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30.3 Pseudoexcitation Method for Structural Random Vibration Analysis
30.3.1 Structures Subjected to Stationary Random Excitations
30.3.1.1 Single Stationary Random Excitations
The basic principle of the PEM for structural stationary random vibration analysis can be explained by
Figure 30.6. Consider a linear system subjected to a zero-mean stationary random excitation xðtÞ
Sxx
(a)
x(t)
y(t)
z(t)
x(t)=
(b)
(c)
Linear
Structure
Linear
Structure
Linear
Structure
Sxx(w)exp(iwt)
Syy(w) = Hy
*(w)Sxx(w)Hy(w)
Syz(w) = Hy
*(w)Sxx(w)Hz(w)
∼ y = Sxx(w)Hy(w)exp(iwt) ∼
∼z = Sxx(w)Hz(w)exp(iwt)
FIGURE 30.6 Basic principle of pseudoexcitation method (stationary analysis).
30-16 Vibration and Shock Handbook
© 2005 by Taylor & Francis Group, LLC
(see Figure 30.6a) and with a given PSD Sxx ðvÞ: Suppose that for two arbitrarily selected responses yðtÞ
and zðtÞ; the auto-PSD Syy ðvÞ and cross-PSD Syz ðvÞ are desired. Figure 30.6b gives the conventional
formulas for computing these PSD functions. Hy ðvÞ and Hz ðvÞ are the frequency-response functions,
that is, if xðtÞ is replaced by a sinusoidal excitation expðivtÞ; the harmonic responses of yðtÞ and zðtÞ
would be Hy ðvÞexpðivtÞ and Hz ðvÞexpðivtÞ; respectively. Thus, if xðtÞ is replaced by a sinusoidal
excitation (Lin et al., 1994b)
x~ ¼
ffiffiffiffiffiffiffiffi
Sxx ðvÞ
p
expðivtÞ ð30:94Þ
the responses of yðtÞ and zðtÞ would be y~ ¼
ffiffiffiffiffiffiffiffi
pSxxðvÞHyðvÞexpðivtÞ and z~ ¼
ffiffiffiffiffiffiffiffi
pSxxðvÞHzðvÞexpðivtÞ
(see Figure 30.6c). It can be readily verified that
y~p y~ ¼
ffiffiffiffiffiffiffiffi
Sxx ðvÞ
p
Hp
y ðvÞexpð2ivtÞ
ffiffiffiffiffiffiffiffi
Sxx ðvÞ
p
Hy ðvÞexpðivtÞ ¼ lHy ðvÞl2Sxx ðvÞ ¼ Syy ðvÞ ð30:95Þ
y~p z~ ¼
ffiffiffiffiffiffiffiffi
Sxx ðvÞ
p
Hp
y ðvÞexpð2ivtÞ
ffiffiffiffiffiffiffiffi
Sxx ðvÞ
p
Hz ðvÞexpðivtÞ ¼ Hp
y ðvÞSxx ðvÞHz ðvÞ ¼ Syz ðvÞ ð30:96Þ
If yðtÞ and zðtÞ are two arbitrarily selected random response vectors of the structure, and y~ ¼ ayexpðivtÞ
and z~ ¼ azexpðivtÞ are the corresponding harmonic response vectors due to the pseudo-excitation
(30.94), it can also be proven that the PSD matrices of yðtÞ and zðtÞ are
SyyðvÞ ¼ y~p y~T ¼ ap
y aT
y ð30:97Þ
SyzðvÞ ¼ y~p z~T ¼ ap
y aT
z ð30:98Þ
This means that the auto- and cross-PSD functions of two arbitrarily selected random responses can be
computed using the corresponding pseudoharmonic responses.
