111

St ochast i c St r uc t ur al Dynami c s
Lec t ur e-12
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
Random vibrations of sdof systems-4
2
2
In general, for LTI systems, the
knowledge of n
th
order moment of input is adequate
to determine the n
th
order moment of the response process.
Stochastic steady state
Transients: nonstationarity
Steady state: stationarity
Recall
System is damped
Excitation is stationary
-
-
Conditions to be satisfied for existence of steady state
3
3
( )
ff
S e
( ) ( ) ( )
2
xx ff
S H S e e e =
( )
2
H e
Frequency
Domain
I/O relations
4
SDOF system under stationary random excitation
( )
( ) ( )
( ) ( ) ( ) ( )
( ) ( ) ( )
( ) ( ) ( )
1 2 2 1
0
0
0 0; 0 0
0;
0
ff
t
t
mx cx kx f t
x x
f t f t f t R t t
x t h t f d
x t h t f d
t t t
t t t
+ + =
= =
= =
=

= =
}
}

5
( ) ( ) ( ) ( )
( ) ( ) ( )
( )
( )
1 2
1 2
1 2
1 2
1 2 1 1 1 2 2 2 1 2
0 0
1 2 1 1 2 2 1 2 1 2
0 0
1 1 2 2 1 2 1 2
0 0
1 1 2 2 2 1 1 2
0 0
( ) ( )
, ( ) ( )
( ) ( ) ,
( ) ( )
t t
t t
xx
t t
ff
t t
ff
x t x t h t f h t f d d
R t t h t h t f f d d
h t h t R d d
h t h t R d d
t t t t t t
t t t t t t
t t t t t t
t t t t t t
=
=
=
=
} }
} }
} }
} }
6
( ) ( ) ( )
( ) ( ) ( )
exp
1
exp
2
XX XX
XX XX
S R i d
R S i d
e t et t
t e et e
t

=
=
}
}
Recall
( ) ( )
( )
0
1
cos
: Physical PSD
ff ff
ff
R S d
S
t t
t

= O O O
O
}
7
( ) ( )
( ) ( )
( ) ( )
( ) ( )
1 2
1 2
1 2
1 2 1 1 2 2 2 1 1 2
0 0
1 1 2 2 1 2 1 2
0 0 0
1 1 2 2 1 2 1 2
0 0 0
1 2
0
, ( ) ( )
( ) ( ) cos
( ) ( )cos
, ,
t t
xx ff
t t
ff
t t
ff
ff
R t t h t h t R d d
h t h t S d d d
S h t h t d d d
S t t d
t t t t t t
t t t t t t
t t t t t t

=
(
= O O O
(



= O O O
`

)
= O O O
} }
} } }
} } }
}
H
8
( ) ( )
1 2
1 2 1 1 2 2 1 2 1 2
0 0
, , ( ) ( )cos
t t
t t h t h t d d t t t t t t O = O
} }
H
Time dependent frequency response function
( )
( )
1
2
2 1
1 2
1 2
Questions
What is the nature of , , ?
lim , , ?
Do we recover steady state I/O relations?
t
t
t t
t t
t t
t

= <
O
O =
H
H
9
( ) ( ) ( )
( )
( )
( )
2
1 2 2 1
1 1 1 2 1 2
2
1 2 2 1 2 1
2
2 2 2
1 2 1 2
, , [cos
exp cos sin cos sin sin
1
exp cos sin cos sin sin
1
exp cos cos
d d d
d
d d d
d
d d
t t H t t
t t t t t t
t t t t t t
t t t t
q
qe e e e
e
q
q
qe e e e
e
q
q e
qe e e
O = O O +

| |
O
| + O + O
`
|

\ .
)

| |
O
| + + O + O
`
|

\ .
)
+O
( + + +

H
( )
1 2 1 2
2
2
sin sin sin ]
1
d d d
d
t t t t
q
e e e
e
q


+ +
`

)
1
( ) exp( ) sin
d
d
h t t t
m
qe e
e
= Recall
( )
( )
( )
( )
1 2
2
2
2
2 2 2
, , Time dependent transfer function
1
2
t t
H
m e qe
O =
O =
(
O + O
(

