Semi-reduced order stochastic finite element methods for solving contact problems with uncertainties

This paper develops two-step methods for solving contact problems with uncertainties. In the first step, we propose stochastic Lagrangian multiplier/penalty methods to compute a set of reduced basis. In the stochastic Lagrangian multiplier method, the stochastic solution is represented as a sum of products of a set of random variables and deterministic vectors. In the stochastic penalty method, the problem is divided into the solutions of non-contact and possible contact nodes, which are represented as sums of the products of two different sets of random variables and deterministic vectors, respectively. The original problems are then transformed into deterministic finite element equations and one-dimensional (corresponding to stochastic Lagrangian multiplier method)/two-dimensional (corresponding to stochastic penalty method) stochastic algebraic equations. The deterministic finite element equations are solved by existing numerical techniques, and the one-/two-dimensional stochastic algebraic equations are solved by a sampling method. Since the computational cost for solving stochastic algebraic equations does not increase dramatically as the stochastic dimension increases, the proposed methods avoid the curse of dimensionality in high-dimensional problems. Based on the reduced basis, we propose semi-reduced order Lagrangian multiplier/penalty equations with two components in the second step. One component is a reduced order equation obtained by smooth solutions of the reduced basis and the other is the full order equation for the nonsmooth solutions. A significant amount of computational cost is saved since the sizes of the semi-reduced order equations are usually small. Numerical examples of up to 100 dimensions demonstrate the good performance of the proposed methods

Stochastic virtual element methods for uncertainty propagation of stochastic linear elasticity

This paper presents stochastic virtual element methods for propagating uncertainty in linear elastic stochastic problems. We first derive stochastic virtual element equations for 2D and 3D linear elastic problems that may involve uncertainties in material properties, external forces, etc. A stochastic virtual element space that couples the deterministic virtual element space and the stochastic space is constructed for this purpose and used to approximate the unknown stochastic solution. Two numerical frameworks are then developed to solve the derived stochastic virtual element equations, including a Polynomial Chaos approximation based approach and a weakly intrusive approximation based approach. In the PC based framework, the stochastic solution is approximated using the Polynomial Chaos basis and solved via an augmented deterministic virtual element equation that is generated by applying the stochastic Galerkin procedure to the original stochastic virtual element equation. In the weakly intrusive approximation based framework, the stochastic solution is approximated by a summation of a set of products of random variables and deterministic vectors, where the deterministic vectors are solved via converting the original stochastic problem to deterministic virtual element equations by the stochastic Galerkin approach, and the random variables are solved via converting the original stochastic problem to one-dimensional stochastic algebraic equations by the classical Galerkin procedure. This method avoids the curse of dimensionality of high-dimensional stochastic problems successfully since all random inputs are embedded into one-dimensional stochastic algebraic equations whose computational effort weakly depends on the stochastic dimension. Numerical results on 2D and 3D problems with low- and high-dimensional random inputs demonstrate the good performance of the proposed methods

Stochastic virtual element methods for uncertainty propagation of stochastic linear elasticity

This paper presents stochastic virtual element methods for propagating uncertainty in linear elastic stochastic problems. We first derive stochastic virtual element equations for 2D and 3D linear elastic problems that may involve uncertainties in material properties, external forces, boundary conditions, etc. A stochastic virtual element space that couples the deterministic virtual element space and the stochastic space is constructed for this purpose and used to approximate the unknown stochastic solution. Two numerical frameworks are then developed to solve the derived stochastic virtual element equations, including a Polynomial Chaos approximation based approach and a weakly intrusive approximation based approach. In the Polynomial Chaos based framework, the stochastic solution is approximated using the Polynomial Chaos basis and solved via an augmented deterministic virtual element equation that is generated by applying the stochastic Galerkin procedure to the original stochastic virtual element equation. In the weakly intrusive approximation based framework, the stochastic solution is approximated by a summation of a set of products of random variables and deterministic vectors, where the deterministic vectors are solved via converting the original stochastic problem to deterministic virtual element equations by the stochastic Galerkin approach, and the random variables are solved via converting the original stochastic problem to one-dimensional stochastic algebraic equations by the classical Galerkin procedure. This method avoids the curse of dimensionality in high-dimensional stochastic problems successfully since all random inputs are embedded into one-dimensional stochastic algebraic equations whose computational effort weakly depends on the stochastic dimension. Numerical results on 2D and 3D problems with low- and high-dimensional random inputs demonstrate the good performance of the proposed methods

A nonlinear stochastic finite element method for solving elastoplastic problems with uncertainties