Now, consider a structure subjected to a single seismic random excitation. Its equations of motion are
My€ þ Cy_ þ Ky ¼ 2Mex€gðtÞ ð30:99Þ
in which the ground acceleration x€g ðtÞ is a stationary random process. Its PSD Sx€g ðvÞ is known and e is a
given constant vector, indicating the distribution of inertia forces. In order to solve Equation 30.99, let
the pseudoground acceleration be
x€~gðtÞ ¼
ffiffiffiffiffiffiffiffi
Sx€g ðvÞ
q
expðivtÞ ð30:100Þ
then Equation 30.99 becomes
My€~ þ Cy_~ þ Ky~ ¼ 2Me
ffiffiffiffiffiffiffiffi
Sx€g ðvÞ
q
expðivtÞ ð30:101Þ
and its stationary solution is
y~ðtÞ ¼ ayðvÞexpðivtÞ ð30:102Þ
Using its first q normalized modes for mode-superposition, then (Clough and Penzien, 1993)
ay ðvÞ ¼
Xq
j¼1
gjHjwj
ffiffiffiffiffiffiffiffi
Sxx ðvÞ
p
ð30:103Þ
in which vj; wj; 6j; Hj and gj are the jth natural angular frequency, mass normalized mode, damping ratio,
frequency-response function, and mode participation factor, respectively. According to PEM, the PSD
matrix of y is
SyyðvÞ ¼ y~p y~T ¼ ap
y ðvÞaT
y ðvÞ ð30:104Þ
Substituting Equation 30.102 into Equation 30.104 and expanding it also gives Equation 30.31. This
means these two equations are mathematically identical. However, the computational effort required by
Equation 30.104 is approximately only 1=q2 of that required by Equation 30.31. Therefore, Equation
30.104 is also known as the fast CQC algorithm (Lin, 1992).
Seismic Random Vibration of Long-Span Structures 30-17
© 2005 by Taylor & Francis Group, LLC
Example 30.1 Derivation of the Kanai – Tajimi PSD Formula
Consider the system shown in Figure 30.7(a). The single-layered homogeneous soil and the super single-
DoF structure can be modeled by the system of Figure 30.7(b). Assume that the horizontal acceleration of
the bedrock x€0 is a stationary random process with white noise spectrum S0: The ground displacement
relative to the bedrock is y, and the displacement of the superstructure (assumed to be an single-DoF
system) relative to the ground is x. The effective horizontal shear-resistant stiffness of the soil layer is kg;
while the corresponding damping coefficient is cg: Assuming that m is very small in comparison with the
equivalent ground mass mg; then the equation of motion of the effective ground mass is
mg y€ þ cg y_ þ kg y ¼ 2mgx€0 ðiÞ
or
y€ þ 26gvg y_ þv2
g y ¼ 2x€0 ðiiÞ
in which v2
g ¼ kg=mg; 26gvg ¼ cg=mg:
Now, form the horizontal pseudoacceleration for the bedrock
x€~0 ¼
ffiffiffi
S0
p
expðivtÞ ðiiiÞ
Substituting it into Equation ii gives
y€~ þ 26gvg
y_~ þv2
gy~ ¼ 2
ffiffiffi
S0
p
expðivtÞ ðivÞ
Its right-hand side is harmonic. Therefore, the stationary solution of y~ is
y~ ¼
2
ffiffiffi
S0 p
v2
g 2 v2 þ 2i6gvgv
expðivtÞ ðvÞ
The pseudoabsolute displacement of the ground is
x~g ¼ x~0 þ y~ ðviÞ
The corresponding pseudoabsolute acceleration is
x€~g ¼ x€~0 þ y€~ ¼
ffiffiffi
S0
p
expðivtÞ 1 þ
v2
v2
g 2 v2 þ 2i6gvgv
" #
¼
ffiffiffi
S0
p
expðivtÞ
v2
g þ 2i6gvgv
v2
g 2 v2 þ 2i6gvgv ðviiÞ
Using PEM, the PSD of x€~g is
Sx€g ðvÞ ¼ x€~pg
x€~g ¼ S0
v4
g þ 462
gv2
gv2
ðv2
g 2 v2Þ2 þ 462
gv2
gv2 ðviiiÞ
This is exactly the Kanai – Tajimi filtered white noise spectrum formula (Clough and Penzien, 1993).
(a) x0 (b)
m x
k c
y
m
x
k c y
kg cg
mg
.. x0
..
wg Vg
FIGURE 30.7 Structural modeling for Kanai – Tajimi PSD formula.
