RANDOM VIBRATION OF STRUCTURES

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A Wney.lnteraclence Publication
JOHN WILEY" SONS
New York Chlchuter Brl.b.n. Toronto Slng.por.
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than the ever damping) and f~esent assumptions on structural models (mass, stiffness, and vibration an I a~l~re criteria (yield and fatigue). The product of such a random terms. 1'bi ~ YSIS IS a description of the safety of the structure in probabilistic This vot IS v~luable for structural design and planning. mind and h~~s prepared with the aforementioned engineering motivation in research ex . en developed during more than eighteen years of teaching and Delaware. ';flence in the Civil Engineering Department of the University of advanced en c:cau~ of the required backgr~)Und in structural dynamics, is'suitable pr:e~flng mathematics, and probability and statistics, the course Senior stud ardy for graduate students in civil and mechanical engineering. ents w'th with that of I good relevant background can make progress comparable individual g g.~duat~ students in small classes of ten to fifteen students, where provides a UI ance IS practical. For practicing structural engineers, the text random vi~ u~derstanding of the basic concepts and some applications of to follow t~atton of structures to enable them to tackle practical problems and placed on edresearch literature. Throughout the text, emphasis has been mathematicU~ erstan~ing the engineering significance involved rather than interesting aa /nalysls and rigor. Those who find the subject particularly retical WOrk ~ ,!seful can use this text as a springboard for either more theo n problems in tlh ~he statistical area or more complex research and engineering I' The text' elrpro,esslon. subject of rlneludes ten chapters. Chapters 1-3 contain an introduction to the tools. Most andom vibration and the necessary mathematical and statistical of technica~~~ presentations start from basic definitions with no presumption engineering ackground beyond the senior level in civil and mechanical for roadwa;:nd are very brief. Chapter 4 introduces random excitation models most impOrt ' earthq~ake motion, and ocean waves, all centered around the and 7 prese~nt descrtptor, the power spectral density function. Chapters 5, 6, (SDOF) syste the exclt~tjon-response solutions for single-degree-of-freedom systems, res m~, multldegree-of-freedom systems (MDFS), and continuous in relatiOn t~c~lvely. Chapter 8 deals with the central issue Of structural safety response an~l YI~ld and fatigue type failures. Chapter 9 extends the excitation important ~ YSls from stationary to nonstationary cases, which are particularly gives a briO: ~tructural design for earthquake type excitations. Chapter 10 vibrations. ,e IOtroduction to the difficult problem of nonlinear random ' The text is r with Chapters ecommended for a regular two-semester academic year of study, examples and 1-3, 5, and 8 for the first semester. A sufficient number of students in the.home~ork problems are provided fo~ this material to h~lp study. ' Ir learnIng process. References are prOVIded for more extensIve It is my pIe given by PrO!i aSUre to acknowledge the superb course on Random Vibration edgeofattend~ssor Step~en S. Crandall of MIT in 1965 which I had the privil ible for my ~n~. The stImulating experience of tha,t course is partially respons e Olee of Subjects in teaching, research, and in writing this text
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on random vibration. Professor Y. K .. Lin of the University of Illinois has been a constant source of encouragement. My colleague at the University of Delaware, Professor Robert M. Stark, has provided an atmosphere of fruitful intellectual exchange of ideas in the broad area of probabilistic engineering. Professor John R. Zimmerman. also at Delaware, has been a most cordial . co-worker in teaching the course and has contributed problems and Appendix B in the text. A year of sabaticalleave u.nder the sponsorship of Professor Joseph Penzien at the University of California at Berkeley provided the much needed time for completing the first draft of the manuscript. Mrs. Betty Bramble's ever present cheerful attitude while typing the enormous amount of technical symbols and equations is also acknowledged with appreciation.
C. Y. YANG
Newark, Delaware
December 1985
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CONTENTS
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1 INTRODUCTION
1.1 Random Vibration 1.2 Random Processes, Probability, and Statistics 2
1..2.1 Frequency Definition of Probability and Probability
3
Density 1.2.2 Joint Probability Density p(x I ' X2) 7
\.2.3 Conditional Probability and Independence 10 1.2.4 Statistics 12 1.2.5 Important Statistics in Practice 14
1.2.6 Rigid Body Analogy 18
Problems 20
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2 STATIONARY RANDOM PROCESS,

AUTOCORRELATION, AND SPECTRAL DENSITY
2.1 2.2 2.3 2.4 Stationary Process 23 Autocorrelation Function R(f) 25
Fourier Series and Fourier Integral 29
Power Spectral Density S(ro) 36
Problems 42
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3 ERGODIC PROCESSES AND TEMPORAL STATISTICS

3.1 3.2 3.3 3.4 3.5 Ergodic Process 44 Temporal Autocorrelation 4l{t) 47
53 Temporal Spectral Density W(w) Alternative Definition of Temporal Spectral Density W(J) Equivalence of Two Definitions of W<f) 56
Concluding Remarks 57
58 ," Problems
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CONTENTS
xi 144
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MODELS OF RANDOM EXCITATIONS Random Roadway (Stationary Model) 61 4.1.1 Discrete Model 62 4.1.2 Continuous Model 65 4.2 Random Earthquake Motion (Non~ationary Model) 66 4.2.1 Discrete Model 68 4.2.2 Continuous Model 69 4.3 Random Ocean Waves (Multivariable Stationary Model) 11 4.3.1 Discrete Model 14 4.3.2 Continuous Model 76 4.3.3 Spectral Density of Wave Force 18 Problems 80 4.1
60
RESPONSE OF CONTINUOUS SYSTEMS 7.1 Shear Beams 144 7.1.1 Deterministic Vibration 144 7.1.2 Stationary Random Vibration 146 7.1.3 Concentrated Random Excitation 148 Flexural Beams 152 7.2.1 Deterministic Vibration 152 7.2.2 Stationary Random Vibration 154 'Thin Plates 158 7.3.1 Deterministic Vibration 158 159 7.3.2 Stationary Random Vibration Alternative Solution (Shear Beams) 161 7.4.1 Deterministic Vibration 162 163 7.4.2 Impulse Response hF(x, t) 7.4.3 Complex Frequency Response HF(x, w) . 7.4.4 Stationary Random Vibration 169 Dam-Reservoir (Vertical Excitation) 171 7.5. r Formulation 171 172 7.5.2 ImpUlse Response Function 178 7.5.3 Frequency Response Function 7.5.4 Response Power Spectral Density 182 184 7.5.5 Response Mean Square Dam-Reservoir (Horizontal Excitation) 187 7.6.1 Formulation 187 7.6.2 Complex Frequency Response 190 1.6.3 Deterministic Vibration 196 7.6.4 Random Vibmtion 196 Problems 199
7.2 7.3
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STRUCTURES WITH SINGLE DEGREE OF FREEDOM (SDOF) Deterministic Transfer Relations 85 5.1.1 Frequency Domain Solution 86 5.1.2 Time Domain Solution 92 5.1.3 Time Domain versus Frequency Domain Solutions 5.2 Random ,Excitation and Response 97 5.2.1 Tiine Domain Approach 97 5.2.2 Frequency Domain Approach 104 5.2.3 A Direct Statistical Solution 101 Problems 109 5.1
85 7.5 96
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RESPONSE OF LINEAR MULTIDEGREE-OF FREEDOM (MDOF) SYSTEMS Two-Degree-of-Freedom Systems (TDOF) 114
t 14 6.1.1 Deterministic Vibration 6.1 .2 Random Excitations 119 6.1.3 Response Autocorrelation 120 6.1.4 Response Spectral Density 121 6.1.5 Deterministic Damped Vibration 123 6.1.6 Damped Response Autocorrelation 126 ' '6.1.7 Damped Response Spectral Density 121 6.2 MDOF Systems 129 6.2.1 Deterministic Vibration .129 6.2.2 Stationary Random Vibration 130 6.3 An Alternative Solution Procedure 132 6.3.1 Deterministic Vibration 133 6.3.2 Complex Frequency Response H(w) 133 6.3.3 Impulse Response h(t) 134 6.3.4 Stationary Random Vibration 135 Problems 139 6.1
114
DESIGN OF STRUCTURES FOR RANDOM

EXCITATIONS 8.1 8.2 8.3 8.4 8.5 8.6 Stationary Gaussian Process 201 Probability of Up-Crossing 205 Probability Density of the Peaks 209 Probability Density of the Envelope 210 213 Structural Design against Yield Failure Structural Design against Fatigue 224 224 8.6.1 Palmgren and Miner's Deterministic Hypothesis 8.6.2 Stationary Narrow-Band Random Loading 225 Problems 229
201
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NONSTATIONARY RESPONSE 9.1 SDOF Systems with Stationary Excitation 9.. 1.1 Zero Damping System 234 232
232
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CONTENTS
9.1.2 Lightly Damped Systems 234

Dam-Reservoir Systems with Stationary Excitation 236
9.2.1 Vertical Acceleration Excitation 236
9.2.2 Horizontal Acceleration Excitation 240
9.3 SDOF Systems with Nonstationary Excitation 241
9.3.1 Priestley's Model 241
9.3.2 Response ofSOOF Systems 243
9.3.3 Zero Damped SDOF Systems 245
9.3.4 Lightly Damped SOOF-Systems 246. 9.3.5 Bend'lt and Piersol's Model 251
9.4 Dam Reservoir Systems with NOllstationary Excitation 253
9.4.1 Vertical Acceleration Excitation 253
9.4.2 Horizontal Acceleration Excitation 256
Problems 262
9.2
10 NONLINEAR RANDOM VIBRATION
RANDOM VIBRATION
OF STRUCTURES
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10.1 Derivation of the Random Walk Model' 266

10.1.1 Basic Probability Definitions 266
10.1.2 ChapmanKomogorov-Smoluchowski Equation 10.1.3 Random Walk Model 267
10.1.4 One.Step Transition Probability p 270
10.2 Applications of the Random Walk Model 271
10.3 Fokker-Planck Equation 276
10.4 Solution of the Fokker-Planck Equation 276
Problems 279
APPENDIXES
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Fast Fourier Transform (FFf) in Random Vibration 282

A. t Basic Concepts 282
A.2 Use of FFf Computer Subroutine 283
B. Monte Carlo Simulation 288
B.l Synthesis of a Sample Function by a Monte Carlo Simulation 288
B.2 Generating Random Numbers On a Computer 289
8.3 Simple Bubble Sort 289
C References 291
INDEX
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CHAPTER
INTRODUCTION
1.1.
RANDOM VIBRATION
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Structural engineers today are accustomed to dealing with the analysis and design of structures for dynamic loads, such as wind forces on tall buildings and bridges, strong earthquake motion effects on buildings and dams, ocean wave forces on offshore oil drilling platforms, vibration of ships in rough seas, air planes in flight and during taxiing, and vibrations of high speed trains on rails and automobiles on highways. In the dynamic analysis and design the basic difference from the static consideration is the inclusion of time dependent excitations from externally imposed dynamic effects and internal inertia loads. For ordinary 'structures and familiar loading conditions and for preliminary design purposes, these dynamic loads are often treated as pseudostalic loads in which inertia forces equal to the product of the estimated acceleration and the associated structural masses are added to the design process. For the final dynamic design of major structures, particularly with unusual structures and severe loading conditions, a pseudostatic approach is inadequate. A dynamic approach must be undertaken. In a dynamic analysis and design the first important step is to determine the dynamic load. Dynamic loads are generally divided into two categories, a transient or shock load of short duration and a steady-state load of relatively long duration. The characterization of each of these dynamic loads is accom plished completely by a definite function of time with controlling parameters such as amplitudes, frequency, period, and phase. Once the dynamic load or input excitation is defined, tben the response dynamic force, displacement, and so on, of the-structure can be determined. These dynamic responses are com bined with the static counterparts to form the basis of the complete structural design.
1
INTRODUCTION
1.2.
RANDOM PROCeSSes. PROBABILITY. AND STATISTICS
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acceleration records XII '(I). Xll'(l}, ... , which we call the ensemble. We display three typical samples in Figure 1.2 in the ensemble of the so-called random acceleration process X(t). These three samples illustrate the uncertainties of the acceleration process. As a convention, Capital letters are used for random processes and random variables and corresponding lower' case letters for sample functions and sample values. To give a rational characterization of the ensemble of acceleration records as a whole, we must make use of the methods and concepts of probability and statistics. We begin by looking at the values of X(t) from each of the three samples X(l)(t), X(ZI(t), and x(3)(t) at a particular time t = tl' The different sample values x(ll(tt), xl 21(tt), and x(3)(t\) are among the theoretically infinitely many in the ensemble representing the random variable X(t,) == XI' To characterize this random variable X I or any other single continuous random variable X I', we use the following probability density function p(x) together with the frequency definition of probability.
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The fundamental difficulty in the structural analysis and design for dynamic loads. as briefly described here, lies in our inability to determine the design dynamic loads accurately. T.lking the case of strong earthquake motion as an example. our knowledge of ground motion is limited to acceleration measure ments such as the one illustrated in Figure 1.1. The peak acceleration of O.5g (one half of the gravitational acceleration) and a total duration of 10 sec gives an indication of the design acceleration in the high earthquake risk areas such as San Francisco. California. This acceleration record illustrates the irregularity and complexity of the time function. Furthermore, a rational dynamic design must consider the inherent uncertainty of possible future earthquakes at a structural site. To account for the large uncertainty in peak acceleration. vibration characteristics (frequency contents and phase angles), and the time duration, the classical approach where the ground acceleration is treated as a d~flnite timefunction, must be modified in a fundamental way. The uncertainties of ground acceleration must be built into a new class of indefinite or random lime fUl/ctiollS, known as random processes. For a random process, the charac teristics are no longer definite but are in statistical and probabilistic terms. When the input dynamic excitations are treated as random time functions, the struc tural responses are' naturally also random time functions. In this manner we are led to the study of random vibrations of structures, which mainly deals with the characterization of input random excitations to structures, determination of random structural responses, and assessment of structural safety under such random excitations.
1.2.1. Frequency Definition of Probability and Probability Density

We define the probability that (x < X < x + dx) as the fraction of samples for which (x < X < x + dx) in the ensemble of infinite samples, Thus,
n P(x < X < x + dx) = lim -N
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where N is the total number of samples in the ensemble and n is the number of favorable samples, meaning those with (x < X < x + dx).
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RANDOM PROCESSES. PROBABILITY. AND STATISTICS
We further define the probability density function p(x) by the equality

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(1.2)
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which is the area under the p(x) versus x curve between x and x + dx, as shown in Figure 1.3. . As consequences of the probability density definition, we find that
EXAMPLE 1.2. What is the probability of a 7 in a throw of a pair of dice? An examination of Figure 1.4 shows that there are a total of 36 equally likely random events for the sum of2 dice and that the number of favorable events is 6. Thus, P(the random sum X 7) 6/36 1/6. Similarly, P(the random sum
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(1.4)
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From Equation (1.2) we see that once the probability density function p(x) is obtained, we have a complete knowledge about the uncertainty characteristics of the random variable X. We should point out that in the frequency definition of probability, Equation (1.1), the expression N ...... 00 reflects the concept of an ensemble of infini~ely many samples. In practice, of course, when we must work with a finite mlmber of samples and even just a few samples, we can obtain only an approximate probability. The case with infinite samples, how ever, can be achieved through a conceptual understanding of the underlying physical problem represented by the random variable, as will be illustrated in Example 1.1. EXAMPLE 1.1. We all know that for a fair die the probability of getting a certain number, say one, from a throw of the die is 1/6. This answer is arrived at by using the fact that the chance of each of the six numbers in a die is the same and the total probability is unity. Thus the probability is obtained through an understanding of the problem. The probability of 1/6, however, can be verified experimentally by counting the number of ones in a large number of throws and by using the frequency definition of probability, Equation (1.1). Thus we see that the concept of infinite samples is used here to draw the conclusion of equal chance for each number, and this conclusion can only be verified approximately
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Equ:llly likely mndolll even!"s in the sum of Iwo dice.
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EXAMPLE 1.3. Throw a needle of length 2L on a table marked with parallel lines of equal spacing 2a, as shown in Figure 1.5. If it is assumed that L < a so that only one line can be covered by the needle, what is the probability that the needle will lie on a line? Let X be the random distance from the center of the needle to the nearest line and 0 the random angle that the needle makes with the lines. The condition ofcovering a line is L sin 11 > x. The range ofx is 0 ~ x .;;; a and of is 0 .;;; ~ 1. Based on the equally likely assumption. the probability is proportional to area in the x - 0 plane, thus
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Random pusiliull "f a needle.
Probability density function p(xJ of the continuous random variable X.
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INTRODUCTION
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1.2.
RANOOM PROCESSES. PROBABILITY. AND STATISTICS
1.2.2.
Joint Probability Density p(x l ' x 2 )
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Section 1.2.1 begins with the quantitative description ofa random time function, or a random process X (I), by examining its value at a single time instant t = t I' The description is now extended to a pair of random variables X(t l ) :; X! at t = 1I and X(t l ) :; X:I at t = tl' A complete description of the pair comes from the joint probability density function P(x!, Xl), which is defined by the following equation, stating that the probability that Xl < Xl < XI + dx and Xl < X 2 < X2 + dxz simultaneously is equal to the volume p(x., X2)dxI dX2 under the P(Xt, X2) surface, Figure 1.8.
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+ dXl and
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(1.5)
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Consider only the random angle 0 in Example 1.3. If we aSSUme the angle has a range of values from 0 to re with equal chance. what is the prob ability density function P(O)? What is the probability that 0 lies between 0 and 114? Since the total area under the density curve must be one and the density . Irve is rectangular (uniform chance) with the busc n. it follows that the height c~ 1'(0) Illusl be lIn as shown in Figure 1.7. () Having determined P(O) we can calculate the required probability by Equa tion (1.2). Thus
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slightly change the problem by assuming that the chance of the rllndom angle increases linearly from zero (/ 0) 10 a maximum value at (/ :::: 1 as shown in Figure 1.7b. Then,
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Relation between the density P(XI) in (a) and the joint density P(XI. Xl) in (b).
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1.2.
This definition leads immediately to the following two equations:
P(a<X t X2)dXtdX2
(1.6)
f~ f~"" p(X!> Xl) dXI dXl = 1.0
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variables, which is analogous to the joint probability density p(x i , x 2) for two continuous random variables, For a pair of fair dice, each of the 36 random events represented by the plotted points on the XI - X2 plane has the same probability of 1/36. Further more, the probability that the first die has a value of one regardless of the number of the second is
P(X. I)
(1.7)
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When the joint probability density P(XI, Xl) is known, we can derive the one-dimensional marginal densities P(XI) and P(-Xl) from it as follows:
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regardless of X 2)
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which is obtained by using the discrete form of Equation (1.8). Note that the numbers of the two dice in this example are treated as two discrete random variables, whereas in Example 1.2 only a single random variable, the sum or the two random numbers, is considered. EXAMPLE 1.6. In Example 1.3 let us consider that there is an equal chance that the random center distance X has a possible magnitude between 0 and a, which' we cull a uniformly distributed continuolls mndom varinblc. Assume that the random anglc 0, however, is distributed linearly from 0 to its m<lximul11 at n. Under these conditions. the joint probability density function for the two continuous random variables is an inclined plane as shown in Figure 1.10. The height h = 2/a1t is determined by using Equation (1.7), which states that the volume of the wedge is 1.0. The probability that the angle 0 is less than 1[/4 regardless of X is, from
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EXAMPLE 1.5. Each die ofa pair of d ice is thrown sequentially. Let the random values ofthe first and second be X I and X:1 re!lpectively.ln Figure 1.9 we can plot the joint probability mass function P(Xt, Xl) for the two discrete random
P(XI' %2)
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INTRODUCTION
1.2.
11
Equation (l.8),
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samples. The probability P(XI < X t < XI for which (X2 < X.2 < Xl + dX2) is
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+ dxtl among the selected samples
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(1.11)
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which is known as the conditional probability of XI on X2 and is denoted by p(xtlxl)dx Thus we have
.'" I)d I',XI X2 XI /. n121N == N~<o ,m -IN n2
IJ
(U2)
Consider two random variables X I and X 2, under the frequency definition of probability, Equation (t.1), we have
P(XI < XI <
XI
Substituting Equations (1.9) and (1.10) into Equation (1.12) and using the definitions of density functions given by Equation (1.2) and (1.5) we obtain
p(X., x 2 ) P( X 2)
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X2 < Xl <
X2
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N~",
I2 lim nN
(1.9)
P(Xt/X 2> ==
(1.l3)
P(X2 < Xl < x 2
1 + dX2) = lim nN
N~",
or
(1.10)
p(XJ, X2)= P(XJ!X2)P(X2) = p(x2Ixtlp(xi)
(1.14)
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where N represents the total number of samples, nIl is the number of samples falling in thc I1l1rmW uJ:ca dclincd hy x I < X I < .\" I .,. Ix I nnd Xl < X! < Xl + dXl, and til is tbe number of samples in the narrow band X2 < Xl < X2 + dXl as shown in Figure I.tl. Sometimes we find it useful to consider the probability defined by the fraction of samples in the area in Figure 1.11 from a selected group of the total
X2
which states thll! thc joint prohnhility density of two; random variables is equal
to the prutim;l of the dellsity fUllctioll of olle ntlidOIll variuhlc aud its
COIl
In IU
ditional density on the other. The term conditional indicates clearly that the density function P(Xt/X2) depends on the occurrence frequency or chance of the variable X 2 as shown in Equation (tI2). However, in cases where XI and X 2 represent independent random events so that the occurrence of one does not influence the chance of occurrence of the other, then from Equation (1.12) and (1.13),
p(xt/x2)dx1
---r~~~ dx2
== lim ~!.
N~<o
= p(x1)dx l ;
P(XI, X2)
= P(XdP(X2)
(1.15)
1
X2
which states that for two independent random variables, the joint probability density is equal to the product of the two individual densities.
~I
!"'~)o
X,
XI
FIG. 1.11. Number orsamples II, in Iheband X2 < X 2 < < x, + dXI and X, < X, < X2 + dX"
dX2
and nil in the areas x, < X,
EXAMPLE 1.7. A structural engineer estimates that, based on past observations, the probability of annual occurrence of strong earthquakes (with Richter magnitude greater than 4.0) at a site is peA) = 0.15. Furthermore, among the strong earthquakes that occurred in the past at the site, the probability of an extremely strong earthquake (with magnitude greater than 7.0) is estimated to be P(EIA) = 0.10. What is the probability P(Eand AI of an extremely strong
lin
lu
I
12
INTRODUCT10N 1.2. RANDOM PROCESSES. PR08A8Il1TY. AND STATISTICS
13
I
~
earthquake occurring annually at the site? We write, .

peE and A) = P(EjA)P(A) = 0.10(0.15) = O.ot5
familiar arithmetic mean of X as
'\.
arithmetic mean of X
= 10 +
10
+ to + 20
~~
~
.~.
EXAMPLE 1.8. Suppose a meteorologist estimates that the probability of the annual rainfall in a region, being less than to in., is P(R < to) = 0.50. What is the probability P(R m .. < to) that the maximum annual rainfall in 3 years will be less t.han 10 in., assuming that the yearly rainfall values are independent random variables. . P(R m.. < 10) P(rainfall offirst year < 10, rainfall ofthe second year < 10, and rainfall ofthe third year < 10) = [peR < 10)]3 = (0.5W = 0.125.
sum of all sample values total number of samples
.~
""'
;~
= 10(i) +
20m = 12.5
~~
L (value of x)(rrequency of X
x)
1.2.4.
Statistics
~
~.
;.j' l
lr
Thus, in the limit when the number of samples approaches infinity, we have the statistical mean on one side, and the products of Xi and the associated probability mass function P(x;) on the other
E(X)
allxJ
f:1 F
l iil
"n l.
;i.
it
~~
~~
Up to this point, we have used a probability density functionp(x) to completely characterize the continuous random variable X and a probability mass function P(x) in the case or a discrete random variable. In most practical applications, however, it is neither easy nor necessary to have such a complete characteriza tion of the random variable. Instead, a. number of gross descriptions that we know as statistics, 'such as the mean value and the standard deviation, are sufficient. As gross descriptors, the statistics are intimately related to the probability mass and density functions. To illustrate this relationship, assume that we have a total of four samples of the discrete random variable X. We use four dots to represent these samples. Thus in Figure 1.12a we assume that there are three samples with X = 10 and one sample of X = 20. This simple illustration gives the approximate probability mass function plotted in Figure 1.l2b. It is approximate in the sense of a very small number of samples in the frequency definition of probability, Equat\on (1.1). First we find the most
xIP(X
Xi)
( 1.16)
This statistical mean, which comes from the theoretically infinite samples, is called the ensemble mean, ensemble average, or expectation of X. Theexpecta tion of a continuous random variable is related to its probability density function p(x) in an analogous form
E(X) =
f~a> xp(x) dx
(1.17)
Equation (L17) states that the expectation of X, which is an ensemble statistic of the continuous random variable, is equal to the product of X = x and the associated probability p(x) dx, integrated Over all x. Extending from this notion, we have the expectation of a function or X and of a function or two random variables X I and X 2 as
E[f(X)]
m"
m\~
'
;
.
~~
{/
Pix)
No. of samples
E{x}--,
1.01
3/41
= f~oo f(x)p(x) dx
( 1.18)
~;.;. ~i. IJ

o
FIG. 1.12. PIx) in (b).
It.! i U\),~~
10
(a)
20
)I
I I I I
0 10
(b)
1/4
E[f(X 1, X 2)] =
x
f~"" f~"" I(x., X2)P(X t , X2) dXt dX2
(1.19)
20
mi.
The simple geometric relation between the expectation of X and its prob ability density function p(x) is illustrated in Figure 1.13. EXAMPLE 1.9. Show that the expected value or the sum of two runctions or random variables X I and X2 is equal to the sum of expected values of the two
IJ'FIij
,.I. ; ,
Sample value distribution of X in (a) and its approximate probability mass function
5Jn~ Ilt~Jlm
14
INTROOUCTION
1.2;
"(x)
RANDOM PROCESSES. PROBABIUTY, AND STATISTICS

pix)
15
ul
111
m
"
-loX
-1
FIG. 1.13. Expectation o( X and the associated probability density (unction
p(X),
..
FIG. 1.14.
Mean EIX) and standard deviation (1.
fum.;tions. By deHnition,
p(x)
, , m
"
'll
E(fI(X I' X 2)
f, r',
+ .f~(X I. X2)]
[f1(X I' X 2)
Narrow
+ .f~(X I' X l)]P(X I , x 2 )dx 1 dX2
~
l
= EUI(X I, X 2)]
+ E[f2(X I' X 2)]

~
)IIi
I'
x
.
..il ,
:i
1.2.5.
Important Statistics in Practice
For" random vlIriable X. the important statistics are the mean E(X), the mean square 1\(:\2). the vari:lI1ce (12. and the standard deviation G. For two random variables X I and X 2, the additional statistics are the correlation E(X I, X 2), the covariance cov(X t. X 2), and the correlation coefficient p. We define these statistics next. Variance. G = E[(X - E(X))2] tions from the mean.
l
['i.,!,
,
FIG. 1.15.
Distributions with narrow and wide spread.
cov(X I X 2 ) = E(X1X z) - E(X 1)E(X 2 ) E(X 1) and E(X l ) are zero. Correlation Coefficient.
(11(12
= correlation
when the means
J r
It! ~
ili
= average of the squares
of the devia Normalized covariance
= p = cov(X 1>
X 2)/
var X =
(12
= E[X2 - 2XE(X)
+ (E(X))2]
= .t.::( X 2)
[.t.::( X)]2 = mcan square minus the square of the mean
Standard Deviation. (1 = .Jvar X = a measure of the spread of the ran dom variuble about the mean as shown in Figurcs 1.14 and 1.15. Correlation.
.t.::(X I X 2)
The correlation coefficient p is a measure of the knowledge of one random variable when another is known or simply of the statistical relation among the two variables. This relation is often displayed in a so-called scatter diagram, which is a plot of all sample values of the two random variables in Cartesian coordinates as those shown in Figures Ll6 and 1.17.
EXAMPLE 1.10. If X I = are linearly correlated
III m
;l!
= average across the ensemble of all products XI X 2
X 2, show that p =
1. We say that Xl and Xl
I
I
III
E(X t X 2) =
"" f'x,
-0(. ' _ ""
XI X1P(X I ,
X2) "XI '/:%:1

-
cov(X I, X 2) =
(1i
E(Xi) '+ [E(X Il]l

[E(X d]l=
= E(Xi) -
ui
_
Covariance. cov(X I, X 2) = E((X I - E(X d](X 2 across the ensemble of all products of deviations.
E(X 2)]l
= average
_ E(Xn + [E(X 1)]2

p E(xi) - [E(X 1)]2
~I
~
II
16
INTRODUCTION
1.2.
17
Xz
Let YI and }'z be two random variables and 0 a parameter, then
E[(OY1 - Y2)2] ;?!; 0
1 II
fl
T
_______.l~y~~l~j;--------~ . q
~
or
[E(nW 2
-
2E(Y1 Y2 W + E(YW ~ 0
Consider this as a quadratic function of 0 and call it
flU) a0 2 + bO
+ c~ 0
FIG. 1.16.
A scatter diagram with + 45 line corresponding to X I = + X 2 and p
+ I.
[(til
Xz
,
~.
~ , ;..
~~+-FIG. 1.17.
-~
IIr
) Xl
(u)
'"
{(O)
\' ~
Scatter diagram for two independent random va,riables.
II
iI; . ~ 1\,' t
EXAMPLE
1.11. If X t and X z are independent, show that p = O. Since
___~
III
:;;>---L
(b)
(I
P( Xt> X2) = P(Xt)p(xz) and E(X 1 X 2) =

= E(X dE(X 2)
J~oo J~.., XI X1P(XI X2)dxl dX2

({/I)
it follows thatcov(X I, X 2) = 0 and p = O.
~. ~
1;
~
... 1/ (c)
F .~
,!
Note that in the case of two independent variables, the correlation is equal to the product of the two mean values, wyich in general are not equal to zero. The scatter diagram is illustrated in Figure 1.17. In practical cases where one random Nariable is related somewhat to the other - 1 ~ p ~ + 1 and the scatter diagram looks somewhat between the two extremes given in Figures 1.16 and 1./7.
EXAMPLE
1.12.. Show that the correlatiob coefficient p' always lies between 1 and - 1.
FIG. 1.18. Three cases of the function [(0). Case (a): The function [(0) 0 has repeated roots 8 = 0,; Case (b): The function [(0) = Ohaslwodislinct roolsO = 0, and{il:Case(d:Thefunclion flO) 0 has no real rOOIS.
.1
18
INTRODUCTION
~ 0,
1.2.
19
From Figure U8a, 1.18b, and l.\ 8c we see that in order to guarantee frO) we must rule out case b. From algebra, we know that for cases a and c,
X I and X 2, Figure l.l9b, with its probability and statistics are given on the right for comparison. Total Mass
M
I'
11
0=
or
- b
,jb" - 4ac
2a
b2 ~4ac
Total Probability
[E(Y. y2 }]2 ~ E(Yt>E(Y~)

Let
= f f dm
f f P dXI dxz
1 = f f p(x., X2) dXI dX2

Mean
I:
Centroidal distance in XI direction
Y.
then
= XI
E(X f), Y2 = X" - E(X 2)
X1
ff
XI dm/M
E(Xd
=J Jxlpdxl dX 2
f f pdXl dX2
~
~
i
~
I1t E(Yi) = ai E(YI Y2 ) = E{[X.

E(n) =
',i
:,
.,
Moment of inertia in
X.
direction
- E(X 1 )][X 2
E(X,,)]}
lx,
:. [cov(X .. X z)]2 ~
COV(X,. XZ)]2 [
11,112 _
O'tai
I
-1~{I~+1
ff
xtdm
I
'; Mean Square
~+,
Radius of gyration (squared) in XI direction
13
I~
1.2.6.
Rigid Body Analogy
Jl :.;
There is a mathematical analogy between the characterization of random variables and that of rigid bodies in solid mechanics. Since structural engineers are familiar with rigid body descriptions, such an analogy should be helpful in understanding the characteristics of random variables, In the following we consider a thin plate of variable thickness: Figure 1.I9a with its mechanical properties on the left. The analogous distribution of two random variables
r;,
= 1,;JM
Radius of gyration in
E(Xn = f f
x~p dx. dX2

Variance
11
i~j
XI direction about centroid
i
~
j
\
.;". .J
-rr-t2"'
t
I
I
~
r1,
ff
(XI -
l )2
dm/M
0': = ff
[XI -
E(X d]2p dXI dXl
"2
pd"1 d"'2
Product of inertia IXt x = f
Correlation
I I
., ;:j
.:
f.'(X,)
f
f
XI X2dm
E(X IX 2 ) = f f XI X2P dx l dX2
,"I
..-l~1
E(X1l-----l
I: fi
..
I
xI
x1---J I
..
~.
Product of inertia about centroid
~~'~~;Jt:!J~~~late of variable tbickness. (b) Boundary of tbe two-dimensional probability

.. '. - .' . the x,
'X2
Ij,Ji,
=f
(XI -
id(x2 - iz)dm
COV(X"Xl)
= ff(XI-E(X 1
plane.
x (X2 - E(X2))P dXI dX2
I I
I
20
INTRODUCTION PROBLEMS
21
tm . [I
II
From this we see that the mass density p, total mass M, centroidal distance and product of inertia I::,x, are analogous to the probability density p, mean E(X t), mean square E(X f), and correlation E( X I X 2), respectively. To carry the analogy further, we need to know only the gross descriptions of a rigid body such as the total mass, the centroid. the moment of inertia, and product of inertia when we want to study the general rigid body motion. If we want to study the detailed internal force of the rigid body. however, we must kno.v its mass density function p. For random variables, the partial and gross descriptions are the statistics, such as the mean, the variance. and the covariance, which are sufficient in the majority of random vibration applica tions. There are some important applications, however, when we need to know the more complete description by the probability density function p.
Xt, radius of gyration
r;,.
the two random events (S <: 30) and (S > 40). It is clear from this Venn diagram that the random event (S > 30) is the so-called union (V) of the two random events (30 < S < 40) and (S > 40), Thus we may write (S > 30) = (30 < S < 40) V (S > 40) and obtain P(S > 30) = P(30 < S < 40) + peS > 40). This is known as a probability axion. Using this approach, obtain peS < 40). Referring to the data given in Problem 1.1 and the idea of the Venn diagram in Problem 1.2, we may define the random event (30 < S < 40) as the intersection (1) of two random events (S < 40) and (S> 30), that is,
(30 < S < 40)
(S < 40) (1 (S > 30)
I ~ I
PROBLEMS
which is different from the union (S < 40) V (S > 30) of the same two events. What is the relation between the two probabilities of the random events, P[(S < 40) (1 (S > 30)] and P[(S < 40) V (S > 30)]? A useful probability function F(x) for the random variable X is defined as the cumulative frequency function that is the probability that the random variable X is less than or equal to x,
. F(x) = P(X
1.1. A civil engineer has conducted a total of 605 concrete strength tests in a
material testing laboratory. An examination of the test data shows that 125 tests have strength above 40 megapascal (MPa), 350 tests have strength betw~en 30 and 40 MPa; and the rest have strength below 30 MPa. Based on these test data and the frequency definition of prob ability, estimate the probabilities in each of the above strength intervals, that is, P(S> 40), P(30 < S < 40). and P(S < 30), where (S < 30) represents the event that the random COncrete strength S is less than 30 MPa.
'\ 1
'I
~l
~.
.
;;
'~' l)
~ x) = J:", p(x)dx
1.2. In a typical problem, the input probabilistic information is usually

obtained either through test data (such as Problem 1.1) or through an understanding ofthe problem (such as the die in Example 1.1). To estimate the probabilities of other relevant engineering information, it is generally helpful first to establish the relation among the input random event and the other output random event or events through the so-called Venn diagram, and then to obtain the desired probability. Consider the concrete tests Problem 1.1. A Venn diagram is shown in Figure 1.20 for
I' I
~, 11 .:
Based on this definition, find the inverse relation for p(x) expressed as a function of F(x). The velocity v of an accelerating car is equal to the initial velocity 1'0 plus the product of the acceleration a and time t, that is, v 1'0 + at. If Vo = 5 km/h, t = 2 h, and the acceleration (/ is a random vuriablc uni formly distributed between 1 and 2 km/h 2 derive the probability density function p(v) for the random velocity ['. Consider a sine wave form X A sin 6 with a constant and nonrandom amplitude A and a random angle 6, which is uniformly distributed in the interval 0 ~ 8 ~ 2n. Determine the probability density function p(x) for the random wave X: In the design of a concrete gravity dam, the engineer is concerned with two random events that could cause failure of the dam. These are A is the random evertt that the shear force exceeds the shearing strength of the dam and the other B is the random event that the overturning moment exceeds the corresponding moment resistance capacity of the dam. If the probabilities are estimated as P(A) = 0.001 and P(B) = 0.002 and the conditional probability P(A/B) = 0.950, find the probability of failure of the dam Pc.
IiI'" ff1
~.--
tiJ~1 !\'~
, !
------,
(S
r~-----
< 30)
m~~, j!,!{
' tii ;-,(
t
_ _ _ _ _ _ .J
I I
30 MPa
40 MPa
r
L. _ _ _ _ _ _ I
I I
(S > 40)
Ir~
'J'~ I

FIG. 1.20. A Venn diagram.
I,Ill
I!l;'IJ
22 INTRODUCTION 1.8. For the dam failure Problem 1.7, consider the perfectly balanced design where failure by excessive force occurs simultaneously with that byover turning moment. In this case, derive the equation for the probability of dam failure Pc in terms of the probabilities P(A) and P(B), and the con ditional probability P(A/B). What conclusion can we draw on the value of P(A/B) and the relation between P(A) and P(B) as a direct consequence o(the balanced design assumption. 1.9. The joint probability density function p(x, x) of two uncorrelated random variables X and its time derivative X is given by
~31
'\.
~:I
I!J
CHAPTER
2
ill.
1 - exp - p(x, x) = - 21tO"xO",;;
[1(X2 x2)] 2: + 2:
2
0""
O"x
Based on this density function, obtain the probability P(A (\ B) of the joint event A and B, that is defined by A = (x < a) and B = [x dt > (a - x)], with a positive constant a and the differential time dt. 1.10. For the following well-known probability density functions, obtain the ensemble meanE(x) and variance var(x~ (a) The Rayleigh distribution for random ocean wave height X,
x exp( ---2 p( x-)2
STATIONARY RANDOM PROCESS, AUTOCORRELATION,

AND SPECTRAL DENSITY
mJ
I'
II
~f
'l
"
'1
W
~ ,~
;H!
ll
2(1
Xl)
2.1. STATIONARY PROCESS A random process such as the earthquake ground acceleration shown in Figure 1.1, which has different statistics at different times, is called a nonstationary process. On the other hand, random excitations such as ocean wave oscillations and wind pressures quite often have small time variations in their statistics. As an important simplification we can treat these hi.tter random processes as stationary. A sample function of a stationary process is shown in Figure 2.1.
III III
WI
(b) The Poisson distribution for the random number of occurrences of strong earthquake in a design period,
p(x) = a"e
4
x!
(c) The Gaussian distribution for automobile vibration
p(x) = 2~a exp - 2 ~2
1 (1 X2)
;nl)
~~! 111
1.11. Verif:y that the correlation coefficient p for the two random variables X and X whose joint probability density function is given in Problem 1.9 is indeed zero.
FIG. 2.1. A sample function of a stati(lnary process.
23
I
D
Ii
II
~..
t.,orrelaUan
Autocorrelation
25
I
I I
Suppose that tbese two waves are sampled at an arbitrary time to. and we calculate the average value of the product x(to)y(to). According to (2.8) the average value is given by
since Ox = xo/./i and Oy = Yo/J2 The two sine waves may therefore be said to be perfectly correlated when their phase difference is 0 or 1800 but uncorrelated when their phase difference is 900 or 270, Fig. 3.5. In general two harmonic functions of time will be correlated if they move in phase or anti-phase. and uncorrelated if they are in quadrature to each other. This conclusion is important in understanding the form of the autocorrelation function. to which we turn next.
E[x(to)y(to)] =
J:"" XoYo sin coto sin (coto + q,)P(to) dt
(3.10)
the double integral of (2.8) reducing to a single integral since to is the only random variable. In this case we need only consider to varying from zero to 21t/co to cover a single fun cycle of the periodic motion, so that the probability
I
!I ell
(~)I
o
I~ .
to
Autocorrelation
The autocorrelation function for a random process x(t) is defined as the average value of the product x(t)x(t + f). The process is sampled at time t and then again at time t + f, Fig. 3.6, and the average value of the product, E[ x(t)x(t + calculated for the ensemble.
Tn,
21t
(.U
Fig. 3.4 Probability density function . for the random time of sampling to density function for to will be as shown in Fig. 3.4. Substituting this into (3.10) gives
\
"('~
n
I
I
E[x(to)y(t o)]
co) Jo (2"'''' sin coto sin (coto + q,) dto = xoYo (21t co) Jo r'' 'lJ) {sin 2 cotocosq, + sincotocoscotosinq,} dt o = XoYo (21t
= tXoYo cos q,
I I
I fl
HI.
I
\
,1
'. ('~ . t\~/A /'

''i\{''
I V\,JI
/
ihM&A
V
/
"JV
\/1
VJrV
(3.11)
and the correlation coefficient is therefore

Pxy
= (f,lly
E[xy] = cos q,
(3.12)
X1(O+ I /
I / - I
HI
/
/
/t'
/
I
~
Phase lag
/
T .. /
Fig. 3.6 Calculation of autocorrelation Provided that the process is stationary, the value of E[x(t)x(t + r)] will be independent of absolute time t and will depend only on the time separation T
I
]TIl
Fig. 3.5 Correlation coefficient for two sine waves with pbase difference <p
""",.
26
Correlation
Autocorrelation
27
so that we may put

E[x(t)x(t
r)]
= !(r) =
Rx(r)
(say)
(3.13)
All these properties are illustrated in a typical graph of an autocorrelation function Rx(t) against separation time t shown in Fig. 3.7.
Rx (T)
~ I;
where Rx(r) is the autocorrelation function for x(t). We can deduce at once some of the properties of Rx(r). Firstly, if x(t) is stationary, the mean and standard deviation will be independent of t, so that
E[x(t)]
____ ~~~~~:.+.!'l~
= E[x(t +
UX(I+<)
r)]
=m
o
T
I:
I
-o2+m 2
and
UX(I) U.
The correlation coefficient for x(t) and x(t given by

p=
E[{x(t) - m}{x(t
r), defined by (3.8), is therefore Fig. 3.7 Illustrating properties of the autocorrelation function R,,kr) of a stationary random process x(t)
II
IJ
+ r)
.
- m}]
u2
E[x(t)x(t
+ t)]
2
- mE[x(t + t)] - mE[x(t)] u2
+ m2
(3.14)
Example
= Rx(t) U 2
Hence R,,(t) that
= u 2 p + m2 and, since the limiting values of pare l,t it follows

_U I
Calculate the autocorrelation function for an ergodic random process x(t) each of whose sample functions, Fig. 3.8(a), is a square wave of amplitude a and period T, but whose phase (that is the time of first switching after t = 0) is a random variable uniformly distributed between and T.
x(t)
I
1 1
:!
+ m2
~ Rx(r) ~ u 2
+ m 2.
(3.15)
II
The value of the autocorrelation function can therefore never be greater than the mean square value E[x 2 ] = u 2 + m2 and it can never be less than
..,-----r-+--.-r----t
1,2'12'1 2'1 ,..

__~~~~~Lm__
T
_u 2 + m 2
When the time interval t separating the two measuring points is zero then Rx(t = 0)
o
II
-L~~~I
P"l=L
(bl
Il
~
II
i
~
OTto
= E[X(t)2] = E[x1 ]
(3.16)
and is just equal to the mean square value for the process. At very large time intervals, t -+ 00, a random process will be uncorrelated since there will not be a coherent relationship between the two values x(t) and x(t + r) and so the correlation coefficient p -+ O. In this case, from (3.14),
(II)
to
to +T
RAt
-+
(0) -+ m
(3.17)
Fig. 3.8 Square wave sampled at arbitrary time to and at to+t to calculate its autocorrelation function There are two ways of making this calculation. The first is to calculate. an ensemble average, by looking across the ensemble of sample functions at two fixed times to and to + t (say) - see problem 3.2 The second way makes use of the fact that -the process is ergodic, when, as we have seen, any 'one sample function is completely representative of the process as a whole. This method is to average along a single sample function, by thinking of the measuring time to as a random variable uniformly
Finally, since, for a stationary process, Rx(t) depends only on the separation time t and not on absolute time t, Rx(t)
= E[x(t)x(t + t)] = E[x(t)x(t
- t)] = Rx( -t)
(3.18)
so that Rx(t).is an even function of t.
t For proof of this statement see, for instance, Meyer [48], p.. 131.
I I I
I
I
1m
Il~,
I :
fig
.~
28
STATIONARY RANOOM PROCESS

x(t)
2.3.
FOURIER SERIES AND FOURIER INTEGRAL
29
,< " Il
/,'i'////~71
8=0
JI ",
fl
II
'1 I I I I I 1 lI
J;
prO)
the autocorrelation function. We are working basically on the random function of time. An alternate approach in the evaluation of the two-time statistic is to shift our attention from the time domain to the frequency domain. This comes as no surprise, since we know in deterministic vibration analysis the comple mentary nature of the dual approaches. We begin this alternate approach by introducing the concepts of Fourier series and Fourier integral.
2.3.
Fourier Series... If f(t) is a periodic function of period T, it is at least piece

wise continuous and the integral
f
f(t)
TI1.
_ Til
If(t)1 dt
exists, then f(t) has a series expansion that takes the following form of identity
= L
If=-QI)
00
CneR"'ot;
o-t
FIG. 2.7. Three samples of the process XVI
1(10).
= sin(wl
wO=T
21t
(2.6)
\\~ I
I
.~.
1>8
+ (II. and the prohahilitydcnsilY functioll
The Fourier coefficients en can be evaluated by multiplying both sides of this equation with cxp( - inwJot) and integrating ov~r a period. Thus
1'i2 f-1'12 f(t)e-im'U.f dt = L
w
I ~ I ._ l~
Rx(T)
= 2 cos OJ T
1
HZ
1'/2
I;\;
.~~
Cnei(n-ml"'ot dt
n=
.)~
-rt)
Using the identity that

eiB
\: 7" '\
= cos 0 + i sin 0
.
(2.7)
>'
;)II
this becomes
f
for m
FIG. 2.8. The autocorrelation R~(,) for the periodic process XCt) = sin(lllt + 0).
TIZ
[cos(n - mlwot
+ i sin(n -
mlwot] dt = 0
-Til
1= n and equal to en T for m = n
~
~
:. en
is not realistic because R(O) is the mean square value of the process. Conse quently, it must be finite. Nonetheless, such an idealization is useful in practice if proper restrictions are observed as we shall discuss in Example 5.12, Section 5.2.2. So far our attention has been focused on one time statistics such as the en semble mean, mean square, and variance and then on the two-time statistic,
I
T
f1'12
-1'/2
f(t)e-inWj)t dt
(2.8)
The Fourier coefficients Cn are generally complex numbers. When f(t) is a real and even function, C. are real. For a real function j(t), the integrand of Equation (2.8) for Cn is the complex conjugate of that for C _ft. That is, Cn = C!.n
(2.9)
~~~
30
STATIONARV RANDOM PROCESS
2.3. FOURIER SERIES AND FOURIER INTEGRAL
31
Parseval's Formula for Periodic Functions. The time average of
the square of the funclion f(t) or simply the temporal mean square value of
f(t)
1 fT' 2 1 fTI2 ( ao =p(t) dt = L
ell
2A1",
-T12
-Tl2
Clfeln"",' "=-00
)2 dt
o
2
3
-2AI31T n
,= -1
T
1
fT I2 [ L
-1'/2
.=
00
(C"el."""
+ C:e-.. , ) + Co J2 dt
)
fT/2
-T/2
"~I 2C"C: + q dt
00
= n=~'" IC,,1 2 C~ + n~1 21C l2

"" ""
FIG. 2.10.
Fourier coefficienls C.
(2.10)
Then the Fourier series expansion is

f(t)
which is the sum of the squares of the absolute Fourier coefficients.

EXAMPLE
= Cli""" + C.e-i""" + C3 ei3""" + C 3 e- i3""" + ...

=
2.2. Find the Fourier series expansion of the function f(t) given by Figure 2.9. The Fourier coefficients according to Equation (2.8)
Cn
2 T
2A( cos wot n
. ) 2A( + I.sm wot + - cos wot n
.. sm Wot)
+ ...
(1'/,/
0
4 \
A cos nWol dt +
1 12 '
T/4
2A. A cos nU}ot dt ) = -sm tilt -,

nn 2
2A'(2 cos Wot) = -

n;
+ (- 2A) - (2 cos 3wot) + ...

3n;
2A (-1)1" 1J/2 = nn { for even n
for odd n
The Fourier coefficients CII are all real and are displayed in Figure 2.10 along the discrete axis n, which is associated with the nth frequency component exp(inwot) in the series, Equation (2.6).
~:
Thus the square toothed periodic function f(t), as shown in Figure 2.9, is decomposed into an infinite series of harmonic functions with decreasing amplitudes; 4A/n, 4A/3n, and so on, associated with increasing frequencies; wo, 3wo and so on. It is instructive to compare the original function with approximations of one frequency (fundamental) component and two frequency components, respectively. These are shown in Figures 2.1l and 2.12. It is apparent that a good approximation can be obtained for this case with just two frequency components.
f(t)
}.
..
IW
Af-.
b
A
-T12 -T14 TI4 TI2
d
,.
\
TI4 \,
I
" fl
~~
)"
1
TI2 /
I 1/ 3TI4
...... /
FIG. 2.9.
A real, even, and periodic funclion !(t) of period T.
FIG. 2.11.
Approximation of !(/I by the fundamental frequency component (4A/x) cos wol.
I I I I I I I I I I I
I
I
ill
~I ~
'I
32
STATIONARY RANDOM PROCESS

(ttl
2.3. FOURIER SERIES AND FOURIER INTEGRAL
33
~. I II
I I I I I I I I I
!!
II
"
f(t)
A '-""
\ TI4
,...
1
TI2
13TI4
FIG. 2.14. A nonperiodic function
~
Itt) plotted in the shaded area.
<FIG. 2.12. Appro~imation of J(t) by two frequency components (4A/n) cos wot (4A/j1!) cos
3wot,
EXAMPLE 2.3, Determine the frequency distribution of the temporal mean square of the periodic function f(t) shown in Figure 2.9. Based on Equation (2.10) and the result of Example 2.2, the temporal mean square I fTI2 T _T/2
can be considered as the limit of a periodic function of period T as T approaches infinity. As a periodic function, from the Fourier series expansion, we can write
f(t)
and
'" =L
Cne1nWo ';
Wo =
2n = clrcu . Iar frequency T
-'"
f2(t) dl = 2
(4A2)
(4A2) + 2 (4A2) 9n2 + 2 25n 2 +.;.
Thus. the temporal mean square can be considered as distributed to the fundamental frequency component (n = 1) with the portion 8A2/n2, to the third frequency component (n = 3) with 8A2/9n 2, and to the fifth frequency component (11= 5) with 8A2/25:n 2 This distribution is displayed in Figure 2.13. The sum of all contributions is, of course. A 2.
Cn = -I JT/2 f(t)e-InWo'dt
T -T/2
<
Multiplying both sides of the last equation by T, denoting Wo by liw, nwo by m, and then increasing T to approach infinity yields ; lim TC n = lim
Fourier Integral. A non periodic function f(t) such as the one with the shaded area in Figure 2.14, satisfying the absolutely integrable condition
T-w
l'-t(}
T/2 f(t)e-iro'dt
f""
t'IJ
f(t)e-iru'dt = F(w) (2.12)
- Ttl
f:",
If(t)1 dt <
A2
".2
00
(2.1 I)
and
f(t) =
~~~
lru (C. T)e '
(~)(;n)
(2.13)
I _ "" F(w)eiCO ' dw = 2n
f'"
>-
Il
-3
-2
-I
FIG. 2.13. Distribution of the temporal mean square of J(t) over discrete frequency c;:omponenls
nwo
This pair of Equations (2.12) and (2.13) are known as the Fourier transform (or integral) pair for a nonperiodic function f(t). Equation (2.13) gives the frequency decomposition of f(t) in a continuous frequency domain, which is analogous to that ofa periodic function in a discrete frequency domain. Equation (2.12) transforms the nonperiodic function f(t) of time into a function F(w) of frequency w, whereas Equation (2.13) transforms the function F(w) from the frequency domain back to the time domain.
~. r
I
I f
34
2.3.
35
EXAMPLE
t"
2.4. Determine and display the Fourier transform F(w) of the non periodic function f(t) shown in Figure 2.15 with duration T . Since f(t) is absolutely integrable, real and even, its Fourier transform F(w) is also real and even.
F(w)
As the period T --> 00, nwo --> w, Wo --> dw, Cn T --> F(w), C:T --> F*(w), so that the temporal mean square for a nonperiodic function can be expressed by !im -T'
J'"
, f'
f(t)e-iUJ'dt
-00
iT'"
0
1-",
I 12 ' -1"fl
.[2(t)dt
= f"" _
~2" dw
nT
(2.14)
<if>
Ae- i""
dt
= 2A f o
T.ll cos wt dt == 2A sin wt fTIIl

w
0
2A . wT,
w
SIn-
In Figure 2.16, we see that F(w) = A Tj as w --> 0 by using L'HospitaJ's rule. As the time duration TI increases, the waves in F(w) tend to squeeze towards the zero frequency origin. Thus, a widely spread time function has a narrowly concentrated Fourier transform near the origin and vice versa.
,
f i
? f
r
\
Parseval's Formula for' Nonperiodic Function. From the previous case of a periodic "function of period T the temporal mean square given by Equation (2.10) is
-
where the integrand IF(wW /2nT represents the contribution to the temporal mean square per unit frequency by continuous frequency components with center frequency w. Since the period T --> 00, the integrand [\F(wW/2xT] --> O. We note, how ever, that in Equation (2.14) the left-hand side also contains the infinitcsmal term liT, so that ParsevaJ's formula has finite integrands 12(r) and IF(w)l l /ln on both sides. When we apply the formula to the temporal mean square of a nonperiodic function, we must keep in mind that the limits of the time integral go to ct.). Consequently, only approximations ean be determined by using large but finite '/:
EXAMPW 2.5. Determine the temporal mean square of the nonperiodic func tion f(t) shown in Figure 2.15 in terms of the. fictitious and infinitely large period T. Display the frequency distribution of the temporal mean square. The temporal mean square based on the Parseval's formula, Equation (2.14) is
I I I I
1 T
JTll
-Til
f~(t) dt
n=-Q)
'" IC.1 2 = -1 L L T
<tJ
n=
'"
TCnC: . 2n
(T)
Wo
(ttl
f
-TlI2
Ii
nOll
sin
TI12
I i
~
1.
'" f
IF(wW
_'"
dm
A2Tj
where
IF(w)1 2
t
FIG. 2.15. A nonperiodic and absolutely integrable funclion f(I).
2nT
1 4A 2 2n1'
Sin
f;
r
IF("12
21fT
~ ro
f t;
Figure 2.17 shows the distribution of the total temporal mean square (A 2 T1IT total shaded area) along the frequency axis. The ordinate at any /J)
ATI
~\ '<l//Q##///--::.qz#/~ r.. ,. , V / 7 T nS>i
A2TlI21fT
I I I I I I I
Ii.! I
41f
p
FIG. 2.16.. Fourier Iransform F(w) of Ihe funclion fit) shown in Figure 2.15.
TJ
Tl
FIG. 2.1'1
Frequencydistribulion of the lotal temporal mean square A'T,/T.
I
I
I!
I I I I I I I I I I I I
36
f,2
2.4.
POWER SPECTRAL DENSITY 5(w)
37
gives one haIr of the temporal mean square per unit frequency at that frequency w. Negative frequency has no physical meaning. It is used here simply for mathe matical convenience.
can be shown as follows: Consider
= =
x(t)e-i.., dt
r;;.
J:
2.4.
POWER SPECTRAL DENSITY S( w)
J:
=
x(t)e- i"" dt
x(s)e+i.. ds
In random vibration problems, we find that very often an alternate form of the seconlt-order statistic, the so-called power spectral density S(w), is more useful than the autocorrelation function RCr). Let the Fourier transform of R(t)j21t ofa stationary random process X(t) be defined as the power spectral density Sew)
Sew) = 1 21t -
E(e 2 )
1: 1:
dt
dse-i..(I-S)R(t - s)
J'"
R(t}e-iru'dr
(2.15)
00
Plot the region of integration in the t versus s plane and then map the region on the t versus r plane with t defined as t - s. (See Figure 2.18.) By mapping the four corner points OABC from the t-s plane to the (-r plane the double integral can be carried out in the t-t plane first covering the upper triangle OBC and the lower triangle OAB as follows:
E(e 2) =
Then
~(t) = f~", S(w)e ... dw

i
fl' [ J.1' e-iwtR(t)dt] dt+ fO [ Jo rl' + Jo

t
-T
e-i'U'RCr)dt ]
tlr
(216)
We define R(t)/21t and Sew) as a Fourier transform pair, which is valid since R(t)j21t is absolutely integrable as long as X(t) cont'4lins no purely periodic components and its mean value is zero or filtered out. Because the power spectral density function is generally regarded as the most important descriptor in random vibration, it is therefore essf;!ntiai for us to understand its properties and engineering significance. These are sum marized as follows:
1:
(T- t)e-i""R(t)dt
{:T
(T
+ r)e-iMR(t)dr
Dividing both sides by 2nT and combining the two integrals gives
E(e ) = ~ 21tT 21t
2
JT
-T
R(t)e- i ..t
(T Itl) T
dt
1. By definition,
R(O)
= E(X2)
J~", S(w)dw
(2.17)
Y
,ltP
:a B
'----.,Ie
"'I
"'~
~ r~
,}
j,
so that Sew) represents the distribution of the ensemble mean square in the frequency domain. When X(t) represents random current in a electric system, then the mean square value represents the power of the system with a unit electric resistance. Thus the term power spectral density is adopted. 2. S(w) is a real and even function of w because R(t) is a even and real function of t. 3.. There is no physical meaning for negative frequency, although S( - w) is defined together with its symmetric counterpart S( + w) to represent the ensemble mean square per unit frequency at the frequency + w. The function S(w) so defined is known as two sided, meaning the two sides of the origin w = O. 4. S(w);;';' O. As it represents the ensemble mean square per unit frequency, it must be greater or equal to zero for all frequencies. That this is indeed so
~. r..,
=T
B
FIG. 2.18.
<.
~I:'
Boundaries ofintegrations,
;;)
I'?"' " 1B',
.,
38
00
2.4.
POWER SPECTRAL DENSITY S((j))
39
Taking the limit as T ..... Figure 2.19 gives
and observing the behavior or(T - ItllT) from
sew}
S(wl
S(.,l
2 r (e ) 1 f'" imt 1'~"! 21tT = 211: _'" R(t)e- dt = Sew) ~ 0
.. w
A typical spectral density function S(w) for a stationary random process is shown in Figure 2.20, which covers both sides of the origin w = 0, is non negative, and is symmetrical about the origin. The fact that the spectral density exists under the definition of Equations (2.15) and (2.16) and has no singularity indicates that the stationary random process has a zero ensemble mean value and has no purely periodic component. ' We see from Figure 2.20 that the spectral density is distributed smoothly over the frequency range from zero up to a certain maximum value W2' Within this frequency rangc, the ordinate h~ls maximum values somewhere near WI' When the spectral density is distributed over a narrow range of frequencies such as the one shown in Figure 2.2Ia, the associated sample functions of the random process appear to be similar to a simple harmonic time function. For a more irregular time fUllction, as shown in Figure 2.21/1, the corresponding spectral density has a wide range of frequencies. These two classes of processes are generally called narrow-band and wide-band processes respectively.
T
"it)
x(t)
x(l)
t~
(t.)
(d
FIG. 2.21. Three classes er spectral densities corresponding to three classes of stationary random processes: (al a narrow-band process. (b) a wide-band process, and (e) an idealized white noise process.
T-x
.r
.........
)I
-T
FIG. 2.19.
l'
Limiling behavior or Ihe rllnclion (1'

s(w)
ItlllT as l' -cpo
An idealized spectral density with a uniform ordinate over the total fre quency range is shown in Figure 2.2lc along with the associated illustrative sample function X(t). This idealized spectrum is called a white noise spectrum because, as in the case of white light, it covers the entire frequency range approxi mately uniformly. The case is idealized because it corresponds to a stationary random process of unHmited mean square value, according to Equation (2.17). This idealized case, however, is important since it leads to analytieal simplicity in dealing with random vibration of structures and the idealized results are useful approximations under carefully observed limitations. This will be dis cussed later in the response of structures, Example 5.12 in Chapter 5. EXAMPLE 2.6. Show that the autocorrelation function R(t) corresponding to the idealized white noise ppectrum with constant magnitude So is 2nSob{t) where b(r) is the Dirac delta function. ' Although the autocorrelation function 2nSob(t) can be obtained by directly applying tne integration fprmula, Equat,ion (2.16), with S(wl = So, it is far simpler to approach the problem in a reversed manner by showing that the spectral density corresponding to R(t) = 2n:Sob(t) is So. Thus, from Equation
(2.15),
I I I I
I
I I I I I
I
I I
",
-"'2
-WI
'-j.<'"
"'I
......
"'2
FIG. 2.20.
A typical spectral density runction S(w}.
S(O)
= So
f:",
O(t)e-i""dt = So
il I
~
:~
l~, ;
I
" I

