Weighted integral method in stochastic finite element analysis

Tsuyoshi Takada

O hsaki Research Institute, Sirnizu Corporation, 2-2-2 Uchisaiwai-cho, Chiyoda-ku, Tokyo l O0 Japan

This paper, inlroducing a weighted integral method, formulates the new stochastic finite element method
for estimating the response variability of stochastic systems consisting of line elements. The essenfiN
feature of the proposed method is that the continuous stochastic field is rigorously taken care of by
means of weighted integrations to construct not onty the element stiffness matrix but also the equivaiem
nodal forces. As a result, the issue involving the stochastic field is transformed into a proNem involving
only a few random variables, and then the perturbation or Monte Carlo simulation methods is atilizedo
This has lead to substantial improvement in computational efficiency whether the perturba~on or Monte
Carlo simulation method is used. Furthermore, the accuracy of the solution from ~ e proposed method
is independent of the way in which discretization is performed, while this certainly is not the case for
the conventional methods.

Key Words: weighted integrals, response variabiIity, stochastic finite element method~ stochastic field,
random material property, equivalent nodal force.

under the assumption that the coefficient of variation of the

INTRODUCTION
The recent emergence of the stochastic finite element
method (SFEM) developed on the basis of stochastic field
theory has enhanced the state of the art in estimating the
struct-ural response variability arising from the spatial vari-
ation of material and geometrical properties of structures,
Furthermore, the notable development of computer technoi-
ogy in the last few decades has made the SFEM practical in
use even for complex structural systems.
Most approaches to the SFEM require discretization
of the stochastic field idealizing the spatial variation and
usually assume that the material and geometrical properties
m'e invariant within each finite element. Monte Carlo
simulation and/or perturbation methods are then used to
estimate the response variability. It is therefore obvious that
these approaches to the SFEM are basically fully dependent
on the deterministic FEM.
For the Monte Carlo-based SFEM, a technique for
the generation of samples of Gaussian stochastic fields
has been developed by Shinozuka and his associates ~-4,
This technique was recently extended to non-Gaussian
fields5. Once the samples of the stochastic field are
realized, the remaining analysis is quite straightforward 6.7
A more recent approach to the Monte Carlo-based SFEM
developed by Shinozuka and Dasguputa 8 utilizes the
Neumann expansion of a matrix to the stiffness matrix of
the stochastic systems. The efficiency of the method was
examined for various problems%l° o
On the other hand, the perturbation-based SFEM, has
been widely used because of its simplicity and convenience
Parts of this paper were presented a~ the 5th ICOSSAR' 89, San
Fransiseo, August 7-11, 1989.
~ ) C o r n p u t a g l o n M Meci'u~nlcs PublJcatlor~ 1990
random variables is small in the sense that the coefficient
of variation is the range of t0 - 20%. Applications of
this method can be found in the geoteclmica! field 11,~2
structural field 13-!6 and other fields. Liu et al)7 ,I~ used the
perturbation method in dynamic problems by introducing
an approximate random displacement function of stochastic
finite element.
In spite of the above-mentioned theoretical develov-
merit of various approaches m the the current SFEM, C~e re-
sulting response variability of stochastic sWactures depends
significantly on the finite element discretization which mus:~
be determined not only from such considerations as the
stress and strain gradient expected at each sa-ecmral Iocao
tion, but atso from the characteristics of the stochastic field
involved. Considering relative!y simple structures, some
earlier work ~° established the appropriaLe finite elemea~
size as a function of the correlation scale which is a mea.o
sure of how rapidly the correlation decays. It should be
mentioned that problems requiring a very small size N fi-
nite element to realize the original stochastic field may be
mo expensive to solve by means of the above-mentioned
methods, due primarily to a large-size global stiffness ma~
wix to be dealt with.
In the present paper, a new method for estimating
the response variability arising from system stochasticky is
developed by making use of a "weighted integral method"
associated with finite element discretization. Use of
this method makes it possible ~o construct a stocgasgc
element stiffness matrix, and even an equivalent nodal
force, whose components can be expressed in terms of
the integration, over each finite element, of a stochastic
quantity. 7nis idea, in fact, originates from the recem
fundarnemal research !9-2~ in wNch relatively simple
stochastic frame structures are treated purely analyticNty by

t46 Probabilistic Engineering Mechanics, 1990, Vot. 5, No. 3

 Weighted integral method in stochastic finite element analysis: T. Takada
making strict distinction between statically determinate and
indeterminate structures. The point is that such an integral
is a random variable and hence the system stochasticity
issue involving a stochastic field is transformed into
a problem involving only random variables, thereby
permitting the ensuing analysis, such as Monte Carlo or
perturbation methods, to be carried out with considerable
ease. For structures consisting of line elements such as
masses and rigid frames, the weighted integration can be
performed over each element and no further finite element
discretization is needed. This may lead to substantial
improvement in computational efficiency whether we use
the perturbation or Monte Carlo methods of solution.
The proposed method can be easily extended at least
conceptually to higher dimensional or dynamic problems.
A weighted integral vector Xi (x'~i) whose k-th
component is the weighted integral of a deterministic
function 9k(x); (k = 1 , 2 , . . , N ) is now defined over a
domain I~ as follows:
X i ( x ' ) = {X~, ( x ' ) Xg~ ( x ' ) ...X,,, ( 4 , ) } ' (5)
This vector consists of N random variables which follow
from the same original stochastic field and therefore are
correlated with each other.
The N x N cross-covariance matrix of the weighted
integ~ vectors X, (e,~) and Xj (~:~) in the sub-domains7",
and Tj, as illustrated in Fig. 2, is computed as:
( C ~ x , } ~ =~ Ix, (~') x~ ( °9].,,,
I/: t

