Lu Y D 2008

Random Vibration Analysis of Higher-Order
Nonlinear Beams and Composite Plates

with Applications of ARMA Models

by
Yunkai Lu

Dissertation submitted to the Faculty of the
Virginia Polytechnic Institute and State University
in partial fulfillment of the requirements for the degree of

Doctor of Philosophy
in
Engineering Mechanics

Surot Thangjitham, Chair
Scott Case
Michael Hyer
Guo-Quan Lu
Saad Ragab

October 3rd, 2008
Blacksburg, Virginia

Keywords: nonlinear, higher-order beam, root mean square, ARMA model,
modal interaction, power spectral density

ii

Random Vibration Analysis of Higher-Order Nonlinear Beams and
Composite Plates with Applications of ARMA Models

Yunkai Lu
ABSTRACT

In this work, the random vibration of higher-order nonlinear beams and composite plates
subjected to stochastic loading is studied. The fourth-order nonlinear beam equation is
examined to study the effect of rotary inertia and shear deformation on the root mean
square values of displacement response. A new linearly coupled equivalent linearization
method is proposed and compared with the widely used traditional equivalent
linearization method. The new method is proven to yield closer predictions to the
numerical simulation results of the nonlinear beam vibration. A systematical
investigation of the nonlinear random vibration of composite plates is conducted in which
effects of nonlinearity, choices of different plate theories (the first order shear
deformation plate theory and the classical plate theory), and temperature gradient on the
plate statistical transverse response are addressed. Attention is paid to calculate the
R.M.S. values of stress components since they directly affect the fatigue life of the
structure. A statistical data reconstruction technique named ARMA modeling and its
applications in random vibration data analysis are discussed. The model is applied to the
simulation data of nonlinear beams. It is shown that good estimations of both the
nonlinear frequencies and the power spectral densities are given by the technique.

iii

Acknowledgment

I would like to thank my advisor, Professor Thangjitham, for his guidance and support all
through my work.

I would like to thank all my committee members, Professor Case, Professor Hyer,
Professor Lu, and Professor Ragab, for the time they took to attend my exams and
defense as well as their advice on my dissertation.

My thanks also go to Professor. Kraige, Professor. Hendricks, and the ESM department,
for their financial support during my Ph.D. study.

Last but not least, I want to thank my parents, Lu, Zhicheng and Zhao, Guiying. I would
not have been able to make it through all the difficulties and hard times in my life without
their unconditional love and support all the time.

iv

Table of Contents

Chapter 1. Introduction ....................................................................................................... 1
Chapter 2. Literature Review .............................................................................................. 4
Chapter 3. Random Vibration of Geometrically Nonlinear Beams .................................. 14
3.1 Solutions to the Nonlinear Random Vibration of Isotropic Beams ........................ 14
3.2 Effect of Inertia of Rotation and Shear Deformation ............................................. 23
3.3 Numerical Results ................................................................................................... 31
Chapter 4. Nonlinear Random Vibration of Composite Plates ......................................... 54
4.1 Governing Equations .............................................................................................. 54
4.2 Stochastic Response of Linear System ................................................................... 60
4.3 Stochastic Response of Nonlinear System .............................................................. 63
4.4 Temperature Effects on Random Vibrations of Composite Plate ........................... 68
4.5 Comparison between FSDT and CPT ..................................................................... 72
4.6 R.M.S. Stresses Calculation .................................................................................... 73
Chapter 5. ARMA Model and Its Applications in Random Vibration Data Analysis ...... 79
5.1 Introduction ............................................................................................................. 79
5.2 Theoretical Background .......................................................................................... 80
5.3 Applications of ARMA Model in Identifying, Re-generating, and Extending the
Random Vibration Data ................................................................................................ 83
5.4 Comparison between PSD Curve from ARMA Model and Newlands Approach 88
Chapter 6. Future Work .................................................................................................... 96
v
6.1 Durability of Structures Subjected to Random Loading ......................................... 96
6.2 Future Work ............................................................................................................ 99
Reference ........................................................................................................................ 101
Appendix A ..................................................................................................................... 116
A.1 Selected eigenfunctions ....................................................................................... 116
2. Solution procedure for a 22 linearly-coupled system ........................................... 117
Appendix B: Derivation of Plate Equations.................................................................... 121

