Modeling Multibody Systems with Uncertainties. Part I: Theoretical and Computational Aspects

This study explores the use of generalized polynomial chaos theory for modeling complex nonlinear multibody dynamic systems in the presence of parametric and external uncertainty. The polynomial chaos framework has been chosen because it offers an efficient computational approach for the large, nonlinear multibody models of engineering systems of interest, where the number of uncertain parameters is relatively small, while the magnitude of uncertainties can be very large (e.g., vehicle-soil interaction). The proposed methodology allows the quantification of uncertainty distributions in both time and frequency domains, and enables the simulations of multibody systems to produce results with “error bars”. The first part of this study presents the theoretical and computational aspects of the polynomial chaos methodology. Both unconstrained and constrained formulations of multibody dynamics are considered. Direct stochastic collocation is proposed as less expensive alternative to the traditional Galerkin approach. It is established that stochastic collocation is equivalent to a stochastic response surface approach. We show that multi-dimensional basis functions are constructed as tensor products of one-dimensional basis functions and discuss the treatment of polynomial and trigonometric nonlinearities. Parametric uncertainties are modeled by finite-support probability densities. Stochastic forcings are discretized using truncated Karhunen-Loeve expansions. The companion paper “Modeling Multibody Dynamic Systems With Uncertainties. Part II: Numerical Applications” illustrates the use of the proposed methodology on a selected set of test problems. The overall conclusion is that despite its limitations, polynomial chaos is a powerful approach for the simulation of multibody systems with uncertainties.

[1]  E. Hairer,et al.  Solving Ordinary Differential Equations II: Stiff and Differential-Algebraic Problems , 2010 .

[2]  Pol D. Spanos,et al.  ARMA Monte Carlo simulation in probabilistic structural analysis , 1989 .

[3]  George E. Karniadakis,et al.  Spectral Polynomial Chaos Solutions of the Stochastic Advection Equation , 2002, J. Sci. Comput..

[4]  W. T. Martin,et al.  The Orthogonal Development of Non-Linear Functionals in Series of Fourier-Hermite Functionals , 1947 .

[5]  S. Isukapalli,et al.  Stochastic Response Surface Methods (SRSMs) for Uncertainty Propagation: Application to Environmental and Biological Systems , 1998, Risk analysis : an official publication of the Society for Risk Analysis.

[6]  R. Ghanem,et al.  Stochastic Finite Elements: A Spectral Approach , 1990 .

[7]  D. Xiu,et al.  A new stochastic approach to transient heat conduction modeling with uncertainty , 2003 .

[8]  D. Xiu,et al.  Modeling uncertainty in flow simulations via generalized polynomial chaos , 2003 .

[9]  George Em Karniadakis,et al.  Supersensitivity due to uncertain boundary conditions , 2004 .

[10]  M. Bergin,et al.  Application of Bayesian Monte Carlo analysis to a Lagrangian photochemical air quality model , 2000 .

[11]  Dirk P. Kroese,et al.  Simulation and the Monte Carlo method , 1981, Wiley series in probability and mathematical statistics.

[12]  Kendall E. Atkinson An introduction to numerical analysis , 1978 .

[13]  P D Spanos,et al.  Boundary Element Formulation for Random Vibration Problems , 1991 .

[14]  Pol D. Spanos,et al.  A stochastic Galerkin expansion for nonlinear random vibration analysis , 1993 .

[15]  H. Nijmeijer,et al.  A Volterra Series Approach to the Approximation of Stochastic Nonlinear Dynamics , 2002 .

[16]  D. Butler The uncertainty in ozone calculations by a stratospheric photochemistry model , 1978 .

[17]  Pol D. Spanos,et al.  Spectral Stochastic Finite-Element Formulation for Reliability Analysis , 1991 .

[18]  Reuven Y. Rubinstein,et al.  Simulation and the Monte Carlo Method , 1981 .

[19]  Andreas Keese,et al.  Review of Recent Developments in the Numerical Solution of Stochastic Partial Differential Equations (Stochastic Finite Elements)A , 2003 .

[20]  Dongbin Xiu,et al.  The Wiener-Askey Polynomial Chaos for Stochastic Differential Equations , 2002, SIAM J. Sci. Comput..