30-18 Vibration and Shock Handbook
© 2005 by Taylor & Francis Group, LLC
30.3.1.2 Multiple Stationary Random Excitations
Consider a linear structure subjected to a number of stationary random excitations, which are denoted
as an m-dimensional stationary random process vector xðtÞ with known PSD matrix Sxx ðvÞ: It is
a Hermitian matrix and so it can be decomposed, for example, by using its eigenpairs cj and
dj ðj ¼ 1; 2; …; rÞ; into
Sxx ðvÞ ¼
Xr
j¼1
djcp
j cT
j ðr # mÞ ð30:105Þ
in which r is the rank of Sxx ðvÞ: Next, form the r pseudoharmonic excitations
x~jðtÞ ¼
ffiffiffi
dj
q
cjexpðivtÞ ð j ¼ 1; 2; …; rÞ ð30:106Þ
By applying each of these pseudoharmonic excitations, two arbitrarily selected response vectors yjðtÞ and
zjðtÞ of the structure, which can be displacements, internal forces, or other linear responses, may be easily
obtained and expressed as
y~jðtÞ ¼ ayjðvÞexpðivtÞ ð30:107Þ
z~jðtÞ ¼ azjðvÞexpðivtÞ ð30:108Þ
The corresponding PSD matrices can be computed by means of the following formulas (Lin et al., 1994a;
Zhong, 2004):
Syy ðvÞ ¼
Xr
j¼1
y~p
j ðtÞy~T
j ðtÞ ¼
Xr
j¼1
ap
yjðvÞaT
yjðvÞ ð30:109Þ
Syz ðvÞ ¼
Xr
j¼1
y~p
j ðtÞz~T
j ðtÞ ¼
Xr
j¼1
ap
yjðvÞaT
zjðvÞ ð30:110Þ
The method used to decompose Sxx ðvÞ into the form of Equation 30.105 is not unique. In fact, the
Cholesky scheme is perhaps the most efficient and convenient way to do it; that is, Sxx ðvÞ is decomposed
into
Sxx ðvÞ ¼ LpDLT ¼
Xr
j¼1
djlp
j lT
j ðr # mÞ ð30:111Þ
in which L is a lower triangular matrix with all its diagonal elements equal to unity and D is a real
diagonal matrix with r nonzero diagonal elements dj: The implementation of Cholesky decomposition
for a Hermitian matrix is very similar to that for a real symmetric matrix (Wilkinson and Reinsch, 1971).
Example 30.2 A Massless Trolley Subjected to Excitations with Phase-Lags
The massless trolley shown in Figure 30.8 is connected to two abutments by springs and viscous dashpots
(linear viscous dampers) as shown. The abutments move distances x1ðtÞ and x2ðtÞ with spectral densities
S0 (constant), but x2ðtÞ ¼ x1ðt 2 TÞ; in which T is a fixed time difference. The response spectral
density of the trolley displacement Syy ðvÞ is to be determined. The equation of motion of the trolley is
(Newland, 1975)
ðc1 þ c2Þy_ þ ðk1 þ k2Þy ¼ k1x1 þ c1x_1 þ k2x2 þ c2x_2 ðiÞ
Since the PSD of x1ðtÞ is S0; the pseudoexcitation corresponding to x1ðtÞ is
x~1ðtÞ ¼
ffiffiffi
S0
p
expðivtÞ ðiiÞ
Seismic Random Vibration of Long-Span Structures 30-19
© 2005 by Taylor & Francis Group, LLC
Because x2ðtÞ ¼ x1ðt 2 TÞ; we have
x~2ðtÞ ¼
ffiffiffi
S0
p
exp½ivðt 2 TÞ ðiiiÞ
Clearly
x_~1ðtÞ ¼ iv
ffiffiffi
S0
p
expðivtÞ;
x_~2ðtÞ ¼ iv
ffiffiffi
S0
p
exp½ivðt 2 TÞ
ðivÞ
Substituting the above equations into Equation i
gives the harmonic equation
ðc1 þ c2Þy_~ þ ðk1 þ k2Þy~
¼ ½ðk1 þ ivc1Þ þ ðk2 þ ivc2Þ
expð2ivTÞexpðivtÞ ðvÞ
Its solution can be readily obtained as
y~ ¼
k1 þ ivc1 þ ðk2 þ ivc2Þexpð2ivTÞ
k1 þ k2 þ ivðc1 þ c2Þ
expðivtÞ ðviÞ
Hence,
Syy ¼ y~p y~ ¼
k21
þ k22
þ c2
1v2 þ c2
2v2 þ 2ðk1k2 þ c1c2v2Þcos vT þ 2ðk1c2v 2 k2c1vÞsin vT
ðk1 þ k2Þ2 þ ðc1 þ c2Þ2v2 S0 ðviiÞ
This result is identical to that given by Newland (1975). However, the process given here is quite
simple.
