Heavy-Tailed Response of Structural Systems Subjected to Stochastic Excitation Containing Extreme Forcing Events
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cnd_013_09_090914.pdf
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Author(s)
Joo, Han Kyul
Mohamad, Mustafa A.
Sapsis, Themistoklis P.
Date Issued
July 2018
Journal
Journal of Computational and Nonlinear Dynamics
Publisher
ASME International
Citation
Kyul Joo, Han, Mustafa A. Mohamad, and Themistoklis P. Sapsis. “Heavy-Tailed Response of Structural Systems Subjected to Stochastic Excitation Containing Extreme Forcing Events.” Journal of Computational and Nonlinear Dynamics 13, no. 9 (July 26, 2018): 090914. © 2018 by ASME.
Version
Final published version
Abstract
We characterize the complex, heavy-tailed probability density functions (pdfs) describing the response and its local extrema for structural systems subject to random forcing that includes extreme events. Our approach is based on recent probabilistic decompositionsynthesis (PDS) technique (Mohamad, M. A., Cousins, W., and Sapsis, T. P., 2016, "A Probabilistic Decomposition-Synthesis Method for the Quantification of Rare Events Due to Internal Instabilities," J. Comput. Phys., 322, pp. 288-308), where we decouple rare event regimes from background fluctuations. The result of the analysis has the form of a semi-analytical approximation formula for the pdf of the response (displacement, velocity, and acceleration) and the pdf of the local extrema. For special limiting cases (lightly damped or heavily damped systems), our analysis provides fully analytical approximations. We also demonstrate how the method can be applied to high dimensional structural systems through a two-degrees-of-freedom (TDOF) example system undergoing extreme events due to intermittent forcing. The derived formulas can be evaluated with very small computational cost and are shown to accurately capture the complicated heavy-tailed and asymmetrical features in the probability distribution many standard deviations away from the mean, through comparisons with expensive Monte Carlo simulations.
MIT Department
Massachusetts Institute of Technology. Department of Mechanical Engineering
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DOI of Published Version
https://doi.org/10.1115/1.4039309
