率守恒原理的随机事件描述导出的广义密度演化方程,其维数与系统自由度无关,为随机动力系统分析提供了可能的途径. 从广义密度演化方程的形式解出发,引入δ函数的渐近序列,获得了广义密度演化方程的一种新的数值解法------广义密度演化方程的δ序列解法. 将建议方法与非参数密度估计进行了对比,指出非参数密度估计是该方法的一个特例. 最后,分别采用重构实例和演化实例验证了该方法在一维和多维情形下的有效性.      

Nonlocal symmetries of evolution equations

We suggest the method for group classification of evolution equations admitting nonlocal symmetries which are associated with a given evolution equation possessing nontrivial Lie symmetry. We apply this method to second-order evolution equations in one spatial variable invariant under Lie algebras of the dimension up to three. As a result, we construct the broad families of new nonlinear evolution equations possessing nonlocal symmetries which in principle cannot be obtained within the classical Lie approach.     

Direct Derivation of Corrective Terms in SDE Through Nonlinear Transformation on Fokker–Planck Equation

This paper examines the problem of probabilistic characterization of nonlinear systems driven by normal and Poissonian white noise. By means of classical nonlinear transformation the stochastic differential equation driven by external input is transformed into a parametric-type stochastic differential equation. Such equations are commonly handled with Itô-type stochastic differential equations and Itô's rule is used to find the response statistics. Here a different approach is proposed, which mainly consists in transforming the Fokker–Planck equation for the original system driven by external input, in the transformed probability density function of the new state variable. It will be shown that the Wong–Zakay or Stratonovich corrective term and the hierarchy of correction terms in the case of Poissonian white noise arise in a natural way.     

A two-body continuous-discrete filter

In the theory of classical mechanics, the two-body central forcing problem is formulated as a system of the coupled nonlinear second-order deterministic differential equations. The uncertainty introduced by the small, unmodeled stochastic acceleration is not assumed in the particle dynamics. The small, unmodeled stochastic acceleration produces an additional random force on a particle. Estimation algorithms for a two-body dynamics, without introducing the stochastic perturbation, may cause inaccurate estimation of a particle trajectory. Specifically, this paper examines the effect of the stochastic acceleration on the motion of the orbiting particle, and subsequently, the stochastic estimation algorithm is developed by deriving the evolutions of conditional means and conditional variances for estimating the states of the particle-earth system. The theory of the nonlinear filter of this paper is developed using the Kolmogorov forward equation “between the observations" and a functional difference equation for the conditional probability density “at the observation." The effectiveness of the nonlinear filter is examined on the basis of its ability to preserve perturbation effect felt by the orbiting particle and the signal-to-noise ratio. The Kolmogorov forward equation, however, is not appropriate for the numerical simulations, since it is the equation for the evolution of “the conditional probability density." Instead of the Kolmogorov equation, one derives the evolutions for the moments of the state vector, which in our case consists of positions and velocities of the orbiting body. Even these equations are not appropriate for the numerical implementations, since they are not closed in the sense that computing the evolution of a given moment involves the knowledge of higher order moments. Hence, we consider the approximations to these moment evolution equations. This paper makes a connection between classical mechanics, statistical mechanics and the theory of the nonlinear stochastic filtering. The results of this paper will be of use to astrophysicists, engineers and applied mathematicians, who are interested in applications of the nonlinear filtering theory to the problems of celestial and satellite mechanics. Simulation results are introduced to demonstrate the usefulness of an analytic theory developed, in this paper.     

随机平均规范形方法

计算随机规范形系数是应用随机规范形方法的关键．提出一种应用随机平均计算随机规范形系数的方法．为了说明方法的有效性,对白噪声激励的Duffing系统,经过变换,对于相应的平均方程,比较了精确解、规范形方法解和能量包络方法解的稳态概率密度,结果表明,当非线性项系数较小时,三者完全一致．当非线性项系数较大时,规范形方法所得解与精确解相差不大．     

Nonlinear analysis of photo-induced wrinkling of glassy twist nematic films on compliant substrates

A kinetics approach is developed for the geometrically nonlinear analysis of photo-induced wrinkling of glassy twist nematic films on soft elastic substrates.In this way,the problem is reduced to finding the steady state of an overdamped evolution system according to a kinetic law,rather than directly solving the coupled nonlinear equations.This enables one to account for the complicated director distribution and obtain the precise wrinkling morphology of the film.Though the approach proposed here is for a twist nematic film,it can be extended to study glassy nematic films with other director distributions.     

二维弹性接触问题中随机边界元法与可靠性分析

发展了二维弹性接触问题中的随机边界元法，推导并建立了相应的随机边界元基本方程，并将所发展的方法用于静强度的可靠性分析，讨论了其数值解技术。通过算例分析表明，本文发展的方法是可行的。     

Sensitivity,probabilistic and stochastic analysis of the thermo-piezoelectric phenomena in solids by the stochastic perturbation technique

The main aim here is to present the application of the generalized stochastic perturbation technique to thermo-piezoelectric analysis of solid continua. The general nth order Taylor series representation for all random input parameters and the state functions is employed to formulate the coupled thermo-electro-elasticity equilibrium equations of the additional order; a determination of any probabilistic moments and characteristics is described; the discretization of the problem in terms of the Stochastic perturbation-based Finite Element Method is also provided. Since this expansion includes the lowest order partial derivatives, the structural sensitivity analysis using direct differentiation is performed at the same time with probabilistic modeling contrasted with the Monte-Carlo simulation results. The probabilistic approach is extended here towards an accounting for the stochastic ageing processes, which appear frequently in aggressive external environments and under dynamic excitation. The two parametric stochastic process with Gaussian initial value and ageing velocity is tested for this purpose. The entire procedure is tested on the example of the thermo-electro-elastic pulsation of the beam modeled analytically using the symbolic software MAPLE, where polynomial approximations, design sensitivities, probabilistic moments and their histories are computed and visualized.     