30.3.2 Structures Subjected to Nonstationary Random Vibration
30.3.2.1 Structures Subjected to Uniformly Modulated Evolutionary Random Excitations
30.3.2.1.1 Single Excitation Problems
The basic principle of the PEM for nonstationary random vibration analyses can be described by
Figure 30.9. Consider a linear system subjected to an evolutionary random excitation (see Figure 30.9a)
f ðtÞ ¼ gðtÞxðtÞ ð30:112Þ
in which gðtÞ is a slowly varying modulation function, while xðtÞ is a zero-mean stationary random
process with auto-PSD Sxx ðvÞ: The deterministic functions gðtÞ and Sxx ðvÞ are both assumed to be given.
y(t)
z(t)
y(w, t)
z(w, t)
f(t) = g(t)x(t)
~
~
~ ~
Sff (w,t) = g2(t)Sxx(w)
Syy(w, t) = y*yT
S ~ ~ yz(w, t) = y*zT
Linear
Structure
Linear
Structure
Linear
Structure
(a)
(b)
(c)
f(t) = Sxx(w)g(t)exp(iwt)
∼
FIGURE 30.9 Basic principle of pseudoexcitation method (nonstationary analysis).
x1(t)
x2(t)
k1
c1
k2
c2
y(t)
FIGURE 30.8 Two-phase input trolley.
30-20 Vibration and Shock Handbook
© 2005 by Taylor & Francis Group, LLC
The auto-PSD of f ðtÞ (see Figure 30.9b) is
Sff ðv; tÞ ¼ g2ðtÞSxx ðvÞ ð30:113Þ
In order to compute the PSD functions of various linear responses due to the action of f ðtÞ; we note
that the pseudoexcitation has the form
f~ðv; tÞ ¼ gðtÞ
ffiffiffiffiffiffiffiffi
Sxx ðvÞ
p
expðivtÞ ð30:114Þ
Now suppose that yðtÞ and zðtÞ are two arbitrarily selected response vectors (see Figure 30.9a) and y~ðv; tÞ
and z~ðv; tÞ are the corresponding transient responses due to the pseudoexcitation f~ðv; tÞ with the
structure initially at rest (see Figure 30.9b). It has been proven (Lin et al., 1994a; Lin et al., 2004) that the
desired PSD matrices of yðtÞ and zðtÞ are
Syyðv; tÞ ¼ y~p ðv; tÞy~Tðv; tÞ ð30:115Þ
Syzðv; tÞ ¼ y~pðv; tÞz~Tðv; tÞ ð30:116Þ
as shown in Figure 30.9c.
Now, consider the Equation 30.99 of a linear structure subjected to the evolutionary random excitation
x€g ðtÞ ¼ gðtÞxðtÞ: The pseudoground acceleration is now x€~g ðtÞ ¼ gðtÞ
ffiffiffiffiffiffiffiffi
pSxxðvÞexpðivtÞ: Substituting this
into the right-hand side of Equation 30.99 gives the deterministic equations
My€~ þ Cy_~ þ Ky~ ¼ 2MegðtÞ
ffiffiffiffiffiffiffiffi
Sxx ðvÞ
p
expðivtÞ ð30:117Þ
For seismic problems, the structure is initially at rest, that is, y~ ¼ y_~ ¼ 0 when t ¼ 0: Thus, the time
history of y~ðv; tÞ can be computed using the Newmark or Wilson-u schemes. Furthermore, any other
linear pseudo response vectors, denoted as u~ ðv; tÞ and v~ðv; tÞ; can be computed from y~ðv; tÞ: The
response PSD matrices of uðtÞ and vðtÞ can also be accurately computed by using their pseudoresponses
u~ ðv; tÞ and v~ðv; tÞ
Suuðv; tÞ ¼ u~ pðv; tÞu~ Tðv; tÞ ð30:118Þ
Suvðv; tÞ ¼ u~ pðv; tÞv~Tðv; tÞ ð30:119Þ
Example 30.3 Single-Degree of Freedom System Subjected to Suddenly
Applied Stationary Random Excitation
Consider the following single-DoF example, which was first given by Caughey and Stumpf (1961) and
