An Efficient Application of Polynomial Chaos Expansion for the Dynamic Analysis of Multibody Systems With Uncertainty

Author(s):  
Mohammad Poursina

In this paper the mathematical framework of an advanced algorithm is presented to efficiently form and solve the equations of motion of a multibody system involving uncertainty in the system parameters and/or the excitations. The uncertainty is introduced to the system through the application of the polynomial chaos expansion. In this scheme, states of the system, nondeterministic parameters, and the constraint loads are expanded using modal values as well as orthogonal basis functions. Computational complexity of the application of traditional methods to solve the stochastic equations of motion of a multibody system drastically grows as a cubic function of the number of the states of the system, uncertain parameters and the maximum degree of the polynomial chosen for the basis function. The presented method forms the equation of motion of the system without forming the entire mass and Jacobian matrices. In this strategy, the stochastic governing equations of motion of each individual body as well as the one associated with the kinematic constraint at the connecting joint are developed in terms of the basis functions and modal coordinates. Then sweeping the system in two passes assembly and disassembly, one can form and solve the stochastic equations of motion. In the assembly pass the non-deterministic equations of motion of the assemblies are obtained. In the disassembly process, these equations are then recursively solved for the modal values of the spatial accelerations and the constraints loads. In the serial and parallel implementations, computational complexity of the method increases as a linear and logarithmic functions of the number of the states of the system, uncertain variables, and the maximum degree of the basis functions used in the expansion.

Author(s):  
Mohammad Poursina

In this paper, an advanced algorithm is presented to efficiently form and solve the equations of motion of multibody problems involving uncertainty in the system parameters and/or excitations. Uncertainty is introduced to the system through the application of polynomial chaos expansion (PCE). In this scheme, states of the system, nondeterministic parameters, and constraint loads are projected onto the space of specific orthogonal base functions through modal values. Computational complexity of traditional methods of forming and solving the resulting governing equations drastically grows as a cubic function of the size of the nondeterministic system which is significantly larger than the original deterministic multibody problem. In this paper, the divide-and-conquer algorithm (DCA) will be extended to form and solve the nondeterministic governing equations of motion avoiding the construction of the mass and Jacobian matrices of the entire system. In this strategy, stochastic governing equations of motion of each individual body as well as those associated with kinematic constraints at connecting joints are developed in terms of base functions and modal terms. Then using the divide-and-conquer scheme, the entire system is swept in the assembly and disassembly passes to recursively form and solve nondeterministic equations of motion for modal values of spatial accelerations and constraint loads. In serial and parallel implementations, computational complexity of the method is expected to, respectively, increase as a linear and logarithmic function of the size.


2020 ◽  
Author(s):  
Baolong Cui ◽  
Wuhong Guo

<p>Focusing on the rapid prediction of acoustic field uncertainty in environment with temporal and spatial sound speed perturbation, evolvement of sound speed structure over time is predicted based on the ocean-acoustic coupled model to obtain the uncertainty distribution of the vertical structure of sound speed. Further, a method combining  the arbitrary polynomial chaos expansion with the empirical orthogonal function is proposed to reduce the dimensionality of uncertain parameters and to obtain the uncertainty distribution of the acoustic field. Simulations have shown that the computational complexity can be reduced by 2 orders of magnitude compared to the conventional polynomial chaos expansion while ensures the same precision. Moreover, the computational complexity is not influenced by the complexity of the sound speed profile. The acoustic field and uncertainty predicted in uncertain environment by proposed method also have been tested with the experimental data.</p>


2017 ◽  
Vol 54 (2) ◽  
pp. 424-443
Author(s):  
Je Guk Kim

Abstract We present an analysis of convergence of a quasi-regression Monte Carlo method proposed by Glasserman and Yu (2004). We show that the method surely converges to the true price of an American option even under multiple underlyings via polynomial chaos expansion and weaker conditions than those used in Glasserman and Yu (2004). Further, we show the number of simulation paths grows exponentially in the number of basis functions to obtain convergence in implementing the method. Finally, we propose a rate of convergence considering regularity of value functions.


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