,
11
40
2.4.
POWER SPECTRAL DENSITY S(ILI}
41
il
:1
'I
'
~.
II
according to the definition of the Dirac delta function. We can visualize this integral by observing that, the exponential function of t or any other function 4>('r) of t, when multiplied by oCt) gives a zero product except at the origin t = O. Thus, the relevant part of the integral covers only the narrow range of t near the origin, at which' 4>(0) is a constant and can be taken outside of the integra1. Consequently, the integral siITfpty becomes So4>(O) since the integral of the Direac delta function is unity by definition. The idealized white spectrum So and the corresponding autocorrelation function 21tSoo(t) are plotted in Figure t.22. EXAMPLE 2.7. A more realistic spectrum is shown in Figure 223a, which has a uniform magnitude So over the band oftrequency between WI and W2' For this so-called band-limited white spectrum, find the corresponding autocorrelation function. From Equation (2.16), since S(w) is real and even in w,
R(r) = 2S o
which has a maximum value at t = 0 equal to the ensemble mean square of the process,
R(0) = I1m
, .... 0
2S0(W2 cos wlt 1
WI
cos Wit)
= 2S 0'(Wl
WI
This autocorrelation function is plotted in Figure 2.23b.
II
Additional Properties of R(t) ~md Sew). For a stationary process X(t), additional properties of its autocorrelation function Rx(t) and spectral density Sew) are given in the following. The subscript x is added here for RAt) to clarify different derivatives. We use the prime sign to denote the derivative with respect to the argument of the function and use the dot exclusively for time derivation.
1. The derivative of RJr) with respect to
dRx(t)
t
I I I I I I I
~
at
= 0 is
"'l
cos wt dw =
(sin W2t
'
sin Wit) 2.
HIT)
tit
==
R~(O) = 0
(2.18)
The variance of X(t) with zero mean is
S(wi
a; =
2lTSoli(T)
RAO) =
f~
'"
S(<o) dw
(2.19)
So
II
(I'
',vi
3. The variance of the time derivative of X(t) with zero mean is
O'f = RAO) =
(a)
(b)
- R;(O)
L~ w l S ( w ) d w ' L 2 0 ,
dX(t)/dt is zero. That is.
4. The correlation between X(t) and X(t)

E[X(t)X(t)]
FIG. 2.22. A white spectrum So and the corresponding autocorrelation function 2n:S o .5(f) are plotted in (a) and (b), respectively.
(2.21)
These results are derived as follows: For Equation (2.18) we have

S(..)
R(f)
SQ
2SO("'2 -
Wj)
-''''2
-"'I
w,
la)
"'2
..A 1\"
'"
""IV.... .
:.'
= B[X(t)X(t + t)] = [X(t - t)X(t)) R~(t) = [X(t)X'(r + t) = - [X'(t t)X(t)] = - [X'(t)X(t + r)] R~(O) = E[X(t)X'(t)] = - E[X'(t)X(t)] = 0
Rx(t)
For Equation (2.20) we consider the second derivative of R,,( t) with respect to t,
(b)
fEil! '
R~(t)
=-
[X'(t)X'(t
+ t)] = -
R.(t)
= E[X"(t -
r)X(t)]
fiG. 2.23.
A band-limited spectrum and Ihe corresponding autocorrelation function.
:. R;(O)
Rx(O)
42 STATIONARY RANDOM PROCESS

Since by definition,
R,Jr)
PROBLEMS
43
versus frequency w. For a complex F(w) the modulus and phase are defined by
= J~a> S(w)e- i"'. d~
F(w)
= IF(w)le-i</!(<D'
at)
then
f(t) = exp ( -
u(t)
R~(t) J~",
:.
-w S(w)e-
i ""
dw
R~(O)
J~", W2S(W) dw = -
R..(O)
I I I
I
Finally, from the definition for R.,(t) we also have the result of Equation (2.19).
FIG. 2.25. The runction fit) "" exp( -al)U(I). where Ut,) is the unit step runction and a is a positive constant.
PROBLEMS
2.1. Show that for a stationary random process the autocorrelation function R(t) is bounded by the inequality m1 - (11 ~ R(t) ~ m1 + 0'1, where m and (12 are the mean and variance, respectively. 2.2. Determine the correlation coefficient II for (a) the idealized white noise process of Example 2.6 and (b) the more realistic band-limited rrocess of Example 2.7.
2.5. Verify that the Fourier transform of the time shifted function I(t - to)
is the phase shifted function F(w)e- itou, where F(w) is the Fourier trans form of I(t).
2.6. Show that the power spectral density function S(I) is a real and even function of w. 2.7. Let zIt) =
x(1) + y(t) where the stationary random process xCI) = A sin(wt t + 6) witl'l constant amplitude A, constant frequency WI, and random phase angle (} is distributed uniformly in the interval (0, 2lt). The random process y(1) is stationary with a constant power spectral
density So in the iqterval (- Wo, + wo). For the case where Wo ~ WI>
obtain and sketch (a) the power spectral density S.(w) and (b) the auto
correlation functiod R.(t) for the random process z(t). Assume that the
processes x(t) and Y\t) are independent and with zero mean.
2.3. For the periodic function f(t) with period 2n shown in Figure 2.24,
obtain its Fourier series exrunsion and riot the urpmximations corre sponding to one, two, and three terms of the series, respectively. Also plot the temporal mean square of I(t) versus the number n of the 11th frequency component.
(t)
2.8. Obtain the ensemble mean and mean square of the random processes x(t) = A cos(wot + 0) and y(t) = te- al COs(Wlt + <p) where A, wo, ex, and WI ape constants, 8 and <p are random variables uniformly distributed in
the intervals (0, 1t) and (0, 2lt), respectively. Are these proce:;scs stationary?
2.9. Obtain and sketch the power spectral density functions S.(w) for the stationary process z(t) XI(t) + X2(t) where XIV) = AI COs(Wlt + ( 1)
FIG. 2.24. A periodic runction I!,j
I I I I I I I'
w
2.4. For the non periodic function I(t) shown in Figure 2.25, obtain its Fourier transform F(w) and plot the modulus IF(w)l and phase (w)
.'';:
l>~
and xl(t) = Al COs(W2t + ( 2), Assume that AI' AI, WI> and W2( = 2wI) are constants and 6 1 and 6 2 are two different and independent random variables with identical probability density functions, that is, pWS> = P(02) = 1/2lt for 0 ~ 0 1 ~ 2lt and 0 ~ 01 ~ 2lt and P(01) = P(01) == 0 outside this interval. What kind of complications will be involved if 8 1 and O 2 are not independent ']
I
II
I~
,j
i~ .d
.~
l~
~ I
!,
I
CHAPTER
3.1.
ERGODIC PROCESS
45
11
'J
!I
5~ 'i
11
.. (t~3)
xltl)!3)
I
1
\,
I,
I
I
I
I I I I I I r
1,
,l.\ll
I~
ERGODIC PROCESSES AND TEMPORAL STATISTICS
FIG. 3.1. Thfl.'C samples X(lj'", X(lr 2l and X(I)UI of a stationary random process X(I) muollg inlinilcly 1Il;IIlY samples or Ihe ensemble.
3.1.
ERGODIC p,ROCESS ,
called ergodic. Thus, for ergodic stationary ,processes, the temporal mean value (X(t and the temporal correlation Cl>(t) defined by
(X(t == lim T
T ... ",
:1 i; i
,
Up to this point we have studied the probabtlistic and statistical properties of a random process X{t) based on an infinitely many imaginary sample functions, which we call the ensemble as shown in Figure 3.1. Thus, at a particular lime t., the random variable X(t.) = X I has a probability density function p(xd, which can be determined by examining each sample value at t, in the ensemble, using the frequency definition of probability. In Figure 3.1, three samples x(t)(I), x(t){2), and x(t){3) are shown with corresponding values x(td{l), x(t J )(2 1, and X(td{3) of the random variable X(t.) at the particular time t,. By examining all the values, x(t ,)(1), x(t d(21, in the ensemble we can theoretically determine the probability density function p(xd. Similarly,.we can determine the ensemble mean value E[X(tt and the mean square E[X 2(t.)] of the random variable X(tt) from the same infinitely many sample values in the ensemble. The same concept applies to the determination of the joint probability density function P(Xt, X2) and the autocorrelation function E[X(t .)X(t 2)] for two random variables X(tt) and X(t 2 ) of the random process X(t). In practice, however, we can never obtain an infinitely large number of samples. Usually, we can get hold of several sample functions and sometimes we have to work with a single sample. Thus, the practical problem confronting us is to approximately estimate the probabilistic-and statistical properties of the random process X(t) from the available single sample function. Fortunately for certain stationary processes, the statistics extracted from a single but long sample function of time, which we call temporal statistics, approximate the ensemble statistics quite well. Such a property of the stationary processes are
fT /2 x(t) dt -T12
I
(3.1 )
and
cfI(t)
= (X(t)X(t + tn =
lim
T-oo
fTI2
-T12
x(t)x(t
+ t)dt
(3.2)
respectively, have the property that from a sample function of infinite record length in time T,
(X(t
cfI(r)
.j'
E[X(t
(3.3) .(3.4)
= R(t)
where the symbol (.) is used for temporal mean value. From Equation (3.3) we see that an ergodic process has a constant mean value and therefore must be stationary. A stationary process, however, does not necessarily possess the ergodic property, meaning that the temporal statistics of one sample may be significantly ditTerent from that of another sample. A graphical illustration of an ergodic process is given in Figure 3.2 from which one can visualize the equality of the theoretical ensemble statistics and the practical temporal statistics. The former is based on' sample values across the ensemble axis whereas the latter is based on the single sample function along the time axis.
\ l:m
44
46

f.uscl'loln ilKIS
3.2.
TEMPORAL AUTOCORRELATION fIl(t)
47
The ensemble mean

E[X(t)) = E[A sin(wt
+ 8)]
(3.7)
== A Jo sin(wt + 8)P(8) dO = 0
The ensemble mean square
[211
E[X 2(t)]
The temporal mean
Time axis
= A2
Jo sin 2(wt + 0)P(8)dO =
f2. .
A2
(3.8)
I I I
I (X (I)) = Iim1'~", T
IT A sin(u)t + 0) dt = 0
0
(3.9)
The temporal mean squaGe

fIG. 3.2. An ergodic process X(t) showing a single sample X(t)(I, as a function of time and an imag inary curve connecting all sample values at I I, across the ensemble.
(X 2(rI)
1"'00
I ~im 'T-
i'l' '
0
A2 sin 2 (wl
+ O)dt =
A2
(3.10)
EXAMPLE
3.1 Consider the simple but fundamentally important stationary process modeled by the sine wave
X(t)
Thus the process satisfies the necessary conditions for being stationary and' ergodic. \
= A sin(wt + 0),
oo<t<oo
(35)
3.2.
TEMPORAL AUTOCORRELATION <P(T)
where the amplitude A and frequency ware deterministic, but the phase angle (J is assumed to be a random variable. The probability density function for 0 is distributed uniformly between 0 and 211: as shown in Figure 3.3. That is,
p(O) = {1/2lt,
o ~ 1I ~ 2lt
otherwise
0,
(3.6)
When only one sample runction of a presumed stationary and ergodic process is available with a sufficiently long record length in time T, the ensemble autocorrelation function R(r) can be determined by the temporal autocorrela tion.
X(t)
$( r) =
p((ll
T~"" T Jo
lim
~ C" X(t)X(1
+ r) dl
(3.11 )
oI
'
I 2~
ad
The temporal autocorrelation <P(r), which approaches to the ensemble auto correlation RJr) as T ...... 00, naturally measures the same statistical properties or the process. Thus, 'when X(t) and X(t + r) are nearly linearly related, the absolute value of <P(r) becomes larger. On the other hand. when they are nearly independent of each other, <p(r) approaches zero. Since <P(r) depends on the time lag t and not on the time t, a shift of the origin of the time t has no effect on <P(r). Consequently, it must be an even runction or r so that
<p(r) = <P( - r)
1., ~
I'
FIG. 3.3.
Probability density function P{O).
I I I I I I I I I I
~A
:H
"
I
48
ERGODIC PROCESSES AND TEMPORAL STATISTICS 3.2. TEMPORAL AUTOCORRELATION >( 1:) 49
:;
:1
jll
When t is set equal to zero,

1 $(0) = lim -T
T-<Xl
I I I I I I I tl
II
Ii ,
~:
iT x (t) dt
2
0
(3.12)
tion other than the, one used here and displayed in Figure 3.3, the result may be different. To illustrate this point, let us consider the case where 0 has a uniform distribution in the range 0 ~ 0 ~ n/2 instead of the previous range 0 ~ 0 ~ 2n. In such a case, P(8) = 2/n for 0 ~ 0 ~ n/2 and zero outside the range. The ensemble autocorrelation R(t) = E[X(t)X(t
=
which is the temporal mean square of x(t). When the sample function is purely periodic. as the one shown in Figure 3.4a and given by
x(t) = A sin(wt
+ t)]
+ 0),
-oo<t<oo
(3.13)
the temporal autocorrelation $(t) = lim

T-oo
nl2
A sin(wt
+ O)A sin(wt + Wt + U)- dO

11:
= Al cos wt
~
T
2"
+ (A2 2" sin W!
)(2
cos 2mt
(3.161
fT A sin(wt + 8}A sin(wt + ('ot + 8) dt Jo

(3.14)
Al
-COSW!
which is different from the temporal autocorrelation given by Equation (3.14). Thus, the process X(t) is no longer ergodic. It isn't even stationary anymore. Note also that for this case, the ensemble mean
2A K/2 . 2A E[X(t)] = sin(wr + 8) dO = - (cos Wt non
which is also periodic with the same frequency as that of x(t) but with the amplitude of A 2/2. In fact, this temporal autocorrelation $(,,) is identical to the ensemble aut9correlation R(t) for a purely periodic stationary process X(t) with a unifotmly distributed phase angle 0 as given by Example 2.1 in Chapter 2 and is shown in Figure 3.4. Thus, We have $(t) = R(r) =
+ sin wt)
(3.171
is also different from the temporal mean

(X(t = lim -1 T-a;, T
~2
;r cos Wt
J!
(3.15)
iT
0
A sin(wt
+ 0) dt = 0
(3.18)
The ensemble mean square from Equation (3.16) Consequently, the stationary process a uniformly distributed phase angle f) satisfies the necessary condition for being an ergodic process. It should be noted that the ergodicity"Of this process X(t) depends on the probability distribution of the random phase angle f).lf 8 has a different distribu
A2
X(t) =- A sin(wt + 0) with
R(O) = E[X(t)2] =
"'2
A2
(3.19)
and the temporal mean square
r
I
li,
X(I)
= A sin (,.t + OJ:
H= 0
e\l(T)
= "2COSWT
(X2(t)}
T-a;,
I lim T
iT A2 sin (wt + 0) de = A2
2
0
(3.20)
'I
In
fj"
FIG. 3.4.
A purely periodic sample x(11 and its temporal autocOffdation function <lJ(tl.
however, are identical. To see the effect of the random phase angle 8 on the ergodicity of the process more clearly, we consider the limiting case of a deterministic phase angle 0 where all samples in the ensemble are identical. Its ensemble mean and mean square are then clearly time dependent or nonstationary and therefore the process cannot be ergodic. Let us now consider a typical sample of a stationary ergodic process such as the one displayed in Figure 3.2. We focus our attention lirst on a finite segment
t~
50
3.2.
TEMPORAL AUTOCORRELATION 41(t)
51
of the sample that lies in the interval 0 ~ I ~ 1: For this segment we can expand it into a Fourier series. Using an alternate form of the series with real co efficients a. and b. defined by
Note that this temporaf mean square is identical to that given by the Parseval's formula, Equation (2.10), when T -+ 00, since
1 C e=...E. aZ
~
and
21C"l2 = a;
+ b;
2
ail = Co
2
(3.21) (3.22)
I I
:) I
!~j
i
tea. we have
x(t) = 2-
ib,,) =
C.
ao
n= I
"'. ( 27tnt . 27tnt) L a. cos + h. sm T
(3.23)
whcre
an
2 T
i1' x(t) cos 27tnt dt

0
(3.24)
Equation (3.27) for the &emporal mean square of the process X(t), which is constructed from the sample function x(t) of infinite length, reveals the funda mental relationship betweetn the temporal mean square value and its frequency components. It states tha, the total mean temporal square is equal to the superposition of the mean squares of its frequency' components. Thus for the zero-frequency component with constant magnitude ao/2 the contribution to the total mean square is a~/4. Note that the zero frequency component is also the constant tern ral mean aal2. For the first frequency component with amplitude ai + bi, the mean square contribution is therefore (ai + bi)/2, since the sample function has the third alternate form of Fourier series ex pansion ao ~ A" SIO . (27tnt T + ,,1;:1 T + 0") (3.28)
11
1\
11
h"
T Jo
2
fl'
x(t)
sm
,2nllt
dt
x(t) =
(3.25) where the amplitude A. and phase angle Oft are given by
(/11
fl. 'j'
"
x(t)
lit
An =
.Ja; + h:
-1
(3.29) (3.30)
II I;.'
~
.I
and
0" = tan
bIt
+ r)
II()
." [ + '\' a
.1;:,"
cos 27t1~1 + T
t' + I, .
Sill .._ ..........._.
hll(1
t)]
~
Ii
The temporal autocorrelation fun<..1.ion for the process can be obtained by considering that the length of this segment increases towards infinity. That is, as T -+ 00
1 <1>(,) = I,im -1'

1-'",
iT
0
x(t)x(t
+ r) dt
(3.26)
=; +
a2
L t(a~ + b;) cos 2/tnt

>
This interpretation of the temporal mean square leads directly to the intro duction of the temporal spectral density function W(f) or W(co). We shall treat this important topic systematically in Section 3.3.
. Before leaving the topic temporal autocorrelation function, we wish to
point out th~t for an ergodic stationary process, its temporal autocorrelation function <D(t) is identical to its ensemble autocorrelation function R(r). Con sequently, $(r) has all the characteristics of R(t) as presented in Section 2.2 of
Chapter 2. Since a stationary process need not be ergodic, prop.erties of <ll(r)
from an ergodic process do not necessarily apply to R(r). An important illustra
tion is given in Example 3.2. EXAMPLE 3.2. Consider the idealized case where the stationary but not ergodic process X(t) consists of constants with random magnitudes as shown by two sample functions in Figure 3.5. (a) For this process, determine its en
semble auto.correlation function R(t). (b) Take one sample function x(t) = a
constant c for - 00 ~ t ~ 00 and assume that this function x(t) is a sample
I')
:' . ".
.~
~
!W;
I.;;~j
"= I
from which we obtain the temporal mean square
(x 2(t) = <1>(0) ;, '4'~
1,2
.=
L i(ll; + 11;)
I
co
(3.27)
1I
;~ 1~
':,
I
"I
I
I
II
:,:'
52
3.3. TEMPORAL SPECTRAL DENSITY W(w)
53
3.3.
TEMPORAL SPECTRAL DENSITY W(w)
One approach to introduce the temporal spectral density function W(w) is analogous to that for the ensemble spectral density Sew). By this approach we define W(w) as the Fourier transform of <lI(r)/211 such that according to Equa tions (2.12) and (2.13)
W(w)
= -1
211
f""
-OC!
<lI(,)e-"ut d,
(3.3\)
and the inverse transform

<lI(,) =
FIG. 3.5. Two samples of a stationary (but not ergodic) process
X(I),
f~", W(W)ei"" dw
(3.32)
When r = 0
I I
I
function of an ergodic stationary process X.(r). For this X .(1), determine its autocorrelation function R.(t). (c) Compare the ensemble mean square E(X2) with the square of ensemble mean [E(X)]~ in both cases (a) and (b).
I
<lI(O) = (x (t
f~
<X>
W(w)
~/w
(3.33)
(a) R(,) = E[X(t)X(t
+ ,)]
E[Xl(t)] = ensemble mean square

(b) R.{t}
= ~(t) = =e
2
1 .lim -T
T-f'lJ
IT x(t)x(t + t} dt
(J
.: x(t) = x(t
I .
I ]I
~ I
B!~" I it ,i
!~
'
!
:. R.(,)
+ ,) = c = R.(O) = ensemble mean square
(c) In case (a) the ensemble mean square E[X2(t)] is different from {E[X(t)]}2, the square of ensemble mean. This may be seen by con sidering the two sample functions in Figure 3.5. For E[X2(t)] we have (e 2 + b2)/2, whereas for {E[X(t)]}2 we have [(e + b)/2]1. In case (b), using the ergodic property, we have
so that the temporal spectral density W(w) represents the frequency distribution of the temporal mean square (x 2 (t. The temporal spectral density W(w) defined indirectly through the temporal autocorrelation <lI(,,) in Equation (3.31) is the basis of the spectral analysis procedure, which is now known as the Blackman-Tukey method. It is important to point Ollt thut the previous definition of the temporal spectral density W(w) by Equation (3.31) is valid only when <lI(f) does not cori tain a periodic component and when the temporal mean (x(t is zero. Otherwise the Fourier transform of ~r)/211 does not exist. Clearly, when a periodic co~ ponent is present in ~r) or a nonzero temporal mean (x(t exists, they should be removed first from the sample and treated separately. Based on the concept of frequency distribution of the temporal mean square as given by Equation (3.27), a nonzero temporal mean (x(t) corresponds to a zero frequency component in x(t) and hence a Dirac delta spike spectral density (x(twa(w) at zero frequency such that
E[Xl(t)] = R,(O)
and
<lI(O)
= el
f:..,
(x(t)}2a(w) dw = (x(tW
"
I
\
{E[X(t)]P = (~(tW = c
Note that for a zero frequency component with constant magnitude of Ao/2, its temporal mean square is A5/4, which is identical to the square of its temporal mean (x(tj)2. That is, lim -1 T
~i
Thus the ensemble mean square is equal to the square of the ensemble mean in the ergodic case (b). The underlying idea here is that in the ergodic case the single sample function represents the ensemble, whiCh is not true in case (a).
T-",
iT(A A -.l!.)2 dt = ( lim -1 IT --..!! de )2 = A2 ~ 2 T 2 4

0 T-oo 0
1ft
54
3.4.
AlTERNA~VE DEFINtTlqN OF TEMPORAL SPECTRAL DENSITY WIt)
55
Similarly, a purely periodic component of frequency Wo and amplitude x(t) has a temporal mean square of Al/2 and hence corresponds to two Dirac delta spike spectra of A2~(W - wo)/4 at the frequencies Wo in W(w~ This is shown in Figure 3.6. The temporal spectral density W(w) for an ergodic stationary process, being identical to the ensemble spectral density Sew) of the process, has the same properties as those of sew) given in Section 2.4 of Chapter 2. In addition. we wish to point out that since both W(w) and ~(t) are real and even functions of their respective argument, it follows that
Substituting W(w) from Equation (3.36) into Equation (3.35) gives

(t) =
A in
1<10 W(n cos 2nJ-c dJ
(3.38)
Equation (3.37) and (3.38) give the relation between W(f) and lI(t).
W(w) = ;
Jo
roo
lI(t) cos Wt dt
(3.34)
3.4. AlTERNAnVE DEFINITION OF TEMPORAL SPECTRAL DENSITY W(f)

So far we have studied the spectral density functions Sew), W(w), and W(n, all through the Fourier transform of the corresponding autocorrelation functions R(t)/2n and ~(t)/2n. An alternative approach to introduce the temporal spectral density W(f) is through the Fourier transform of the sample function x(t) directly. We assume that the sample x(t) has zero mean and no purely periodic com ponent. In taking the Fourier transform of x(t) we adopt the strategy of first taking a finite segment of x(t), which lies in 0 ::::; t ::::; 1; treating the sample as a periodic function of period 1; and then taking the limit as the length of the segment T --+ 00, As a periodic function again we can expand it into,a Fourier series as
x(t)
=:
and inversely,
<1>( t)
21,'" W(w) cos Wt dw
(3.35)
I
I
I
I,
I ,I
I
~ i
;t;
Moreover, the one-sided temporal spectral density W(j) is often used as a function of the frequency J = w/2n in cycles per second instead of the two sided spectral density W(w). The terms one-sided and two-sided refer to one or two sides of the origin for the frequency coordinate. The relation between Wen and W(w) can be established by consideration of the temporal mean squares contributed by components with frequencies between f and J + df lind between m and (I) + dm, respectively. Thus
W(ndJ
:~
= 2W(w)dw =
4nW(w)dJ
.=1
on L
a. cos -T-
met + b. sm . -met)
T
1,1'"
I~
(3.39)
Hence,
W(n = 41tW(w)
where
(3.36)
a. =
Substituting W(w) from Equation (3.34) into Equation (3.36) gives

W(n = 4
T Jo
2
P' ,
n1tt x(t) cos T dl
(3.40)
f'
(i'(r)
cos 21t/t dt
(3.37)
b.
=f Jo
fT x(t) sm . nnt dt
(3.41)
W("')
Now let us combine the Fourier coefficients to form

, ,.\2
,.\'(t) >211( )
mw _ "'0)14
-(~O
+'0
.. '"
(~)
(a. - ibn)
T[2 = 2 T
=
T r Jo
x(l)
2nnt cos T dt
iT Jo
(T
x(t) sm T
2nnt
dt
I
1'
(3.42)
FIG. 3.6. Temporal spectrum W(w) for a nonzero mean cOI:nponent (x(t)) and for a periodiC component of A sin (wot + 0) contained in x(t). '
fT x(t) exp [i21tn~ Jo - -;:r]dt
II
I ~I
rn ., "
;1
56
CONCLUDING REMARKS
57
We then define the temporal spectral density
and that its temporal mean is zero.
:"~ <,
"
W(fl lim
T~co
+(~)I'
T
X(!!..) _2' T(a. T -
ibn),
n=foO
:11
;~
~,~
"{
I I I I I I\ I
I I
1.1
ftA, I 11 III
,~
We see that when T -+ 00, liT = /0 -+ df, nlo = niT -+ I and thus in Equa tion (3.42), we have x(nIT) -+ x(f} which is tbe Fourier transform of the sample (unction x(t). The physical meaning of W(f), so defined, ~an be seen from Equation (3.42) , starting before the limiting process, since
21 12 T 1= 2 1 (a; + b;), TXT

$(r) = I~m
T
<V
(n)
n=foO
'Substituting this into Equation (3.26) with 00 = 0, we have
x(~)=f(a.-ibo)
~
then
\
co 0=1
21 x (n)12( 2nn<)(I) Lcos . T T T T

T -+ df,
I
/I
?I
x( )
12
a;.; b;
T
-+
00,
ndl
-+
.~.
. W(f) = lim W(n/o)

.fo~f
T~",
lim
(A 2/2)
AnI u
the definition of W(f) given by Equation (3.45) and changing the sum into integration in this equation, we then have
Thus the temporal spectral density WU) is shown to be the limit as T -+ 00 of the temporal mean square A;/2 of the nth frequency component per unit frequency. Finally, we show in Section 3.5 that the two definitions of W(/) are equivalent as they should be.
$(r) 1'" WU) cos 2n/r d/

agrees completely with Equation (3.38) where WU) was defined not from the Fourier transform x(t) but from the Fourier transform of
~ .),
"" -;.'"
'\
3.5.
EQUIVALENCE OF TWO DEFINITIONS OF W(f)
In this section we show that the temporal spectral density function W(f)", defined directly through the Fourier transform of x(t) by the equation
W{f) =
DING REMARKS
this chapter we have presented the solution for the practical problem where ensemble statistics cannot be determined because it is impossible to obtain many sample functions. The solution is leaning on tlte assumption of t'Rodicity, so that a single sample function can be used instead of infinitely It is important to make sure that the single sample runction is indeed It'eSentative of the ensemble as illustrated in Figure 3.2. Furthermore, we point out that throughout the chapter we have always assumed that the or.this representative sample runction is infinite. This, of course, is still to realize in practice. Therefore, we must keep in mind that when we on a sample function of finite length, the results are necessarily approxi to the corresponding limiting case presented herein.
{J!?!' 2IX~W
0,
1?t0
/<0
In Section 3.4. satisfies Equation (3.38). Thus, it is the same spectral function W(f), which is defined through the Fourier transform or the temporal autocorrelation function in Section 3.3. Let us again first consider a finite segment of x(t) lying in 0 ~ t ~ T expand this segment of x(t) into a Fourier series with coefficients a. and Note that we consider that there is no purely periodic component in the sample
$(r)
.i.
58
PROBLEMS
59
. Another comment at this time has something to do with various forms of the Fourier series and of the spectral density functions 8(w), W(w), and W(f). Among the three forms of the Fourier series, the complex form is simple in mathematical manipulations, the separate sine and cosine form is the elementary form, which is most familiar to beginners. and the combined trigonometrical form. ill terms of amplitude and phase angle, is most explicit in physical inter pretation. Among the three forms of the spectral density, the two-sided spectra S(w) and W(w) as functions of the circular frequency ware most convenient in analytical work. The one-sided temporal spectrum W(f) as a function of frequency f, with f = w/2'1t, is the natural form for the measurement and analysis of real data. Obviously, when we mix various forms, we generate a great deal of confusion. To minimize such confusion we shall from now on concentrate on the complex form ofthe Fourier series and Fourier integral and on the two-sided ensemble spectrum 8(w). The brief introduction in this chapter on other forms should provide the reader with a better understanding and a necessary link for con version.
in which the only random variable is the phase angle O. All others are nonrandom. (a) Determine the ensemble mean E[X(t)] and mean square E[X2(t)],
when 0 is uniformly distributed in the interval (0, 2'1t).
(b) Determine the ensemble mean E[X(t)] when 0 is uniformly distribu
ted in the interval (0, 'It/4).
(c) If a sample of X(t) is generated by using a randomly selected phase
angle 0 = 'It, determine the temporal mean (X(t)} and mean square
(X2(t)) based on this sample.
3.4. Use the information given in the Appendix A for Fast Fourier Transform (FFT) in structural dynamics. Compute the Fourier transform F(w) of I(t) given in Example 2.4 numerically by a computer library routine.
Plot F(w) versus w. Compare F(w) with the theoretical transform F(w)
in Example 2.4. Use F(w) so obtained to compute the inversion !(t).
Plot i(t) versus t and compare it with the original J(t). Use A = I,
11 = I for simplicity. .
3.5. Numerically obtain the inverse transform hIt) where, = wnt from the complex frequency response function
PROBLEMS
3.1. Based on the Fourier series expansion of a periodic function of period 1', as given by Equation (3.23). (a) Derive the alternate trigonometric form of Equation (3.28) and the complex form
x(t)
H(W)=
Wn
(II(J),,) (w/(J)n)l + 2ie(w/wnl'
e = O.ot, (J)n = ~
= !;, en exp (in'ltt) T

J
Plot h(,) versus r and compare it with the theoretical inversion. See Equation (5.49) and (5.51). Use the FFT computer information given in the Appendix A.
(b) Derive the associate equation in the complex form for (n'
3.2. A nonrandom forcing function I(t) is given by
lUI
F cos(wol/2)
+ F cos (1)ot + F cos(3wol/2)
(a) Determine the temporal statistics (f(t)} and (f2(t)}. (b) Plot the one-sided, discrete amplitude IXn versus frequency Wn diagram for f(t), the so-called discrete amplitude spectrum. (c) Plot the two-sided, continuous, temporal mean square density W(w) versus frequency w diagram for I(t), the so-called temporal spectral density.
3.3. Consider a random process model

X(t)
= IX COS(wf
0)
I I I I I I I I I I I I I
I
I
" 1
1
ll'
I
il I l'jl
Ii "
111
4.1.
RANDOM ROADWAY (STATIONARY MODEL)
61
CHAPTER
~1 ~ij
Ij
11 <I
I
;1
ii ~i
I I I
MODELS OF RANDOM EXCITATIONS
model by superposition. From the final model we can generate sample functions . of the process. Three models of random excitations to structural systems are presented. The first is a roadway model, which is the simplest stationary random process X(t) of a single time variable t. It is commonly used for vibration studies of aulo mobiles, high speed trains, ships, and airplanes. The second is an earthquake ground motion mofiel. which is a nonstationary random process X(t), again of a single time variable t. Such a model is currently introduced into the earthquake engineering field for tall buildings. bridges, high dams, and power plants. we present an ocean wave model, which is a stationary random process the rough ocean surface ,,(x, y) of two space coordinates x and y. Such an wave model is the basis for analysis and design of offshort structures such as oil drilling platforms.
RANDOM ROADWAY (STATIONARY MODEL) first consider an idealized vehicle model of mass Ill, spring constaut k, aud damoing coefficient c moving with constant speed V ,along a rough road with elevation x(z) with z = Vt, as shown in Figure 4.1. The equation of motion for the vehicle model in terms of vehicle displace U, velocity and acceleration is given as
.;
:~
1
i
I II
I I I I I I I
\
D.
In the previou~ three chapters we have studied random excitations by either assuming that we have a large number of sample functions of a random process l or at least that we have a single representative sample function of sufficient' length or time duration. When we have a large number of samples, either real or; imagined, we proceed to analyze these samples, which we call the ensemble,. and determine the ensemble statistics such as the ensemble mean, mean square, autocorrelation function, spectral density function, and probability didrlhn. lions. When we have only a single sample function, we assume that the is ergodic and proceed to estimate its temporal statistics as approximations the ensemble counterparts. In summary, the problem is to analyze and mine the random characteristics from a set of given sample functions. In this chapter on random models we treat the same problem but in a manner. Starting with a simple but fundamental mathematical model deterministic and probabilistic characteristics are completely specified, we construct different models by superposition of the simple fundamental with various deterministic parameters and random variables. Since we pletely specify the characteristics of the basic building block and the manner in which these blocks are superimposed to form the final can therefore determine the statistical and probabilistic characteristics of final model. As in the previous chapters, the characterization of the final models is focused on the autocorrelation and the spectral density runction~ because these are the most useful in practice. Once the final random model constructed, we can use it to generate the so-called artificial sample functions. In summary, in this chapter we begin with basic mathematical models completely specified probabilistic characteristics, and then construct a
u,
- c(u - x) - k(u
x) = mii
(4.1)
my + cy + ky =
x(z)
- mX
(4.2)
= x(Vt),
the equation of motion (4.2) falls into the typical form
Ii
t
'.. z == Vt
FIG. 4.1.
An idealized vehicle model moving on a random roadway.
60
.U
62
4.1.
RANDOM ROADWAY (STATIONARY MODEL)
63
uf u lineur SDOF (single-degrce-of-frecdom) system. The spring force k(u - x) = ky and the vibration of the vehicle u = x + y can be easily deter mined once the response y is solved for the given forcing function X(I). Let us consider the function X(I), which represents the rough roadway prolile x(z) with z = VI, as a stationary random process. For convenience let this stationary random process be denoted by XC!). We proceed to construct a random model for X(I) beginning with a simple periodic cosine function oftime with amplitude IX, circular frequency w, and phase angle O. Thus
x(1) = IX
Thus the ensemble mean

E[X(t)]
= L
IX.E[cos(ru.t - 6.)] = 0
(4.8)
,,=1
since
E(cos
On)
I"
(cos 0.)
(2~) dO" = 0
(4.9)
cos(wt - 0)
(4.3)
The ensemble mean square.

E[x2(1)] E [ .~I a. cos(w.t - 8n ) m~1 a", COs(Wml
l i N
where IX, (t), and 0 are all deterministic and real valued quantities. With this simple function, we proceed to consider a finite sum of N discrete functions,
x(1) =
Om)
J
(4.10)
I I I I
L a. cos(ru.t 11=1
0.)
(4.4)
L - a; .=1 2
an integral representation
X(I) =
since 0. and 0.. are assumed to be independent random variables and
f'",
=
a(ru) cos[rul - O(w)] dru
(4.5)
E[a.
cos(ru"t - B.lam cos(w",t - Om)]
= IX"a.. E[cos(runt = IX;E[cos

2
O.)]E[cos(ru",t
=
0... )] = 0,
2
'i
m:/: n
and linally a complex integral representation

x(t)
f:",
(J)"t - 0.)]
2~
al
Jo
(2X
cos
(J).t - (}.. ) dO.
a(ru)e i (o,,-6(o.1I dru
. (4.6)
10:;,
m =n
where X(I) in Equation (4.6) takes a general complex form with the practically relevant real part given by Equation (4.5). Up to this point the functions X(I) are all deterministic. We now assume that the phase angles lI" in Equation (4.4) and O(w) in Equation (4.6) are inde pendent random variubles each uniformly distributed in the range from 0 to 2n;. Under this assumption, the functions in Equations (4.4) and (4.6) become the discrete and complex continuous form, respectively, of a random process X(I).
Equutions (4.9) and (4.10) show that the process X(I) deHncd by Equation (4.4) satislles the necessary stationary condition. EXAMPLE 4.lpetermine the temporal mean (x(t)} and temporal mean square (x 2(t from a s!lmplc function X(I) given by the random process X(t) of Equation (4.4) with a particular sct of values 0 1 , O 2 , 0.
(x(t) =
4.1.1.
Discrete Model
=
T-a>
lim -1 T
N
IT[ L a" cos(ru.

N
0.)] dt
n=\
First consider the discrete model, Equation (4.4), of the random process X(t). We can determine the ensemble mean E[X(t)] and mean square E[Xl(I)], using the probability density functions for O. with n 1,2, ... , N,
0 ~ 0" ~ 2n:
.=1
IX. lim -T
T-..,
IT cos(ru.t)
0
On) dt
=0
N ]
(4.11)
I I I I I I I
I I
I
(X 2(t = lim -. T-a> T

N
IlT[N L
0
IX.
cos(ru.t 0.)
.=1
",=1
L am cos(ru.. t- 0... )
dt
(4.12)
p(O,,) = { 21n;'
0,
otherwise
(4.7)
L !et; n=l
I
64
MODELS OF RANDOM EXCITATIONS 4.1. RANDOM ROADWAY (STATIONARY MODEL)
65
I ; ~ I
" .J
since
sew)
. -T 1 hm
T"'""
iT IXn cos(ront 0
On)ctm cos(romt - 8m) dt
=:
0,
m =1= n
~I l
= IX; lim -T
T-oo
(T COsl(wnt Jo
8n ) dt
= llX;,
m =n
w
WI
1 j
il
I
, I
II
I
From Equations (4.8), (4.1 0), (4.11), and (4.12), we see that the discrete random model defined by Equation (4.4) also satisfies the ergodicity condition, which requires that the ensemble mean and mean square be equal to the corresponding temporal mean and mean square.
Furthermore, based on the concept of the temporal two-sided spectral
density W(w) defined by Equation (3.33) and on the spectral density shown in
Figure 3.6 for purely periodic components we have
(x 2(t
"'2
'''7
FIG. 4.2.
Subdivided ensemble spel..1ral density function S(w) ror N
= 7.
L 2W(w.)8ro
n=1
.
>
;~
with I1ro = Wn+ 1 - WO' Depending on the choice of I1w, the frequency band width, we can asSUll;1e that W(w n ) is the meae square contribution from the frequency component with ron divided by the frequency bandwidth, or the mean square per frequency bandwidth. Thus we consider W(Wir) to be distributed in the entire intervall1w centered at ron and not concentrated at the single frequency " ron' In so doing, we avoid the Delta spike function and obtain instead a smoothed ' or average spectral density. Equating Equations (4.12) and (4.13) and repla~ing W(w.) by the analytically preferable ensemble spectral density S(ro..) gives IXn = ,J4S(w.) 110:)
Substituting IX. in Equation (4.14) into Equation (4.4) we find
x(t) =
: For instance. in Figure 4.2 we determine rol' ro2, ... , ro7; S(ro l ), S(Wl), ... , . and 8ro = WI' Then we select, completely at random, a phase angle 0 1 the interval between 0 and h. Such a completely random choice corre to a uniform distribution of the random phase angle. Wecan make such a for example, from a roulette wheel marked with angles from 0 to 2n. Let call the outcome of the roulette wheel from the tirst turn 81t from the second and so on, up to 8 7 , Finally. substituting the set ofdata WI> W2,' , W7; S(rod, .... S(ro7); 8ro; and 01 , O 2 , ... ,0 7 so obtained into Equation (4.15), we the desired sample function x(t) as a superposition of seven periodic
Continuous Model
the complex continuous model, Equation (4.6), results similar to the discrete Equation (4.4), can be obtained as follows: ensemble mean
1\
,
\
I
I
~
~
Ill!!
'I
E[X(t)) =
f~", lX(ro)e+ 1""E[e- i8
(W
I]
dw
(4.16)
no=1
f .j4S(ron) 8ro cos(ro.t - 8.)
:.
E[e- l(1(wl] = E[cos O(ro)] - iE[sin O(w)]
which is the basis for generating the so-called artificial sample functions from a given ensemble spectral density function S(ron) of a stationary ergodic process.
Artificial Sample Generation. On the basis of a discrete series

Equation (4.4), we can generate artificial sample functiQCls of the underlying random process X(t) if we have an ensemble spectral density function S(ro) or the process. To generate a sample, we simply divide the positive frequency axis of the function S(w) into N equal intervals and label the frequencies rot , rol, roN: with corresponding S(wd, S(W2),' .. , S(roN) as shown in Figure 4.2.
= J:w (cos 0)
(;n) dO - J: (sin (1)(;n) dO = 0

i
ensemble autocorrelation function R(-r), when X(t) is considered com when we are interested only in its real part, can be expressed by
R(f) = E[X(t)* X(t
+ T)]
(4.17)
66
4.2.
RANDOM EARTH.QUAKE MOTION (NONSTATIONARY MODEL)
67
where X(t)* is the complex conjugate of X(t). Substituting X(t)* and X(t according to Equation (4.6) for X(t), into Equation (4.17) gives
R(T) = E
+ f).
{f~"" o:(w)e
(8{... )-w'l
dw
f~", o:(w')e [w{.+.,-6(...

i
)J
dW'}
f:", f'",
in Figure 4.3. in which all the mass is assumed to be concentrated on the top girder. The girder is assumed to be perfectly rigid with horizontal displacement x(t). The two columns of the model are assumed to be elastic but massless. The horizontal ground displacement, velocity, and acceleration are denoted by u(t), u(t), and ii(t). respectively. The equation of motion is
- c(x - u) k(x - u) = mx
E{oc(w)oc(w')ei[8(UJ)-BlUJ'lI dw dw'}ei'I..- ...,+i... (4.18) Let the relative displacement (x - u) = y; then we have
r~ (oc(w) dw]2e iw ,
because as the integration with respect to w' is carried out. the expectation E{eiI8(OI-O(w'll} = 0 for w' 1: wand equals unity when w' = w. Recall from the basic definition of ensemble spectral density S(w) given in Chapter 2, Equation (2.16), that
R(T) =
my + cy + dy = - mii =
The earthquake generated shear force
- rna
(4.22)
I I I I,
I I
= ky
+ cy
(4.23)
f~", S(w~(< dw
.JS(in) d~,
(4.19)
can be determined once the relative displacement y is found from response solution based on Equation (4.22). We point out here that~uation (4.22) derived for the tall building model subjected to earthquake ground acceleration is seen to be identical to Equation (4.2) for the veh ide model. The fundamental difference betwcen the two engineer ing problems lies in the nature ofthe forcing function u(l,.ln the vehicle problem, we assume that the road profile is a stationary proceSs where the key prob abalistic and statistical properties are independent of time t. In the case of the earthquake ground acceleration, as we pointed out in Chapter 1, the underlying random process is clearly nonstationary. The time dependent character of the random process is~of fundamental importance and must not be ignored.
A comparison of Equation (4.18) and (4.19) gives

o:(w) dw =
(4.20)
Substituting Equation (4.20) into Equation (4.6) we obtain the integral analogy to Equation (4.1 5) as follows:
x( t)
f'" .J
-00
S(-;~j~/-;~e'l<'"
- 11l"'1I
(4.211
where the lower limit may be changed to zero with the insertion of a factor of two and the replacement of the exponential function by its real part. the cosine function. . The mathematica\significance of the unusual term ~ in Equation (4.21) can be heuristically understood by a comparison of the two Equations (4.21) and (4.15). Unlike the usual integration, the associated summation consists of the term .JI'!w instead of I'!w. 4.2. RANDOM EARTHQUAKE MOTION (NONSTATIONARY MODEL) We consider an idealized structural model for tall buildings subjected to earth quake generated ground acceleration ail) == ii(t), with total mass m. spring constant k, and damping coefficient c. This idealized structural model is shown
- . " / /.
a(t) .::. tilt}
--l I--x(t)
~
I I I
k(x-U)+c(-u}
I
I
I
I I I I I I
u(t)
I I I I I) I,
'.:
.~
II
.~
m'l~1
. 11 >:l
....
FIG. 4.3
Tall building model subjecled to earthquake-generated ground acceleration aft) a;; ii(t).
" :i ~.
I1l I;
I :
f:1
(;
68
4.2.
RANDOM EARTHQUAKE MOTION (NONSTATIONARY MODEL)
69
4.2.1.
Discrete Model
Substituting Equation (4.28) into Equation (4.24), we find that

X(t)
:: ;:
;!
'i
II
I
We introduce the time dependency of the random process in its discrete form by inserting a deterministic function A(t, w) of time t. and frequency w into the previous stationary model, Equation (4.4). In so doing we obtain the discrete model for the nonstationary process X(t), characteristic of earthquake ground acceleration aft) as
X(t) =
L
n=l
.j4S(t, (v.) Aw COS(I).I - (lu)
(4.29)
Finally, we observe that in Equation (4.24) when

A(t, w.) = 1
(4.30)
L A(t, w.)cx,. cos(wnt - OJ

.'" I
. (4.24)
I
I
X(t) reduces to the stationary process and from Equation (4.28) we have for A(t, w,,) = 1 and the stationary S(w.)
IX.
Oi course we use the symbol X(t) here for a general nonstationary random process as a model for earthquake ground acceleration as well as any other time dependent random excitations such as tornado wind force on buildings or hurricane generated ocean wave motions. Returning to Equation (4.24), we can calculate the ensemble mean
E[X(t)]
.j4S(w.) Aw
(4.31)
A comparison of Equations (4.31) and (4.28) gives the relation between the nonstationary S(t, mn ) and the associated stationary S(wn ) as
S(t, w.)
= L
n=1
= A2(t, w,,)S(w
lI )
(4.32)
A(t, (/).p.E[cos(w.t - 0.)] = 0
(4.25)
.; I
~
.
! \~ ~I
i~ II
since the nonstatifilnary process X(t) of Equation (4.24) is the same as the stationary process given by Equation (4.4) except for the deterministic functions A(t, Co.), which plays the role of multiplying factors on the N terms of zero mean values. The ensemble mean square value is
E[X2(t)] =
L A(t,w.)<x. COS(Wllt
.'" I
8.)
L
111=
A(t, w",)<x", cos(w",t - 8J
It should be pointed out that the nonstationary process Equation (4.24) is no longer ergodic. This is reflected by the ensemble mean square given by Equation (4.26) as a function of time t. . In this and the next section we see that a nonstationary random process X(t) is introduced as a modified stationary process by introducing the deter ministic function A(t, w.). In this way the nonstationary process is intimately related to the associated stationary process [A(t, wn) == 1] by Equation (4.24) in its sample function form and by Equation (4.32) in terms of ensemble spectral densities.
L
.=1
4.2.2.
(4.26)
Continuous Model
tA2(t, m.)<x;
\. I
l ,
<
II
1\ I
. ".. ;.SL;. '. ;;~ ,;.. M
since the deterministic functions A(t, m.) can be associ~ed with IX. and con sequently, we can use the previous result givell by Equation (4.10). . Now extending the concept of ensemble spectral density S(w) given by Equation (2.17) and considering the time dependent spectral density S(t, w.) associated with the frequency Wn to be distributed in the interval Aw = w.+ I - w., we then have
E[X2{t)] =
We again introduce the time dependency to the associated stationary random process in its continuous form, Equation (4.6), by inserting a deterministic function A(t, w). The resulting nonstationary process is then
X{t)
J:",
A(t, w)<x(wjei(r-O(",ll dw
(4.33)
When A(t, w) == I, the process degenerates to the associated stationary process. The ensemble mean
E[X(t)]
2S(t, m,,) Am
(4.27)
0=1
J:",
A(t, w)a:(w)eI"'E[e- l 8(w)] dw = 0
(4.34)
ill
'I'"
'v .
A comparison of Equations (4.26) and (4.27) gives

A(t, w.)a:. = .j4S(t;w.)Aw
(4.28)
The ensemble autocorrelation function R(t, t) is now time dependent. When X(t) is considered complex and when we are interested only in its real part, it
70
4.3.
RANDOM OCEAN WAVES (MULTIVARtABLE STATIONARY MODEL)
71
can be expressed by
R(t, -r) = E[X(t)* X(t
+ -r)]
(4.35)
which has the same right-hand side as Equation (4.17). Substituting X(I) and X(t + f), according to Equation (4.33), into Equation (4.35) gives
R(I, -r) =
Before leaving this section on nonstationary random processes, we should point out that \be associated stationary process corresponds'to the case where, in Equation (4.33), thedeterministic function is A(t, w) == 1 for all - 00 ~ t ~ 00 and - 00 ~ w ~ 00. This is quite different, of course, from the simplest non stationary process where
A(t, w) :; A(t) = { 0,
J,
t;;;,O
t<O
[f:",
A(t, w)a(w)e'[6("I-ml) dw
f:",
(4.42)
A(t, w')a(w')
X e'("'(I+r I -6(w'l!
dW'J
i
which is the familiar unit step function of time. Physically such a nonstationary
process is; in fact, a suddenly applied or turned on stationary process. For this
reason it is sometimes still considered a stationary process. Here we consider
this as a nonstationary process with a nonstationary ensemble spectral density (4.3(,1
S(t,
/I)
f:",
,,/(t. wi.
1..1(1. mlCl'(wl ,1",F. ... ,
{~(m).
t~O
t<O
(4.43)
which is "gain idcnticul to Equation (4.18) exccpt for the deterministic function A comparison or Equation (4.36) with the extended dellnition or nonstation ary ensemble spectral density S(t, w) given by
R(t, f) =
4.3. RANDOM OCEAN WAVES (MUlTIVARIABlE STATIONARY MODEl)

A wave staff located at a fixed point in an ocean wave field may be used to measure surface or gravity wave oscillations a~ a functiQn of time 11(1) measured from the mean water level (MWL) as shown in Figure 4.4. To construct an ocean wave surface model. we begin from the simplest and ideal single com ponent standing wave with ~amplitude <X., frequency w, and phase angle 0 as
I/(t) = iX cos(wt - 0)
r~ S(l, w)e i'.' dw
(4.37)
I I II I
~i
i)
I
gives
A(t, w)a(w) dw = .jS(I, w) clw
(4.38)
(4.44)
Substituting Equation (4.38) into Equation (4.34) we obtain the integral similar to Equation (4.29) as follows:
X(I) =
f~ .JSi.t, (II) clwe'I
..
'-O(
1I
(4.39)
Finally, when we set A(t, w) = I in Equations (4.33) and (4.38) we obtain the associated stationary process and the result is
a(w) dw = .jS(w) dw
" l '< - , -I~I ,

f
<f>{t)
IV' ,
MWl ~(tJ=o
(4.40)
d
alt)
I 1 I
1 i'
j

S(l, w) = A2(t, w)S(w)
(4.41)
z = 0
/
which is the relation between nonstationary S(t, w) and its associated stationary S(d) and is identical to Equation (4.32).
FIG. 4.4.
An offthore structural model with a wave staff,
I I
I
1'1
I I I
72
4.3.
RANDOM OCEAN WAVES (MULTIVARIABLE STATIONARY MODEL)
73
For a progressive or moving wave we consider

'1(x', t) =
(X
so that
cos(kx' - WI
+ 0)
(4.4~)
"(:
:'i.i
collI 21t
(4.4H)
where the wave form is no longer standing as that of Equation (4.44) but moves in the x' direction with constant wave speed c as shown in Figure 4.5. Also present in Equation (4.45) are the amplitude (t, the wavelength 1, and the wave number k. which is defined as the number of waves in radians per unit length. The wave speed is
I
I I
and the wavelength in Figure 4.5 is
'I(x', t)
c=k:
co
which is the product of wavelength 1 and wave frequency J in cycles per second with J = co/21t. The frequency co and the wave number k are not independent. They are related, according to the linear theory of wave theory, by the so-called dis persion relation.
(4.46)
co 2 = gk tanh kd
(4.49)
where 9 and d are the gravitational acceleration and the water depth, respec tively. From Figures 4.6a and 4.6b we see that the wavelength 1 in the x' direction
A = ~7C
k'
(4.47)
.Y
x'
I
I
I
~
I"""'"
<
'I'~
)0
1x
~'"
)px'
J.ky
x',k
'1(..',1
At)
,I II
!
~
y
'1
'1....
\\1
~.
x.k,
'x
7'
",,)I
X'
~ * ,',
~
...,.
,~
I~
FIG. 4.6, apart.
Two snapshots or a progressive surrace wa,ye with wave speed c at a time interval AI
FIG. 4.8, (a) Top view or a progressive wave train in the x' direction making an angle .p with the x axis. (b) Top view oftwo wave crests A and B showing the vector charaCieristics of the wavc number k and the geometric relation between land lx.
74
4.3.
RANDOM OCEAN WAVES (MUlTIVARIABLE STATIONARY MODEL)

n
75
associates with the wavelength A.. in the x direction and that the progressive wave model, Equation (4.45), is unidirectional. To extend it to the practically more important two-dimensional surface wave, we introduce the two space coordinates x and }' along with the wave direction 4> and obtain the two dimensional wave model,
'I(X,
(2.1)
(2.2)
y, t) = a cos((k cos <p)x
+ (k sin <p)y -
wt
+ 0]
(4.50)
-iii!)
where k cos 4> k" and k sin <p = kr are wave number components in the x and r directions, respectively, as shown in Figure 4.6b. In this manner the wave number k is treated as a vector in the x' direction. Figure 4.6a shows the view from the top of the wave field. The direction of the ocean wave is x', which makes an angle <p with the x = axis. Along a line represented by y = constant, waves propagate in the x direction with wave number
(1.11
FIG. 4.7.
6 (2.11
" m
It ; I
, ~!
.,
"
Four combinations of wave number m and wave direction n.
k"
and wave speed
k cos c/)
(4.51 ) where the only set of random variables are the phase angles 8 11 .8 12 , _" .8MN These random phase angles are assumed to be independent and each angle has the same uniform probability density funclion
e" = w/k" = A"l
(4.52)
I I
These geometric wave relations can be illustrated in the following. From

Figure 4.6b,
p(Omn) = {
A = A" cos <p

By definition the wave number is
k
(4.53)
2~ ,
O.
o ~ Om. ~ 21t
otherwise
I
I~ It
= (.~)(21t)
-~--
and
k" = ~!X2_1t) ,1. "
(4.54)
Substituting ,1. from Equation (4.53) into the first part of Equation (4.54) and
then using the second part of Equation (4.54), we find that
k" = k cos <p
(4.55)
which verifies the vector nature of the wave number k as it has been specified
by Equation (4.5l).
4.3.1.
Discrete Model
A discrete random ocean wave model is made up by the superposition of M by

N wave components, each having the form of Equation (4.50) as
1/(X, y, t)
I I
'N
.M
am. cos(kmx cos
<P. + kmy sin <P. -
wmt
+ Om.)
(4.56)
=1 m=1
To see this double sum in Equation (4.56) more clearly we refer to Figure 4.7 where the index m for wave number km and the index n for wave direction <P. are plotted in the two Cartesian coordinates illustrating. for instance. four ,<P2)' wave components with (k,.. <P.) equal to (kt, <Pd. (k2' <Pt), (k t , <P2), and (k 2 These four wave components have corresponding amplitudes (XII; (X21. at 2, and (X22; frequencies Wt and Wz. and phases 011. Oll' 0 12 , and O.u.Thus the wave model, Equatiop (4.56), represents a superposition of these wave components with different amplitude. wave number, wave frequency, and phase angle. We should point out here that the specifications of Ihe wave components are carried out by two independent wave parameters km and <P. only, so lhat the superposition is accomplished'by the double summation operation on m and n. The frequency w'" is related to the wave number km by the dispersion condition, Equation (4.49), and therefore is not independent. Amplitudes (Xm. are to be determined later. Although the two-dimensional wave model, Equation (4.56), is considerably complicated in appearance. itsprobabilistic structure is still simple because the set of random variables 8 t t , ~12' ,OMN remains unchanged. Consequently, the statistical analysis of this model is in essence no more difficult than that for the stationary roadway model, Equation (4.4), and it is therefore helpful to refer to SectionA.l.l in the following analysis.
I
1:.\ 11ft
I I I
[
......1'>,1
t:::
I III
~l
;:
II
~I
76
MODELS Of RANDOM EXCITATIONS
4.3.
RANDOM OCEAN WAVES (MUlTIVARIABlE STATIONARY MODEL)
77
The ensemble mean is

E['1(x,y, t)]
number and wave direction to give the following model:
= L L lXmft E;[cos(k.. x cos 4>. + kmJ sin 4>.

