8th. World Congress on Computational Mechanics (WCCM8) 5th European Congress on Computational Methods in Applied Sciences and Engineering (ECCOMAS 2008) June 30 –July 5, 2008 Venice, Italy

An unsteady adaptive stochastic finite elements uncertainty quantification method for fluid-structure interaction problems * Jeroen A.S. Witteveen and Hester Bijl Delft University of Technology Faculty of Aerospace Engineering Kluyverweg 1, 2629HS Delft [email protected], [email protected] Key Words: Uncertainty quantification, Adaptive stochastic finite elements, Fluid-structure interaction, Unsteady problems, Random parameters. ABSTRACT An Adaptive Stochastic Finite Elements approach for unsteady problems is developed. Unsteady solutions of dynamical systems are known to be sensitive to small input variations. Stochastic Finite Elements methods [1] usually require a fast increasing number of elements with time to capture the effect of random input parameters in these time-dependent problems. The resulting large number of samples required for resolving the long-term asymptotic stochastic behavior, results for computationally intensive fluid-structure interaction simulations in impractically high computational costs. The Unsteady Adaptive Stochastic Finite Elements (UASFE) formulation proposed in this paper maintains a constant interpolation accuracy in time with a constant number of samples. The approach is based on a time-independent parametrization of the sampled time series in terms of frequency, phase, amplitude, reference value, damping, and higher-period shape function [2]. This parametrization is interpolated using a robust Adaptive Stochastic Finite Elements method based on Newton-Cotes quadrature in simplex elements [3]. This approach requires a relatively low number of deterministic solves and preserves monotonicity and optima of the samples. In order to ensure the robustness of the method, (1) the elements are refined adaptively until convergence is reached in the L ∞ -norm, and (2) the parametrization error is computed to determine the time interval in which the UASFE approximation is valid. Results for a mass-spring-damper system and the Duffing equation with multiple random input parameters are presented. For the mass-spring-damper system the effect of positive and negative damping on the stochastic results is studied, see Figure 1. Input randomness assumed in a combination of the spring stiffness parameter and the damping parameter shows that a non-zero probability of negative damping results asymptotically in a diverging output standard deviation. In case of these two random parameters, the required number of samples for a converged UASFE approximation is a factor 2.6 · 10 3 smaller than for Monte Carlo simulation. The study of two random initial conditions for the Duffing equation illustrates that nonlinear dynamical systems with discontinuous solutions can be extremely sensitive to random initial conditions, see Figure 2. An amplification factor of 52 has been observed for the standard deviation. In the paper, results for the stochastic bifurcation behavior of a two-degree-of-freedom elastically mounted airfoil will also be presented.

REFERENCES [1] [2] [3]

R.G. Ghanem and P.D. Spanos. Stochastic finite elements: a spectral approach, SpringerVerlag, New York, 1991. J.A.S. Witteveen, G.J.A. Loeven, S. Sarkar, and H. Bijl. “Probabilistic Collocation for period-1 limit cycle oscillations”. J. Sound Vib., doi:10.1016/j.jsv.2007.09.017, 2007. J.A.S. Witteveen, G.J.A. Loeven, and H. Bijl. “An adaptive stochastic finite elements approach based on Newton-Cotes quadrature in simplex elements”. submitted, 2007.

(a) UASFE, Ns = 9 samples

(b) Monte Carlo, Ns = 1.2 · 105 samples

Figure 1: Two-dimensional response surface of x(t, ω) at t stop = 100 as function of the random stiffness K(ω) and damping C(ω) by two-dimensional Unsteady Adaptive Stochastic Finite Elements (UASFE) with Ne = 2 (Nesub = 46 , Ns = 9) and Monte Carlo (MC) simulation with N s = 1.2 · 105 for the mass-spring-damper system.

(a) UASFE x(t, ω)

(b) MC x(t, ω)

Figure 2: Two-dimensional response surface approximations for x(t stop , ω) as function of random initial conditions x0 (ω) and y0 (ω) by Unsteady Adaptive Stochastic Finite Elements (UASFE) with Ne = 64 (Nesub = 44 , Ns = 151) and Monte Carlo (MC) with Ns = 104 for the Duffing equation.

An unsteady adaptive stochastic finite elements ...

Jul 5, 2008 - illustrates that nonlinear dynamical systems with discontinuous solutions can be extremely sensitive to random initial conditions, see Figure 2. An amplification factor of 52 has been observed for the stan- dard deviation. In the paper, results for the stochastic bifurcation behavior of a two-degree-of-freedom.