WEIGHTED INTEGRAL
This section introduces a "weighted integral" of a one-
dimensional, homogeneous (or stationary), continuous,
stochastic field and discusses fundamental characteristics of
this integral.
From a one-dimensional, homogeneous, continuous,
Gaussian, stochastic field X (x) which is assumed to have
zero mean and auto-correlation function R x x (~), the
weighted integral with respect to a deterministic weighting
function g (x) over a sub-domain V is defined as follows:
x , (~') = f , 9 ( - ' - 4) x (,,9 d,,' (1)
× Rxx ((j - ~, + %) e ~ j
where hg represents the relative distance between the sub-
domains v~ and 5 and is equal to (z'j - z ' ) . The elements
of the cross-covariance matrix exhibit homogeneity since
the original field X (x) is homogeneous. An alternative
expression of FXl. (6) involving the associated power spectra
can be obtained, as will be shown later.
In the analysis that follows, the double integration
appearing in Eqs. (4) and (6) is performed analytically or
numerically to evaluate the auto- and cross-covariance of
the weighted integrals.

in which x~ denotes a point within the domain. C and x (~')

!
xc are spatial coordinates measured in a global coordinate
~ tt I
system. Equation (1) indicates that the weighted integral
Xg becomes a Gaussian random variable, resulting from
integration of the original stochastic field X (x). Figure o' VP"v~'~,~'~,~.--,,~vf''.YL~^~'~~ -'
t ~. t t T
1 illustrates a case in which the domain has a width equal
to T and x~ is selected of the center of the domain. In this
case, Eq. (1) may be rewritten in the following form using T

a local spatial coordinate ~: x(~'o)

Fig. 1. Weighted integral in one-dimensional

Xg(z'o)= f ~ g ( O X (e+ z'c)d~ (2)
stochastic field
Considering the characteristics of the original stochastic
field X ( z ) , it follows that:
X (~')
[x. (~'o)] -- o (3)
and
! t

vo,[x.(4)]= ~ ~g(e,)9(a) 1 ~°'

T,
I t "¢"
rj
,
(4)
x R x x (~2 - ~,) dE1dg2 x~ (~'o,) xi(49
where c [ - ] implies an ensemble average. It can be shown Fig. 2. Cross-covariance between weighted integrals
that the homogeneity of the original field guarantees the
homogeneity of the weighted integral, i.e., the variance of
the weighted integral is not a function of position x~.

Probabilistic Engineering Mechanics, 1990, Vol. 5, No. 3 147

Weighted integral method in s~ochastic finite element anMysis: To Takada
DERIVATION OF STOCHASTIC STIFF°
NESS MATRIX
The spatially varying Young's modulus of line elements is
idealized as a one-dimensional, homogeneous, Gaussia,-~,
stochastic field. The element stiffness matrix is then derived
using a traditional variational method° It will be shown that
eventually the resulting stochastic element stiffness matrix
can be expressed as a function of several weighted integrals°
Variability of Young's Modulus
It is assumed in this analysis that Young's modulus is the
only material property which is stochastic in such a way that
it constitutes a one-dimensional, uni-variate, homogeneous,
continuous stochastic field. Denoting a Young's modulus by
E, its spatial variation is defined as !~ 20:
1
(zr) = { + x (=') } (7>
where is the expected value of -~. z ~ denotes
~ e spatial coordinate in a global coordinate system.
X (z') is a one-dimensional, uni-variate, homogeneous,
continuous Gaussian stochastic field with zero mean and
auto-correlation function R x x ( ~).
Derivation of Stochastic Element Stiffness Matrix
The stiffness matrix of a finite element whose Young,a
modulus is described by Eq. (7) can be evaluated starting
from an assumed stress distribution. It is noted that the
derivation that follows is not limited to line elements.
For the sake of simplicity, it is assumed that there are
no distributed toads along the element axis. A case in
which such loads exist is discussed in the following sectiom
Assume now a stress distribution over the element so that
the equilibrium condition can be satisfied at any location
within the element. Let % ( z ) be the random stress vector
at point z of element e. % ( z ) may be expressed as follows:
where r~ is the random stress gradient vector which depends
on the current stress state z3. B~ ( z ) is a deterministic
rectangular matrix associated with the assumed stress
distribution.
The stress-strain relationship is given by:
co (z) = Df (z) cro(z) (9)
where e, (x) is the corresponding random strain vector
and D,--~ ( z ) denotes the stress-strain matrix involving the
spatially varying Young's modulus.
An element deformation vector e, is introduced now,
corresponding to the stress gradient vector re. The
complementary work done by the virtuai stress eg ( z ) is set
equal to the work done by the virtual stress gradient vector
r 2, resulting in the following equation z4:
Ire ee = % (Z) ~e(Z) d' 4 (m)
148 Probabilistic Engineering Mechanics, t990, Vol. 5, No. 3
where the integration is performed over the etemen~ volta-no
vo.
Substimtm_g Eqs. (8) and (9) into Eq. (10) ?earls to the
following:
% = F,r~ ( i 1)
where F~ is the stochastic flexiNlity matrix given by:
g®=/vB~(z) D2-~(z)B~(z)dI~ (;2)
It can be easily shown that there are severs1 we~ghte5
integrals involved in F~ since D j ~ ( z ) is a function of ~o
The relationship between r, and the nods! force vecto~-
Re can then be obtained from the equilibrium condition~ at
the element boundaries as follows:
where H~ is the equilibrium maa'/x which ~s dete~ninist/c
and can be determined from the element geometryZ3,
Let d, be the nodal displacement vector corresponding
Pc. Setting now g~ , equal to r~ ~ and utilizing the
expression given in Eq. (13), the foItowing relationship is
obtained between % and d~.
H/" •
Finally, taking the inverse of F,, which is invertible
since the flexibility matrix does not contain may ~gm
body displacement components, and using the equilibrium
matrix, the stochastic stiffness matrix K, is evaluated as:
H~F~ Hg ~ ~~'~
¾ ~ .# )
Stochastic Stiffness Matrix of Beam-Column Eiemems
Since no d~stributed load is assumed along the length of
the beam-column element, the axial and shear su~esses do
not vary within the element and the distribution of ber~Ang
moment becomes linear along the element axis even if
the material property varies spatially, The sectional sa-ess
e~ ( z ) can therefore be expressed as follows:
iq(=) =io
Lm(x) Lo -z ' J
where r,,., r2 and r3 denote the random s~Iess gradients
corresponding to the axial s~ress ~ ( z ) , shear stress q (x)
and bending stress m ( z ) , respectively. The sectional
stress vector {~ ( z ) ~ ( z ) m ( z ) }~ and the corresponding
deformation vector {e, (z) "~(z) ¢ ( z ) } * are re!steal as
follows:
[e~(:r,)'~ ~I/EA 0
<¢(~)J L o o
where e~ ( x ) , q ( z ) and ¢ ( z ) are deformations associate5
with ~ ( x ) , q ( z ) and m (z)~ respectively° A and [,
respectively, stand for the cross-sectional area and moment
 Weighted integral method in stochastic finite element analysis: T. Takada