.= 1 m=
I
w.,t
+ Om.)]
= 0
'1(x, y, t) =
f~~
f"
a(w,
4eiIO O.pI+k:< cos.pHysin.p-,.I] dw d4>
(4.62)
(4.57)
The ensemble mean is

E['1(X, y, t)] = 0
I
I
I
I
since we can consider the three deterministic terms kmx cos 4>. + kmy sin 4>. - w",t together in place of the single term W r ! in Equation (4,8). By the same token, we can determine the ensemble mean square
N ,.,
(4.63)
E['1 2(x, y, e)] =
~ ~(X!.
(4.58)
The ensemble autocorrelation R(X, Y, t) is now a function of the usual time lag r plus the space separation X and Y in the corresponding x and y directions. Thus we have
R(X, Y,t) = E[t/(x, y, t)*'1(x
. " 1m-I
+ X, y +
Y, t
+ t)]
(4.64)
In the next step. we introduce a new term, the so-called directional wave spectral density S(w"" 4>.) as a function of two deterministic variables, the usual frequency Wm and the new wave direction IjJn. This density function is again an ensemble statistic and is defined analogously as the one variable density S(w.) by the ensemble mean square as
"
Substituting '1(x, y, I) from Equation (4.62), with appropriate modification for the complex conjugate operation and for the time and space lags, into Equation (4.64) gives
I
I
I
E['1 2(x, y, I)]
n= I m= 1
L L
At
2S(wm , (P.) flw llc/)
(4.59)
R(X, Y,r) =
f'''=_) J.. =-"

x e- i1kx
tt>
["
f""
",'=_",
J.p'=-" a(w.4a(1J',4>')
[n
~o.t/>+ky.ln.p-'I/el(k" ~o.t/>+kyslnt/>-<II

x E{ei(II'...p)-l1lw .t/>II}ei(kX
~O$.p'+kr$int/>-"'()
dw d4> dw' (14)'
(4.65)
teL!. =
2S(wm ,
4>n) flw fl4>
(4.60)
Substituting IXm. of Equation (4.60) into Equation (4.56) gives the discrete two dimensional ocean wave model in terms of its directional spectral density S(w"" 4>.) as
,,(x, y, t)
After carrying out the double integration with respect to w' and 4>' and using the same uniform probability distributions of the independent phase angles as before, we obtain
R(X, Y,
= L L
wmt
n= 1 m= I
, 4>.) flw fl4> cos(kmx cos .j4S(wm
4>. + k.y sin 4>.

(4.61 )
r).= f~",
f"
[IX(W,
dw d4>]2eiikX oost/>+krsint/>-wt)
(4.66)
+ 8",.)
Now for X
=Y= r
0, Equation (4.64) gives
f.
L
4.3.2.
Continuous Model
R(O, 0, 0) = E['1(x, y, t)*'1(x, y, t)] =
J~",
f"
Sew,
dw d4>
(4.67)
i;'';}
I
jl
I
I:
. P.IIP:I'
A continuous random ocean wave model in a general complex form is con structed in a manner analogous to the complex roadway model given by Equation (4.6). We therefore derive the model herein a concise form leaving out some details, which can be found in Section 4.1.2. Based on the discrete model. Equation (4.56), we replace the cosine function by the complex ex ponential function and the double summation by the double integral in wave
in which the real part of the expectation is the ensemble mean square and therefore it leads to the directional spectral density sew, 1jJ). From a comparison of Equations (4.66) and (4.67) we obtain
a(w, 1jJ) dw d4> = .jS(w, 4 tlw de/>
(4.61:\)
11
~;
" .,
78
4.3.
RANDOM OCEAN WAVES (MULTIVARIABlE STATIONARY MODEL)
79
Substituting Equation (4.68) into Equation (4.62) gives the final complex ocean wave model in terms of the directional spectral density of the process as
I'/(x. y. t)
The ensemble spectral transfer relations are

S.(w, z)
I
(4.75) (4.76)
f:"" r~
.jS(w.
</1) dw d</1ei(6("'.p)+~ cos.p+ky.ln.p-",'l
== W2Z2(Z)Siw)
(4.69)
S"(w, z) = W4Z2(Z)S~(w)
Ii
I I I I I I
4.3.3.
Spectral Density of Wave Force
S",(w, z) =
8 w ( w rrD2)2 ;t (CD 2g Dqv)2Sv(W, z) + CM 9 4 S..(w, z)
(4.77)
Forces on pile structures due to ocean waves are usually determined by a semiempirical formula known as the Morison equation, where the wave force per unit length of pile is
w
q;(z)
5:..,
Sv(W, z) dw
(4.78)
<l> = Co 2g
w rrD2 +CM a
g
(4.70)
The first part on the right-hand side of Equation (4.70) consists of the product term 1'\1'1 of the water particle velocity v and represents the drag force. The second part represents the inertia force associated linearly with the water particle acceleration a. Also in the equation are the drag coefficient CD' inertia co efficient C"h unit weight of water w, gravitational acceleration g, and the diameter of the pile D. Based on thc Morison equation, Equation (4.70), and solutions of the linear water wave theory, a sct or transfer relations can be derived among ensemble spectral density' rundions or the wave r.,lrce S",(w), water particlc vclocity S,,(w), water particle acceleration S.,(CI'), and the wave surface S~(w), These transfer relations are of practical importance in offshore structural engineering since they can be used to prcdict the statistics of thc dcsign wave force on strul:tures fmm ocean wave mCllliUrCtllCnts. First we present the relevant linear wave solutions, then the spectral transfer relations, and finally some derivations. The basic one-dimensional linear wave solutions are
I/(X, I)
t(x.
EXAMPLE 4.2. Verify the spectral transrormations between wave surface" and water particle velocity v, Equation (4.75), and between '1 and a, Equation (4.76). We introduce first the discrete form of the ensemble spectral density by
E[I'/2(X,
t)] =
L 2S~(wft) Aw
q~1
(4.79)
and
Ef,,2(X,..;:,
til
L
n""
2S.,(I) z) A~n
(4.RO)
Based on Equations (4.71) and (4.72) the number of components N are the same in 11, 1', and
E[1/ 2(x,
I)]
= L lex;
0=1
(4.81)
= ex cos(kx -
(ot
+ 0) + 0)
(4.70
(4.72)
~(L12(X, z, I)] =
L !a;w; Z;
.=1
(4.82)
z. t) =
exwZ(z) cos(kx - wi
2
From Equations (4.79)-(4.82~ we obtain
a(x, z, I) = ct:<1.I Z(z) sin(kx - wt

Z(z)
+ 0)
(4.73)
= cosh kz
sinh kd
1 . 2 S~(w.) = 4Aw Cl:q (4.74)

S,,(w., z)
I Ii I
I I
8}
in which 1'/, v, a, a, k, (t), 0, z, alldd ar~ respectively, the wave surrace. water particle velocity, acceleration, amplitude, wave number. frequen!.,")', phase. water elevation measured from ocean bottom, and water depth.
1 a.ro. 2 2 2 4-:'Z.
un1
:. S,.(w., z) = w; Z;S~(w..)
(4.83)
I
SO
MODELS OF RANDOM EXCITATIONS PROBLEMS
'S1
I I
I I
I I I
I
where Z. = .cosh k.z sinh k.d Similarly, we obtain

E[a 2(x, z, t)] :. S.(w., z)
relations: (4.84)
(a) E[ft(Otl + 12(02 )] = E(ft(OI)] + E[fz(Ol)]. (b) E(ft(OI)fz(02)] = E(ft(Od]E(f2(02)]. (c) Will these hold when 0 1 and O 2 are no longer independent?
4.2.
Consider a single component random wave process
=L
2S.(w., z) !J.w
L tlX;W!Z;
If=
N.
I'(x, t)
IX
sin(kx - wt
+ 0)
n= 1
= w!Z;Sq(W.)
(4.85)
EXAMPLE 4.3. Verify the spectral transformation for the wave force (Jl and the water particle acceleration a. , From the inertia force part of the Morison formula
(Jl =
in which the wave number k and frequency ware not random, but the amplitude IX and phase 0 are independent random variables. If the probability densities are those plotted in Figure 4.8, (a) Find E(I'(). (b) Find E(1'(2). (c) Find Rq(r).
Ca,
(!
= C
~nD2
g 4
(4.86)
p(lJ)
p(a)
we take the ensemble mean squares

E(Jl2)
= C 2 E(a 2 )
(4.87)
Introducing the ensemble spectral densities S",(w, z) and S.(w, z) in Equation (4.87) gives
2rr
.. 6
..........
(C
2S",(wn , z) !J.w = C2
L
n= 1
FIG. 4.8.
Probability densities p(O) and p(a).
2S,,(w., z)!J.w
n= 1
I
I
Iii
t;
.'. S",(w., z) = C 2 S.(w., z) = ( CM
wnD2)2
g4
S.(wn , z)
(4.88)
4.3. Suppose you are given a two-sided, socalled target power spectral density (PSD) of a stationary random process SI(W) and a simple mathe matical model of the process x(t) as
which coinsides with the acceleration part of Equation'(4.77). Obviously the key to this simple derivation is the linear relation between II) and a in the Morison formula. Equation (4;10). Such It simple deviation is not possible for the nonlinear relation between II) and the water particle velocity v. For the complicated derivation of the transformation between S.(w, z) and S",(w, z), the reader is referred to the origin~l work by Borgman (t 967).
x(t)
==
L .j4S(w.) /J,.w cos(wnt n;1
On)
I,
il i'
!
. PROBLEMS
4.1. Show that, if 11(Otl and 12(02 ) are two functions of two independent random variables 0 1 and 2 , we can use the following ensemble statistical
where the only random variables are O. for n = 1,2, ... , N, and O. are independent and uniformly distributed in the interval (0, 2n). (a) Find, presumably by computer, the ensemble autocorrelation func tion R.{t) from the simulated sample functions based on the given mathematical model and the target PSD S,(w). (b) Compare the simulated R.(r)with the target R,('r), which is defined by the formal Fourier integral formula, Equation (2.16), with the associated target PSD S,(w).
II I
,j
1lI
82 MOOELS OF RANOOM EXCITATIONS

4.4. Considcr the following random process model
PROBLEMS
83
Y(t)
(1
fl L
-N
N-
sin(Okt +4>k)
field of mean water depth d. The pile has a circular section with constant radius R. Assume the pile is fixed at the end and neglect the drag part of the wave force. (See Figure 4.9.)
1<=1
where
(12
= variance or mean square =
J:",
S,(O) dO
S,(O)
= a given target PSD, two-sided
4>" for k = I, 2, ... ,N are independent random variables uni formly distributed in the interval (0, 21t)
for k = 1,2, ... N are also independent random variables but with probability density function
(Uk
<,b(z)
I I,
I
m
I
p(O,,)
==
p(O) = S,(O)
(f2
~
(<II Find. presumably by computer. the cnscmble me,\n E[Y(/)] from the
simulated sample funCtions, based on the given mathematical model with the target PSD S,(O). (b) Find the simulated ensemble autocorrelation function Rlr). (c) Compare the simulated R.(-r) with the target R,{t). which is defined by the formal Fourier integral formulation, Equation (2.16), with the associated target PSD S,(m).
FIG. 4.9..
Wave force .p(zl on pile.
4.5. Consider an earthquake ground acceleration model

xo(t) =
L
j= I
4.7. A computer simulation problem by Dr. John Zimmerman and Mr. Samir Chettri at the University of Delaware. Use the information given ; ' in the Appendix B. (a) Synthesize a rand(lm function of time by the Monte Carlo technique
(see Appendix A), based on a given target power spectral density
function W(f) and given frequency range
x(t)
tal!-j' cOs(Wjt + 4>j)
=L
ak sin(2ltht
+ <p,,)
where the only random variables are the phase angles 4>j for j = 1,2, ... , N and q)j arc indcpcndcnt and uniformly distributcd in the interval (O,21t). (ll) Find thc ensemble mean B[.\\MU from the Illodel. (b) Find the ensemble mean square E[Xo(I)2] from the model. (c) Use the definition of a two-sided nonstationary PSD as defined by
k;1
.I~ and
where the lk and 4>" are selected randomly. Use K =:' 50. Store the
<Pk for 1~llcr usc. Evaluate the function at N = 1024 values of
timc, t; = (i - l)T/N. i = I to N. Here l' = 12 sec. Store the tl' XI'
i = I to N, values in a data file for later use.
The PSD function is
I I I I I Il
tI~ ;J
E[XO(t)l] = L 2S(t. Wj) 8.(1)

j= I
wen = (1.34 x
0,;;:;
10- 4 )(10- 0 ,185/1
I,;;:; 120 Hz,
[W(f)] = ft2/Hz
to find the acceleration model xo(t) ill terms of S(t, Wj)' (d) Find the autocorrelation function R(t, .) from the model. 4.6. Based on the given PSD of the wave surface, Sq(O), determine the PSD of the maximum bending stress (1. S.. (w), at the bottom of a pile in a wave
(b) Use a Fast Fourier Transform (FIT) computer subroutine to find the PSD from this sample function. Store values of frequency and
PSD in a data file for later use. Refer to Appendix A for FIT.
(c) Use the PROPLT plotting program (simply type PRO after the
I
[I
, I
:j
!~
"'
~;
I ;: I
84
$ prompt) to plot the sample function. It is interactive. It will ask for the name of your data file and for other necessary information. (d) Write a short program to calculate values of the frequency and PSO from the given W(f) functiott. Use the same frequency spacing as is used for FFT computations. Store these values in a data file. You will use this file later. (e) Using PRO, plot the original W(f) curve and the calculated PSO curve on the same sheet.
CHAPTER
STRUCTURES WITH SINGlE"DEGREE OF FREEDOM (SDOF)
I
I
I
I
I
I
,I
Ir
In the previous four chapters, we havc presented the characterization of random excitations to structures. In this and in Chapters 610 we shall study the relation between input excitation and output response, sometimes referred to as the transfer or transmission relation of the random vibration of structures. We begin with the deterministic transfer relation of single-degree-of-freedom (SOOF) structures. For simplicity, we shall from now on drop the rigid rule of using capital letters for random variables. 5.1. DETERMINISTIC TRANSFER RELATIONS
Consider the simple SOOF oscillator model as shown in Figure 5.1, with mass In, spring constant k, damping coefficient c, and forcing function The equation of motion in terms of the displacement y, velocity y, and accelera tion ji may be given in the form
ji
, "~
(I
.
+ 2~rolfY + ro; y
x(t)
(5.1)
"\ I
i
II \ U \ i
II
Ce
in which the natural frequency ron' damping ratio ~. critical damping coefficient and the excitation x(r) are given by
",2
"'If
~=C
Cc
i i\l."
Ce
= 2km,
x(t) = f(t)
(5.2)
85
86
STRUCTURES WITH SINGLE DEGREE OF fREEDOM (SDOf)

.v
5.1.
DETERMINISTIC TRANSfER RELATIONS
87
Then th~ total response tS obtained by superposition as

yet)
fIt)
~t};~)lk////'
iOl .
c
.,.
= -1 fa)
271.' _""
X(w)H(w)eiOJ'dw
(5.6)
Since the response y(t) can also be expressed in terms of its Fourier integral
I I
fiG. 5.1.
A simple oscillator model.
y(tJ' = 1
For the solution of the input excitation and output response problem, we proceed in two paraliel routes: The so-called frequency domain approach and the time domain approach. 5.1.1. Frequency Domain Solution
f"" _a) Y(w)i"" dw

H(w)X(w)
(5.7)
I
I I I
we then obtain the transfer relation in the frequency domain,

t
Yew)
. (5.8)
The frequency domain approach is based on the superposition of frequency components of the forcing function x(t) such as the arbitrary transient excitation shown in Figure 5.2. Since such a transient function x(t) can be expressed in terms of the following Fourier integral with its Fourier transform X(w),
x(t) = - 1
in which H(w) is called the complex frequency ;esponse function introduced by Equation (S.4j as the response y'(t) to a unit frequency component x'(t) = ei"". EXAMPLE S.l. For the SDOF system with mass m, damping coefficient c but with no spring element, determine the complex frequency response function H(w) for the response velocity v. The excitation force is mx(t). (See Figure 5.3.) Let fJ = elm, then the equation of motion is
iJ
271.'
f'"
_00
X(w)i Oll dw
(S.3)
+ flv =
x(t)
(5.9)
and can be interpreted as the superposition of components with different frequency w, it follows that the total response y(t) can be obtained if the response to each individual frequency component is known. Let
y'(t)
Substituting the unit response v' H(w)eiu,t together with the unit frequency excitation x'(t) = ei ." into Equation (5.9) gives
H(w) =
Ii + iw
I
(S.lO)
= H(w)elw.
(S.4)
then
be the response to each frequency component excitation of unit modulus as
I
(5.11 )
IH(wW
x'(t) =
x(i)
= fi! + w2
ei(U'
(5.5)
and is plotted in Figure 5.4.
fiG. 5.2.
An arbitrary transient excitation xl').
b , ~JJ///.
m
...
mx(t)
,I
1
I
I.
~ f:
.
,I
~
~:
FIG. 5.3.
A SDOF system with no spring elemenl
I
I
~ ~ 'I L
I. . ') I
l Jl t
88
STRUCTURES WITH SINGLE DEGREE Of FREEOOM (SDOF)
5.1.
DETERMINISTIC TRANSFER RELATIONS

~~~...~::J..:"! !;-:~:.
Z-.::":
89
~
j J
--
2i.... _-0'-=. :
E';::":='::'
:1
.~.
~
=-1.!...::...?..! :
::'-::-=-=-=.:i
X{lJ
_!
~~;':::i..!
... ' ....
~.:..~:.:.: ;:~:::-_: :~:':'
..
::-..=~.;-=.;....L.= ::;t:::.::~::..:'"
= a cos wol,
--:f.<r<:f.
15.1,:11
, , ~I
~:
~-
<
~.
where a and Wo are the amplitude and frequency, respectively. By definition, when the excitation is x'(t) = ei >' the unit velocity is v'(t) H(w)e i "". Now, since the steady-state excitation specified by Equation (5.12) can be decomposed as
x () t = - (e''''o'
I I I I I I
I
:. I
II l~ l~ I
i;
,I
FIG. 5.4. Square of the modulus of the complex frequency response for velocity v. Example 5,1.
a. 2
. + e-""'o')
(5.15)
it follows that the steady-state velocity response is EXAMPLE 5.2. For the SDOF structural model shown in Figure 5.1, determine the complex frequency response function H(w) for the displacement y. The excitation is X(l), Substituting the unil response y' = H(w)eiWl and Ihe unit excitation accelera tion x'(r) = eiUJ' into Equation (5.1) gives
1'(1)
=
=
a 2
1I(lIIok"''''
+ . 1/( .2
wok-""""
a 1 (fl cos wot +lOo
+ lOo sin lOot)

(5.16)
H(w) =
~-:wl.!---- + 2i~wwn
(5.12)
= P cos(wot -
then
IH(wW ="
'"
." ,
(5.13)
where p = a!.JfP- +- cOg and 4> = tan -1(wo!Pl are the amplitude and phase, respectively, of the steady-state velocity response. See Figure 5.6 for the relation between the set of constants p, a, and Wo for the structural model and excitation, and the corresponding constants P. 4>. and Wo for the response. Note that the steady-state response has the same frequency Wo as that of the excitation. EXAMPLE 5.4. Determine the transient velocity response of the SOOF system of Example 5.1 when the system is subject to an acceleration excitation x(t}, as shown in Figure 5.7a, assuming the system is initially at rest. The transient response v(l) due to the transient excitation x(t) can be obtained by using Equations (5.7) and (5.8) where we first need to calculate the Fourier
See Figure 5.5.
Im",F,
"""=
-"'n
....,.,
"'n
'{
"""". )" W
~:,.
~;t
3"1
-r~~
." "'0
'FIG. 5.5. Square of the.modulus of the complex frequency displacement response due to unit acceleration excitation.
K
f:
FIG. 5.6. Relation between the response characteristics (p,,p, and wo) and those for the excitation (a, w.} and structural model (/J).
r
\
g'
liB
rr
~:
90
X(tl
STRUCTURES WITH SINGLE DEGREE OF FREEDOM (SDOF) VW
5.1.
91
Imaginery
I [I
i.,"
"",I- - - - - - - ,
1
'" i
, I
o
(al
o
(i
..
l!
..
Real
II I
\'.1
I I I I I I I I
FIG. 5.7. Transient excitat.ion (a) and response (b) for the SI)OF syslem given in Figure 5.3 from Example 5.1.
transform of the excitation. For. this problem, the Fourier transform fror the excitation x(t) is
X(w) =
F
,l
,
Integration in the complex
II)
" f
x(c)e- iWf dl
.0
(1 _
e!iw'l)
(5.17)
FIG,S/S.
plane.
-w
IW'
The Fourier transform of the response v(t) is then

W Yew) = H(w)X(w)u - ' -:- (.~
.I
i
+ IW
[a / e",T) . ]
IW:
For 12 when (I 'f) >.10 the integral clin be carried out in exactly the same way as that for 11' Thllt is, for t > T,
(5.18)
J2
J
e- ptr -
and the transient velocity response, by inverse

I vet) = -2
1t
~o'urier transforr4 is
.I
_..[_1_ +
-
T )] _
2m i(
i{J)
{J
2ni[1 - e-P1'-Tl] fl
f'"
-00
V(w)ei
Wf
dw
../
For 12 when (I - iT) < 0 a lower half-": that the integrand:vanishes a~ .,.
= 2ni".
fOCI
-w
IWf
iw{w -
rm dw -
f'"
e'w(r-/l
]
(5.19)
_'" iw{W,L. ifl) dw
These two integrals, denoted b7.and 12 respectivel;, can be ca rried (Jut by applying the theory of residuals as follows: Referring to the w plane in Figure 5.8, we observe that there are two singu larities or the so-called poles, at w = 0 and w = i/J, respectively, for both integrals 11 and 12 , FUrthermore, for 11 , when c > 0, the integrand vanishes as the radius R of the upper half-circle approaches infinity. The contour integral along the boundary of the upper half-circular area, including the pole at w = 0, is therefore zero except for the part along the real axis from - 00 to + 00. This nonzero part, which is 11 by definition, is then ,:qual to the sum of the residues at the two poles. Thus, for r > 0,
II
since there is no p( Summarizing th, stituting these result

-(.
(S.24)
",,':!l -;;;(;l
\
:;,~
~
2ni
S'. '& ... :;;~
< 0, y(t) = o. initial velocity . by the magnitude

.1
v(c) =
fJ{(l
o
9 PO;;; ~ c
" t> 0 ::>
~~
\~
~
--0t)
~.
(S.25)
~~~.
~
e -fl'] "21t1. = 21[/. [ -.-I. - + = - (1 I( - IP) - fJ fJ
e fl)
This transient velocity is ph Examples 5.3 and 5.4 eI, requires simple algebraic ca
he general appearance of this ~!5.9c with a nonzero 'to Note that
i.,.
I II
:!l ;ij
i!1
li
90
XCt)
STRUCTURES WITH SINGLE DEGREE OF FREEDOM (SDOF)

VItI
5.1.

Imaginery
91
{ .
ir
,,~
F
:i;
::;
I " ;: I
l~'
~~:
a' ... - - - - -...
aljJ
.. = ip
o
(a)
o
(/,)
T
- - - - - -.......' - -.... ---"
"
Real
~I
FIG. 6.7. Transient excitation

from Example 5.1.
(a) and rcspunse (iI) fur Ihc SDOF system givlln in Figure 5.3
I
I
I
"I
'j
i
transform of the excitation. For this problem, the Fourier transform for the excitation x(t) is
X(w)
foo
-00
x(t)e-iOO'dt =
~(l
IW
_ e- iIDr)
(5.11)
FIG. 5.S.
Integration in the complex
(U
plane.
The Fourier transform of the response v(t) is then
V(w) = H(w)X(w) =
fJ + IW
~ l~ (1 IW
For 12 when (I - T) > 0 the integral can be carried out in exactly the same way as that for I,. That is, for t > T,
eiWT )]
(5.18)
and the transient velocity response, by inverse Fourier transform is V(I) = - 1

21t
12 - 21[1 i( _ ifJ) +
_ .[_1_
e-I/{I-TI] _ 21[;[1 _ e-/l(,-n]
- fJ
fJ
foo
-00
V(w)e'fJ>I dw
For 12 when (I - T) < 0 a lower half-circular contour is required to ensure that the integrand. vanishes as the radius goes to infinity. That is, for
I
I
I
a [fOO = -. . e'fJ)1 . dro - f'" 21t1 Iw(W - 'fJ) 00
00
iw(w -
ew,(I-TI
,fJ)
. dw
(5.19)
O<t<T.
12 = 0
I
I
These two integrals, denoted by 11 and 11 , respectively, can be carried out by applying the theory of residuals as follows: Referring to the w plane in Figure 5.8, we observe that there are two singu larities or the so-called poles, at w = 0 and w = ifJ, respectively, for both integrals I, and 12 , Furthermore, for I" when t > 0, the integrand vanishes as the radius R of the upper half-circle approaches infinity. The contour integral along the boundary of the upper half-circular area, including the pole at w = 0, is therefore zero except Cor the part along the real axis from - 00 to + 00. This nonzero part, which is It by definition, is then equal to the sum of the residues at the two poles. , Thus, for t > 0,
since there is no pole within the contour. Summarizing these results of contour integration for 11 and 12 and sub stituting these results into Equation (5.19) we find the response velocity
a 21[i (I t
v{t) =
12 ) =
ff (1
- e - p')
forO < t < T for t > T for t < 0

(5.20)
~ ({1
e- lIl ) -: [1 - e-/1(I-n]}
I 1\ = 21[/ [ -.- . ,( - l{:l)
21[/ e-/1,] + -" = -(1 - p
fJ
e- P1 )
This transient velocity is plotted in Figure 5.1b. Examples 5.3 and 5.4 clearly show that the frequency domain approach requires simple algebraic calculations for the steady-state problem. On the
I1l ~
1
I I
92
other hand, it leads to complicated contour integrations for the transient problem.
5.1.
93
Dirac unit impulse b(t) such that

b(t)
-+ 00
~) <
~;'
5.1.2.
Time Domain Solution
as t ...... 0 for all other

t
(i:!
f~
b(t) = 0
(5.21)
-:'"
:11
:,1
li
,j
Parallel to the frequency domain solution, in the time domain solution, we consider an excitation x(t) as a superposition of impulses x(r) dr such as the shaded strip in Figure S.9a. We first obtain the response of the structure due to a
f~> b(t)dt = 1
and then determine the total response by a superposition integral, known as the Duhamel's integral. Hence the total response
y(t) =
'I
r\
I ,I
xlt)
I
jl
f=
-00
h(t - r)x(r) dr
(5.22)
r-T--1
(al
.0;'(1)
~dT
In applying the time domain solution, we first obtain the impulse response function h(t) such as the one shown in Figure 5.9c with a time shift of r and then use it along with the given excitation x(r) in Equation (5.22).
EXAMPLE 5.5. Obtain the unit impulse displacement response function lI(t) for the SDOF structural model shown in Figure 5.1. Applying the principle of impulse and momentum to the SDOF system we can write
II
I I I I I I
I!!lR .
1>(1 -
T)
mdv
:=:
dt,
dv = f(t) dt/m
(5.23)
r-T---i
(Il)
We recaIl that in structural dynamics, the response of a SDOF system to an initial velocity Vo is
y(t)
y(t)
= voe-{"'" wn~ sin(wn .J]=12t)
(5.24)
for a lightly dampled structure with ~ 1.0 and for t ;?: O. For t < 0, y(t) = O. If we use the differential velocity dv given by Equation (5.23) as an initial v~locity in place of Vo and divide the right-hand side of Equation (5.24) by the magnitude of the impulse !(t)"dt, we obtain the unit impulse response
h(t)
Ie)
mw"J"f=Ti sin(wn,Ji" ~21)
e-(...f
(5.25)
FIG. 6.9. A excitation .x{t) subdivided into impulses .x{t} d", in (a), a unit impUlse excitation x'(t} = 6(t - r) in (b), and the corresponding response y'(t) = hIt - r) in (e).
for ~ 1.0 and t;?: O. For t < 0, h(t) = O. The general appearance of this' impulse response function is shown in Figure 5.9c with a nonzero r. Note that in Figure 5.9c, y'(t) h(t - r).
94
STRUCTURES WITH SINGLE DEGREE OF FREEDOM (SDOFI 5.1. DETERMINISTIC TRANSFER RELATIONS
95
I I I I I I
EXAMPLE 5.6. Obtain the unit impulse velocity response for the SDOF system of Example 5.1. Let us again use the impulse and momentum approach and first obtain the free vibration solution due to an initial velocity. To do this we sel x(t) == 0 in the equation of motion, Equation (5.9), to get
momentum. Starting from the equation of motion, Equation (5.9),
v + fJv =
x(t)
we obtain, by definition, the following ordinary differential equation for the velocity impulse response
h(t)
v + fJv == 0
which has the following general solution with constant A:
. v(t) = Ae-/lt
(5.26)
+ fJh(t) = .:5(t)
(5.32)
(5.27)
where the excitation acceleration x(t) is specified as the Dirac delta function .:5(t). To solve h(t) from Equation (5.32) we observe that for t > O,o(t) = 0 and then
h(t)
Using the initial condition that v =
1'0
at t
= 0 gives
(5.28)
+ fJh(t)
=0
(5.33)
:. h(t) = Ae-(lt
v(t)
voe-/lt
The impulse and momentum relation gives

rtlx(t) dt
To determine the integration constant A we integrate Equation (5.32)
= I'll dv;
dl) = x(t) dt
+<
_<
h(t) dt
f+<
_r.Ph(t) cIt = I
-+
(5.34)
1;
I
I I I [
Using dv in plaL'"C of VII in Equation (5.28) and dividing by the magnitude of the impulse mx(t, dt, we obtain the impulse response for the velocity as
h(t) =
Since JJ(t) is bounded and is 0 for t < 0, it follows that as integral in Equation (5.34) vanishes. Consequently, lim h( + s) = h(O)
~o
0, the scwnd
e- Pr
I'll
(5.29)
(5.35)
Note that this velocity impulse response function h(t) corresponds to a Dirac force excitation
mx(t)
Using Equation (5.35) in Equation (5.33) gives A. = I and hence

h(t)
= e-/lt
(5.36)
= o(t)
1
which agrees with Equation (5.3\). EXAMPLE 5.7. Determine the transient velocity response of the SDOF system of Example 5.1 when the system is subject to an acceleratiQn excitation x(t), as shown in Figure 5.7a. Use the time domain solution. Substituting h(t) from Equation (5.36) and .the acceleration excitation x(t) displayed by Figure 5.7a into Equation (5.22) we obtain the total velocity response
and we have
x(t)
I ,
I t
~ ~.
~.
=-
.:5(t)
I'll
(5.30)
'I !
[
r l 'I
~.
as the corresponding acceleration excitation. Therefore, when the acceleration is specified as the Dirac delta function .:5(t) without the factor 1/1'11, the corresponding velocity impulse response function, Equation (5.29), becomes
h(t) = e-(l,
v(t) =
(5.31)
r
Jo
f' e-/l(t -ria dr = ~ (1 - e-/l~

e-/l(I-r)a
forO < t < T
dr
= ~ {(I
fJ
e-/l t -
[I -
e-/l(t-T)]}
for t > T
(5.37)
This velocity impulse response can be obtained by an alternative mathe matical method as follows without employing tile principle of impulse and
This solution is shown in Figure S.7b.
\' I
l
:t
t"hM
__
Eil
, -!.>;' :':'i.'".;;~~;K'i1rjy,~7Y.jb~>~1~\~~~.(:/~(;;i
II
96
STRUCTURES WITH SINGLE DEGREE Of FREEDOM {SDOF} 5.2. RANDOM EXCITATION AND RESPONSE 97
I.
t
!I
~
I J
I
EXAMPLE 5.8. Solve the steady-state problem of Example 5.3 by the alternate time domain approach. Note that for the steady-state acceleration excitation x(t) = a cos wot, which starts from a very long time in the pas~ the lower limits in the Duhamel's superposition integral Equation (5.22) must be - 00 instead of the usual zero. Thus
v(t) =
He:.:.;
1 ':::
= 2n
-'"
H ((}) le
iw,
dw
(5.41 )
foo
which is recognized as the Fourier inverse transform. Consequently, we also have

H(w) =
e-P1'.-tla
cos Wot' cos Wot'
dt'
II
I I I I I I I I
I.
I
' = ae- P
f~", efJ
eP<
f~", h(t)e-
i ""
dt
(5.42)
dt'
= ae- PI [ {J2
+ Wo
({J cos Wo!
+ Wo sin Wo!)
J'
-00
= p cos(mot - 1/
(5.3!!)
EXAMPLE 5.9. Show that for the SDOF system of Example 5.1 with accelera tion excitation x(t) and velocity response v, the complex frequency response H(w) given by Equation (5.10) is the Fourier transform of the impulse response function h(t) given by Equation (5.31). From Equation (5.31), h(t) = {e-PI,
t;;.>!:O t
which agrees with Equation (5.6).
0, ..
5.1.3.
Time Domain versus Frequency Domain Solutions

Its Fourier transform is
<0
The previous examples show that for the simple structural model of Figure 5.2 we can solve the transient and the steady-state problem using either the time domain or the frequency domain solution. We observe, however, that when the excitation is transient, it is more convenient to use the time domain approach. On the other hand, when we have a steady-state excitation, the frequency domain approach is simpler to apply. In these two parallel approaches, the basic idea is the superposition of responses to unit excitations. In the time domain solution, the superposition is based on the impulse response function h(t), whereas in the frequency domain solution the basic building block is the complex frequency response function H(w). These two functions represent the same dynamic characteristics of the structural model in different forms. In fact they are related by the Fourier trans form as shown in the following. Let us consider the special case where the total excitation consists of a single Dirac delta function x(t) = 6(t). Using Equation (5.6) we find that
'" f-'"
(5.10).
h(t)e-I",t dt
Jo
f"'e-(p + i",)t dt
= _1_._
(J
+ IW
which is the complex frequency response fUllction H(w) given by Equations
5.2.
RANDOM EXCITATION AND RESPONSE
y(t) = h(t) = 1 X(w)H(w)eicut dw 21t _'"
foo
(5.39)
The preceding presentation of excitation and response of linear vibratory systems with SDOF is entirely deterministic. In the following we continue to treat the vibratory systems as deterministic, but consider the input excitation to be a stationary random process. The output response is in general a non stationary random process. For simplicity, however, we shall' first consider stationary random response. Again, the problem will be presented along two parallel routes, the time domain and the frequency domain approach, respectively. From here on all statistics discussed are ensemble statistics unless otherwise specified.
where X(w) is the Fourier transform of the excitation x{t). For this special case, with x(t) = o(t), we have .
X(W) =
5.2.1.
Time Domain Approach
~I
I'
L
f:",
x(t)e-1a>.
at =
(5.40)
First consider the time domain method on the basis of the Duhamel's integral. The response y(t) of a linear SDOF system with impulse response h(t) to the
rm>
I
98
STRUCTURES WITH SINGLE DEGREE OF FREE[:)OM (SDOF) 5.2.
Sx(w)

Rx(~1
99
I I I I I I I I I
~
~
~
~I r~
~.
excitation x(t) is given by
yet) =
f~oo h(r)x(r -
r}dr
(5.43)
So
,. w
This is a different form, but equivalent to the previously derived integral, and is used for the convenience of subsequent development. We consider both yet) and x(t) as stationary random processes. Taking expectation on both sides of this integral gives
E[y(r)]
f~,.., h(t)E[x(r
t)] dt
(a)
(h)
FIG. 6.10. Stati()nary white excitation acceleration xII) with II unifnrm power spcctrum dcnsity S.(W) = So in (a) and the corresponding autocorrelation R.(t) = 21t,S(t) in (/.).
Let my and mx denote the mean value of y(t) and x(r), respectively. Then from this equation we obtain For t > 0, integrating with respect to
(}2
and then Ot gives
my ,;", m.,
f:oo h('t) dt
(5.44)
RrC t ) =
1'"
2nSoe-PlJte-P(t+O"dO,
which is the simplest statistical relation between input stationary excitation and output stationat.,y response. Next, we consider the second-order autocorrelation Rx(t) for the excitation and Ry(t) for the response
R,(t)
= 2nSoe-P'
'" f
o
e- 2p8, dOl
=~
(J
-p,
(5.46)
= E[y(t)y(t + t)) =
f:., f:,.., h(OI)h(O~)E[x(t
The mean square response is

- Odx(t
+t
- O2 )) dOl d0 2
= f:oo
f'",
E[y2(t)] = Ry(O) =
-
~So
(J
(5.47)
h(Odh(02)R x(t + 01
O 2 ) dOl d0 2
(5.45)
As an even function of the time lag t, the stationary response autocorrelation

Ry(t) is plotted in Figure 5.11.
EXAMPLE 5.10. For the SDOF structural model of Example 5.1, determine the stationary response mean m, and autocorrelation function Ry(t) with y(t) v(t), when the excitation acceleration x(t) is assumed to be a stationary white noise with zero mean. (See Figure 5.10.) Since RJt) -+ 0 as t -+ 00, the mean value of x(r), mx = O. The stationary mean response
Ry(rI
m,
= mx f~oo h(t) dt = 0
:t
_ , ... T
Substituting the impulse response h(t) from Equation (5.31) into Equation (5.45) gives the stationary response autocorrelation
R,(t)
I" I"
e-/lO'e-/lO'2nSoo(t + 0 1
O2 ) dOl d0 2
FIG. 5.11. Stationary response autocorrelation R,kt) of the SDOF system in E.~amplc 5.1 with v = y,
92
~ !l ~:
~~
.:~
I
~3 I I I
{~
5.1.
93
other hand, it leads to complicated contour integrations for the transient problem.
Dirac unit impulse J(t) such that

b(t) .... co b(t)
5.1.2.
Time Domain Solution
as t .... 0 for all other t

(5.21)
:1j
':1
Si
=0
1
'I ji 1 " 'I

!I
Parallel to the frequency domain solution, in the time domain solution, we consider an excitation x(t) as a superposition of impulses x(t) dt such as the shaded strip in Figure 5.9a. We first obtain the response of the structure due to a
f~.., J(t) dt =
;1
x(t)
and then determine the total response by a superposition integral, known as the Duhamel's integraL Hence the total response
II
I
I
y(t)
f=-",
h(t - ,)x(t)dt
(5.22)
In applying the time domain solution, we first obtain the impulse response function h(t) such as the one shown .in Figure 5.9c with a time shift of t and then use it along with the given excitation x(t) in Equation (5.22).
(a)
II(t -
r)
EXAMPLE 5.5. Obtain the unit impulse displacement response function Ir(t) for the SDOF structural model shown in Figure 5.1. Applying the principle of impulse and momentum to the SOOF system we can write
m dv
= f(l) dl,
dv = f(t) dt/m
(5.23)
I
I I I I
ty(tl
----...j
We recall that in structural dynamics, the response of a SDOF system to an initial velocity Vo is
y(t) =
(11)
sin(wn.J!=et)
(5.24)
for a lightly dampled structure with ~ ~ 1.0 and for t ;?: O. For t < 0, y(t} = O. Ifwe use the differential velocity dv given by Equation (5.23) as an initial velocity in place of Vo and divide the right-hand side ofEquation (5.24) by the magnitude of the impulse f(trdt, we obtain the unit impulse response
t- ---1
r
(e)
h(t)
= mw.~ e-~"l sin(wn.JI - ~2t)
(5.25)
FIG. 5.9. Aexcitation ;>:(1) subdivided into impulses x('r) dt in ((1), a unit impulse excitation x'(/) = 6(1 - t) in (b). and the corresponding response i(l) h(t - ,) in Ie).
for ~ ~ 1.0 and t ;?: O. For t < 0, h(t) = O. The general appearance of this impulse response function is shown in Figure 5.9c with a nonzero t. Note that in Figure 5.9c, y'(t) = h(l - t).
I
94
STRUCTURES WITH SINGLE DEGREE OF FREEDOM (SOOf)
5.1.
95
II
I II f
EXAMPLE 5.6. Obtain the unit impulse velocity response for the SDOF system of Example 5.1. Let us again use the impulse and momentum approach and first obtain the free vibration solution due to an initial velocity. To do this we set x(t) ;; 0 in the equation of motion, Equation (5.9), to get
i;
momentum. Starting from the equation of motion, Equation (5.9),

i;
+ flv
= x(t)
we obtain, by definition, the following ordinary differential equation for the velocity impulse response
h(t)
+ pv = 0
(5.26)
+ Ph(l) =
b(t)
(5.32)
which has the following general solution with constant A:
I
I
I I I I
I tl
i: 11
I
.vet) = Ae-!1'
Using the initial condition that v =
V(I)
['0
(5.27)
0 gives
where the excitation acceleration x(t) is specified as the Dirac delta function 0(1). To solve h(t) from Equation (5.32) we observe that for t > O,o(t) = and then
at
I =
h(t) + Ph(t) = 0
:. h(t) == Ae- Ilt
= voe-/lt
(5.33)
(5.28)
To determine the integration constant A we integrate Equation (5.32)
The impulse and momentum relation gives

mX(I) dl
==
m d/i;
d/i = x(l)dt
+ f+< f _< h(t) dt + - t fJh(t) tit =
(5.34)
Using dv in place of /il) in Equation (5.2S) amI dividing by the magnitude of the impulse mx(t) dt, we obtain the impulse response for the velocity as
h(t)
Since lI(t) is bounded and is 0 for I < 0, it follows that as " --> 0, the second integral in Equation (5.34) vanishes. Consequently,
<-0
= -1 e-!1t
m
(5.29)
lim h( + e) = h(O) = 1
(5.35)
Note that this velocity impulse response function h(t) corresponds to a Dirac force excitation
mx(!) = 0(1)
Using Equation (5.35) in Equation (5.33) gives A = I and hence

h(t) = e-/Jt
(5.36)
which agrees with Equation (5.31). EXAMPLE 5.7. Determine the transient velocity response of the SDOF system of Example 5.1 when the system is subject to an acceleration excitation x(t), as shown in Figure 5.7a. Use the time domain solution. Substituting h(r) from Equation (5.36) and the acceleration excitation x() displayed by Figure 5.7a into Equation (5.22) we obtain the total velocity response
. and we have
x(t) = - oCt)
1
(5.30)
as the corresponding acceleration excitation. Therefore, when the acceleration is specified as the Dirac delta function bet) without the factor 11m, the corresponding velocity impulse response function, Equation (5.29), becomes
h(t) = e -lit
v(t} =
(5.31 )
' {ir
0
a e-fl(l-tladt = -(I - e- p,)

e-(ll -
forO < t < T [I - e-!1V-TlJ}.
Jo
P T e-/l"-f)a dt = ~ {(t -
This velocity impulse response can be obtained by an afternative mathe matical method as follows without employing the principle of impulse and
for t > T
(5.37)
This solution is shown in Figure 5,Jb.
II
96
-.~
_............ H ~-
5.2.
97
~ '~
~
I I
I I I I I I I I II I
..
"
I.
I
EXAMPLE 5.8. Solve the steady-state problem of Example 5.3 by the alternate time domain approach. Note that for the steady-state acceleration excitation x(t) = a cos wot, which starts from a very long time in the past, the lower limits in the Duhamel's superposition integral Equation (5.22) must be - co instead of the usual zero. Thus
v(t) =
1 '" il\r) = 2n :x:, H (wle""" dw
\5.41)
f~", e-fl(t.-')a cos wor dr

flt
which is recognized as the Fourier inverse transform. Consequently, we also have

H(w) =
= ae-
f~ro eP' cos wor dr

2 (/1 cos Wor + Wo sin wor) [ ~2 eP' + Wo
r:ro
h(e)e-
iwt
de
(5.42)
= ae- fl '
J'-'"
(5.38)
= I' cos(mot
(M
EXAMPLE 5.9. Show that for the SDOF system df Example 5.1 with accelera tion excitation x(t) and velocity response v, the complex frequency response H(w) given by Equation (5.10) is the Fourier transform of the impUlse response function h(t) given by Equation (5.31). . From Equation (5.31),
h(t) = {e0,
Pt ,
which agrees with Equation (5.6). 5.1.3. Time Domain versus Frequencv Domain Solutions Its Fourier transform is The previous examples show that for the simple structural model of Figure 5.2 we can solve the transient and the steady-state problem using either the time domain or the frequency domain solution. We observe, however, that when the excitation is transient, it is more convenient to use the time domain approach. On the other hand, when we have a steady-state excitation, the frequency .domain approach is simpler to apply. In these two parallel approaches, the basic idea is the superposition of responses to unit excitations. In the time domain solution, the superposition is based on the impulse response function h(t), whereas in the frequency domain solution the basic building block is the complex frequency response function H(w). These two functions represent the same dynamic characteristics of the structural model in different forms. In fact they are related by the Fourier trans. form as shown in the following. Let us consider the special case where the total excitation consists of a single Dirac delta function x(t) = li(t). Using Equation (5.6) we find that
t;;?;O
1<0
f
(5.10).
oo
-<Xl
h(t)e-i"" dt = f""e-(Il+ iOJ)' dt = _1_._ ~ + /w
Jo
which is the complex frequency response function H(w) given by Equations
5.2.
y(t) = h(t) = 2n 1
f'"
- a:>
X(w)H(W)e'OI'dw
(5.39)
The preceding presentation of excitation and response of linear vibratory systems with SOOF is entirely deterministic. In the following we continue to treat the vibratory systems as deterministic, but consider the input excitation to be a stationary random process. The output response is in general a non stationary random process. For simplicity, however, we shall first consider stationary random response. Again, the problem will be presented along two paranel routes, the time domain and the frequency domain approach, respectively. From here on all statistics discussed are ensemble statistics unless otherwise specified. 5.2.1. Time Domain Approach
where X(w) is the Fourier transform of the excitation x(t). For this special . case, with x(t) = li(t), we have
X(w) =
J~., x(t)e- r"" at =
(5.40)
First consider the lime domain method on the basis of the Duhamel's integra!. The response y(e) of a linear SDOF system with impulse response h(t) to the
II
98
STRUCTURES WITH SINGLE DEGREE OF FREEDOM (SDOF) 5.2.
s.(w)
99
I.
I I I I I I
~ rl
I 'il
~
excitation x(t) is given by

yet)
R,.(TI
f:",
h(.)x(t - .)dr
(S.43)
So
) T
This is a different form, but equivalent to the previously der-ived integral, and
is used for the convenience of subsequent development.
We consider both y(t) and x(t) as stationary random processes. Taking
expectation on both sides of this integral !ives
E[y(t)) =
f~.., h(.)E[x(t -
.)] d.
(al
(b)
FIG. 6.10. Stationary white excilntion accderation .Il with ;1 uniform power spct:lfllm density S.(wl = Su in (ul and the corresponding autocorrelation R.(rl = 2nil(r) in (/.).
Let my and mx denote the mean value of y(t) and x(t), respectively. Then from this equation we obtain
my
~ mx
f:",
For r > 0, integrating with respect to O 2 and then (J, gives

h(.)dr (S.44)
Ry(t) =
which is the simplest statistical relation between input stationary excitation and output stationar~ response. Next, we consider the second-order autocorrelation Rx(r) ror the excitation and R y (') for the response
Ry(r)
Jo
rlX)
2n:Soe-P6Ie-/l(t+Otl
dO
= 2n:S oe- Pr
The mean square response is
'"
e- 2PO, dO. = ~ {J
-p,
(5.46)
= E[y(t)y(t +.))
f:", f:.., h(Odh(O~)E[x(t
- OI)X(t+ r- O 2)] dOl d0 2
f'", f~
E[y2(t)] = Ry(O) = ,,!So
(S.47)
h(Odh(02)R x (r
+ O.
- (2)dO I d0 2
(S.4S)
As an even function of the time lag r, the stationary response autocorrelation Ry(r) is plotted in Figure 5.11.
EXAMPLE 5.1 O. For the SDOF structural model of Example 5.1, determine the stationary response mean my and autocorrelation function Ry(t) with y(l) = v(t), when the excitation acceleration x(t) is assumed to be tI stationary white noise with zero mean. (See Figure 5.10.) Since R",(r) --> 0 as r -> 00, the mean value of x(t), mx = O. The stationary mean response
Ry(T)
~
~
~i
Ry(') =
my = mx
f:",
h{t)dt = 0
. Substituting the impulse response h(t) from Equation (5.31) into Equation (S.4S) gives the stationary response autocorrelatioR
,_.
L" L'"
e-po'e-Po'2nSo(j(t
+ 01 -
02)dO I d0 2
,;.
FIG. 5.11. Stationary response autocorrelation Ry(~l of the SDaF system in Example 5.1 with
v = y.
I I I I I I I I I I I I I
\ f'IIj
100
5.2.
RANDOM exCITATION AND RESPONSE

1f1(w)j2
101
EXAMPLE 5.11. For the building and, vehicle model shown in Figure 5.12 with mass m, spring constant k, and damping coefficient c, determine the frequency response function H(w) and the impulse response h(t) of the relative displacement (Xl - xo) corresponding to the acceleration excitation xo(t). For both models the equation of motion is ji where
+ 2';wn y +'w;y =
Xo
(5.48)
Y=
Wn
XI -
Xo
= relative displacement
$m =
i
natural circular frequency
..; = c/2wn m = damping ratio
FIG. 5.13. Squared modulus of the complex frequency response function 1I(w) given by Equation (5.50).
Substituting xo(t)
e "" and y(t) = H(w)i"" into the equation of motion gives H(w) w 2 + i2';W W
n
To determine the impulse response function h(t) of the relative displacement y(t) corresponding to the acceleration excitation >::o(t), we note that according to
Equa~ion
(5.48) and by definition we have
2 W..
(5.49)
Ii + 2';wnh + w;h
For t > 0, (i(t)
= - 6(t)
with its modulus ~hown in Figure 5.13.
0 and the free vibration solution is

h(t) = cle-~"'"' sin Wdt
IH(w)1 2 ="
,.,
. -,
(5.50)
+ c2e-~"" cos Wdt
Note that for a smaller damping ratio .;, the peaks in Figure 5.13 will be higher and in the limit for the idealized undamped case'; = 0, the peaks go to infinity atw = Wn'
"'o(t}
where Wd = wn~ is the damped natural circular frequency. As f -+ 0, the equation of motion requires that h(t) -+ - b(t), h(t) .... - I, and hIt) -+ O. Hence CI = l/Wd, C2 '= 0 and
h(t) =
-
H 1-"
"'I{t)
e-~"''
sin Wdt,
t>O
{
'" IU}
0,
t<O
-+
(5.51)
I I I
I
This impulse response function along with its special behavior as t in Figure 5.14.
0 is shown
.,
EXAMPLE 5.12. For the problem in Example5.lI, determine.the frequency response HI(w) and the impulse response hl(t) for the relative velocity Y(t) = XI(t) - xo(t) corresponding to the same input excitation xo(t). By definition, when xo(t) = e1"". y(t) = H(w)e " ', then
'i.
H
:;;o<t)
Y(t)
= HI (W)e/WI = iwH(w)eiwr + i2~wnw

(5.52)
W
FIG. 5.12.
W
A building model (a) and a vehicle model (b).
:. HI(w) = jwH(w) =
I
102
STRUCTURES WITH SINGLE DEGREE OF FREEDOM (SDOF) 6.2. RANDOM EXCITATION AND RESPONSE
2 Wd tdc
103
hm
- (oj
21t~
f'" e-2~'.nl sin Jo
II
i
Let wdt Then

11(/)
::=
then t =
X/Wd
and dc = dx/wd' Note also that
w; = wJ + elo;.
I
il
21tSo E(y2) = r
(Od
f"" e - 2{'"nxl... sin 2 x dx

0
hW
II
I I
I
I I I I I I
~
21t~o
Wd
[1/(4 + 4~2~J;)l(
(tJd
~(On
(tJd )
1tSo
-II-I- -
hW
= 2~w~
(5.54)
The response autocorrelation can be determined by using Etillation (5.45~. For r > 0,0 1 > 0, O2 > 0, and R,.,(r) = 21tS(l(~(r).
R,.( r) = ("'. 2nSuil(O. lll( T
J.
+ (1.)<10 1
sin
t!-~(dnti+Ol.
211So
FIG. 5,14. Impulse response function hell given by Equation (5.51) with special behavior as I
....
0,
.l:,'
t!-~tIJU()1
sin
Wd
dOl
(tJd
= 1tS~ e-~(' f'.(~-2~(OnO, [cos Wdr COd
When xo(t) = oCt), yet) = h(t),

Y(t) = h.(t) =
Jo
cos wd(r
+ 20d] dO.
h(t) =
t > 0,
e-~"'nl (cos Wd t - ~1'i Sinwdl).

h.(t) = 0,
Wd r = 1tSo -2-e-~(' (cos --COd
2~(tJn
COSWd'C
IX. e-2" o'cos2wdOl dOl

0
c<O
(5.53) Since
/
+ sin Wdr.
t'" e-2~w.6.
and
sin 2Wd IJ l
dOl)
b
EXAMPLE 5.13.
For the problem in Example 5.11, determine the mean square
E(y2) and autocorrelation R,(r) of the relative displacement y through a time
domain approach when the excitation xu(c) is an idealized white noise with autocorrelation Ri(r) = 21tSoo(r).
E(y2) = R1(0) =
" i
o
e- U ' cos bx dx = -'--, a2 + b2
tl
L" e'I _
u "
sin bx lIx =
;,r+ /;2
4w~
f~C() f~C() h(O.)h(02)R;;(OI -
(2)dO I d0 2
:. R (r) = 11So e-~"'.' (cos Wd r _ 2ewn cos Wd~. , w~ 2ewn 4w~

-
+ 2Wd sin Wd!)
f~<Xl
f:",
h(Odh(02)21tSOO(OI - O 2 ) dO. d0 2
_ 1tSo
2 Wd
-~W.f (~) 2" 2

.. w n
"
~2 cos Wdr + ~ sin wir)
= 21tSo f~<x< h2(01) dOl
1tSoe-("'''' ( 3 cos Wd r 2ewn
~.) + ".-----;:Sin (/Jd r
,,1 -
(5.55)
:~ I
t' ,~
l~
104
5.2. RANDOM EXCITATION AND RESPONSE
105
\1
1;
.' ;
~~
II
.j
II
I I
From Examples 5.10 and 5.13, we see that when an idealized white noise station ary random excitation with zero autocorrelation (except at r = 0) is applied to a lightly damped SDOF structural model, the response autocorrelation function becomes nonzero for the time lag r from the origin r = 0 to an upper bound that depends on the damping ratio ~ and tbe natural frequency Wn' (See Figure 5.15.) A smaller product of corresponds to a higher upper bound t. Further more, the response mean square, unlike that of the excitation, is no longer unbounded.
terms gives
Sy(w) =
f _'" h(O,)e-I,.o. dOl

x -1 RAr 21t _'"
a.
foc>
_'" h(02)e- I,.O'd0 2
eWn
f'"
+ 01 -
02)e-i(rH,-O,1 d(r
+ 01
O2 )
5.2.2.
Frequency Domain Approach
The last of the three integrals is clearly S..,(w) by definition and according to Equation (5.42) the first two are complex frequency response functions H(w) and H( - w), respectively. Therefore we obtain
Sy(w)
'm
I
I
I
In the time domain approach, Section 5.2.1. we derived the transfer relation between autocorrelation functions of the stationary random excitation and response for linear SDOF structural models charact.erized by their impulse response functions. In fact, such a transfer relation applies to any linear struc tural system with a given impulse response function, as we shall see in subseq lIent chapters. Parallel to the time domain approach. we now consider the alternate fre quency domain approach. We develophhe transfer relation between power spectral density functions of the stationary random excitation and response for linear structural systems, characterizetl by their complex frequency response functions as follo~s: By definition, the response power spectral density is
Sy(w)
= H(w)H( -
w)S,,(w)
IH(w)fSAw)
(5.57)
which is the transfer relation between power spectral density functions of the stationary random excitation x(t) and response y(t). The simplicity of this algebraic equation as compared to the integral equa tion in terms of autocorrelations Ry(t) and R..,(t) makes the frequency approach more attractive than the time domain approach. Furthermore, in the time domain approach, we need to know the complete impulse response function h(l) whereas in the frequency domain approach, we need to know only the modulus of the complex function H(w) and not its phase. EXAMPLE 5.14. For the problem of Example 5.1, determine the power spectral density Sy(w) and the mean square E[ y2(l)] of the stationary velocity response y(t) v(t), when the excitation acceleration x(t) is assumed to be a stationary .white noise with a uniform spectral density of So. Substituting IH(w)1 2 from Equation (S.ll) and SAw) = So into Equation (5.57) gives
Sy(w)
f'" . dr _'" .Ry(r)e-'''''
(5.56)
Substituting Ry(r) from Equation (S.4S) into Equation (S.56) and rearranging
II I
,I
Ii t, I .
I'
~i
= IH(wWSo = /12
So
+w2
(5.58)
The mean square is

~
2S;
<
2S",~ e-''''n'
"SO
E[y2(t)] = R,(O) =
...... .......
. S'_'" " Sy(w)dw = S'_'" " /12SO 1tSo + w2 dw =. T
(5.59)
...... .......
......
~.
~ ,
' ,.
J,.
FIG. 5.15. Response autocorrelation R(tl of u SDOF system to a wbile noise random excitation.
which agrees with Equation (S.47). The simple transfer relation, Equation (5.58), is displayed in Figures 5.16a, S.l6b, and S.16c for the excitation spectral density S,,(w), the transfer function IH(w)12, and the response spectral density Sy(w), respectively. Two dotted lines at frequencies - Wo and + Wo help to indicate that if the excitation process is not white but has a uniform spectral density limited to the range - (1)0 < (t) < IOu.
\ ~
I~ I
I~I I
'1\
106

S,.( J
5.2.
107
The mean square is

E~
\,2, =:
rI
.so
71'S. S lw) ,/(() = '-;~3

)
- <L
2';;W n
(~.{>ll
"
'II I
II i
I
.1
)0
which agrees with Equation (5.54). This last integration is not simple. The result has been worked out on the basis of the following general formula:*
(al
I/{(wlj<
f~", IH(1))1 2 dw = (B~/Ao)A2 + Bi

. AlA!
(5.62)
where
;coB 1 + Bo H(co) = _ co2A2 + iwA[
J:ft
:r--?Jo
(h)
4~\.(Cd)
+ Ao
(5.63)
'M
::1
~I II
I'
I
I
I
I ;, I I I ~I ~ .
fl
~
__v
'f
:":=+ __ ... (.,
-wo
(e)
+'0
Examples 5.14 and 5.15 illustrate first that the SDOF structural model <lcts as a filter between the excitation spectral density and the response spectral density. When the transfer function IH(1)W has a narrow frequency band, in which case it is sometimes called a narrow-band filter, the response spectral density also has a narrow frequency band even when the excitation has a broad band spectral density function. Therefore the response spectral density depends primarily on the excitation spectral density in the neighborhood of the natural frequency Wn as illustrated by the dotted curve in Figure 5.1711. A white noisc assumption with a uniform spectrum for the excitation should he a good approximation in such a case.
FIG. 5.16. Geometric relation among the cxcitatiqn sfl~"(;tral density S,("'I in '(til, the transfer function III(wl1 2 in (hi, and the response spectral denslty S,(ml in (c),
5.2.3.
A Direct Statistical Solution
then the only difference in the response sl*Ctral density Sy(w) is the secondary portion outside of the frequency range, as-shown by the dotted tails in Figure 5.16c. This illustrates the validity of assuming a white 1)0ise excitation as an approximation to a realistic process with il spectral density of finite frequency range. . EXAMPLE 5.15. For the problem in Example 5.11, determine the power spectral density S,(m) and the mean square B( y2) ofthe relative displacement y when the excitation xo(t) is assumed to be an idealized white noise process with spectral density Si,,(m) = So. Using the transfer function IH(m)l l given by Equation (5.50) we have the response power spectral density.
S,(m)
We have already shown that for a linear SDOF system subjected to a stationary random excitation, the stationary response mean value can be determined directly by taking mean values on both sides of the Duhamel superposition integral to obtain the solution, Equation (5.44). Consider the problem in Example 5.11 again with the governing equation of motion
y + 2emn y + m~y =
- xo(t)
(5.64)
where xo(t) is the acceleration excitation assumed to be a white noise stationary process with zero mean and y(t) is the response displacement. Applying Equation (5.44) to the mean value of the stationary response y(t)
See H. M. James. N. B. Nichols. and R. S. Phillips, "TIleory of Servomechanisms." MIT Radimi()fI Lulmmior.l' Sed,<.'. Vol. 25. McGrawllill. New York. 1947. PI'. 333 3<.9.
~ ;
'I
= IH(w)1
S...(w)
= (0);
So
(J)l}2
+ 4e2(J):w'
(5.60)
fill' .
I: I
~~
~~i
~i;
;~l
108
STRUCTURES WITH SINGLE DEGREE OF fREEDOM (SDOfl

:,~.,
PROBLEMS
109
Sio{W)
::~\
,,;' ;}:
~:"
- a; and E(yj) = 0, we then have

- a;
~:;j il ".~:
:;"
+ w~a: = -
E(xoY)
(5.66)
'H;
Multiplying both sides of Equation (5.64) by v =
yand taking expectations gives

- E(xov)
'Ii ,)
<'(j
'.)
'"=
(cI)
""
'-.,.
E(vji
+ 2~wnvy + w;vy)
But E(vy) = 0 and E(vy) = 0, so we have

2~wnO";
:~
:I ~' I ~11I I t
:;1
IH(",)12
=-
E(xov)
(5.67)
Furthermore, since 11(0)
0 and
i,(o+) == - I, from Figure 5.14 we have

r)xo(t)] dr
;~ !
::'\
j;' !
E(xoY)
--~-----L----~~~-----~--~~_w
-W II
= f~ro h(r)E(xo(t
=0 !( 21tSo)
(5.68)
+wu
(bl
oS,,('.)
E(llXO) =
f~
..
h(t)E(xo(c - r)'>':o(1) It
(5.69)
~~
I II I ,I ., t.
g
~
Substituting Equation (5.68) and (5.69) into Equations (5.66) and (5.67), respec tively, gives the requiredsolution.
1tSo 2 ____ 3
(iy ." ' t . . l
2~w
(5.70)1 : J
"
':::A~
-~(l)
l'
~
~'1
~ ~
-Wn (e)
,a" - 2~wn
2_
(5.71)
"" ~
.,
~
.~
FIG. 6.17. Geometric relation among the excitation spectral density S...(w) = So in (a), the trans fer function IH(w)1 1 in (b). and the response spectral density S.(w) in (c).
~~
a; equals the mean square E[ y2] when E[ y] = o.