H
10
( ) ( )
1
2
2 1
2
1 2
lim , , cos
t
t
t t
t t H
t
t

= <
O = O O H
( ) ( ) ( )
( ) ( ) ( )
1
2
2 1
2
0
2
lim cos
xx ff
t
t
t t
xx ff
R S H d
S H S
t
t t t

= <

= O O O

O = O O
}
This agrees with the frequency domain I/O relation obtained earlier
directly using the definition of PSD function.
11
( ) ( ) ( )
( ) ( )
( )
( ) ( )
( )
( )
( )
( )
2
2
2
0
2
2
2
2 2 2
2
2
2
2 2 2
0
Example: Physical psd for white noise process
( / )
2
( / )
2
xx ff
xs ff
ff
xx
xs
S H S
H S d
I
S
I I
S H
m
I
d
m
o
t
t
t
e qe
t
o
e qe

O = O O

= O O O
O = =

O = O =
(
O + O
(

= O
(
O + O
(

}
}
12
( )
( )
2
2
2
2 2 2
0
( / )
2
xs
I
d
m
t
o
e qe

= O
(
O + O
(

}
Exercise
Use residue theorem and evaluate the above integral
and show that the result agrees with the one obtained
already
13
( )
( )
( ) ( ) ( )
( ) ( ) ( )
( )
( )
( )
( )
( ) ( )
{ }
( )
( ) ( )
( ) ( ) ( )
( )
2
2 1
0 1 2 1
2
0 1 2
2
0 0
1 1
0 1 0 1
2 2
0 1 2 0
0 1
2
2
0 1 2
0 1 2
2
2
0 3 0 2 1 0 1
0 1 2
3
2 3
0 1 2 3
1
2
2
3
n n
n
n
n
n
n
n
n
I H d
B i B i B i B
H
A i A i A i A
B B
n H I
A i A A A
A B A B
B i B
n H I
A A A
A i A i A
A A B B B A A B
B i B i B
n H I
A i A i A i A
e e
e e e
e
e e e
t
e
e
t
e
e
e e
t
e e
e
e e e

=
+ + + +
=
+ + + +
= = =
+
+
+
= = =
+ +

+ +
= = =
+ + +
}

{ }
( )
2 2
2 2 3 0
0 3 0 3 1 2
A A B
A A A A A A

Useful integrals
14
Approximationforbroadbandexcitations.
( )
2
H O
( ) ( )
( ) ( )
2
2
0
2
0
xs ff
ff n
H S d
S H d
o
e

= O O O
~ O O
}
}
0 2 4 6 8 10 12 14 16 18 20
10
-5
10
-4
10
-3
10
-2
10
-1
frequency rad/s
p
s
d
,
F
R
F
FRF*FRF*
psd
15
0 2 4 6 8 10 12 14 16 18 20
10
-7
10
-6
10
-5
10
-4
10
-3
10
-2
10
-1
frequency rad/s
p
s
d
,
F
R
F
FRF*FRF*
psd
The approximation would not be acceptable here
16
SDOF system under non-stationary random excitation
( )
( ) ( )
( ) ( ) ( ) ( )
( ) ( ) ( )
( ) ( ) ( )
1 2 2 1
0
0
( )
0 0; 0 0
0;
( ) Deterministic modulating (envelope) function
( )
( ) 0
ff
t
t
mx cx kx e t f t
x x
f t f t f t R t t
e t
x t h t e f d
x t h t e f d
t t t t
t t t t
+ + =
= =
= =
=
=