This article presents an efficient nonlinear stochastic finite element method to solve stochastic elastoplastic problems. Similar to deterministic elastoplastic problems, we describe history-dependent stochastic elastoplastic behavior utilizing a series of (pseudo) time steps and go further to solve the corresponding stochastic solutions. For each time step, the original stochastic elastoplastic problem is considered as a time-independent nonlinear stochastic problem with initial values given by stochastic displacements, stochastic strains, and internal variables of the previous time step. To solve the stochastic solution at each time step, the corresponding nonlinear stochastic problem is transformed into a set of linearized stochastic finite element equations by means of finite element discretization and a stochastic Newton linearization, while the stochastic solution at each time step is approximated by a sum of the products of random variables and deterministic vectors. Each couple of the random variable and the deterministic vector is also used to approximate the stochastic solution of the corresponding linearized stochastic finite element equation that can be solved via a weakly intrusive method. In this method, the deterministic vector is computed by solving deterministic linear finite element equations, and corresponding random variables are solved by a non-intrusive method. Further, the proposed method avoids the curse of dimensionality successfully since its computational effort does not increase dramatically as the stochastic dimensionality increases. Four numerical cases are used to demonstrate the good performance of the proposed method

A stochastic LATIN method for stochastic and parameterized elastoplastic analysis

The LATIN method has been developed and successfully applied to a variety of deterministic problems, but few work has been developed for nonlinear stochastic problems. This paper presents a stochastic LATIN method to solve stochastic and/or parameterized elastoplastic problems. To this end, the stochastic solution is decoupled into spatial, temporal and stochastic spaces, and approximated by the sum of a set of products of triplets of spatial functions, temporal functions and random variables. Each triplet is then calculated in a greedy way using a stochastic LATIN iteration. The high efficiency of the proposed method relies on two aspects: The nonlinearity is efficiently handled by inheriting advantages of the classical LATIN method, and the randomness and/or parameters are effectively treated by a sample-based approximation of stochastic spaces. Further, the proposed method is not sensitive to the stochastic and/or parametric dimensions of inputs due to the sample description of stochastic spaces. It can thus be applied to high-dimensional stochastic and parameterized problems. Four numerical examples demonstrate the promising performance of the proposed stochastic LATIN method

An efficient reduced-order method for stochastic eigenvalue analysis

This article presents an efficient numerical algorithm to compute eigenvalues of stochastic problems. The proposed method represents stochastic eigenvectors by a sum of the products of unknown random variables and deterministic vectors. Stochastic eigenproblems are thus decoupled into deterministic and stochastic analyses. Deterministic vectors are computed efficiently via a few number of deterministic eigenvalue problems. Corresponding random variables and stochastic eigenvalues are solved by a reduced-order stochastic eigenvalue problem that is built by deterministic vectors. The computational effort and storage of the proposed algorithm increase slightly as the stochastic dimension increases. It can solve high-dimensional stochastic problems with low computational effort, thus the proposed method avoids the curse of dimensionality with great success. Numerical examples compared to existing methods are given to demonstrate the good accuracy and high efficiency of the proposed method

Efficient stochastic modal decomposition methods for structural stochastic static and dynamic analyses

AbstractThis article presents unified and efficient stochastic modal decomposition methods to solve stochastic structural static and dynamic problems. We extend the idea of deterministic modal decomposition method for structural dynamic analysis to stochastic cases. Standard/generalized stochastic eigenvalue equations are adopted to calculate the stochastic subspaces for stochastic static/dynamic problems and they are solved by an efficient reduced‐order method. The stochastic solutions of both static and dynamic equations are approximated by stochastic bases of the stochastic subspaces. Original stochastic static/dynamic equations are then transformed into a set of single‐degree‐of‐freedom (SDoF) stochastic static/dynamic equations, which are efficiently solved by the proposed non‐intrusive methods. Specifically, a non‐intrusive stochastic Newmark method is developed for the solution of SDoF stochastic dynamic equations, and the element‐wise division of sample vectors is used to solve the SDoF stochastic static equations. All of these methods have low computational effort and are weakly sensitive to the stochastic dimension, thus the proposed methods avoid the curse of dimensionality successfully. Two numerical examples, including two‐ and three‐dimensional spatial problems with low and high stochastic dimensions, are given to show the efficiency and accuracy of the proposed methods.</jats:p

Upper Limb Position Tracking with a Single Inertial Sensor Using Dead Reckoning Method with Drift Correction Techniques

Inertial sensors are widely used in human motion monitoring. Orientation and position are the two most widely used measurements for motion monitoring. Tracking with the use of multiple inertial sensors is based on kinematic modelling which achieves a good level of accuracy when biomechanical constraints are applied. More recently, there is growing interest in tracking motion with a single inertial sensor to simplify the measurement system. The dead reckoning method is commonly used for estimating position from inertial sensors. However, significant errors are generated after applying the dead reckoning method because of the presence of sensor offsets and drift. These errors limit the feasibility of monitoring upper limb motion via a single inertial sensing system. In this paper, error correction methods are evaluated to investigate the feasibility of using a single sensor to track the movement of one upper limb segment. These include zero velocity update, wavelet analysis and high-pass filtering. The experiments were carried out using the nine-hole peg test. The results show that zero velocity update is the most effective method to correct the drift from the dead reckoning-based position tracking. If this method is used, then the use of a single inertial sensor to track the movement of a single limb segment is feasible