Full-Discrete Finite Element Method for Stochastic Hyperbolic Equation

This paper is concerned with the finite element method for the stochastic wave equation and the stochastic elastic equation driven by space-time white noise. For simplicity, we rewrite the two types of stochastic hyperbolic equations into a unified form. We convert the stochastic hyperbolic equation into a regularized equation by discretizing the white noise and then consider the full-discrete finite element method for the regularized equation. We derive the modeling error by using "Green's method" and the finite element approximation error by using the error estimates of the deterministic equation. Some numerical examples are presented to verify the theoretical results.     

A symplectic analytical wave propagation model for damping and steady state forced vibration of orthotropic composite plate structure

An analytical wave propagation model is proposed in this paper for damping and steady state forced vibration of orthotropic composite plate structure by using the symplectic method. By solving an eigen-problem derived in the symplectic dual system of free bending vibration of orthotropic rectangular thin plates, the wave shape of plate is obtained in symplectic analytical form for any combination of simple boundary conditions along the plate edges. And then the specific damping capacity of wave mode is obtained symplectic analytically by using the strain energy theory. The steady state forced vibration of built-up plates structure is calculated by combining the wave propagation model and the finite element method. The vibration of the uniform plate domain of the built-up plates structure is described using symplectic analytical waves and the connector with discontinuous geometry or material is modeled using finite elements. In the numerical examples, the specific damping capacity of orthotropic rectangular thin plate with three different combinations of boundary condition is first calculated and analyzed. Comparisons of the present method results with respect to the results from the finite element method and from the Rayleigh–Ritz method validate the effectiveness of the present method. The relationship between the specific damping capacity of wave mode and that of modal mode is expounded. At last, the damped steady state forced vibration of a two plates system with a connector is calculated using the hybrid solution technique. The availability of the symplectic analytical wave propagation model is further validated by comparing the forced response from the present method with the results obtained using the finite element method.     

随机结构系统基于可靠性的优化设计

提出了以梁板（薄板）为基体的随机结构系统（即结构元件的面积、长度、弹性模量和强度等均为随机变量）在随机载荷作用下,基于可靠性的优化设计方法．给出了随机结构系统安全余量和系统可靠性指标的敏度表达式;给出最佳矢量型算法．首先是用改进的一次二阶矩和随机有限元法求出安全余量的可靠性指标的表达式,然后用概率网络估算(PNET)法求出系统失效概率的公式,对该式两边求导得出了系统可靠性指标的敏度表达式,进而用最佳矢量型算法进行优化设计．在优化迭代过程中,采用梯度步和最佳矢量步相结合的方法进行计算．最后给出了一个算例,说明该方法计算效率高,收敛稳定,适合工程应用．     

Spatial approximation of stochastic convolutions

We study linear stochastic evolution partial differential equations driven by additive noise. We present a general and flexible framework for representing the infinite dimensional Wiener process, which drives the equation. Since the eigenfunctions and eigenvalues of the covariance operator of the process are usually not available for computations, we propose an expansion in an arbitrary frame. We show how to obtain error estimates when the truncated expansion is used in the equation. For the stochastic heat and wave equations, we combine the truncated expansion with a standard finite element method and derive a priori bounds for the mean square error. Specializing the frame to biorthogonal wavelets in one variable, we show how the hierarchical structure, support and cancelation properties of the primal and dual bases lead to near sparsity and can be used to simplify the simulation of the noise and its update when new terms are added to the expansion.     

一类随机非自伴波方程的半离散有限元近似

本文研究了由白噪音驱动的随机非自伴波方程的有限元近似,由于线性算子A非自伴,不能应用A的特征值和特征向量,从而得到的结果更具有一般性.空间离散上采用标准的有限元法,并借助强连续算子函数的性质,得到了该方程的强收敛误差估计.本文方法也适用于多维情况的分析.最后用数值算例验证了理论分析的正确性.     

Lessons pertaining to the finite element method for stochastic problems,learned from simplest example

The simplest structure – uniform bar with stochastic modulus of elasticity, but other properties and the excitation being deterministic is studied in the view to extract some useful lessons for the finite element method in stochastic setting. Closed-form solutions as well as various approximations are derived for the probabilistic characteristics of the tip displacement. Improved perturbation method is confronted on one hand, with classical perturbation method, and, on the other, with polynomial chaos expansion in conjunction with the Galerkin's method.     

A wavelet-based stochastic finite element method of thin plate bending

A wavelet-based stochastic finite element method is presented for the bending analysis of thin plates. The wavelet scaling functions of spline wavelets are selected to construct the displacement interpolation functions of a rectangular thin plate element and the displacement shape functions are expressed by the spline wavelets. A new wavelet-based finite element formulation of thin plate bending is developed by using the virtual work principle. A wavelet-based stochastic finite element method that combines the proposed wavelet-based finite element method with Monte Carlo method is further formulated. With the aid of the wavelet-based stochastic finite element method, the present paper can deal with the problem of thin plate response variability resulting from the spatial variability of the material properties when it is subjected to static loads of uncertain nature. Numerical examples of thin plate bending have demonstrated that the proposed wavelet-based stochastic finite element method can achieve a high numerical accuracy and converges fast.     