= =
}
}

17
( ) ( ) ( ) ( ) ( ) ( )
( ) ( ) ( ) ( ) ( )
( ) ( ) ( )
( ) ( ) ( )
1 2
1 2
1 2
1 2
1 2 1 1 1 1 2 2 2 2 1 2
0 0
1 2 1 1 2 2 1 2 1 2 1 2
0 0
1 1 2 2 1 2 1 2 1 2
0 0
1 1 2 2 1 2 2 1 1 2
0 0
( ) ( )
, ( ) ( )
( ) ( ) ,
( ) ( )
t t
t t
xx
t t
ff
t t
ff
x t x t h t e f h t e f d d
R t t h t h t e e f f d d
h t h t e e R d d
h t h t e e R d d
t t t t t t t t
t t t t t t t t
t t t t t t t t
t t t t t t t t
=
=
=
=
} }
} }
} }
} }
18
( ) ( ) ( ) ( )
( ) ( ) ( ) ( )
( ) ( ) ( ) ( )
( ) ( )
1 2
1 2
1 2
1 2 1 1 2 2 1 2 2 1 1 2
0 0
1 1 2 2 1 2 1 2 1 2
0 0 0
1 1 2 2 1 2 1 2 1 2
0 0 0
1 2
0
, ( ) ( )
( ) ( ) cos
( ) ( ) cos
, ,
,
t t
xx ff
t t
ff
t t
ff
ff
R t t h t h t e e R d d
h t h t e e S d d d
S h t h t e e d d d
S t t d
t t t t t t t t
t t t t t t t t
t t t t t t t t

=
(
= O O O
(



= O O O
`

)
= O O O
O
} }
} } }
} } }
}
H
H
( ) ( ) ( ) ( )
( ) ( ) ( )
( ) ( ) ( ) ( )
1 2
1 2 1 1 2 2 1 2 1 2 1 2
0 0
2
0
1 2 1 2 1 2 1 2
0 0
, ( ) ( ) cos
,
, ( ) ( ) cos
t t
x ff
t t
t t h t h t e e d d
t S t d
t h t h t e e d d
t t t t t t t t
o
t t t t t t t t

= O
= O O O
O = O
} }
}
} }
H
H
19
( ) ( ) ( ) ( )
( )
( )
( ) ( )
1 2
1 2 1 1 2 2 1 2 1 2 1 2
0 0
1 2 1 2
, , ( ) ( ) cos
Behavior of , , for , depends on behavior of
for large times.
Clearly, if lim 0, lim , 0
No steady state exists.
t t
t t
t t h t h t e e d d
t t t t
e t
e t t
t t t t t t t t

O = O
O
O

} }
H
H
H
20
Structural vibration during earthquakes
Vehicles travelling on rough roads
-
-
SDOF systems under random support motions
21
Vehicle taxiing on rough road
( ) ( )
( ) ( )
2 2
2 2
0.5 0.5 0
with (0) & (0) specified.
0.5 0.5
( )
d
mu c u y x vt at k u y x vt at
dt
u u
du d
mu c ku c y x vt at k y x vt at
dt dt
f t
( (
+ = + + = + =

( (
+ + = = + + = +

=

, a
22
| | | |
( ) ( )
( )
0 0
2 2
0
0 ; 0
2 2
t t t
t t t t
t n t n t n n
mz c z x k z x
z z z z
z z z x x qe e qe e
+ + =
= =
+ + = +



t
z z x =
( ) ( ) ( ) ( )
0 0
2
0 0 ; 0 0
2
t t
n n
mz cz kz mx
z z x z z x
z z z x qe e
+ + =
= =
+ + =



Total displacement
Relative displacement
Support displacement
t
z
z
x
=
=
=
23
Steady state Random vibration analysis
Analysis of total displacement
( )
( ) ( )
( ) ( )| | ( ) ( ) ( )
( ) ( ) ( ) ( )
( ) ( )
( ) ( )
2 2
0 0
2
0
2
2
4
2
2
2 4
2 2 ; 0 ; 0
exp cos sin 2
Steady state
2
PSD of support displacement
2
t t
t
t n t n t n n t t t t
t
t d d n n
z z n n XX
XX
z n n
z z z x x z z z z
z t t A t B t h t x x d
S H S
S x t
H S
qe e qe e
qe e e t qe t e t t
e e e qe e e
e
o e e qe e
+ + = + = =
(
= + +

