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Applied Mathematical Modelling 37 (2013) 7868–7875

Contents lists available at SciVerse ScienceDirect

Applied Mathematical Modelling


journal homepage: www.elsevier.com/locate/apm

Short communication

A mapping strategy for the identification of structural systems


S. Tomasiello ⇑
DiSGG - Faculty of Engineering, University of Basilicata, C.da Macchia Romana, 85100 Potenza, Italy

a r t i c l e i n f o a b s t r a c t

Article history: In this paper an alternative approach for identification problems is discussed. Unlike exist-
Received 2 April 2012 ing methods, this new approach combines in a general way finite differences and function
Received in revised form 7 September 2012 approximation and is herein used for the identification of a particular system in structural
Accepted 8 January 2013
dynamics, that is the damped Duffing oscillator subject to a swept-sine excitation. The
Available online 14 March 2013
solution obtained by means of the proposed method has been compared with the one
obtained by a neural network. The present method gives better results at a low computa-
Keywords:
tional cost, with the advantage of solutions in explicit form. Besides, it is possible to prove
Structures
Finite difference methods
that the solutions are stable and that from this new approach one can deduce, as a partic-
Stability ular case, the approximation previously proposed by other authors.
Nonlinear dynamics Ó 2013 Elsevier Inc. All rights reserved.

1. Introduction

A formulation of the identification problem was given by Zadeh [1]: ‘‘Identification is the determination, on a basis of input
and output, of a system within a specified class of systems, to which the system under test is equivalent’’. The equivalence can
be defined by means of a loss function (roughly speaking an error function) to be minimized; so, the identification problem
becomes simply an optimization problem. Obviously, there are several mathematical questions related to the problem, such
as for example the uniqueness of the solution, but these are not the subject of this communication. Identification problems
have been usually handled by means of neural networks (NNs), in particular for modeling unknown structural dynamic sys-
tems with application in health monitoring of structures and structural control [2–7], also because of the complex behaviour
of structures [8].
NNs are a popular tool which can perform nonlinear functional mappings between input and output variables and are
trained to minimize the error function between the NN output and the desired output. There are several applications in dif-
ferent fields (see e.g. [9,10]). In particular, in [10] a variational formulation for NNs was proposed in order to solve some var-
iational problems, such as a shape design, an optimal control and an inverse problem. In this note, a different approach is
ð1Þ ðk1Þ ðsÞ
proposed. Let us consider a certain data set fðui ; ui ; . . . ; ui Þji ¼ 1; . . . ; Ng, where ui and ui , with s ¼ 1; . . . ; k  1, are the
values of the unknown function uðtÞ and its sth-order derivative at the ith grid point or t i . The method here proposed finds
the map x # fðxÞ, where f : Rk ! Rk and x is any k-tuple ðu; uð1Þ ; . . . ; uðk1Þ Þ. This method combines finite differences (FD)
and functional approximation, by means of a linear combination of some basis functions. The full scheme is constructed by
minimizing the sum of squared errors and this leads to a linear system of equations. This approach is different from, or rather,
more general than the one proposed by Castillo et al. [11], who found for the data set fðui ; t i Þji ¼ 1; . . . ; Ng, the approximation
uiþk ¼ gðui ; uiþ1 ; . . . ; uiþk1 ; ti Þ, where k is the order of the assumed differential equation; this approximation can be derived as a
particular case from the approach herein proposed. It should be pointed out that working with a k-
dimensional map, when the values of u and its k  1 derivatives are available, has the main advantage of obtaining directly

⇑ Tel.: +39 (0) 971 205089; fax: +39 (0) 971 205070.
E-mail addresses: tomasiello@unibas.it, stefania.tomasiello@gmail.com

0307-904X/$ - see front matter Ó 2013 Elsevier Inc. All rights reserved.
http://dx.doi.org/10.1016/j.apm.2013.01.049
S. Tomasiello / Applied Mathematical Modelling 37 (2013) 7868–7875 7869

approximations for u and its derivatives, without needing any particular rearrangement of data (such as for example in NNs
with tapped time delays [12], where one has to consider for each time several values related to previous times) and by allow-
ing to keep track of all errors. In particular, for k = 2, this is important for identification problems arising in the structural engi-
neering field. Besides, a sufficient condition to ensure stability, i.e. low sensitivity to noisy data, is here stated. A case study
provided by Chassiakos and Masri [13] is herein considered for a comparison between NNs and the proposed approach. This
case deals with the identification of the restoring forces in a structural system modeled as a damped Duffing oscillator subject
to a swept-sine excitation. In [13] a NN with the input values of displacement and velocity is used in order to obtain the output
values of the restoring force; afterwards, the Duffing equation is numerically solved to obtain displacement and velocity. By
using the proposed mapping approach, complete expressions for displacement and velocity are deduced and afterwards, from
velocity, the values of the restoring force computed. Numerical results show the effectiveness of the method.

