Optimized Equivalent Linearization for Random Vibration

Fuente: arXiv
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Autore principale: Wang, Ziqi
Natura: Preprint
Pubblicazione: 2022
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author Wang, Ziqi
author_facet Wang, Ziqi
contents A fundamental limitation of various Equivalent Linearization Methods (ELMs) in nonlinear random vibration analysis is that they are approximate by their nature. A quantity of interest estimated from an ELM has no guarantee to be the same as the solution of the original nonlinear system. In this study, we tackle this fundamental limitation. We sequentially address the following two questions: i) given an equivalent linear system obtained from any ELM, how do we construct an estimator so that, as the linear system simulations are guided by a limited number of nonlinear system simulations, the estimator converges on the nonlinear system solution? ii) how to construct an optimized equivalent linear system such that the estimator approaches the nonlinear system solution as quickly as possible? The first question is theoretically straightforward since classical Monte Carlo techniques such as the control variates and importance sampling can improve upon the solution of any surrogate model. We adapt the well-known Monte Carlo theories into the specific context of equivalent linearization. The second question is challenging, especially when rare event probabilities are of interest. We develop specialized methods to construct and optimize linear systems. In the context of uncertainty quantification (UQ), the proposed optimized ELM can be viewed as a physical surrogate model-based UQ method. The embedded physical equations endow the surrogate model with the capability to handle high-dimensional random vectors in stochastic dynamics analysis.
format Preprint
id arxiv_https___arxiv_org_abs_2208_08991
institution arXiv
publishDate 2022
record_format arxiv
spellingShingle Optimized Equivalent Linearization for Random Vibration
Wang, Ziqi
Optimization and Control
Computational Engineering, Finance, and Science
A fundamental limitation of various Equivalent Linearization Methods (ELMs) in nonlinear random vibration analysis is that they are approximate by their nature. A quantity of interest estimated from an ELM has no guarantee to be the same as the solution of the original nonlinear system. In this study, we tackle this fundamental limitation. We sequentially address the following two questions: i) given an equivalent linear system obtained from any ELM, how do we construct an estimator so that, as the linear system simulations are guided by a limited number of nonlinear system simulations, the estimator converges on the nonlinear system solution? ii) how to construct an optimized equivalent linear system such that the estimator approaches the nonlinear system solution as quickly as possible? The first question is theoretically straightforward since classical Monte Carlo techniques such as the control variates and importance sampling can improve upon the solution of any surrogate model. We adapt the well-known Monte Carlo theories into the specific context of equivalent linearization. The second question is challenging, especially when rare event probabilities are of interest. We develop specialized methods to construct and optimize linear systems. In the context of uncertainty quantification (UQ), the proposed optimized ELM can be viewed as a physical surrogate model-based UQ method. The embedded physical equations endow the surrogate model with the capability to handle high-dimensional random vectors in stochastic dynamics analysis.
title Optimized Equivalent Linearization for Random Vibration
topic Optimization and Control
Computational Engineering, Finance, and Science
url https://arxiv.org/abs/2208.08991