A computational strategy for the random response of assemblies of structures

This paper presents a dedicated approach to the calculation of the random response of assemblies with uncertain interface characteristics. The random response is constructed using a polynomial chaos expansion (PCE). A decomposition of the assemblies into substructures and interfaces is defined and associated with a dedicated computational strategy which leads to a local/global algorithm enabling the treatments of the substructure and of the interface problems to be uncoupled. Since the only uncertain parameters are those which appear in the interface equations, this approach results in a drastic reduction of the computational costs. This paper first presents the classical stochastic finite element strategy for this kind of problem, then details the proposed dedicated approach. The applications concern structures assembled with uncertain elastic bonded joints. The proposed approach is compared to the Monte Carlo method and to the stochastic finite element method.     

Finite element simulations of dynamics of multivariant martensitic phase transitions based on Ginzburg–Landau theory

A finite element approach is suggested for the modeling of multivariant stress-induced martensitic phase transitions (PTs) in elastic materials at the nanoscale for the 2-D and 3-D cases, for quasi-static and dynamic formulations. The approach is based on the phase-field theory, which includes the Ginzburg–Landau equations with an advanced thermodynamic potential that captures the main features of macroscopic stress–strain curves. The model consists of a coupled system of the Ginzburg–Landau equations and the static or dynamic elasticity equations, and it describes evolution of distributions of austenite and different martensitic variants in terms of corresponding order parameters. The suggested explicit finite element algorithm allows decoupling of the Ginzburg–Landau and elasticity equations for small time increments. Based on the developed phase-field approach, the simulation of the microstructure evolution for cubic-tetragonal martensitic PT in a NiAl alloy is presented for quasi-statics (i.e., without inertial forces) and dynamic formulations in the 2-D and 3-D cases. The numerical results show the significant influence of inertial effects on microstructure evolution in single- and polycrystalline samples, even for the traditional problem of relaxation of initial perturbations to stationary microstructure.     

Backlund变换理论发展简述及其新方法

本文首先简要介绍Bcklund变换理论的发展过程,然后介绍一种寻找微分方程Bcklund变换的新方法——wahlquist-Estabrook过程。该方法是目前处理微分方程Bcklund问题的最有效方法.尽管该方法在理论上可应用于任意维数的偏微分方程组,但是实际上它所能处理的主要是二维问题。例如,在应用该方法处理完整Navicr-Stokcs方程(四维问题)时,所得到的是无意义结果.但是,在应用该方法处理定常二维Navicr-Stokcs方程时,确实可以得到正常的Bcklund映射,以及Bcklund变换.      

悬臂轴拉杆一阶随机分析的解析解

针对悬臂轴拉杆在自由端受集中力问题进行了随机分析，其中考虑了轴拉杆杨氏模量的变异，在小变异情况下获得了不同相关结构与相关长度下问题的解析解，并就结果对相关结构的敏感性进行了讨论．     

Exact Averaging of Stochastic Equations for Flow in Porous Media

It is well-known that at present, exact averaging of the equations for flow and transport in random porous media have been proposed for limited special fields. Moreover, approximate averaging methods—for example, the convergence behavior and the accuracy of truncated perturbation series—are not well-studied, and in addition, calculation of high-order perturbations is very complicated. These problems have for a long time stimulated attempts to find the answer to the question: Are there in existence some, exact, and sufficiently general forms of averaged equations? Here, we present an approach for finding the general exactly averaged system of basic equations for steady flow with sources in unbounded stochastically homogeneous fields. We do this by using (1) the existence and some general properties of Green’s functions for the appropriate stochastic problem, and (2) some information about the random field of conductivity. This approach enables us to find the form of the averaged equations without directly solving the stochastic equations or using the usual assumption regarding any small parameters. In the common case of a stochastically homogeneous conductivity field we present the exactly averaged new basic non-local equation with a unique kernel-vector. We show that in the case of some type of global symmetry (isotropy, transversal isotropy, or orthotropy), we can for three-dimensional and two-dimensional flow in the same way derive the exact averaged non-local equations with a unique kernel-tensor. When global symmetry does not exist, the non-local equation with a kernel-tensor involves complications and leads to an ill-posed problem.     

平面弹性力学充要的随机边界元

将平面弹性力学确定性的充分必要的边界积分方程推广到含材料常数随机的不确定问题中去，给出了位移的均值以及偏差的充分必要的边界积分方程。数值计算结果表明，和确定性的积分方程一样，习用的随机边界积分方程在退化尺度附近，无论是均值还是偏差都存在巨大的误差，而充要的随机边界积分方程则始终保持良好的精度