vi

List of Figures

Figure 3.1 A beam under pressure .................................................................................... 15
Figure 3.2 Correlation between displacement and acceleration for a typical linear beam
(data size: 2
14
) ........................................................................................................... 27
Figure 3.3 Correlation between displacement and acceleration for a typical nonlinear
beam (data size: 2
14
).................................................................................................. 28
Figure 3.4 Two types of loads used in the simulation ...................................................... 33
Figure 3.5 A typical stationary Gaussian random process (time domain) ........................ 33
Figure 3.6 Histogram of the random process in Figure 3.5 .............................................. 34
Figure 3.7 PSDs of the two types of loads used in the simulation.................................... 34
Figure 3.8 Displacement R.M.S. of a uniformly loaded F-SS beam vs. different ............ 35
Figure 3.9 Mode 1 displacement R.M.S. of a half-uniformly loaded F-SS ...................... 35
Figure 3.10 Mode 2 displacement R.M.S. of a half-uniformly loaded F-SS .................... 36
Figure 3.11 Displacement R.M.S. (summation of first two modes) of a uniformly loaded
SS-SS beam vs. different random loading PSD levels ............................................. 36
Figure 3.12 Coupling effect on mode 1 for a uniformly loaded F-SS beam .................... 38
Figure 3.13 Coupling effect on mode 2 for a uniformly loaded F-SS beam .................... 38
Figure 3. 14 Coupling effect on mode 1 for a half uniformly loaded F-SS beam ............ 39
Figure 3. 15 Coupling effect on mode 2 for a half uniformly loaded F-SS beam ............ 39
Figure 3.16 Typical mode 1 displacement response (corresponding to data in Table 3.1)
................................................................................................................................... 41
................................................................................................................................... 41
Figure 3.18 Typical FFT of mode1 displacement response .............................................. 42
Figure 3.19 Typical FFT of mode 2 displacement response ............................................. 42
Figure 3.20 Histogram of mode 1 displacement response ................................................ 43
Figure 3.21 Histogram of mode 2 displacement response ................................................ 43
Figure 3.22 Comparison among different approaches of mode 1 response ...................... 45
vii
Figure 3. 25 Comparison among different approaches of mode 2 response ..................... 46
Figure 3. 30 Comparison among different approaches of mode 1 and 2 responses ......... 49
Figure 3. 31 Mode 1 R.M.S. response of a SS-SS beam subjected to uniform load ........ 51
Figure 3. 32 Mode 2 R.M.S. response of a SS-SS beam subjected to uniform load ........ 52
Figure 3. 33 Mode 1 R.M.S. response of a F-SS beam subjected to half-uniform load ... 52
Figure 3. 34 Mode 2 R.M.S. response of a F-SS beam subjected to half-uniform load ... 53

Figure 4.1 Free body diagram of a rectangular plate element (without bending moments)
................................................................................................................................... 55
Figure 4.2 Free body diagram of a rectangular plate element (bending moments only) .. 55
Figure 4.3 RMS values vs. square root of power spectral density .................................... 67
Figure 4.4 R.M.S. values vs. T (based on FSDT) ......................................................... 72
Figure 4.5 Variations of the ratios between FSDT and CPT R.M.S. values .................... 73
Figure 4.6 Contour plot of
xx
R.M.S. at middle plane of the first layer of a
( 60 / 60 / 60 / 60 ) laminate .............................................................................. 75
xx
( 30 / 30 / 30 / 30 ) laminate .............................................................................. 76
Figure 4.8 Effect of ply angle on the maximal R.M.S. values of stress components .... 77

Figure 5.1 PSD of the mode 1 of the beam displacement simulation data ....................... 85
Figure 5.2 Displacement from simulation of mode 2 of a F-SS beam ............................. 86
Figure 5.3 Displacement generated by ARMA(4, 3) model ............................................. 87
Figure 5.4 Displacement generated by ARMA(8, 7) model ............................................. 87
Figure 5.5 Displacement generated by ARMA(11, 10) model ......................................... 87
Figure 5.6 Example spectrum plots of 8 out of the 32 segments ...................................... 91
Figure 5.7 Comparison of PSD curves from ARMA(4,3) model ..................................... 92
viii
Figure 5.8 PSD of the beam simulation displacement data (Newlands approach) .......... 93
Figure 5.9 PSD from ARMA(4,3) model ......................................................................... 94
Figure 5.10 PSD from ARMA(8,7) model ....................................................................... 94
Figure 5.11 PSD from ARMA(11,10) model ................................................................... 94