~
Equation (5.70) agrees with Equation (5.54) as it should. Note that the variance
~ -II
:i
;~
and v(t) = j(t) immediately gives the solution
E(y) = E(v)
=0
(5.65)
PROBLEMS
5.1.
For the vehicle vibration problem of Section 4.1 in Chapter 4 with the equation of motion
.~(
III i til
:!
:1
ill
1
In addition to these mean value solutions, we show in the following that two important statistics, a, and a., can also be determined directly from the equa tion of motion, Equation (5.64). Multiplyina both sides of Equation (5.64) by y and taking expectations gives
E(yji
F'
'",:.
my + cj + ky
where
mx =
+ 2~wnyj + w;y2)
= -
E[yxo(t)]
R.(O) =
(I
;.1.
I"
Since E( y) = E(v)
= 0 and for the stationary response ~, E( yy) = -
f(t)
wot = F cos wot + F cos (dot + F cos 3 ._,--, 2
;g. 1
III I '.,i I i
k~
110
PROBLEMS
111
let the damping coefficient
and the natural frequency
Wo
be given by
Ei
~!
~ = Co
C
c_ = 2mwo
= 0.2;
Wo
In
Let the excitation x(t) be a stationary random process with zero mean and a white spectrum So. (a) Determine the stationary mean square response E(y2) when'; = 0 by a time domain approach. (b) Determine the stationary mean square response E[y2] when ~ = 0.1 by a time domain approach. (c) Determine the stationary mean square response E[ },2] when.; = 0.1 by a frequency domain approach. 5.4. Set up the Duhamel's integral for the transcient displacement response lI(t) for a SDOF system and find the displacement I'(l) at t = 30 sec assuming the system is at rest at t = 0 and a dynamic load p(t) as shown in Figure 5.18 is applied. Also assume that ~ = 0, Wo = 10 rad/sec, and m = 5 kips/sec 2 in.
I'(tl kips
ill
i:
(a) Show that the complex frequency response function

H(w) = IH(w)le- i "
I I I I
I
where
IH(w)! =
11
Jt> - (:oYJ -(2~ :J2;
~ = tan-I{2~ ~:/[t C~J2]}
(b) Using H(w) from 5.1 a and considering that cos we is the real part of ei<Ot, determine the steady-state response yet) in terms of a series similar to that of fIt). (c) Determine the temporal statistics (}!(t)} lind (y2(0). (d) Plot the discrete amplitude spectrum for y(t). (e) Plot the temporal spectral density for yet).
100
.........
20
",
I (sec)
5.2. For the vehicle vibration problem with the equation of motion
my + cy + ky
= -
mx
= J(t)
FIG. 5.18.
I I I
I I
~
let the excitation f(t) be nonrandom and specified by
5.5. A SDOF system has the following equation of motion

mi.i
f(t) = F sin wot
+ iF sin 2wot
+ cv + kv =
p(t)
(a) Determine the steady state response y(t) when
Wo
=~
Find the complex frequency response function H v(w) and impulse response function h.(t) for the velocity response ri(t).
and
c.
c
c = 0.1 = 2mwo
~.
(b) Determine the temporal mean square (y2(t)). (c) Plot the two-sided temporal spectral density
W(w~)
I.
<)
...1
%I~
"I
for
y(t)
using
8W
Wo.
= Wo
damping ratio ~.
Hinge
%b)
Rigid and massless bar
5.3. Consider a SDOF system with natural frequency

excitation x(t), and response y(t) governed by
ji
7/T/T/T/T/T///T/7777T/T/7/77777777
+ 2woej + wb = x(t)
FIG. 5.19.
112
STRUCTURES WITH SINGLE DEGREE OF FREEDOM (SDOF) PROBLEMS
113
I I I I I I I I I
5.6. (a) Set up the equation of motion in terms of Z(f) for the structural
model shown in Figure 5.19 by the method of virtual work. (b) Determine the natural frequency of damped oscillation Wo and the critical damping coefficient c.
5.7. (a) Formulate the equation of motion for the structural model by the
principle of virtual work. (b) Find the complex frequency response H,,(w) and impulse response hu(l) for the displacement v(t) of the SDOF system in Figure 5.20.
PW
, "'0
5.9. (a) By the principle of virtual displacement, formulate the equation of motion for the uniform beum treated upproximately as u SDOF shown in Figure 5.22. (b) Find the complex frequency response H,,(w) for the displacement v(x, tl. (See Figure 5.22.)
jJllITI ~
m.E! _ _
r.
p(tl
= concentrated poil1t mass
/ I-- Assumed deflection shape .p(x) I

L
x
l ' ---~v(x.tl
..
(Sin
7)z(t)
v(x. tl
FIG. 5.22.
1;7//J;j///;}"ff////////h
FIG. 5.20.
V(x. t)
= .pix! Z(t)
5.S. (a) Set up the equation of motion for the simple model by virtual work in terms of Z(t). Take the axial graVity force IV into consideration. (b) Find the complex frequency response Hm(w) and impulse response hm(t) for the rotational moment of the coil spring shown in Figure 5.21.
w
P(I) ~"-------:1i
zm
I I
I I
'-" Ail .,
Point
massm
coil spring
Elastic
'l
k=-
moment rotation
FIG. 5.21.
,:
'.#1
; ~.
,
6.1.
TWO-OEGREE-OF-FREEOOM SYSTEMS (TOOFl

Y2
115
~: ~
:~
;1
fzW
!!
~
11
I I
I
I
CHAPTER
FIG. 6.1.
fb1ibll
k
RESPONSE OF LINEAR MUlTIDEGREE-OF-FREEDOM (MDOF) SYSTEMS
A rDOF siructural model wilh no damping,
First consider the case ofa normal mode vibration where /1(1) = Oand /2(1) = 0, and assume the motion of the two masses to be harmonic with unknown ampli tudes AI and A l respectively. at the same unknown frequency III:
Yt(r)
= AI sinwt;
Yl(t) = A2 sinwt
(6.3)
SubstilUtingEquation (6.3) into Equations (6.1) and (6.2) with the no-load condition leads to the following frequency equation:
w --w +-=0 m m2
Solving Equation (6.4) for w 2 gives the two natural frequencies
4k
3k 2
(6.4)
6.1.
TWO-DEGREE-OF-FREEDOM SYSTEMS (TDOF)

WI
I
! r
Ii;
= Jkji1i
and
(02
= .j3kjm
(6.5)
~i
IIIi:
t
~: ).:
s.~
~~
l.
I I I I I
: \
~
All basic concepts and analysis methodology for the response of linear M DOF systems to random excitation' can be adequately brought out by a thorough treatment of the problem for a linear TDOF system. This is so simply because in the deterministic or nonrandom case the problem of the TDOF systems carries all the important features of the general MDOF system, and the addition of the random considerations does not alter this fact. The simplicity of the TDOF system is most helpful in understanding the random response problem. Following the TDOF system, linear MDOF systems with compact matrix notations will be presented.
and the corresponding natural mode shapes
~!.=
A21
and
AI! = _ I
All
\6.6.)
where the second index denotes the mode number.

Next we introduce the normal coordinates defined by
ql
= AllYl + A ll Y2
= Yt
+ Y2
- Y2
(6.7)
6.1.1.
Deterministic Vibration
q2
= A 21 YI + A ll Y2 = Yt
(6.8)
We consider the simple TDOF structural model shown in Figure 6.1. The equations of motion in terms of the displacemt:;nt YJ, excitations h(t); j = 1,2, the spring constant k, and mass m are
~:
~-:
Substituting Yl and Y2 from Equations (6.7) and (6.8) into Equations (6.1) and (6.2), with the specification of All = At2 = 1. we obtain the uncoupled and forced equations of motion
iiI
my I + 2kYI
mh + 2kY2
114
- kh - kYI
= fl(t) = un
l't
(6.1) (6.2)
+ wiqt = ~ (fl(t) +
f2(t)] = YI(t)
(6.9)
:,dllll'
II
116
RESPONSE OF LINEAR MULTIDEGREE-OF-FREEDOM (MDOF) SYSTEMS 6.1. TWO-DEGREE-OF-FREEDOM SYSTEMS (TDOF)
117
(6.17)
i,
:l i'
it
;,
I I I I I I g: I
I
"
ii2
+ Wiq2 =
1 [fl(t) - !2(t)] = 92(t)
(6.10)
hj(t)
1 foo = -2
I[
-00
Hj(w)eiw'dw
As two separate single-degree-of-freedom SDOF systems, the solutions for the responses qt(t) and q2(t) to transient excitations gt(t) and g2(1) can be derived from superposition in the time domain and are given by the Duhamel's integrals
qt(l) =
Hj(w) =
f~oo hj(t)e-
iW '
dt
(6.18)
q2(t) =
.. f~. .
f~
After the notmal coordinates qt(t) and q2(t) are obtained, the response displace ments }'I(t) and Y2(t) can be easily determined from Equations (6.7) and (6.8) as
ht(O)gt(t - 0) dO
(6.1 1) Yt(t) = Hq.(t)
+ q2(t)]
qz(t)]
(6.19)
(6.20)
h2(8)Yl(t - 8) dO
_ (6.l2)
Yz(t)
= t[q.(t) -
where h1((J) and h2(O) are the impulse response functions for the uncoupled systems Equations (6.9) and (6.10), and are given by
hj(t) =
r~sin 1 ~j Wi
for for
>0
1<0
(6.13)
where j = 1.2.
Alternatively. the solutions for the response qt(t) and q2(t) can be obtained through superposition in the frequency domain and are given by the Fourier integrals
ql(t)
and the solution for the transient response of the linear TDOF system to nOI1 random excitations I.(t) and 12(t) is now complete. The key in the. solution technique lies in the decoupling of the TOOF system into two independent SOOF systems by means of the modal superposition method. All of the analysis with the SOOF system can be carried over to the TDOF system. The analysis that is new for the TDOF system involves the determination of the natural frequencies Wi and the natural mode shapes At dA 12, At 2/An, and the introduction of the normal coordinates 11(1), lJz(r) Furthermore in the random analysis, as we shall show in Section 6.1.2, the extension from the SDOF systems to TDOF systems involves only simple algebraic operations once the system is decoupled. EXAMPl.E 6.1. A transient excitation force I.(t) is applied to the TDOF system shown in Figure 6.1. If
It(t)
I \ I l: ~ " I .
3' I
~!
!,
==
~ fOCl Ht(w)e [fOO 21[ -... 1a "
gl(O)e- i",9 dO] dw
(6.14)
00
= {0
FO
for 0~ otherwise
t ~
;~
q2(t) =
~:~
;1[ f~oo H 2(W)t"" [ f~oo g2(O)e- l
",fI
d8 dw
(6.15)
,~ .
and Iz(t) = 0, determine the response displacements y.(t) and Y2(1).

gl(t) =
l'
where H,(w) and H2(W) are the complex frequency response functions for the uncoupled systems Equations (6.9) and (6.10), and are given by
Hj(w)
ft(t)
and
gz(t)
=II(t) m
!~
1
OJ - 0
2 2 ;
.
}
Substituting the preceding g.(t) and 92(t) into Equations (6.11) and (6.12) along with the impulse response functions from Equation (6.13) gives
ql(t) =
l.2
(6.16)
~,
~,
~I j
J~~
fl !t
IIt
i
It is-important to note that because the original TDOF system is transformed

by the normal mode method into two uncoupled SDOF systems, Equations (6.9) ana (6.10), the solution technique presented.in the Equations (6.1 1) (6.16) are identical to that for the SDOF system. The unit solutions, hj(t) and Hj(w), are the same as those for the SOOF system. Thus, as in the SOOF system, hit) and H,(0) are Fourier transform of each otb.er with
' f
1 sin[w.(t - 0)] - /1(0) dO
-00
Wt
= _ F0
~ali~
mW I
i' '
0
sin[wl(t - 0)) dO
_ Fo COS[w.(t-O)]I' - moo! WI 0
= F0 (1-coswtt)
2 mOOt
for
0<1 < T
"f
!~
,ll
II
118
ql(l) = RESPONSE OF LINEAR MUlTIDEGREEOFFREEDOM (MDOF) SYSTEMS
6.1.
";1
HI
II:
f~
;;,
TWO'DEGREE-OF-FREEDOMf~~~~~l
}' l~:
f.~.j
119
fT sin(wt{t mWt Jo
Fo for I> T
--2
0)] dO =
t\ {cOS[Wt(1 mw,
forO
Similarly
""..i.:": ~
T)] - COSWtl}
tll( I)
t, "'-,:
~
'I
I
qz(l)
"
I
= ---.. Y"-
Fo
m(w2 - (J}o)
cos (JIol,
00 >l;~1;<::
\;~?~}'1-9jl) ~ ~_
"'''''';:"'''~-~-
" -, !~~1
11
II I I I I I I I I
_ l;4.z.
~,i ! , , ,
"
Fo
The steady-state response displacements from Equations (6.19) and (6.20) are (1 cos W2 1)
~ I ~
="1 ~2 F {COS[Wz(t "mw;z "
mW2
T)] - cos W21}
for t > T
YI(t)} F I 2 2 { Y2(t) = 2m WI - Wo
o[
Wz2 -1 Wo 2
cos wot,
-oo<t<oo
The response displacements from Equations (6.\9) and (6.20) are
1Fo [1 2m
Yt(I)} { Y2(1)
cos wtl
wi
I - cos W21] + --..,,--"-'
wi
forO
Note that when the forcing frequency Wo ... Wt, the first term on the right hand side dominates so that YI(I) ~ Yz(I), and the TDOF system vibrates in its first mode with A II /A 21 ~ l. On the other hand when Wo -> Wz, the second term dominates so that yz(t) ~ - YI(t), and the system vibrates in its second mode.)n the steady-state vibration the frequency of the response is always the same as that of the excitation.
I fO{COS[(/II(t '1')) COS (t}t 1 cos[w2(1- n-COSW21]} "-".-"- "- .. -" """"i - - ---"- " -------,,--"""-"2 """---."---"---" " 2 m (/II Wz for t > T
for t
<()
6.1.2.
Random Excitations
Let us now consider the two excitations fl(l) and f2(1) as stationary random processes with zero mean and with autocorrelation functions
EXAMI'Ul6.2. J.\ steady-state excitation II(f) = 1"0 cos (j)ol is applied to the TDOF system shown in Figure 6.1. Determine the s(eady-state response dis placements YI(I) and Y2(1). Again, from Equations (6.9) and (6.10), we find that
YI(I) :. Y2(t)
RJ<'r) = E(jj(t)jj(1
and power spectral density runctions
+ r)],
.; = 1,2
(6.21 )
= .!. l,(t)
m
= "'0 cos Wol,
-oo<t<oo
'/
1 _'" Siwl = 2n:
f'"
Uj(rje
"'''If liT:,
j = 1,2
(6.22)
Since
In addition, for excitations, the cross correlation functions are defined by
Fo F_ -cos w ot = ~(e"">'
R I2(r) = EUI(t)f2(t + r)]
(6.23) (6.24)
2m
+ e-'....)
Rzl(r) = EU2(t)fl(1
and the cross spectral density functions by
+ r)]
it follows that:
ql(t) = 2Fo HI(wo)ei"""
"
+ 2Fo H,( m
wo)e-I"""
~
SI.i(W) = -
2n: - co
fCO R (r)e-t<or . dr 12
R21 (r)e- i 'Ot dr
(6,25)
Substituting H I(W) from Equation (6.16) into the preceeding equation gives
Fo ( ql(t) = 2m wi
e''''''t') Fo (e- w~ + 2m wi -w~

I "",/
! S21(W) = 2)
n:
fco
-<i)
(6.26)
Note that based on the stationary property, Fo m(wi _ w~) cos wot,
-oo<t<oo
R I2 (r) = EUI(t - r)fz(t)] = R21 (
r)
(6.27)
[;1.'
f ~.
<~
,1
'~I
"
I
I
120
and
RESPONSE OF LINEAR MULTIDEGREE-OF-FREEOOM (MOOF) SYSTEMS
6,1,
TWOOEGREEOFFREEOOM SYSTEMS (TOOFl
121
,ll,
ii
'I
SI2(W)
"
I
= -2!.. 1t
I = -2
1t
f'"
i.q;,\'I'.t;1l -
:;J
= ~
m
_'"
R 21 ( - r)e-h." dr
.~,
J--s,
;:R:.: - ;;. - ::
1-
1\:;.:
::
- R2\(r - O2
+ Otl- R2(t -
O2 + 01)]h\(Ol)h 2(OddO I d0 2
" Ii :;
;j
fOO R21 (r)e'"" " dr.
-00
S21( -
w)
(6.28)
12 f"" =m
(6.32)
6.1.3.
Response Autocorrelation
11
I
j
I
E[q2(t)q2(t + '1')]
_ 00
f'"
- 00
[Rt(t - O 2 + Ot!- R 12(r - O 2 + Ot!
The autocorrelation function Ry1(r) for the qisplacement response y\(t), based on Equations (6.19) and (6.20), is
R,l(r)
- R 2I (r - O2
+ 01) + R2(t -
= E[Yl(t)Yl(t + '1')]
= !E{[ql(l)
+ q2(t)](qt(t + '1') + q2(t +
O2 + Od]h 2(Od /2(02}d{}1 d0 2 ' (6.33)
'I'm
= HE[ql(t)qt(1
+ 't')] + E[qt(t)q2(t + 't')] + E[q2(I)qt(t + '1')]
(6.29)
I
I
1
I
I
II
I'
+ E[q2(1)q2(t + r)]}
The right-hand side of Equation (6.29) consists of two autocOrrelation functions for the normal coordinates q I (t) and q2(t), respectively, and two cross correlation functi6ns. Using Equations (6.9)-(6.12) to relate the nonnal coordinate ql(t) to the random excitations fl(t) and f2(t) gives the autocorrelation
E[ql(t)ql(t
+ '1')]
= E
{f~", ~ (ft(t -
0 1) + f2(t - O)]hl(OI) dOl

(
-00; (fl(t + 'I' -
co
2) + f2(t
+ 'I'
02)]h\(62)d62}
Equation (6.29) together with Equations (6.30H6.33) constitute the input excitation-output response relations in terms of autocorrelation and cross corrclmion functions. Although a lot more terms (16) .lre illvolved in deter mining the autocorrelation Ryl(t) of the stationary displacement response YI(t) as compared to a single term for the case of a SDOF system, these terms are basiC'dl1y similar in construction and thus introduce no basic ditliculty. One half of the 16 terms involve cross correlation functions R 12(t) and R21 (r) of the random excitations fl(t) and f2(t) as a direct consequence of the multiple input excitations. For the special case of a single random excitation fl(t), only the first term on the righ~-hand side of each of the four Equations (6,30)-(6.33) remains nonzero. The 16 terms are then reduced to only 4 and there is no cross correia tion function. This is given as:
Interchanging the order of expectation and integration and making use of Equation (6.21)-(6.24) further reduces the preceding equation to give
E[ql(t)q$t
, 4m I Ry\(t) = 2 -co
foo f'" _'" RI(t + 0
1 -
2)[h\(Ot)h\(02) d0 2
+ 11 1(/1)11 2(0 2 )
(6.34)
1 foo + 't')] , = m 2
-<X)
feo
_00
[RI(r - O2 + 0 1)
+ R12(r - 62 + 61)
6.1.4.
+ h2(Odh l(02) + h 2(Odh 2(02)] dOl

Response Spectral Density
+ Ru('t' ~ O2 + 0$ + R 2(t -
O2 + Ot)]h l (OI)h\(02)dO I d0 2 (6.30)
[I
f'
t ~',
~
'
Similady, the other three terms on the right-hand side o( Equation (6.28) are
,~
12 f'" fco (RI(t - 6 2 + 9 1) E(qt(t)q2(t + 't')] = m

-<X) -<X)
Ruer - 6 2
+ 0 1)
+ R;u(r -
O2 + Od - R 2('t' - O2 + 01)]h l (Odh 2(02) dOl d0 2 (6.31)
An examination of the input-output autocorrelation relation in the previous section shows strong similarities to that of the SDOF system. In fact, the first term on the right-hand side of Equation (6.30) is identical to the input-output autocorrelation relation of the SDOF system. As the input-output spectral density reliHion for the SDOF system has already been derived through the link between autocorrelation and spectral density functions, such a developed package is naturally applicable here as follows: The spectral density S,I(W) of the response displacement YI(t) is by definition and from Equation (6.29)
i,,.,_'
I
122
RESPONSE OF LINEAR MUlTIOEGREE-OF-FREEOOM (MOOF) 6.1. TWO-OEGREE-OF-FREEOOM SYSTEMS (TOOF)
123
I I I II
g I I I I I I I I
ilk'"
I S,I(W) = -2
1C
f'"
_,.,
RYI(t)e-IWf dt
1 ~'" 4 I {E[ql(t)ql(t = 21t
f'"
+ t)] + E[ql(t)ql(t + t)]
For the TDOF structural model shown in Figure 6.1 determine power spectral density function Syl(W) of the stationary response dis IlIcement y\(t) when the excitation is a single stationary random process with a white spectrum So. Determine also the stationary mean square
E(yn
From Equation (6.16) the complex frequency responses are
+ E[qz(t)ql(t + t)] + E[q2(t)q2(t + t)]}e- iWf dt

Using Equation (6.30), the first term on the right-hand side of Equation (6.3S~ denoted here by 11 for convenience, becomes
I IH .(wW = (wi _ WI)2

H l(w)H 2( - (I))
1( = - 1 8 2
'ltm
I'" I'" Irk

_0')
= (-2
-00
-a
[RI(t - O 2
+ Od + Rdt - Oz + OJl + Ot)]e-iO"hl(Odht(Oz) dOl d0 2

~bstituting
I 2)( 2 1) = 1I 2(w)1I,( - (0) WI - W W2 - W
+ Rzl(t II =
O2
+ 01) + R 2(t
- O 2
IH 2(WW
'w~ _ W
IHI(wW 4m 2 [SI(W)
+ SI2(W) + S21(W) + S2(W)]
the preceding equations into Equation (6.41) gives
where the complex frequency response H I(W) is defined by Equation (6.17) and (6.18), and the spectral and cross s'pectral density functions are defined by Equations (6.22), (6.25), and (6.26). A comparison with that of the SDOF shows the addition of three spectral density terms due to the second excuuuon f2(t) and the constant multiplier 1/4m2.through modal superposition. Similarly, using Equations (6.31)-(6.33), the other three terms on the hand side of Equation (6.35), denoted by 11 13 , and /4, respectively,
S (w) = _S_o [ I y\ 4m 2 (W~ - ( 2)2
(wf - ( 2)(wi - ( 2 )
+ --:,---I---:--:-J 2
(w~ _ (
)2
.The mean square E( yf) is equal to the area under the curve of the response density SYI(W). In this case
E[y.(t)2] =
f~"" Syl(w) dw ...... 00
/ _ H l(w)H z( - w) [S (w) - SI 2(W) 2 4m' I

13 = H I ( -.W~H2(W) [SI(W)
2(w)l = IH. ., l
+ S21(W)
S2(W)]
unrealistic response mean square arises as the direct consequence of the 8lization of zero damping and stationary excitation.
+ S\2(w) -
S2l(w) -S2(W)]
. Deterministic Damped Vibration

. now in this chapter damping is left out for simplicity and clarity in with the new problems unique to the TDOF system. When damping is the only new problem lies in the deterministic aspect of decoupling, show in the following. Of course, with the additional damping term, become lengthier. dmplify the derivations, we consider only one single excitation fl() problem with the multiple excitations in the damped case is basically to that in the undamped case. Furthermore, we shall arrange all terms format in anticipation of the subsequent matrix formulation and for the general MDOF systems.
equations of motion for the TDOF system of Figure 6.2 are
14
[SI(W) - S12(W) - S21(W)
+ S2(W)]
Finally, the spectral density function S,I(W) of the response displacement from Equation (6.35) is
SYI(W) = 11
+ 11 + 13 + 14
, For the special case of a single random excitation f.(t), the spectral
of the response displacement y.(r) is
Sy\(W) = 4m 2 [lH l(w)I

~~
+ H l(w)H l( -
(0)
+ H 2(w)H I( -
'
(0)
+ IH2(w)1
0J{~I} + [2C -CJ{~I} + [2k

Y2
-c
2c
Y2
-k
-k]{YI} = {II(t)} (6.42) 2k)'2 0
.:H ;}1
;ii ;;1
':1
'~
I
I I I I
124
RESPONSE OF LINEAR MUlTIOEGREE-OF-FREEOOM (MOOF) SYSTEMS

..... YI(t)
6.1.
TWO-OEGREE-OF-FREEOOM SYSTEMS (TOO F)
125
...... .Y2It)
where the scalar quantities
Mj = {IjtAT[m]{t/Ij};
MJ
= 2m, Ml
2111
(6.50) (6.51) (6.52)
Cj
= fljtj}T[C]{ljtj};
C I = 2e, C 2
= 6e
~d/7/7~$r//7//$ffm//a;?;7&;~
FIG. 6.2. A TOOl" system with damping.
K j = {t/IjY[k]fljtj};
Fj
K! = 2k, K 2 = 6k
F! = fl , F 2 = fl
= {ljtj}T{f}
= Ijtofl;
(6.53)
From the analysis of the undamped Cree vibration problem we again obtain the undamped natural frequencies
(1.)1
and
Wl
= J3k/m
(6.43)
are the generalized mass, damping coefficient, stiffness, and excitation, respec tively. Dividing Equation (6.49) through by Mj gives
Y}
..
+ 2e j w j Y) + Wj 1] =
Gj ;
= 1,2
(6.54)
and the natural mode shapes
I I I I I I I I
tl " ,1),_.,.
{ljtd =
{~~:} = {:},
{1jt21={1jt12}={ 1jt22 -I
I}
(6.44)
Introduce the normal coordinates Y such that the response' displacements are
{y}
= (1jt]{Y}
= {ljtdYI
+ {ljti}Y2
{~} Y
{-aY1
where 2~jwj = cj/Mj , wJ = KJiM j , and Gj = FiMj. Note that Wj is the jth undamped natural frequency and j is the jth modal damping ratio. Having obtained the uncoupled systems, Equation (6.54), which are inde pendent SDOF systems, the remaining response analysis is identical to that of Section 6.1.1 except for the addition of the damping terms in appropriate places. This addition, of course, was included in our earlier treatment ofdamped SDOF systems.
(6.45)
Substituting Equation (6.45) into Equati6n (6.40) gives
(m](Ijt]{y}
+ (e][Ijt]{Y} + (k][Ijt]{Y}
EXAMI'U16.4. Determine the transient displacement response vector {.I': to a single excitation fl(t) for the damped TDOF system shown in Figure 6.2 by a time domain superposition method. From Equations (6.45), the response vector is
(6.46)
= {f}
Multiplying Equation (6.46) through by the transpose of the jth modal vector {ljtjf gives
{y} = {ljtd Y1
+ {1jt2} Y2 =
{a
Y1
+ {_
Y2
(6.55)
{t/lif(m](t/I]Y} + {t/lj}T[C][Ijt]{Y} + {1jt}f(k](Ijt]{Y} == {1jt}}T{f}
(6.47)
Using Duhamel's integral to express the transient response for Equation (6.54) gives the normal coordinates
Making use of the following orthogonality conditions of the normal modes with respect to the mass [m], the damping [cJ, and the stiffness [k], respectively,
1)(t) =
f:",
Gi t - O)hj(O)dO;
j = 1,2
(6.56)
{1jt}V(m]{Ijt.} = {ljtjf[e]{lh} = {1jt}}T(k]{Ijt.}
"=
for j
-+ k
(6.48)
we find that Equation (6.47) simplifies to the uncoupled systems
where the generalized force Gj = FJlM) with

(6.49)
MjYj+CJYj+KjYj=Fj;
j=1,2
GJ = G2 = fl(t)/2m
(6.57)
~'I
,
j
I.. i ~ , ' :i I . r,' l;
I::
I I
126
RESPONSE OF LINEAR MULTIDEGREE-OF-FREEDOM (MDOF) SYSTEMS
6.1.
TWO-DEGREE-OF-FREEDOM SYSTEMS (TDOFI
121
The impulse response functions are equal to 0 for t < O. For t > 0
hj(t)
where t/I Ij and !{Ilk are the first elements of the first and second modal vectors, respectively. From Equation (6.56), (6.58)
E[Yj(t)y"(t
= exp( -
wj.,)l _
~jWjt)
~j
sm../l -
~JWjt
+ t)] = E[
f'",
J
GJ(t - Odhj(Ot) dOl
f"",
Gk(t
+t
2)h k(02)d0 2
o-
I II
I
~
where
2~IWt =
(6.63) elm,
2~2W2
= 3clm
(6.59)
From Equations (6.50), (6.53), and (6.54) the generalized excitations are
FN) G.(t) = --!{It.fl(t) = _!.H1 __ _ {t/lj Il'[nt] {!{Ij I
(6.64)
mf
= kim,
wi = 3klm
I
ii
l
EXAMPLE 6.5. Determine th'e transient displacement response vector {y} to a single excitation f,(t) for the damped TDOF system shown in Figure 6.2 by a frequency domain superposition method. In terms of Fourier integrals, the transient response normal coordinates Yj(t) in Equation (6.54) are given by
Yj(t)
Mj
Substituting Equation (6.64) into Equation (6.63) and interchanging the order of expectation and integration gives
E[ lj(t) y"(t + r)]
I l I I ' , I \I
I
1
! , II
= d1t f~oo Hiw)e
1w
[f~", Gj(O)e-lwe dO] dw;

= G2 = f,(t)/2m
I
2
1,2 (6.60)
a,
ff<'
-ro
!{I
-co
-M'.!2 ' ~ R I(t J Mk
t/I
- ()z
+ () dlrPJ1 )lIk (O 2) dO I 110 2
(6.65)
where from Equation (6.57), GI response

Hj(w) =
2
and the complex frequency

. ) = 1,2
where RI(t - Oz + Od is the autocorrelation function of the input excitation fl(t) and is defined by Equation (6.21). Equations (6.62) and (6.65) constitute the stationary input-output relation for the autocorrelation functions. EXAM"L!' 6.6. Determine the stationary input output rcilition for the auto correlation functions of the TDOF system shown in Figure 6.2. From Equations (6A4) and (6.50) we have
!{III = I,
Wj
+ ''>JWjW
2';:
(6.61 )
where 2~l1JJ and wJ are given by Equation (6.59). The required displacement response vector is again given by Equation (6.55). As we have pointed out in Chapter 5, for a problem with a transient excitation and response, the time domain approach is superior to the frequency domain approach.
!{lIZ
=I
=
MI = 2m,
Mz
2m
Substituting these constants into Equations (6.65) and (6.62) gives the required input-output relation as
R,I(t)
6.1.6.
Damped Response Autocorrelation
\ II
The autocorrelation function for the stationary response displacement YI(t) of a damped TDOF system, as shown in Figure 6.2, to a sin~le random excitation ft(t) is by definition and from Equation (6.45),
= 4m 12
f'" f'"
_ '"
_ '"
R1(t - O 2
O&h1(Odhl(Oz)
+ h l (01)lI z(02)
(6.66)
I I
I
+ hz(Odh l (02) + h2(0,)h 2(Oz)] dOl dOz
R,I(t)
= E[YI(t)Y1(t + t)]
= E{[t/l1I Y1(t) + t/l12 Y2(t)][\f!11 YI(t + t) + t/l12 Y2{t + t)]}
=E[t/lrl YI(t)YI(t +
2
Note that the result in Equation (6.66) is in exactly the same form as that for the undamped TDOF system given by Equation (6.34). The only difference. of course, lies in the impulse response functions hiO) for which the present damped problem is given by Equation (6.58).
+ t) + t/l1lt/lll(t)Y2(t + t}
t/l12t/1" Y2(t)YI (t + t} +.t/lfl Y2(t)Y2(t + t)]
2
6.1.1.
Damped Response Spectral Density
J=11:1
L L
t/llJt/llkE[YJ{t)"ik(t
+ t)]
(6.62)
The stationary spectral density S,I(W) of the response displacement YI(I) of the TDOF system as shown in Figur-;: 6.2 to a single stationary excitation 1'1(1)
IlIt'H'
128
RESPONSE Of LINEAR MULTIOEGREE-OffREEOeM (MOOf) SYSTEMS
6.2.
MOOf SYSTEMS
129
is related to the autocorrelation Ryl(r) by the equation

I fa:> Ryl(r)e-iW'dt SYI(W) = -2
6.2.
(6.67)
MDOF SYSTEMS
~I
1111 ~m
"II
-<Xl
From Equations (6.62) and (6.65) we have the general expression of Ryt(t) for the TDOF system. Substituting,the Ryl(r) into Equation (6.67) gives
1 1 2 1/1 1/1 Syl(W) = 2n k~1 ~~~:
JI
2 2 fro fro fa:>

-00 -00
-<Xl
Stationary response of MDOF systems to random excitations will be given now after the basic concepts and results have been derived in detail for the TDOF systems. Here we shall use the compact matrix notations to clearly bring out the functional relationships among the important physical quantities without being obscured by lengti:tY expressions. As in the TDOF system, we begin by assembling the necessary results in the deterministic modal analysis before consideration of the random excitation.
Rtf, - 01
+ 1)h j (Ot)hk(02)
(6,68)
6.2.1.
x e- i"" dOt d0 2 dr
II III
~
~1
,,~
I~.I
The triple integral in Equation (6.68), denoted for convenience as ljb can be expressed in terms of the spectral density Sc(w) defined by Equation (6.22) and the complex frequency response function Hj(w) defined by Equation (6.18). The integral Ijk in terms of Stew), Hiw). and Hk(w) is given by
Ijk
The matrix equation of motion in terms of the displacement vector { y}, excita tion vector {f}. mass matrix [m], damping matrix [e], and stiffness matrix [k] is
[m]{ji}
+ [e]{ y} + [k]{ y}
U}
(6.71 )
= St(w)Hj(w)H,,( - wl
(6.69)
Replacing the triple integral in Equation (6.68) by Ijk of Equation (6.69) we obtain the spectral <tensity Syt(w) of the stationary response displacement as
Syt(W) = Stew)
It will be assumed here that the natural frequencies {w} and the natural mode shapes [1/1] have been obtained by a deterministic frequency analysis. With {w} and [I/IJ available. we introduce the normal coordinate vector {Y} by {y} = [1/1] {Y} into Equation (6.71) to give
[m][I/I]{Y} + [e][I/I]{Y}
+ [k][I/I]{Y}
U}
(6.72)
L L
1/121/12
MtJMlk Hiw)Hk( - w)
j k
(6.70)
II
j=lk=1
Now multiplying Equation (6.72) through by the transpose of the modal vector {I/I} T and making use of the orthogonality conditions
I!I
1'1 IiI
EXAMPLE 6.7. Determine the stationary input -output relation for the spectral density functions of the TDOF system shown in Figure 6.2. ' Again, from Equations (6.44) and (6.50) we have
{I/Ij}T[m]{t/td
= {I/IiV[e]{I/Id
.,
= {I/IJ}T[k]{I/Id = 0
for j
k (6.73)
we obtain the uncoupled n SDOF systems

YJ + 2~jWJYJ
1/111
Mt,
= I.
1/112 = 1
M2 == 2m
where
+ Wj Yj
2m.
= GJ
(6.74)
Substituting these constants and the complex frequency response functions from Equation (6.16) into Equation (6.70) we obtain
:j::
2eij
~,~,
~
,~
Cj = {I/IJ}T[e]{I/Ij}
, 1 Syl(W) = SI(W) 4n?' [H l(w)H I(
MJ
MJ
=
w)
+ H t(w)H 2( -
w)
+ H 2(w)H I ( -
w)
ill
I
,'I' :);1,,8'
'1, ,
< r.
':,:,:
wJ = K
{I/Ij}T[k]{I/IJ}
Mj
+ H 2(w)H 2( -
w)]
Mj
SI(W) [ 1 2 = -4-m(wi - ( 2 )2
+ (wi
- (
)(wi - ( 2 ) + (wi _
-:--::-_1----,"""']
(
2 )2
G = FJ = {I/IJ}T{f} J Mj MJ M J = {I/IJV[m]{I/IJ}'
j = 1,2... ,,/1
which agrees with the result of Example 6.3.
130
RESPONSE OF LINEAR MUlTIDEGREE.OF-FREEDOM (MDOF) SYSTEMS
6.2.
MDOF SYSTEMS
131
I
I II
The solutions for Equations (6.74) in terms 9f time domain superposition are
E[GJ(t
O,)Gk(t
+r
- O 2)]
Yj(t) =
f~", GJ(t -
O)hj(O) dO;
j = 1,2, ... , Jl
(6.75)
= M,lM E[{I/IiV{f(t - 0dHl/lkV{f(t
+r
(J2)}]
11
I
~
1
I
'j
where the impulse response functions
I = MjM
Sin
E[I/IIj!I(t - 0 1) + t/l2J!2(t - Od + .. , + t/lnj!n(t - Od] ( 2 ) + 1/12d2(t + r ( 2 ) + '" + I/Indn(t + r - O2 ]
hj(t) = exp( - ~jWjt).
w)",}l _ ~f
JI - ew;
(6.76)
x [I/IU!l(t + r
Having obtained solutions for the normal coordinates that represent the modal participations, the response displacement
= MjM
[t/lljt/luR,(r
O 2 + 01)
+ t/lijl/l2k R d r -
O 2
+ ( + ...
1)
I I I ',I
"
{y}
= [I/I]{Y}
+ I/IIJl/lnkR'n(r - 0], + 0,)

(6.77)
+ t/l2il/llkRll(r - O2 + 8,) + 1/12il/l2kR2(r - O2 + 0,) + ...

+t/l2JI/I.tR2n(r - O2 + Od + ...
+I/I,jt/luR.,(r - O2 + Od + I/InJt/l2k Rn2(r - O2 + 8 1)
It should be pointed out that the key in the classic'll deterministic analysis lies in the solution of the natural frequencies and natural modes. Furthermore, the orthogonality condition with respect to the damping matrix [c] as given by Equation (6.72) imposes certain limitations on the damping coefficients of the MDOF systems. No such restrictions are imposed on the masses and spring constants since the corresponding orthogonality conditions can be identified with energy laws of elastic structural systems.
+ ...
t/I'jt/lnkR.(r - O2
+ 8 1)]
6.2.2. ,Stationary Random Vibration

The autocorrelation function for the
respons~
1 = MjM ,~ t/lkjl/lmkR'm(r - O2 + 8 k
Note that when there is only a single excitation !I(t), for ex.ample,
};1
1 )
1
(6.81)
fe,
\
displacement YI is given by
E(Glt - 0dG.(1
+r
- 02}]
= MjM/lil/llkRl(r -
O2
+ lid
1
1,
!
~
Ryl(r) = E[y,(t)y,(t
,t
+ r)] + r)]
(6.78) wbich bas been used in Equation (6.65) and there is no need for the two summa tions with indexes I and m. Substituting Equation (6.81) into Equation {6.79} and then Equation (6.7i) into Equation (6.78), we obtain the input-output autocorrelation relation as follows:
;.
\l!"J
1'8
i;
E"
j=Ik=1
LL
I/IIJl/luE[lj(I)y"(t
~I
;
Using Equation (6.75) for the normal coordinates Yit), the; cross correlation is
E[lj(t)Y,,(t+r)]=E[f~", Gj(t-Ol)hifJdd8, f~", Gk(t+r

where the generalized force is
8 2)hk(02)d0 2]
(6.79)
Ryl(r)
= J~' t~1 t/l1JI/Ilk

n.
f"' f'"
-co
-00
1 MjM k J~1 m~1 t/llit/lm.

(6.82)
x R'm(r - 8 2
+ 81)hj(Odhk(82) dOl d0 2
II~}I :~1
~' 71...
:fi!l
,fEI
Gi t )
=!i = M
j
where R,.. (r) are the cross correlation functions of the excitations {f} and are defined by
{I/IJVU} , M ]
(6.80) R'm(r)
= E[!t(t)!m(t + r)]
(6.83)
Substituting Equation (6.80) into Equation (6.79), we obtain the cross correlation relation
For autocorrelation functions Ry/(r) corresponding to the response displacement YI(t), the input -output relationship is the same as Equation (6.82) when the
132
6.3.
AN ALTERNATIVE SOLUTION PROCEDURE
133
~~
coordinate 1 for the terms Ry1 (t), t/Jlj. and t/Ju are replaced by the appropriate coordinate Ry/(t), t/Jlj' and t/Jlt. respectively. The input-output spectral density relations can be obtained by the definition
'1
"
Syl (ro) -I fa:> R (r)e-iW'dr - 21t _'" yl
An alternative solution procedure, which we shall present here, is to analyze the problem directly by the same method used for the SDOF systems with no reference to the modal analysis. The only modification needed is to generalize the single complex frequency response function (or the equivalent impulse response function) to a matrix of functions.
(6.84)
I.
6.3.1.
Substituting the result for Ry1 (r) from Equation (6.82) into "Equation (6.84) and making use of the definitions given by Equations (6.18), (6.25), and (6.26), we obtain
It It I Syl(W) = j~1 t~1 t/Jljt/Ju MjMI< 1~1 m~1 t/J1it/JmkS'm(w)Hj(w)H k ( - (0)
II
11
I
Consider the same matrix equation of motion for the linear M OOF system given by Equation (6.71). Let the matrix [H(w)] of complex frequency response displacements be defined in such a way that the stcady state displal.-'COlcnts arc
(6.85)
{y}
= [H(w)]{a}ej(O'
(6.89)
ii !i Ii
L
:1
:~
:i
II
i Il I
I II I ':
I
:
I
where S,.,(ro) are the cross spectral density functions of the excitations {J} and are defined by
where {a} are the amplitudes of the steady state excitations and w is the excita tion frequency. When the excitations are general functions of time defined by
{I(t)}
1 S'm = -2
1t
fco
_00
R'm(r)e-'a>r dr
(6.86)
1 f"'" = 2n _'"
{F(w)}eiW't/w
(6.90)
Again, for the specia.l case of a single random excitation fl(t), two summation operations with respect to the indexes I and m reduce to a single term and we have Syl(ro) =
with their Fourier transforms

{F(w)} =
j,:,lk=1
L L
/I
It
t/J2 t/J2
f~co {I(t)}e-
""
dt
(6.91)
MIJMIk SI(w)Hj(w)H k ( - (0)

j
(6.87)
the response displacement is
which is identical to Equation (6.70) for the TOOF system when the upper limits ofthe summations in Equation (6.70) are replaced by n. Note that when the single excitation is 12() instead of 1.()
SY1(ro) =
{y(t)}
where
= -2 1
]I;
J'"
{Y(w)}e"u, dw
(6.92)
_00
)=1 =1
i i
t/Jljt/Jlkt/JlJ'P2k S2(ro)H j (w)H k ( - w) MjM t
(6.88)
{Y(w)} = [H(w)]{F(w)}
(6.93)
\:
j:
'6.3.
,Ii
!
ii;
1\ &:
Up to this point we have presented response analysis of linear MOOF systems to deterministic excitations and random excitations on the basis of the classical modal analysis. By such an approach, the MDOF problem is first transformed into a superposition of independent SOOF systems in tenns of normal modes and frequencies and then' solved by the method already developed for SDOF systems.
,i
(~
is the Fourier transform of {y(t)}. It is instructive to see the similarity between Equations (5.3)-(5.8) in Chapter 5 for the SDOF systems. Having outlined the solution procedure here, we then concentrate on the determination of the matrix [H(w)] for the complex frequency response dis placements, which are the only new set of quantities in this analysis.
~~.
6.3.2.
Complex Frequency Response [H{w)]
~"'t
The physical meaning of [H(w)] can be clearly revealed from consideration of a simple TooF system for which Equation (6.89) gives the steady state displace
Ii,
il m(
~~
~ :1
~ I ,,'
1
' ,l\
'j.1.
r:
:,~
f~
~~
.,
~:
.3
, '
I lIS f.1
I'
134
6.3.
135
ment of the first coordinate

YI(t)
= [HIlu)a + HJ2(cu)az]e
l
Substituting 1';(w) of Equation (6.101) into Equation (6.100), we find the impulse response is
i ""
(6.94)
hjk(t) =
Furthermore, setting at =1, a2
= 0, and = PI I(ru)e18
11
1 So;' H jk(w)e"'" , do} -2 n _'"
(6. H(2)
H II(CU)
''''1
(6.95)
;!
we have
Yl(t) = PI I e"""
+8u I
The impulse response function hjk therefore is related to the complex frequency response Hjk(w) by exactly the same Fourier integral as that for the SDOF system. The other part of the Fourier pair is then
H ;.(w) =
, 111 . i
~
(6.96)
\1
III ill
I
.l
The last two equations show that the element H II(CU) of the matrix [H(w)] is a complex function of frequency, representing the amplitude PI I(CU) and phase 8 11 (cu) of the steady state displacement response only at the first coordinate to the harmonic excitation of unit amplitude onty at the first coordinate. Similarly therefore, Hjk(cu) represents the amplitude p~({J}) and phase Ojk(W) of the steady state displacement response at the jth coordinate to the steady state excitation only at the kth coordinate. To determine [H(w)], we substitute {f(t)} = {a}ej,, and {Y(I) = [H(cu)]{a}e'''' into the matrix equation of motion,
(m]{Y}
f~", hjk(t)e-
1W
'
dl
(6.103)
6.3.4.
Stationary Random Vibration
I
and obtain
+ [c]U} + [kJ{y}
= {f(t)}
(6.97)
Consider the stationary response displacement .l'i\l) at coordimtle; of il M DOF system to a stationary random excitation at the coordinate k. Again, the random excitation 1;'(1) is assumed to have zero mean value, autocorrelation function Rk(t), and spectral density Sk(W), Our prime interest here is to determine the autocorrelation function Rit) and spectral density Siw) for the stationary response displacement Yj(t). By definition,
Rj(r) = E[YitlYj(1
+ t)]
(6.104)
.f~(I).
~~
~ I~
(- w 2[m]
+ iw[e] + [k])[H(w)]{a} = {a}
In terms of the impulse response function iljk(1) and the excitation response displacement at coordinate j is (6.98)
Yj(t) =
the
iV; :
I
~;
:.JH(cu)] = (- w 2[m]
~
+ iw[c] + [k])-I
where the superscripted - 1 denotes matrix inversion.
f~", I(t -
O)hjk(O) dO
(6.105)
I I~I;
~
i.,
6.3.3.
Impulse Response [h(t)]
Substituting Equation (6.104) into Equation (6.104) gives
t ~
Analogous to the complex frequency response Hjk(w), the element hjt(t) of the
impulse response matrix h(t) is defined as the response displacement at the jth
coordinate to the unit impulse excitation only at the kth coordinate.
To evaluate hjk(t), we refer to Equations (6.9)-(6.93) and write
Rj(t)
= E[
=
f~. fit ~ 0dhjk(O.l dOl f~

o
fi.(t
+r
- () 2)/ljk(O 2) dOl
J
(6.106)
~.
~i
~ ~}I
f:", f:",
Rk(t - O2 + dhjk(Odhjk(02) dOl d0 2
~ ~:
~;
tr . ~rJ
~:I
~ ~j~
Fl(w) =
f~<x> ~(t)e-I"" dt = 1
11:
(6.99)
J ~ ~
I
~
, l~ 1
~
I YJ(t) = hjl(t) = 2
fe . ~{cu)e+i'" dw
_00
which is identical in form to the input-output autocorrelation relation for the SDOF system as given by Equation (5.45) in Chapter 5. For the spectral density of the response displacement YjU),
~.l
(6.100) (6.101)
1';(w) = H jk(w)Fk(cu) = HJ(cu)
. S ,(w) = -1 R ,(r)e-' w , dr ) 2n '" }
f'"
(6.107)
I I j,~: I I ill " ; II I, :11 1 1 '\11 i Ii II

'N
:~!
,
I Ii ~~! i~
{:
~:
ill
ill
11
136
RESPONSE OF LINEAR MUlTIDEGREE-OF-FREEDOM (MDOF) SYSTEMS
by definition. Substituting Equation (6.106) into Equation (6.101) and making use of Equation (6.103) gives the inpwt-output spectral relation,
Sj(W) = If j iw)H jk( - W)Sk(W)
In matrix form,
6.3.
AN AlTERNATIVE SOlUTION PROCEDURE
"i:
(6.108)
[noll,) + [cll,) + [kll y )
{,k,x,; ""<oj}
[c] "'"
'I
~!
.:
!j
~
This again is identical in form to Equation (5.51) of the SDOF system. The only difference lies in the unit response solutions, hJt(t) and Hjk(w), of the determi nistic part of the problem. For the MDOF system, these unit solutions given by Equations (6.98) and (6.102) involve no fundamental difficulty beyond mathematical calculations. It should be pointed out that the preceding analysis of stationary random vibration is restricted to a single excitation lk(t) at the kth coordinate. When ,more than One excitation is considered, as wedid in the model analysis approach in Section 6.1.2, the input-output relations, Equations (6.106) and (6.108), become considerably lengthier. Furthermore, a simple superposition of two responses corresponding to two separate excitations are not valid because of the product terms. Specifications on the excitations must include cross correla tion functions and cross spectral densities among the different excitation pro cesses in addition to their individual autocorrelations and spectral densities. EXAMPLE 6.8:" A TDOF system riding on a vehicle model (Figure 6.3) is set in vibration thr06gh the acceleration xo(t} of the vehicle. For this system (I) obtain the stiffness matrix [k], damping matrix [c], mass matrix [m], and the matrix equation of motion in terms of the displacements {y}, and (2) obtain the matrix equation of motion in terms of the relative displacements.
where the mass, damping, and stiffness matrixes are
Em] - [ml 02 '
OJ
[k] ""
[(k l +k k2)
_ -
- k2] k'
2
[(C
-
+ ell
C2
: :1
2. Substituting YI = Zl + Xo and Yl = Equation (6.111) gives equation,
Z2
+ Zl + Xo
into the
ml [ 1n2
o J{~I} + 12 Z2
[el - ~2}{~1} + fk l
0
(2 Z2 _0
,\11 1
' ,
,~
I ..
li1l1 I
)~:I ,:!! l!
"
IIIIf ~
r
i
~
. wi =
kt/m 1 , Ct/2../k:rn;,
1.
Equations of motion for masses ml and m2 , respectively, are

:::0
el =
(6.109) (6.110)
m~ = k 2 / m2,
Ii 1111
m1 ;1
(klxo
+ CIXO) - (k ll YI + k12 Y2)

- (k 21 YI
- (CII YI
YI
+ Cl l Y2)
+ C22Y2)
IA ==
C2
/2Jk;m;.
m2 /m l
. ~"
mzyz
+ kn
Di,iding all 'e'm, of Equ"io n <6.113) by on, and u,ing 'he P'<ceding po< gives
- 1
[ - 1
Y2) - (C 2I
~r fi~r
,;:
f,;
~b
In
:to(tl
YI(I)
- 1
Y2(11
0J{~I} + [- 0 2ew
Z2
m ~
1
'.
hI
~~\
!fh
li~'I.'
=xo
k2
{a
- 2e 2m 2
2/t{2m2]{~I} + [_ wt
0
Z2
+ Ilwr
- w~
il';l;~, , t ", Mil ~

4;~:
::
\. t... ...:
:.i!;l: i!: g
'/
wh...e the fin' equa'ion j, fu,the. divided by _ 1 and second by identify 11(t) = Xo and 1 2(1) = Xo in this example by referring to E (6.97). As these quantities represent the excitations and are included in E (6.98) Thus for the complex frequency response [H(m)]; we Can Use it direcl
FIG. 8.3.
A TOOF system riding on a vehicle model.
'li!i t
Examples 6,8, 6.9; and 6.10 are based on original work by CrandaH (1963).
[H.(m)] -
- [< + ",x Jc(

2 )
""2<,"', - "'ll <""21'< x"'d ""'l) l' (m iw2c.,,, , .~,

2 _
I
138
RESPONSE OF LINEAR MULTIDEOAEE-OF-FREEDOM (MDOF) SYSTEMS PROBLEMS
;1 It
I
I I I I il I I
I
139
By carrying out the inversion operation in Equation (6.115), we obtain

H u(W)
::=
Bo = - (1
+ Il)wi,
B3 = 0
.8 1 = - (1
+ Jt)2~2W2
(w 2
jW2~lW2 - w~)/A.
H n(W) = (- iw21le2W2 - ILwil/A
B2 = 1,
H 21 (W) = -w 2/A,
H 22(w) = (w 2 .. iw2elwi - willA
Using these constants in Equation (6.119) we obtain E(zr) = So
A = w 4 - iw3[2e1wI
2 - w (wf
+ 2(1 +
1l)~2W2]
+ (1 + Il)wi + 4~telWIW2]
+ 2e1w;;wi] + wiw~ + 1l)~2W2
-
f:
IHzl (w)1 dw
iw[2e,w , wi
(6.116)
= (1tSo/A)[2~lwlwi[IlZ
+ Il(l + 1l)2(wzlw,)2]
+ Il)2(W2/W.)2]2 + 11(1 + It)2(W2/(O,)2}
+ 2e2W2W!{[1
- (1
- (I
Finally, by definition,
H,,(w) = H lI(W) H z2 (w) = H 21 (w)
+ s.; .;iw,wj(l + 1/)2[1 + (I + JI)(W2!W.)2]

[02 - iw(l
+ if 12(0) =
+ Hu(w)
+ ll)wWA
(6.117)
+. 8e~w~(l + Jt)z[(l + It) + (~t!~2)2]]

See the footnote given in Example 5.15 for source of the formulas.
= (- iw2e 1w 1
wf)/A
EXAMPLE 6.10. Determine the mean square relative displacement E(z~) for the TDOF system shown in Figure 6.3, when the acceleration xo(t) of the vehicle is an idealized stationary process with a while power spectrum of So. The mean square value is obtained by iritegrating the area under the appro priate spectral density curve. For a white noise excitation, the spectral density function S'I(W), according to Equation (6.108), is a constant multiplier of the complex response function IH z1 (w)l2, since in this problem the two excitations ltV) and h(t) are identical and hence are accounted for through the complex frequency response function H dw) in Equation (6.117). The integration with respect to 0 can be obtained from Equations (6.118) and (6.119)
PROBLEMS
6.1.
- !~
EI. L
Find [K] for the rigid frame with coordinates
VI' V2'
(See Figure 6.4.)
~ ~ _\~ r~",
\I il
~
- iW3B3 - w2B1
H(w) = w4A4 _ iw3.-4;--
w1A2
+ iwB, + Bo + iwA I + Ao
. (6.118)
FlO. 6.4.
m
l~
_ _ ''2
_ _ "1
"""_
~ 2E{~
IH(wl1
dw
(B~/Ao){A2A~
t ~ ill l tl
I;
A,A.) + A,(Bf - 2BoBo)+ A,(B~ - 28, 8,)+ {BiIA.)(A,A, - AoA,) A,(A1A, A,A.)- AoAi
(6.119)
For our problem with H'I(w) given by Equation (6.117), we have
5m
I! ~
I-
Ao = wiwi,
A2 = w~
Al = 2~lwtwi
+ 2~2W2Wi
A3 = 2~twI
(1
+ Il)wi + 4~1~2WtW1'
A4 = 1
+ 2(1 + IMzwz
/
FIG.6.S.
HII
H
I !~
:
~
140
RESPONSE OF LINEAR MULTIDEGREEOFFREEOOM (MDOF) SYSTEMS
PROBLEMS
141
\~ I I
!:
6.2.
Formulate the matrix equation of motion for the free vibration of the two-story building model. AssulT'-e rigid girders but massless elastic columns. (See Figure 6.5). Find the natural frequencies rot and rol, and the natural mode shapes {Vd and {Vl} for the system with
6.7.
For the undamped TOOF system with given [m]{v}
[k]{o}
I pS
[m]
1
I
= [~ ~J kips/sec 2 in.;
[k] = 500 _ 1 .
6.3.
[ I - 2IJ k' /.m.

:0-1
~Wj; .... hen
\. ;j I
: .: ~ ~ f 1 t"
(;). =
1.
111
';
[m]{ii}
+ [k]{v}
[k]
0;
[nI]
G~J
{12.t1 :'9.2j rad so!\:'.

\,
[,,'1]
(~.70i
kips/sec in.'
I'll Fmd
1\11
".
= 500 [
_!
-~] kips/in.
the steady state displacemem reo.pons,e state harmonic load vector

f (.
m:.:.d~
.P OJ
{II .
I} Po
~m vJl
Use A. = ro 2/500 for simplicity.
6.4.
Determine the matrix equation Jf motion Cor the vibration model with two coordinates VI and 02 showQ in Figure 6.6.
VI
I
I
'. ~
~I.
lJ2
_I
is applied. Use Po = 10 kips and w = 20 rad/sec. (b) Find the displacement {I(t)} at t = to sec in rree vibration when the system is disturbed by initial displacement v,(O) = 0.02 at (It only, that is, V2(0) = 0, 61(0) = 0, and 62(0) = O. (e) Find the transient displacement response o(t) when an impulsive load vector
Center of mass
pet)
= {~} poet)
is applied where poet) is shown in Figure 6.8. 6.S.

