Uncertainty Quantification in Dynamic Problems With Large Uncertainties

This dissertation investigates uncertainty quantification in dynamic problems. The Advanced Mean Value (AMV) method is used to calculate probabilistic sound power and the sensitivity of elastically supported panels with small uncertainty (coefficient of variation). Sound power calculations are done using Finite Element Method (FEM) and Boundary Element Method (BEM). The sensitivities of the sound power are calculated through direct differentiation of the FEM/BEM/AMV equations. The results are compared with Monte Carlo simulation (MCS). An improved method is developed using AMV, metamodel, and MCS. This new technique is applied to calculate sound power of a composite panel using FEM and Rayleigh Integral. The proposed methodology shows considerable improvement both in terms of accuracy and computational efficiency. In systems with large uncertainties, the above approach does not work. Two Spectral Stochastic Finite Element Method (SSFEM) algorithms are developed to solve stochastic eigenvalue problems using Polynomial chaos. Presently, the approaches are restricted to problems with real and distinct eigenvalues. In both the approaches, the system uncertainties are modeled by Wiener-Askey orthogonal polynomial functions. Galerkin projection is applied in the probability space to minimize the weighted residual of the error of the governing equation. First algorithm is based on inverse iteration method. A modification is suggested to calculate higher eigenvalues and eigenvectors. The above algorithm is applied to both discrete and continuous systems. In continuous systems, the uncertainties are modeled as Gaussian processes using Karhunen-Loeve (KL) expansion. Second algorithm is based on implicit polynomial iteration method. This algorithm is found to be more efficient when applied to discrete systems. However, the application of the algorithm to continuous systems results in ill-conditioned system matrices, which seriously limit its application. Lastly, an algorithm to find the basis random variables of KL expansion for non-Gaussian processes, is developed. The basis random variables are obtained via nonlinear transformation of marginal cumulative distribution function using standard deviation. Results are obtained for three known skewed distributions, Log-Normal, Beta, and Exponential. In all the cases, it is found that the proposed algorithm matches very well with the known solutions and can be applied to solve non-Gaussian process using SSFEM.

Name thesis:degree_name

Ph. D.

Level thesis:degree_level

doctoral

Discipline thesis:degree_discipline

Aerospace and Ocean Engineering

Department dc:contributor.department

Aerospace and Ocean Engineering

Grantor dc:publisher

Virginia Tech

Year dc:date.issued

2006

Author dc:creator

• Mulani, Sameer B.

Chairs dc:contributor.committeechair

• Kapania, Rakesh K.
• Walters, Robert W.

Committee members dc:contributor.committeemember

• Singh, Mahendra P.
• Patil, Mayuresh J.

• metamodeling
• Monte-Carlo simulation
• random variable
• uncertainty quantification
• polynomial chaos
• random process
• probabilistic sound power sensitivity
• stochastic eigenvalue problem
• Karhunen-Loeve expansion

Statement dc:rights

• In Copyright

Licence dc:rights.uri

• http://rightsstatements.org/vocab/InC/1.0/

Dc Identifier Other

etd-08112006-125239

OAI identifier oai:identifier

oai:vtechworks.lib.vt.edu:10919/28617