has been widely used to compare the efficiency and precision of various methods:
y€ þ 26v0y_ þv20
y ¼ f ðtÞ ¼ gðtÞxðtÞ; yð0Þ ¼ y_ð0Þ ¼ 0 ðiÞ
in which
gðtÞ ¼
1:0 t $ 0
0 t , 0
(
ðiiÞ
and xðtÞ is a zero-mean-valued stationary random process with its PSD Sxx ðvÞ given. Now, constitute a
pseudo excitation
f~ðtÞ ¼
ffiffiffiffiffiffiffiffi
Sxx ðvÞ
p
expðivtÞ ðt $ 0Þ ðiiiÞ
Thus, the motion equation that should be solved is
y€~ þ 26v0 y_~ þv20
y~ ¼
ffiffiffiffiffiffiffiffi
Sxx ðvÞ
p
expðivtÞ; y~ð0Þ ¼ y_~ð0Þ ¼ 0 ðivÞ
Seismic Random Vibration of Long-Span Structures 30-21
© 2005 by Taylor & Francis Group, LLC
The solution of this simple equation is
y~ðv; tÞ ¼ H expðivtÞ 2 expð21tÞ cos v1t þ
iv þ 1
v1
sin v1t
ffiffiffiffiffiffiffiffi
Sxx ðvÞ
p
ðvÞ
in which
H ¼ ðv20
2 v2 þ 2i6v0vÞ21; 1 ¼ 6v0; v1 ¼ v0
ffiffiffiffiffiffiffiffi
1 2 62
p
ðviÞ
Therefore, the auto-PSD of y is
Syyðv; tÞ ¼ y~p y~ ¼ ly~l2 ¼ lHl2 expð21tÞ
1
v1
sin v1t þ cos v1t
2 cos vt
2
þ expð21tÞ
v
v1
sin v1t 2 sin vt
2
Sxx ðvÞ
ðviiÞ
This result is identical to the exact solution given by Caughey and Stumpf (1961), who used a more
complicated process and expressed it less concisely as
Syy ðv; tÞ ¼ lHl2½1 þ expð221tÞ
"
1 þ
2v0
v1
6 sin v1t cos v1t 2 expð1tÞ 2 cos v1 t þ
2v0
v1
6 sin v1t
cos vt:
2expð1tÞ
2v
v1
sin v1 t sin vt þ ðv06Þ2 2 v2
1 þv2
v2
1
sin2v1t
#
Sxx ðvÞ
ðviiiÞ
30.3.2.1.2 Multiple Excitation Problems
Fully coherent excitations. In order to include the phase-lags between ground excitations, that is, the
wave passage effect, the evolutionary random excitation vector fðtÞ to which the structure is subjected
should be
f ðtÞ ¼
F1ðtÞ
F2ðtÞ
.. .
FnðtÞ
8>>>>>><
>>>>>>:
9>>>>>>=
>>>>>>;
¼
a1gðt 2 t1ÞFðt 2 t1Þ
a2gðt 2 t2ÞFðt 2 t2Þ
.. .
angðt 2 tnÞFðt 2 tnÞ
8>>>>>><
>>>>>>:
9>>>>>>=
>>>>>>;
¼ GðtÞfðtÞ ð30:120Þ
in which
GðtÞ ¼
a1gðt 2 t1Þ
a2gðt 2 t2Þ
. .
.
angðt 2 tnÞ
2
66666664
3
77777775
; fðtÞ ¼
Fðt 2 t1Þ
Fðt 2 t2Þ
.. .
Fðt 2 tnÞ
8>>>>>><
>>>>>>:
9>>>>>>=
>>>>>>;
ð30:121Þ
Here, all components of fðtÞ clearly have the same form, although there are time lags tjðj ¼ 1; 2;…; nÞ
between them; gðtÞ is the modulation function; ajðj ¼ 1; 2; …; nÞ are given real numbers; and tj are given
constants. FðtÞ is a stationary random process, of which the auto-PSD SFF ðvÞ is known. The pseudoexcitations
corresponding to {fðtÞ} are (Lin and Zhang, 2004)
f~ðtÞ ¼ GðtÞVq0
ffiffiffiffiffiffiffiffi
SFF ðvÞ
p
expðivtÞ ð30:122Þ
30-22 Vibration and Shock Handbook
© 2005 by Taylor & Francis Group, LLC
in which
R0 ¼ q0qT
0 ¼
1 1 · · · 1
1 1 · · · 1
.. .
.. .
. .
. .. .
1 1 · · · 1
2
6666664
3
7777775
V ¼ diag½expð2ivt1Þ; expð2ivt2Þ; …; expð2ivtnÞ
qT
0 ¼ {1; 1; …; 1}
ð30:123Þ
The excitation PSD matrix can be written as
Sff ðv; tÞ¼f~pðtÞf~TðtÞ ¼ SFF ðvÞGðtÞVpq0qT
0 VTGTðtÞ ¼ SFF ðvÞ
g2ðt 2 t1Þ gðt 2 t1Þgðt 2 t2Þexpðivðt12 t2ÞÞ · ·· gðt 2 t1Þgðt 2 tnÞexpðivðt12 tnÞÞ
gðt 2 t2Þgðt 2 t1Þexpðivðt22 t1ÞÞ g2ðt 2 t2Þ · ·· gðt 2 t2Þgðt 2 tnÞexpðivðt22 tnÞÞ
.. .