(
= +

=
(
= +

}

( )
0
XX
d e e

}
24
Steady state Random vibration analysis
Analysis of relative displacement
( ) ( ) ( ) ( )
( ) ( )| | ( ) ( )
( ) ( ) ( ) ( ) ( )
( ) ( )
2
0 0
0
2 2
2 4 2
2
2 4 2
0
2 ; 0 0 ; 0 0
exp cos sin
Steady state
n n t t
t
d d
zz xx xx
z xx
z z z x z z x z z x
z t t A t B t h t mx d
S H m S H m S
H m S d
qe e
qe e e t t t
e e e e e e
o e e e e

+ + = = =
= +
= =
=
}
}

25
Doubly supported SDOF system under
differential ground motions
What is relative displacement?
Total response=pseudo-dynamic response+dynamic response
26
| | | | | | | |
( ) ( ) ( ) ( )
0
2 2 2 2
0
2 2
Pseudo-dynamic response
0
2 2
Dynamic response
2
t t t t t
t t t
ps ps
t ps t
c c k k
mz z x z y z x z y
x y x y
mz c z k z
x y x y
k z z
x y
z t z t z t z t
mz
+ + + + =
( ( + +
| | | |
+ + =
| |
( (
\ . \ .

( + +
| | | |
= =
| |
(
\ . \ .

+
| |
= =
|
\ .

2
x y
cz kz m
+
| |
+ =
|
\ .

27
( ) ( )
( )
& are zero mean, stationary, Gaussian random processes
with PSD matrix .
x t y t
S e
Description of input

( )
( ) ( )
( ) ( )
( ) ( )
( ) ( ) ( )
( ) ( ) ( ) ( )
( ) ( ) ( )
( ) ( ) ( )
{ }
( ) ( )
( ) ( ) ( )
{ }
2
*
* *
*
1
lim
1
lim
1
lim
exp
cos sin
cos sin
xx xy
yx yy
xx T
T
xy T T
T
xy T T yx
T
xy xy xy
xy xy xy
yx xy
xy xy xy
S S
S
S S
S x
T
S x y
T
S x y S
T
S S i
S i
S S
S i
e e
e
e e
e e
e e e
e e e e
e e | e
e | e | e
e e
e | e | e

(
=
(

=
=
= =
( =

=
=
= +
28
( ) ( )
| |
| |
2
2 2
2 ( )
4
4
Define ( ) 2 ( )
t
k
F z t x t
k x y
z x
k
z x y
F
g t z x y
k
( =

+
(
= +
(

=
= =
What is the psd of ( )
and what is its variance?
g t
Question
Force in the left spring
29
( ) ( ) ( ) ( )
( ) ( ) ( )
( )
( )
2
2 2
0
2
0
0
2 2
2
2
1
2
2
1
2
n n
T T T
T T
n n
x y
z z z
z H x y
H x y
H
i
qe e
e e e e e e
e
e e e
e
e e qee
+
| |
+ + =
|
\ .

(
=

( = +

=
+


30
( ) ( )
( ) ( ) ( ) ( )
( ) ( ) ( ) ( )
( ) ( ) ( ) ( ) ( ) ( ) ( )
2
2
0
1 2 3
1
lim
2
2
gg T
T
T T T T
T T T
gg xx yy xy
S g
T
g z x y
z H x y
S S H S H S H
e e
e e e e
e
e e e e
e e e e e e e

