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．     

湍流燃烧中的概率密度函数方法

用求解速度和化学热力学参数联合概率密度函数(pdf)输运方程的方法,计算湍流燃烧问题时,湍流输运和化学反应等过程可以精确计算,无须模拟。它还可以提供比统计矩模型方法更多的信息,因此是一个很有潜力的方法。本文给出了湍流燃烧概率密度函数的输运方程,扼要地介绍了目前应用较多的随机过程模型,以及求解概率密度函数方程的Monte Carlo算法。最后引用两个例子说明概率密度函数方法的优越性。      

随机荷载作用下随机结构线性反应的概率密度演化分析

提出了随机荷载作用下随机结构线性静力反应的概率密度演化方法.基于力学平衡方程,导出了随机荷载作用下随机结构反应的状态方程,进而引入扩展状态向量,建立了随机荷载作用下的随机结构静力反应的概率密度演化方程,讨论了其差分数值求解技术.进行了八层框架结构在随机荷载作用下的反应的算例分析.在单一随机参数结构的情况下,与随机结构反应的精确解答进行了对比;对于多个随机参数结构随机反应,则与MonteCarlo分析结果进行了比较.研究表明,本文提出的方法具有很高的精度及良好的实用性.     

随机结构静力反应概率密度演化方程的差分方法

随机结构分析的概率密度演化方法是分析随机结构静力反应的一种具有良好前景的方法。本文研究了求解随机结构静力反应概率密度演化方程的差分方法，分别探讨了单边差分格式和Lax-Wendroff格式的计算性态。二者均能满足概率相容性条件并且能够保证均值线性增长。以八层框架结构的静力随机反应为例，对两种差分格式的结果及精确解答进行了具体的比较分析。研究表明，两种差分格式均是收敛和稳定的，在不连续点处存在角点效应．单边差分格式能够保证概率非负性，而Lax-Wendroff格式具有往往更快的收敛速度。就变异系数而言，通常单边差分格式的变异系数随着区间离散数的增长而趋于稳定值，Lax-Wendroff格式则一开始就可得到恒定的值。     

结构动力非线性随机反应的联合概率分布

在密度演化理论基本思想的框架下,对广义密度 演化方程进行推广,导出了结构不同反应量的联合概率密度函数演化方程. 结合确定性结构 非线性动力反应分析与二维偏微分方程求解的有限差分方法,可以获取结构不同反应量的联 合概率密度函数的数值解答. 分析实例表明：结构反应的联合概率密度函数呈丘陵状不规则 分布,而不同反应量之间的相关系数是时变的.     

基于S变换的非平稳随机过程演变功率谱密度估计

提出了一种基于S变换的估计Priestley非平稳随机过程演变功率谱密度的方法。此方法的根本在于,相对于S变换的"变换核",Priestley非平稳随机过程的调制函数为慢变函数。因此,非平稳随机过程的S变换可视为相位修正后的另一非平稳随机过程。推导出了对应于特定频率点的S变换瞬时均方值和非平稳随机过程演变功率谱密度之间的关系式。将功率谱密度函数表达为有限个频率点的级数展开,通过求解一组代数方程,就能得到级数展开中每个频率点的时变系数,由此,可给出非平稳随机过程的演变功率谱密度。由于级数展开中的高斯形状函数不依赖于时间,因此,本文所提算法具有较高的计算效率。最后,给出了均匀调制和非均匀调制非平稳随机过程演变功率谱估计的算例。     

随机过程激励下随机结构系统可靠度分析的一种方法

提出了随机过程荷载激励下，具有随机参数的结构系统可靠度分析的一种方法，该方法基于首次超越破坏机制，分析随机过程荷载激励下，结构参数（随机变量）取某一确定向量时的条件失效概率，采用Ｍｏｎｔｅ Ｃａｒｌｏ技术模拟结构参数的随机性，由条件失效概率给出随机结构的无条件失效概率，最后对中方法和程序作了检验，并进行了实际计算。     

随机结构响应密度演化分析的映射降维法

提出了随机结构响应密度演化分析的映射降维算法. 在一般线性与非线性随机结构分析中,采用近年发展起来的密度演化方法,能够获得动力响应的瞬时概率密度函数及其演化过程,具有较好的精度. 当具有多个随机变量时,采用常规的格栅型选点将导致过大的计算工作量. 基于Cantor集合映射的基本思想,将多维空间中的离散网格点逐次两两降维,按照概率测度值进行排序、取点,从而将具有多个随机变量的随机结构分析问题的计算工作量降到与仅含单一随机变量的随机结构分析相当的水平. 与随机模拟结果的比较表明：建议的方法具有较高的精度和效率.     