2. Fundamental relations and theorems

Let us consider the m-dimensional dynamical system in the form


dw
¼ Fðw; tÞ: ð1Þ
dt
For the sake of simplicity, but without losing in generality, let us assume m ¼ 2. So, one can write
      
d u 0 1 u 0
¼ þ ; ð2Þ
dt v k n v f ðu; v ; tÞ
where v is the first-order time derivative of u; k is the linear stiffness parameter, n the damping parameter and f ðu; v ; tÞ takes
into account the nonlinear terms. By applying a conventional FD scheme, with N grid points, it is immediate to show that Eq.
(2) takes the following form
wiþ1 ¼ Hwi þ gi ; ð3Þ
where H is a matrix of suitable coefficients, ¼ ðui ; v ¼ ð0; f2 ðui ; v i ; ti ÞÞ, being f2 ðui ; v i ; t i Þ the resulting functional values
wTi T
i Þ; gi
after the application of the FD scheme, with ui ¼ uðti Þ; v i ¼ v ðt i Þ. If one uses a higher-order FD scheme such as DQM, which
approximates the derivative of a certain function by a weighted sum of the functional values in N grid points [14], then the
first element of gi is not null, and one can write

g Ti ¼ ðf1 ðui ; v i ; t i Þ; f 2 ðui ; v i ; ti ÞÞ: ð4Þ


If fj is approximated by means of some functions of u and v only
pj
X
fj ðui ; v i Þ ¼ cjr wjðr2Þ ðui ; v i Þ; j ¼ 1; 2; ð5Þ
r¼3

then Eq. (3) can be written in general form as follows


wiþ1 ¼ fðwi Þ ð6Þ
2 2
and this planar difference equation is an iteration under the map f, with f : R ! R , so Eq. (6) can be conveniently written
as
w # fðwÞ: ð7Þ
It should be pointed out that the elements hij with i; j ¼ 1; 2 are unknown, so one has p1 þ p2 unknowns, cjr , being pj  2 the
number of the functions wjr chosen for the approximation. The basis functions can be polynomial, sine and so on. The optimal
values of the unknown parameters cjr are obtained by minimizing the error functionals
0 !2 1
Xp1
PN1
  B i¼1 uiþ1  c11 ui  c12 v i  c1r w1ðr2Þ ðui ; v i Þ C
Eu B C
B r¼3 C
¼B ! C; ð8Þ
Ev B Xp2 2C
@ PN1 A
i¼1 v iþ1  c21 ui  c22 v i  c2r w2ðr2Þ ðui ; v i Þ
r¼3

leading to a system of linear equations with p1 þ p2 unknowns.


It is well-known that an unstable behaviour can appear when recurrence formulas, such as Eq. (6), are adopted, expecially
when noisy data are used. Checking stability of the solution is in particular important when one chooses a piecewise approx-
imation, i.e. when the domain is divided into sub-domains (or intervals), where each approximation can be different and the
value of the solution in the last grid point of the interval represents the initial value of the solution in the next interval.
Numerical results related to a piecewise approximation will be discussed in the next section. A sufficient condition for
the stability of the approximate solutions is stated as follows.
7870 S. Tomasiello / Applied Mathematical Modelling 37 (2013) 7868–7875

Theorem 1. A small perturbation of the solution w on the left of the ith point remains small on the right of it, if

qðDfðwi1 ÞÞ 6 1; ð9Þ
where q is the spectral radius of the Jacobian
" @f @f1
#
@u
1
ðwi1 Þ @v
ðwi1 Þ
Dfðwi1 Þ ¼ @f2 @f2
: ð10Þ
@u
ðwi1 Þ @v
ðwi1 Þ

Proof. Since wiþ1  wi ¼ fðwi Þ  fðwi1 Þ, by using the Taylor expansion of fðwi Þ around wi1 truncated at the linear term one
has
Dw½iþ1 ¼ Dfðwi1 ÞDw½i ; ð11Þ
where Dw½iþ1 ¼ wiþ1  wi and Dw½i ¼ wi  wi1 are the changes, or variations, of the solution w on the right and on the left of
the ith point respectively. h

Table 1
RMSE for different values of N and basis of functions for the displacement u and the velocity v.