of inertia, which are assumed to be deterministic and where a~ and a2 are coefficients determined from the
uniform along the element axis for simplicity of the boundary conditions at both ends. Note that a2 is related
analysis. E and G denote the spatially varying Young's and to the rigid body displacement. Assuming the boundary
shear moduli. Substituting now the expression for B t (z) conditions: u ( - ~ ) = ul and u (~) = u2, these
and De-1 (z) appearing in Eqs. (16) and (17) into Eq. coefficients are easily evaluated as follows:
(12), the stochastic flexibility matrix can be expressed in the
tL2 -- tt 1
following form, under the assumption of Bernoulli-Euler a2 = U1 (24)
al = L + X o '
beam implying 1/GA = 0

Fe = [tool ,'
E-7
-E"7
-
~-7 -~
ah: (18)
where Xo has already been defined as the weighted integral
of function 0 (z) = 1. The above two equations
clearly indicate that the displacement function involves a
convolution integration of stochastic field X (z) and is
expressed in terms of the nonlinear transformation of the
where L is the length of the element. Using Eq. (7), weighted integral X0.
the above matrix can be separated into the following For further convenience, the following matrix expres-
deterministic and stochastic parts: sion is used:
u ( z) = Ft ( :r)t Btdt (25)
Fe = F', + AFe (19)
where the product Ft (~:)t Bt describes the internal dis-
placement vector-nodal displacement vector relationship
where ~'~ is the deterministic part which is equal to the and each one of its terms is defined as follows:
expected value of the flexibility matrix:
Ft(z)t={fx_~{l+X(~)}c~ I} (26)
1 L3
(20)
0 Bt = [-L~--~o LOXO'
] (27)

whereas A F, is the stochastic part involving three weighted dt is the nodal displacement vector associated with axial
integrals Xo, X1 and X2 as follows: displacements, i.e., dt = {tq u2} t.
The next step is to evaluate the displacement function
due to the bending moment. Considering that the
1 r -~" 0 %] (21)
distribution of the bending moment is linear along the axis
of the element, the virtual work theorem is used to determine
the deflection at arbitrary points of the element2°. The
resulting displacement function turns out to be:
In the above equation, Xo, X1 and X2 are weighted
integrals of the deterministic functions 1, z and ~2, I0 (:r) =elF1 (:17) + C2F2 (:/;) + C3:/;+ C-4 (28a)
respectively.
0 ( z ) = w ' ( z ) = elF; (z) + cZF~ (z) + c3 (28b)
The equilibrium matrix H, is given by:
where c,, c2, ca and c4 are coefficients that have to be
[O 1 0 -O O1 0 0 ] 1 determined from the boundary conditions. F1 (z) and
Ht = -1 (22)
F2 (z) take the following forms:
0 -1 0 0

Finally the 6x6 stochastic stiffness matrix can be Fl(X) = (L/2 - z) f z

L/2
(L/2+~){I+X(~)}d~
calculated using Eq. (15).
L/2

Random Displacement Functions

+ (L/2 + z) f
~Z
(L/2 - ~) {1 + X (O}e~
In most deterministic FEM, the formulation of the element (29a)
stiffness matrix usually starts from the assumption of
appropriate displacement functions25. Hence, in this sub- F2(~) = (L/2 - ~) ~(L/2 + ~ ) { I + X ( O } ~
L/2
section, the displacement functions involved in the above
~12
derivation of the stiffness matrix are examined.
Considering first the axial displacement s (z) in the
+ ( L / 2 + x)
f ~(L/2-~){l+X(~)}cl~
element, which can be calculated by integrating the axial (29b)
strain e~ (z) (= t / E A ) from the left end up to a certain
position :r, the following results is obtained: The set of boundary conditions: w ( - L
01, w (~) = w2 and w' (~) = 02 produces the following
relationship between the unknown coefficient vector eb
u(z) = ~ ez(~)d~+a2 = a l {l+X(~)}d~+a2
(= {c, c2 c3 c4 ),) and the nodal displacement vector db
(23) (= {~o, o~ ,,~ o2y).