ix

List of Tables

Table 3.1 Response of a beam (mm) with F-SS boundary condition and subjected to half
uniform load (load PSD = 100000 Pa
2
/Hz, 2 , 10 1 m h b L h = = = ) ......................... 44
Table 3.2 Response of a beam with F-SS boundary condition and subjected to half
2
/Hz, 2 , 20 1 m h b L h = = = )......................... 44
Table 3.3 Response of a beam (mm) with F-SS boundary condition and subjected to
uniform load (load PSD = 10000 Pa2/Hz, 2 , 12.5 1 m h b L h = = = ) ..................... 44
Tabel 3.4 Response of a beam (mm) with F-Fixed boundary condition and subjected to
half uniform load (load PSD = 100000 Pa
2
/Hz, 2 , 12.5 1 m h b L h = = = ) ............... 44
Table 3.5 Comparison of R.M.S. response of a 2
nd
order beam with that of 4
th
order beam
(SS-SS boundary condition with uniform load, 2 , 10 1 m h b L h = = = ) .................. 50
nd
th
order beam
(SS-SS boundary condition with half-uniform load, 2 , 10 1 m h b L h = = = ) .......... 50
Table 3.7 Comparison of R.M.S. response of mode 1 of 2
nd
th

order beam (F-SS boundary condition with half-uniform load,
2 , 10 1 m h b L h = = = ) ............................................................................................. 50
nd
th

order beam (F-SS boundary condition with half-uniform load,
2 , 10 1 m h b L h = = = ) ............................................................................................. 51

Table 5.1 Estimated ARMA parameters for different order models ............................... 85
Table 5.2 Frequencies predicted by selected ARMA models in Table 5.1....................... 85
Table 5.3 Estimated displacement R.M.S. of selected ARMA models ............................ 87

1

Chapter 1. Introduction

A great deal of work has been done on the response of beams and plates subjected to
deterministic loading conditions. However, in real life the structure may be subjected to a
stochastic type of loading such as earthquakes, wind turbulence, sea wave, acoustic loads,
etc. These loading conditions are commonly observed on dams, nuclear facilities,
offshore structures, aircraft, etc. The main purpose of this dissertation is to present a
systematical study of the stochastic response of geometrically nonlinear beams/plates
under random excitations.

In this work, a literature review of previous research in the area is given first in Chapter
2. Then, in Chapter 3 random vibration of geometrically nonlinear beams is elaborated
where the detailed procedures to solve the random vibration problem and the traditional
uncoupled equivalent linearization technique are discussed. To study the effect of the
rotary inertia and shear deformation on the root mean square (R.M.S.) of the stochastic
beam response, the fourth-order nonlinear beam equation is examined. The results from
the fourth-order beam equation are compared with those from second-order. A new
2
coupled equivalent linearization method is proposed which takes into account the effects
of modal interactions between adjacent modes. Numerical results indicate that the new
method yields closer results to simulation data compared with the uncoupled linearization
approach. In Chapter 4 the focus is moved from one-dimensional beam problem to
rectangular composite plates using both nonlinear classical plate theory (CPT) and first
order shear deformation (FSDT) theory. FSDT takes into account of the transverse shear
strain effect. A nonlinear stress-strain relationship in the von Karman sense is considered
in the formulations of the governing equations. The effects of nonlinearity and
temperature on the R.M.S. values of transverse displacement of the plate and the selected
stress components are examined.

A statistical data characterization and reconstruction technique called ARMA modeling
and its applications in random vibration data analysis are demonstrated in Chapter 5. The
auto-regressive moving averaging (ARMA) model was originally developed as a time-
domain modal analysis method. ARMA model is very efficient in reconstructing the
loading condition directly in the time domain. The model is very concise in its
formulation, requiring very few parameters while preserving the stochastic nature and
spectral information of the original signal history. In an ARMA model, the current value
of the system response is expressed as a linear combination of past values of response
plus a pure white noise. The parameters in the model are determined through a trial and
error procedure in order to minimize the residue variance of the noise. Once the
parameters of the model are known, natural frequencies and damping ratios for all the
modes can be obtained from the autoregressive part. However, the order of an ARMA
3
model to fit a certain data set is not unique. In addition, the correlation between the
nonlinear simulation data usually requires a higher order model than the linear case does
in order to accurately represent the spectral properties of the original input, especially the
power spectral density (PSD) plot. It is shown that even though a model can give good
estimations of the frequency values, it may not represent the PSD closely. At the end of
this work, issues regarding the durability of structure under random excitations are
addressed. Future areas of research work are discussed.