[21]  M. Bergin,et al.  Formal Uncertainty Analysis of a Lagrangian Photochemical Air Pollution Model , 1999 .

[22]  L. Mathelin,et al.  A Stochastic Collocation Algorithm for Uncertainty Analysis , 2003 .

[23]  Roger G. Ghanem,et al.  Physical Systems with Random Uncertainties: Chaos Representations with Arbitrary Probability Measure , 2005, SIAM J. Sci. Comput..

[24]  I. Elishakoff,et al.  A new approximate solution technique for randomly excited non-linear oscillators—II , 1992 .

[25]  George Em Karniadakis,et al.  Predictability and uncertainty in CFD , 2003 .

[26]  Giovanni Falsone,et al.  Stochastic linearization of MDOF systems under parametric excitations , 1992 .

[27]  Menner A. Tatang,et al.  An efficient method for parametric uncertainty analysis of numerical geophysical models , 1997 .

[28]  A. A. Ruzmaikin Non-linear dynamos. , 1984 .

[29]  R. L. Stratonovich,et al.  Topics in the theory of random noise , 1967 .

[30]  P. Spanos,et al.  Stochastic averaging: An approximate method of solving random vibration problems , 1986 .

[31]  M. D. McKay,et al.  A comparison of three methods for selecting values of input variables in the analysis of output from a computer code , 2000 .

[32]  D. Xiu,et al.  Modeling Uncertainty in Steady State Diffusion Problems via Generalized Polynomial Chaos , 2002 .

[33]  George Em Karniadakis,et al.  Toward a Numerical Error Bar in CFD , 1995 .

[34]  S. H. Crandall Non-Gaussianclosure techniques for stationary random vibration , 1985 .

[35]  R Ghanem,et al.  Coupled in-line and transverse flow-induced structural vibration: Higher order harmonic solutions , 1995 .

[36]  A. Nayfeh Introduction To Perturbation Techniques , 1981 .

[37]  N. Wiener The Homogeneous Chaos , 1938 .

[38]  R. Ghanem,et al.  Polynomial Chaos in Stochastic Finite Elements , 1990 .

[39]  Vimal Singh,et al.  Perturbation methods , 1991 .

[40]  J. Stoer,et al.  Introduction to Numerical Analysis , 2002 .

[41]  Adrian Sandu,et al.  Modeling multibody systems with uncertainties. Part II: Numerical applications , 2006 .

[42]  M. Dimentberg An exact solution to a certain non-linear random vibration problem , 1982 .

[43]  A. M. Dunker The decoupled direct method for calculating sensitivity coefficients in chemical kinetics , 1984 .

[44]  D. Xiu,et al.  Stochastic Modeling of Flow-Structure Interactions Using Generalized Polynomial Chaos , 2002 .

[45]  W. F. Wu,et al.  CUMULANT-NEGLECT CLOSURE FOR NON-LINEAR OSCILLATORS UNDER RANDOM PARAMETRIC AND EXTERNAL EXCITATIONS , 1984 .

[46]  R. Ghanem,et al.  Stochastic Finite Element Expansion for Random Media , 1989 .

[47]  Begnaud Francis Hildebrand,et al.  Introduction to numerical analysis: 2nd edition , 1987 .

[48]  Naresh K. Sinha,et al.  Modern Control Systems , 1981, IEEE Transactions on Systems, Man, and Cybernetics.

[49]  G. Evensen Sequential data assimilation with a nonlinear quasi‐geostrophic model using Monte Carlo methods to forecast error statistics , 1994 .

[50]  George Em Karniadakis,et al.  Generalized polynomial chaos and random oscillators , 2004 .

[51]  W. Zhu Stochastic Averaging Methods in Random Vibration , 1988 .

[52]  Roger Ghanem,et al.  Reduced models for the medium-frequency dynamics of stochastic systems. , 2003, The Journal of the Acoustical Society of America.

[53]  T. Caughey Nonlinear Theory of Random Vibrations , 1971 .

[54]  M. Yousuff Hussaini,et al.  Uncertainty Propagation for Turbulent, Compressible Flow in a Quasi-1D Nozzle Using Stochastic Methods , 2003 .

[55]  P. Spanos,et al.  Random vibration and statistical linearization , 1990 .

[56]  L. Trefethen Spectral Methods in MATLAB , 2000 .