Probabilistic Engineering Mechanics, 1990, Vol. 5, No. 3 149

We~ghfed integral method in s~ochas*ic finite elemenf analysis: T. Takada
Cb= B~d~
where B~ is given by:
+
Q .
--LQ (~--- ~ )
0 I
-£
L 0 x
g 0
wi~:
g"
=f ~/zC{~+X(()}d~=_z/zC~+X,~
.-L/a
fL/Z
= Yo - Y:
As seen in Eqs. (29)-(32), the resulting displacement
function is very complicated. Considering the deterministic
case, that is X (~) = 0, Eq, (28a) turns out to be a third-
order polynomial function with respect to z, as expected, It
is noted that the displacement functions given in Eqs. (23)
and (28) are exact solutions under the condition that there
are no distributed loads within the element. For _further
convenience, the following matrix expression is used to
describe Eqs. (28a) and (28b).
fw(z)?, [F,,(z) Fa(z) z I] F~ (97) B~d~
N O D A L FORCES EQUIVALENT TO DISo
TRIBUTED LOADS
The deterministic distributed loads applied along the length
of the element are dealt with in this section. It will be
shown below that such loads can be systematically reduced
into equivalent nodal forces as is done in a deterministic
analysis z3. The resulting equivalent nodal forces wit1
involve weighted integrals because of the spatially varying
material property.
Even ff the equivalent nodal forces are considered to
be equal to the associated reaction forces when both ends of
the line element carrying distributed loads along its length
are assumed to be fixed, such reaction forces are not so
easy to obtain as in the deterministic analysis because of
the spatially varying material property. Utilizing the virtual
work theorem, the equivalent nodal force vector Peq~ can
be evaluated from the specified distributed loads along the
element axis, lag ( z ) , as follows:
Ll2
Peq,,~ = fJ-L~2 B~F (z) pg(z) da:
where B t indicates the relationship between the unknown
coefficient vector and nodal displacement vector, which
involves either Eq. (27) or (31). F ( z ) denotes the
displacement function matrix involving either Eq. (26) or
(33). Integrating Eq. (34) by parts twice, the following
158 Probabilistic Engineering Mechanics, 1990, VoL 5, No. 3
result is obtained:
(30)
[# +~; (x) ~:
e .,i
0 where p~(i) (¢) denotes the i-th indefinite i~tegral of p~ (z) o
Paying attention to the displacement function mah~ix F ( z ) ,
the first and second derivatives of F (z) and li~e final
form after substituting the values ~ and - ~ into them, the
equivalent nodal force vector is considered to have weighted
(32)
imegrals as random variables. % e following sub-section
provides some results of typical loading conditions°
Computation of EquivaJem Noda~ Forces
If oNy an axial force to is uniformly distributed aiong the
etement length, the following expressions are obtained for
the equivalent nodal forces:
= 26"~
P~: , L12 - 7f~!Yo j
where Y0 and I/~ are defined as in Eq. (32) and involve the
weighted integrals X0 and X~, respectively. !t is interesting
m note that the equivalent nodal forces at the two ends
are not identical because of the spa~atly varying matenai
property.
tn a similar fashion, if a shear force q0 and a dismbutee
bending force m0 are applied uniformly along the e!ement
(33)
length, ~ e following expressions are obtained for the
equivalent nodal force vector:
l" ~-mo+zQ -~-(Ybg~ - Y~ l<~) !
~'
,~ 2 + ~zQ I (110113-YIY2)+ T , ~ ~-*z7_
!~-+ m0 - - -~-
2Q (YoY3 - YlY~)
! [x/ ..... 2~
(37)
~ e above results are identical m those established by
Kardara, Bucher and Shinozuka2~
The equivalent nodal forces for other types of loading
conditions are listed in Table Io From hhis ~ble, ~t is
observed that the equivalent nodal forces exhibi~ variability
resulting from the spatially varying material property.
Note also that the equivedent nodal forces are expressed
in terms of a nonlinear ~ransformafion of hhe weighteA
i~tegrals, or equivalently a nonlinear transfo~nation of
random variables.
(34)
F O R M U L A T I O N OF STOCHASTIC FINgTE
ELEMENT M E T H O D
In the preceding sections, it was shown d~at the stiffness
matrix of a beam element whose ¥oung's modulus consti-
tutes the one-dimensional, homogeneous, continuous~ sto-
chastic field can be expressed in terms of three weighted i~>
tegrals which become random vm~iables. N addition, it was
 Weighted integral method in stochastic finite element analysis: T. Takada

T a b l e 1. E q u i v a l e n t nodal forces

Type of Load Equivalent Nodal Forces Notations

~2L - m o + 2~ (YoY~ Y!Y2)

-

qo M1

11 JJ 12 ~-~-~+ ra0 - ~.~ (YoYa - Y1Y2)

U~ - ~ (~)~ + ~ [½ (ZoY~ - Y~y.~)- -~ (Y~Y~- 5-~)]

I.

(VoZ~ - YxZo) + -~ Y,~ = f ~ (~ {1 + X (()} d~

P
p (L + ~.) + ~ [_L (YoZ1 + Y1Zo) + ½(YIZz - YzZ0)] Zn = f).~ (nt~ - a] {1 + X (~)} d(

a (YoZ~ - Y, Zo) + -~ Q = yoy~ - Y?