N RMSEu RMSEv basis (u) basis (v)


1334 2.36E03 5.98E02 {1,u,v,Cos (u),Sin (v)} f1; v ; u; v 2 ; u2 ; v 3 ; u3 ; v 4 ; u4 ; v 5 ; u5 ; uv ; u2 v ; v 2 u; u2 v 2 ; u3 v ; uv 3 ; u3 v 2 ; u2 v 3 ; u3 v 3 ; u4 v ; uv 4 g
1334 2.36E03 6.61E02 {1,u,v,Cos (u),Sin (v)} f1; v ; u; v 2 ; u2 ; v 3 ; u3 ; uv ; u2 v ; v 2 u; u2 v 2 ; u3 v ; uv 3 ; u3 v 2 ; u2 v 3 ; u3 v 3 g
2501 6.72E04 3.19E02 {1,u,v,Cos (u),Sin (v)} f1; v ; u; v 2 ; u2 ; v 3 ; u3 ; v 4 ; u4 ; v 5 ; u5 ; uv ; u2 v ; v 2 u; u2 v 2 ; u3 v ; uv 3 ; u3 v 2 ; u2 v 3 ; u3 v 3 ; u4 v ; uv 4 g
2501 6.72E04 3.52E02 {1,u,v,Cos (u),Sin (v)} f1; v ; u; v 2 ; u2 ; v 3 ; u3 ; uv ; u2 v ; v 2 u; u2 v 2 ; u3 v ; uv 3 ; u3 v 2 ; u2 v 3 ; u3 v 3 g

(a) (b) (c)

Fig. 1. Phase plane plots: (a) exact solution (b) approximate map for N = 1334 (c) approximate map for N = 2501.
S. Tomasiello / Applied Mathematical Modelling 37 (2013) 7868–7875 7871

Eq. (6) can be regarded as a general form, from which one can deduce the approximation scheme proposed by Castillo
et al. [11], as stated by the following lemma.

Lemma 1. The approximation


X
pþ2
uiþ1 ¼ a1 ui þ a2 ui1 þ aj /j ðti Þ; ð12Þ
j¼3

Fig. 2. Error behavior for the approximate displacement: maximum error eu and RMSE vs time intervals s (logarithmic scale).

Fig. 3. Error behavior for the approximate velocity: maximum error ev and RMSE vs time intervals s (logarithmic scale).
7872 S. Tomasiello / Applied Mathematical Modelling 37 (2013) 7868–7875

where /j are p linearly independent functions and aj are p þ 2 unknown parameters, can be derived from the planar map given by
Eq. (6).

Pp1
Proof. From Eq. (6) one has uiþ1 ¼ c11 ui þ c12 v i þ j¼3 c 1j w1ðj2Þ ðui ; v i Þ, but since u and v are functions of t and writing v i by a
FD scheme, one has Eq. (12). h

Once the mapping approximation has been found, one can use it to predict other quantities, such as for example the accel-
eration, useful for detecting the restoring force, as will be discussed in the next section.

3. Application and discussion

The following example was taken from [13]. Let us consider the Duffing oscillator
3
€ þ gðu; uÞ
u _ ¼ f ðtÞ; _ ¼ au þ bu þ cu;
gðu; uÞ _ ð13Þ
_
with initial conditions uð0Þ ¼ 0; uð0Þ ¼ 0 and a ¼ 4p; b ¼ 15; c ¼ 1. This oscillator is subject to a swept-sine excitation, in the
time domain T = 20,

f ðtÞ ¼ f sin½ðp0 þ p1 tÞxn ; ð14Þ

(a)
Δ Δ Δ

(b)

Fig. 4. Approximate solution: (a) number of grid points N vs time intervals s (b) spectral radius q vs time intervals s.
S. Tomasiello / Applied Mathematical Modelling 37 (2013) 7868–7875 7873

(a) (b) (c)

Fig. 5. Phase plane plots: (a) exact solution (b) approximate map (c) approximate map with initial perturbation.

(a)

(b)

Fig. 6. Plots of the restoring force: (a) exact (b) predicted.


