• Structural Engineering and Mechanics
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• v.28 no.2
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• pp.129-152
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• 2008

This paper considers the solution of the stochastic differential equations (SDEs) with random operator and/or random excitation using the spectral SFEM. The random system parameters (involved in the operator) and the random excitations are modeled as second order stochastic processes defined only by their means and covariance functions. All random fields dealt with in this paper are continuous and do not have known explicit forms dependent on the spatial dimension. This fact makes the usage of the finite element (FE) analysis be difficult. Relying on the spectral properties of the covariance function, the Karhunen-Loeve expansion is used to represent these processes to overcome this difficulty. Then, a spectral approximation for the stochastic response (solution) of the SDE is obtained based on the implementation of the concept of generalized inverse defined by the Neumann expansion. This leads to an explicit expression for the solution process as a multivariate polynomial functional of a set of uncorrelated random variables that enables us to compute the statistical moments of the solution vector. To check the validity of this method, two applications are introduced which are, randomly loaded simply supported reinforced concrete beam and reinforced concrete cantilever beam with random bending rigidity. Finally, a more general application, randomly loaded simply supported reinforced concrete beam with random bending rigidity, is presented to illustrate the method.

• Structural Engineering and Mechanics
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• v.28 no.3
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• pp.281-294
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• 2008

In this paper, linear elastic isotropic structures under the effects of both stochastic operators and stochastic excitations are studied. The analysis utilizes the spectral stochastic finite elements (SSFEM) with its two main expansions namely; Neumann and Homogeneous Chaos expansions. The random excitation and the random operator fields are assumed to be second order stochastic processes. The formulations are obtained for the system solution of the two dimensional problems of plane strain and plate bending structures under stochastic loading and relevant rigidity using the previously mentioned expansions. Two finite element programs were developed to incorporate such formulations. Two illustrative examples are introduced: the first is a reinforced concrete culvert with stochastic rigidity subjected to a stochastic load where the culvert is modeled as plane strain problem. The second example is a simply supported square reinforced concrete slab subjected to out of plane loading in which the slab flexural rigidity and the applied load are considered stochastic. In each of the two examples, the first two statistical moments of displacement are evaluated using both expansions. The probability density function of the structure response of each problem is obtained using Homogeneous Chaos expansion.

• Journal of the Computational Structural Engineering Institute of Korea
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• v.13 no.3
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• pp.373-384
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• 2000

To assess the safety of nonlinear steel frame structures subjected to short duration dynamic loadings, especially seismic loading, a nonlinear time domain reliability analysis procedure is proposed in the context of the stochastic finite element concept. In the proposed algorithm, the finite element formulation is combined with concepts of the response surface method, the first order reliability method, and the iterative linear interpolation scheme. This leads to the stochastic finite element concept. Actual earthquake loading time-histories are used to excite structures, enabling a realistic representation of the loading conditions. The assumed stress-based finite element formulation is used to increase its efficiency. The algorithm also has the potential to evaluate the risk associated with any linear or nonlinear structure that can be represented by a finite element algorithm subjected to seismic loading or any short duration dynamic loading. The algorithm is explained with help of an example and verified using the Monte Carlo simulation technique.

• KSCE Journal of Civil and Environmental Engineering Research
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• v.26 no.1A
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• pp.21-33
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• 2006

The reliability analysis can be conducted more effectively by formulating the stochastic finite element method suitable for the reliability theory about the cable stayed bridge. After conducting the initial equilibrium analysis of the cable stayed bridge, the program which can conduct the linear and nonlinear stochastic finite element analysis using the perturbation method and the reliability analysis considered to the correlation of the random variable is developed. Using the results of this program about the cable stayed bridge, the characteristic of the node displacement, element force and cable tension according to the correlation of the random variable is investigated quantitatively. Also the reliability index and the failure probability are examined by the compounding the correlation of the random variable.

