Stochastic Structural Dynamics

Lecture-10
Random vibrations of sdof systems-2
Dr C S Manohar
Department of Civil Engineering
Professor of Structural Engineering
Indian Institute of Science
Bangalore 560 012 India
manohar@civil.iisc.ernet.in

Recall

SDOF systems under harmonic loads

Resonance
DMF and phase spectrum
Transient and steady state
Indicial response function
Impulse response function
2

P
lim x t DMF cos t
t
K

f (t ) P cos t

10

3.5

eta=0.01
eta=0.02
eta=0.05
eta=0.3

2.5

DMF

phase

10

10

2
1.5

1
0.5

10

-1

0.5

1.5
r

2.5

0.5

1.5
r

f (t ) U (t )

dU
f (t ) (t )
dt

x(t ) G (t )

dG
x(t ) h(t )
dt

x 10

damped indical response

-3

1.8
1.6
1.4

sind t)
G(t) 1 exp(t) cosd t
2

k
(1 )

1
0.8
0.6
0.4
0.2
0

10

12

14

time s

10

x 10

damped impulse respons

-3

8
6
4

h(t)

dG
1
exp(t)sind t

dt md

h(t)

x(t) m

1.2

2
0
-2
-4
-6
-8

8
time s

Note: the effect of applying impulse at t=0

is equivalent to imparting an initial velocity at t=0

mh ch kh 0
h(0) 0 h(0) 1/ m
h(t ) exp t A cos d t B sin d t
h(0) 0 A 0
h(t ) B exp t sin d t
h t B exp t sin d t B exp t d cos d t
h 0 1 B
d
m
1
h t
exp t sin d t
md
6

Generalization: nth order differential equation

n

n 1

d h
d h
dh
n 1 n 1 1
0h 0
n
dt
dt
dt
dh
d n2 h
d n 1h
h 0 0; 0 0; ; n 2 0 0; n 1 0 1
dt
dt
dt

Response to arbitrary excitation and Duhamels integral

mx cx kx f (t )
x(0) x0
x (0) x0

Duhamels integral & response to arbitrary excitation

Approximate f(t) as a train of impulses
dx(t)=response at t due to a single impulse at t=
of magnitude f( )d
X(t)=total response due to all the impulses

10

mx cx kx f (t )
x(0) x0 ; x(0) x0
x(t ) CF PI x cf (t ) xpi (t )
dx(t ) h(t ) f ( )d
t

xpi (t ) h(t ) f ( )d
0

x(t ) exp(t ) A cos d t B sin d t h(t ) f ( )d

0

11

x(t ) exp(t ) A cos d t B sin d t h(t ) f ( )d

0

x(0) x0 A

x t exp(t ) A cos d t B sin d t

t

d
exp(t ) Ad sin d t Bd cos d t h(t ) f ( )d
dt 0

12

Digress:


f x,
d
dq
dg
f x, d
d
f x, q x
f x, g x

x
dx g x
dx
dx
g x
q x

q x

x0 x0
x(t ) exp(t ) x0 cos d t
cos d t

(1 2 )
t

h(t ) f ( )d
0

For systems starting from rest, Duhamel's integral provides the

complete solution.
13

Example: A sdof system is excited by the force f(t) as shown.

Assume that the system starts from rest.
Write down the expression for the response valid for any time t.

F0
F (t ) t 0 t T0
T0
F0
t 2 F0 T0 t 2T0
T0
0 t 2T0

14

F0
x(t ) h(t )d
T
0 0

0 t T0

t
F0

F0
h(t )d 2 F0 h(t )d
T
T0

0 0
T0
T0

T0

F0
h(t )d
T
0 0

2T0

T0

F0

2 F0 h(t )d
T0

T0 t 2T0

t 2T0

15

n
o
i
t
a
u
q
e
l
a
i
t
n
e
r
e
f
f
i
d
r
e
d
r
o

h
t

:
n
o
i
t
a
z
i
l
a
r
e
n
e
G
n

dnx
d n 1 x
dx
n 1 n 1 1 0 x f (t )
n
dt
dt
dt
n 1
dx
d n2 x
h
(1)
(2) d
x 0 x0 ; 0 x0 ; ; n 2 0 x0 ; n 1 0 x0( n 1)
dt
dt
dt
Recall : definition of impulse response function
d n 1h
dh
d nh
n 1 n 1 1
0h 0
n
dt
dt
dt
dh
d n2 h
d n 1h
h 0 0; 0 0; ; n 2 0 0; n 1 0 1
dt
dt
dt
x t CF PI
n