M~ P ( - ÷ + ~) + ~ [~ (Yo< - Y~Zo) - } (Y~z, - Y~.Zo)]

o~ (~ + ~) Yn = f.~:.~~"~{I + X (~)} d~
z~
M~ ~e. ~ [½ (Z~So - ZoS~) + -~ (y2So - Y,S~)]

~2 - ~ c [Y~So - Yo&] + ~-. Q=VoY:-~:

Ir Q .

shown that for deterministic distributed loads, the equiva- involves 3r~ weighted integrals with r~ being the total
lent nodal forces can also be completely expressed in terms number of line elements. Note that p might involve several
of weighted integrals. The above conclusions imply that the weighted integrals if it contains equivalent nodal forces.
problem which originally involves the stochastic field can At this juncture, it must be pointed out that since the
be transformed into an equivalent one involving only ran- element stiffness matrices and equivalent nodal forces are
dom variables. This Iransformation facilitates the ensuing expressed as nonlinear transformations of Gaussian random
analysis, such as perturbation or Monte Carlo simulation, variables, as seen in Eqs. (15) and (37), the resulting nodal
to be carried out with considerable computational ease. displacements, do not maintain, in general, the statistical
In the following, two possible methods are utilized to characteristics of Gaussian random variables.
evaluate the response variability of stochastic finite element
systems: a first-order perturbation technique and a Monte First-Order Perturbation Technique
Carlo simulation technique. It is noted once more that the A first-order perturbation technique is utilized in this section
first-order perturbation technique is applicable only when in order to evaluate the first and second moments of the
the coefficient of variation of the random variables involved response. Using Eq. (38), the displacement vector u can be
is relatively small.
approximated as follows, by performing a Taylor expansion
and keeping only terms up to the first-order:
Equations of Equilibrium in Global System
Employing a deterministic coordinate transformation on n, m~
the stochastic element stiffness matrices and considering U=U o + E E u m i X r ni I (39)
deterministic geometric boundary conditions, the equations i:1 rn=l
of equilibrium in the global coordinate system can be
represented as: where the 0-th order term is given by:
p = Ku (38)
u o : (KO) -1 pO (40)
where p is the external nodal force vector consisting of
nodal forces and equivalent nodal forces, K is the global z / is expressed as:
T h e Urn
stiffness matrix having dimensions nf x nl with nf being
the total number of unknown nodal displacements and u I OK-1 -1 Op
is the unknown nodal displacement vector. Note that K urn,- ,lx =.o p° ÷ (Ko) (41)

Probabilistic Engineering Mechanics, 1990, Vol. 5, No. 3 151

We{gMed inlegra~ method in s~ochas~ic finiie element analys~s: To Takada
where X,~ is the m-th zero-mean weighted integral
involved in the i-th finite element, n~ is the total number
of finite elements and r% is the total number of weighted
integrals for each element including the weighted integrals
associated with equivalent nodal forces. When there are no
equivalent nodal forces involved in Eq. (38), the second
term of the right-hand side of Eq. (41) vanishes and m~
becomes equal to three. Note that aLl zero-superscfipted
variables denote quantifies evaluated at the expected values
of all weighted integrals involved. Thus, they do not
directly imply the expected values of them.
The expression for the response displacement shown in
Eq. (39) involving the douNe summation differs bas~calty
from the corresponding expression of the conventional
SFEM based on the discretization of the stochastic materiN
property.
The following identity is considered in order to
evaluate the partial derivative of K -x with respect to a
particular weighted integral X ~ :
KK - ~ = I
where I is the ny x ny identity matrix. Taking now the
partial derivative of Eq. (42) with respect to X~¢, it follows
that:
OK -1
= - o-trig
Since ~ is constructed from contributions of the io
th element stiffness matrix only, let us focus on the
differentiation of the i-th element stiffness malxix K~ with
respect to X ~ . Using Eq. (15) and considering that the
associated equilibrium matrix is deterministic, ~ I
expressed in the following way:
OKi = H 0Ff~
OX,~ x~,=2., ~-O'-X-~x~.=X~ H~
The partial derivative appearing in the right-hand side of Eq.
(44) is evaluated in a manner similar to the one shown in Eq.
(43):
OKii ( x,n=x,~ ) filed) if the vectors are allocated in the corresponding posb.
It is very easy to calculate the expression for xg2-Z
appearing in Eq. (45), since all the calculation are
performed at the element level,
Finally, we can evaluate the partial derivative of the
inversion of the total stiffness matrix with respect to X,~{
appearing in Eq. (41). Furthermore, the partial derivative of
P with respect to X,~i can be calculated in a straightforward
fashion since the equivalent nodal forces are given explicitly
in Table 1.
The statistical characteristics of the response are
examined in the next step. The mean value of the ncMal
displacement vector can be readily obtained by using Eq.
(39):
~ [ u ] = u ° = ( K ° ) -~ po
t52 Probabilis~ic Engineering Mechanics, 1990, YbL 5, No. 3
The covartance matrix of u can be exwessed as toi!ows:
Coo__EEE ,°, k4£;,
7=I m = 1 j=1 ~=i
where e [X.{X~]] is the cross-eovar~ance between the
weighted integrals Xmi and X? defined in Eq. (6]°
The statistical characteris~cs of the response s~*es~
vector of a specific finite element can be evaJuated in a
similar manner. Let ~r~ (x) and d~ be the element stress ant/
nodal displacement vectors assocLated with the b-,th fimte
ebmen< respectively. Applying the first-order perturbafion
technique again, the stress vector can be expressed as
follows:
(48)
{=I m = l
where:
(42)
: - '- t ~3d~. i
OX~¢ I
(43)
where &i is a Kronecker's delta°
Finally, the statistics of the element s~ess vector ~x~
be evaluated in terms of weighted integrals as follows:
[z~ ( ~ ) ] = o-° ( x ) <5t)
Vat [a~ (x)]
can be
i=1 m=l j = l ~=!
(44) in which diag (.) denotes the diagonal matrix correspond.
ing to the vector f f mi i k o
Monte. Carlo Simulation Technique
The weighted integral vector defined by Eq. (5)can con-
stitute a discrete vector field (or a multi-variate stochastic
tion of the global system, in the SFEM formulation based
(45) on the Monte Carlo simulation technique examined here~
once the sample functions of this discrete vector field are
generated, the remaining analysis is straightforward.
Since the cross-covafiance of weighted integral vectors
is only a function of the relative distance between the p~¢o
elements, as seen in Eq. (6), the above-mentioned ~ector
field is a homogeneous one. As a consequence, it is possib}e
to completely characterize this vector field with the spectral
representation through the Wiener-Khintchine wa,~sfom<
The cross-covariance between the n-t~5weighted integral of
the i-th element and the m-th weighted integr~ of the j-th
element is given in Eq. (6) and the corresponding cross~
o
power spectrum S},,x,. " (¢;) can be expressed as follows:
(46)
 Weighted integral method in stochastic finite element analysis: T. Takada
where Li and L i denote the lengths of elements i and j , NUMERICAL EXAMPLES AND DISCUS-
respectively, ~ denotes the wave number and Sxx (x,) is the SlONS
auto-power spectrum of the original stochastic field X (x) The method presented in this paper is considered to be free
given by: of the disadvantages resulting from the discretization of the

