This paper develops a framework for propagation of uncertainties, governed by different probability distribution functions in a stochastic dynamical system. More specifically, it deals with nonlinear dynamical systems, wherein both the initial state and parametric uncertainty have been taken into consideration and their effects studied in the model response. A sampling-based nonintrusive approach using pseudospectral stochastic collocation is employed to obtain the coefficients required for the generalized polynomial chaos (gPC) expansion in this framework. The samples are generated based on the distribution of the uncertainties, which are basically the cubature nodes to solve expectation integrals. A mixture of one-dimensional Gaussian quadrature techniques in a sparse grid framework is used to produce the required samples to obtain the integrals. The familiar problem of degeneracy with high-order gPC expansions is illustrated and insights into mitigation of such behavior are presented. To illustrate the efficacy of the proposed approach, numerical examples of dynamic systems with state and parametric uncertainties are considered which include the simple linear harmonic oscillator system and a two-degree-of-freedom nonlinear aeroelastic system.
Uncertainty Quantification Using Generalized Polynomial Chaos Expansion for Nonlinear Dynamical Systems With Mixed State and Parameter Uncertainties
Contributed by the Design Engineering Division of ASME for publication in the JOURNAL OF COMPUTATIONAL AND NONLINEAR DYNAMICS. Manuscript received May 31, 2018; final manuscript received September 10, 2018; published online January 7, 2019. Assoc. Editor: Yan Wang.
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Bhusal, R., and Subbarao, K. (January 7, 2019). "Uncertainty Quantification Using Generalized Polynomial Chaos Expansion for Nonlinear Dynamical Systems With Mixed State and Parameter Uncertainties." ASME. J. Comput. Nonlinear Dynam. February 2019; 14(2): 021011. https://doi.org/10.1115/1.4041473
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