537KB Sizes 1 Downloads 272 Views

Recommend Documents

Adaptive Finite Elements with High Aspect Ratio for ... - Springer Link
An adaptive phase field model for the solidification of binary alloys in two space dimensions is .... c kρsφ + ρl(1 − φ). ( ρv + (k − 1)ρsφvs. )) − div. (. D(φ)∇c + ˜D(c, φ)∇φ. ) = 0, (8) where we have set .... ena during solidif

Adaptive finite elements with high aspect ratio for ...
of grid points adaptive isotropic finite elements [12,13] have been used. Further reduction of ...... The initial solid grain is a circle of. Fig. 15. Dendritic growth of ...

Adaptive finite elements with high aspect ratio for ...
Institut d'Analyse et Calcul Scientifique, Ecole Polytechnique Fйdйrale de Lausanne, 1015 Lausanne, ..... degrees of freedom, the triangles may have large aspect ..... computation of solidification microstructures using dynamic data structures ...

Finite-model adaptive control using an LS-like algorithm
Oct 30, 2006 - squares (LS)-like algorithm to design the feedback control law. For the ... problem, this algorithm is proposed as an extension of counterpart of ...

An hp-adaptive Finite Element (FE)
given domain Ω with prescribed material data and boundary conditions. Maxwell's ... In the case of a conductor (σ > 0), the free charges move, and we cannot prescribe them. ...... distances 10−2 − 100 from the corner on the decibel scale.

Simplex Elements Stochastic Collocation for ...
uncertainty propagation step is often computationally the most intensive in ... These input uncertainties are then propagated through the computational model.

24 Adaptive reliable shortest path problem in stochastic traffic ...
There was a problem loading more pages. Retrying... Whoops! There was a problem previewing this document. Retrying... Download. Connect more apps.

Finite-model adaptive control using an LS-like algorithm
Oct 30, 2006 - stability of Astro¨m-Wittenmark (minimum variance) self-tuning regulator (AW-STR), which was proposed for linear control systems and based on the idea of least squares, was ever a long standing open problem (see [21–24]) until about

Finite-model adaptive control using an LS-like ... - Wiley Online Library
Oct 30, 2006 - To track a sequence of deterministic signals fyn t g; ..... By the last three steps, we have defined function fkًءق for each k: Now we need to check.

An unfitted hp-adaptive finite element method based on ...
Dec 16, 2012 - hierarchical B-splines for interface problems of complex geometry ... Besides isogeometric analysis, which has gained huge attention during the past few years (Hughes et al., .... Figure 2: B-spline basis functions of increasing polyno

Finite-model adaptive control using WLS-like algorithm
viewed also as unmodeled dynamics when we use model HK. This paper was not presented at any IFAC meeting. This paper was recommended for publication ...

Several Algorithms for Finite-Model Adaptive Control
Mathematics of Control, Signals, and Systems manuscript No. (will be inserted by the ...... Safonov MG, Cabral B (2001) Fitting controllers to data. Systems and ...

A Self-Adaptive Goal-Oriented hp Finite Element ...
Nov 18, 2005 - We illustrate the efficiency of the method with 2D numerical ... alternate current (AC) resistivity logging instruments in a borehole environment with steel ... Among those algorithms, a self-adaptive, energy-norm based, hp-Finite.

Parallel Adaptive Finite Element Methods for ... -
This chapter is arranged in the following way: in §4.1, we introduce the notation and several of the basic ideas associated with continuation schemes, as well as giving several references to relevant literature. In §4.2 we discuss the solution of a

Simplex Elements Stochastic Collocation in Higher ... - Jeroen Witteveen
Center for Turbulence Research, Stanford University,. Building ...... The points ξk outside Ξ and the extrapolation elements Ξj ⊂ Ξex are denoted by open circles.

Direct adaptive control using an adaptive reference model
aNASA-Langley Research Center, Mail Stop 308, Hampton, Virginia, USA; ... Direct model reference adaptive control is considered when the plant-model ...

ePUB Nonlinear Finite Elements for Continua and ...
XFEM Accompanied by a website hosting a solution manual and. MATLAB® and FORTRAN code. Nonlinear Finite Elements for. Continua and Structures ...

Introduction to Finite Elements in Engineering, 3rd Ed, T.R. ...
Introduction to Finite Elements in Engineering, 3rd Ed, T.R.Chandrupatla.pdf. Introduction to Finite Elements in Engineering, 3rd Ed, T.R.Chandrupatla.pdf. Open.