Sxx (n) = ~
1£ Rxx (~) e-~d~ (54)
original stochastic field describing the randomness of the
material properties of the system. The derived stiffness
matrix is exact, and therefore there is no need to divide any
of the original finite element into several sub-elements, as
Finally, G,, (L, n) stands for the following integral expres- must be done in most conventional SFEM approaches.
sion: In the following, numerical examples are presented for
G, (L, ~) = /: g, (~) e-i~d~ (55)
simple structural systems and the results are compared to
corresponding ones from conventional approaches•

while G~ (L, ~) denotes the complex conjugate
of G,, (L, ~). The cross-power spectrum matrix Sx~x; (~)
related to the weighted integral vectors of the i-th and j-th
beam elements is now defined as:
" ij ""
S'/,,x,, S~,,x,~ •• • S ~ g 1X S m p
,S~,2 X,1 U • ..
Sx~xj (n) = ...
/j " ~ °
...
.S~,.vx ,, SYc,,,,xa •"
(56)
After having calculated the cross-power spectrum matrices
for all combinations of i and j finite elements, the
simulation technique proposed by Shinozuka3 for a multi-
variate stochastic field can be utilized.
As an alternative method to simulate the stochastic
field, the discrete vector field (multi-variate stochastic field)
can be reduced into a discrete scalar field (uni-variate
stochastic field) Y in the following way:
Y = {Xt, X ~ , . . . , x ~ } t
where the length of vector Y is equal to rap x ~ . Xi
represents a weighted integral vector consisting of mp
weighted integrals associated with the i-th finite element.
Then, the covariance matrix of Y is denoted by Cyy
according to Eq. (6). In order now to generate the random
vector Y, the covariance matrix Cyy is diagonalized by
means of eigen value analysis 17 as follows:
• tCw~ = A
Statically Indeterminate Truss Structure
A statically indeterminate truss structure subjected to
a deterministic concentrated load is examined in this
sub-section, since it is quite easy to analyze stati-
cally determinate structures in which element stresses are
deterministic 19. The configuration of this truss structure is
s~iJ2x,rn p shown in Fig. 3. The spatially varying Young's modulus
is assumed to take the form of Eq. (7) and the associated
stochastic field X (~) is considered to have zero mean and
the following auto-correlation function:
S~'JmpX,~p.
Rxx(~) = cr2ezp(-(~/b) 2 } (60)
where a denotes the coefficient of variation (COV) of
l I E and is set equal to 0.1. b denotes the correlation
distance controlling the degree of correlation. The extreme
case when b approaches infinity indicates a fully correlated
stochastic field, while the extreme case when b approaches
zero indicates a totally uncorrelated field.
Assuming statistical independence among the stochas-
tic fields of different truss elements, the COV of nodal dis-
(57) placements and element forces is computed as a function of
correlation distance and plotted in Figs. 4 and 5. Both the
first order perturbation and Monte Carlo simulation tech-
niques are used to obtain these results. Note that the covari-
ance matrix is evaluated numerically in both techniques. In
the Monte Carlo simulation technique, the covariance ma-
trix diagonalization technique is used to generate five hun-
dred sample functions for each truss element. A reasonably
good agreement between the two techniques is observed in
these figures. ?
(58)

where ~ is the normalized modal matrix and A a diagonal

matrix containing the eigen values of C ~ . Hence
the following transformations are valid between Z =
{Zl ...Z,,,,. )' and Y:
I
LO
Z = Oty, Y = OZ (59)

The first step in the Monte Carlo simulation consists of

generating a sample of vector Z . Then, each realization
of Z is transformed into a realization of Y by means of
J
y =dp Z. Finally, the element and global stiffness matrices
to
are easily assembled using a sample of vector Y and Eq.
(38) is solved deterministically. Fig. 3. A statically indeterminate truss structure