=
( = +

( = +

= + +
31
( )
( )
( )
( )
( )
( )
( )
( )
( )
( )
( )
( )
( )
( )
( )
( ) ( )
( )
( )
( )
( )
( )
2 2
2
1
2 4
2 2
2
2 2
2 2 2
2 2
2
2
2 4
2 2
2
2 2
2 2 2
3
2 4
2 2
2 2
2 2 2
2
1 1
2
2
2
1 1
2
2
2cos 2cos 8 sin
2
2
n
f
n n
n n
n
f
n n
n n
xy xy n xy
n n
n n
H H
H H
H
e e
e e
e
e e qee
e e e qee
e e
e e
e
e e qee
e e e qee
| e | e qee | e
e
e
e e qee
e e e qee

= + +
`
(
+
+
(

)

= +
`
(
+
+
(

)
= + +
+
+
( )
2
2
f
H e


`
(

(

)
( ) ( ) ( ) ( ) ( ) ( )
2
1 2 3
0
g xx yy xy
S H S H S H d o e e e e e e e

(
= + +

}
32
( )
( )
( )
( ) ( )
2
4
2
2
2 2
2
What is the role played by ?
/
1 / 4 /
An artefact to remove singularity at =0 in the support
displacement.
Typically
5.5 rad/s; 0.53
f
f
f
f f f
f f
H
H
e
e e
e
e e e e
e
e
=
(
+
(

= =
33
0 10 20 30 40 50 60 70 80 90 100
0
0.2
0.4
0.6
0.8
1
1.2
1.4
frequency rad/s
t
r
a
n
s
f
e
r

f
u
n
c
t
i
o
n
( )
2
f
H e
34
( )
( )
( )
( )
( )
( )
( )
( )
( )
( )
( )
( ) ( )
2
2
2 2
2
1
2
2
4 2 2
2 2 2 2
2
2
2
2
4 2 2
1 2
It can be shown that
2 2
2
4
2
0& 0
n n
f
n n
n n
f
n n
H H
H H
H H
e e qee
e e
e e e qee
e e q e
e e
e e e qee
e e
+
=
(
+
(

+
=
(
+
(

> >
( ) ( ) ( ) ( ) ( ) ( )
2
1 2 3
0
g xx yy xy
S H S H S H d o e e e e e e e

(
= + +

}
35
( )
( )
2
2
Determine the nature of which produce
the highest ,
the lowest .
Assume that is specified.
The optimal solutions are produced neither by fully
coherent nor by inco
xy
g
g
XY
S e
o
o
| e
-
-
Exercise

Note :
herent motions.
36
( ) ( ) ( ) ( ) ( )
( )
( )
( ) ( ) ( ) ( ) ( )
( )
( )
( )
( )
2 2 2 2
2
2
4
0
2
2
2
2
2 2
0
2
2
2 2 2 2
2 2
Show that
with
1
2cos
1
2cos
2
1

2
2
g ps d c
ps xx yy xy xy f
d xx yy xy xy f
n n
c n n
n xx
S S S H d
S S S H d
S
o o o o
o e e | e e e e
e
o e e | e e e e
e e qee
o e e e qee
e e e

= + +

(
= +
`

)


(
= + +
`

+

)


`
(
= +
(

)

}
}
Exercise
( )
( )
( ) ( ) ( )
0
2
2
2
2
8 sin
with
contribution from pseudo-dynamic component
contribution from dynamic component
contribution from correlation between pseudo-dynamic and dynamic compone
yy n xy xy f
ps
d
c
S S H d e qee | e e e e
o
o
o

(
+

=
=
=
}
nts
37
Largemassconcept
Can we replace a given system with support motions
by a modified equivalent system in which support
displacements as external forces?
38
( ) ( )
( ) ( )
( ) ( ) ( )
( )
( )
2
0
2 2 2 2
1
exp
2 2 2
lim exp
1
2
t t t t t
t t t
t
t
c c k k
mz z x z z x z
c k
mz cz kz x x i c k i t
z t H i t
i c k
H
m i c k