• Magazine of the Korean Society of Agricultural Engineers
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• v.36 no.1
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• pp.116-127
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• 1994

A reliability analysis model for the frame structure which grafts the discretized ideal plastic method to the stochastic finite element method is introduced. The proposed method simmulates realistically the sequencial occurrence of plastic hinges and yields the probability of failure directly from the geometrical and material properties of a frame structure. The presented method can also take into account the uncertainties inherent in loads and resisten- ces through the stochastic finite element technique. The analysis results are compared with those of the Monte Carlo Simmulation, the Bound Theory, and the fs-unzipping method, and show good agreement.

• KSCE Journal of Civil and Environmental Engineering Research
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• v.13 no.1
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• pp.55-63
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• 1993

Finite element analyses are conducted with stochastic elastic moduli when truss structures are subjected to static loads of a deterministic nature. Stochastic stiffness matrix is derived from stochastic shape functions and numerical analyses are performed within the framework of the Monte Carlo method. Analysis methods are verified for the space truss and applied to cable stayed bridge for determining the cable force.

• Journal of the Korean Mathematical Society
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• v.54 no.1
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• pp.193-213
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• 2017

We investigate an efficient approximation of solution to stochastic Burgers equation driven by an additive space-time noise. We discuss existence and uniqueness of a solution through the Orstein-Uhlenbeck (OU) process. To approximate the OU process, we introduce the Karhunen-$Lo{\grave{e}}ve$ expansion, and sparse grid stochastic collocation method. About spatial discretization of Burgers equation, two separate finite element approximations are presented: the conventional Galerkin method and Galerkin-conservation method. Numerical experiments are provided to demonstrate the efficacy of schemes mentioned above.

• Proceedings of the Computational Structural Engineering Institute Conference
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• 2007.04a
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• pp.465-470
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• 2007

In order to investigate the stochastic behavior of Mindlin plate under imperfection in the material and geometrical parameters, a stochastic finite element formulation is proposed. The effects of inter-correlations between random parameters on the response variability are also observed. The contribution from the random Poisson ratio is taken into account adopting a stochastic decomposition scheme. which expands the constitutive matrix into an infinite series of sub-matrices. In order to demonstrate the adequacy of the proposed scheme, a square plate with simple and fixed support is taken as an example, and the results are compared with those given in previous research in the literature as well as with the results of Monte Carlo analysis.

• Structural Engineering and Mechanics
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• v.56 no.5
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• pp.767-785
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• 2015

The stochastic finite element method is employed to obtain a stochastic dynamic model of angled beams subjected to impact loads when uncertain material properties are described by random fields. Using the perturbation technique in conjunction with a precise time integration method, a random analysis approach is developed for efficient analysis of random elastic waves. Formulas for the mean, variance and covariance of displacement, strain and stress are introduced. Statistics of displacement and stress waves is analyzed and effects of bend angle and material stochasticity on wave propagation are studied. It is found that the elastic wave correlation in the angled section is the most significant. The mean, variance and covariance of the stress wave amplitude decrease with an increase in bend angle. The standard deviation of the beam material density plays an important role in longitudinal displacement wave covariance.

• Structural Engineering and Mechanics
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• v.3 no.3
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• pp.273-287
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• 1995

Stochastic response of systems to random excitation can be estimated by direct integration methods in the time domain such as the stochastic central difference method (SCDM). In this paper, the SCDM is applied to compute the variance and covariance in response of linear and nonlinear structures subjected to random excitation. The accuracy of the SCDM is assessed using two-DOF systems with both deterministic and random material properties excited by white noise. For the former case, closed-form solutions can be obtained. Numerical results also are presented for a simply supported geometrically nonlinear beam. The stiffness of this beam is modeled as a random field, and the beam is idealized by the stochastic finite element method. A perturbation technique is applied to formulate the equations of motion of the system, and the dynamic structural response statistics are obtained in a time domain analysis. The effect of variations in structural parameters and the numerical stability of the SCDM also are examined.