.. .
. .
. .. .
gðt 2 tnÞgðt 2 t1Þexpðivðtn2 t1ÞÞ gðt 2 tnÞgðt 2 t2Þexpðivðtn2 t2ÞÞ · ·· g2ðt 2 tnÞ
2
6666666664
3
7777777775
ð30:124Þ
An arbitrarily chosen response y~kðv; tkÞ excited by f~ðtÞ can be computed using a numerical integration
scheme and the results can be expressed as
y~kðv; tkÞ¼aykðv; tÞ
ffiffiffiffiffiffiffiffi
SFF ðvÞ
p
ð30:125Þ
in which
aykðv; tkÞ ¼
ðtk
0
Hðtk 2 tkÞGðtkÞVq0expðivtkÞdtk ð30:126Þ
Here, aykðv; tÞ is the response excited by GðtÞVq0expðivtÞ and HðtÞ is the impulse-response function
matrix. The cross-PSD matrix between ykðtÞ and ylðtÞ is
Sykyl ðv; tÞ¼y~p
k ðv; tÞy~T
l ðv; tÞ ð30:127Þ
By letting k ¼ l; the auto-PSD matrix of ykðtÞ can be directly computed by Equation 30.127.
Partially coherent excitations. In addition to the time lags between excitations, if the arbitrary coherence
between such nonstationary excitations is also taken into account, then the problem is more difficult.
According to PEM, however, it is only required that the matrix R0 in Equation 30.123 is changed into
R ¼
1 r12 · · · r1n
r21 1 · · · r2n
.. .
.. .
. .
. .. .
rn1 rn2 · · · 1
2
66666664
3
77777775
ð30:128Þ
in which rij reflects the coherence between the excitations at points i and j, and matrix R is usually
symmetric and positive definite or semipositive definite. Denoting its rank as rðr $ 1Þ; R can be
Seismic Random Vibration of Long-Span Structures 30-23
© 2005 by Taylor & Francis Group, LLC
expressed as
R ¼
Xr
j¼1
ajcp
j cT
j ð30:129Þ
This means that the global excitation PSD matrix is decomposed into r matrices with rank unity where
the jth of them corresponds to the pseudoexcitation
f~jðtÞ ¼ GðtÞVcj
ffiffiffiffiffiffiffiffiffiffiffi
ajSFF ðvÞ
q
expðivtÞ ð30:130Þ
If y~kjðtÞ and y~ljðtÞ are two arbitrary responses due to f~jðtÞ; then
Syk yl ðv; tÞ ¼
Xr
j¼1
y~p
kjðtÞy~T
lj ðtÞ ð30:131Þ
By letting k ¼ l; the auto-PSD matrix of ykðtÞ can be directly computed by Equation 30.131.
30.3.2.2 Structures Subjected to Nonuniformly Modulated Evolutionary
Random Excitations
30.3.2.2.1 Single Excitation Problems
Consider a nonuniformly modulated evolutionary random excitation f ðtÞ (Priestly, 1967)
f ðtÞ ¼
ð1
21
Aðv; tÞexpðivtÞdaðvÞ ð30:132Þ
in which Aðv; tÞ is a given nonuniform modulation function and a satisfies the equation
E ½dapðv1Þdaðv2Þ ¼ Sxx ðvÞdðv2 2 v1Þdv1 dv2 ð30:133Þ
Here, Sxx ðv1Þ is the auto-PSD of the stationary random process xðtÞ:
The Riemann – Stieltjes integration in Equation 30.132 causes difficulties in conventional
computations. However, this problem can be conveniently solved using PEM as follows. First, constitute
the following pseudoexcitation (Lin et al., 1997a, 1997b):
f~ðv; tÞ ¼ Aðv; tÞ
ffiffiffiffiffiffiffiffi
Sxx ðvÞ
p
expðivtÞ ð30:134Þ
Second, replace gðtÞ in Equation 30.117 by Aðv; tÞ to yield
My€~ þ Cy_~ þ Ky~ ¼ 2MeAðv; tÞ
ffiffiffiffiffiffiffiffi
Sxx ðvÞ
p
expðivtÞ ð30:135Þ
Third, with the structure initially at rest, compute the time history, y~ðv; tÞ; for any arbitrary frequency v;
and the required time histories u~ ðv; tÞ and v~ðv; tÞ: Finally, the PSD matrices of uðtÞ and vðtÞ can be
computed from
Suuðv; tÞ ¼ u~ pðv; tÞu~ Tðv; tÞ ð30:136Þ
Suvðv; tÞ ¼ u~ pðv; tÞv~Tðv; tÞ ð30:137Þ
Evidently, the PEM is nearly identical for uniformly or nonuniformly modulated evolutionary random
excitations. The unique difference is the use of either Aðv; tÞ or gðtÞ in the pseudoexcitation expressions,
see Equation 30.114 and Equation 30.134.