Polynomial chaos in evaluating failure probability: A comparative study

Recent developments in the field of stochastic mechanics and particularly regarding the stochastic finite element method allow to model uncertain behaviours for more complex engineering structures. In reliability analysis, polynomial chaos expansion is a useful tool because it helps to avoid thousands of time-consuming finite element model simulations for structures with uncertain parameters. The aim of this paper is to review and compare available techniques for both the construction of polynomial chaos and its use in computing failure probability. In particular, we compare results for the stochastic Galerkin method, stochastic collocation, and the regression method based on Latin hypercube sampling with predictions obtained by crude Monte Carlo sampling. As an illustrative engineering example, we consider a simple frame structure with uncertain parameters in loading and geometry with prescribed distributions defined by realistic histograms.     

Newton-Multigrid for Biological Reaction-Diffusion Problems with Random Coefficients

An algebraic Newton-multigrid method is proposed in order to efficiently solve systems of nonlinear reaction-diffusion problems with stochastic coefficients. These problems model the conversion of starch into sugars in growing apples. The stochastic system is first converted into a large coupled system of deterministic equations by applying a stochastic Galerkin finite element discretization. This method leads to high-order accurate stochastic solutions. A stable and high-order time discretization is obtained by applying a fully implicit Runge-Kutta method. After Newton linearization, a point-based algebraic multigrid solution method is applied. In order to decrease the computational cost, alternative multigrid preconditioners are presented. Numerical results demonstrate the convergence properties, robustness and efficiency of the proposed multigrid methods.     

Stochastic multi-scale finite element based reliability analysis for laminated composite structures

This paper proposes a novel multi-scale approach for the reliability analysis of composite structures that accounts for both microscopic and macroscopic uncertainties, such as constituent material properties and ply angle. The stochastic structural responses, which establish the relationship between structural responses and random variables, are achieved using a stochastic multi-scale finite element method, which integrates computational homogenisation with the stochastic finite element method. This is further combined with the first- and second-order reliability methods to create a unique reliability analysis framework. To assess this approach, the deterministic computational homogenisation method is combined with the Monte Carlo method as an alternative reliability method. Numerical examples are used to demonstrate the capability of the proposed method in measuring the safety of composite structures. The paper shows that it provides estimates very close to those from Monte Carlo method, but is significantly more efficient in terms of computational time. It is advocated that this new method can be a fundamental element in the development of stochastic multi-scale design methods for composite structures.     

随机平面线弹性问题的一类弱Galerkin方法

本文针对带有随机杨氏模量和荷载的平面线弹性问题,提出了一类随机弱Galerkin有限元方法.先利用Karhunen-Loève展开把随机项参数化,将方程转化为一个确定性问题;再采用弱Galerkin有限元法和k-/p-型方法分别离散空间区域和随机场.在弱Galerkin离散中,用分片s(s≥1)和s+1次多项式逼近单元...     

High dimensional model representation for stochastic finite element analysis

This paper presents a generic high dimensional model representation (HDMR) method for approximating the system response in terms of functions of lower dimensions. The proposed approach, which has been previously applied for problems dealing only with random variables, is extended in this paper for problems in which physical properties exhibit spatial random variation and may be modelled as random fields. The formulation of the extended HDMR is similar to the spectral stochastic finite element method in the sense that both of them utilize Karhunen–Loève expansion to represent the input, and lower-order expansion to represent the output. The method involves lower dimensional HDMR approximation of the system response, response surface generation of HDMR component functions, and Monte Carlo simulation. Each of the low order terms in HDMR is sub-dimensional, but they are not necessarily translating to low degree polynomials. It is an efficient formulation of the system response, if higher-order variable correlations are weak, allowing the physical model to be captured by the first few lower-order terms. Once the approximate form of the system response is defined, the failure probability can be obtained by statistical simulation. The proposed approach decouples the finite element computations and stochastic computations, and consecutively the finite element code can be treated as a black box, as in the case of a commercial software. Numerical examples are used to illustrate the features of the extended HDMR and to compare its performance with full scale simulation.     