FIG. 6.6.
For an undamped three-degree-or-rreedom system with .
'"
Em]
,
I
!{~,.
6.6. 6.6.
For the system in Problem 6.4, calculate the natural frequencieS and mode shapes for the case k, = 2k 1 Determine the matrix equation of motion for the vibration model with a nonuniform rigid bar such that the center-or-mass has an eccentricity of e as shown in Figure 6.7.
VI
[1.0 0 0] 0 2.0 0 kips/see 2 in. o 0 3.0
[k] - 500 [
PoCt) (kips)
-l.s
-1.5
-3
-n
kips"n.
J;
~!)
LI2
...
Mid point A
t~:
J~
~~~j'
II
'~t--e~
of rigid bar of IotaI mass m
Center of mass
..... I (sec)
20
~
WI ,!J
FIG. 6.7.
FIG.6.S.
~~,.
_ _ _---..LIL.
~'t
"I\.:.
t';r
it.;,. li~
: II
,~
142 RESPONSE OF LINEAR MULTIOEGREE-OF-FREEDOM (MOOF) SYSTEMS

Find the natural frequencies {<.o} and mode shapes [rfr] by a simple computer program using a standard eigenvalue program routine and check the results by hand computations. 6.9. For Problem 6.7. find the complex frequency response vcctor {Hv(w)} and impulse response vector {hv(t}}ror the generalized displacement {Y(t)} due to the corresponding generalized load {P(t)}. Note that each of the three vectors has three modal components and
"'
PROBLEMS
143
I:,~j I
t~:i
,:):l
I,i.i IIJ
:li.;
~~
where poet) is a stationary random process with zero mean and white spectral density So (a) Find the autocorrelation vector {R.(t)} for the response displace ment {vet)}, (b) Find the spectral density vector {{.(<.oj} for the response displace ment {I)(t)}.
I~J~I I
~l
~.
{vet)}
= [4>]{ Y(t)};
M"Yn + KnY. =
Pn(l)
:l.
where the generalized mass M n, stiffness Kn. and force p.(t) are given by Mn = {rfr.}T[m]{4>.}, K. = {rfr.}l,[k]{4>.}, and p.{t) = {rfrnrr{p(t)}. 6.10. For the undamped TDOF system of Problem 6.7, consider the excita tion vector
I} I
~I
It
tl' Ii ! ';, t
{pel)}
= {~} Po(t)
and
Po!l)
I~m
'~ l~D
as a stationary random process with zero mean and white spectral density So. '; (a) Find the autocorrelation vector {Re(r)} for the response displace ' ment {V(I)}. (b) Find the spectral density vectol {S.(w)} for the response displace ment {vet)}. 6.11. For the undamped TDOF system of Problem 6.7.; consider the excita tion vector
Ij Ifl GI
.'
t
:k:
'~
{p(t)}
=+ { P.\{f)}
pz(t)
where PI(t) and pz(t) are stationary random processes with zero mean and white spectral densities SI and S2. respectively. In addition, the cross spectral density S; 2(W) is assumed to be a given function of w. (a) Find the spectral density vector {S.(w)} for the response displace . , ment {vet}}. (b) Find the autocorrelation vector {Rv(t)l for the response displace ment {v(t)}. 6.12. For the TDOF system of Problem 6.7., consider the damping ratio ~ = 10% in each normal mode and the excitation vector
't'l I}~"
"' ~~
~:~ i~~
hi
~<~ ~ml :~nl ~

.' 'l~
,.!!J
:li <'Ill
'!};.
<!lj;;
~~
{p(t)}
= {~} poet)
I '';"ri
II
7.1.
SHEAR BEAMS
145
I
I l, I I~. I
CHAPTER
7
fiG. 7.1.
p Yo
s + ~dx ilx
e:JL... 121 ~ p -
RESPONSE OF CONTINUOUS SYSTEMS

:%
--
111
a at2
ty
+ ,Yo) dx
__
-c iJy ai dx 1
S = k ayiiix
,wI
~'!
~
Shear beam with ground motion )'.(1) and excitation p(x. I),
<I
~~, I
~;1

~!
We scek " modnl solution u:; normal coordinates YN)
sum of products of normal modes", l\:) and
7.1,
SHEAR BEAM.S
y(x. t) =
I'" "'Ax) Y(1l

j
j= I
(7.3)
Parallel to our development of the multidegree-of-freedom (MOOF) systems
in Chapter 6, we begin here with the simplest continuous system, the shear
beam, for which all basic concepts and analysis methodology for continuous systems can be adequately brought out with a minimum amount of mathe matical complexity. Furthermore, the selection of the shear beams has the advantage over other equally simple systems, such as a taut string, in that it simulates a tall building, which is of primary interest to structural engineers.
The normal modes for the shear beam

t/lj(x)
1
1 ~'I
'1
= sin WjX
c
(7.4)
with the natural frequencies

wJ
~I ,
:~t
7.1.1.
Deterministic
Vibrati~n
nc = (2j - I) 2L
(75)
Consider a uniform shear beam of length L, shear stiffness k. damping co efficient Cl, and mass per unit length m as shown in Figure 7.1. The beam is fixed at the base with coordinate x = 0 ,nd is free at the end x = L. When the base is given an arbitrary' transient acceleration Yo, the relative transverse displacement y(x, t) is governed by the simple wave equation (7.1).
m
satisfy the free vibration relations and orthogonality conditions

c2 t/1j(x)
+ wjt/I(x) =
(7.6) (7.7)
f LL Jo t/lj(x)t/lk(x)dx = 2,lijk
a2(y + Yo)
at 2
+ CI
a.,
at - k ax" =
a2y
p(x,
t)
(7.1)
Rearranging terms in Equation (7.1), we.obtain the standard form, with wave speed C = Jk[m
where the delta function lijk = I for j = k and is 0 for j +- k. Substituting Equa tion (7.3) into Equation (7.2), multiplying through by '" i' integrating over x, and using Equations (7.6) and (7.7) we obtain the following single-degree-of-freedom (SDOF) systems
Yj(t)
' + PjYM + Wj1 Yj(t) = Git)
!h
tIm
oly
-+ - - C - = -Yo+-ot2 m at ax" m
ClOY
'). 02y
p(x, t)
(7.8)
(7.2)
144
146
7.1.
SHEAR BEAMS
147
I
I
where
l. [ fo
where the autocorrelation of the input ground acceleration j;o(t) is given by

- Yo t
.. ( )
p(x, t)] +- !/ij(x) dx
Ro(t -0 2
+ Od = E[h(t
- 0lljio(1
+r
( 1 )]
0.16)
Git) =
m J~ !/iJ(x) dx
(7.9)
pj = m
(7.10)
For the case of only a distributed random excitation p(x, I), as shown in Figure 7.1, we use the term p(x, t)lm instead of - yo(t) in Equation (7.9) for the general ized force Gj(t) so that the relative displacement y(x, t) of Equation (7.13) becomes
y(x. t) =
Solutions for the uncoupled SDOF systems, Equation (7.8), in terms of Duhamel's integrals are
Yj(t) =
J~ I
co .2:
!/ij(X)
I foo 11. p(Xlf fl. !/i~( d 0 xd XI 0

J
-)
O)!/ij(xl)dXt hj (}) (I{)
(7.17)
f", G)(~
- O)hj(O) dO'
(7.11 )
I
The autocorrelation function for the n.:httivc displm.:cmcnt rCx. II ill this case is
.
where the impulse response functions hj(1) = () for
< () and for
> () arc
R/x. t)
.L L ;;;-fl. 1/,2(X I) tf;;n;-if,f(xzl

O
00
'"
!/iAxl!/ik(.x)_ ..._._____ .
(/x2
I k
U)
hit)
e- II / Z"J}.
sin[wjtJI -
ffJJ/4wJ)]
(7.12)
f~", f~""
rr
-00
E[p(x 1 t - 0dp(X2. 1 + r - (}2)]

dX2
Equations (7.3)-(7.5) and (7.9)-(7.12) constitute the required solution for the relative displacement y(x, t) of the shear beam subject to a ground acceleration jio(t) and a distributed pressure p(x, C). For the special case where p(x, t) = 0, by substituting Equation (7.9) into Equation (7.11) and then Equation (7.11) into Equation (7.3), we obtain
y(x,t)
x tftAXtl!/ik(Xz)llj(O.lhk(02) c/O I (10 2 c/Xl
(7.18)
In the frequency domain analysis, the spectral density function for the relative displacement y(x, t) is by definition,
Sy(X, w)
I f"" = -2
1t
Ry(x. l')e-w, 1/"1.'
(7.19)
J= I
!/iiX)[-
fl. !/i)(X)dX/ Jo fl. !/i](X)dxJf' jio(t~O)hj(O)dO Jo

-00
(7.13)
Substituting RJ.(x, t) of Equation (7.15) into Equation (7.19) we obtain, for the case of ground acceleration excitation jiO(I) only,
S,(x, w)
7.1.2.

where
So(W)
So(w)
j% I k= I
L L
'"
00
ajk!/ij(x)!/idx)Hiw)H k ( - cul
(7.20)
The autocorrelation function Rv(:<. t) for the relative displacement y(x, t) at any location x is by definition, .
Ry(x. t) = E[y(x. t)y(x, t
+ t)]
(7.14)
= spectral density of the input ground acceleration j;o(t)
= r
L
In the case ofonly a random ground acceleration yo(t), the relative displacement is given by Equation (7.1 3). Using Equation FJ 3) in Equation (7.14), we obtain
alk = constants !/ij(x)
J o ' Jo
!/ij(Xt)dXl
)dx 2 (I. !/ik(X l)dX 2! r !/if(xtldxl rl. !/ir(x 2
Jo
Jo
_ ~. ~ R1(x, t ) L... L...

.
)=1 k=1
.1. ( ),1. ( )
'1') X 'l'k X
f~ r~ Ro(t .. + 0tlhiOj)hk(Ol)dO j dOl

2
fo , !/i) (XI) dXI fo
f~ !/iJ(Xt) dX 1 j~ !/ik(X2)dx;z I. ]. I.;Z
= jth normal mode

I
Wj
!/ik(Xl)dxl
Hj(w) = frequency response function for the jth normal coordinate Yj(t)
(7.15)
2-
lW j -
148
7.1.
:(
SHEAR SEAMS
149
For the case of only a distributed random excitation p(x. t). the spectral density function for the relative displacement y(x. t) ean be derived in the same way by combining Equations (7.18) and (7.19).
so that
J: J:
=
E[P(XI, t)p(xz, t
+ t)] dXI dxz
= E[P(t)P(t
+ r)]
(7.24)
. (0) = 2n 1 _"" Sy(x.

x
S"" {"" J~I k~1 bjk!Jtj(x)th(x)

GO -GO -""
J: lL
b(x, - a)o(x2 - a)Rp(r) dX1 dxz = Rp(r)
foo SeO
Jo Jo
[L [L Rp(xl> xz: r
_ O + 0tle-1w(.-6,+0.1 2
ll.1C } Z
x !Jt lXI)!Jtk(Xz)hj(Ot\ei'dO. dO I hk(Ol)e -i<oI', d0 2 dXt
{J(r - ()2
+0
The cross correlation of the modal forces given by Equation (7.9) is then evalu ated using Equation (7.23) as follows:
I)
RJI<{r) = E[GJ(t)Gk(t
+ r)]
(7.21)
S,(x, (0) =
j=
I I I I bjk!Jtj(X)!Jtk(X)Hj(w)H
k=
00
co
== bjk
Jo Jo !Jtj(xl)!Jt(xl)E[p(XI, t)P(Xl, t + t)] dx , dX2
(7.25)
[L fL
k( -
w)
= bjk!JtJ(a)!Jtk(a)Rp(r)
f: f:
Xl' r)
Sp(Xl>
Xl,
w)!Jtj(Xtl!Jtk(XZ) dX 1 dX2
(7.22)
where
where
Rp(X 1 ,
4
bJk = m 2 L2
(7.26)
= space-time correlation for p(x, t)

= E[p(xl" r)p(x2.
t
~
i
The autocorrelation function for the relative displacement y(x, I) is then

Ry(x, t) = E[y(x, t)}'(x, t =E
+ r)]
1:::> ':::.l* .
SI'(X 1 , x2> (0)
= space-frequency spectral density for p(x, t)

1 SOO I = 211: _00 Rp(XI, X2, T)e- .,. dt
+ r)]
Lt
"" (0
!Jtj(x)Yj(t)
JI !Jt~(X)Yk(t
JeO -co J""
_00
'" .&
+ r>}
(7.271
*t~
.),
bjk
= constants ~
1/ J:
m
2
!Jt](XI) dx l
J:
!Jtt(Xl) dX 1
= J~I k~1 !JtJ(X)!Jtk(X)
2 hJ(01)lI k(02)R jk (r - O
+ ddO I {/O2
(7.28)
7.1.3.
Concentrated Random Excitation
Jl k~t
co co
4 ) m2L2 !Jtix)!Jtk(x)!Jtj(a)!Jtk(a)I jk
Consider now the stationary random excitation of the shear beam by a con centrated force located at X = a. The space-time correlation of p(x, t) is speci fied as
E[p(x l , t)P(X2, t
where IJk denotes the double integral

Ijk =
f~"" f~eO h (1I 1)hk (02)R

j
p (r
+ 01
02) dOl d0 2
(7.29)
t)] = O(XI - a)b(xz - a)Rp(t)
(7.23)
where Rp(r) is the autocorrelation function of the concentrated random force P at X = a. Note that b(x , - a) is the Dirac delta function with argument XI - a
Equations (7.28) and (7.29) together constitute the input -output autocorrelation
relation between the relative displacement y(x, t) and the concentrated force P
at location x = a on the shear beam.
,.
" I
,
150
1.1.
SHEAR BEAMS
(ON
151
and
The spectral density function of the relative displacement y(x, c) is

Sy(X, w)
where the cut-off frequency w, lies between the natural frequencies

WN+I
1 -2
1t
f'"
-00
Ry(x, ,)e-I"" dr
(7.30)
~ .~ ~
Since for Ry(x, r) in Equation (7.28) the only term which -contains the argument r is ljb it follows that when Ry(x, r) is substituted in Equation (7.30), the integral with r effects only ljk. This integral can be carried out as
1 21t
First, a review of the analysis leading to the autocorrelation fUllction for the displacement y(x, c), Equations (7.28) and (7.29), shows that when the velocity vex, f) is considered in place of y(x, f), the only modification needed to find the autocorrelation function for t'(x, t) is to change the impulse response functions from hj(J) to its time derivative nj(O). Thus the mean square velocity, from Equation (7.28), is
f'"
ljke-I""
dr
= Sp(w)Hj(w)H k( -
E[112(X)) = Rv(x, O)
w)
(7.31)
=
j=1 k=l
-u;,
where
HAw)
L L m2L2 t/I A>::)t/lk(X)t/I j(a)t/lk(a)I
""
ru
jk
(7.34)
= f~", hj(t)e- I."
where
dt
Ijk
, t ,
I
1 t
,
Combining Equation (7.31) with the rest of Ry(x, r) from Equation (7.28), which is independent of r, we obtain the spectral density function from Equation (7.30) as
Sy(x, w) = Sp(w)
L~. L~ il j (Od i'lW2)U/.(OI

JOC'
_~,
- (l2l {/OI
1/(/2
(7.35)
N) = (I hj(t) = _. I Ir l/t 21t
'. iwH j(w)e"'"
I/tO
J! k~l m2L2
00
co
t/lj(x)t/lk(x)t/lAa)t/lk(a)Hiw)H k ( - w)
(7.32)
and
iwHj(w) =
EXAMPLE 7.1. Determine the ensemble mean square velocity E[v 2(x)) at the location x of the shear beam shown in Figure 7.2 when the excitation is a random concentrated force P applied at x = a, with a zero mean and band-limited white spectral density Sp(w), defined by
Sp(w) = { 0,
"'. hNk-i!U' J
-ru
l/e
(7.36)
Substituting into Equation (7.35)

Rp(r)
So,
We
We
<
<
We
< Iwl
SI"')
(7.33)
= J~
00
Sp(w)e
iW '
dw
(7.37)
and using Equation (7.36) we obtain

ljk'=
f:oo Sp(w)w H (w)Hk(- w)dw

2
j
(7.38)
, ,
Equutions (7.34) und (7.38) together give thc mean square velocity lit l~lCaliot\ x on the shear beam when a random concentrated force P is applied at x = d. To carry the solution further, we assume that the modal overlap ratio
-"'e
"e
;>
'"
FIG. 7.2. A shear beam subjected to a concentrated random load P at x = a with zero mean and a spectral density with cutoff frequency w,.
= modal bandwidth
modal spacing
Wj -
pj
W)-1
elL
mnc
(7.39)
,.:1

,I
:;~ t"'"
152
7.2.
FLEXURAL BEAMS
153
is sufficiently small to permit the following approximation in the sum in Equa tion (7.34):
Ijk
We.seek a solution of the form

IX)
,.
,
~I
= 0
for j
1- k
(7.40)
y(x, t)
where the normal modes
=L
j= I
Yit)1jI j(x)
(7.46)
In view of the limited bandwidth of the spectral density function of the concentrated random force P as specified by Equation (7.33) we make another approximation
I jj
for j > N
(7.41 )
IjI x )
J2 sin jnx L
(7.47)
To evaluate the remaining values of IjJ we use Equation (7.38) with Sp(OJ) = So for the entire frequency range - co < OJ < co as still another approximation. The result is
I
jj
satisfy the free vibration relations

El -4 dx
-P; -
_ rrSo _ rrSom
-c.-'
j=1,2, ... ,N
(7.42)
tJ4t/1j
OJ flAIjI.
(7.48)
,
~
which is independent of the index j and when inscrted in Equation (7.34) yields the mean square velocity
E[v (x)]
2
Here OJ} are the natural frequencies
rcSom (x a ) = ~B I'I' N
(7.43)
OJj
(iY J!i
mjk
(7.49)
where B(xIL, aiL, N) stands for the sum

B ( I'I,N
The normal modes tPJ{x) satisfy the orthogonality conditions
xa)
/;'lm2L2t/1j(x1t/lj(a)
__ 4_ ~
-
422
f:PAljljt/lkdX
(7.50)
, , , ,
2L2 ' -
j=1
sm
(2j - l)rrx . 2 '(2j 1)rra 2L sm 2L
(7.44)
7.2. 7.2.1.
FLEXURAL BEAMS Deterministic Vibration
where m pAL is the total mass of the beam and jk is the Kronecker delta function. We substitute the modal solution, Equation (7.46), into Equation (7.45), multiply through by t/I}, and integrate over x usi~g Equations (7.48) and (7.50) to obtain the uncoupled equations for the Yj(e)
m ( dt 2
d lYi
+ PrJ( + OJjYj = fit)
dy)
2)
(7.51)
Consider a simply supported uniform beam of length L and mass per unit length pA. If the beam is subjected to a viscous damping force C I per unit length per unit velocity and is excited by a transverse force f(x, t) per unit length,the transverse displacement y(x, t) satisfies the following partial differential equa tion:
where the modal exciting force is
fit) =
and the modal bandwidth
foL f(x, t)t/lj(x) dx
(7.52)
EI ~
vX
o4y
+ C1 T + pA TI" = f(x, t) vi ul
oy
. a2y
(7.45)
Pi is given by
j = pA P
CI
where EI is the flexural rigidity.
(7.53)
al
154
7.2.
FLEXURA.L BEA.MS
155
The formal solution to Equation (7.51) is given by the convolution integral
The cross correlation of the modal forces is then evaluated as

Rjdt) = E[JP)!k(t
Yj(t)
= f~", hj(O)!j(t
+ r)]
0) dO
(7.54)
=
where the impulse response function is
i i"
L
nXdtJ!k(Xz)E[f(xl> t)!(X2, t
'
+ r)] dXI dX 2
(7.60)
= tJ!j(a)tJ!k(a)Rp(r)
Il .(t)
O, { e
- 1/2(Pill.
mpj
sm Pj,
<0
(7.55)
I~O
As a measure of the local time average energy density we consider the mean square velocity at the location x
E(1'2)
with
=E
Lt
"') k~1
L
a"
tJ!ix)
r~ i'PJ1J.lj(t
Od dOl
pJ = wJ - fIJ/ 4
The displacement response of the beam is thus
if1k(X)
f'" l;k((11)f;,(t ., .,.
( 2) ilOa
}
(7.61 )
~(x, II =
J!
'" Jl
tJ!j(X)
r~ Il (l1)Jj(1
j
j= I k= I
tJ! j(X)tJ!k(X)tJ!j(l)tJ!k(a)1 jk
O)dO
(7.56)
where ljk denotes the double integral
The corresponding transverse velocity oy/ot is
Ijk
f'", f~tO hj(Od/~d02)Rp(01
"i(t)
( 2 ) dOl
tlO2
(7.62)
vex, t) =
7.2.2.
tJ!ix)
f'" _ '" hAO)!j(t
0) dO
(7.57)
Since
.
",- II j(t)
l
d t fOO
t
Stationary Random Vibration*
= 2'71:
iw/J j(Wk""f tIm
_ ".
'We now consider a stationary random excitation of the beam by a concentrated force P located at x = a. The space-time correlation of !tf~ t) is taken as
E[J(xl> t l )!(X2, (2)] = ~(XI - a)l5(x2 - a)RI'(t z
iwHiw)
tt
'
_to
hj(t)e-
iror
dt
t.)
(7.58)
and
Rp(r)
I
i
where Rp(r) is the autocorrelation function of the force process. Note that ~(Xl - a) is the Dirac delta function with argument (Xl - a), so that
f:",
Sp(w)e
iwt
dw
I I
Jo Jo
(L
fL
E[J(XI, t)!(X2, t
+ t)] dXl dX2 = E[P(t)P(t + T)] =
Rp(r)
(7.59)
the double integral ljk can be expressed in terms of the spectral density S,.(w) of the exciting force as
Ijk
OSee Crandall and Willig (1971).
f~,. f~,. [hi (}. )hk(02) f~"
S/.(wjei",(O.-O,)
elm] (10 1 d0
156
7.2.
FLEXURAL BEAMS
157
(7.68)
Interchanging the order ofintegration and using the complex frequency response function H(w) in place of the impulse resp<mse function h(r), we obtain
Ijk =
G(
L' L' N =.~

X N
}-I
!f;j(x)!f;y(a) =
" IN 4 sin 2 Jrex sin 2 J1ra

j=
ILL
f~", Sp(w>[ f~", hAOI)e- 0)8 dO~ f~", h (02)e-;.,e, d0 2] dw

i
1
This sum can be evaluated in closed form. We find
f:",
Sp(w)w Hj( - :w)Hk(w) dw
(7.63)
G(
X L'L,N
a ) =9 (x I (x - a ) I 9 (x - L + a \) 9 ----r.-,N -2 L L,N )+9 (a L,N) -"2 ,N

(7.69)
EXAMPLB 7.2. Determine the ensemble mean square velocity E[u 2(x)] of a simply supported beam when the excitation is a random concentrated force P applied at x = a. The random force P has a zero mean and a band-limiled white noise spectrum
Sp(w) = { 0,
where
g(~, N) = N + !
_ sin(2N +
2 sin
So,
We
<
<
1[~
1)1t~
(7.70)
we <
Iwi
(7.64)
We take the cut-olT frequency we to lie somewhere b~tween the natural frequencies WN and WN + I . Furthermore we assume that the modal overlap ratio modal bandwidth r = modal-spacing c 1 L2 1).jEllpA
w] -
Wj_1
g2(2j
The spatial distribution of the ensemble mean square velocity according to Equations (7.67)-(7.70) is shown for three values of N in Figure 7.3. The three response distributions have been normalized to have the same average (lengthwise) ensemble mean square velocity. Note the local regions of 50% excess energy density at x := a and x = L - a. The high energy density at the a is anticipated, but the same high energy density at the loaded point x symmetrical location x = L - a comes as quite a surprise. In addition to this
. is sufficiently small to permit the following approximations in the sum of Equation (7.61):
Ijk = 0
for j for j
-+ k
>
N
IlJ = 0
(7.65)
~
(al
To evaluate the remaining values of IlJ we use Equation (7.63) with Sp(w) = So for - 00 < W < 00. This is a good approximation since the contribution to the integral in the range Iwi > We is small corresponding to small Hj(w) for j ~ N. The result is
7[ So 1So I jj = m1fJ) = mc,L'
j = 1,2, ... ,N
(7.66)
,,.,<
which when inserted in Equation (7.61) yields
S 2 1[ o E(v ) = mclL G
where G(xIL, aIL, N) stands for the sum
(x a ) Iff: N
(7.67)
i.;:
(bl
~ .~
a.
L.-a
1
L
(el
FIG. 7.3. Sra1ial variations of the ensemble lUcan square velucity for excitation handwidth corresponding 10 (u) N 10. (b) N = 20, .... nd .) N = 40.
158
1.3.
THIN PLATES
159
(7.7S)
interesting result we note that the number of participating modes goes to N = 40, which is a great deal more than the usual deterministic case where a few modes are generally sufficient to determine the dynamic response.
D/',.4t/Jjp
= ptWJpt/Jjp
where the Wjp are the natural frequencies
7.3. 1.3.1.
THIN PlATES* Deterministic Vibration
(Ojp
[(tY + (~:rJ~
1 4n f~ ~ = LxLy ,{pc
(7,76}
Consider a simply supported uniform rectangular plate with dimensions L" by Ly by i and mass per unit area pt, If the plate is subjected to a viscous damping force C 1 per unit area per unit velocity aQd is excited by a transverse force f(x, y, c) per unit area, the transverse displacement l\I(x, y, I) satisfies the p'drtial differential equation
These .frequencies are not uniformly. spaced. The average modal densit (' . per rad'Ian per second) I's I Y /I Ie average number of naturaI rrequencles ." ' lOwever independent of frequency. We may thus spea k of an average Spacing b ' etween resona.nces
/',.w
(7.77)
D /1
+ C1 at + pc iff = f(x, y, c)
Ow
a~w
(7.71)
Subst~tuting Equation (7.72) into Equation (7.71) We obtain the uncoupled equations
m(
d
- 4 /1 -- i'Jx
a4
+ l)x -2 - + ti - l)y2 4
y
4 a
4 a
7 W jp + {ljp dWjp -di- + (Ojll\Vjp
2.) .Ii/IV) .
=
(7.7g)
where 0 < x < Lx, 0"< y < L y, and D is the flexural rigidity. The procedure we follow to obtain the response of the plate is parallel to that given for the flexural beam in Section 7.2. The only differences are associated with the doubly infinite array of modes for the two-dimensional plate as compared with the singly infinite set of modes for the one-dimensional beam. We seek a solution of the form
w(x, y, c) =
where the modal exciting force is

fjp(l) =
Jo Jo
fL, fl.,
I(x, y, r)t/Jjp dx dy
(7.79)
and the modal bandwidth is

J= I
L L
p~
.., '"
Wjp(c)!/tjp(x, y)
(7.72)
PiP
= pt
CI
(7,80}
where the !/tjp are the natural modes of the simply supported plates
'l'jp
.h
jxx . pny = 2' sm-smLx

Ly
(7.73)
Since Equation (7.78) is identical in form to Equation . (7.51) forthe fi exuralbeam we can proceed by analogy to the formal solutIOn for the transv ) v == OW/(It on the plate erse velocity
v(x, y, c) =
which satisfy the orthogonality condition
Jo Jo ptt/J jpt/Jkq dx dy
fL. fL,
j~l p~1 t/J}p(X, y)

IX) '"
fro
_'" h}p(O)iJp(C - 0) dO
6
(7.81)
= m6}p 6kq
(7.74)
1.3.2.
Here m =pcL"Ly is the total mass of the plate that also satisfies the free vibra tion equation
See Crandall and Wittig (1971),
We now consider stationary random excit~tion of the plate by a conCentrated force located at x = a, y = h. To model thiS we lake the Space-lime correlation
SeeCrandall and Wiuig(19111.
160

7.4. ALTERNATIVE SOLUTION (SHEAR BEAMS)
y
'I
I I I I
161
of the excitation to be
E[f(X1'Yb IdI(x2' Y2' (2)] = S(XI - a)S(X2 - a}6(y! - b)6(Y2 - b)Rp(12 _ II)
(7.82) which implies that the cross correlation of the modal forces is
E[!jp(t).hq(t
Lyl3
7'
/'
+ r)]
= IfJ jp(a; b)lfJkq(a, b)Rph)
(7.83)
/' Ly/3?
Pj--/-r//-
(x, y) due to the excitation at the location (a, b) is

00
By analogy with Equation (7.61) the mean square velocity at the location
J (',()
LI? /'
/'
(' <
--y/'
//
E[V2(X, y)]
j= I p= I k= I q= I
I I I I
IfJ }p(X, y)lfJkq(X, y)IfJJV<a. b)lfJkq(a, b)[jPkq
(7.84)
t-- L)2+L)2-1
(5/
:1
when [jPkq is evaluated in terms of the input autocorrebtiol1 function iHld the modal impulse respnnsc functions
FIG. 7.4. Distribulion of ensemble mean square velocity for wide-band excitation P applied the point x == 1.,/2 and y = 1.,/3.
,II
ljpkq
,=
i
f.~,. I~,. ilill(O, 'J~kq(:'2)RI,(l1
(2)
,lOl llOl
(7.XS)
because of the irregular limits for.i and p, which are required to include only those modes whose natural frequencies lie below thc cut -off frcquency. We write
E[v (x, y)] = mctLxLy
2
or in terms of the input spectral density. and the modal frequency response functions
rcSo
(jjjll<~t
IfJjp(X, y)lfJlv(a, b)
(7.89)
Ijpkq =
I-:
i,l>
Sp(w)w H Jp(w)H kq ( - w) dw
(7.86)
As before, we take the input to band-limited white noise as given by Equation (7.64). We also assume that the average modal overlap ratio
r=
spec~rum ~e
modal bandwidth = Pjp c. LxLy _= _ _~ average modal spacing Aw 4rc.Jiiiij
(7.87)
The result of considerable computational skill, which we shall not discuss here, leads to an ensemble mean square velocity solution exactly similar to that of the flexural beam. The distribution of mean square velocity, as a function ofxand ywhen the random load P is applied atthejoint x = Lx/2andy Ly /3, has been obtained. It is extremely interesting to see a tic-tac-toe pattern in the two-dimensional sketch of Figure 7.4, which can be obtained experimentally by putting sand on a rectangular plate with a single random force P. Crossing lines in the plate represent the lines of high energy density.
ALTERNATIV~
is sufficiently small to permit approximations analogous to Equation (7.65),

that is, we only include in the summation in Equation (7.84) those terms of
I)p4q for which j = k, p = q, and the associated ~atural frequency w jp is less than
the cut-ofT frequency. For al\ such terms
nSo nSo [ ---=-_. m 2p,p mC L L
,pjp -
7.4.
SOLUTION (SHEAR BEAMS)
1 x
(7.88)
Evaluation ofthe plate summation in Equation (7.84) is, however, fundamentally more difficult than that of the flexural beam summation in Equation (7:.61)
In the previous analysis for the shear beam problem, we take advantage of the classical model analysis method to first simplify the problems by transforming them into uncoupled SDOF systems and then solve these SDOF systcms by either the time domain or the frequency domain superposition method, using impulse response and frequency response functions, respectively. Clearly, we may reverse this solution procedure by using the time domain or frequency domain superposition idea first and express the solution in terms of either the impulse response function or the frequency response function of the
rI
H
162
7.4.
ALTERNATIVE SOLUTION (SHEAR BEAMS)
163
(7.96)
I !I
:1
.j :~
original system (as versus the uncoupled SDOF systems). Then the task of evaluating the impulse response or frequency response functions follows. In this procedure, we are not restricted by the existence of modal solutions to the problem.
H~.(x.w)='
'" f
-,.,
hr(X.ljc-i""dl
z
"
'.
7.4.1.
The subscript F indicates shear force so that, as usual, hf(x, t) is the response shear force of the beam to a unit impulse excitation; that is, for the special case where
Yo(t) = 15(1)
I I
Consider the simplified shear beam problem with no damping. When the beam is subjected to a horizontal ground acceleration yo(tl. the total transverse displacement yo(t) + y(x, tl, as shown in Figure 7.1, is governed by the simple wave equation
m
(1.97)
The associated term H ,,(x, role/"" is the response steady state shear force to a steady state excitation
ti ( y +_~)
I I I I I
I I
ot 2
= k l)2( Y
ox
+ ~)!
2
(7.90)
Yo(t) =
ei(Uf
(7.98)
Note the difference between Ihis impulse response function Itt,(x, r) and ITPI from where the ground displacement yo(t) is added 10 the relative disphlccment y(x, I) in the derivative with respect 10 x bee.lUs\: yo(1l is imlepenliellt 01' the location x. Let the total displacement (Yo + y) be denoted by z(x, f), then
Equatioll (7.12), The lil'st is a function of x whereas the second is ass()t'iated with the ,ith mode of the problem.
In terms of the unit solutions, the response shear force is

F(x, I) ==
\
(7.99)
iJ2 z .
-= 2 c -
ot
iJ2 z
iJx 2
(7.91)
fa> j;o(1
t)lId x , tl tiT
where the wave speed is c=
or from the frequency superposition is
Jfn
(7.92)
F(x, t)
= ...... 1
2:n: - w
f'"
Ht(x, ro)e"'"
, [fa>
00
Yo(t)e- UUr tit dw
'1
(7.100)
The boundary conditions are zero shear force at the free end on top of the beam
(Figure 7.1) and specified transverse acceleration at the fixed end at the bottom,
,
that is,
7.4.2.
Impulse Response hdx. t)
..-/
F(L, t) = k oz(L, t)
~=O
(7.93)
a z(O, t)
~ =
2
yo(t)'
(7.94)
The shear beam is assumed to be initially at rest. For the solution of the shear beam problem defined by Equations (7.90) (7.94), let us introduce for the shear force F the impulse response function and frequency response function, respectively, as follows:
hl'(x, I) =
r,.:;"
Unlike the pair of unit solutions hj(t) and Hj(w), which are governed by the uncoupled SDOF systems and hence are already available from analysis of SDOF systems in Chapter 5, this pair, hF(x, t) and HF(x, w), must be evaluated from the formulation of the problem as follows: First consider thl! unit impulse response hF(x,t) to the unit impulse accelera tion excitation YoU) = a(O, t) = o(t), as shown in Figure 7.5 together with the velocity v(0, t). To solve for hF(x, t)= F(x, t) under this special excitation we begin by examining the governing equation, Equation (7.91). As a standard one-dimensional wave equation of the hyperbolic type, it is well known that there exist two characteristic lines defined by
dx = dt
(7.101)
2'~'1t S' " _
H,.{x, w)e'W'dw
(7.95)
0'..
which represent straight lines in the x-t plane with slopes
c. Sincc c = .Jk/III
~~ I
" . f~
I:; I '~
HI
164

oft)
",'
7.4.
165
':1 ,;; ')J
il
'"
F4
I! I
il
alO, tl
LI
VUU<~
P
F3
:. ,
I'
i
FIG. 7.5.
1:1
:1
wI
v{O,l)
t-I- - - - - . . , . - - - -
r4'l~.qz~
I.
Ii
Ground '~cceleration excitation and its associated ground velocity excitation.
1: rN/Z(UJ'l.(/AS\.~//~
o~~-+-~~
tal VelOcities,
IJ
is known as the wave speed, the characteristic lines represent the trajectories of the leading wave front. In the x-I plane shown in Figure 7.6, the characteristic lines are inclined lines that are drawn starling at the origin x = 0 and I = O. For the wave solution behind the wave front we find that Equation (7.9l) admits the well-known solution of the form
(hl Shear torces, Jo'

"f(X, tldue tp an
FIG. 7.6. Waves of horizontal velocity v(x. t) = h.(x, t) and shear force F(x, II impulse ground acceleration a(O, t) = .5(1).
z=
I(t ~)
(7.102)
V
= at
oz = f' (x) t ~
(7.105)
in which 1 is any function that can be differentiated twice. The shear force is found by its relation to the slope of the beam
F=k5
ox
(7.103)
and the solution, Equation (7.102).
f'
~i
Inspection of Equations (7.102), (7.104), and (7.105) show that c is the velocity of the wave of deformation as well as force. Furthermore, since the simple wave equation, Equation (7.91t is linear and homogeneous in z, any number of waves represented by Equations (7.102), (7.104), and (7.105) may be combined by superposition. The criterion for combining the wave solutions is to satisfy the specified boundary conditions given by Equations (7.93) and (7.94). For the unit impulse response problem the specified ground acceleration is
F= .
~f'(d:~) c c
02 Z
(7.104) .
'-~:
iJt 2 (0, t) = a(O, t) = o(t)
(7.106)
The velocity of the beam has the solution
and 0(1) is the Dirac delta function shown in Figure 7.5 l!long with the llssocilltcd ground velocity v(O, t).
166
7.4.
167
I I I I I I I I I I ,I
. ;
In Figure 7.6 the ground moves according to the curve Vo shown as a unit boxcar function of t at the bottom. Then from EquatioQ (7.105),
which satisfies the required boundary condition that v(O, t) = I in the time interval 4L 2L -~t~e c Therefore, no new wave is needed at the time interval. This may be considered as requiring a new wave of zero magnitude. A review of the waves of horizontal velocity v(x, I) and shear force f(x, t) in Figure 7.6 reveals that the waves are periodic with a period of 4L/c Con sequently the wave solution for the velocity v(x, t) = II,.(X, I) and shear force f(x, t) = hF(x, t) are, respectively,
hu(x, t)
v = Vi!
=;
f'(t)
= Vet) - U (t -
L 2e )
(7.107)
where V is the Heaviside unit step function, and 2L/c is the time required for the wave to travel from the bottom of the beam x = 0 to the top x = Land back. The movement creates a wave that travels upward and according to Equa tion (7.105) contributes the velocity
1'1
. /( x) ( x) (
= ft."
= V
t -
-.
V t - x .... - 2L) - c (.
(7.1 08)
Curves representing 1'1 arc shown in Figure 7.6<1 at different elevations, x = and L. These curves lie within a belt that has a slope c relative to the axis of t. The corresponding shear force according to Equation (7.104) is
L/2, 3L/4,
L/4,
= VI +
V2
V3
+
V
V4
+ ...
c c
=V
(t _~) c
V( _
(I _~ _2L)
1+-(-.
f)
=- ~r
c
(I - x.) = - ~ V(t. -:) + ~ V(r _2L)

c c c ("
C
(7.1 09)
X + V ( t+-,-. -
2L) - V (
(
x -
4L)
8L) + ...
21lL
and is shown in Figure 7.6h. When the wave"l and 1-") reaches the top of the beam, u new wave I' = V2 and f f 2 is created, which travels downward. The V2 and f 2 must be func tions of I + (x/c). Furthermore, the boundary oondition at the top of the beam requires that
~.~~.~~) _
V ( _ x
~. ~~:)
- 6L) +V(1+X --~-- -
xV t +c-
fl
+ f2
= 0
(7.110)
These requirements are satisfied by the solution

V2
Jo (_1)n[v(t - 2n\+ x) + v(t _

hf(x, t)
+(~L
-X)l
(7.114)
xf ( t + c-
2L) = V (t + x e2L) x 4L) - - V (t + c-
(7.111)
= f I + F2 +
+ f 4 + ...
I-
f2 = +
k ( +x - 2L) k ( x - 2L) k ( x - 4L) crt c - = cV t + - e - - cV r + - e (7.112)
=c -V t -
k[
+V (
( c x) +V ( x - 2L) c c 2L) -V (t+-x - 4L) t + --.'

X -
Figure 7.6 shows block waves representing V2 and F2 and the combined values VI + V2 and f 1 + f 2 at different elevations. It is noted that V = 21'2 at the top. When the wave V2 returns to the bottom we have, from Equation (7.111),
- V(c - x : 4L) + V(I _ x +c 6L)

X +V ( t + -c
-t 1
;
I
i ~ I
I
:1
v(O, t)
= V2(0, t) = r
= V
(I _2~)
(7.113)
6L) -V.(t + x- - 8L) +,..

e
-
iI
;:?,
(t - ~~) - V (c - ~~)
~ n[( = k C n~o (- 1) V 1
2uL + 2L.'I:) --c----
( 1 - 211L
+ x)] (7.115) ----c---
l:
I
1
'I
~ ,.
I I
168
7.4.
169
{7.1231
Note that in Equation (7.114) a total of eight terms are given in detail corre sponding to Vl-V4' Of these eight terms, the first and the third correspond to 11 = 0 in the summation, whereas the second and fourth correspond to 11 = I. In Equation (7.115) a similar combination of terms is used.
7.4.3. Complex Frequency Response HF(x, ro)
HJx, w) ==
- 1 ( sin wL. sm wx _.
wL + cos wL -- cos (J)X)/ cos-

C C C
C"
From Equation (7.119) the complex frequency response for the shear force is
H p(x, w)
II
= we -k ( cos wL cos wx c e
Sill -
. wL .
sm -
((IX)
c
cos wL e
(7.124)
Let the steady state ground acceleration excitation be specified by
II
i
j
yo(t)
02z(0, t)
=e
7.4.4.
iWf
(7.116)
and the steady state response shear force by

F(x, t)
11 11 ] 11
1
1
:1
= H p(x,
(1)
)ei ."
(7.117)
This shear force is related to the steady state displacement z by Equation (7.103). Using this relation and the definition
Z(X, t)
Now consider that the horizontal ground acceleration YoU) is a stationary random process with zero mean, spectral density function Sew), and auto correlation function R(t). The mean value, spectral density function, and the autocorrelation function for the response shear force can be determined in terms of the excitation process and the structural properties by exactly the same formulas, which have been developed for the SDOF systems. The stationary mean shear force is
E(F) =
'I
= H .(x. W)ei""
(7.118)
t",
E[jio(t)]hp(t - t;dt = 0
(7.125)
we find that
Hp(x, (0)
The spectral density for the shear force is
= k oH.(x, (0)
ox
(7.119)
Sp(X, w)
= H F(X, w)H;(x, w)S(w)

= H~(x,
26)
Thus HAx, (0) can be obtained once H%(x, is determined. Substituting z(x, t) of Equation (7.118) into Equation (7.91) gives
00)
I~
I I ,I
f.
d H. dx 2
+ (00)2' _ Hi<
e
where the complex frequency response HF(x, w) for the shear force is given by Equation (7.124). The autocorrelation function for the shear force is
(7.120)
RF(x, t)
which is an ordinary differential equation for H.(x. (0), considered here as a function of x only with parameter w. The boundary conditions of H.(x, w) can be evaluated from Equation (7.116) as
f:", f:..,
R(t
+ 01
02)h p (x, O\)lrf(x, 02) (WI
(lOl
(7.127)
- w 2 H.
and from Equation (7.93) as
= I
at
x=o
(7.12)
where the impulse response hp(x, t) is given by Equation (7.1 To gain some insight into the stationary random response of the shear beam, let us consider the idealized case where the excitation process is a white noise with uniform spectrum So and autocorrelation 2n:So()(t). The response mean square for the shear force from Equation (7.127) becomes
'-,,',
dH, =0
dx
at
x=f.,
(7.122)
E(F2)
= RF(x, 0) =
I!
The solution for H.(x, w) that satisfies the governing Equation (7.120) and the boundary conditions, Equations (7.121) and (7.l22),is
f:", f:", = f:",

2n: So
2n:Sob(8\ - 8 2 )h p (x, 8\)h f (x, 8 2 ) d8 1 d0 2

(7.128)
hi(x,OI)dO I
;"
~ ~i
:llj
.'<j
170
7.5.
DAM-RESERVOIR (VERTICAL EXCITATION)
171
at1
fj
:=;
Iii.
I I I' I III I I
I I
I I
i
.,
This last integral can be carried out most efficiently when we consider the graphical presentation of Equation (7.115) for the impulse response hf(x, t) in . Figure 7.6b. Due to the symmetry and periodicity of hf(x, tl, the relevant part of the integral in Equation (7.128) covers only one quarter of a period In the time axis. For the first quarter period Lie, the impulse response function hF(x, t) is zero at location x before the wave arrives at x and jumps to a value of kle according to Figure 1.6b. Thus at location x, the relevant part of the integral ill Equation (7.128) is simply
random excitation that only lasts for a finite duration. First we shall introduce a damping meclulllism 110t on the shear beam problem but on a dam rescrvoir problem which, however, is mathematically analogous to the shear beam problem. For nonstationary excitation and response, we shall discuss the subject in Chapter 9.
7.5.
LIC
k2 dt k
e
=
7.5.1.
(L - x)
Formulation
(7.129)
As shown in Figure 7.7 we consider here the random vibration of a dam reservoir system subjected to a vertical ground acceleration. Assuming a onc dimensional motion, a rigid dam, and an elastic reservoir foundation, the vertical displacement u at time t and location y for the foundation and ttie water, respec tively, are governed by the simple wave equations
(,2.,
xlc
The mean square value of the shear force is therefore

E(F2)
= 2nSo 3' n(L

e
k2
- x)
(7.130)
where n is the number of wave passages. Eaeh walle passage is represented by a characteristic line in Figure 1.6b. As the number of waves approaches infinity in the case of an undamped shear beam, the mean square response shear force of Equation (7.130) also approaches infinity. Such an idealized answer is analogous to that of the un damped SDOF system where the mean square response to B white noise process tends to be unbounded because the stationary excitation has an idealized infinite duration and there is no energy disicipation mechanism. It is also instructive to see that the unbounded mean square force response, Equation (7.130), can be obtained through a frequency domain analysis using Equation (1.126). Thus, for simplicity. we consider the mean square shear response aUhe base of the beam x = O.
_ .... = 2
al ot 2
Co .........
2 (,2"
iJy2
for y
(7.IJ.1)
2 iPu u _ _=c 2 i)
oy2
forO < y
(7.134)
where c~ = lo/Po is the wave speed in the foundation and c is that in the water. Neglecting the surface wave effect the boundary conditions for the hydro dynamic pressure pare
p(H, t) = 0, p(O-, t) = p(O +, t)
(7.135)
I' I
11'1
ILl
I I
~
E[F 2(0)] =
f~<D SF(O, w) dw = 2
f'
The pressure is related to the displacement by the compressibility law

i)u
H;(O, w)So dw
(7.131)
p = - l i)y
where l is the bulk modulus of water. The system is initially at rest.
y
(7.136)
Using the complex frequency response of Equation (1.124) in Equation (1.131)

~~
.
E[F2(0)] = 2So
.
i
0
oo
(k)2 dw ..... co - 2
C.W
(1.132)
y=H
~ l
t
"
I
K :
We have selected the undamped shear beam problem to introduce the alternate method of analyzing random vibration because of its simplicity. The idealization leads to an unbounded response statistic, which must be modified if the response analysis is to be practically useful. To achieve this objective, two improvements on the formulation of the problem can be made. One is to introduce a damping mechanism. The other is to consider a nonstationary
y=O
FIG. 7.7.
Dam reservoir system.
H
~
I
172
RESPONSE OF CONTINUOUS SYSTEMS 7.5. DAM-RESERVOIR (VERTICAL EXCITATION)
I I " III il I II Il I
~
173
The excitation of the system is the vertical ground acceleration
according to Equation (7.1 36) and are shown in Figure 7.8b. Finally the bound ary condition, Equation (7.135) at the interface requires that
a u(o, t) =
iJt 2
7.5.2.
uo( t)
(7.137)
or
PI(O-, t)
+ Pl(O-, t) = P3(O+, t)
Impulse Response Function*
A comparison of the formulation for the dam-reservoir problem with that of the shear beam problem in Section 7.4 shows a mathematical analogy where the hydrodynamic pressure P here corresponds to the previous shear force F. The only difference is the additional boundary condition of continuity of pressure at the water-foundation interface, Equation (7.135). This condition and the wave equation for the elastic foundation, Equation (7.133), with its basiosolution
V(y, t) =
lo (1 Co .
lX)
~ (i + lX)
C loc - leo CoPo fP = loc + lco CoPo + cp
(7.140)
lX
f'
(t t)
for y ,;;; 0
(7.138)
t '.
'I
t
are used first to derive laws of wave reflection and refraction as it encounters the interface as follows: Refer to Figure 7.8a. First we consider an upward moving particle velocity wave VI' After encountering the interface, a reflected wave t'2 in the rati.o of lX and a refractcd wavel'l in the ratio of 1 + lX are generated Sli Ihal lit the intt;rfan' r- n.
", I I'~
..
(I I .lIFtt) "-. I'J
17139)
I III
~ ;~,
In the meantime the associated pressure waves PI' Pl' and P3 are determined
U3
(l
+ alr(t
- +)
P3 =(1
'<l~r( t
~)
, ... i ., I
:
~
Interlace
y=o
where the constant ex representing the ratio between the reflected wave and the incident wave is called the reflection coefficient. When the foundation is rigid. Co approaches infinity and the rcflection coemdent becomes unity. Note that for an upward moving particle velocity wave, the reflection ratio is + lX whcrclis the ratio is - lX for an upward moving pressure wave (Figure 7.8). For a down ward moving wave it can be shown in a similar manner that the reflection ratio is - lX for particle velocity and + lX for pressure. Now we consider the impulse response function h,.(}'. r) due to an input Dirac (idea accch:rati(l\l incident wave. which is equivalent to a Heaviside ullit step particle velocity wave as shown in Figure 7.5 for the shear beam problem. To construct the wave solution, we refer again to the }'--t plane with inclined characteristic lines as shown in Figure 7.9 and superimpose basic wave solutions in such a way as to satisfy the specified input particle velocity at the interface and the boundary conditions, Equation (7.135). For particle velocity waves, the condition at the water surface y = H is to have 100% positive reflection. At the bottom interface the downward moving wave of particle velocity reflects in the ratio of - IX. The input particle velocity is a Heaviside function of time U(t) at the interface. First consider a boxcar function of particle velocity wave VI with unit magni tude and width 2H/c moving upward in Figure 7.9 in exactly the same manner as that for the shear beam of Figure 7.6.
= U
HI
;\
VI
UI
(t - ~) - (t _~ ~ 2:)
U
(7.141)
=r(l- ~)
(a)
U2
= ar(1 + ~)
PI
AO ( /-y' ) =-r 'Co co
P2 = -a~r(1 + !) Co c
(6)
when the wave III reaches the top water surface y moving downward is created with
t'2 =
H, a reflected wave
t'l
FIG. 7.8.
Reflection and refraction of upward' moving waves allhe interfaces.
I
115
See Newark and Roscnhluclh (1911).
y 2H) - U ( r + -(-.y - 4H) tT ( r + -(-:-
(7.142)
~.,
>,
I
174
y
1;1 II I.
I.
II III ~I
~I ~II
~I
~tl
I,
1.5.
175
created with
Vs = (I - (X) [ V ( 1
JI 4H) + -c-' -
- V
(. - 6H)] +y --(-~1
(7.145)
In this way. the impulse response function for the water particle velocity is
y=HI
~~~Wff{{{{$~~<~'''?';;~?~)o
hv(y, t) = t'. +
112
+ ...
= U (/ -
~) (
(I _t _ 2H)
(' ('
Y +V ( 1+-(-.-
2H)
('
J' V t+-(-.
4H)
Y- -.
C
.+ (l - (X) [ y - V(t - -
2H)
C
(t -
4H)]
C
+ (I
a>[ V (t + -c 4H) - V (t + -c 6H)]

y y
(X
2 [ (I + (X) V
~ ~mmmi'Jm77J~j.1W4(~~,-W//./'J???0'//.AJ
Ty
+ (I
+ (1
V
- 'Y -
4H) c
--
I - 'V -
611)J ('
o
=O
FIG. 7.9. Waves of water particle \<elocity v(y, I) = h.,ly. I) due to an impulse ground accelera
tion u.,(/1 = <'i(/) in the vertical direction.
~'HC+'HC+'I/"'+
V3
.::LI
-.
ItT
- (X
6H) y - 8H)] + ... + (X2) [( V t+Y -c - - V (I + -,-:-
y) + V (t + --c y- 2H) ( C - (XV t - Y -

- 2H) - (XV (y t + --4H) (
1 C C C
When the wave Vl reaches the bottom interface y = 0, a reflected wave v) moving upward is created with
= -
+ a2V
f!:=
(t _E _ 4H) _ V (t _ c c c
(
:!:'. _
6ft) + aV
c
(t-
:!:'. _
611)
c
a[V
(t - ~ - 2:) - (t - ~ - 4:)]
U
(7.143)
- a V t - ~ -:- -;;-
.2
Y 6H) + rx V
2
y - 6H) + --c+ ...
This reflected wave now superimposes on the second boxcar input wave
V4
= V
= V (/ -
~ - ~~) c c
(I _!' - ~l!.)
. c
c
(7.144)
y) + V (t + --cy- 2H) (t - ~ - a.V ( + y -c 4H) + ...