30.3.2.2.2 Multiple Excitation Problems
For multiple nonstationary random excitation problems, the PEM-based analysis process for uniformly
modulated evolutionary random excitations can be immediately extended to that for nonuniformly
modulated evolutionary random excitations if the modulation function gðtÞ is replaced by Aðv; tÞ:
30-24 Vibration and Shock Handbook
© 2005 by Taylor & Francis Group, LLC
All other formulas remain exactly the same. The difference in computational effort from using different
modulation functions is negligible.
30.3.3 Precise Integration Method
30.3.3.1 Precise Integration of Exponential Matrices
Structural equations of motion, for example, Equation 30.99, can be written as
My€ þ Gy_ þ Ky ¼ f ðtÞ ð30:138Þ
in which M, G, and K are given time-invariant n £ n matrices, respectively, and f ðtÞ is the given external
force vector. The initial displacement yðtÞ and the initial velocity y_ðtÞ of the system are specified. The
equation of motion, Equation 30.138, combined with the identity y_ ¼ y_ leads to the first-order equations
of motion in the state space being
v_ ¼ Hv þ r ð30:139Þ
in which
H ¼
0 I
B D
" #
; v ¼
y
y_
( )
; r ¼
0
M21fðtÞ
( )
; B ¼ 2M21K; D ¼ 2M21G ð30:140Þ
The homogeneous solution of Equation 30.139 is
vhðtÞ ¼ TðtÞc ð30:141Þ
in which
TðtÞ ¼ exp ðHtÞ ð30:142Þ
Consider the current integration interval t [ ½tk; tkþ1; t ¼ t 2 tk: When t ¼ 0 or t ¼ tk; TðtÞ ¼ I and,
therefore, c is a constant vector. If the particular solution to Equation 30.139, vpðtÞ; is temporarily
assumed to have been found, then the general solution of Equation 30.139 is
vðtÞ ¼ TðtÞðvðtkÞ 2 vpðtkÞÞ þ vpðtÞ ð30:143Þ
In order to compute TðtÞ accurately, it is desirable to subdivide the step t into m ¼ 2N equal intervals,
that is,
Dt ¼ t=m ¼ 22N t ð30:144Þ
For application purposes, the use of N ¼ 20 is sufficient, because it leads to Dt < 1026t: Such a small Dt
is, in general, much smaller than the highest natural period of any practical discretized system.
Using the Taylor series expansion, we have
expðH £ DtÞ < I þ Ta0 ð30:145Þ
in which
Ta0 ¼ ðH £ DtÞ þ ðH £ DtÞ2
2! þ ðH £ DtÞ3
3! þ ðH £ DtÞ4
4! ð30:146Þ
Substituting Equation 30.145 into Equation 30.142 gives
TðtÞ ¼ ðexpðH £ DtÞÞm ¼ ðI þ Ta0Þm ð30:147Þ
Note that
I þ Tai ¼ ðI þ Ta;i21Þ2 ¼ ðI þ 2 £ Ta;i21 þ Ta;i21 £ Ta;i21Þ; ði ¼ 1; 2; …; NÞ ð30:148Þ
so that
I þ TaN ¼ ðI þ Ta;N21Þ2 ¼ ðI þ Ta;N22Þ4 ¼ · · · ¼ ðI þ Ta0Þm ¼ TðtÞ ð30:149Þ
Seismic Random Vibration of Long-Span Structures 30-25
© 2005 by Taylor & Francis Group, LLC
Equation 30.148 and Equation 30.149 suggest the following computing strategy. In order to avoid the
loss of significant digits in the matrix TðtÞ; it is necessary to compute Ta1 directly from Ta0; Ta2 directly
from Ta1; and so on, by using
Tai ¼ 2 £ Ta;i21 þ Ta;i21 £ Ta;i21; ði ¼ 1; 2; …; NÞ ð30:150Þ
Then TðtÞ should be computed from
TðtÞ < I þ TaN ð30:151Þ
In Equation 30.151, the approximation is caused by the truncation of the Taylor expansion of Equation
30.146. It is generally negligibly small because when N ¼ 20; the first term ignored by the truncation is of
the order OðDt5Þ ¼ 10230Oðt5Þ; which is on the order of the round-off errors of a typical computer.