Coupled time-domain analysis with boundary and finite elements

A methodology for the combination of boundary and finite element discretizations for the numerical analysis of time-dependent problems is presented. The interface conditions arising from the partitioning of the problem are incorporated in a weak form by means of Lagrange multiplier fields and, therefore, allow for nonconform interface discretizations. The resulting system matrices have the same saddle point structure as in the FETI method. Possible applications of the proposed method are the dynamic analysis of soil-structure interaction and similar wave propagation phenomena in unbounded media. (© 2008 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim)     

Chaos in dissipative relativistic standard maps

The relativistic generalization of the dissipative standard map is introduced, based on the problem of acceleration and heating (or cooling) of charged particles in the electric field of an electromagnetic wave packet. The question arises as to how the relativistic effects change the nonlinear dynamics described by a dissipative standard map. It is shown that the dissipation modifies the positions of the fixed points, but the origin (the central point) remains identical with that of the corresponding Hamiltonian system. However, the phase-space structure around the origin is drastically modified even if a small dissipation is present. The formation of an “ordered” stochastic structure which is not washed out (in the stochastic sea) for longer times shows that the phase mixing is weak and the nonuniformity of the stochastic acceleration increases because of the dissipation. A new type of stochastic attractor of a higher order is found by numerical simulations. In the context of a scaling-law hypothesis (or renormalization group approach), the transition stochastic sea (high acceleration of relativistic particles)–stochastic attractor (low acceleration) is similar to a Bose–Einstein condensation (or, simply, a condensation gas–liquid) at low temperatures, the dissipative parameter being the control parameter for such a transition. The dissipation parameter can also be considered as a time (aging) parameter of the system, and this may have some applications in biological systems. A Frenkel–Kontorova model of the dissipative relativistic standard map (DRSM) and possible applications to “incommensurate fractals” and lattice dynamics of thermoelectric materials are also considered.     

带乘性噪声的空间分数阶随机非线性Schrödinger方程的广义多辛算法

带乘性噪声的空间分数阶随机非线性Schrödinger方程是一类重要的方程,可应用于描述开放非局部量子系统的演化过程.该方程为一个无穷维分数阶随机Hamilton系统,且具有广义多辛结构和质量守恒的性质.针对该方程的广义多辛形式,在空间上采用拟谱方法离散分数阶微分算子,在时间上则采用隐式中点格式,构造出一类保持全局质量的广义多辛格式.对行波解和平面波解等进行数值模拟,结果验证了所构造格式的有效性和保结构性质,时间均方收敛阶约在0.5到1之间.     

Application of rational expansion method for stochastic differential equations

By means of the Hermite transformation, a new general ansätz and the symbolic computation system Maple, we apply the Riccati equation rational expansion method [24] to uniformly construct a series of stochastic non-traveling wave solutions for stochastic differential equations. To illustrate the effectiveness of our method, we take the stochastic mKdV equation as an example, and successfully construct some new and more general solutions. The method can also be applied to solve other nonlinear stochastic differential equation or equations.     

Solitary wave in a nonlinear elastic structural element of large deflection

General form nonlinear governing equations for the wave traveling in a nonlinear elastic structural element of large deflection are derived in the present research. An asymptotic solution of solitary wave in the elastic element is derived and investigated by means of a modified complete approximate method. Numerical computations for the solution are carried out. Characteristics of the solitary wave are investigated with various system parameters and initial conditions. Shapes and the propagation of the nonlinear elastic wave are also illustrated with figures. Based on the theoretical and numerical analyses of the research, quantitative conclusions are obtained for the wave motion of the elastic structural element.     

轨道结构随机场模型与车辆-轨道耦合随机动力分析

将轨道结构视为一个参数随机系统,提出并建立了轨道结构的随机场模型.利用车辆-轨道耦合动力学的基本方法,将轨道系统有限单元模型与多刚体车辆模型相结合,建立了考虑铁路线路参数空-时随机变化的车辆-轨道动力计算模型.算例表明:所提出的方法较为可靠且高效;线路参数随机性对车辆-轨道系统的动力响应有明显的影响,随线路参数离散程度的增加,可能造成行车不安全、轨道损伤加剧等一些问题.     

Periodic-like solutions of variable coefficient and Wick-type stochastic NLS equations

Variable coefficient and Wick-type stochastic nonlinear Schrödinger (NLS) equations are investigated. By using white noise analysis, Hermite transform and extended F-expansion method, we obtain a number of Wick versions of periodic-like wave solutions and periodic wave solutions expressed by various Jacobi elliptic functions for Wick-type stochastic and variable coefficient NLS equations, respectively. In the limit cases, the soliton-like wave solutions are showed as well. Since Wick versions of functions are usually difficult to evaluate, we get some nonWick versions of the solutions for Wick-type stochastic NLS equations in special cases.     

Meshfree Finite Volume Element Method for Constrained Optimal Control Problem Governed by Random Convection Diffusion Equations

In this paper, we investigate a stochastic meshfree finite volume element method for an optimal control problem governed by the convection diffusion equations with random coefficients. There are two contributions of this paper. Firstly, we establish a scheme to approximate the optimality system by using the finite volume element method in the physical space and the meshfree method in the probability space, which is competitive for high-dimensional random inputs. Secondly, the a priori error estimates are derived for the state,the co-state and the control variables. Some numerical tests are carried out to confirm the theoretical results and demonstrate the efficiency of the proposed method.