<Xl [(
rxV t -
(y 2H) C- -;;
to form the upward moving wave V3 + V4' When this combined wave reaches the top water surface y = H, again a reflected wave Vs moving downward is
hv(Y, t) = "~O ( - a)" V t -
2nH + c
y) + V (t -
2nH +
2H - y)] ,(7.146)
176
The impulse response function for the pressure is related to that for the water particle velocity by
p(Y, t)
A -0 y
OU = +- ,1,( Y) f' t c - c
+- A v(y, t) c
(7.147)
111
I) I
1'1 Ii I I~ I It I Iii
'f
~
as shown in Figure 7.10 for each individual wave in the superposition process. To conform to the boundary condition at ,the top of the water surface, the pressure wave must have 100% negative reflection. At Ute bottom interface, a downward moving pressure wave reflects in the ratio of + IX. Referring to Figure 7.10 we have
"0
" ~
hp(Y, t) = PI + P2 + ...
=
"
"I'"
"ii
t
~ [ U (t - ~) - U (t - ~ - 2:)]
A[ (l + Y-c 2H) Y-c 411)J -c U - -U ( l +
:;
c
til
""
C :::I
::!
Ie
.5
2
0.
+ (l
.A [( Y 7' 211) - U ( Y IX); U ~ ~ 41I)] 7

l l -
"'I"
I
"'"
"" II
:::I
...
::.
....
"ii
,l [ ( - (I - IX) c U t
Y411) +c - -
U t
Y c+-
611)J 611)J
::!
::.:.
15:
a
~
l:!
2 A[ +(I-a:+IX)C U(t- Y
411) . U ( c c
Y t-~-c
0.15 .~
E. u E ...
.!:
.j
III
,.11
hp{Y, t)
(t + Y -c 6H}_ U (t + Y -c 811)J+ ... = t ~.[U(t - 2nH + Y) - U (t - 2nH + 2H Y)]<(I - IX + a: 2 ) ~ [ U

IX)"
n=O C C C
i'E .<:: >

'OJ:!
.g~
c."
~~
~
., c:: ... > .
., -
(7.148) Note that h,(Y, t) differs from h.(y, t) only by one factor Ale and one sign for the downward moving wave components, which are repreStmted by the second term in the summation. Note also that A = c"p so that 1ft .;" pc. lt is important to note thilt, as shown in Figure 7.9, the iaput particle velocity from y = 0- to Y = 0+ across the interfacqhali a constant magnitude of unity for 0 '" t, as required. The resultant particle velocity at y = 0 +, however,. consists of the unit magnitude input, the wave coming down from above, and the reflected wave. It is in general different from unity in magnitude except for
III
11 o~
~
:t::
"
H~
ii: .;:
ci g
":-3
!":-!!.
-<I" ~
~l
177
178
7.5.
hl'{l/.I)
179
Ii:
I~.I
~1;
I
I
the case of a rigid foundation where (7.146).
IX
I. The resultant is, from Equation'
. IX, [( v(O, t) = 1t,,(O, t) = n~o (- et)" U t - -c-
211H) + U (t - 2nH c + 2H)J
(7.149)
For the other important response functions, namely the shear force F and overturning moment M on the dam due to hydrodynamic pressure, the respec tive impulSe response functions can be derived by the foflowing simple relations:
il,..(y, II
h"
I)
111
1'1
ll
h,,(Y. I) dy
II~'(J', I) dy
)'
--r
1
t
I
I'MU', t) ""
5
)'
11
(7.150) .
V&'/Il
I" ,,,1
,,:r~ ( \
~I
"
I) given hy EqualiOli (7.14!!). To I:arry nul these intcgnltions. it is convcnicnt h) lakc advantage ofLhc periodicity alld symmetry of hp(Y, t) as shown in Figure 7.11 such that only one quarter of a period in time is needed for intc~ration. Thus for 0 ::;; I.::;; HIe and for loc,itions behind the leading wave, that is,
alld the solution for il,.CI,
--'r
I
11
for 0 ::;; y::;; el,
'
---.l.
(7.151)
vac////&'A
i, , , , , , ,~
V'//// i
+ IX) hp(Y, I) = pc ( ' "-2

hf,(y, t)
f = Jy
el
h,,(y, t) dy
+ (et - y) pc -2y)2
(I
et)
(7.152)
hM(y, t) =
fd hf(y, t) dy = 2 pc (1 + IX) J, -2-' {el -
(7.153)
"'-1
These are displayed in Figures 7.11-7.13, respectively.
:}
7.5,3.
Frequency Response Function
i~-'
FIG. 7.11. Unil impuls1! re'pollse "I' pressure (fwill Newark autl Ru,-;cnhlucth. 1971 \. rh" l'IIlIS!<lllt multiplier We(\ + is dcl"icd.
",r:."
Although the complex frequency response function Hp(Y, (0) can be obtained by solving the steady state problem for pressure due to an input steady state ground acceleration ei"" in the vertical direction at the interface y = 0, it is more convenient here to use the Fourier transform relation. Thus
H p(y, (0)
Substituting 111'(.1', I) from Equation (7.148) into E(jcation (7.154) and currying out the integral we obtain
~'.
"i"
f:",
H (v w)
I' ,.,
pc (1 + IX) sin[w(H - .rl/e) =-----------.----.-.... <V (I + IX) cos(wHJc) + i(l - !Xl sin(wfi/c)
(X '"
P.l55)
hp(Y' t)e-;"" dt
(7.154)
Note that when the rdledion I:odlicicnl
1. whidl I:orn:sponds Itl a 1 if:!.id
I~L"
:7i
7.S.
181
I
I
I
hA/(}l, I)
hp.H, I)
II
III
~II
ID
l/~
I I hF(!!.' t) I ~ I \.
\
a/3
'YI
f
I
J
to
I I
r
\ \
\
I
III
t~
~
TI~I -I I
\
I I
I
I
I I
\ I1 \
I I I
I I I
\ \
\
1'n2J:'l1 ~ \
illl!
~I
'1..1
1
E.
;~
FIG. 7.13. Unit impulse response of moment (from Newark and Rosenblueth. 1971 ). The constant multiplier WeH'(1 + 11.)/19 is deleted.
I~I
~I
,1
foundation, Hp(Y, (0) simplifies to
" r~:
:-1
~f.1
til
Hp(Y, (0) = pc sin OH - y)/c](l 0 cos(OH/c)

FIG. 7.12. Unit impulse response of shear force (from Newark and Rosenblueth. 1971). The constant multiplier WCH(I + a.)/19 is deleted.
+ IX)
(7.156)
which is analogous to HF(x. (0) given by Equation (7.124) for the shear beam problem. For the shear force F and overturning moment M, the respective complex frequency response functions can be derived from basic dclinitions
180
t:1!t1
ttl
182
RESPONSE Of CONTINUOUS SYSTEMS 7.5. DAM-RESERVOIR (VERTICAL EXCITATION)
183
t.
tl
and from Hp(Y, w) as follows:

H,,(y,w) =
(II Jy Hp(y,w)dy
.
= f,(l
HM(y,w) =
+ (X) ~;;
(C)2
(1+- (X)-~;~(~,~H/<~)+i{T- 1)!,'~i~l(II;/I/(i
cos[w(1I - 1')/(']
(7.157)
mental circular frequency and is shown in Figure 7.14 at the reson.mt frequency = 1.0. Power spectral density for the stationary response pressure tit the dam base}' = 0 for the deformable reservoir base with IX = 0.815 is shown in Figure 7.15, where Po = wH is the corresponding hydrostatic pressure. Thc sharp resonant peak at w = WI = 1T.c/2H and the diminishing response at high frequencies are clearly noted.
t.
~
Jy
fft Hf(y,w)dy
+ (X) (~)2 ~::..")- (l{~:ill[<f!(H =.~)/cJ ___ OJ (I + a) cos(wllfc) + i(l - ) sin(IJJlIjd
= p(1
Il
(7.158)
:;,
Q;
SlAv. 1)181'(0, !)
7.5.4.
Response Power Spectral Density
~
,
, , , , , ,
~
Now consider the problem of a v1:rtical ground acceleration input modeled by a stationary white noise process with zero mean. Sueh an idealized random motion is defined by a uniform power spectral density So with the associated autocorrelation function R,,(r) 2nSon(t), where n(r) is the Dirac delta function of the time lag T. For such a random input, the stafionary response power spectral densities ~'SI'(Y' (II), Sr(V, w), and SMCV, (I) for pressure, shear, and moment, respectively, Call be readily determined by the following, well-kllown relation:
Power spectral density 01 pressure, shear, and moment
fiG. 7.14.
Variution of hydrodynamic r~Sp()llSC with
Wllkr
depth.
Sty.
Thus
(II)
= lI(y. wl/r"(y, m)Su
(7.159)
.:.
'0 al~ 8,,-~
40
SI'(Y' w) =
w1 H2
SoG(a, 4') sin2[w(U - r}/cJ
(7.160)
I,
., ...
!'! ::J
Q.
30
SF(Y, w) =
wAc2 H2 -2-2gw
W2 c 2
SoG(a, wI{ 1
cos[w(H - y)fC]}2
(7.161)
SA-/(y, w)
where
= - 2 - 2 - SoG(X, w){[w(H
gw
H2
- y)e] - sin[w(H
)')/C]}2
(7.162)
'.
r.\"
I !,
0 b
'u;
'0
~ '"
'"
c:
20
~
10
I I I I I I I I I I 1 I I I
I.
I I I I I re--- Approximation I I
0.815
rl
It
G(a, w) = ( wH
)2 [[(,+-;)2 cos 2(wfiTc) ++(1':'-;)2 sin2(Wii/c)

(I
aJl
,t'i
(7.163)
01
The variation of the power spectral density with the water depth ralio JI IH depends on the frequency ratio n = w/w l where WI = m:/211 is the funda
o
fiG. 7.15.
.......
.., I
'
wlwi
..
2
Frequency,
n '"
Power spectral density
"r pressure at dalll base.
r: ,
~
184
7.5.5.
7.5,
185
Response Mean Square
with IX
= 0.815 are given as follows: = 11.91

E[ F2(O))
= 15.88
,I
,.
~
)
Since the mean square value of the response is equal to the area under the power spectral density curve, a straightforward integration operation should do the job, Unfortunately, a closed form solution has not been found for the integrals
involved and thus a numerical procedure must be used. For the present problem
the alternative approach using the time domain integration has been found to be more convenient. because of the periodicity and symmetry of the unit impulse functions presented in Section 7.5.2. In terms of the autocorrelation
functions, the response mean square pressure is
Cpij;ISO)
(2F~tI! S~) g2
(7.1 70)
(7.171)
E[M 2(0)] = 21.44 eM!~1 So)
(7.172)
,
~
E[p2(y)]
= Rp(O)
L"" fo""Ra(t , -
t2)h p (Y, t,)h,,(y, t 2 ) dtl dt2 (7.164)
The effect of the deformability of the reservoir base on the response standard deviation (J at the dam base is shown in Figure 7.16 using the following results:
Since the input autocorrelation has been specified as 2n:Sol5(t) from a stationary
white noise process, Equation (7,164) simplifies to
(1p(O)
~(Po '1./7 ~) = 2 '1./1=7

2'1./~
E[p2(y)]
2nSo
1'"
h;(y, t) dt
(7.165)
,-s-(F'l./7 rs;;;;)
(7,174)
, ~ , , , , .
~
'
With the help of F~gure 7.11 and Equation (7.148) for the unit impulse response
h,,(y. t) this integral is carried to give the following closed form solution:
AI
(0)
(Mll !~:I)
(7.175)
E[p2(y)) =
where
00
(I
+ IX)2(H -
y)
'" L
ft=o11
(X2n
(7.166)
The variation of the standard deviations with the random ground motion is shown in Figure 7.17 for dams with a deformable reservoir base. The standard
n=O
0:1
(7.167)
1.0
Similarly, for shear and moment from Figures 7.12 and 7.13 and Equations (7.152) and (7.153), the response mean squares are, respectively,
..:: ~ 0.815
E[F2(y))
= n:S ow c (l + (Xf~ 3g 2 1 _ /X2 (H 2
1
y)3
.l:!
(7.168)
E[M2(y)] = nSow2c (I + )2 , 20g2 1 \X2 (H - y)S
0,5
(7.169)
0"
)r
Root mean square pressure, shear, and moment:
In terms of the hydrostatic pressure Po = wH, shear F{) = lwH2, and over turning moment Mo = iwH3, and the natural circular frequency WI = n:cj2H, the mean square responses at the base of the dam for an elastic reservoir base
(s.
"p(OI/poV ~--2 g
I2S(;;:;;- , op(OllR
"MCO)/Mo V ---==--2
~
Il.8so
FIG. 7.16.
ElTecl of reservoir base rigidity on hydrodynamic response.
II ;.1
h
,.
~I
186
7.6.
DAM-RESERVOIR (HORIZONTAL EXCITATION)
187
(7.160),
N
c:
..g"'.
"O~
1.0
" .:1 0.815
C[/)-(O)]
.'"
.z:
1
o
(21)(~SIlWl) \.(0. SI'(O, wI l l w --,' ,. H) 1 (/~! !J" (J (fJoSo/~J I
i'
(7.176)
~"" ~.~
~i (!)::
"'
0'0
0.5
~
00 1.0
"1'(Ol/PQV2.
In Equation (7.176), the integral represents the <IrC<1 under the curve in Fi~ure 7.15. This area is thell approximately replaced by the recltlng!e with thc d"lIed lines. Thus the area is roughly estimated as 0.25(47) = 11.75 with the corn.: sponding mean square pressure [p2(O)] ~ 11.75(2fl~S(J(I)t 11/). This checks closely with the result given by Equation (7.70).
, ,. ,
-,
~ ,.
~
7.6.. DAM-RESERVOIR (HORIZONTAL EXCITATION)

2.0
Root mean square pressu~, shear, and moment:
7.6.1.
ForrtlUlation
,,~{0)IFoV67j. "M(O)IMo ~~
5
hyd~odynamic
.FIG. 7.17.
EITL'Ct of vertical ground acceleration on
rcsponS().
~I
deviations of the, hydrodynamic pressure, shear, and moment vary with i, l, and! power of the water depth ratio y/H, respectively. These are shown in Figure 7.18. Note that these response variations with depth are independent of the refraction coefficient ex. Having obtained the mean square responses througb a time domain integra tion approach. it is now instructive to make a very cmde check by integrating the area under the power spectral density curve given in Figure 7.15 as follows: For the mean square pressure at the dam base, by definttion and from Equation
Referring to Figure 7.20 we consider a rig.id dam with a reservoir of water of depth 1/. Our main interest is to determine the hydrodynamic df,xts 011 Ih.: dam when the ground is given a hOl'iZOlllal acederati.m 1/(1) Sil1111lal iug an earthllua ke evcn\. To rOrlllulat.: this dynami..: pwbkm we assllmc lil;lllallhc displa~'~Ill"::tlls <Ire small, (b) the waleI' is nllllvist.:ous. (el the surface wave cfTeel is negligihle. and (d) the reservoir is infinitely long ill the x direction and the entire dam fcs..:noir system is infinitely long in the z direction so that the system is two dimcllsional. We begin by treating the one-dimensional way\! propagation probkm in an elastic bar as shown in Figure 7.19. An element of the bar with cross-sectional area A, length ,lx, and mass density p located at position x is subjected 10 fhe stress (J on one end and (J + (t(J/tx) t!x on the other. For this clement. Ihe equation o~molioll is
A :.-- cis ex
ta
p..t (Jx
(c~/I
-;;'-i
(1
(7.177)
lim
11
1.0M::K--_
, ,
~
~
,
1
~ s: a
~
3::
0.5
~"
Wdl
IA ,ix
clX~
__ "
I o I :::f:::::::;;ti;,J
o
0.2 0.4 0.6 0.5 1.0
..
Root mean square pressure, shear, and I11()mMf

FIG. 7.18.
"~lT+
FIG. 7.19. Ouc-uimcnsinn:lt slrcss wave ill lin d:t,tj.: hal'.
Variation of hydrodynamic response with water depth.
IL
I
iii
I
188
(J
II
~
I. I
, I
7.6.
189
where u is the displacement of the element. As an elastic bar, the stress related to the strain au/ax by the Yong's modulus E as:
(J
is
or
E au
V2f)
(7.178)
I 0 0
c2
p
1+
p
(7.184)
I, II
~
~
ax
Differentiating Equation (7.178) with respect to x and then substituting into Equation (7.177) gives the well-known simple wave equatjon
where cp is known as the speed of the dilatational wave in elastic solids. Further more, since the pressure p is related to the dilatation 0 by P = -AO
I ~ I
a2u
ox 2 =
1 c2
02U
c2
E
p
(7.179)
so that
'\. ;~
.~.
(7.185)
II.
I I
where c is the elastic wave speed. In a completely analogous manner, th~ three-dimensional wave equations can be derived. Here we shall present alld discuss these equations without derivations as follows: In a matrix form, the three-dimensional wave equations are
Vp= c 2" ot2 p

and cp is therefore known as the speed of the p wave. For a non viscous fluid,lt = 0 so
j {J2p
""' .~
.,
."
.\<;;
(7.186)
::~
II I
II.
II.
IJ
p at2 {u}
= (l + Jl) lax +
rao}
(7.l80)
Cp
t=c
j
4)i
(7.187)
where
which is known as the speed of a sound wave in a fluid. The combined wave equation for the fluid is therefore
au + ov + aw ax ov oz
--+-+_. iJx 2 iJy2 {JZ2
02
(7.1SI)
V 20 _
02(J
= unit vol~me change or dilatation

V2 =
- c2 ot l
(7.188)
iJ2
a2
(7.182)
= Laplacian operator
l
Jl
It is instructive to point out that the derivation of Equation (7.188) follows the traditional approach in solid mechanics. The standard wave equation for non viscous fluid in fluid mechanics, however, is usually expressed in terms of a potential function as
= bulk modulus K when /1 "" 0
V2
=..!.. 02
cl
= Lame's constant =
0 for non viscous fluid
7fi2
(7.189)
~,~,
III
The preceding matrix equation has three scalar components, one in each of the three space directions x, Y. and z. These three component equations can be combined by differentiating the first with respect to x, the second with respect to y, and the third with respect to z and summing up the three to give the fol lowing single wave equations:
p
','E.
~'.
where
{:x} = :t
The two forms of the wave equation for a non viscous fluid, Equations (7.188) and (7.189), are equivalent, as shown in the following. From the preceding wave equation in terms of and its definition, Equations
L
a2 (J
ot
= {l
+ 2/1)V 28
(7.183)
I
190
RESPONSE OF CONTINUOUS SYSTEMS 7.6.
)'
DAM-RESERVOIR (HORIZONTAL EXCITATlONI
191
I I \~ I
l! 11
!II
(7.189) and (7.190) <lnd Equutiolls (7.181) and (7.185), we have.

(12
p (11 2
p=o
-}" ( iiic1x + (ilA), + (II ()~

jJ() eJp }".-- = -
iJ2u
(}2"
il2w)
a </>ll)lo:<
2
,~-o
X'- 00
- u(/)
(Ie
al
(7.191)
r
aJ,:oy
V2
,"
~~
fI
Integrating with rcspc(;t to I givcs

iJ<p (It f)
=0
'/
I'. I' I 1,1

11\ I t.~ dll
~
(I -:;-
+ constant = p
FIG. 7.20.
A dam reservoir system subjected 10 a horizontal ground acceleration.
(7.192)
where ao is the constant amplitude and (() is the frequency. Thcn by dctinilil)ll. the steady state response of the potentiale/> is given in terms of its complex frequency response function H",(x, y, w) by
<p(x, .l', t) = I-I ",(x, .l', ((.Ill/(le;""
(7.195)
since p = 0 at I = O. Applying the Laplacian operator V 2 on Equation (7.192) and then making usc of Equation (7.19 I) gives
V-I')
I
2 jill' i! 2 fl (Fp /IV -.- = P . V q, = ._....
(It
vi
)" Oil
,:2 lilt
j)lp
Substituting 
2
1\ I i\1 , ,
\
which leads to Equation (7.188) becall~e p' - }"O. In summary, we have shown that there are four choices on the form of the general nonviscous three-dimensional prdblem. These are given by Equation (7.180) in terms of the displacement vector ~u}. by Equation (7.183) in dilatation 8, by Equation (7.186) in pressure p, or by EqujItion (7.189) in potential <p. Returning now to the specific problem of the dam-reservoir system, as shown in Figure 7.20, we take the wave equation in 4>. The boundary conditions are p = 0 at the top water surface, vertical velocity o4>/iJy = 0 at the reservoir bottom, horizontal acceleration 024>/ot ox = - a(t) at the vertical face of the dam, and 4> -+ 0 as x .... 00. Finally the so-called radiation condition is imposed. This requires that waves propagate away from the dam. that is, in the + x direction.
+ (~r H",
= 0
(7.196)
which reduces to the two-dimensional form

-~2+!l2
() H</>
2 ax
~'H + (W)2 ~ _ H.. (.

('J'
= 0
(7.197)
To solve for Hoi> in Equation (7.197) we first summarize the boundary conditions
110
. oH -iJ x01> = - 1 oH4>=O
at x
=0
and
0 ~ .\' ~ H
(7.198)
7.6.2.
Complex Frequency Response*
a.I'
atr=O
aty = H
(7.199)
(7.200)
Let the input acceleration 'be specified by
H",=O
(7.194)
aCt) = aot""
See Chopra (1961).
and H",
--+
asx-> 00
~ !II.. '
'III
III
:5 \.
192
RESPONSE OF CONTINUOUS SYSTEMS'
7.6.
193
Ir~
~~:
I
,
It I
Let w/e
= k = wave number in radians per foot and

H~(x, y, k)
Carrying out the preceding integration and making use of Equation (7.206) gives (7,201 )
Un
= f!" cos, k~y
(- I)n-I
Substituting Equation (7.201) into Equations (7.197), (7.199), and (7.200) gives
(X2 -
iwn(2n -
t)Jk[
k2
(7.210)
ot:l u
L
~;
I I ~r. I'
}.',
k;
+ k2 = 0
at y = 0
(7.202) (7.203) (7.204)
- eax sin kn y = 0
ff" cos knH
With the constants an evaluated in Equation (7.210), the complex frequency response H.,(x, y, k), as given by Equation (7.207) is eompletcly determined. For the hydrodynamic pressure p, the corresponding complex frequency response function H p is defined by p(x, y, r) = H p(x, y, w)uoeilt
(7.2\1)
From Equations (7.202) and (7.204) we find that
1\: I
III rI
~I
~
(X=.jk;'=P
and that
(7.205)
Since the pressure p is related to the potential</> by Equation (7.192) it follows that P = I' /It
n
= piwH",aoe"ot
= HrGoe"ot
(7.212) (7.213)
k.
(2n - l)n 2H '
n =.1,2, ...
(7.206)
:. Hp(x,jl,k)
iwpH",(x,J',k)
I I 1\ I
11
II.
.I
~
J
\~ ~
g
I' ;
~
Note that k. depends dnly on the water depth H and represents the natural wave number of the system. Furthermore, since the governing ~uation (7.197), and the boundary conditions, Equations (7.199) and (7.200), are all homogeneous in H~, a superposition of solutions is also a solution. The ooundary condition at x = 0, Equation (7.198), however, is not homogeneous and thus the total solution, not any component, must satisfy this condition. The superimposed total solution
H~(x, y, k)
which is determined once H</> is solved. As u final notc for the complex frequency response functions, we point out that since k. = (2n 1)n:/2H and k = w/c, for each k value the quantity (k~ - k 2 ) may be negative for n up to some maximum N. Hence from Equation (7.207),
H",(x, y, k)
L an cos kny exp[

n; 1
ix.Jk 2
k;]
(7.214)
L
n==l
to
an cos k.y dXp[ - x.Jk; - k ]
(7.207)
L
N+I
to
an
COS
kny exp[ - x.Jk?; - P]
where an are yet undetermined constants. Substituting the preceding H~ into Equallon (7.198) gives
II,.
iw
L
n= 1
to
a".Jk;' - k2 cos k"y = 1
(7.208)
where the quantities under the radicals are now all positive. The preceding shows that the response potential function, as defined by Equation (7.194), consists of two sums. The second sum approaches zero as x -> 00, which satisfies the required boundary condition of a decaying WLlVC. The first sum takes the form
</>(x, y, t) =
,~:
II
IiI
1'1
To evaluate the constants a" we multiply both sroes of Equation (7.202) by the cos kmy and integrate over the water depth H, The orthogonality condition of the functions cos kn y leads to
";\
L
N
an cos k"y exp[ - l"k -
~.( 2 k; X
.J
k - k.
WI)]
2
(7.215)
:;;: .
iwan.Jk; - k = H
Jo
[II
cos kny dy
(7.209)
which represents outgoing waves in the + x direction as required by the radia tion condition. The main interest' here, however, is the total hydrodynamic force and moment on the dam, the variation of H p with frequency w, and the resonance frequencies.
Ie
."
194

00
7.S.
DAM-RESERVOIR (HO!\IZONTAl EXCITATION)
195
I i~ I
~ f'
From Equation (7.210) it is clear that an ~
when (7.216)
~. 2
c
Let the earthquake excitation be a(t) = (/oei{UI with 'amplitude !1o, then the total hydrodynamic force on the dam in dimensionless form is
1-'(1) = iJollAwk ""
i
e = k;
lil. ~ I
'\i; II
f~
Wn
Thus the resonance or natural frequencies of the dam-reservoir system are = ck. and the first or fundamental natural frequency 1S
WI =
IF(t)ly
IH ~'(/)Iy
Fo
=Fo-
IH/(QlIo
(7.221 )
ck,
=
=
A
-!:::<
ft 4120sec
(7.217)
ill
II
iii
kj
2:
= first wave number in radians per foot (rad/ft)

. WI
This dimensionless hydrodynamic force on the dam during a steady state ground acceleration is plotted in Figure 7.21 as a function of the frequency ratio Q = wlw i Figure 7.21 shows the dynamic alllplific~ltion :IS a funclion of the frequency ratio, the diminishing effeet of response <It higher frequencies. and the special case of incompressible water where (' -+ C( and n ..... 0 stich Ihal the ordinate is a constant equal to
WI ::::<
74 rad
sec
or .f I
-21t
::::<
12 cps
for II = 100 ft
l~(I)1
1"0
(f!)
Uo
= t.01!55
0.222,
'\ D
iii':
~
an<.lthe natural period

'I
;1
f
= -;- ::::< 0.08 sec

11
The complex frequency response function for the hydrodynamic pressure H p and the total force H F on the dam, x = 0, are related to Fl.,p by
11m
It dearly indicates the' importance {)f the compressibility of water when I he loading frequency is near the fundamental frequency WI of the system. On the other hand when the gi'ound acceleration has a very low frequency stich that OJ -l> 0 and Q -l> 0, the hydrodynamic amplification iF(t)I'I/Fo(/o = 1.0l{55. This means that when the amplitude of the ground acceleration tlo is equal to g, for example, the amplitude of the hydrodynamic force on the dam W(tll is equal to 1.0855 times the hydrostatic force Fo.
Hp = (iw)- H<fJ
9
II, I i
III III
~
HF
[" Jo Hpdy
rtg
(7.218)
(_1)"-1
IH,,{Wi !L
~'o
=4w _
i
-
ll
L
,-<,
0 n= I
(2n _
cos k.y dy
1
1)2 Jk';
c .g
4W(2H) "',
= 1tg --;.'
.~I (2n -
=- (0/)c 2)
(7.219)
"= Ci
<.>
(ij .\,1
I~~. t [Ii
Using the dimensionless ratio Q = wjwl aDd the static water force F 0
WH2/2 in Equation (7.219) gives*

t
HF(Q) _ ~ ~
., E ., c
Incompressible water -----------------_ .
Fo
'See Chopra (1967).
rt 3g .=1 (2n _
IlJ(2n _
1)2 _ Q2
(7.220)
3
Frequency ratio
!! = -
Wl
III
m _.
FIG.7.21. Sleady-state hydrodynamic response force on a dam due 10 a steady-slale Iwrizontal ground acceleration.
III _,
I
196
RESPONSE Of CONTINUOUS SYSTEMS 7.6. DAM-RESERVOIR (HORIZONTAL EXCITATION)
197
(7.229)
II
I I I I I I
7.6.3.
IHF(w)fZ =
32F o
Let a general ground acceleration excitation a(t) be expressed in a Fourier integral

a(t) = - I
(1[3 g )
I.~l (211 _ 1)2J(211 _

'"
1}2 _ Q2
with the frequency ratio

O=W!WI
21[
fro
_<Xl
A(w)i"' dw
(7.223)
In terms of 0
and
WI
1lc/2H
so that a(t) can be considered as a superposition of steady-state excitations of various frequencies. Since for each of these frequency components the response hydrodynamic force on the dam is obtained in the form of the com plex frequency response Hf(w), it follows that the total response is
F(t) = "2.!..
Siw)(32F o!n: 3!/)2:=
SrlO)
,I
<Xl
1
(21l - l)1Jpll
=-
1)2-'--n i
12
(7.2.~(l1
f"" A(w)Hr(w)e 'It _au
IWl
dw
(7.224)
which is a superposition in the frequency domain. Alternatively, in the time domain, the impulse response function is
hF(I)
When S.(w) is assumed to be a white spectrum of constant magnitude So, the response shear spectrum Sf(Q) from Equation (7.230) varies with Q in a similar manner to IHF(O)III!F o , as shown in Figure 7.21. Note the singularities at resonant frequencies 0 == 1,3,5, and so on. The mean square value of the response shear force is equal to the area under the spectral curve. Thus
I -2
'It
f"" H r{w)e''''' dw _au
(7.225)
o}
=2
f'
Sr-(w) dw
(7.231)
II
I
~ (I
From Equation (7.220) for Hr(Q), the integral in Equation (1.225) can be carried out to give
Substituting Sf'(W) from Equation (7.230) into Equation (7.231) and putting dw = Wt dO gives
(1r
h .(1) = - f 1[2g
8wcH ~
.= I (2n _ 1)2
L. - _..-.
J o(k.ct)
(7.226)
2=
2Wl
32F (o)2 So 1"" I I 3-
00
1[ g
.:1
I (21t - l)2J(2n -
1)2
12 tlO (7.232)
where J 0 is the Bessel function of order zero. Using hf(t), the hydrodynamic force on the dam due \0 a general earthquake ground acceleration a(t) may be determined through the Duhamel's super position integral in the time domain.
F(t) =
In terms of 0, the dimensionless mean square is

2
___ ..--: L
(1r
..
= Jo
rex>
I(O)dQ
(7.233)
f", ~(r)hr(t
- r) dr
(7.227)
where
'I
l
~...'
7.6.4.
Random Vibration
1(0) =
IJI
(21t _
l)2J(2~1 -
1)2 - 0 2
(7.234)
fl
I
a,
Now consider that the horizontal ground acceleration is a stationary.random process with zero mean and spectral density Sa(w). The spectral density of the stationary response shear force becomes .
Sr(w) = IH,,(w)12Sa(w)
Some insight can be obtained by first considering a single term in the series in Equation (7.234). The one-term approximation of the integral in Equation (7.233) is
(7.228)
where HF(W) is the complex frequency response (lUlction for shear and
r"'\ r=-ili 1 Jo
I
2
dU
-+ CXJ
(7.235)
~ ~
U"lII
II
198
RESPONSE OF CONTINUOUS SYSTEMS PROBLEMS
ill I li1 I Ii>! I If I

:>',"
199
"'::l
~:l
ill
' t:;
This unbounded solution shows that the mean square shear response IT; analogourly to that of a linear SDOF system with zero damping. The stationary excitation feeds energy indefinitely to the system that has 110 damping mechanism. Therefore as the time increases the response of the system becomes infinitely large. This observation implies that the dam-reservoir problem must be modified before a practical solution can be obtained under the random stationary input and stationary output condition. One modilication is to assume that the water. is incompressible ;;0 that (' .... 00, W .... ct:l, 11 ..... 0, and the complex frequency response function II t(wl in Equation (7.220) degenerates into a constant. Conseqllently the inlinite resonant magnilkation for the response spectrum S/,({lI) in Equation (7.22X) is 110 longcr present. For this case the series in Equation (7.229) hccomes
behav~s
ground acceleration is, say 10% ~J, then the standard deviation of the hydro dynamic shear force on the dam should be 0.1 JU783F 0 or about 1O.9/.'. uf the hydrostatic shear force F o' Finally, we point out here that another way of extracting useful information from the dam -reservoir problem is to consider the transient response rather than the stationary response. In so doing the resonant build up remains finite for finite time i. This nonstationary response problem will be treated along with others in Chapter 9.
PROBLEMS 7.1. Show that for the shear beam of Section 7.1 the natuntl freqllel1l:ies and mode shapes are, respectively,
(u. J
I I! I It I lill It I Wit.1 i' III II II III

I,
~
"" I II (211 so that
fi3 = 1.0518
(7.236) (2; - I) -.
Itt"
2L
and
t/J l(x)
= sin wi:': (.
IHt(m)1 2
32F ( -_ .. (1.05U1)nly
o)2
7.2. Show that for the flexural beam problem of Section 7.2 the natural
frequencies and mode shapes are, respectively,
w. =
. J
Substituting the 'const~nt 111/,01 2 into Equation p.2lS) for Sj."((II) lind then into Equation (7.231) yields the mean square response shear as
(i~)2
\
El
pA
and
t/J}x)
= sin 2ltx
n} = 2.3567
(!:0)2 r'" S~(lII) elm II Ju
(7.237)
7.3. Estimate the deflection y(L. t) for the shear beam problem of Section 7.1 when p(x, il = 0 and Hi) = V(i), a unit step function of time. 7.4. Estimate the spectral density function Sy(L, w) for lhe response dellec tion y(L, i) of the shear beam problem of Section 7.1, when p(x, i) = 0 and the ground acceleration yo(t) is a stationary random process with zero mean and a white spectral density So(w) = So. 7.5. For the shear beam Example 7.1, calculate the terms Ijk of Equation (7.38) for the various values of the modal overlapping ratio
,. = = 1tme = 0.1,0.0\, and 0.00\
This c1e.arly shows that the mean square shear oJ is again unbounded if the excitation spectrum is an ideal white noise with auniform spectral density So indicating that when the excitation has an infinitely large mean square value, the response mean square will also be infinitely large. This, of course, is a structural behavior under static loads and not the dynamic tesonant behavior. For a band-limited white excitation with cut-off frequency We such that
S.(w)
Ii
{ 0
So
for 0 < Iwl < otherwise
elL
We
W.i -: Wj_1
the excitation acceleration has a mean square valueof IT; = 2S ow,. and the mean square response shear force on the darn
Assume the stationary random concentrated load process has zero mean and a white spectral density Sp(w) = So. 7.6. For the shear beam example of Problem 7.1, estimate the mean square velocity response E[v 2(L)) at x = L when the modal overlapping ratio r of Equation (7.39) is sufficiently small to neglect lJk terms for j -+ k. Derive the simple wave equations for the dam-reservoir problem of Section 7.5 in the solid and in water.
(J;' = 1.17M3( "',,)2
c;r
(7.238)
7.7.
From this result, we see that when the standard deviation (I" of the horizontal
11(51
I
I I I I I I I I I
200 7.8. 7.9.
Derive the pressure wave solutions PI. P2, and P3 in Figure 7.8b associ ated with the velocity waves VI' V2, and "3, resp~tively. For the dam-reservoir problem of Section 7.6 and Figure 7.20, consider the dam to be elastic with the deflection approximated by the assumed first mode shape ~(y) = O.l8(y/H) + 0.78(y/H)z. when a horiz{)ntal ground acceleration ug(t) is applied. (a) Formulate the equation of motion. for the dam in terms of the generalized coordinate yet) defined by th~ dam displacement u(y, t) = Y(t~(y) using the princip!eof virtual work. (b) Obtain the complex frequency response function Hy(w) for the generalized coordinate yet) of the elastic dam. For the dam-reservoir Problem 7.9, when the horizontal ground acceleration is assumed to be a stationary random process with zero mean and a white spectral density of So, (a) Find the root mean square displacement response a, at the top of the dam for the case of incompressible water in the reservoir. (b) Find (J, for the case of compressible water.
CHAPTER
7.10.
DESIGN OF STRUCTURES FOR RANDOM EXCITATIONS
The fundamental problem of structural design for random excitation is based on two primary failure criteria. These are the yield failure and the fatigue failure criteria. To develop solutions to the design problem we need first to introduce the stationary Gaussian process, the famous work of Rice (1945) on the probability of up-crossing, and of Powell (1958) on the probability distribu tion of the peaks.
8.1. STATIONARY GAUSSIAN PROCESS

By definition, a Gaussian distributed random variable x has the following probability density function:
p(x) = _1_ exp [_ (x
\1
t
I
I
J2i"r.a
2a
m)2]
(8.11
where m and a are the ensemble mean and standard deviation, respectively, of the random variable x. This famous probability density function is displayed in Figure 8.L For two random variables XI and X2, the joint probability density function
201
. ilii
1~
111
J
j.
.1
I I
III
202

p(x)
8.1.
/'(.'1. xl)
STATIONARY GAUSSIAN PROCESS
203
;!.
.J
'i""
;i
n
~ f.!
I
-r
I.
FIG. 8.1.
I I I
II
1
t:0'/O'h'/ffiW'pVh'A
:.x
....... '" -;;'-X2
"'---"'"I
Gaussian probability density runction orlhc random variable X.
is defined by
P(XI,
Xl)
!I
I I I
I. I
I
- IIIlf exp - - - - [ " [(XI ---2-. 21f.(J I (J2JI=lif2 2(1 - IJIl) (Jt
1
2'
{t
Xl
(0)
Xi'
- "i-----(Jt;2-------- + -
2Pt2(X, - 1II,)(X2 - 1112)
(X2 - m2)2]}
"~r'-"
(K2)
where fill is the correlation cocflicicnt or XI and X2' This so-called second order probability density function p(x I, X2) is shown in Figure 8.2. A random process x(t) with random variables XI = x(t l ), X2 = x(t 2 ), . is defined as a Gaussian random process if all orders of probability density functions are Gaussian. The higher-order Gaussian probability density func tions can be completely defined if only the parameters mit (J" and Pij; i, j = 1,2, ... , n are specified. Consequently, for a stationary Gaussian process where mit (fit and Pi) are independent of time, we need oflly to obtain the ensemble mean m, and the autocorrelation function R(r) or its equivalent. the spectral density function S(w), to completely specify the process. This is clear because
(12
m2
-0
,. Xl
R(O) - m 2
2
(8.3)
JIll
I 'I
. ~ if
~ I. p i!
~I
~
p(r) = R(r) - m
(8.4)
FIG. 8.2.
(b)
Joint G:lUssl:m prohahilily density rUllction I~Xt. x,).
g .,
Gaussian stationary processes are important in studying random vibration problems because (I) many important engineering excitations can be approxi mately modeled by a Gaussian process, (2) linear operations on a Gaussian process produce a process that is also Gaussian so that when the input excitation to a linear vibratory system is Gaussian the output response is also Gaussian, and (3) analytical manipulations of Gaussian processes are relatively easy. The
idea of retaining the Gaussian property after linear transformation can be illustrated by the following example:
EXAMPl.E 8.1. Show that if Xl and X2 are Gaussian distributed random vari ables, then y = ax. + bX2 with constants a and /1 is also Gaussiml distriouted.
i I !:". ,_.
I
202
p(x)
8.1.
/I(XI'
STATIONARY GAUSSIAN PROCESS
203
II
II
I I I I ,I :1
~ :~ '. ~
.1 I
I
I I
r--
I "---f- ,,--!
1~A7'~1
I~I
I I
I
I
-____-==!~~=q ____~~~?2c2/Z~~~c2?~/.~?~?~K~?262Z~?~X~V~?~Z~/'~Z~A~::~~~~~------,...
FIG. 8.1.
i~
x'
'"
-j
-- __ --
--,-I "'2-1 I
/--,-----
--
---:;;;t-.\"2
Gaussian probability density funclion of the random variable X.
__ J/
XI
defined by
p(x., X2)
1 21f.Ij~lj2.J1
'7\-'---'
_ Pi2 exp
{2(J---/~-2i-I f-(X , -Ij~- md 2

1112)
lal
Xi*
2/112(X\ - 1II,)(X2
'-~-;-a;'''----'--
(X2 -
2)1]} ';r--1/1
(K2)
where 1112 is the correlation coellicient of x I and Xl' Thi~ w-callcd ~ccolld order probability density function p(x I , xJ is shown in Figure 8.2. A random process x(t) with random variables x I = X(ll), X2 X(12), ... is defined as a Gaussian random process if all orders of probability density functions are Gaussian. The higher-order Gaussian probability density func tions can be completely defined if only the parameters mi, Ij" and Pij; i, j = 1,2, ... , n are specified. Consequently, for a stationary Gaussian process where m i , 0'" and Pij are independent of time, we need only to obtain the ensemble mean ml and the autocorrelation function R(t) or its equivalent, the spectral density function Sew), to completely specify the process. This is clear because
(1'2
"'2
-0
ml XI
(b)
R(O) _ m 2
(8.3)
pIt) = R(t)
(/2' -
(8.4)
FIG. 8.2.
Joinl Gaussian prnhahilily densily rtiIlClinlll~\'I' x,l.
Gaussian stationary processes are important in studying random vibration problems because (1) many important engineering excitations can be approxi mately modeled by a Gaussian process, (2) linear operations on a Gaussian process produce a process that is also Gaussian so that when the input excitation to a linear vibratory system is Gaussian the output response is. also Gaussian, and (3) analytical manipulations of Gaussian processes are relatively easy. The
idea of retaining the Gaussian property after linear transformation can be illustrated by the following example:
EXAMPLE 8.1. Show that if XI and -"2 are Gaussian distributed random vari ables, then y ax. + bX 2 with constants u and b is also Gaussiall dislribulcd.
,.B,_,., f n il)
204
DESIGN OF STRUCTURES FOR RANDOM EXCITATIONS 8.2. PROBABILITY OF UP-CROSSING
205
I
i
The probability p(y) dy is represented geometrically in Figure 8.3 by the volume under the p(x l , X2) surface with the strip dy as the base. Thus
p(y) dy =
' " [lIY+dy-ax,ul> f -ax,

- ao
(y
P(XI' X2) dXl

nf y
are the ensemble mean and the ensemble root mean square or standard deviation of the random variable x. Verify also that the total probability is indeed unity. First we consider the integral
oo
I I
;~
:~
;1
1 :~ ';
dXI
1/1>
1 Fe.
V 21t(1y
f
)2
dy
'"
-IXI
dxfoo e-""dy=f
-00 -trl
foo
-I't;
e-""+Y"dXdy=(f"" e- x 'dx)2
-00
;! :iii I <I'
,i.,l
.' i:j
exp - (y 20'2 y
Let x
:=
P cos 0, Y = P sin 0, dx dy
ro
where
my
a;
:=
ami
+ bm2'
ml
:=
E(XI),
m2
= E(X2)
COV(Xl,
(f
e-
x2
dx
-""
<r,
)2
1 = -
1i2"
m
0
= P dO dp, then
e- P ' dO d(pl) = rc
.
,
9=0
roo e- du := 1t Jo
= alaf + 2abplZal(12 + "lai

:=
e-'du
= j;r
X -
i
~
~
at
var XI,
ai
var Xl,
Pl2
Xl)
0'10'2
Next we verify the total probability. To do this we let .J2(}'u =
m so, that
Thus the random variable J' is also Gaussian distributed.

. EXAMPLE
'" fO:' r--e-\lirTdu=l 1 f -"" p(x)dx= -y, ,,21trT

Finally, we calculate the ensemble statistics
(x)
8.2. Show that the two parameters m and (}' in the following Gaussian probability density function
p(X) =
I
1I;\f,'
:t
~exp[- (x
.J2rca
- m)2]
2(}'1
f_' '
0)
xp(x) dx
=
2
If"" _", + .J2au)e- du

(m
2
= In
Ir;.; , . Ii Ii
"t',;
Xz
(x
I = -r=-'
2
'" 2rc rT
J""
''Or,
(111
+ 2.JirTltlu + 2a 2 ul )e-'.J2rT du
u 2 3- ul (/u
= m
2(12 + 0 + -;: ...Jrr.
J'"
-1")'.1
= m 2 + (}'2
var x = E[(x - (X)2] = E(x 2) - (E(X2
= (11.
= square of the standard deviation

8.2. PROBABILITY OF UP-CROSSING"
XI
y + dy
y
= axl
A sample function x(t) ofa rapdom process is shown in Figure 8.4 with a specified level x = a. We see in this illustrative figure that the function x(t) stays below the level line most of the time but there are several peaks exceeding the line. In particular we note that tile random even C of crossing the line x = a from
*Scc Rice (1945).
.
bX2
X2,
FIG. 8.3.
Geometric relation among x b
and y.
II
206
DESIGN Of' STRUCTURES FOR RP.NDOM EXCITATIONS
I I I I
8,2.
PROBABILITY OF UP-CROSSING
207
x(ll
_f
- -1-1 .tl"*-:--:I
FIG. 8,4,
area defined by the two specific events. This base area in the x - .x plane is displayed in Figure 8.6. The first even (x < a) is clearly displayed as the area to the left of the line x = a or the line BD. For the second event x dt > (a xl, consider Ihe poinl A located inside x < a and x > 0 with coordinates (x, xl. Draw the line AD, which makes an angle dO with the line BD. Since (a - xl = :( tan dll, then (a - x) = x it represents the line AD if the lingle dO is so chosenllwl Ian ,/(J = d/. Thus the event ({I x) < X II is represented by the urea to the right of line AD and the joint event C is therefore deiined by the wedge area extending from the point D upward to infinity. The up-crossing probability in terms of the joint probability density fU!ll:lion p(x, x)is therefore
A sample function xII) of a random process with a specilied level,
(/.
I I I
I I I I I
P(C) =
C'" CD J;;:o Jx:a-xdl p(x,x) ,Ix elx
(H.6)
below during the time interval (It by the sample function x(1) depends on x(1) and x(t) at the beginning of the interval. Clearly from the enlarged Figlln: a.s, it is observed that X(I) at I must be below the line x = u and the slope ."'(lIllllls{ be sufficiently sleep. These conditions on the random even C can be expressed by the equation
\
which, because of the differential dl simplifies to

P(C) = dt
i:o
xp(a, x) eli
(8.7)
i:'
(Ix < (I)
lind
(:( til >
(II
x)l]
(a.5)
This up-crossing prob<lbility is infinitesimal us expecled since Ihc lime inlcrval
so that the probability P( C) of an up-crossing in de by x(e) is equal 10 Ihe prob ability of the joint event of (x < If) and .X (/1 > la x). Tile calculation of 1his probability with two random variables x and .x follows tile lIslIal techniqllc of integration of the volume under the probability density slH'face over the b~se
x(t)
(a
xl
=i:dt
_1_
t
l:
--~~~---------X---------~r---------~~----------~X
at
FIG. 8.6. Wedge area (shaded) to define the up-crossing random event in the plane of the two
(J.
FIG. 8.6.
Conditions of an up-crossing of the level x
random variables x and X.
208
8.3.
PROBABIUTY DENSITY OF THE PEAKS
209
is dt. The time rate of up-crossing probability 11:, however, is finite and can be calculated if p(x, x) is specified. This probability is also the mean value of the random number N of up crossings in de since, in the time interval dt, the possible values of N are zero and one only. Thus
(N) =
spectral moment, respectively, of the process x(t) about the origin w = O. Finally, we point out that for a stationary random process it has been shown that the correlation between x and i. is always zero. See Equation (2.21) in Chapter 2. 8.3. PROBABILITY DENSITY OF THE PEAKS
L
aU./
tI,PN(tli) = (O)PN(O)
+ (I)PN(l)
= P(C)
(8.8)
Dividing both sides by elt gives the result that tlie time rate of an up-crossing probability 110+ is equal to the mean number of up-crossings per unit time. Furthermore, under the restriction of a narrow-band random process, the mean up-crossing rate I'~ of the level x = 0 is an approximation of the mean (requency and the mean number of peaks per unit time. This is clear because .for a narrow-band process, the number of zero up-crossings, vibratory cycles, and peaks are approximately equal. EXAMPLE 8.3. Determine the time rate up-crossing probability v.+ of the level = a for a random process where x and x are Gaussian distrrbuted with zero mean and zero correlation. Substituting
Since typical structures are designed to withstand maximum loads or peak loads, it is therefore useful to examine all peak values of a random process x(t) and derive the probability density function among the peaks. Let us consider the entire time history of a sample x(t), such as the one shown in Figure 8.7 under the restriction of a stationary narrow-band process. For such a sample with zero mean, denote the number of peaks per unit time with magnitude lying between z and z + dz by np: and denote the total number of peaks per unit time by nr Then the probability that a peak with magnitude lying between z and z + dz among a total population of peaks can be estimated by
p(z) dz
-
~ [Hp:]
(tl p )
(8.11)
2 X2)} t {I p(a, :c) = ---exp - _. (a " 2 +"2

21t(1.(1"
2 (1 x
(J"
Again, under the assumption of a narrow-band process, HI': in Equation (8.11) is approximately equal to the difference between the number of up-crossings of the level z per unit time Hcz and that of the level z + dz per unit time tI<,:+d:' Th~ ,
E[lIp.]
into Equation (8.7) and carrying out the integral yields

+ \'a
= [tI<:
11<:7 +dz]
(8.12)
P(C) dt
I - exp (t12 =- - 2) 211:0",,(1x 2(1x

2
i""
0
x cxp
(-
-'-2
2".,i;
X2). dx
(8.9)
Similarly. E[II,.] is approximately equal to the average time ratc or zcro up

crossings I'(~ . Thererore,
11.
-2- exp (a - -2
(1,i;
p(z) dz i = :
v+ -
1t(Jx
V:+d: = dv. + --~.
(j"
Vo
v;
(8.13)
Note that in order to determine 11; from the result in Equation (8.9), we need to know the standard deviations (jx and (j" of the two random processes x(t) and xU). When the processes are stationary, however, then
x(t)
a; = RAO) = f~oo SAw) dw

0"1 =
R..(O) = - R;(O) =
f~oo w S,,(w)dw
2
(8.10)
FIG. 8.7. 'Sec Powell 11958),
1\ samplc rUllclion with scvcwl peaks loc;atcd in the interval (z, 2
so that I',: can be dCkrmincd if thc spcctrul density function Sx(w) is known. The two integrals in Equation (8.10) are known as the zeroth and second
+ '/21
I
210
pz(z)
8.4.
Xf"'O
PROBABIliTY DENSITY OF THE ENVELOPE

xl",O
"-\)I
,~
II
I
I "I
i
211
I'" " I "'" x
II
1'
J~.
oX
II 11
11
I
tL II
_ _ _ _-;---:~=.
t
,.........
.... x
kl
J':t.
FIG. 8.8.
Rayleigh probability density function pz{z) given by Equation (8.14).
Recall that for x(t) and i(t) with uncofl:,ell\ted Gaussian distribution and zero means, the average time rate of zero up-crossings v;j and z level up-crossings are, respectively, .
, .......,,'
a(l)
vci
:. p(z)
Ux
21tU x'
vi =
exp ( -
2~;)
(8.14)
I II I
,!
;1
= :; exp
(Z2) - 2u;
which is the well-known Rayleigh distributioniil ocean wave height as illustrated in Figure 8.8. Note that pz(z) = 0 for Z < O.
(II)
(I
I 'I I
'I
8.4.
PROBABILITY DENSITY OF THE ENVELOPE
FIG. 8.9. Phase-plane diagrams of (a) simple harmonic motion and random process, from Crandall and Mark (1963),
(h)
sample of narrowband
III
hi
~ ill
I
'~1
, f
The concept of the envelope function of a random process x(t) is introduced through a natural generalization of the envelope for a simple deterministic sinusoid x(t) = a sin wot. In Figure 8.9 let this sinusoid be represented by the horizontal projection of a radius vector of magnitude a rotating with constant circular frequency Wo from the + i.jwo axis in the phase plane. In the x versus t plot, the two dash lines x = a geometrically represent the envelope of the sinusoid. Thus if a(t) is used to define the envelope as a general function of time itis therefore equal to the radius of the moving point P.ln the case ofthe sinusoid this radius is a constant so that the plot of a(t) versus tis the pair of dashed lines in Figures 8.9a. Applying this definition to a sample of a narrow-band random process x(t). the envelope function a(t) is no longer a constant. It is defined by the equation
a t) = x2(t)
The plot of a(t) versus t is shown by the dashed curves in Figure 8.9b, exhibiting the geometric characteristic of the envelope to the sample function x(t). Having defined the envelope function a(t), it is then possible to derive ils probability density function from the joint density of x(t) and xV). Thus
p(a)da
ff
P(X,:JdXd(:J
(8.16)
2(
'2(t) +X
~i o
(8.15)
The integral in Equation (8.16) covers the area defined by the boundary (a, a + da) in the x - X/wo plane as shown in Figure 8.10. The geometry ofthe envelope equation suggests, as usual, that it is advantageous to use polar coordinates. Furthermore, to change the ordinate x/wo to i, it is necessary to
~i
lllll\
212

i}tdO
8.5.
STRUCTURAL DESIGN AGAINST YIELD FAILURE
213
Let x
= a sin 0, i/wo = a cos 0, then

P(x, xl = _1_ exp {2naxa x
;:2}
x
(8.21)
Since roo = ai/a". Substituting Equation (S.21) into Equation (S.20) gives
r1
V-~
;>x
p(a)
= az exp {- 2:2.}
a" ..
. (8.22)
which again is the Rayleigh probability density function as shown in Figure 8.S.
8.5.
FIG. 8.10.
STRUCTURAL QESIGN AGAINST YielD FAILURE
Envelope a(t) in the plane or x and x/woo
relate the corresponding probabilities
P(X,~)dXd(X) = p(x,x)dxdx Wo wo
so that
(8.17)
(x. ~)
(1)0
(Oop(x, x)
(8.18)
Consider an offshore structure subject to a strong random wave force. The maximum stress x(t) at a critical location on the structure is examined against the allowable yield strength a. Since the ocean wave is treated as random, the maximum stress x(t) is therefore also random. Consequently, there is a prob ability that after a certain time T during the pounding of the wave force, the maximum stress x(t) will exceed the yield strength q of the structure. Such a sample is shown in Figure 8.11. This random time Tto failure of the structure by yielding. when failure is defined as the exceedance of the strength by the maximum stress, is directly ~elated to the probability of structural failure Pro The probability of survival or simply the reliability of the structure R is defined as 1 - Pc. Both P r and R ard functions of time t as shown in Figure 8.11. To derive the probabiiity density function of this random time 1: the so-
I I I I I I I
t:
~~
~':!
I,
p(a) da = Je~ 0 (1)oP(X, x)a dO da p(a) = a(1)o

where x and
EXAMPLE
f21t
(8.19)
",(t)
Jo
flO
p(x, x) dO
(8.20)
I~
~I
I I
x are functions of a and O.
I
I 11
FIG. 8.11.. A sample runction x(t) that exceeds x
="
8.4. Determine the probability density function p(a) of the envelope process a(t) for a narrow-band stationary Gaussian process with zero mean. We have
p(x, x) = -2--. exp
na"ax
1 {I-2 (x2 + X2)} ax ax

"2
~
a at time T.
I
ill
I "I
:j'
.y
II
I:
214
8.5.
215
called first passage time, it is observed that p(t) dt = pet < T < t
.,
'i :i
:1
+ dt)
+ dt)]
(8.23)
The probability density function for T is shown in Figure 8.12. Note that the area under the curve to the right of t is peT > t). Since the event (T > t) is the same as that of no exceedance in (0, t), it follows that
peT
= P(no exceedance in,(O, t)]P(one exceedance in (t, t
> t)
= R(t)
)1
I I I
P(O; (0, t)]P[I; (t,
+ de)]
fO?
pet) dt
J'" v:e- :< de = e-':<

v
(S.28)
where the occurrences of exceedance are assumed to be independent From the result of Rice (1945)
P[l;(t, t
+ dt)) = v: de
(S.24)
which agrees with Equation (8.26) and is plotted in Figure 8.l3a along with the probability of failure Pr in Figure S.l3b.
Pr(t) = 1 - R(t) = I -
then prO; (t, t but

&
e-':'
+ dt)]
= I -
v: dt
= P[O; (0, t)](l - v4+ dt)
pro; (0, t
+ dt))
= P[O; (0, t)]P(O; (t, t
+ dtn
dl'[O; (0, t)] 'T -
I
I I I I I
'.I
(0, I)]V:
tit
EXAMPLE 8.5. A single-degree-of-freedom (SDOF) system is subjected to a stationary Gaussian force excitation f(t) with zero mean and uniform spectral density So. Determine the reliability R{t) as a function of the dimensionless product wot of the Wldamped natural circular frequency Wo and the time t. The reliability R(t) is defined as the probability that the response displacement x(t) has not crossed a barrier a = 2ux after time t . The governing equation of motion for the SDOF system in terms of !he displacement x(t) is
Rearranging terms and integrating both sides gives
dP[O; (0, e)] P[O, (0, t)]
...:
f v;;
i de
+ 2ew ox + w~x
f(l)
Assume that the mean exceedance rate
v: is constant, then
+c
The excitation f(t) is a Gaussian stationary random process with zero mean and a white spectrum So. Under the assumption of a Poisson distribution for the first passage time,
In P[O; (0, t)) = - v;;t

When t = 0, P[O; (0, 0)]= 1, c = O. Thus
P(O; (0, t)] =
p(tl
e-':'
(8.25)
Equation (8.25) states thiu the probability that no exceedance of the level a throughout the time interval (0, e) is which is by definition the reliability function, that is,
e-:,
reliability
= R(t) = e-'!'
(8.26)
Substituting Equations (8.24) and (8.25) into (8.23) yields the probability density function p(t) ofthe random first passage time T, known as the Poisson distribu tion p(t) =
v+ e-:
Q
(8.27)
FIG. 8.12.
Probability density function P(ll for the random first passage lime T.
'\ ;~~I'
216
DESIGN OF STRUCTURES FOR RANDOM EXCITATIONS,

RIt)
8.5.
217
where
1.0
hAt)
o.
e-("'ot .
/0,
t<O
t
Sin ""d.
-illd
t;:::o
Carrying out this integral we obtain

1
ax
lal
__ nSo 2e(J)~
Similarly
P (1l
I
I)
O''f
2nSo
1"h1( dt
t<o
t;:::O
~~--
-----------
where
hAt) =
oJ {d[h,,(/))/dt,
o
(b)
ax
Reliability R(II in (al and probability offailure P, in Ih}.
2emo
nS _ _ o
FIG. 8.13.
Substituting ax and a" intfl the equation for v:, we obtain
the reliability is
R(t) =
11:- = O.0431.J(-;;~
e- v !'
Then the reliability is
I I I I
0.0431 (J)o
where is the frequency of crossings of the displacement levellxl in this problem

lIa
v;;
= a= 20'x
Rtt) =
I
e-;' =
e-O.0431"'o'
0'i _(a'/2,,', --e

'itO' x
which is independent of the damping ratio To plot this result, let us take the logarithm on each side. (See Figure 8.14.)
e.
=
O'i = - e -2 = 0.0431
nO'" '
(ax) -
0'",
In R(tl
- 0.0431wol
2.303 log R(t)
The standard deviations of the response displacement x and velocity determined by integrating the respective impulse response functions.
0';
x can be
or log R(I) =
0.01872wol = .V 0.01872
= 2n:So
tx> h;(t) dt
dy
d(wo/) =
Ii II I I
I
II
,_
I I
218

l
8.5.
STRUCTURAL DESIGN AGAINST VIELD FAILURE
219
.
5
K
wo
10
hydrodynamic shear force, we can estimate the dam reliability by Equation

15 20
~~
~,o
R(y, t)
= exp{ -
v;t}
2
0.81 \-
""-
t
y
taF(Y) [ -a (y) -ex { ---exp -]} p 1toAy) 2o}(y)
(8.29)
I I I I I I I I II I
0.651-
RII)
'"
.
where the standard deviation of the hydrodynamic shear force from Equation
""
-1-0,19 hi-
m. tl
0.52
0.42'
Y -0.38
211 ) h~. ( 3.1
FIG. 8.14.
Reliability R(I} as a function of Wof.
wot
R(t)
I,
fUid II) ?
1Y4
fLAm]
_.
0 5 10 15 20
0 0.0936 0.1872 0.2808 0.3744
.1.0000
0.8061
,0.6499
0.5239
'0.4223
hI' ( 3' t
I I I I
Note that wot = 21t(tlto) so that for wot = 21t.;:::. 6, tlto = 1, which means that we are considering the time one natural period to after loading.
EXAMPLE
,-;1,I,--'J~~lV~7~7~7~J~---j.~7~A7~71f/~/2'2/a,~--~r~/~C~<~'~L??77~~~------------V euA
-.."nj ..
,I;
.'
8.6. Consider the problem in Section 7.5 of the dam-reservoir system subjected to a vertical ground acceleration, modeled as a stationary Gaussian process with a zero mean, and a white noise spectral density So. It is assumed that failure occurs when the response hydrodynamic shear force F at the dam base exceeds a barrier level of a = pal' where P= 2.0,2.5,3.0, and 3.5, respectively,and aF is the standard deviation of the response hydrodynamic force. Assuming equal resistance of the dam to two opposite directions of the
I
' '
vu,c'Z/1777777777777A :I J 1/r,i"/UZVUZf )'777777 j
FIG.8.15. Unit impulse response of derivative of shear. The constant multiplier we'll + a:){2g
is deleted.
220
DESIGN OF STRUCTURES FOR RANDOM exCITATIONS
8.5.
221
(7.168) is
O}(y)
=;
1 + 0: 2 E[F (y)] = 3(1 _ 0:) 7r.SQp 2cH3 1 - H
(y)3
(S.30)
we can determine the unit impulse response hj(y, t) of the time derivative ofthe shear force. This is shown in Figure 8.15. With hy(y, t) known we can then determine the square of ths standard deviation
O'j(Y) = E[F2(y)] = 1nSo
1
Based on the unit impulse response hy(Y, t) of the shear force, as shown in Figure 7.12, and the simple relation
hj(y, t) = dt hf(y, t)
fOO Jo h1(y, t) dt =
1 .....,
l'
+ IX IX 1 (. nSoP c3 H 1 -
y)
(8.31)
Substituting O'y(y) from pquation (S.20) and O'i'(y) from Equation (S.31) into
3.5
0.8
1
g :0 .,
~
0.7
:0
.~
~ 0.6
ci ~
ci
..
i!
0.5
0.4 1
10
01\
1 ! ! ! ) J 20 30 40 50 61
t = 2tdl1'j = time _
10
"'II '" 2'ITtJtl
= time
20
30
I
I
I
I
I
I
I
I
I
I
111:l r
J
FIG. 8.16. Variation of shear reliability at dam baSe y. 0 with time w,1 and strength ratio
a(O)/O".,{O).
FIG. 8.17. Comparison of reliabilities for shear F, moment M at base of dam, and for SDOr system at 20" strength level.
II
Ii
f;
" if
l~
I
222
DESIGN OF STRUCTuRES FOR RANDOM EXCITATIONS 8.5. STRUCTURAL DESIGN AGAINST YIELD FAILURE
i~ I
223
Equation (8.29) yields

R(y. t) = exp
i:
.1
r#,i
~ .~
~t
.:{
I .] I
,I
2./3 wit . - a 2(y) ] [ - 7 1 _ (ylH) exp 2[1 _ (J'IH)]3G~0)
(8.32)
11
,I
where WI = 1tc/2H is the fundamental circular frequency of the dam-reservoir system. Note that the shear reliability in Equation (8.32) depends on the refrac tion coefficient (1. implicitly through GF(O) in Equation (8.30). To develop the reliability analysis further it is necessary to specify the available shear strength aCyl as a junction of y and then the ratio between the
WI
= 10
1.0
II .
'II
I .! ;I
!
I I
II I
I
.
r.
1
.a .,
~
Wit
0.9
= 10
t
S
0.7'~------~~
I
I
tl
....
tt:
____~~____~~____~L-______~______~
ylH ~ lop
AG.8.19. Variation of shear reliability with elevation (ylm and time (W,t) for the triangular section with 0(0)/0',,(0) = 3.0.
0.81
......
I
I
j
0
0.2 0.4
Jr
0.6
ylH _ l o p
strength and the shear response GF(O). For the specification of the strength response ratio, first consider the critical location at the base of the dam y O. The reliability is
R(O, t) = exp
0.8 1.0
[ x2 exp {- 2J3w,t
2O'i-(0)
(0)]}
(8.33)
FIG. 8.18. Variation of shear reliability with elevation (YIH) and time (w, t) for the uniform section with a(0)/0'''(0) 3.0.
This shear reliability function depends on two parameters, the strength-response parameter a(O)/O'F(O) and the time parameter lOll. The function is plotted in Figure 8.16 as a family of straight lines in a semilog scale for a(O)/O'F(O) = 2.0, 2.5,3.0, and 3.5. It is interesting to note that R{O, t) for shear in the dam problem
224
SlogS
8.6.
STRUCTURAL DESIGN AGAINST FATIGUE
225
differs from that for a SOOF systcm with an undampcd natural circular fre quency (J)Q = WI only in the constant multiplier, which is 0,3510 for the dam versus 0.3183 for the SDOF system. The resulting difference in the reliability functions is shown in Figure 8.1 7 for the strength-response ratio of 2.0. Also included in Figure 8.17 is the moment reliability function for which the deriva tion is completely analogous to the shear case. The details will not be given here. To examine the variation of the reliability function with the elevation y, two basic and simple dam configurations are considered, the uniform dam section with a(y) = a(O) and the triangular dam section where a(y) = [I - (y/H}]a(O). For each configuration, the shear reliability R(y, t) is calcu lated for the typical strength-response ratio of a(O)/O'F(O) = 3.0 using Equation (8.32). The result is shown in Figures 8.18 and 8.19, respectively, for two typical values of the time parameter (I)ll = to and 60. In both dam configurations, the shear reliability approaches 100% towards the top of the dam indicating that the bottom section is critical in design as expected. A comparison of Figures 11.111 and 8.19 also gives a quantitative measure for the effect of reducing dam sectional area near its top on the system safety.
100.- 2
~1
alb
10
10gN " a 10" = N
1-
1 FIG. 8.20.
10
10gN
100
'" N
Idealized raligue lire N versus stress amplitude S.
8.6.
STRUCTURAL DESIGN AGAINST FATIGUE
tude S, is accumulated linearly. That is,
The basic result for the estimation of fatigue failure of structures under random loadings is again derived from a generalization of the deterministic theory. This dctcrministic thcory is bascd 011 thc wcll-known hypothcsis of Palmgrcn (llJ24) and Miner (1945) as seen in Section 8.6.1.
8.6.1. Palmgren and Miner's Deterministic Hypothesis
....
II,
= N(Sj)
(8.35)
I I I I I
where N(Sj) is the fatigue life with cyclic load of constant amplitude St. Further more, for groups of different load amplitudes, the total percentage of damage is
"1 D = N(S;j
From standard fatigue tests of structural elements, it is observed that the most important parameter that governs the fatigue failure is the amplitude S of the cyclic load. If N(s) denotes the number of load cycles with constant amplitude S to cause fatigue failure or simply the so-called fatigue life at amplitude S, then a linear approximation can be obtained from experimental data for typical structural materials between N(s) and S on a log-log scale as shown in Figure 8.20. That is log N = a - b(logS) log (NSh)
+ N(S2) + ...
nl
L "I I N(SI)
(8.36)
,I
I}
1 :
~ \:
"
Clearly fatigue failure is defined by 100% damage. Extending the discrete loading groups to a continuously variable amplitUde S gives the result
D
= roo
Ii1 ~
.
:{
j
Js=o
n(S) dS N(S)
(8.37)
~J
~
~ ,
=a
C
where n(S) dS represents the number of cyclic loadings with amplitude in the interval (S, S + dS) and N(S) is the fatigue life at amplitude S.
(8.34)
;. i; IIH
to" = NSb =
8.6.2.
Stationary Narrow-Band Random Loading
where constants band cdepend only on material strength. Based on this idealized experimental law, Palmgren and Miner's hypothesis states that the percentage of damage D due to loadings with n, cycles of ampli-
Consider now that the cyclic loading is a stationary narrow-band random

load and n(S) dS represents the random number of load cycles with amplitUdes in the interval (S, S + dS). From the precedinp ;'i,cgral equation it is seen 'that
1 ~l I
'f i~ , I.,
JI ,{
~\i
,11
'.'.!
jl ~ J [~" ~I.
; .l
~ tIl,
l~ i:~
~i
19
h
i.
f.~
7~
'ij

I"
I
I
I I
226
8,&.STRUCTUAAL DESIGN AGAINST FATIGUE
227
the percentage of damage D must also be a random variable. Thus the mean value of D is given by
E(D)
H(w)
+ j(w/wo'
,~
= roo E(n(S)]dS
fl
Jo
N(S)
(8.38)
A fatigue sensitive element is exposed to the stress process y(t), The S-N curve for this element is
" ,.
'I
.~ i
~
.,
since the fatigue life N(s) is a deterministic or nonrandom function of amplitude S. The mean number of load cydes with amplitude or peak in the interval (S, S + dS) is denoted by E[n(S) dS]. In view of the work by Powell (1958), it is found to be the difference of the mean number of up-crossings of two peaks, that is,
E[n(S)dS] = (1.'.+ - v,++d.)t
(- dV$+)(t)
SbN
=c
On the basis of the Palmgren-Miner hypothesis what should the amplitude A be of the equivalent excitation
I
(8.39)
X.q
A sin wot
;l
where 1.'.+ is the mean up-crossing rate of the level x = Sand t is the time dura tion of load application. Recan that the probability density function of the load amplitude or peak has been derived before as
peS) dS = _ dV.+
if this excitation is to do the same damage in the same time as the average damage due to the random excitation x(t), which has the spectral density
S,,(w) =
jl
I
{~o(W~ + w )
l
for Wo - e < elsewhere
< Wo
+e
I i I
I
!~
I
I
-;r
(8.40)
Substituting the last two equations into the mean damage integral gives
E(D)
This spectral density function is shown in Figure 8.21. Fatigue damage from nonrandom loading is
,.
i
III
!'I
'i t t
I. '.
= roo
Js=o
1.'6 t P(S) dS
~ = (wot) S:
(8.41 )
21t
N(S)
Finally making use of the Rayleigh distribution of the load peaks, the experi mental relation for fatigue life, and 1.'6. = wo/21t, the integral in Equation (8.4l) can be carried out as
p(S)
S...(tuj
S = -zexp
(1JC
(S2)
-2
(1"
2
I"""-
I'..
I,
il
:~
. N(S)Sb
E(D)
=C
wt 1 foo Sb+l exp (S2 = ~--z - - 2) ds
21t
C
I II
-"-1:1
III
"-1:1
l>
'"
" ~.I
il
where r(t
(1"
2(1". (8.42)
!:.,
it lU' :l ~!
,:~ ~il"
'I !~Irr.';i! l~ fiB
Wo t (-../2(1 r;; )br ( I - 21t C x
+2
b)
--+H
FIG. 8.21.
+ x) =
J~ e-Yy" dy is the Gamma function.
EXAMPLE 8.7. A stationary narrow-band Gaussian 'excitation x(t) acts on a system whose response yet) is determined by the frequency response function
tt I' I
I ... t),
.1
228
\:,
PROBLEMS
229
which ilithis problem is made equal to the mean damage from random loading given as
wot
Substituting Sa from Equation (8.44) and a. from Equation (8.45) into Equation (8.43) yields
A =
211:
!(..[iasrr(l +~) C
4wo.[eSo[r
(1+ n]~
Xeq.
Equating the two fatigue damage expressions yields the stress amplitude
Sa =
which is the required amplitude of the equivalent nonrandom excitation PROBLEMS
..[ias
[r (I + ~)J'b
(8.43)
The remaining task now is to relate the stress amplitude Sa to the amplitude A of the equivalent excitation X cq and to relate the standard deviation of the random stress a. to the given spectral density S,,(w) oC the random excitation X(I). These arc worked out as follows: For the first part, excitation X cq
A.
8.1. Find the probability density Cunction p(x, y) in the circular shaded area as shown, if it is known that for any point (x, y) in the plane of
x-y outside of the area, the corresponding probability is zero, and inside the arca tbe probability is uniformly distributed. (Sec Figure 8.22.)
y
I I I
I I
= A sin wot = ~ (e l"""

- lI( - UJo)e- W ",,]
.
e - i"'o')
response y =
2i [H(wo)e"''''
Ii . i (Sill (/lui
-
cos wot) =
A . ji sm(/IJ()I
(I
.r
"
FIG. 8.22.
response stress ky =
~1 sin(wol -
0)
1 II
'i
i
where k is the spring 'constant and the stress amplitude
8.2. Show that if Y = g(x), and Pr(Y) and px(x) are the probability density functions fOf the two random variables' Y and X, respectively, then
(8.44)
', :] W
j!
kA
Sa =
../i
py(y) =
Idg~:(y)\ PX[g-l(y)]
where x = g-l(y)
For the second part,
8.3. Show that if X and Yare two random variables with the joint prob
ability density fu~ion Px.r(x, y) and that Z = X + Y, then
E(S2)
11\ ill!
I I
(1; =
= k 2E(y2) = k2
S:",
Sy(W) dw
pz(z) =
f-"'", Px.y(z -
y, y) dy
I I:
:
I
Ii
<
$: ,1
= 2kl
J.,.-. IH(wWS,,(w)dw
(8.45)
f"o+
8.4. Find the probability density function pz(z) if Z
:. a; :::: 4ek2Sow~
= X + Y and X and Y are two independent random variables with the same uniform distribu tion in the interv;u (- 1 to + I).
1111 1/
Ill: i1
lij
I';
f,l 'll' ...I b
~ !1 ~t
;',,;11 m
I:
I
.':~1 ;1. i: ,' 1
"
230 DESIGN OF STRUCTURES FOR RANDOM EXCITATIONS
PR
8.5. Given two independent random variables X and Yand their probability
densities
Px(x) = {ae- ......
x~o
8.8.
For a narrow-band random process x(t) and ware random,
= a(ncosOJ!
~~.
.,
",.,,:~~
,,~
tl
t~
"
~j
~"
0,
x<o
y~O
(a) Define the random envelope process aft) in terms of the random process X(l) and i(I). (b) Find the probability density function pea) of aCt) in terms of the joint probability density p(x, x) in an integral form.
py(y)
= {fJe-JlJ',
0,
y<O
8.9.
0 and E(x)
11
:1 "
find the probability density function pz(z) where Z = X + Y.
-,
";~
"~I
"i
8.6. Given: X(t) is a stationary random process and E(x) (a) Show that E(xx) = O.
(b) Show that R,t(-r) = - (d 2 /d-r 2 )RA-r);;: - R~(-r). (c) Find (f,t
Given:
Rx(-r) =
=0
A SDOF system is subjected to a stationary narrow-band random excitation x(r) with E(X(l)] = 0 and spectral density Sx(w) given by the plot in Figure 8.24. Estimate the time 'If to fatigue faiiure under this excitation. Assume that the complex frequency response for the critical stress yet) is
~ =
<.0 0
:~
;1
I ]
Hy(w) = 1 +
'
i2~(w/wo) _
(OO/Wo)
2'
I
I
I ! I ' 11 I
i
S:co Sx(oo)e- iwr doo
damping ratio natural, frequency a constant
Also the fatigue life Curve is NSb = C with constants band C.