+ + + + =
+ + = + = O + O
O O
O +
O =
O + O +


( ) ( )
exp x t i t = O
39
( ) ( ) ( )
( ) ( )
( )
2
2
exp
2 2
0
2 2 2 2
0 1 1 1 1
exp
0 1 2 1 2 2 2
0
c k
Mu u v u v M i t
c c k k
mv v u v v u v
M u u u
M i t c k
m v v v
+ + = O O
+ + + + =

O O ( ( (
+ + =
` ` ` `
( ( (

) ) )
)




( ) ( )
( ) ( )
2
exp
exp
x t i t
x t i t
= O
= O O

40
( )
( )
2
1
2
0 0.5 0.5 0.5 0.5
exp
0 0.5 1 0.5 1
0
lim exp
0 0.5 0.5 0.5 0.5
0 0.5 1 0.5 1
t
M u u u
M i t
c k
m v v v
u U
i t
v V
U M
M
i c k
V m

O O ( ( (
+ + =
` ` ` `
( ( (

) ) )
)

= O
` `
) )

(
( ( (
= O + O +
` (
( ( (

)



2
0

O
`
)
( ) ( )
lim
M
V H

O O
41
10
-2
10
-1
10
0
10
1
10
2
10
-6
10
-4
10
-2
10
0
10
2
10
4
frequency rad/s
F
R
F
sdof
M=0.5m
M=m
M=1E04m
M=1E06m
42
( )
y t
( ) ( )
1
2
lim
Contribution from rigid body mode=pseudo-dynamic component
Contribution from the elastic mode=dynamic component.
t t
M
M
y t z t

-
-
43
( ) ( ) ( )
( ) ( ) ( )
0
1
( ); (0) 0; (0) 0
Let ( ) be a zero mean Gaussian random process
( ) is obtained as a sum of Gaussian ra
t
N
n n n
n
mx cx kx f t x x
f t
x t h t f d
x t h t f
x t
t t t
t t t
=
+ + = = =
=
~ A

pdf of the response process (intutive arguement)

ndom variables
( ) is Gaussian
Rigorous proof that ( ) is a Gaussian random process
is possible using definition of Gaussian random
variables in terms of log-characteristic functions and cumulant
x t
x t

Note
s.
44
( ) ( )
( )
( )
( )
0
2 1
2 1
Consider
lim
Let ( ) be a zero mean Gaussian random process
Let
( )
&
Show that is Gaussian and hence obtain .
Examine the limit of as 0.
h
Y
Y
X t h X t
dX
dt h
X t
Y X X
X t h
X t
X X
h h
Y p y
p y h

+
=
=
+
= =

Exercise
45
( )
( )
( )
( )
2
2
( ); (0) 0; (0) 0
Let ( ) be a zero mean Gaussian random process
( ) is also a Gaussian random process.
1 1
; exp ;
2
2
x
x
x
x
mx cx kx f t x x
f t
x t
x m t
p x t x
t
t
p
o
to
+ + = = =

(
= < <
`
(

)

pdf of the response process

( )
( ) ( )
( ) ( )
( ) | |
1 1 1 2
1 2 1 2
1 2 2 2
, ,
, ; , ~ 0
, ,
; ~ 0
xx xx
xx
xx xx
x
R t t R t t
x x t t N
R t t R t t
p x t N
(
(
(
(
(


(

R
46
( ) ( )
{ } ( )
( )
1
0, ?
Select 0, such that and .
: can we approximate the given probability by
; where the integration is carried over the
n
i i
i
x
P x t t T
t T t i t n t T
p x t dx
o
=
( s e =

e = A A =
Problem of reliability analysis
Question

( ) ( ) ( )
1 2
region
?
n
x x x o o o O = s s s
}} }

47
Not quite!
May be yes, as .
Even if this were to be acceptable, we still need to evaluate
a multi-fold integral (with dimension = and set to become large)
which by no means is a simple task.
How to p
n
n

roceed?
( ). x t We need newer descri pti ons of