4

Chapter 2. Literature Review

Stochastic loads such as wind turbulence, sea wave, and acoustical loads are commonly
observed on aerospace, mechanical and civil structures. Consequently, random vibration
analysis is necessary to understand the behavior of these structures under stochastic
loading. For a general review on the random vibration theory, one can refer to the
references (Crandall and Mark 1973, Bolotin 1984, Nigam 1983, Roberts and Spanos
1990, Newland 1993, Solnes 1997, Wirsching et al. 1995, Lin 1976, and Elishakoff
1983). The exact solutions to nonlinear random vibration problems are only available for
certain special cases. Therefore, approximation technique and numerical solutions were
developed to find the probability density functions of the response of the nonlinear
system. For limited cases, the moments of the response can be obtained via solving the
Fokker-Planck equation (Stratanovich 1963, Stratanovich 1967, Risken 1996, and
Gardiner 2004). A set of ordinary differential equations for the moment characteristics of
response can be obtained after applying a closure technique such as the Gaussian closure
method (Iyengar and Dash 1978). Perturbation method (Nayfeh 1993, and Nayfeh and
5
Mook 1995) is the most widely used technique dealing with the nonlinear dynamic
response of systems with nonlinearity. It can also be adapted to solve the nonlinear
random vibration of such systems (Crandall 1963). However, by nature the perturbation
method is only applicable when the nonlinearity is small, which greatly limited its usage
in a wide range of problems. Another method called stochastic averaging technique
(Roberts and Spanos 1990, and Socha and Soong 1991) can also be applied to weakly
nonlinear systems. The equivalent linearization (Caughey 1959a, Caughey 1959b,
Caughey, 1963, Spanos 1981, and Roberts et al. 1990) is the most commonly used
approximation method due to its straight-forward formulation and effectiveness. When
the load is white noise, the equivalent linearization yields the same results as Gaussian
closure method (Er 1998).

The random vibrations of beams have been studied since the 1950s (Eringen 1957,
Bogdanoff and Goldberg 1960, Crandall and Yildiz 1962, Elishakoff and Livshits 1984,
and Elishakoff 1987). An exact probability density function of modal displacements was
found by Herbert (1964, 1965). Among all the approaches, the two mostly used are the
perturbation method and the stochastic linearization technique. Eringen (1957),
Elishakoff (1987) and Elishakoff and Livshits (1984) came up with closed-form solutions
for simply supported beams subjected to random loading in the form of infinite modal
summation. Exact solutions by the Fokker-Planck equation method only exist for some
extreme cases. Even if an exact solution exists, a large amount of multiple integrations
are needed to evaluate the root mean square value of the response, which makes it
computationally prohibitive. Fang et al. (1995) and Elishakoff et al. (1995) proposed an
6
improved stochastic linearization method by minimizing the potential energy of the beam
under stationary random excitation. They claimed that the new approach improved the
accuracy of the conventional stochastic linearization method. Different variations of the
improved stochastic linearization technique can be found in the literature (Elishakoff and
Zhang 1991, Elishakoff 1991, Zhang et al. 1990, and Fang and Fang 1991).

Since one part of this dissertation studies the random vibration of composite plates using
classical plate theory (CPT) and first order shear deformation plate theory (FSDT), a
comprehensive introduction of composite material as well as different plate theories can
be found in the work of Reddy (1997, 2004). Before the stochastic response of composite
plate is examined, a brief review of some of the work on dynamic response of plates
using different theories is given as follows. Some of the studies investigated the nonlinear
vibrations of composite plates or functionally graded plate (a special type of composite
plate), in which iteration scheme was used similar to the equivalent linearization in the
random vibration analysis.