Probabilistic Engineering Mechanics, 1990, Vol. 5, No. 3 153

Weighted integral method in s~ochastic finite etemen~ anat~jsis: T. Takada
Symbols:simulationmethodbasedon Eq, (59)
and b the corretation distance. 0.1 is set ~ u a l ~o v.
Lhnes: first-orderperturbationmethodbasedon Eq. (47)
0.20 Assuming again statistical independence among the
P u4 I stochastic ileitis o f different beam eiements o ~ e C O V of
u3 I ncdal displacements and element, forces is computed as a
function o f correlation distance and N e t t e d N Figs. 8 and
9. The covariance matrix is e v N u a t ~ n u m m c a t y in t~e
U'2 i proposed method. The first order perturbation ~ a i q e e
I is used again as w e l as ~ e conventional first-order
Ul Ul
perturbation-based S F E M whose sub-element discrettzatioa
0000000000000000000~ are shown in Fig. 7. it is easkly observed Lhat a finer
0.10 F ..................
discre ~tization in the conventional S F E M p r o v i d e s remits
z
N a t are l o s e r to the corresponding ones o f ~ e propose~g
> 4 u2
0
method. This pattern is more significant for s n a i l vNees
0
o f b / L . This implies that a coarse discredzafion ia ~ e
eonventionai S F E M is not sufficient to acctarately describe
the original stochastic field. A t least eight sub-elements are
/ needed m obtain reasonable results for the case where b / L
is equal to 0,5. The total number o f degrees o f freedom ns
O,OO ' I ' I_ ;
0.00 [.00 ~,00 3.00 %00 5.00 is equN to six in the proposed method and fifteen, N ~ y - .
~ r e e and sixty-nine for the three cases examined N the
Corre]atioa Distance (b/'ia)
conventional S F E M approach. Therefore, ~ e proposee
Fig. 4. COV of nodal displacements vs method is considerably more efficient compntationaiiyo
correlation distance
P P
Symbols:simulationmethodbasedon Eq. (59)

O. 20
Lines: first-orderperturbatiorlmethodbasedon Eq. (52)

P
l
i
£

! O.10

>
o 1/.~A = I, i !~[ = !2 for all elements
CO ra ~ Tb : Td
P=I.L=I

Fig. 6. A stochastic porfat f~ame subjected

}7 to lateral forces
/

O. O0 ~ I I { ~ I I __ ,
0,00 LO0 Z,O0 3.00 5,00 S.O0

Correlation Distance ~b/,a/

Fig. 5. COV of etemem forces vs.

correlation distance
Plane Frame Structure ~1 = I5 n: = 53 ~ : ,= fi9

Figure 6 shows a portal frame subjected to deterministic

lateral ioads o The Young's modulus is assumed to have
)t (a
again the spatial variation described in Eq. (7), in this
problem, the auto-correlation function takes the form (Table
2 in Shinozuka 19): Fig. 7. Sub-element configuration use~
in conventional SFEM
Rxx a) = 1 - 3 @/b) 2
- - =- (6D
k
+ (e/b?] °

where cr denotes the COV of -~, ( the separation distance

154 Probabilistic Engineering M e c h a n i c s , t 9 9 0 , Voi. 5, N o . 3

 Weighted inteoral method in stochastic finite element analysis: T. Takada
the accuracy of the solution from the proposed method
0.15 i i i 1 E
is independent of the way in which discretization is
U performed, while this certainly is not the case for the
conventional methods. In principle, the proposed method
can be extended to higher dimensional and/or dynamic
problems.

~
O. IO
8
2 sub-elemeaf.s]
4 sub-elements[ Convention~
A 8 sub-elemeats/ ACKNOWLEDGEMENT
The author greatly acknowledges the financial support of
Shimizu Corporation, Tokyo, Japan during his staying
's
~ 0.05 at Columbia and Princeton University. Also, valuable
0cj comments are made on this work by Professor Shinozuka,
civil engineering and operations research in Princetion
University.

O. O0 q I i I ,
O. t.O 2.0 3.0
REFERENCES
No~-Di,-,~nsio,~.[ Cor,-~t~.~io~.D i ~ t ~ (b/Z,) 1 Shinozuka,M. (1972), "Monte Carlo solutionof structuraldynam-
ics, " InternationalJournal of Computers and Structures, Vol. 2,
Fig. 8. COV of nodal displacements vs. pp. 855 - 874
correlation distance 2 Shinozuka, M. (1974), "Digital simulation of random processes
in engineering mechanics with the aid of FFT technique," Sto-
chastic problems in mechanics, Edited by S. T. Ariaramam and
H. H. E. Leipholz,(Waterloo:Universityof WaterlooPress), pp. 277
0.15 1 I 1 I L
- 286
3 Shinozuka, M. (1987), "Stochastic fields and their digital sim-
ulation," Stochastic Methods in Structural Dynamics, Edited by
Schu~ller, G. I., et al., Mardnus Nij~off Publishers, Dordreeht,
Netherland
oE O. tO 2 zub-elemen~s l 4 Samaras, E., Shinozuka,M and Tsumi, A. (1985), "ARMA repre-
sentationof randomprocesses," Journal of EngineeringMechanics,
P4
4 sub-elements / Conventional ASCE, Vol. 111,No. 3
//8 ~ub-elemen~s J 5 Yamazaki, F. and Shinozuka, M. (1988), "Digital generation of
non-Ganssianstochastic fields,"Journal of EngineeringMechanics,
'~ o.o5 ASCE, Vol. l14,No. 7, pp. 1183 - 1197
;>
© 6 Astill, C. J., Nosseir, B. and Shinozuka, M. (1972), "Impact
loadingon structures with randomproperties," Jonmal of Structural
Mechanics,Vol. 1, No. 1, pp. 6 3 - 77
~"" Prop0sed 7 Shinozuka, M. and Wen, Y. K. (1972), "Monte Carlo solution of
nonlinearvibrations,"AIAAJournal,Vol. I0, No. 1, pp. 37 - 40
0.00 , ! i I I
0.0 J..O Z.O 3,0 8 Shinozuka,M. and Dasguputa,G. (1986)," Stochastic finiteelement
methods in dynamics," Proceedings of the 3rd Conference on
~ort-D~mensionalCorrela~ioaDistance(b/L)
DynamicResponseof Structures, Los Angels,CA, pp. 44 - 54
Fig. 9. COV of reaction moment vs. 9 Yamazaki,E, Shinozuka,M. and Dasguputa, G. (1988),"Nemnarm
correlation distance expansion for stochastic finite element analysis," Journal of
EngineeringMechanics,ASCE, Vol. 114,No. 8, pp. 1335 - 1354
10 Shinozuka, M. and Deodatis, G. (1988), "Response variability
CONCLUSIONS of stochastic finite element systams," Journal of Engineering
This paper introduces a weighted integral method and Mechanics,ASCE, Vol. 114,No. 3, pp. 499 - 519
formulates a new SFEM approach for estimating the I1 Baecher, G. B. and Ingra, T. S. (1981), "Stochastic FEM in
response variability of stochastic systems consisting of line settlement predictions," Journal of the Geotechnical Engineering
elements. The essential feature of the proposed method is Division,ASCE, Vol. 107, No. 4, pp. 449 - 463
that the continuous stochastic field is rigorously treated by 12 Righetti, G. and Williams, H. K. (1988), "Finite dement analysis
means of weighted integrations in order to construct not of random soil media," Jonmal of the Geotechnical Engineering
only the element stiffness matrix but also the equivalent Division,ASCE, Vol. 114, No. 1, pp. 59 - 75
nodal forces. As a consequence, the original problem 13 Hoshiya,M. and Shah, H. C. (1971), "Free vibrationof stochastic
involving the stochastic field is transformed into a problem beam-column,"Journal of EngineeringMechanics,ASCE, Vol. 97,
involving only a few random variables. Furthermore, pp. 1239 - 1255