S"ln)
and SAw) is given as a band-limited whit~ noise as shown in Figure 8.21

8,.{w)
S,,(w)
= solwii
'I- .,2)
lao
Wo
1/1(:1
wo
,.. .,
10"//#fffl:!
J
FIG. 8.23.
l:I0'/I'!'ffffA
(oJ
\ dvI
,
p(x, x)
-1 u
2.
8.7. A stationary narrow-band process X(t). with E[x]
has the following joint probability density for x and
= {~
for - 1 ~ x , otherwise
1 and
= 0 and E[x] = x at all times. - 1~ x~ 1
0,
FIG. 8.24.
8.10. Suppose yell is a stationary, narrow-band, Gaussian stress process at a

critical location of a structure. E(y) = 0 and the central frequency of
Y(l) is <.00 = 30 rad/sec.
,~
(a) Find (fx and (f,t. (b) Find the mean number of up-crossings of the level x = a (with a = 1/2) per unit time III in Hertz. (c) Find the probability of zero up-crossings per unit time P(c)/dt.
(a) Estimate the probability v;; per unit time that the stress yet) crosses the design yield stress level of a = 4(f)/. (b) Estimate the probability P that the random time T of first up crossings of the 4(fy level will be within the interval, (\ sec
~
2 sec)
ri5i1
....
9.1. SDOF SYSTEMS WITH STATIONARY EXCITATION
233
CHAPTER
It is assumed that x(t) = 0 for I < O. For I ~ 0 it is a stationary Gaussian process with zero mean and a white spectrum So. The solution to Equation (9.1) . with zero initial displacement and velocity is
y(/) =:'
f~ 11(1 -
0);(01 dO
(9.2)
NONSTATIONARV RESPONSE
where the unit impulse response function is
h(t) =
{
wo~ sin wo~t,

O.
e-(Wo'
t~O
t<O
(9.3)
The mean value of the response displacement can be obtained from Equation
(9.2).
[y(t)] =
f~ h(t -
O)[x(O)] dO
=0
(9.4)
In this chapter we consider the time-dependent response of structures. This is important in the structural problems dealing with dynamic effects from earth quake motion, strong wind, and ocean waves, where both the excitation and the response are essentially transient in nature. The presentation is made in two parts. The first considers a suddenly applied stationary random excitation, which may be called a pseudononstationary excitation. The second part deals with a more practical case where the excitation not only has a zero starting condition but is also transient during the load application.
9.1. SDOF SYSTEMS WITH STATIONARY EXCITATION *
since the excitation process x(t) is assumed to have zero mean. The variance of yet) when yet) has zero mean is equal to tbe mean square. From Equation (9.2), var yet) = 0';(1) = [y2(r)] =
f~ f~ h(t -
0dll(t - 02)[x(Odx(02)] dOl d0 2

(9.5)
where
[x(O, )x(02)] = R.,,(O, - O2 ) = 2n;So<>(O, - O 2)
Consider single-degree-of-freedom (SDOF) linear systems governed by the equation of motion

ji
(9.6)
+ 2woey + w~,
= X(/)
(9.1)
is the autocorrelation function of the stationary excitation x(t) with a white spectrum So. Substituting the autocorrelation function of Equation (9.6) into Equation (95) and carrying out the integration with respect to O 2 yields
11';(1) = 2n;So
where
Wo =:
natural circular frequency,
= damping ratio, y = displacement response, and

~
h2 (t
Od dOl
(9.7)
x(tl = excitation force divided by the mass.

'See emil-hey and Stumpj196l).
This simple result is obtained on the basis of the key assumption of a white excitation with the corresponding Dirac delta autocorrelation function, Equa tion (9.6).
232
: l'l
!q ;f
~ I
I! I
U I
:11
~ I
'1,
!' ,~
234
NONSTATIONARY RESPONSE
9.1.
2
SDOF SYSTEMS WITH STATIONARY EXCITATION
235
9.1.1.
Zero Damping System
For the idealized but fundamental case of zero damping
eis zero in Equation
e- {o,<>, sin 2Wdt 1
= [1
- 2ewot +
sin 2Wdt _ O(~o) O(e n ~

2
(9.3) so that the mean square response from Equation (9.7) becomes
a yet - 2n:S0
2 ) _
i'
sin wo(t - 0) dO
2
(1)0
the last term in the approximation Equation (9.11) must be retained. For a zero-damped system,
a;(t) =
{\
II.
:j
II i
II
i II 1 I
1 I
f I:
I
i
)
= -2 3 ( 2w ot Wo
which approaches infinity as stationary solution.
t -+ 00.
n:So
. sm 2wot)
2nS~ (2wot
Wo
sin 2wol)
(9.12a)
(9.8)
This result agrees with the unbounded
9.1.2.
lightly Damped Systems
For the practical case with light dampingO < .

from Equations (9.3) and (9.7) is
(ly(t)
2
e < l.0, the mean square response

(9.9)
This agrees with Equation (9.8) as expected. The mean square a:(rl, as given by Equation (9.10), is plotted in Figure 9.1 for = 0,0.025, and 0.1. It is observed that ror = 0.1 the system response approaches to the corresponding stationary case in about three cycles of natural vibration when wor = 27tfol ~ 6n so that t ~ 3'0, three times the natural period When t -+ oc, q;(t) from Equation (9.10) reduces to
'0-
2nSo
i'
q;(t) =
2
2wJ~
n:So
(9.l2b)
e-2~"'o('-O) sin wo~(t - 0)

2( 2 - dO o Wo I e )
=
!~
! I
!
Let
wo~(c
IJ) =
z, then dO
0
dz/wo~ and
2
zdz sm
which agrees with the well-known stationary solution. For ~ a;(t)wMnSo = 1/2e = 5.0 in Figure 9.1.
= 0.1 0 the ordinate
o}(t) = w~(l2nSo _ .. 1'2)3/2
iWo~l e-2~;~2
<T~(tI
-'-')
!t l
:~
;~
"so''''o
i,
q;(t) =
or
2~oe [1 - e-2~Wo' (1 + 1 :~2 sin 2 wdt + ...

nSo [
2
sin 2Wdt)]
(9.10)
20
t~
.; ,
I,
"
;}
\.
~i 8!
U'
".
O',,(t) = 2~w~ I . For small
e- 2~"'ot --wr(Wd + WOWde sm 2Wdt + 2woe sm
2 2
2
Wdt)
15
e
10
0',
n:S [1 2(t) "'" _ 0 -(1
-2w~
e- 2{"'o') -
- - - s m 2w"t
e-2~WoI.
0.10
t~
(9.11 )
5
I~~
I I
. Since
:>-'ot=2"fot
e-2~Wo' = I
2ew ot + O(e 2)
+ O(e) =
O(eo)
3"
/6"
Three cycles of natural vibration
9..
! (l e
e- 2~Wot) = 2wol
FIG. 9.1. Nonstationary n:sponse of linear SDOF systems under stationary random excitation
with a white spectrum So (Caughey and Stumpf. 19611.
.-.----------~~-
.11 .
236
NONSTATIONARY RESPONSE 9.2. DAM-RESERVOIR SYSTEMS WITH STATIONARY EXCITATION
237
9.2. DAM-RESERVOIR SYSTEMS WITH STATIONARY EXCITATION 9.2.1. Vertical Acceleration Excitation
modified by a scale factor of a2to - lI The effective starting time depends on the elevation y and is equal to y/c so that the mean square shear is
E[F2(t)]
= 271:So
-
We consider now the nonstationary response of the dam-reservoir system to vertical ground acceleration excitation, which is modeled by a stationary process x(t) with a white spectrum So and a zero mean value. Again we assume x(t) = 0 for t < O. As in the case of SDOF systems in Section 9.1, the response mean value is again zero. The mean square response for the shear force F is, from Equation (9.7),
[f
81c
(1
+ ex)2 p .2 2 C (CO
2
_ y)2 dO
[1 + ex 2 + ... + a ltn -
I ,]
ylc
_ 1tSo(l + ex)1.p~CH3 (1 _ .t)3 [1 + ex2 + ... + a2(O-1I]

3 H
(9.15)
I: I
I
I
I" I
I
I
i
i
"
when t ... 00, n ... 00 according to Equation (9.14), so that the mean square in Equation (9.15) becomes lim E[F2(t)]
~[F2(t)] =
u}(t)
= 271:So f~ h}(O) dO
(9.13)
r~'"
= 3~
+ a) 1tSop1cH3 (1 _ 1 - a) H
1.)3
(9.16)
in which hp(t) is the unit impulse response function given in Section 7.5.2 and plotted in Figure 9.2. An examination of the figure reveals that the integral in Equation (9.13) changes with time t in a simple manner when t is limited to a multiple of the half-period 2H/c. Let n be defined such that
t=n
which agrees with the stationary solution, Equation (7.168), as expected. In a similar manner, the mean square response for the overturning moment Mis
E[M2(t)]
= 2nSo
=
2H
(9.14)
[l
"IC
(1 + a)2
p 2C2(cO _
y)4
d6 [1 + a 2 + ... + ex 2(n-I,]
ylc
---20
00,
71:50 (1 +3~.~!!lCH~ (I _
1_)S [I + II
(X2
+, ... + ex 2(n-1)]
(9.17)
is lhe restricted time t. Then from Figure 9.2. we see that the integral in Equation (9.13) equals to n times the basic integral within the range of 0 ~ t ~ 2H/c,
"~l\'.
and when t ...
()
,"'..,
. (I + ex) hm E[M2(t)] = - - - - 1tSop2cHs 1 - -
(y)S
H
20(1 - a)
(9.18)
1 '" " - -2
peH ( 1 - ij)
1+ 2
1'cl.2H _ h - cel = hF
FIG. 9.2. Impulse response (or hydrodynamic shear (orce on dam due to vertical ground accelera tion.
I", "
hp=-2 pcict-yl
I
>
a(~)peH(l
2 Half
-!)
W'
.
Note that both the stationary response shear of Equation (9.16) and moment of Equation (9.18) become unbounded for dam-reservoir systems with a rigid foundation when a = 1.0. This behavior is analogous to that of an undamped linear SDOF system for which the unbounded mean square response to a stationary excitation process with a white spectrum is well known. To study the transient behavior of the mean square response, consider the response at the base of the dam y = 0 and for a deformable foundation of 'ex = 0.815. From Equation (9.15), using the hydrostatic force Fo = WH2/2 and the fundamental circular frequency WI = 1tc/2H, we have
E[F2(t)]
11
m~
II
~
,~~
\.t
'"
-!:
~
r
!\ "~l
1
:~!
._ _ _ Half [leriod
P<!,iO:i
= F~C;~I)n(l + a)2(1 + ex 2 + ... + a2(n-Il)]
"
(9.19)
.<.
,!~
Note that the right-hand side of Equation (9.19) d~pends on the time t implicitly through the half-period 2H/c by the definition t = n(2H/c).
1m Ii
;!~
.,1..;
!:
::1 "
IIDH ,.: w:
.t' .
~I
I ;", ' ll: ' ; i .13 W
~ill I II
I
238
9.2.
DAM-RESERVOIR SYSTEMS WITH STATIONARY EXCITATION
239
II
I~
;!
J
,!
"
I II I II
~~:
fll!
U
~I
!I
f!
The nondimensional mean square shear E[Fl(t)]/(FASowt/gl) is plotted against the number of half-natural periods n = t/(2H/c) for 0: = 0.815 in Figure 9.3. It shows clearly that the transient response approaches a stationary state in about eight natural periods (n ::::: 16~ For the mean square moment, using the hydrostatic moment Mo = wH 3 /6, y = 0, and WI = 1I'.c/2H in Equation (9.17) gives
,I
II t! II
E(M2(t)] =
M~ e:~l)[ 158 (I -+ OC)2(1
(X2 + ... + a 2 l]
(n-l
(9.20)
A plot of the nondimensional mean square moment E[M2(t)]/(M~Sowd~/2} against II t/(2H/c:) for a = 0.815 in Figure 9.4 shows again that the transient moment approaches a stationary state in about eight natural periods (II :::::. 16) as in the case of shear. Also'plotted in Figure 9.3 and 9.4 are the idealized case of a rigid foundation with a = 1.0, clearly showing the effect of damping generated by the deformable foundation. Note that the dimensional mean square shear (or moment) in Equation (9.19) [or Equation (9.20)] depends on the time t, the natural period 4H/c, the
70
56
II
Si .c
60
48
:11 I
: I!
,
! go 40
'" l!!
E E
'" E
N 32
~
c:
'" '" 0 '"
l!! 50
" ill
'" r;:
;:..
N 40r .!:!>
Stationary case
.I
Stationary case
r
0
Zb
~
;!'oil
S 24
~ 30
101
20
16 .
1:
:~!
t; ,"
-,
:
::i :,
f:
~~
:1
~~
I! H.
~;
~~f
I I
I
.
6 n = 1112Hel
= time
14
16
16 6 n tJ(2H1el = time 'FIG. 9.4. Nonstationary response mean square moment at dam base versus time (exacl at integer 2
FIG. 9.3. Nonstationary response mean square shear at'<Jam base versus time (exact at integer H).
II).
fU
".~ I
l .
,<
:U ",mJ
II
240
NONSTATIONARV RESPONSE 9.3. SOOF SYSTEMS WITH NONSTATIONARV EXCITATION
241
refraction coellicient.a, the excitation acceleration parameter Sowdg 2, and the hydrostatic force Fo = WH2/2 (or the hydrostatic moment Mo = wIl J /6). When the spectral density of the vertical ground acceleration So has a magnitude of g2/WI' meaning that the mean square acceleration in the frequency range (0, WI) is 2g2, then the stationary response root mean square (RMS) shear is equal to .J6.541 (or 2.558) times the hydrostatic shear F Q for ex = 0.815 from Equation (9.19) or Figure 9.3. In the case of overturning moment, the stationary response RMS moment is equal to ..)35.319 (or 5.943) times the hydrostatic moment Mo for (X = 0.815 from Equation (9.20). or Figure 9.4. These RMS responses are at the base of the dam y = o.
or
(4096/1r4")(f~)(2Sowtlg2) ~ 41r Jo J~x) dx
o}(t)
elK.
f Jo
".
J~x) dx ~ 1.6
for
t =
(4096/1r4}(f~}(2SoWl/g2) ~ 0.1
The first term approximation indicates that when the excitation acceleration has a mean square value equal to O.oli! in the frequency range 0 ~ W ~ Wt, the mean square response shear force 0}(1) ~ (O.1)(42.05)(O.Ol)Ft = O,042f~ after one natural period of time. The standard deviation (IF ~ O.20F0 or 20% of the hydrostatic shear force f o.
o}(l)
9.2.2.
Horizontal Acceleration Excitation
Consider the nonstationary response of tile dam-reservoir system to a suddenly applied horizontal ground acceleration excitation, which is modeled by a stationary process with a zero mean and with a white spectrum So. For such a system. the impulse response function for the hydrodynamic shear force F(t) given by Equation (7.226) is
16c 00 J (k 11,._(1) = - - F L _I!. -ncr} n2011 o. = I (211-=-,)i
9.3.
SDOf SYSTEMS WITH NONSTATIONARY EXCITATION
where J II is the Bessel fUllction of the IIrst kind and of ord~r zero, f 0 = (l)H 2/2 is the hydrostatic shear force, and kn = n(211 I )f2U is /I the wave number of the vibrating water in the reservoir. The mean value of the response shear force is zero and the mean square v<llue, from Equation (9.13), is
As pointed out in the beginning of the chapter, we treat the nonstationary response problem in two parts. Sections 9.1 and 9.2 deal with the so-called zero start stationary or pseudononstationary excitation. Ih this and the following section, Sections 9.3 and 9.4, we treat the excitation as a zero start nonstationary 'process with time dependent statistics for t > O.
9.3.1. Priestley's Model
E[fl(l}]
= a}(t) = 2nSo
11;'(0) dO
Substituting I',,(t) in the preceding equation

0 16Cf aNt) = 2nSo ( 2n ~/H
First consider a stationary random process x(t) with zero mean, using Priestley's complex integral model (Priestley, 1967)
)2 i' [W I
0
n= I
(2/1 -
J (k "--2 tt) -~-.

I)
J2 dt
x(t)
= f~., e
."
dX(w)
(9.21)
I
I
D
I I I I
; ' I
, '.
. I I
~
,
I::
As a IIrst approximation, consider only one term in the preceding convergent series of Bessel functions. Using kl = n/2H. (01 = nc/2H, 1: w l t/2n, and k I cl = 2nt in the approximation gives
where dX(w) is defined as a zero mean random orthogonal process such that E[dX(w)] = 0 and
~
,{
,
~
i
I
I
~
E[dX(w)*dX(w)] (2n)( 16<:) f' P(2 ) (2n) d (F~)(SOWt!g2) ~ WI n 2H. Jo . 0 nt WI t

o}(t)
=0
for w :/: w'
(9.22)
;;: I m
ri ~
;:~
I
h: ;: !
~,
As usual w is the frequency arid dX(w)* is the complex conjugate of dX(w).
' !II mii

~~ f.; v.J ;;
~t
<,
IR!
I~H i~;
Ii
fi
III
242
NONSTATfONARY RESPONSE
I I I I I I I I I 'II
" I
t
9.3.
SDOF SYSTEMS WITH NONSTATIONARY EXCITATION
243
The autocorrelation function for x(t),in terms ofthe lime lag r, is by definition
Rx(r)
Let
IA(t, wWEldX(w)!2 = SAt, w) dw
real part of E[x(l)*X{l

= Re E [
+ r)]
+I",'f
(9.29)
fOoo f:"" e-i"'t dX{w)*eioJ't
dX(W 1 ) ]
Substituting this into Equation (9.28) gives

Rx(t, t)
= Re
too", ei"'tEldX(wW
(9.23)
= Re
f~"" SAt, Wk"'f dw
(9.30)
as a result of the orthogonality property, Equation (9.22). Now let

"EldX(W!2 8,,(w) dw
Based on the same argument of the even function S.(t, w) of w, we can drop the real part symbol in Equation (9.30) and obtain (9.24)
RAt, t)
= r~ SAt, w)ei.,,, dw
(9.31)
Substituting Equation (9.24) into Equation (9.23) gives

Rx(r)
= Re f~ S,,(w)ej<Uf dw
(9.25)
A comparison of Equations (9.26) and (9.31) justifies the definitions of the nonstationary autocorrelation function for Rx(t, r) and the nonstationary spectrum for SAt, w). Furthermore, from Equations (9.24) and (9.29), we obtain the relation
Sx(t,w)
At this point, let us restrict x(l) to real functions of t .so that from Equation (9.21), dX(w) must: be even functions of w. Then, from Equation (9.24), Sx(w) must also be an even function of wand consequently the integral in Equation (9.25) is always a real function of the time lag t. Thus we can drop the real part symbol in Equation (9.25) to give
R..{t) =
= IA(t,wWSAw)
(9.32)
For the special case ofa frequency independent modulation function A(r, (I) A(t), Equations (9.31) and (9.32) lead to
RAt, t)
IA(tW
J:oo S..(w)e
i
6>t
dw
(9.26)
I
'"
SX(W)e'Wf dw
(9.33)
The last equation is clearly recognized as the standard relation between auto correlation function R.Jr) and the power spectral density function S..(w) of the " stationary process x{t). Now let us extend the preceding development to a nonstationary random process x{t) with zero mean by introducing a deterministic modulation function A(t, w) in Equation (9.21) as
x(t)
Using Equation (9.26) in Equation (9.33) gives

RAt, t)
= IA(tWRAt)
(9.34)
Ii
!:.
L=.
!
!
~
;,'
f~"" A(t, w)e",t dX(w)
In summary, we see that based on the integral representations of a stationary and nonstationary random processes, Equations (9.21) and (9.21), respectively, we have derived for the two processes a spectral relation, Equation"(9.32), and for the case where A(t,"w) A(t}, a correlation relation, Equation (9.34). 9.3.2. Response of SDOF Systems*
(9.21)
~I
I,
.~
The autocorrelation function in this case is then a funl;:tion of both t and r.

Rx{t, r)
Let the impulse response and complex frequency response of a SDOF linear system be denoted by h(t) and H(w1 respectively. When the system is excited by
See Shinozuka (1970).
= Re J:"" IA(t, w)1 2ei"'tEldX(wW
(9.28)
I
'"
La
244
9.3.
SDOf SYSTEMS WITH NONSTAnONARY EXCITATION
245
a nonstationary random process x(t), as defined by Equation (9.27), the response y(t) is also a nonstationary random process with zero mean and has the modula tion function B(t, w), integral representation. spectral densities S,(t, w), S,(w), and correlation functions R,(t, -r), R,(t) as follows:
yet) =
S,(!, w)
Shinozuka (1970). S,(t, w)
= 11'=0 A(t -
t,
w)e:,iO"h(t) dTr SAw)
(9.43)
J:",
B(t, w)e"" dY(w)
(9.35) (9.36)
= IB(t. wWS,(w)
Note that when A(t, w) = I and t -+ 00 the integral in Equation (9.43) reduces to H(w~ which is the well-known transfer function in the stationary case. The input-output correlation relation can be obtained from Equations (9.37) and (9.43)
R,(t, t)
R,(t. t) =
J:oo S,(t, w)e

J~ h(t -
i ""
dw
(9.37) where (9.38)
= J:oo
II
A(t - U, w)ei"'"h(u) du
S..(W)ei(l)' dw
(9.44)
When the system is initially at rest. the response is

yell
T)X(t) dt
1 S..(w) = -2
It
f'"
R..(V)e-i(l)" dv
_'"
(9.45)
Substituting x(t) of Equation (9.27) into Equation (9.38) gives

yet)
f;o[J~",
e ,.'
i
When A(t, w) = 1 and t...... 00 again Equation (9.44) reduces to the Fourier transform between Ry{t}/2lt and S,(w) in the stationary case.
9.3.3. Zero Damped SDOF Systems
A(T. w)e'''' dX(W)] Ii(t -
T) dT
Letting t -
= 0 and interchanging the order of integration gives
For an undamped linear oscillator, the unit impulse response function is sin wot ,
y(t) =
f: _'.
[J~=(J A(t -
O. w)e-i.,h(O) dO] dX(JJ)
(9.39)
her) =
t;:;o 0
t <0
(9.46)
f0,
Wo
Recall that in the case of stationary excitation and response we have
dY(w) = H(ctl) dX(ctl)

S,(w)
(9.40)
(9.41)
= IH(w)l2S..(w)
Let the excitation x(t) of the oscillator be a simple nonstationary random process with zero mean and with a nonstationary spectrum that is made up of the product of a unit step time function U(t) and a stationary white spectrum So. Thus A(t, wJ = U(t), S..(w) = So. and from Equation (9.32)
Sx(t, w)
Substituting dX(w) of Equation (9.40) into Equation (9.39) and comparing the
resulting Equation (9.39) with Equation (9.35) gives
1 B(t, w) = H(w)
= U(t)So
(9.47)
f'
,=0 A(t -
t, w)e-'''''h(T)
dT
(9.42)
The response y(r) is also It nonstationary random process with zero mean. Its nonstationary spectrum can be obtained by substituting h(t) from Equation (9.46), S..(w) = So and A(t, w)= U(t) into Equation (9.43) and carrying out the integral as
S,(t, w) =
Finally, substituting B(t, w) of Equation (9.42) and S,(w) of Equation (9.41) into Equation (9.36) gives the following input-output spectral relation due to
If'
t r)e-''''' '. So U(t sm Wot dT 12 -So = II(t, (tI)1 2 Wo Wo
(9.48)
<=0
,II
246
9.3.
247
(~
For t > 0 the unit step function in Equation (9.48) is unity within the range of integration. Consequently, it can be deleted and the integral is
I(t, w)
Substituting the impulse response function
I I I I I I
e-;"" sin Wot dt
(9.49)
h(t)
e-~""" t 0 Wd sin Wd
t;;::: 0
t<O
Carrying out the simple integral in Equation (9,49) and then substituting the result into Equation (9.48) gives
and U(t)
= A(t) into Equation (9.43) gives

S1(t, w) = S02 II(t, wW , Wd
(9.53)
Sl.t,
So
(w~
)2
+ cos 2 wot + 2
sin 2 wot - 2 cos wt cos (l)ot where the integral
(J)o
2w. . wot ] - sm wt sm
Wo
(9.50)
I(t, w)
I e-i..r-~""'t sin Wdt dt

I
b,
.,
)
~ ~";
The mean square response can be obtained by setting t and is

Ry(t,O) = o-;(t) =
0 in Equation (9.44)
f'
e-(;w+{WoI,
sin
Wd'!: d(Wd t
f~", S,(t, w) dw
WdJO
~,
"'"' ~
(9.54)
Let Wdt
= 0, then
I(t, w)
The integral in Eql,lation (9.51) represents the total area under the nonstationary spectral curve, which is analogous to the stationary case. Substituting S,(t, w) from Equation (9.50) into Equation (9.51) and carrying out the contour integration, the following transient mean square response can be obtained (Caughey and Stumpf, 1961)
O"y(t)
2
-3
2(/)0
I
Wd
f"'d! e-(I"'+~""'16/UJd .' sin 0 dO

0
~~
(9.55)
1 + e""''''(a sin Wdt - cos wat)

2 Wd(1 + a )
where
I
11
Il, [15 Ij
nSo
(2w ot - sm 2wot)
(9.52)
a
iw
+ ,;wo
Wd
This result agrees with that given by Equation (9.8) as expected, since the non stationary spectrum S..(t, w) for the excitation x(t) is so specified here that it is
exactly the same as before, namely S..(t, (/) = 0 for t < 0 and Sx(t, w) = So for
t ;;::: O. Note that this approach is basically different from that used before
since one is through a frequency domain superposition and the other through a
time domain.
----I Wn
';wo. W
and
1+ a
w"
2= (w~ (2) +
-2
WJ
2';wwo
WJ
Let
b = Pr + ibj
= .- e
= ea""'(a sin Wdt

Wd
cos Wdt)
-~"",t '( .;wo. (j). - - cos wt sm Wdt + cos wt cos Wdt + - sm wt sm

Wd
-
9.3.4.
lightly Damped SDOF Systems*
Ii
then
.
1iJ
~
[11
Iii
1i1
Parallel to the undamped system presented in Section 9.3.3, the nonstationary response spectrum S,(t, co) and mean square q;(t) to a simple excitation process x(t) with zero mean and nonstationary spectrum S ..(t, w) = U(t)So are derived as follows.
See Corolis and Vanmarcke (1975).
- Ie _~""" t
. (w
Wd
cos wt sm Wdt
,;wo . . . wt cos Wdt ) - sm wt sm Wdt -sm

Wd
I/(t, w)1 2 = 1(1. w)l(t,
(1)*
wJ
~ ! + 2b,2 + b; +2 bf (I + a )(J + a )*
(9.56)
I I I
I
It
'"
!1llI
1 ,.
,
.
248
9.3.

2
249
where
(l
sm Wd t b() t =--2
+ a 2 )(t + a 2). = w: [(w~
w"
- (
)2
+ 4.;2W~W2]
...
(9.571
c(t)
= - - sm Wdt + 2 cos w"t

W.
2~wo
and
b; = e-2~""" [(';2~~ sin 2 Wd t + cos 2 Wa t + ~wo sin 2wat) cos1 wt Wd Wd

+2
(02
d(t). = 2 sin Wd t
Wd
then
'1
Ii ,.
Wd
sm 2 wt 8m 2 w.t
I/(t,
wW = wJIH(wW{l + e- 2(".'[l + aCt) + w 2 b(t)]

- e-~"""[c(t)coswt
+ wd(t)sinwt]}
(9.59)
I I
I : I I I I I I
k ..
W .. . Wd! + cos W.,t )] +2sm wt sm Wat cos wt (.;wo - - sm
The nonstationary spectrum solution is now complete since
Wa
Wd
bl =e- 2~""" [(';2~~ sin 2Wd t + COS 2W,.,t + ,;wo sin 2W.t) sin 2wt
Wd Wd.
S yet, w)
2 So = 21/(t, w)1
w"
(9.60)
+2
Wd
cos wt sin w.t
The nonstationary spectral density Sy(t, (I) degenerates to the stationary response spectrum
Sl'(W) = Il1(w)12So
- 2
Wd
W cos -.
wt
sm
Wdt
sm
wt (.;wo. - - sm Wdt
W"
cos Wdt)]
when
I ......
ce, as expected. For small damping,

aCt) ~ - sin 2 wot;
('(t)~
:. b; + bl = e-~"""
2 ( ---; sin Wdt
';2W2 . Wd
+ cos 2 Wdt + ';W _ 0 sin 2w.t + 2

Wd
ai')
Wd
sin 2 Wdt
(9.58)
bet) ~~ot 2
wo
+2coswot;
Substituting Equations (9.57) and (9.58) into Equation (9.56) gives
d(t) ~ 2 sin wot Wo

2 +w 2 sm wot] Wo 2
'1/(t, w)1 2 = wiIH(w)1 2
{l - 2e-~""" e
2
so that
)~ S y( t, w
(2
i t
::. (,;wo cos wt
+ W sin rot)
So
(I)
Wo -
2)2
{t + -2~"",t [2
e .
cos wot
+ cos Wdt cos wt]

+ e- 2~"",I [sin Wd 2 Wd
Let
e-~""'I
[2
cos wot cos wt
+ ~: sin wot sin wt]}
(9.61)
(.;
2 Wo
' ';Wo sm . 2wdt]}

+ W2 )+ cos 2 Wdt + --
When';
w"
=0
'[ Syet, W) = (2 S o 2)2 t
Wo W
+ cos 2 wot + w 2
Wo
sm wot
aCt) =
eW2 _W2) ( Wd . sin

0 2 d
Wd t
+ _ 0 sin 2Wdt
W.
';W
2w .. - 2 cos wt cos wot - sm wt sm wot

Wo
(9.62)
II'
250
9.3.
251
which agrees with Equation (9.50) for the zero-damped case derived in the previous section, The mean square response is
O',(t) = Ry(t, O) =
9.3.5.
Bendat and Piersol's Model
f:,.., Sy(t, w) dw
e-2~"'o' [2eW2 1 + ~sin2
Wd
An alternate approach to the nonstationary excitation and response problem is due to Bendat and Piersol (1971) and is presented here for comparison. Let the time dependent autocorrelation function fora zero mean excitation process x(t) be defined by
RAt, 1") = E[x(t)x(t
I I
m
n;S { I =--;
2ewo
Wd t
';w
0 sin 2Wdt]} + __
Wd
(9.63)
+ 1")]
(9.64)
The Fourier transform of (l/2n)R x (t. 1") is which agrees with Equation (9.11) derived in Section 9.1.2 through a time domain analysis. Equation (9.61) for the nonstationary response spectrum is plotted in Figure 9.5 for = 0.10, om, and O. These plots show that as the time wot increases, the peak spectra in all cases increase in magnitude. Furthermore, the widths of the spectra become narrower as damping decreases. In all cases, the main contribution to the mean square value comes from the spectrum distributed near the undamped natural frequency wo' This concentration near Wo is strongest for systems with the lightest damping.
1 SAt, W) = 21t
fan
_..,
R",(t, 1')-"'" dt
(9.65)
which is defined as the nonstationary spectrum of x(t) with the inverse transform
RAt, 1')
f:..,
SAt, w)e;"" dw
(9.66)
Consider now a linear SDOF system with unit impulse response function
Ii(t) and with the excitation process x(t) specified in Equation (9.66). Assume
26 24 22 20 18 16
S
(t.
, '" 0.10
2600 2400
260,000
that the system is initially at rest and
, = 0.01
"'0
x
-"'01 1.0
OJ
='"
2200 2000 1800 1600 '
220,000 200,000
240'OOO~ ,= 0
wot "" 1000
h(t)
= -;;;;- sin w"t;

0;
e-~"'ol
t~O
t<O
(9.67)
,/"
180,000 160,000 140.000 120,000 100,000
The respons~
y(t) =
,.1
14 12 10 8
6 4
"'01,",201400
So',.,g
f~ h(t -
,)x(r) dr
(9.68)
I I I I I I
II II
"'01 800 6 600
100
80,000 60,oooL
I "'01 "
is also a time dependent random process with zero mean. According to the same definition given by Equation (9.64) for the excitation process x(t), the time dependent autocorrelation function for the response y(t) is
500
"'0'" 50
400 200
1.5
Ry(t, i) = E[y(t)y(t
=
+ 1")] .
u)h(t
2.0
0 0 0.5 1.0 1.5
f' Jo f'+' h(t Jo
1" - v)E[x(u)x(v)] du du (9.69)
2.0
0.5
1.0
1.5
2.0
"0
wo
(h)
Fa
(e)
(al
FIG. 9,5. Nonslalionary response spectra (u) ~ = 0.10, (h) ~ = 0.01, and (e) ~ Vanmarcke. 1975).
Now consider that the excitation process x(t) can be separated as the product of a detenninistic time function A(t) and a zero mean stationary process f(t). That is,
x(t) = A(t)f(t)
0 (Corolis and
(9.70)
I I I
I
II
i'l
l t
_,
252
9.4.
DAM-RESERVOIR SYSTEMS WITH NONSTATIONARY EXCITATION
253
Under this restriction, the expectation in Equation (9.69) becomes

E(x(u)x(v)] = A(u)A(v)Rj(u - v)
square of the absolute value of the integral in Equation (9.43) by the product of the integral and its complex conjugate yields (9.71)
S,(t,w) = S/(w)
~
~
where the autocorrelation Rj{u - d for the associated stationary excitation J(t) is related to the spectrum by the usual integral
Rf(u - v) =
J~.o
A(t - 8de- iw6'h(8d d8 1
J~-o
A(t
8 l )e'tJJ8 2 h(8 l ) d8l
f~", Sf(w)eiW(U-V) dw
Let t - 8 1 = v and t - 8 2 = u. Then (9.72)

S,(t,w) = Sj(w)
J~ A(v)e-iW('-V)h(t -
v)dv
S~ A(u)e''''('-)h(t -
)du
II :' I I I I I I I I I
,'.
"
Substituting RAu - v) of Equation (9.72) into Equation (9.71) and then the expectation of Equation (9.71) into Equation (9.69) gives
Ry(t. r) =
= Sf(w)
J~ A(u)A(v)h(t -
u)h(t - v)e-'''(u-o, du dv
(9.77)
,1'+< A(u)A(ll)h(t o 1
0
1l)It(t
+r
- v)
J'"
SAw)e'W(.-O' dw d dv
(9.73)
-'"
After removing the imaginary part from the exponential function on account of the real valued function, Equation (9.77) is indeed identical to Equation (9.76) as expected.
Again, according to the same definition given by Equation (9.66) fOr the time dependent autocorrelation of the excitation x(t), the autocorrelation Rit , r) of the response yet) is related to its nonstationary spectrum S,(t,W) by the same integral. A comparison of that integral relation, Equation (9.66) (or yet), and Equation (9.73) yields '
e''''S,(r, w)
9.4. DAM-RESERVOIR SYSTEMS WITH NONSTATIONARY EXCITATION 9.4.1. Vertical Acceleration Excitation
= Sf(W)
, , 11.+' Atu)A(v)h(t o 1
0
)/I(t
+r
e- i""
+ du tlv v)iw(U-.)
(9.74)
MUltiplying both sides of Equation (9.74) by spectrum of ytl) as

S).{t, (tI) = S f(tJ)
gives th~ nonstationary
We consider the nonstationary response of a dam -reservoir system to vertical ground acceleration modeled by a zero mean nonstationary process. This is the same problem as treated in Section 9.2 with the only exception being a non stationary excitation. Following the derivations in Sections 9.3.1 and 9.3.2, the excitation acceleration has a nonstationary spectrum
Sa(t,
(I)
' J'+f A(Il)Alv)l1(t o J

0
= A 2 (t)S.(w)
(9.78)
u)/l(t
+t
(1)e'w(u- 1 du,
'
dv
(9.75)
Referring to Equations (9.64)-(9.66) for the response yet) we see that Ry(t. or) is an even function of r. Then from Equation (9.65), S,,(t,w) must be real and even in w. Furthermore, since S,(t,W) in Equation (9.75) is indepel)dent of the time lag r. it can then be simplified by setting r = O. Thus
Sy(t, w) = Sj(w)
where A(t) is limited to being a real valued function of time t and SQ(w) is the associated spectrum of the stationary acceleration. Using Equation (9.43) for the response shear F(t) the nonstationary spectrum for the shear force is then
SF(t,W)
=
=
If.o
J
A(t - t)e- ""hAr) dtr S.(w)
Jo Jo
f' f'. A(<<)A(v)h(t -
)h(t- v) cos (m(<< - v)] du dv
(9.7 6
e-1wthF(t)
dtr
S..(w)
(9.79)
It is instructive to show in the following equation that the response spectrum Sy(t,w) of Equation (9.76) and of Equation (9.43) obtained previously ate identical. Putting A(t - r, w) = A(t - r) and S"Jw) = S jew) and replacing the
where A(t) is assumed to be a Heaviside unit step function. Fot the dam problem with a vertical ground acceleration excitation, the unit impulse response shear hF(t) is given in Section 7.5.2 and plotted here for
I'
254
9.4.
DAM-RESERVOIR SYSTEMS WITH NON STATIONARY EXCITATION
255
y = 0 in Figure 9.6. The integral in Equation (9.79) in the first-quarter period 0:;:;; t:;:;; H/ds
then the nonstationary spectral density for the shear force at t = Hie is
H w ) = (I SF ( -;;-'
, (I + C<) I
o
e -iwB - 2
pc 0 dO =
(1
-2m
iW1 e-;<41 + a)pc 2 (te- - + - - __._

i
-w-w
I)
+ a)2 (F~)(SOWI) w! 7 0I4 (0 2 - 2 sin 8 + 2 - 2 cos 0)
(9.80)
Since
The mean square

I
+w --( -i w
=
te - 10"
e - i(o/)(tei<01
-i
elm') --+--
I
w w
O'~(t) =
=
2 LOOS.,(t: w) dw = 2w!
(I
r
a
Sf(t, ru) dQ
+ a)2
4
2 2
(4)(24) (F~SOWI)
-41l
J:i (U}2 t W
wt2 sin wt
+2-
2 cos rut)
WI
--2-
2w! dQ
the nonstationary spectrum from Equation (9.79) is, for 0:;:;; t:;:;; Hlc and for
SQ(w) = So S,,(t, w) =
roo xJo (w t
At t = fIle lhc~
2 O'F -<1 -
2M sin M
+ 2 - 2 cos twt) Q4
(9.81)
(l
+ a)2p 2c4S o
.
d
(W
2 2
2wt sin wt
+2-
2 cos wt)
(H) _5 +
2 (1
114
a)2
(F~SoW - - Ji'OO
g2
0
I)
[(Qll)2 Qll . Qll -2sm

2 2 2
(9.82)
Let
Q=~ w' I
F~
=
w H4 4
WI = 2H' SOW! SollC

and
C
llC
H t =-,
wt =
llC H Q1t 2H~= 2 = 0

Let
+2
2cosT Q4
QllJdQ
Qll/2 = O. Then
7=2Hg 2
O'~(H)
= 4(1 + a)2 (F~SoWI)

1t
g2
Jo
r"" 02 -
20 sin 0
+ (2 - 2 cos 8) dO
0
4
(9.83)
hF'.O. t)
Note that
hF'.O. t)
(1; a)
pelt
8-+0
, 02 - 20 sin 0 + 2 - 2 cos 0 I1m - - - - - - 4 :---- 0
.. (l+a)pcH
2
A crude numerical integration shows that for a = 0.815
O'i (~) ~ 4.19 (F~!~WI) (0.915) =
3.84 (F~:~WI)
(9.84)
FIG. B.S. Impulse response function (or shear h,(O, t)at the dam base y acceleration.
= Odue to vertical ground
which roughly agrees with Figure 9.3 (Section 9.2,0. A comparison of the frequency domain integration approach here with the time domain integration in Section 9.2.1 shows clearly the relative simplicity in the time domain approach. Therefore, if only the mean square response to the special unit step modulated excitation is of interest, then the time domain approach should be followed. The present frequency domain, however, gives
j
~
I
' ::} fI
t~,
"I
:11
256
NONSTATIONARV RESPONSE
9.4.
257
i~ ~
II
'! I
I
more information on the distribution of the mean square resf'(lnse in the frequency domain. When the associated stationary excitation has a frequency dependent spectral density, the present approach may be more effective. Further more, when the time modulation function is not a simple unit step function but a general time function, the excitation is a true nonstationary process and is no longer a suddenly applied stationary process. In such a case, of course, the previous time domain approach does not apply. 9.4.2. Horizontal Acceleration Excitation"
Then kftct = 21t(2n - l)t, wt = 211:Ot, and the nondimensional, nonstationary power speCtral density of the hYdrodynamic force on the dam from Equation (9.87) and (9.88) becomes
SF(t, 0) 4. i 4. 1 So(t024Hw/1tg)
-I it
t=O
-111<1
"=1
L...
~ J o(21t1:(2n - 1)] d
(2n -1) 1
11
(9.89)
[I I
1.1
We consider the nonstationary response of a dam-reservoir system to horizontal ground acceleration modeled by a zero mean nonstationary proc{ . Again, following the derivation in Sections 9.3.1 and 9.3.2, the nonstationary spectral density of the excitation Sa(t, w) is equal to the product of the square of the modulating function A2(t) and the associated stationary spectrum S.(w)
Sa(t, w)
It is useful to keep in mind that the dimension of SF(t, 0) is the force squared per unit width of dam squared per frequency or simply F2 T/U, that of So is the acceleration squared per frequency of L2/T 3, and that of H4 W 2/g2 is F2T4/L4.. Thus the ratio on the left-hand side of Equation (9.89) is dimensionless. Equa tion (9.89) applies for t > O. For t < 0, SF(t, 0) = O. The nondimensional mean square force on the dam, becomes o-;(r)
So(1024H3w2c/n3g2) =
= A 2(t)S.(w)
(9.85)
Jo
f""
[(t, 0) dO
(9.90)
The mean value of the response shear force .F(t) is zero. The nonstationary spectral density of the response shear force can be obtained by using Equation (9.43)
SF(t, w) =
I
I I
\
A(t - O)e-;",OhF(O) dO
S,,(w)
(9.86)
in which f(t, 0) represents the right-hand side of Equation (9.89) and is the non dimensional, nonstationary spectral density of the hydrodynamic force on the dam. Note in Equation (9.90) the one-sided integral due to symmetry of l(t,O) in a and the change of some terms in the denominator on the left-hand side according to a = W/WI' Equation (9.90) applies for t ;;;:, O. For t < O,o}(t) = O. Analytic Study of Solution Equation (9.89). Although the primary solution for the random response force on the dam in terms of the nonstationary power spectral density S~T, n) and the mean square function oJ(t) have been obtained in integral forms, a general analytic solution, unfortunately, cannot be found. Special cases, however, can be solved analytically so that the validity of the solution can be checked with known specialized solutions in the literature before numerical integration computations. This assurance is needed here because of the expected sharp peaks in the force spectra, the singularities in the limiting stationary spectrum. and the infinite series of Bessel functions involved. First, consider the stationary case when the upper limit t approaches in finity in Equation (9.89). As infinite integrals they are known as the Weber Schafheitlin integrals and are tabulated in the Handbook of Mathematical Functions (Abramowitz and Stegum, 1964). The right-hand side of Equation (9.89) with t -+ co then becomes
where IIF{/) is the impulse response function for shear force F(t). Wh-en the time modulation function A(t) is further limited to be a Heaviside unit step function and the stationary spectrum S.(w) = So then Equation (9.86) can be simplified as
SF(t, w)
= f~ e-1OJIhF(t) dt
So
(9.87)
I I I
I
I'
where the impulse response function from Section 9.2.2 is

hF(t)
'" = -16c .F ~ 2
1t gH
0,,';:1
J oCknct)
(9.88)
Let the non dimensional frequency a and the time t be defined \)y
0= w
W' I
= TI = 2x/w p
JI 21t(2n +
iiI
J2
1)2 J02' - (2n _ 1)2
where the fundamental circular frequency WI = ftc/2H and period ~

See Yang and Charita (1981).
L:t+
1 I 21t(2n - 1)2 -">==(2=n=_=1=::1);;=2
=-=n~2J
258
9.4.
259
where N is the largest value of n such that [(2n - 1)2 - 0 2] < O. The two terms in the preceding equation can be combined to give
I
~ g
In~1
co,
~.
I /2 2lt(2n - 1)2 J(2n - 1)2 _ 0 2

t -+ 00
0.03
Exact stationary solulion
---.
.-
10280
Thus Equation (9.89) for the stationary case with
is reduced to 9.9 I) (
'..\1'"...
2 --'-' a ~
~'t
..g
32WH2)2 ( -1 S 0 = (-' F( ) It 2g 2lt
)2/
1 12 So JI (2n _ 1)2 J(2n _ 1)2 _ 01

co
I
10 '
I
~
in which the righthand side equals \H Aa)\lSo and checks with the well-known stationary solution. Furthermore. if the water is assumed to be incompressible. then the sound speed c and the fundamental frequency WI approach infinity. Consequently. the frequency ratio a approaches zero and the force spectrum from Equation (9.89) degenerates to a constant as the stationary response in incompressible water
Sf'( 00,0)
I(
1024H4W2So) lt 4g 1
0.0280
(9.92)
FIG; 9.7. NORstationary spectrum of hydrodynamic force SF(t, O)/(!024d"w'So/n 4 g') versus time t = tiT"~ analytic approximation. incompressible water.
Second, consider the case of almost incompressible water but without the assumption of a stationary state, in such a way that the nonstationary spectrum is almost independent of w. Then setting 0 = 0 in the integral in Equation (9.89) we obtain
This analytic approximation equals 0 and 0.093 for c = 0 and I, respectively. These results and the analytic approximation for the case of incompressible water (a = 0), together with the well-known stationary solution Equation (9.91) are used as checks for the subsequent numerical computations.
J;
[J o(2Itt)
+ ~ J 0(6ltt) + 2~ J o(lOltt) + .. -J dt
These integrations can be carried out analytically. A fifsHerm approximation and a change of variable reduce this to
Numerical Results. It is first noted that the series of Bessel functions in Equation (9.89) converges at least as fast as l/n2 and the range of integration is finite. Consequently. SF(r, a) is a wellbehaved function of T and a. Furthermore, when the right-hand side of Equation (9.89) is expressed as a sum of squares of the real and imaginary parts, the sum approaches 0 when a --- 00 because for a finite t and a finite m,
lim
0-",
1 2It
f2nr Jo(t)dt =
0
I '"
J O + 2 k+l(2ltT)
(9.93)
ltk=O
f' sin 2ltazJo(2ltmz) dz = 0 Jo
(9.95)
This analytic approximation is evaluated with the help of the tabulated Bessel functions and the nonstationary force spectrum is plotted in Figure 9.7. Note that since Tl is very small, the actual time t for the transient duration t ~ 10 ' is almost instantaneous. Last, for the special case of 0 = I, the righthand side of Equation (9.89) reduces to the following first-term analytic approximation
[1f1.1
2ltJo
costJo(t)dt
]2 + [1 f21<' J2 2ltJo sintJo(t)dt
=t
[J5(2ltt)+JH2ltT)]
(9.94)
This is based on the observation that the integral in Equation (9.95) is a Fourier coefficient for the series expansion of the Bessel function J o(2ltmz) in the finite period of (0, T). When J o(2ltmz) satisfies the Dirichlet's conditions of finite number of maxima, minima, and discontinuities in (0, r) then the convergence. of the Fourier infinite series guarantees the validity of Equation(9.95~ Note that only small m needs to be considered here because of the fast convergence of the series of Bessel functions as pointed out before in Equation (9.89). From a physical point of view it is expected that the dam-reservoir system filters out high frequencies of the input excitation so that the output response consists of low frequency components only.
[I
;~:
"tf'
.~:,
;;7'
I I i I .
I'
260
9A DAM-RESERVOIR SYSTEMS WITH NONSTATIONARY EXCITATION
261
Having established the vanishing condition at high frequepcy for the non stationary power spectral density SF(,r,O) in Equation (9.89), it follows from Equation (9.90) that the integral and hence the nonstationary mean square value oJ(t) is finite for a finite t. A simple computer program based on Simpson's rule of numerical integra tion is used to carry out the computations of Equations (9.90) and (9.91). Numerical results are plotted in Figure 9.8 for the nondimensional, non stationary power spectral density of the hydrodynamic force on the dam
SF(t, 0)
'
:'11
~.!'l ....
:,'11
I(1024HgwlSo)
4
1r:
4 2
frequency ratio 0 > 4, spectral response of the force is negligible except for the idealized stationary case, where singularities exist at resonant frequencies. Good agreement exists between the analytic approximation plotted in Figure 9.7 for the case of incompressible water (0 = 0) and the corresponding numerical computations in Figure 9.8. For 0 = 1 and t = 1 the analytic approximation of 0.093 from Equation (9.103) also checks with the numerical results. The overall response force spectra as shown in Figure 9.8 display the time variation as they approach the stationary limit and the narrowness of the frequency band because of the sharply resonant linear system. Figure 9.9 shows the nondimensional, nonstationary mean square hydro dynamic force on the dam
as a function of the nondimensional frequency 0 :::;;; 4 within the figure. For the
z ) O'F(t
I I I I
(1024H 2 CS o) 3 2 7[ g
3 Z
5.0
r
I
~ Stationary
to"
T ,.
I
I I I I I
I I
as a function of the nondimensional time t = t/Tt up to t = tOO. For a dam having loo-ft depth of water, the fundamental period 11 is of the order of 0.1 sec, so that t = 100 corresponds to an earthquake with a typical duration of 10 sec. The rapid initial rise in response is noted in Figure 9.9 at t = 10 to about 75% of that at t == 100. The contribution to the response is mainly
100
1.0
II
'" 'leN .. ::t; a ,.