Kim and Noda (2002) discussed transient displacement of functionally graded composite
plates due to heat flux by a Greens function approach based on the classical plate theory.
Praveen and Reddy (1998) investigated the static and dynamic responses of functionally
graded ceramicmetal plates by using a plate finite element that accounts for the
transverse shear strains, rotary inertia and moderately large rotations in the von Karman
sense. Reddy (2000) analyzed the static behavior of functionally graded rectangular
plates based on the third-order shear deformation plate theory via finite element
7
approach. Theoretical formulation along with Naviers solution and finite element model
for the plate were presented. Woo and Meguid (2001) applied the von Karman theory for
large deformation to obtain the analytical solution for the plates and shell under
transverse mechanical loads and a temperature field. Zenkour (2006) presented a general
formulation for functionally graded composite plates using the generalized shear
deformation theory that did not require a shear correction factor. Cheng and Batra
(2000a) presented results for the buckling and steady state vibrations of a simply
supported functionally graded polygonal plate based on Reddys plate theory. Cheng and
Batra (2000b) also related the deflections of a simply supported functionally graded
polygonal plate given by the first-order shear deformation theory and a third-order shear
deformation theory to that of an equivalent homogeneous Kirchhoff plate. Loy et al.
(1999) studied the vibration of functionally graded cylindrical shells using Loves shell
theory and RayleighRitz method. Liew et al. (2001, 2002a, 2002b) used classical plate
theory and the first order shear deformation theory to present the finite element
formulation for the shape and vibration control of functionally graded plates with
integrated piezoelectric sensors and actuators. He et al. (2001) presented the vibration
control of functionally graded plate with integrated piezoelectric sensors and actuators by
a finite element formulation based on CPT. Huang and Shen (2004) solved the nonlinear
vibration and dynamic response of simply supported functionally graded plates subjected
to a steady heat conduction process through an improved perturbation technique. Woo et
al. (2006) provided an analytical solution in terms of mixed Fourier series for the
nonlinear free vibration behavior of composite plates. The nonlinear coupling effects on
the fundamental frequencies were examined. Liew et al (2006) presented the nonlinear
8
vibration analysis for layered cylindrical panels subjected to a temperature gradient due
to steady heat conduction along the panel thickness direction. A nonlinear pre-vibration
analysis was conducted to obtain the thermally induced pre-stresses and deformation.
Differential quadrature method with an iteration scheme was employed to find the
nonlinear vibration characteristics of the panel.

Yang and Shen (2001) presented the dynamic response of initially stressed functionally
graded thin plates. Yang and Shen (2002) investigated the free and forced vibration
problems for the shear-deformable functionally graded plate in thermal environment.
Their results indicated that the plates with intermediate material properties did not
necessarily have intermediate dynamic response. Kitipornchai et al. (2004) gave a semi-
analytical solution for the nonlinear vibration of imperfect functionally graded plates
based on higher-order shear deformation theory with temperature dependent material
properties. The sensitivity of the nonlinear vibration characteristics of plates to the initial
geometric imperfection was evaluated. In Yang et al. (2004), a semi-analytical Galerkin-
differential quadrature approach was employed to convert the governing equations into a
linear system of MathieuHill equations. The influences of various parameters such as
material composition and temperature change on the dynamic stability, buckling and
vibration frequencies were demonstrated through parametric studies. The stability of a
functionally graded cylindrical shell subjected to axial harmonic loading was discussed
by Ng et al. (2001). Patel et al. (2005) conducted the finite element analysis for the free
vibration of elliptical composite cylindrical shells based on the high order shear
deformation theory. Sofiyev (2004) and Sofiyev and Schnack (2004) studied the dynamic
9
stability of functionally graded shells under a periodic impulsive loading and a linearly
increasing dynamic torsional loading, respectively. Large amplitude vibration analysis of
pre-stressed functionally graded plates with both the temperature and piezoelectric effects
taken into consideration was studied by Yang et al. (2003). One dimensional differential
quadrature technique and Galerkin technique was adopted to obtain both linear and
nonlinear frequencies of selected plates with two opposite edges clamped.

Studies concerning the random vibration of composite plates (Chonan 1985, Gray et al.
1985, Cederbaum et al. 1988 and 1989, Singh et al. 1989, Abdelnaser and Singh, 1993,
Harichandran and Naja 1997, and Kang and Harichandran 1999) can be found in the
literature. The mean square response of the nonlinear system is the focus of these studies.
Typical numerical schemes involved were Monte Carlo simulation, perturbation method,
and equivalent linearization. A comprehensive review can be found in Ibrahim (1987)
and Manohar and Ibrahim (1999).

Gray et al. (1985) presented an analytical solution for large amplitude vibration and
random response of a symmetrically laminated plate. Cederbaum et al. (1988) studied the
random vibration of symmetric laminated plates using a high-order shear deformation
theory. Two cases of random pressure fields, namely, ideal white noise and turbulent
boundary layer pressure fluctuation, were considered. Numerical results were provided
that could serve as reference for the reliability evaluation of pertinent structures. Worden
and Manson (1998, 1999) used the Volterra series to approximate the frequency response
function (FRF) of a Duffing oscillator system under random excitation. The composite
10
FRF for a two-degree-of-freedom system with cubic non-linearity under a white Gaussian
excitation was computed. Dahlberg (1999) studied the modal coupling effects by
examining the response of a simply supported beam subjected to a stationary random
loading.