Probabilistic Engineering Mechanics, 1990, Vol. 5, No. 3 155

Weighted infegral method in stochastic fini¢e elemen~ analysis: T. Takada
14 Honda, K. and Anderson, K. (I981), "Application of finite element U : nodal displacement vector;
methods in the statistical analysis of stmctares," Proceedings of ff~e ~ ( Z ) : displacement function associated axial lbrce;
3rd ICOSSAR, Trondheim, Norway V e t [ o ] : operator of variance
~5 Hisada, T. and Nakagifi, S. (!981), "Stochastic finite element w(a:) : displacement functior~ associated bending force:
method developed for structural safety and reliability," Proceedings -%" ( Z ): one-dimensional homogeneous Gaussian s~ochas~ic field
of the 3rd ICOSSAR, Trondheim, pp. 395 - 408 -~gk : weighted integral of a function gk (5C
,~ J~
16 Hisada, T. a~-MNakagiri, S. (1985), "Role of stochastic finite element X i : weighted integral vector ofLhe ~-hh element:
method in structural safety and reliability," Proceedings of ~ e 4fi~ Y : discretized scalar (uni-variate) field:
ICOSSAR, Kobe, pp. 385 - 394
17 Liu, W. K., Belytschko, 1". and Mani, A. (I986), "Random field
finite element," International Journal for Nttrnerical Methods in
Ee ; element strain vector':
Engineering, Vol. 23,pp. 1831 - 1845
{ [ ° ] : operator of expectauon:
18 Liu, W. K., Belytschko, T. and Mani, A. (1986), '°Probabilistic finite
: normalized rondo1 makdx"
element for nonlinear structural dynamics," Computer Methods in
A : eigen value matrix;
Applied Mechanics and Engineering, Vol. 55, pp. 61 - 81
We (::C) : element stress vector~
19 Shino~ka, M. (1987), "Structural res!xmse variability," Journal of
Engineering Mechanics, ASCE, VoL 113, No. 6, pp. 825 - 842
20 Bucher, C. G. and Shinozuka, M. (I988), "Structural response
variability II," Journal of Engineering Mechanics, ASCE, VoLt !4~
No. t2, pp. 2035 - 2054
21 Kardara, A., Bucher, C. G. and Shinozuka, M. (1989), "Structural
response variability IIL" Journal of Engineering Mechanics, ASCE,
Vol. 115, No. 8, pp. I726- 1747
22 Vanmarcke, E. (1983), Random fields, (Cambridge: MIT Press)
23 Livesley, R. K. (1975), Matrbc me,hods of structural analysis,
Pergamon Press
24 Washizu, K. (1968), Variational me~hods in elasticity and piasticity,
(Pergamon Press)
25 Zie.~akiewicz, O. C. (i977)0 Thefinite dement meLhod,McGraw-Hill0
London, England

APPENDIX - NOTATIONS
The foUowing symbots are used in the present paper.

A : cross-sectional area of line element;

b : correlation distance;
B e (:c) : matrix associated with assumed stress distribution;
B , Bt, B b : relationship between the unknown coefficient and the nodal
displacement vector;
Cb : unknown coefficient vector;
d~ : nodal displacement vector of the e-th element;
D,(z) : stress-strain matrix;
E : spatially varying Young's modulus;
ee : element deformation vector,
F~ : element flexibility matrix;
F (z) : element displacement function matrix;
g (z), g~ (z) : deterministic functions;
He : element equilibrium matrix;
1" : sectional moment of inertia;
K : global stiffness mau'dx;
Ke : element stiffness matrix;
g : length of a beam element;
P : external force vectoq
p,~ (z) : distributed loads vector along the element length;
P~ : nodal force vector of finite element;
Pequiv : equivalent nodal force vector;
re : stress gradient vector;
P~XX ( 0 : auto-correlation function of stochastic field X ;

t56 Probabitistic Engineering Mechanics, t990, Vot. 5, No. 3