i 1

ai xi t f h t d
16

SDOF system under harmonic loads

mx cx kx exp it
lim x t H exp it
t

1
H m, c, k ,
m 2 ci k

1/ m
Frequency Response Function (FRF)
H 2
2
i 2

17

Relationship between impulse response function (IRF)

and frequency response response function (FRF)

1
x(t )
2

1
f (t )
2
X ( )

X ( ) exp(it )dt

F ( ) exp(it )dt

x(t ) exp(it )d

F ( )

f (t ) exp(it )d

18

x(t ) h(t ) f ( )d
0

h(t ) f ( )d

f (t ) 0t 0

h(t ) f ( )d

h(t ) 0t 0

Causal systems
19

x(t )

h(t ) f ( )d

h(t )
F ( ) exp i d d

F ( ) h t exp(i )d d

2
1

F ( ) h u exp i t u du d

F ( ) H ( ) exp(it )d

X F ( ) H ( )

20

Convolution in time domain

is equivalent to multiplication in
frequency domain
t

h(t ) * f (t ) h t f d H F
0

One of the advantages of frequency domain

analysis in linear vibration analysis

21

Consider

Introduce

f (t )
x 2 n x x
m
2
n

1
x(t )
2
1
x(t )
2
1
x(t )
2

X ( ) exp(it )d

iX ( ) exp(it )d

X ( ) exp(it )d

22


F
2
2
i 2n n X
exp(it )d 0
m

F ( ) / m
X 2
F ( ) H ( )
2
(n ) i 2n

1/ m
where H ( ) 2
(n 2 ) i 2n

23

Furthermore, consider

exp(it )
x 2 n x x
m
Let x(t ) X ( ) exp(it )
1/ m
x(t ) 2
exp(it )
2
(n ) i 2 n
2
n

Finally

f (t ) (t ) F ( ) 1
Here X ( ) H ( )
24

LTI

x(t ) h(t ) f ( )d

F ( )

LTI

X ( ) H ( ) F ( )

(t )

LTI

h (t )

exp(it )

LTI

H ( ) exp(it )

f (t )

f (t ) F ( )
x(t ) X ( )
h(t ) H ( )

Input-output relations for linear time invariant systems

25

Randomly excited dynamical systems

mx cx kx f t
x 0 x0 ; x 0 x0
f t : a random process
Completely specified
Not necessarily stationary
Not necessarily Gaussian
26

27

Problem of Uncertainty Propagation

Given complete description of f (t )
can we obtain the complete description
of response process x(t )?

28

Samples
of f (t ), x 0 , x 0

h t

Samples
of x(t ) ?

f (t ), x 0 , x 0

x t ?

p f ; t

px ; t ?

m f t f t

mx t ?

C ff t1 , t2

Cxx t1 , t2 ?

f t1 m f t1 f t2 m f t2

29

Input output relations in time domain

t
x0 x0
x(t ) exp(t ) x0 cos d t
cos d t h(t ) f ( )d

0
(1 2 )

Given the ensemble of f (t ) we can

determine the ensemble of x(t ) using
this relation
Propagation of uncertainty in inputs to the outputs
follows laws of mechanics.
30

Mean response

x0 x0
x(t ) exp(t ) x0 cos d t
cos d t
2

(1 )
t

h(t ) f ( )d
0

t
x0 x0
cos d t h(t ) f ( ) d
x(t ) exp(t ) x0 cos d t
2

0
(1 )

t
x0 x0
cos d t h(t )m f d
mx t exp(t ) x0 cos d t
2

0
(1 )

31

Knowledge of mean of the excitation process

helps us to determine the mean
of the response process.
Without loss of generality we will assume
that the system starts from rest and
Mean of f(t) is zero.