Harichandran and Naja (1997) used equivalent linearization in conjunction with the finite
element method to perform non-linear random vibration analysis of laminated composite
plates. A series representation of the non-linear shear stress-strain law was selected in the
finite element formulation. However, transverse shear deformation was neglected in their
analysis. Kang and Harichandran (1999) presented a random vibration analysis technique
for laminated fiber reinforced plastic plates via finite element approach in which the
material nonlinearity was expressed by an approximate fifth-order polynomial.
Kitipornchai et al. (2006) studied the vibration of functionally graded plates exhibiting
randomness in thermo-elastic properties of the constituent materials. A mean-centered
first-order perturbation technique was adopted to obtain the second-order statistics of
vibration frequencies.

So far the discussion has been focused on estimating the system response while the
parameters of the original systems are known. On the other hand, sometimes dynamic
testing is conducted on the structures and response data is gathered from the systems
dynamical response such as displacement, velocity, or acceleration. One would like to
know the properties pertinent to the structure, i.e., natural frequencies, damping etc.
There are several methods to identify the parameters of the system from the dynamical
11
behavior of nonlinear systems (Rice 1999, Chen and Tomlison 1996, Staszewski 1998,
Boukhrist et al. 1999, and Jaksic and Boltezar 2002). However, when the data consists of
signals from all over the frequency range (white noise or narrow-band white noise),
traditional modeling identification methods have difficulties since extra filtering process
has to be conducted to remove the noise from the data so that the harmonic components
can be exposed. To analyze signal like this, the auto-regressive moving average (ARMA)
model is a very powerful tool. It is also called Box-Jenkins models named after the
people who developed it. A detailed introduction can be found in Box et al. (1994) and
Chatfield (1989). In an ARMA model, the current value of the system response is
expressed as a linear combination of past values plus a white noise. Once the parameters
are determined, natural frequencies, damping ratios (if applicable) can be obtained from
the autoregressive part of the model. The typical procedure for fitting an ARMA models
to a time series involves model identification, model fitting, and model validation. It
should also be pointed out that the applications of ARMA model are not restricted to
engineering field. For instance, it has been used in the analysis of financial data such as
stock market changes and other economical issues (Mills, 1990). Tian and Tan (1987)
used ARMA time series model to study the information of heart sounds of normal human
and patients with cardiovascular disorders. A cardiac functional state which was
determined from the ARMA parameters provided valuable information on the initiation
of heart-failure.

Baek et al. (2006) proposed a modeling method of the mass, the damping coefficient and
the stiffness of a cutting system using an autoregressive moving average (ARMA) model
12
and a bisection method. Yoon et al. (2004) compared different algorithms in estimating
the structural dynamic between the endmill and workpiece of a cutting system. Baek et al.
(2006) conducted parameter identification on the experimental data of single-degree-of-
freedom system using ARMA model. Wang et al. (2003) evaluated the nonlinear fluid
force for a freely vibrating cylinder over a wide range of Reynolds numbers, mass and
structural damping ratios. Smail and Thomas (1999) compared the accuracy of three
kinds of ARMA methods (recursive, least-squares output error and corrected covariance
matrix method) in parameter identification of certain simulations and experimental data.
Effects of model orders and sampling frequency were studied. Its found that a good
sampling frequency ranged from three to ten times the maximal frequency of interest.
This information was used while running the simulations for the beam and plate in this
dissertation. Carden and Brownjohn (2007) applied the ARMA modeling technique on
the experimental data from the IASCASCE benchmark four-storey frame structure as
well as two bridge structures. A health-monitoring algorithm was examined that
distinguished a structure in a healthy state from that in an unhealthy state. Mattson and
Pandit (2006) used vector autoregressive (ARV) models to capture the predictable
dynamic properties in the experimental response data. The standard deviation of the
autoregressive residual series provided valuable information on the location of damage in
the structures. Sohn and Farrar (2001) combined auto-regressive and auto-regressive with
exogenous inputs techniques and conducted damage diagnosis of a mass-spring system
with eight degrees of freedom.

13
Gautier et al. (1995) proposed a method of identifying the modal parameters of structures
based on finding the optimal value of the noise variance to correct the covariance matrix.
The method was tested on several dynamic systems and its advantage over time domain
identification methods was demonstrated. Popescu and Demetriu (1990) analyzed the
acceleration record of an earthquake ground motion data with parametric ARMA model.
Mobarakeh et al. (2002) used a time-varying ARMA(2,1) model to simulate several
earthquakes recorded in Iran and Mexico. Power spectral density of internal carotid
arterial doppler signals (Ubeyli and Guler 2004) was estimated by classical (fast Fourier
transform) and model-based (autoregressive, moving average, and ARMA) methods.
Comparison was made among the different approaches and it was found that the
autoregressive and ARMA methods gave the better prediction of power spectral density
functions as well as the shapes sonograms than the fast Fourier transform did. The
comparison between ARMA modeling and some traditional methods can also be found in
work by other researchers (Kaluzynski 1987, Vaitkus et al. 1988, Guler et al. 1995, Guler
et al. 1996, and David et al. 1997).