基于局域分析的疲劳短裂纹群体演化随机模型

采用局域裂纹数密度描述金属材料中不同局部区域的疲劳短裂纹群体损伤的发展情况通过考虑在不同局域存在的材料性质的随机涨落及局部损伤对损伤总量发展的影响，建立了局域裂纹数密度演化随机方程对方程数值求解从而模拟了材料的疲劳短裂纹损伤过程结果显示出主裂纹出现的随机性，并讨论了裂纹总数与最大裂纹尺度在统计意义上的演化特征     

基于随机点过程理论的疲劳裂纹随机扩展模型

本文根据疲劳裂纹扩展特性，运用随机点过程理论导出了求取裂纹扩展随机过程低阶矩的公式。同时根据二阶矩近似法用Ｗｅｉｂｕｌｌ分布近似给定寿命下的疲劳纹长度分布。给出了求取给定寿命下裂纹超值概率分布和给定裂纹长度下疲劳寿命分布公式。最后，用小样本孔边短裂纹扩展数据对模型适用性进行了初步验证。     

Probability density function for stochastic response of non-linear oscillation system under random excitation

Probability density function (PDF) of stochastic responses is a critical topic in uncertainty analysis. In this paper, orthogonal decomposition technique was extended to discuss non-stationary response of non-linear oscillator under random excitation. The PDF of stochastic reponses is represented by a set of standardized multivariable orthogonal polynomials. According to the Galerkin scheme, the original problem, which has to solve the Fokker-Planck-Kolmogorov (FPK) equation, was converted to a first-order linear ordinary differential equation, in terms of unknown time-dependent coefficients. Then, stationary and non-stationary PDFs of uncertainty responses were obtained. In numerical examples, first-order and second-order non-linear systems exposed to the Gaussian white noise were considered. Finally, the accuracy of the proposed method was demonstrated through appropriate comparisons to Monte-Carlo simulation and analytical results.     

On spectral linear stochastic estimation

An extension to classical stochastic estimation techniques is presented, following the formulations of Ewing and Citriniti (1999), whereby spectral based estimation coefficients are derived from the cross spectral relationship between unconditional and conditional events. This is essential where accurate modeling using conditional estimation techniques are considered. The necessity for this approach stems from instances where the conditional estimates are generated from unconditional sources that do not share the same grid subset, or possess different spectral behaviors than the conditional events. In order to filter out incoherent noise from coherent sources, the coherence spectra is employed, and the spectral estimation coefficients are only determined when a threshold value is achieved. A demonstration of the technique is performed using surveys of the dynamic pressure field surrounding a Mach 0.30 and 0.60 axisymmetric jet as the unconditional events, to estimate a combination of turbulent velocity and turbulent pressure signatures as the conditional events. The estimation of the turbulent velocity shows the persistence of compact counter-rotating eddies that grow with quasi-periodic spacing as they convect downstream. These events eventually extend radially past the jet axis where the potential core is known to collapse.

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Numerical investigation of a response probability density function of stochastic vibroimpact systems with inelastic impacts

The paper is devoted to numerical calculations of a response probability density function of stochastic vibroimpact systems excited by additive Gaussian white noise. An impact in the considered systems is modeled as a classical, inelastic one against motionless barrier(s) with values of a restitution coefficient both very small and close to unity. Certain empirical formulas are derived based on the results of numerical simulation.     

非线性随机动力系统的概率密度演化分析

阐述了基于概率密度演化理论进行多自由度结构非线性随机动力反应分析的基本思想.采用随机过程的正交分解或物理系统建模的思想,实现随机激励的随机函数表述.对由此获得的随机状态方程采用概率密度演化理论求解,可以获得随机动力系统反应的概率密度函数及其演化.以某剪切型框架结构的非线性随机地震反应分析为例,说明了所发展方法的可行性和有效性.     

Structure extraction by stochastic estimation with adaptive events

Various aspects of turbulence structure can be found by a new class of stochasticestimation methods in which the conditional events that define the stochastic estimate are systematically varied. Methods are presented to find the length scale of large periodic structures, the form of structures that have specified geometric constraints such as two-dimensionality, and the structure of small-scale motions embedded in large-scale motions. These methodologies are demonstrated in high Rayleigh number turbulent convection by extracting both the large-scale roll-cell and coherent thermal plumes. A method of compressed representation using a stochastic estimate given data on optimally chosen points is also demonstrated.This work was supported by AFOSR Grant 90-0169, ONR Grant N000-14-90-J-1415, and NSF Grant ATM 89-20605.     

Heuristic spectral estimation of bivariate nonstationary processes

A heuristic technique is developed for the estimation of auto-spectra and cross-spectra of multivariate nonstationary random processes which are used as models of earthquake accelerograms. The spectra are estimated by considering the statistical moments of the energy of linear systems (filters) excited by the stochastic seismic processes. The usefulness of the proposed technique is demonstrated by examples.

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Sommario Si propone una tecnica euristica per la determinazione degli spettri di processi aleatori non-stazionari multivariati, che vengono usati come modelli di accelerogrammi sismici. Gli spettri sono valutati considerando i momenti statistici dell'energia di sistemi lineari (filtri) eccitati dai processi sismici aleatori. Alcuni esempi dimostrano l'utilità della tecnica proposta.