7874 S. Tomasiello / Applied Mathematical Modelling 37 (2013) 7868–7875

where f ¼ 45; xn ¼ 2p; p0 ¼ 0:9; p1 ¼ 0:01. The aim is detecting the restoring force gðu; uÞ _ ¼ f ðtÞ  u € . In [13], the problem
was solved by means of a NN with two input units (for the values of u and v ¼ u) _ and one output unit (giving the values
of the restoring force); 100 training patterns were used and at least 50 iterations were necessary for obtaining the maximum
acceptable total squared error which was set to 0.02 (i.e. an RMSE for the training equal to 0.014). Finally, the predicted dis-
placement and velocity were obtained by numerically solving the equation of motion Eq. (13); predicted and exact values
show some differences, especially at the end of the time domain.
By means of the approach here proposed, the displacement and velocity are predicted in form of a map without any
numerical integration, by choosing a suitable basis of functions and by learning these functions by a least square procedure.
The training data used for the minimization of Eq. (8) are the experimental measurements for displacement and velocity ta-
ken at discrete times t i in the time domain T, with i ¼ 1; . . . ; N. The solutions are influenced not only by the basis of functions,
but also by the number N of grid points and the length Dt of the time interval considered, since the approximation can be
improved by dividing the time domain into sub-domains or intervals, as will be shown. Once an accurate enough and stable
approximation is found, the restoring force can be deduced, by using an FD scheme for the acceleration, e.g. v_ ðt i Þ ¼
ðv iþ1  v i Þ=d, with d ¼ t iþ1  ti . Obviously, this requires a good accuracy for the velocity approximation. In Table 1 RMSEu
and RMSEv , i.e. the root mean squared error for the training data related to displacement and velocity respectively, are tabled
for different values of N and different basis of functions for u and v. These results have been computed in the whole time
domain T; as one can see, the approximation for v is poor. Besides, the errors accumulate, as one can see in Fig. 1, where
the exact phase plane plot is compared with the approximate ones obtained for different values of N: by increasing N, the
results do not improve. The results can be improved by dividing the time domain into sub-domains or intervals. Fig. 2
and 3 show the error behaviour for the approximate displacement and velocity respectively, obtained by dividing the time
domain into 35 intervals (s is the order number of the single interval). These intervals have different length Dt and number of
grid points N (see Fig. 4a, where the values for the last interval was not reported for the sake of representation, since N ¼ 701
and Dt ¼ 3:5). It should be pointed out that the errors on the interval 12 can be reduced to an order of 107 by dividing it in
two intervals, with N ¼ 26 and Dt ¼ 0:5; similar results can be achieved for the last interval, but the aim here is to discuss a
stable and accurate enough solution with a total number of grid points as small as possible. For all the intervals, the basis of
functions to be learned is Wu ¼ f1; u; v ; cosðuÞ; sinðv Þg for u and Wv ¼ f1; v ; u; v 2 ; u2 ; v 3 ; u3 ; v 4 ; u4 ; v 5 ; u5 ; uv ; u2 v ; v 2 u; u2 v 2 ;
u3 v ; uv 3 ; u3 v 2 ; u2 v 3 ; u3 v 3 ; u4 v ; uv 4 g for v; it should be pointed out that some terms in Wv may disappear depending on
the interval. By means of all these choices, the solution turns out to be stable: Fig. 4b shows the value of the spectral radius
q computed at the end of all the intervals. Accuracy and stability of the approximate solution are also shown in Fig. 5, where
the approximate map in the phase plane is depicted (Fig. 5b) combined with the map obtained by slightly perturbing the
initial conditions by means of a random noise in the range (0,0.01). This perturbation obviously propagates over the time
but the values of u and v at the end of the time domain vary in the measure of 0.29% and 0.48% with respect to the unper-
turbed values. Finally, in Fig. 6 the plots of the restoring force in its exact and predicted form are shown: there are no visible
differences, since the RMSE for the approximation turns out to be 0.009997.

4. Conclusions

In this note, a mapping approach for an identification problem is presented. This approach uses FD and functional approx-
imation in a general way, so the approximation previously proposed by other authors can be deduced from it as a particular
case. The proposed approach has the advantage of allowing solutions in explicit form, with a relatively low computational
cost. Besides, a sufficient condition to ensure stable solutions is here proposed. The case study herein considered is the
damped Duffing oscillator subject to a swept-sine excitation. A comparison with a traditional functional mapping scheme,
such as NNs, is discussed. The numerical results show the effectiveness of the proposed approach, by encouraging further
developments.

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