mX t 0
32

x(t ) h(t ) f d
0

x t1 x t2

t1 t2

h(t ) f h(t
1

2 ) f 2 d1d 2

0 0

t1 t2

Rxx t1 , t2 h(t1 1 )h(t1 1 ) f 1 f 2 d1d 2

0 0

t1 t2

Rxx t1 , t2 h(t1 1 )h(t1 1 ) R ff 1 , 2 d1d 2

0 0

Knowledge of autocovariance of the excitation process

helps us to determine the autocovariance of
of the response process.
33

t1 t2

Rxx t1 , t2 h(t1 1 )h(t2 2 ) R ff 1 , 2 d1d 2

0 0

Let t1 t2 t
t t

Rxx t, t x2 t h(t 1 )h(t 2 ) R ff 1, 2 d1d 2

0 0

Knowledge of the variance of the input is not adequate

to determine the variance of the output.
Knowledge of autocovariance of the excitation process
is needed to determine the variance of
of the response process.
34

x(t ) h(t ) f d
0

x t1 x t2 x t3

t1 t2 t3

h(t ) f h(t
1

2 ) f 2 h(t3 3 ) f 3 d1d 2 d 3

0 0 0

t1 t2 t3

h(t1 1 )h(t2 2 )h(t3 3 ) f 1 f 2 f 3 d1d 2d 3

0 0 0

Knowledge of third order moment of input is adequate

to determine the third order moment of the response process
In general for LTI systems
knowledge of nth order moment of input is adequate
to determine the nth order moment of the response process
Note: this is not true for nonlinear systems

35

Example
x x f (t )
x(0) x0

f t zero mean, Gaussian white noise

f t 0; f t1 f t2 I 0 t2 t1

Impulse response function

x x 0
x(0) 1
x t A exp t
h t exp t
36

x x f (t )
x(0) x0

x t a exp t h t f d
x 0 x0 a x0

Let x0 0
t

x t exp t f d
0

37

x t exp t f d
0

x t exp t f d 0
0

t1 t2

x t1 x t2 exp t1 1 exp t2 2 f 1 f 2 d 1d 2
0 0

t1 t2

exp t1 1 exp t2 2 I 0 1 2 d 1d 2
0 0

t2

I 0 exp t1 2 exp t2 2 d 2
0

t2

I 0 exp t1 t2 exp 2 2 d 2
0

38

t2

Rxx t1 , t2 I 0 exp t1 t2 exp 2 2 d 2

0

exp 2
I 0 exp t1 t2

0
I0
exp t2 t1 exp t1 t2

I0
2
x t
1 exp 2 t

2
t2

39

What happens for large times?

I0
Rxx t1 , t2
exp t2 t1 exp t1 t2
2
I0
lim Rxx t1 , t2
exp Rxx
t1
2
t
2

t2 t1

I0
lim
t1
2
t
2
x

t2 t1 0

40

Remarks
Forsmalltimestheresponseisanonstationary
randomprocessandisdependentoninitial
conditions
Astimebecomeslargetheresponsebecomesa
stationaryrandomprocess.

41

Stochastic transient state Nonstationary response

Stochastic steady state stationary response
Mean 0
Autocovariance is a function of time lag
Variance is time invariant

42

10
9
8

alpha=1
2
0.5

variance

6
5
4
3
2
1
0

0.5

1.5

2.5
time s

3.5

4.5

43

Deterministic steady state versus

stochastic steady state

Response under harmonic excitation

x x cos t
x 0 x0

cos t sin t

x t x0 2
exp t
2
2
2

For small times, response is aperiodic and

depends on initial conditions.
For large times, response becomes periodic
-harmonic at the driving frequency.
44

4
x(0)=3
=-4
=-1

3
2

x(t)

1
0
-1
-2
-3
-4

10

20

30

40

50

60

70

time s

45

1
0.5
0
-0.5

x(t)

-1
-1.5
-2

alpha=0.1
=-0.05
=1

-2.5
-3
-3.5

20

40

60

80

100

120

140

time s

46