N
0,5
I
lI I I I
T
l':t
Sl
= 10
tl I I
t:
~
~
0,\
,:
0,05
I t, -->0-\1 = 100
I
I I I I
r:ii '" ::c: ~~I'" '1

8
,i.
(!
0,1
I I
I I
If
o,od
1 J 0 2 3
'\
===:d
I I
-
Ib
I
4 AG.9.9.
t
01
.T
80
100
u
FIG. 9.8. Nonstationary spectra of hydrodynamic force SF(t. !l)f(lb24Jow2 SoIn'gz) versus time t = lIT. and frequency!l = wlwlo all dimensionless.
= I/~.
Mean square hydrodynamic force on dam o}(t)J(1024d'w2cSo/lt'g2) versus lime
262
PROBLEMS
263
from the frequency interval 0 ~ 0 ~ 2 surrounding the fundamental frequency of the dam-reservoir system.
Application of Results.
9.2. Consitier a SDOF system governed by the standard equation of motion

wi.th ercitation x(r) and response y(r) as
ji
From Equation (9.90), the mean square response
+ 2woey + w~y =
x(t)
can be rearranged in the form
42.0SF~(2Sowtlg2j
oXr)
Jo
roo
/("1:,0) dO
If x(r) = 0 for t ~ 0 and is a stationary Gaussian process with the prob ability density function
(9.96)
p(x)
where the integral is plotted as a function of t in Figure 9.9. Consider the case where the mean square acceleration excitation is uniformly distributed in the frequency range 0 ~ W ~ Wl so that
.j21C(1x
._1_._ exp [- (x 2(1;'
m,y].
t>O
E[a 2(t)] = 2Sowj

Then at t
=:
= 0.01g2
A(t)
100 we find from Figure 9.9 that
L"" 1(100,0) dO = 0.221

\
Hence the RMS hy4rodynamic response shear force
(11'(100)
= O.30SF 0
~---'------:!:-------'::~-----.... I (sec)
which is about 30% of the corresponding hydrostatic shear.
Sx(w)
So
(al
PROBLEMS
9.1. Consider a SDOF system with natural frequency WOo damping ratio excitation x(t), response y(t), and the governing equation
ji
~.
+ 2wo~Y + w~y =
x(t)
1'\
;>0
<V.Wr
Let the excitation x(t) be a stationary random process with zero mean and a white spectral density So. The system is at rest at t ~ 0 and is subjected to the excitation x(t) at t > O. (a) Determine the nonstationary mean square response E[y2] when 0, by a time <lomain approach. (b) Detennine the nonstationary mean square response E[yl] when = 0.10, by a time domain approach. (c) Show that when t ..... 00, the nonstationary response solutions [9.1(a) and 9.1(b)] approach. the well-known stationary solutions.
(bl
FIG. 9.10. (a) Time modulalion function A(l) and (b) stationary spectral density by Kanai (1957) aod Tajimi (1960) for earthquake acceleration. .
I + 4,j{w/wl) . So S.(w) - [I _ (W/W/)l]l + 4{j{w/wf)2
e= e
where WI
= 0.1 - 0.9, and

So = while spectral density.
'I
5.1 - 51.7 rad/sec,
i i I I I I I I I I I I I
I
I I I
:1
264
NONSTATIONAAY RESPONSE
determine the mean response E(y(t)] in terms of m", (1", Woo and integral form.
in
9.3. (a) For Problem 9.1, determine the nonstationary spectral density
function for the response displacement S,,(t. w) when'; = 0.10. (b) Determine the mean square response E(yl) by integrating S,,(t. w) and verify the result by comparing with the time domain solution from Problem 9.l(b).
CHAPTER
10
9.4. For Problem 9.1, determine the nonstationary spectral density function
S,(/, w) when = 0.10 and when the excitation x(t) is a nonstationary process according to Priestley's model with the time modulation function A(t) and the associated stationary spectral density shown in Figure 9.10. Use wI = 5.7 rad/sec and (.r = 0.1. This is an earthquake acceleration model by Priestley (1967), Kanai (1957), and Tajimi (1960).
,. "
NONLINEAR RANDOM VIBRATION
I I I I I
~ I I
9.5. For Problem 9.1, determine the nonstationary response spectral density
S,,(t, w) when { = 0.10, but the stationary excitation x(t) does not have a white spectral density function. Instead x(t) has the Kanai-Tajimi spectral density function given in Problem 9.4.
9.6 .. For Problem 9.1, determine the nonstationary response mean square E(yl(t)] when ~ = 0.10, but the stationary excitation x(t) dGes not have a white spectral density function. Instead x(t) has the Kanai-Tajimi spectral density function given in Problem 9.4. 9.7. A nonstationary random model for earthquake ground acceleration is given by
xo(t) -
. _ {.t
0,
J~ I
tClje-:jI
cos(Wj r + cPj);
r~o
t <0
I I I
fi
where ai' lXi' and Wj are given sets of real positive numbers with Wt < W2 < ... < Wn and 4>] are n independent random variables uniformly distributed in (0, 21t). (a) Find E[xo(t and (1;(t). (b) Use aJ I, Wj = j, IXj = 1, and n = 20 to compute a sample function of xo(t) for 0 ~ t ~ 10.0 by the computer simulation method .of Chapter 4. (c) Use a] 1, Wj = j, IX) = 1, and n = 4 to generate 1000 sa~le functions of io(t) for 0 ",:; t ",:; 5.0 and obtain the variance al(t) from the generated samples. Plot (1j(t) for 0 ",:; t ",:; 5.0 from the simulated result of Problem 9.7(c) and compare it with the theoretical one obtained in Problem 9.1(a).
From the standpoint of practical structural engineering, it is important to consider the random vibration of structures beyond the linear elastic range. Unfortunately when nonlinear structures are consid~red, the fundamental solution approach, which is either a time domain superposition or a frequency domain superposition, no longer applies. One method of analyzing nonlinear random vibration problems is simulation. The basic concept of the simulation method consists of (a) generating a large number of sample input excitation functions of time based on the specified random excitation process, (b) deter mining the nonlinear response functions corresponding to each sample excita tion, and (c) analyzing the statistics and probability characteristics of the nonlinear structural response on the basis of all the sample solutions. Because of its general applicability and of the increasing efficiency of the digital com puter, the simulation method is becoming a very dependable and popular tool (Shinozuka,1971). Another approach to the nonlinear random vibration problem is centered around the formulation and solution of the Fokker-Planck equation (Caughey, 1963). This is a second-order nonlinear partial differential equation for the time dependent probability density function of the structural response. It applies to linear and nonlinear structures and to stationary and nonstationary response. It is, however, restricted to stationary white excitation and analytic solutions are available for only a few special cases. In this chapter we present the basic concepts of the Fokker-Planck approach by a detaiied derivation from a random walk model and then present two solutions. The first is a nurrierical step-by-step solution for an idealized non linear structure and the second is an analytic solution for the stationary response.
265
2
266
10.1. 10.1.1
a.
NONLINEAR RANDOM VIBRATION 10.1. DERIVATION OF THE RANDOM WALK MODEL
267
DERIVATION OF THE RANDOM WALK MODEL *

Basic Probability Definitions
Marginal Probability Mass Function (PMF) P[X
different times, the random and transient state of the structural response follows the probability relation
P(Y;, Yj, tk) = L L P(Yi, Yj, t k ; Ym, Y., tk m "
I
f
tl
(10.1)
= x]
Px(x) =
PMF
= Px(x)
= Px.r(x, y)
In Equation (10.1), subscripts i,j, and k are used as indexes such that with the incremel1ts Ay, Ay, and At,
P[X = x and Y = y]
= joint PMF of X and Y
L
allYl
Yi =
X
lAy,
Yj = jAy,
tk
= kAt
I
~
px.y(x, y;) = marginal PMF of
For example, in Figure 10.1,

Px(o)
= 0.3,
Px(l)
= 0.5,
P x (2) = 0.2
b.
Conditional Probability P(x, y) . P(x/y) = P(y) , P(x/y)P(y) = P(x, y)
The time t is attached to each random response vector indicating different vectors at different times. Next, the joint probability mass function for two different response vectors U;,)' tk) and Um, Y., tk-I) is replaced by the product of the conditional probabilities P(Y;. Yj, tk/Ym, Y., t k - I ) and PUm, )'n. It .. ,). In addition, all probabilities are subject to the initial conditions (0, 0, 0). Thus the preceding equation becomes
PU;. )'j, (kiO, 0, 0)
=
L L P(i'm,)'n, Ik - .1,0, O)P(Yi' Yj' Ikl.lim' Y., Ik m

It
I; 0, 0, 0)
Here the sUbscripts denoting the random variables for the PMFs are deleted for clarity.
Finally, the one-step time transition probability for the random response vector from tk - I to tk, given as the second term on the right-hand side of the previous equation, is assumed to be independent of the initial condition and thus
P(y;, Yi' tklO, 0, 0) =
10.1.2.
Chapman-Komogorov-Smoluchowski Equation
L L P(Y.. , y., tk_110, 0, 0) x
.. .
P(Yi, Yj, tk!Ym, Y., tk-I)

(10.2)
Extending the marginal probability 90ncept from one random variable to the response vector with components Y (velocity) and Y (displacement) at two
PX,y{x,y)
This is known as the Chapman-Komogorov-Smoluchowski (CKS) equation o.n the basis of the aforementioned assumption, which is known as the Markov assumption.
t
\
\
0.3
~~
:Y
,1..
10.1.3.
Random Walk Model
To further simplify the CKS equa~ion, assume that during a single small time interval At, the change in displacement is completely determined by the initially known and determined velocity y according to the simple relation
Ay = yAt
.. x
0'"
In other words, given the velocity Ym and displacement Y. at tk-I, the displace ment YJ at the next time incr.ement tk is no longer random. It is de.termined by
FIG. 10.1. An illustration of marginal probabitity mass function P..{x).
Yj= Y.
+ Ym At
See Toland. Yang. and Hsu (1972).
with certainty or with 100% probability according to. this crucial assumptio.n.
268
10.1.
DERIVATION OFTHE RANDOM WALK MODEL
269
Rearranging as
Yft = YJ -
Ym lll
and carrying out the summation on

P(ji> Yi' ttlO, 0, 0)
=
11
in Equation (lO.2) yields the single sum
L 0, O)PCV., Yi' t~IY.., Yi - Y". Ill, '''-1) . PUm, YJ - Ym At, tt-IIO, .
(to.3)
Since the only term with nonzero probability is the one with y.,. = YJ - \~'.. ~I, the sum with the index n therefore gives only this particular term. Next, it is assumed that during a single small interval Ill, the change in velocity is limited to either an increase of one small increment Ily with yet undetermined probability P or a decrease ofonelly with probability q = (l - pl. Under this assumption, the summation on m given by Equation (lO.3) can be carried out to give the following result:
P(ji' Yi' ttlO, 0, 0)
decrease. Such a diffusion ~echanism in the two-dimensional phase plane is identified with the classical random walk model. As shown in Figure lO.2, the state of the structural response walks to the point A at t" in two paths. Either it was at point B at time t"_1 and went up one step with probability P or it was at point C at t,,_ 1 and dropped down one step with probability q. An alternate view point may be provided for the diffusion mechanism, which is instructive and useful in practical computations. Instead of examination of the probability masses arriving at point A from points Band C in the previous case, the dispersion or diffusion of probability mass at point A to points Band C in the next time step is considered. As shown in Figure lO.3, the probability mass at point A walks to the point B with probability p and to point C with
= PUr-I> Y1 -
Yl-!' t,,_ dO, 0, O)p + P(YI+ h Yj -
Yi+ 1 Ilt,t,,_ dO, 0,0)q

(10,4)
where
p =
P(y" Yj, ("IYi-1t Yj - Yi-I Ill, ("-I)
(lO.S)
y
and
q = PUb Yi' ("IYh I, YJ - YI+ 1 Ill, t"-I)
FIG. 10.2.
Random walk in Ihe phase plane (backward).
y
/I
Having carried out the double summations or m and Equation (10.4). Equation (10.2) becomes
P(yj, Yi' tt) = P(YI-I, Yi - Yi-I At, ("-I)P
to arrive at the
+ P(ji+1> YJ -
Yi+t
Ilt,tt-I)q
(10.6)
B
I I
where the initial zero conditions are deleted for clarity. This is. a recurrence equation that governs the diffusion of the probability masses in the phase plane (y- Yplane)in a very simple manner. Its physical meaning can be explained as follows: The probability that the structural response will be (jh YJ) at tt is equal to the sum of two probabilities. One is the probability that its response was (Yi-I' YJ - Yi-I At) at t"_1 multiplied by the probability P of a one-step velocity increase. The other is the probability that its response was (Yi+ I' Yj - Yi + 1 Ill) at 1,,-1 multiplied by the probability q of a one-step velocity
.. y
FIG, 10.3.
Random walk in the phase plane (forward).
270
10.2.
APPLICATIONS OF THE RANDOM WALK MODEL
271
probability q. This alternate viewpoint selects a point A and examines the diffusion mechanism in the next forward step timewise. Thus it is referred to as the forward mechanism as opposed to the previous backward mechanism, in which, at the selected point A a backward step is examined. Experience seems to indicate a preference of the backward model in derivation but forward model in computation. Furthermore,
10.1.4. One-Step Transition Probability p
4Y + ' 1
y
dy
f'+41 H(y, y) d~
I
f'+41 F(l;) dl;

1
Ai'
+ H(Y, y) At = F(t) At
E[Ay] = - H(y, Y) At
(10.11)
The random walk model, Equation (10.6), is complete except for the one step transition probability p defined by Equation (10.5). Note that by definition q = 1 - p. The probability p depends on the state of the structural response (Y, y) and the random applied load at tk ~ I' Indeed the structure and loading characteristics have yet to be specified. Consider a nonlinear structure in random vibration governed by the follow ing equation of motion and initial conditions
ji
Ay
(Ay)2
f + F(l;) dl;, 1'+~ F(q) till + (L1t)2 J

4 '
1 ,
I
,+41
H(y, y) dl;
+.
f'+41
I
F(l;) dl;
E[Ay]2
=,
'+&'
f'+4' J,. E[FR)F('1)] dl; d'1
H{Ji, y)
F(t);
y(O)
y(O)
(l0.7)
2rcSo
= 2rcSo
J,
f'+M f1+4'
J/
15(l; - 11) dl; dll

( 10.12)
where the excitation /-'(t) is a stationary Gaussian process with zero mean and white power spectr,um density of intensity So. That is,
E[F(t)] 0,
R F (.)
J,
f/+&1
dq = 2rcSo At
= E[F(t)F(t + .)] =
2rcSo15(.)
(10.8)
From the rombination of Equations (10.9)-(10.12) it follows that:

p=
,1*
where RF (.) and 15(.) are the autocorrelation and Dirac delta function, respec tively. For this nonlinear structure with initial conditions and random loading we can determine the one-step transition probability p as follows: First, by definition and the assumption of one-step up or down, the expecta tion of the velocity response increment during At at each point in the phase plane at any instant t is
E(Ay)
~[l - H(Y. y) !!]

..j21tSo At
(10.13) (10.14)
= A*p + (- A*)q =
A*(2p - 1)
(to.9)
where ,1* is the constant grid size in the response velocity phase plane. Similarly,
E[(Ay)2]
y coordinate in the
(10.\0)
= (A*)2p + (_
A*)2q = (,1*)2
The random walk model for the time dependent, joint probability P(Yj, Yj' tk) Qf the response of nonlinear structures subject to stationary Gaussian loading is now completely specified by Equations (10.6), (10.13), and (10.14). The last two equations imply physically that the magnitude of the velocity response increment ,1* is directly related to the intensity of the random load and the time increment. The probability of increasing velocity response p depends oil the current structural characteristics in addition to the applied random load and the time increment.
10.2. APPLICATIONS OF THE RANDOM WALK MODEL
On the other hand, these expected values are related to the structure and loading by the following derivation: From Equations (10.7) and (10.8) it is clear that
: + H(y, y)
= F(t)
For computational efficiency and clarity, the model given by Equation (10.6) can be further simplified.
i I I I I I I I
II
I I I I I I I I I I I" I I
..:Ill '
272
10.2. APPLICATIONS OF THE RANDOM WALK MODEL

sgny
273
Let )\ = ; fly = ; /l*, Yj = j /ly, and rk = kilt. Then

YI_I = (i - 1)1l*, YJ - YI-l /It
=j
fly - (i - I)/l* Ilt
Select fly
= /l* Ilt. Then

Yj = j /l* Ilt,
lk-l
YJ - Yi-\Ilt YI+I = (i
= (j -i + I) /l* Ilt
+
1)1l*
-1.0
1.0
= (k - 1)1lt,
10
... y
YJ - Yi+11lt = j /l* III - (i
I)/l* Ilt = (j - ; - 1)/l* Ilt
Thus if the grid size of /l* is selected for the Y coordinate, /l* Ilt for the Y co ordinate in addition to Ilt for the time step, then all the subscripted variables can be replaced by the corresponding subscripts and the grid size as specified in the preceding equations. Furthermore, keeping in mind that i,j, and k associ ate with y, y, and t, respectively, then the respective increments /l*, /l* Ilt, and Ilt can be deleted in the random walk model. After making these simplifications, the model, Equation (10.6), becomes
P(; /l*,j /l* Ilt, kilt)
FIG. 10.4.
The sgn y function.
= P(i,j, k)
= P(i - I,j - ;
p(i,j, k/i - I,j - i
1, k - I) =
~-
(; -
I)C /It -
~:: sgnU - ; + 1)
+ 1, k -
1)p(;,j, kl; - I,j - ;
+ 1, k -
I)
Let K = C /It and L
= DIlt/2/l*, then
+
I,k - I)
+ P(; + I,j -
i -1,k-l)q(;,j,kli
+ I,j- i -
I,k - I) (10.15)
p(i,j,kl; - I,j - ; q(i,j, k/;
=! -
K(i - I) - L"sgn(j - i
I)
l)
I,j - i-I, k - I)
=! + K(i +
I)
+ Lsgn (j - ; -
(10.16)
"I
I I
I
As pointed out previously, this gives the backward random walk model witll a recurrence mechanism illustrated in Figure 10.2. EXAMPLE 10.1. motion is Consider a nonlinear structure for which the equation of
For numerical computation of response probabilities let

Ilt
= 0.05,
=
2nSo
= I,
C = 1, /l*/lt
D= 1
then /l*
ji
.j2nSo/lt = 0.224,
= 0.0112 = 0.1 12
+ HU, y) =
F(r)
K with the structural property function
= C/lt = 0.05,
/ltD
L
0.05
= 2(0.224)
= 2.1*
HU, y)
= 2Cy
D sgn y
The special nonlinear function sgn y is displayed in Figure 10.4. Note that sgn y = 0 at y = O. This particular function HU, y) with constants C and D specifics a linearly damped structure with nonlinear stiffness. From Equations (10.1 J) and (10.14)
Il* = J2nSo Ilt
For this particular nonlinear structure and random load, the probability that the structure will have the response velocity Yi and displacement Yj at time r k after it starts from rest may be detennined by the following random walk model, incorporating Equations (10.15) and (10.16),
P(;,j, k) = P(; - 1,j - ;
I, k - 1)[0.5 - 0.05(; _ I) i-I, k - 1)[0.5
- 0.112 sgnU - ;
+ 0.05(; +
I)
+ I)) + P(; + I,j + 0.112 sgn U - i-I)]
1>2
9.3. (iv) 021 < X~ < 46 (v) Prob(xio> y)
{R,} = (~O Ro, .!pRJ' {R_,}

>=
\0 RJ O. O. 0, 0, 0, O)}
= e-y/l{l + iy + jy2 + lsy3 + Jhy4 }
0'974So < m < I026So
(.!jRo,lj!R,), !j!-Rs.
2a 2a
\0 R 7 , 0, O. 0, 0, 0, 0)
...
for part (iv)
0'15 for chi-square cf.016 for Gaussian.

9.4. 0987So < m < l-(H3So;
11.2. {Vk} = (2' x2' 0, 9x 2 ' 0,
a 2a
10.1. (i) (0,

(ii) (0,
i, 0, 0, 0, 0, 0, i)
(0, -i~ 0, 0, 0, ... 0,0,0,
-ii, 0, 0, 0, 0, 0, to
{Vn
= (a, o. 0, 0, O. 0, ...)
= ~rt cm 2 s :
I 2048 cm 2
for for O.:s;; k .:s;; 1023 and 3073.:s;; k .:s;; 4095
to
l~O.t
11.3.
(i) So
10.2. (O,t - i!<.j2 + O,o,t - i!<.j2
+ i!<.jJ. - 1),0,1 + i!<.j2 + I

(ii) Sf( =
I I I
I I I
If only the first two harmonics of the square wave were present, the OFT would be .
2. 2. 2.) (0, -;",0, - 3x" 0, 3rt" 0,;" (this result is obtained by extending the result of problem 10.1 (iii) - see also problem 10.5) but the higher harmonics distort the calculated spectrum at lower frequencies due to aliasing. 0 for keven 2.
4~96 cm 2
.0 for
1024 and
= 3072
1025.:s;; k .:s;; 3071
(iii) St = as above except

S512
S3584
(2~8 + O.OOiS) cm
10.3. X k
32\
III _.
Xk) .. k 0 dd 1 cot 64 lor
due to aliasing. Values of Sk for k > 2048 (i.e. for frequencies above the Nyquist frequency) have no practical value.
11.4. X(w)
"
10.4. (i) x, = 1for all r x = { 1 for r even
, -lfor r odd
I
t=
-<X)
2L
~sin(wo
- w)T (Wo - w)T
sin(wo
(Wo
+ dJ)T
+ W)TJb(W _
Xk)
T
(iii) {x,} = (1, 1, -I, -I, t, l, -1, -I, ..., -I, -I) (iv) x, sin 2xr/N for all r
where 0 .:s;; r .:s;; (N - 1) in each case.
i
)
Since there is not a complete number of cycles of the cosine function on the record, E[Xl] +- ta2. IXkl would be the same, although alternate terms of tXt} have opposite sign.
10.5. 2amcosNr + 2bmsln

2 10.7. R, = 2(am
2n:m
. 2xm
r
= 0, 1,2, .... (N -
II.S. (TCOS woAcos

1) for which Sm =
SN-m
2
a2
A 2 wou
2'
a2 . 2
4"S1O
woA, TCOS woAstn
a2
. 2
2 a . 2 )
4 sm
woA
I I
I I I I
II
2n:m for r + b2 ;,)cosNr
St = 0 for all k except k = (a; + b!).
=m
and k
N -
In,
S = a f{Sin(2W OA k 64 . sm 4
(2woA - 1tk)
1tk)}2 + {Sin(2WoA + Xk)JJ . (2woA4+ Xk) sm
11.1. {R,} =to<xoYo + XIYl + XlYl + X1Y3),fo( XOYl + x 1Yz + X2Yl),

fo(XOY2
+ XIY1). to<XOY1)' 0, 0, 0, to<x 3 Yo), to<XlYO + X3Yl),

f
or part (11)
12.1. x == { I for r even ' - I for r odd 12.3. {}j} where }j = 0 for alii except
-fo( XIYO + XlYl + X3Yl
y. _ 1
{R,} {iL,}
= (R o, ljR 1 lj-R 2,!.pR J , 0, 0, 0, 0, 0, OJ} . = (R o, ljR 9.lj-Rs, !.pR 7 , 0,0,0,0,0,0)
..
8 -
441
.(ft +
4
l) _ Yo'" 56
Y24 =
.(ft 1
I)
...
Y 40
fW
til ,..
276 Answers to problems
I , I
i
~:
13.1. R..{ t)
I )( 11'1) a I - N2 I - fl.l
a 2
2
2(
N2
for
0 ~
11'1
/N 2 elsewhere
M} .
Sx(ro) = ;2 (ro)
t5
a2
(1 _ ~)fl.t(sinrofl.t/2)2
N 2n
~~
= (2n - I)
II
roAt/2
r:
Reversing the bias would not alter these results.
References
~( _ 21tk)
f.I
t:
'I:,,'
fl i: II II
"
I,
133 S ( ') = ~~() x ro N2f.1 ro

,
a,
2(N.+ 1)(SinroAt/2)2 ~ N2 roAt/2 k=L.. a:>

k~O
ro,
Nfl.t
I
I. BEAUCHAMP, K. G.
Signal Processing Using Analog and Digital Techniques. George Allen & Unwin,
The difference between this answer and that to problem 13.1 is that the
latter is for genuinely random noise, whereas the peculiar shape of R..kr) (and therefore of Sx(ro in 13.3 arises from the repetitive properties of pseudo random sequences.
London, 1973. 2. BENDAT. J. S. and PiERSOL, A. G.
';'
I;
Measurement and Analysis of Random Data, John Wiley, New York, 1966.
14.1. (i) SI(ro) = S2(ro)

S13(ro) Sdro)
= S3(ro) = .
S4(ro} = - I
21tV _a:>
fIX> R(p)e-I(IIJP/Y1dp
3. BENDAT, J. S. and PIERSOL. A. G.

Random Data: Analysis and Measurement Procedures, John Wiley, New York,
1971.
4. BINGHAM, C., GoDFREY, M. D. and TUKEY, J. W.
S~I(ro) = S24(ro) = S%2(ro) = 2~Vf~a:> R(l- p)e-1(W"W1dp

S21(ro)
I I I I I II jI
j
= S34(ro) =
Sdro)
=
r
R(J(b 2
-I-fa:>
21 V
-00
p2e- i (wP/Vldp
SI4(ro)
= S%I(ro) = S23(ro) = S12(ro)

= _1-
21tV _a:>
foo
R(J{b 2 + (I - pfZ}re-I(<t>p/V)dp
t-
(ii)
Mil + 2ev + 2kv = 2eu + 2ku
!eb 2 ()
+ !kb 2 0
S. ro)
= !eb 2
q, + tkb 2
t
b 2(2V
(m) S" ro) = 2 V'
...
So
= b2 V
2So
'Modem Techniques of Power Spectrum Estimation', IEEE Trans. Audio and

' 5. BLACKMAN, R. B. and TUKEY, J. W. , The Measurement of Power Spectra, Dover, New York, 1959. 6.BIlIGGS, P. A. N., HAMMOND, P. H., HUGHES, M. T. G. and PLUMB, G. O. 'Correlation Analysis of Process Dynamics using Pseudo-Random Binary Test Perturbations', Proc. I. Mech. E., Vol. 179, 1964-65, Part 3H, 53-67. 7. BRIGHAM, E. O. The Fast Fourier Transform, Prentice-Hall, Englewood Cliffs, New Jersey, 1974. tf'S'I'-l' \ 8. CHURCHILL, R. V. Fourier Series and Boundory Value Problems. McGraw-Hili, New York, 1941. 9. CooLEY, J. W. and TUKEY, J. W. 'An Algorithm for the Machine Calculation of Complex Fourier Series',
Mathematics of Computation, Vol. 19, 1965, 297-301. (Reprinted in A. V.
Oppenheim (ed.) Papers on Digital Signal Processing, MIT Press, Cambridge,
Mass., 1969.) 10. CooLEY. J. W., LEwiS, P. A. W. and WELCH, P. D.
Electroacoustics, Vol. AU-IS, 1967, No. 2, 56-66. The Application of the Fast Fourier Transform Algorithm to the Estimation of Spectra and Cross Spectra. IBM Research Paper, IBM Watson Research Center,
E[v2] = 1tSoro l(1

1So{ro 1 4V Yt'"(l
2
+ 4(i) E[8 2 ] = 1Soro 2(1 + 4(n

ro2 2} + (;(1 + 4(2) 2( l ro l
4(IV'
Yorktown Heights, N.Y., 1967. This work is included in a chapter entitled 'The Fast Fourier Transform and its Applications to Time Series Analysis' in Enslein
et al. (26).
4(d
where
rol = M'
2k,
_ 2e
-
M'
2 ro 2
2 kb -
21 '
2(2 ro 2 =
2I
cb 2
14.4. (iv) I 3 5 6 5 3 1 . 4!' 4!' 4!' 4!' 4!' 4! and respectively

(v) 36 per cent approx. (vi) There is no change
II. CooLEY, J. W., LEwIs, P. A. W. and WELCH, P. D. 'Application of the Fast Fourier Transform to Computation of Fourier Integrals, Fourier Series and Convolution Integrals', IEEE Trans. Audj(j and Electro acoustics, Vol. AU-IS, 1967, No. 2, 79-84. 12. CooLEY, 1. W., Ll!Wls, P. A. W. and WELCH, P. D. 'Historical Notes on the Fast Fourier Transform', IEEE Trans. Audio and Electro acoiistics, Vol. AU-IS, 1967, No.2, 76-9. 13. CooLEY, J. W., Ll!Wls, P. A. W. and WELCH, P. D. 'The Fast Fourier Transform and its Applications', IEEE Transactions on Education, Vol. 12, 1969, No. I, 27-34.
14. CooLEY, J. W., LEwIS, P. A. W. and WELCH, P. D. 'The Finite Fourier Transfonn', IEEE Trans. Audio and Electroacoustics, Vol. AU17, 1969, No.2, 77-85. 15. CooLEY, J. W., LEWIS, P. A. W. and WELCH, P. D. 'The Fast Fourier Transfonn Algorithm: Programming Considerations in the Calculation of Sine, Cosine and Laplace Transfonns', J. Sound Vib., Vol. 12, 1970, 315-37. 16. CRANDALL, S. H. (ed.) Random Vibration, M.I.T. Press, Cambridge, Mass. and John Wiley, New York, 1958. 17. CRANDALL, S. H. (ed.) Random Vibration - Vol. 2, M.I.T. Press, Cambridge, Mass., 1963. 18. CRANDALL, S. H. and MARK, W. D. Random Vibration in Mechanical Systems, Academic Press, New York, 1963. 19. CRANDALL, S. H., CHANDIRAMANI, K. L. and CooK, R. G. 'Some FirstPassage Problems in Random Vibration', J. Appl. Mech., Trans. ASME., Vol. 33, 1966, 532-8. 20. CRANDALL, S. H. 'First Crossing Probabilities of the Linear Oscillator'. J. Sound Vib., Vol. 12, 1970, No.3, 285-99. . 21. CRANDALL, S. H. 'Distribution of Maxima in the Response of an Oscillator to Random Excitation', J. Acoust. Soc. Am., Vol. 47, 1970, No.3 (Part 2). 838-45. 22. DAVENPORT, W. B. Jr. and ROOT, W. L. An Introchlction to the Theory of Random Signals and Noise, McGraw-Hili, New York, 1958. 23. D(mDS, C. J. 'The Laboratory Simulation of Vehicle Service Stress', J. Engng. Ind. Trans. ASME, Vol. 96,1974, No.3, 391-8. . 24. DODDS, C. J. and ROBSON, 1. D. 'The Description of Road Surface Roughness', J. Sound Vib., Vol. 31, 1973, No. 22, 175-83. 25. DURRANI, T. S. and NIGHTINGALE, J. M. 'Data Windows for Digital Spectral Analysis', Prcc. I/::" Vol. 119, 1972, No.3, 343-52. 26. ENSLElN, K., RALSTON, A. and WILF, H. S. (eds) Statistical Methods for Digital Computers (Vol. 3 of Mathematical Methods for Digital Computers), John Wiley, New York, 1975. 27. FELLER, W. Probability Theory and its Applications, John Wiley, New York, 1950. 28. FISHER, R. A. and YATES, F. Statistical Tables for Biological. Agricultural and Medical Research, Sixth edition, Oliver and Boyd, ~inburgh, 1963. ,9. GOLD, B. and RADER, C. M. Digital Processing of Signals, McGrawHilI, New York, 1969. 30. GoLOMB, S. W.
Shift Register Sequences, Holden-Day, San Francisco, 1967.
31. GREEN, B. F., SMITH, J. E. J(. and KLEM, L. 'Empirical Tests of an Additive Random Number Generator', J. Assoc. Computer Machinery, Vol. 6, 1959, No.4, 527-37. 32. HALFMAN, R. L. Dynamics (2 Vols.), Addison-Wesley, Reading, Mass., 1962. 33. HARTLEY, M. G. 'Development, Design and Test Procedures for Random Generators using Chaincodes', Proc. lEE., Vol. 116, 1969, 22-6.
34. HARTLEY, M. G. 'Evaluation of Perfonnance of Random Generators Employing Chaincodes', Proc. lEE., Vol. 116, 1969, 27-34. 35. HEAl'H. F. G. and GRIBBLE, M. W. 'Chaincodes and their Electronic Applications', Proc. lEE. Vol. 108C, 1961, 50-7. 36. HOE'SCHELE, D. F. Jr. Analog-to-Digital/Digital.(o-Analog Conversion Techniques, John Wiley, New York,1968. 37. HUFFMAN, P. A. 'The Synthesis of Linear Sequential Coding Networks', in C. Cherry (ed.), In/ormation Theory, Butterworth, 1956. 38. JAME'S, H. M., NICHOLS, N. B. and PHILLIPS, R. S. Theory ofServomechanisms, MIT Radiation Laboratory Series, Vol. 25, McGraw Hill, New York, 1947. 39. JENKINS, G. M. and WATfS, D. G. Spectral Analysis and its Applications, Holden-Day, San Francisco, 1968. 40. JOLLEY,.L. B. W. Summation of Series, Second edition, Dover, New York, 1961. 41. KENDALL, M. G. and STIJART, A. The Advanced Theory of Statistics, Charles Griffin, London, (a) Vol. I (2nd edition) 1963, (b) Vol. 2 1961, (c) Vol. 3 1966. 42. KENDALL, M. G.
TimeSeries, Charles Griffin, London, 1973.
4.1 KLINE, MORRIS Mathematical Thought from Ancient (0 Modern Times, Oxford University Press, New York, 1972. 44. KOOPMANS, L. H. The Spectral Analysis of Time Series, Academic Press, New York, 1974. 45. KREYSZI,G, E. Advanced Engineering Mathematics, Second edition, John Wiley, New York, 196-7. 46. LIGHTHILL, M. J. Intt~uction to Fourier Analysis and Generalised Functions, Cambridge University Press, 1962. 47. MACLAREN, M. D. and MARSAGLlA, G. 'Unifonn Random Number Generators', J. Assoc. Computer Machinery, Vol. 12, 1965,83-9. 48. MEYER, P. L. Introchlctory Probability and Statistical Applications, Addison-Wesley, Reading, Mass., 1965. 49. MIDDLETON, D. An Introchlctjon to Statistical Communication Theory, McGraw-Hill, New York, 1960. 50. MINER, M. A. 'Cumulative Damage in Fatigue', J. Appl. Mech., Trans. ASME, Vol. 12, 1945, A 159-64. .51. MusTER" D. and CRENWELGE, O. E. Jr. 'Simulation of Complex Excitation of Structures in Random Vibration by One Point Excitation', Proc. Soc. of Environmental Engineers Symposium - Vibra tio~ in Environmental Engineering, London, 1973, MI":M13. 52. OTNE'S, R. K .and ENOCHSON, L.
Digital Time Series Analysis, John Wiley, New York, 1972.
53. PALMGREN, it 'Die Lebensdauer von Kugellagem', Ver. Deut. Ingr., Vol. 68, 1924,339-41.
~,;~<~
I
fI II
280
List ofreferences
I
(I
I
I
I
I
I
I
I I
I
54. PARZAN,E. Modem Probability Theory and its Applications,Iohn Wiley, New York, 1960. 55. PIERSOL, A. G.
'Power Spectra Measurements for Spacecraft Vibration Data', J. Spacecraft and
Rockets, Vol. 4,1967,1613.
56. PoWELL, ALAN I
'On the Fatigue Failure of Structures due to Vibrations Excited by Random
. Pressure Fields', J. Acoust. Soc. Am., Vol. 30, 1958, No. 12.. 1130-5.
57. PRIcE, W. G. and BISHOP, R. E. D. Probabilistic Theory of Ship Dynamics, Chapman & Hall, lAndon, 1974. 58. RICE, S. O.
'Mathematical Analysis of Random Noise', Bell System Tec". J., Vol. 23, 1944.
282-332, and Vol. 24, 1945,46-156, both of which are reprinted in N. Wax (ed.),
Selected Papers on Noise and Stochastic Processes, Dover, New York, 1954. 59. ROBSON, J. D. An Introduction to Random Vibration, Edinburgh University Press, 1963. 60. ROBSON,.1. D. and ROBERTS, 1. W.
'A Theoretical Basis for the Practical Simulation of Random Motions', J. Mech.
ngng. Sci., Vol. 7, 1965, No.3, 246-5L 61. SHANNON, C. E. 'Communication in the PresenCe of Noise', Proc. IRE. Vol. 37, 1949, 10-21.
.62. SmNOZUKA, M. and IAN, C. M.
'Digital Simulation of Random Processes and its Applications', J. Sound. Vih., Vol. 25,1972,111-28. 63. SmNOZUKA. M.
'Simulation of Multivariate and Multidimensional Random ProcesSes', J. Acoust.
Soc. Am., Vol. 49, 1971,357-67. 64. SINGLETON, R. C.
'A Method for Computing the Fast Fourier Transfonn with Auxiliary Memory
and Limited High-Speed Storage" IEEE Trans. Audio and Electroacoustics, Vol.
AU-IS, June, 1967, No. 2, 91-8.
65. SLOANE, E. A.
'Comparison of Linearly and Quadratically Modified Spectral Estimates of
Gaussian Signals', IEEE Trans. Audio and Electroacoustics, Vol. AU-17, 1969,
No.2, 133-7.
66. VIRcms, V. J. and ROBSON, 1. D.
'The Response of an Accelerating Vehicle to Random Road Undulation', J.
Sound vih., Vol. 18, 1971,423-7.
67. WATIS, D. G. 'A General Theory of Amplitude Quantization with Application to Correlation
Detennination', Proc. lEE., Vot. I09C, 1962, 209-18.
68. WELCH, P. D. The Use of Fast Fourier Transfonn for the Estimation of Power Spectra: A Method Based on Time Averaging Over Short, Modified Periodograms', IEEE Trans. Audio and Electroacoustics, Vol. AU-15, Iune 1967, No. 2, 10-3. 69. WIIINBR, N. .
The Fourier Integral and Certain ofIts Applications, CAmbridge University Press,
1933.
70. WIENER, N.
Extrapolation, Interpolation and Smoothiilg ofStationary Time Series,Iohn Wiley,
New York, 1949.
Index
Accuracy of
measurements, 95
spectral analysis, example calculation, 102
spectral estimates, 138
Addition of zeros to sample record, 139
Aliased spectral window, 256
Aliasing, 118
distortion, 120
Alias spectra, 120
Analogue
digital conversion, 149
error analysis, 149
spectrum analysis, 95
spectrum analyzer, 95
Aperiodic functions, Fourier transform of a
train of, 129
A utocol'relation, 25
function
definition of, 25
for a pseudo random binary signal. 173
for a random binary process, 168
for white noise, 46
properties of, 26, 27
spatial, 198
. input-output relation for a linear system, 69
Average frequency of crossings, 86
Averages, second order, 14
Averaging
.spectral estimates, 138 .
time of a spectrum analyzer, 95
Average value of a function of random
variables, 14
Bandwidth
half-power, 191
mean square, 191
of analogue spectrum aualyzer, 96
ofspectral window, 108
Bias error of spectral measurement, 103
Binary
random process, 168
sequence, full length, 262
Binomial probability distribution. 175
Broad band random process, 44
Calculation
ofaverages, 7 .
of spectral estimates from discrete data, 120
Central limit theorem, 80
Chain code, 183
Chi-square
random variable. 109
distribution of, 110, 246
probability density function. 246
probability distribution.
application to spectral analysis, 138
dependence on degrees-or-freedom. ItO
tabulated values of distribution, 224
Circular correlation function, 122
interpretation in terms of linear correlation
function estimate, t 29
relationship with linear correlation function,
126,129
Clock frequency of random binary process,
170 .
Coherence functions, 207
digital calculation of, 210
mUltiple, 207, 209
ordinary. 209
partial. 267
Complex frequency
response function, 56
measurement of, 206
Computer program for the fast Fourier
transform, 220
Conditional probability, 17
Confidence limits
of spectral measurements, 108
sample calculation. 112
Continuous time series, 113
Convolution, 64, 241
integral. 64
Correction for slow trend in spectral analysis,
147 .
Correlated random noise, synthesis of, 185
Correlation, 21
coefficient, 23
function (see also autocorrelation, cross
correlation and circular correlation)
calculation from data extended by
additional zeros, 139
circular, 122
consistent estimate for, 127
error due to "wrap around", 125
1iil
A.2.
USE OF FFT COMPUTER SUBROUTINE
283
S.
Using F(w) from Equation (A.S) in Equation (A.6)
APPENDIX
A
t
ret) - = 2" 'f"''' F(w)i"" dw

n -"'''
= -
21 -."'''
If"''' [N-I L fer At)e-""'4f 'J At .

r=O
I I
e''''' dw
(A.7)
FAST FOURIER TRANSFORM (FFT) IN RANDOM 'VIBRATION*
6. Since F(w) of Equation (AS) is periodic in w with period of 2WN and = r' At for r' = 0, 1,2..... N I, then
I ]'(r' Ilt) = --. 2n
f [N-I L
2.. "
0 ,=0
fer fl.t)e -i,.r4' tl.t e"O,41 lim
21n; fer' At) tl.t(2WN)

A.1.
1.
= f(r'fl.l)
for r'
= 0, 1,2, ... , N
- I
(A.8)
Basic Concepts
Exact Fourier transform pair

'F(W)
This shows that the continuous approximation l(t) f(t) is the true inversion at r' fl.t discrete points. 7. Discrete approximate inversion let) based on Equation (A.7).
N-\
f:",
-2'
f(t)e- iCD dt
(A.I)
!(r,tl.t)
k=O
F(kAw)eikAWfAW;
k=O,I, ... ,N-I;r=O,l, ... ,N-1
f(t) =
f'" x
A.2.
F(w)e''''' dw
Use of FFT Computer Subroutine
(A.2) 1. Fourier Transform Pair

F(w) = f(t)e-i'.f
<Xl
-00
2. Limitations on F(w) and f(t) in typical structural dynamics problems

F(w) ==
for -
WN ;;;. W ;;;. WN;
WN
= x/Ill =
de;
Nuquist frequency
(A.3)
(A.4)
f(l)
2n
I
<Xl
())eiM Iho
f(t) = 0
for t < 0 and
> T
For example, if! Figure A.l
3. Discrete approximation F(w)
N-l
fW :
Ilt;
T
transient in t
F(w) =
Fe,..): ..3..sin~ 2
= transient in (IJ
f(r
Ilt)e- i",r4.
= N Ilt
(AS)
r=O
til
-0.5 0,5
'\/
4. From Equations (A.2) and (A.3),

f(t) =
See Yang and Shinozuka (1969).
',/
a-w
I 2x
fWN
-IN
F(w)e'w'dw
(A.6)
FIG. A.1.
282
I
...~
,,1
: .......Y'"
:t~
11 f,j
~. I
';1
"'1
't.;1 ,/ :"
I I
'
284
2.
FAST FOURIER TRANSFORM (FFT) IN RANDOM VIBRATION
A.2.
USE OF FFT COMPUTER SUB.ROUTINE
285
Discrete Approximation F(w) and let)
f(ll
F(w)
Ilt
I
'" L
r= -ro
fer llt)e-i""AI
(A.9)
-0,5
0.5
:1
let) = 11
[I
" m
2n: k=-",
""
F(k Ilw)e-
1U ",'
Ilw
(A.lO)
I
.]1
~j
Equation (A.9) represents an infinite sum of harmonic functions of frequency 00 with real' amplitudes fer At) Ilt and periods 2n:/r At. The common periOd, which is also the largest, is 2n:/At. Thus, F(w) is periodic in 00 with period 2n:/At. Let this common period be w p , then
-0.5
00 p =
f{t)
2n:/1lt
(A.H)
L..
Tp
1.
j
~
I
Similarly Equation (A.IO) represents an infinite sum of harmonic functions of time I with periods 2n:/k Aw. The common and the largest pefiod is 21t/llw, Let the common period be r;, then
-I_
F(",)
Tp = 211:111",
""'I
II
I I I I I I
D'
r;, =
2n:/Aw
(A.l2)
For the same example, in Figure A.2 3. Relation between f(t) and let). The time function ..c(t) is usually limited to a transient aperiodic function such as the one in the example. The approximate time function 1(1) is always periodic with period Tp = 21t/Aw, in addition to being approximately equal to f(t) in one period. Thus the first step in using the FIT is to select r;" and construct the periodic function let) in the interval (0, Tp). Once Tp is selected, then the frequency increment can be deter mined.
F{",)
.,..+
, I.
"'p
I' J \.
21t Aw = Tp
(A.l3)
FIG. A.2.
= 211:111/
-I
4. Relation between F(w) and F(w). In an analogous manner, F(w) is periodic in 00 with period wp 21t/At. The principal part lies in the interval ( - w,,/2, + (/),,/2). 5. Distortion of F(w) (Aliasing). In case the highest frequency Wh of the true Fouri~r transform F(w) is less than half of the common period wp as is the case shown, then there is no distortion due to the periodic superposition or folding elTect. If, however, Wh is greater than w p /2, then distortion is introduced as shown in Figure A.3. Thus to avoid distortion due to folding use the criterion
Wh '. Wh
6. Basic Discrete Formulas. Let the period T, in time t and period wp in frequency co be divided into N equal intervals of Ilt and Ilw, respectively, then
r" =
N Ilt;
wp
= N Aw
(A.IS)
< 00 p/2;
00 p =
2n:/llt
(A.l4)
Using Equation (A.15) and the dummy index k for discrete frequencies such that to = k L\w in Equation (A.9) gives
F(w) == Fk
< n:/Ilt = WN = Nuquist frequency
= III
N-I
,=0
/'e-{2nk'IN
for
= 0, I, 2, .... N
- 1 (A. 16)
1:
286
FAST FOURIER TRANSFORM (FFT) IN RANDOM VIBRATION

F(,.)
A.2.
USE OF FFT COMPUTER SUBROUTINE
287
5. Output
-I
I
i
~
Fk = -
N-l
fre-iZttkr/N;
k = 0, I, ... ,N
r=9
6. Corrected Ft = TpFk ; Tp 7. Output Fk corresponds to

Fl,.}
W
= NAt
k = 0, I, 2, ... N - I
= k Aw,
Aw = 21tITp;
8. For inversion, change - ito + i. divide the output l~ by 11M to get the approximate inversion 1. for r = 0, 1, 2... , N - 1.
-...."
I
m
F(,.)
'''''"'"'"""
. Distortion
:.7
FIG.A.3.
Similarly, since Aw121t _ _ 1 f(t) == J.. = N
= 1/7;. =
1
liN At, Equation (A.lO) becomes

for
N-l
I - F.. e+ibkr/N
At
= 0, 1, 2, ... , N -
1 (A.l7)
&=0
7. Computer Program Application for Fourier Transform and Invasion. To calculate the approximate Fourier transform F.. by Equation (A.l6);
1. 2. 3. 4.
Select 7;,. Select N, which must be equal to integer power of 2, that is, N == 2'. At = TpIN, check that Wh < WN = wI2 = 1t/At. Read input f(At) == J..at discrete times covering a complete period (0, Tp).
I I I I I I I I
I
18
I I
11 I
B.3. SIMPLE BUBBLE SORT
289
9. Fori
1 to N:
APPENDIX
B
10. Store the results:
B.2. 1. Basic Rule.
tl
(i
K
1) N
Xi -
k= 1
L Ok sin(27tll t
+ <Pk)
MONTE CARLO SIMUlATION*
t/> Xi;
= 1 to N
I
I
I
Generating Random Numbers on a Computer
The equation
Y
0+ (b -
o)r
B.1. Synthesis of a Sample Function by a Monte Carlo Simulation

1. (See Figure A.4.) Select <Pi' k = 1 to K, from a uniform random distribu tion over (0, 27t). .
2.
where r is a random number from a uniform distribution in (0, l) and generates a random number y from a uniform distribution in (a, b)~ 2. Example
real phi (50)
write (6,*) 'type in a large odd integer'
read (5:) ix .
once ix is initialized, it shall be
left alone. It is the property
of the random number generator.
pi=3.1415027
twopi=2.*pi
do 10 j'=1, 50
phi(i)==ran(ix) * twopi
write (6:) i. phi (i)
continue
stop
end
I I
I I I I I
3. 4. 5. 6. 7. 8.
II - Imin; IK+I - Imax

Select 12 to !K. from random uniform distribution over (fmiq. lmax)
Sort the fi, k= 1 to K + 1. into ascending order.
];. filk + 1, k = 1 to K; (find midfrequency).
Calculate I: - W(h), k = 1 to K. A. - .j21:Ui,+I - A), k = 1 to K. Store the results: 1., Wb A <Ph k = 1 to K.
c
c
.J
10
W{f)
Atl2
B.3. Simple Bubble sort

Sort the array xCi), i = I to N into ascending order.
subroutine sort (x,

real x(50)
do 2 j 1. n - 1
ji == i +1
do 3 j == ji, n
f(x(j).It.x(i then
temp '= x(i)
VI
[min
,..f
I; 1;+1
fro
FIG.A.4,
.*From Zimmermam and Cheltri.
288
290
MONTE CARLO SIMULATION
xCi)
else end if continue continue return end
x(j)
x(j) = temp
APPENDIX
I .,
~
"-::).
I
:~.
The first time through the outer loop, the smallest number rises like a bubble to first position in the array. The second time through, the smallest of the remaining numbers bubbles up to the second position, and so on.
REFERENCES
[iJ
l.~ t
Abramowitz, M., and I. A. Stegun (Eds), National Bureau of Standards. /I(wdblltJk q( Mwlll'/lIII/ica( Futlcliani, AMS 55. 1964, p. 358. Bendat, J. S., and A. G. Piersol. Random Data: Allal}'sl, alld Measuremellt PI'OL'l!dures. Wiley Interscience, New York, 1971. Borgman. L E., "Spectral Analysis of Ocean Wave forces on Piling." J. lVtlfl!f\l'Uys /larbo" DI." ASCE93, WW2,I29 ,156(1967). Caughey. T. K., "Derivation and Application ofthe Fokker Planck Equation to Discr.:te Nonlinear Dynamic Systems Subjected to White Random Excitation." J, Acmes/. Soc, Alii . 35(11).1683 1692 (1963). Caughey. T. K., and H. 1. Stumpf, "Transient Response of a Dynamic System under Random Excitation," J. Appl. Me"'... 28(41. 563 {l961l. Chopra, A. K" "Hydrodynamic Pr~ssures ill Dm"s During Eal'th4uakc": J. /;II!I, Mccll, Oil". ASCE, 93, EM6, 205-224 (1967). Corotis, R. B~ and E. H. Vanmarke, "Time-Dependent Spectral Contem of System Response." J. Eng. Mech. Div. Proc. ASCE. tOt, 623637 (1975). Crandall. S. H., and W. D. Mark, RWldolll Vibration in M",'Iulllicul Sr. It'III.'_ 1963;
Acad~lI1i,.
I I I I I I I I
,
r
New York.
Crandall.S. H . and L. E. Wittig, "Chladni's Patterns for Random Vibration of Plate: in G. Her rmann and N. Perrone, eds., Dynamic ResponseafSrruc/ures, Pergamon. New York. 1971. James, H. M. N. B. Nichols, and R. S. Phillips, "Theory of Servomechanisms," MIT Radiation LabOratory Series 333-369, McGraw Hill, New York, 1947. Kanai, K., "Semi-empirical Formula for the Seismic Characteristics of the Ground." VIIii'. 1ilkyo Bilil. Earthq. Res. Insl., 35, 309-325 (1957). Miner. M. A., "Cumulative Damage in Fatigue," J. Appl. Mech" 12. AI59-AI640945). Newark. N. M., and E. Rosenblueth, Fundamenlals of earil.qltuke englllrinil. Prentice Hall. Englewood Cliffs. NJ. 1971. Palmgren. A. "Die lebensdauer von Kugellagern." H'r. delli. 11111...,68, 339 341 (l9!41. Powell, A., "On the Fatigue Failure of Structures Due to Vibrations Excited by Random Process fields," J. AcOU$/. Soc. Am., 30. 1130 1135 (1958). Priestley, M. B~ "Power Spectral Analysis of Non-Stationary Random Processes." J, S",md ViIlJ'll lion, 6(1), 86-97 (1967). Rice. S. 0., "Mathematical Analysis of Random Noise," Bell S}",wn Teth. J" 2.1.282 332 (1944):
I
I I
I I
I
llIII
291
I I
I
I I
I
I
I
I
I
I
I
I
ur
292
REFERENCES
24, 46,156 (19451; also in N, Wax, ed., Selected Papers on Noise alld Slochastic Processes,
Dover, New York, 1954.
Shinozuka, M., "Random Processes with Evolutionary Power," J. Eng. Mech, Div., ASCE, 96,
EM4. 543-545 (1970).
Shinozuki, M~ "Simulation of Multivariate and Multidimensional Random Processcs,~ J, ACOUSl. SO(', Alii" 49(1), 357 ,367 (19711, Tajimi, H~ "A Statistical Method of Determining the Maximum Response of a Building Structure
During an Earthquake." Proc. 2nd World Conf. Earrhq, Eng., Tokyo and Kyoto, fl, 781-198
(1960),
Toland, R. H., C. Y. Yang. and C. Hsu, "Nonstationary Random Vibration of Nonlinear Structures," 1111. J. No/llil/ear Me('h .. 7. 395-409 (1972). Yang. c.Y., and V, Charito, "Random Hydrodynamic FOrce on Dams from Earthquakes,," J. Eng. Merit. Div.Proc. ASCE, 107. EMI. 717-722 (19811. Yang. 1. N. and M. Shinozuka. "Numerical Fourier Transform in Random Vibration: J. Eng. Meclt. Dl!,. Pr"c. ASCE, 95, EM3. 731-746 (1969).
INDEX
Acceleration. ground. 2, 147

Aliasing, 285
Autocorrelation. 25.26, 119, 130
d,mlpcd ~'flI>nse, 126
ensemhle, 47
resJIOnsc. 120
temporal. 47,48,56
Distribution:
Gaussian, 22
Poisson, 22
Rayleigh. 22
Duhamel's integral, 9.1, 116
Eal1hquake:
ground aceeler-tl;on. 67
motioll. I
Envelope. 210. 212
Ex.citatiuns:
Beams: IIcxural.
1~2
I~O, t61 Bendat and Piersol. 25 I

BlacklllallTukcy method. 53
shear. 144.
n"J'~"'i1n.
Iluildill~,
ilK)
tall. 144
'''''"1. gU
models or I"dndonl, 60
random. flO, I I')
Expeetatinll. D, 14
Chupman-KOlnogorov-Smohlchowski. 266
Caughey. T. K. and H. I. Stumpf. 232
Chamclerislic ,lines. 163
ChOprd, A. 1( . 190
Coordinates. normal. 115, 124. 129
Correlation. 14
Correlation cocflident. 15
Covariance, 14
Cmndall. S. H.and L E. Wittig. 154
Crosscorrclation. 25. 27, 119. 120. 130
Cumulalivc frC<lucllcy function. 21
Failure:
fatigue. 224
yield. 213
Fast Fourier transform. 59. 83. 282
Filter. narrow.band. 107
Fokker-Planck. 265, 276
Fourier:
integral. 29
series. 29
Function:
311iticial sample. 64
c.omple" frequency resflIIOsc. 59. 87. I 10.
133, 137
\11
Dam-reservoirsystclIIs. 171. 187.191,223. 224.253
Dc,i~l1. slnKlun.'. 211

Diulll'.,llI:
scalier. 16. 27
Dirac delta. 27. 94

harmonic. 31. 39
impulse rcsflIlnsc. 93, II h. 134
transfer. 10K
[mtelltial. 1119
Gaussi.m process. 201. 202
Ve.nn.2()
293
294
INDEX temporal, 53, 56. 110

two-sided temp<lral. 54
Priestley, 241
Probability:
conditional, 10
density function, 4
frequency definition of, 3
mass function, 8, 12
Processes:
ergodic, 44, 46
ergodic stationary, 45
Random excilations:
eoncelltrated. 14H
distributed. 147
Random processes. 2
narrow-band. 39
nonstationary. 2
periodic. 27
stationary. 22. 26
wide-hand. ]()
Randolll vari~llJlcs:
INDEX Systems:
cnntinu(lYs, t44
mliltidegrcc of freedom, 114. 123, 129
sin~~~ degree. of freedom, 94. III, 112, 117.
two degree offreedom, 114, 115, 117. 123,
136
uncoupled, I Wave:
dilatational, I H'l
direction, 75
equation, 163, 188
force, 7~
~umber, 75
random ocean, 71
speed, 164
surface, 72
White noise, 39
Yang, 1. N. and M. Shinozuka, 282
Yield failure, 213
295
Hydrodynamic response, 185, 186, 195

Imerseetion, 21
loint probability density, 7
loint probability mass function, 8
Marginal probability density, 8
Matrix, 123
damping, 129, 137
mass, 129, 137
stiffness, 129, 137
Mean square, 14, 24
ensemble, 25
tempordl, 30, 32
Models:
continuous, 65, 69, 76
discrete, 62, 68, 74
multivariable stationary, 71
nonstationary. 66
offshore structural. 71
of random excitations. 60
stationary. 60
structural. 104
two-dimensional wave. 75
vehicle. 61, 100. 136 ..
Newmark. N. M. and E. Rosenblueth, 172
Nonlinear ralldom vibralions. 265
Nonstationary excitation. 241, 253
Nonslationary response. 232, 238. 250
Normal mode. 116
Offshore structuml model. 71
Orthogonalily conditions. 124, 129. 145
Palmgren and Miner, 224
Parseva!' s formula:
for nonperiodic function, 34
for periodic function. 30
Phase angle, 27
Plates:
rectangular, 158
thin. 158
Poisson distribution, 215
Powell, A., 201, 209
Power spectral density, 36, 39, 104
cross, 132
damped response, 127
directional, 76
nonstationary ensemble, 70
one-sided temp<md, 54
targel, HI
i4
Up-crossing, 205, 206, 207, 208, 209

Union, 21
Variance, 14
Vibration:
detenninistic, 114, 129, 133
nonnal mode, 115
random, I
.\
\
\
continuous, 4
discfCte. 8
independent. II, 16
Random vibration, I
stationary. 130. 136. 146
Random walk, 267.271
Rayleigh probability density, 213
Reliability. 214. 216. 218
Response:
complex frequency. I23
steady-state. 118
Rice, S. 0 .. 201
Rigid body anology. 18
Shinozuka. M., 243
Simulation:
computer. H3
Monte Carlo. 287
Solution:
frequency domain, 86, 96
modal, 145
time domain. 92. 96
Spectral moment. 209
Spectrum:
band-limited. 40
white, 40
Standard deviation, 14
Statislics:
ensemble, 45
temporal. 44, 45, 110
Structures:
design of. 20 I
single degree of freedolll. H5
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III

Univer.ity of Del.w.re New.rk. DeI,wlre

';.>}' .. ,;.fe'" ,,~.,}l ~ ,"..r""" 0:'r'f:,j

New York Chlchuter Brl.b.n. Toronto Slng.por.

'~' ... ("

2 STATIONARY RANDOM PROCESS,

3 ERGODIC PROCESSES AND TEMPORAL STATISTICS

DESIGN OF STRUCTURES FOR RANDOM

9.1.2 Lightly Damped Systems 234

10.1 Derivation of the Random Walk Model' 266

Fast Fourier Transform (FFf) in Random Vibration 282

RANDOM PROCeSSes. PROBABILITY. AND STATISTICS

An illustrative earthqu:tkc ilround acceleration.

1.2.1. Frequency Definition of Probability and Probability Density

Three samples in the ensemble of the random excitation process X(t).

RANDOM PROCESSES. PROBABILITY. AND STATISTICS

We further define the probability density function p(x) by the equality

Pea < X < b) =

P(-oo < X < (0)

Equ:llly likely mndolll even!"s in the sum of Iwo dice.

= area under arc

This is shown in Figure 1.6.

Probability density function p(xJ of the continuous random variable X.

RANOOM PROCESSES. PROBABILITY. AND STATISTICS

Joint Probability Density p(x l ' x 2 )

= p(x t>x 2)dxl dx 1

= p(.q. x21dxl dx2 = probability

RANDOM PROCESSES. PROBABILITY. AND STATISTICS

This definition leads immediately to the following two equations:

P(a<X t <b and

c<X2 <d)= J:="f.=cP(Xt>X2)dXtdX2

f~ f~"" p(X!> Xl) dXI dXl = 1.0

J"" p(Xt, - ."

FIG. 1.9. Joint probability mass function p(x"

for two discrete random variables X I and X 2'

RANDOM PROCESSES. PROBABILITY. AND STATISTICS

+ dxtl among the selected samples

lit Ia = I p(8,x)dx d8 = -242alt 16

P(X2 < Xl < x 2

and nil in the areas x, < X,

earthquake occurring annually at the site? We write, .

familiar arithmetic mean of X as

sum of all sample values total number of samples

f~"" f~"" I(x., X2)P(X t , X2) dXt dX2

RANDOM PROCESSES. PROBABIUTY, AND STATISTICS

Mean EIX) and standard deviation (1.

+ .f~(X I' X l)]P(X I , x 2 )dx 1 dX2

+ E[f2(X I' X 2)]

Important Statistics in Practice

Distributions with narrow and wide spread.

when the means

= average of the squares

of the devia Normalized covariance

[.t.::( X)]2 = mcan square minus the square of the mean

= average across the ensemble of all products XI X 2

1. We say that Xl and Xl

X2) "XI '/:%:1

E(Xi) '+ [E(X Il]l

_ E(Xn + [E(X 1)]2

RANDOM PROCESSES. PROBABILITY. AND STATISTICS

Let YI and }'z be two random variables and 0 a parameter, then

E[(OY1 - Y2)2] ;?!; 0

';Jt:!J~~~late of variable tbickness. (b) Boundary of tbe two-dimensional probability