30.3.3.2 Particular Solutions and Precise Integration Formulas for Various Forms
of Loading
30.3.3.2.1 Linear Loading Form (HPD-L Form)
Assume that the loading varies linearly within the time step ðtk; tkþ1Þ; that is,
r ¼ r0 þ r1 £ ðt 2 t0Þ ð30:152Þ
in which r0 and r1 are time-invariant vectors. The particular solution of Equation 30.139 is then (Lin
et al., 1995a, 1995b; Zhong, 2004)
vpðtÞ ¼ ðH21 þ ItÞð2H21r1Þ 2 H21ðr0 2 r1tkÞ ð30:153Þ
Substituting Equation 30.152 into Equation 30.143 gives the HPD-L (High Precision Direct integration-
Linear) integration formula
vðtkþ1Þ ¼ TðtÞðvðtkÞ þ H21ðr0 þ H21r1ÞÞ 2 H21ðr0 þ H21r1 þ r1tÞ ð30:154Þ
30.3.3.2.2 Sinusoidal Loading Form (HPD-S Form)
If the applied loading is sinusoidal within the time region t [ ðtk ; tkþ1Þ; then
rðtÞ ¼ r1 sin vt þ r2 cos vt ð30:155Þ
in which r1 and r2 are time-invariant vectors. Substituting Equation 30.155 into Equation 30.139 enables
the particular solution to be obtained (Lin et al., 1995a, 1995b; Zhong, 2004)
vpðtÞ ¼ v1 sin vt þ v2 cos vt ð30:156Þ
in which
v1 ¼ ðvI þ H2=vÞ21ðr2 2 Hr1=vÞ v2 ¼ ðvI þ H2=vÞ21ð2r1 2 Hr2=vÞ ð30:157Þ
Substituting Equation 30.156 into Equation 30.143 gives the general solution of Equation 30.139, that is,
the HPD-S direct integration formula
vðtkþ1Þ ¼ TðtÞðvðtkÞ 2 v1 sin vtk 2 v2 cos vtkÞ þ v1 sin vtkþ1 þ v2 cos vtkþ1 ð30:158Þ
The time interval t ¼ tkþ1 2 tk can cover an arbitrary segment, or even many periods, of a sinusoidal
wave because, no matter how large the step size may be, exact responses will be obtained provided the
matrix TðtÞ has been generated accurately, without any instability occurring.
30.3.3.2.3 Exponentially Decaying Sinusoidal Loading Form (HPD-E Form)
Suppose that the applied loading varies according to the following exponentially decaying sinusoidal law
within the time region t [ ðtk; tkþ1Þ:
rðtÞ ¼ expðatÞðr1 sin vt þ r2 cos vtÞ ð30:159Þ
30-26 Vibration and Shock Handbook
© 2005 by Taylor & Francis Group, LLC
in which r1 and r2 are time-invariant vectors. Substituting Equation 30.159 into Equation 30.139 enables
the particular solution to be obtained (Lin et al., 1995a, 1995b; Zhong, 2004) as
vpðtÞ ¼ expðatÞðv1 sin vt þ v2 cos vtÞ ð30:160Þ
in which
v1 ¼ ððaI 2 H2Þ þ v2IÞ21ððaI 2 HÞr1 þ vr2Þ
v2 ¼ ððaI 2 H2Þ þ v2IÞ21ððaI 2 HÞr2 2 vr1Þ
ð30:161Þ
Thus, substituting Equation 30.161 into Equation 30.143 gives the general solution of Equation 30.139,
that is, the HPD-E direct integration formula
vðtkþ1Þ ¼ TðtÞðvðtkÞ 2 expðatkÞðv1 sin vtk þ v2 cos vtkÞÞ þ expðatkþ1Þðv1 sin vtkþ1 þ v2 cos vtkþ1Þ
ð30:162Þ
The time interval is t ¼ tkþ1 2 tk:
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