14

Chapter 3. Random Vibration of Geometrically
Nonlinear Beams

In this chapter the fundamentals of random vibration of geometrically nonlinear beams
are elaborated. Issues such as the solution procedures, linearization technique, and effects
of nonlinearity and modal interaction are addressed. A new equivalent coupled
linearization approach is proposed and compared with the traditional equivalent
uncoupled linearization method. The solution to the random vibration of fourth order
beams is obtained with attention paid to the effects of rotary inertia and shear
deformation.

3.1 Solutions to the Nonlinear Random Vibration of Isotropic
Beams

The geometry of a simply supported beam subjected to uniform pressure is shown in
Figure 3.1. The nonlinear equation of motion for the transverse displacement w(x,t) of a
uniform beam (Foda 1999) can be expressed as
15

4 2 4 2 4
4 2 2 2 4
2 4 4
2 4 2 2
1
x
w w w E w I w
EI c A I
x t t kG x t kG t
w EI w I w
N p
x AG x KAG x t
| |
+ + + +
|

\

+ =

(3.1)
where , A, E, G, and I represent the density, cross section area, modulus of elasticity,
shear modulus, and moment of inertia of the cross section of the beam, respectively, and
c is the damping factor,
2
0
0
2
L
x
EA w
N N dx
L x
| |
= +
|
represents the axial force,

0
N is the
external axial force and assumed to be zero in the following analysis, and is the shear
correction factor.

Figure 3.1 A beam under pressure

The nonlinear equation of motion for the transverse displacement w(x,t) of a isotropic
beam without considering the rotary inertia and shear deformation effects can be
expressed as

4 2 2
4 2 2 x
w w w w
EI c A N p
x t t x

+ + =

(3.2)

16
It is noticed that from Eq. (3.1) to Eq. (3.2), the order of the differential equation drops
from four to two in the time domain.

Following the method of separation of variables, the response of the displacement field
can be expressed as

1
( , ) ( ) ( )
N
n n
n
w x t f x q t
=
=
(3.3)
where ( )
n
f x represents the n-th eigenfunction which is determined by the boundary
condition and ( )
n
q t represents the time-dependant part of the n-th modal response.
Selected choices of eigenfunctions for beams with various support conditions are listed in
Appendix A.1.

Substituting Eq. (3.3) into Eq. (3.2) and applying the Galerkins method by left-
multiplying both sides of Eq. (3.3) by ( )
n
f x and integrating over the span of 0 to L, the
following equation for the n-th mode is obtained after the orthogonality condition is
applied

, ,
1 1 1
( ) ( ) ( ) ( ) ( ) ( ) ( )
N N N
n n n n n n k k i j i j n
k i j
q t q t q t q t q t q t p t
= = =

+ + + =
`

)

(3.4)
where
17

2
0
''''
0 2
0
''
0
,
2
0
' '
,
0
0 2
0
( )
( ) ( )
( )
( ) ( )
2 ( )
( ) ( )
1
( ) ( , ) ( )
( )
n L
n
L
n n n L
n
L
k n
n k L
n
L
i j i j
L
n n L
n
c
A f x dx
EI
f x f x dx
A f x dx
EA f x f x dx
AL f x dx
f x f x dx
p t p x t f x dx
A f x dx
=
=
=
=
=
(3.5)

Eq. (3.4) can not be solved analytically due to the existence of nonlinear terms. When the
load ( )
n
p t is random in nature, the property of interest is the root mean square (R.M.S.)
of the response, which is defined by

[ ]
/ 2
2
2
/ 2
1
( )
lim
T
x x
T
T
x t dt
T

(3.6)
where x(t) represents a stationary process that has a constant mean value of
x
, and T
stands for the period that is under consideration. It can be seen that
2
x
is also the
variance of the process x(t).

In the equivalent uncoupled linearization method, a linearized equation in the following
form is sought

,
( ) ( ) ( ) ( )
n n n n n n n
q t q t q t p t + + =
(3.7)
where
,
and
n n n

represent the damping factor and stiffness of the equivalent system.

18
It can be seen that in Eq. (3.6) different modes of the beam are totally decoupled for each
mode. However, recall that in Eq. (3.4) all the modes are actually coupled through the
nonlinear terms. So it makes more sense if the equivalent equation is written in the linear
coupled format as below

,
1
( ) ( ) ( ) ( )
N
n n n n k n n
k
q t q t q t p t
=
+ + =
(3.8)

It should be noted that by setting the non-diagonal stiffness terms,
,
with
n k
n k , to
zero, Eq. (3.8) is the same as the representation of the traditional equivalent linearized
equation as shown in Eq. (3.7).

The difference between Eq.(3.8) and (3.4) is

,
1
, ,
1 1 1
( ) ( ) ( ) ( )
( ) ( ) ( )
N
n k k n n n n n
k
N N N
n k k i j i j
k i j
q t q t q t
q t q t q t

=
= = =
= +

`

)

(3.9)

The goal is to find the optimal values of
,
and
n k n

of the equivalent linearized system

so that the square of the difference between linear and nonlinear systems is minimalized
in the statistical sense. This requires that

2
2
,
[ ] 0
[ ] 0
n
n k
E
E
(3.10)
where E[] stands for the mathematical expectation.
19

To demonstrate this procedure in Eq.(3.9) and Eq.(3.10), we look at a simpler case a
beam that is simply supported at both ends, in which Eq.(3.4) is simplified to the
following

2
,1 ,1
1
( ) ( ) ( ( )) ( ) ( )
N
n n n n n k k n n
k
q t q t q t q t p t
+
=
+ + + =
(3.11)
where

2 2 4
,1 4
4 4
,1 2 4
0
4
2
( ) ( , )sin( )
n
n
n k
L
n
c
A
k n E
L
n EG
L
n x
p t p x t
L L
+
=
=
=
=
(3.12)

The equivalent linear system in Eq.(3.8) is used which is listed below again for the sake
of convenience

,
1
( ) ( ) ( ) ( )
N
n n n n k k n
k
q t q t q t p t
=
+ + =

The difference between Eqs.(3.12) and (3.8) is

2
, ,1 ,1
1 1
( ) ( ( )) ( ) ( ) ( )
N N
n k k n n k k n n n n
k k
q t q t q t q t
+
= =
= + +

(3.13)

Therefore,
20
[ ] [ ] [ ]
2
,
2
, ,1 ,1
1 1
2
, ,1 ,1
1 1
0 [ ]
( ) ( ) ( ( )) ( ) ( )
( ) ( ) ( ) ( ) 3 ( ) ( ) ( )
n k
N N
k n k k n n k k n k
k k
N N
n k n k n n k n k k n k
k k
E
E q t q t E q t q t q t
E q t q t E q t q t E q t E q t q t

+
= =
+
= =
| |
= + |
|

\

= +
`

)

(3.14)
and

2
2
0 [ ]
( ) ( )
n
n n n
E
E q t

(3.15)

which leads to

2
, ,1 ,1
1
3 ( )
N
n k n n k k
k
n n
E q t

+
=
= +

=
(3.16)

In the above derivation, the following relationship and definitions are used under the
assumption that both the load and response follow zero-mean Gaussian distributions
(Soong 2004):

3
[ ] [ ] 0
[ ] 0 ( )
n n n n
k n
E q q E q q
E q q k n
= =
=

(3.17)
and

4 2 2
3 2
[ ] 3 [ ]
[ ] 3 [ ] [ ]
n n
k n k n k
E q E q
E q q E q q E q
=
=
(3.18)

Another example is given in Appendix A.2 for a beam fixed on one end and simply
supported at the other. In that case, a complete set of quadratic terms maintains and
21
makes the derivation much more tedious. But the idea stays the same. The details are not
discussed here but shown in the Appendix.

Because of the coupling terms in Eq.(3.14), not only the
2
[ ]
n
E q for each mode needs to be
estimated, but also the cross moment terms such as [ ] ( )
n k
E q q n k . From the frequency
domain analysis,
2
[ ]
n
E q and [ ] ( )
n k
E q q n k for a linear system are determined by

2 *
*
[ ] ( ) ( ) ( )
[ ] ( ) ( ) ( )
n n n nn
n k n k nk
E q G G S d
E q q G G S d

=
=
(3.19)
where ) (
n
G is the frequency response function and ) (
*
n
G is its complex conjugate.
( )
nk
S represents the corresponding power spectral density associated with the n-th and
k-th excitation ( )
n
p t and ( )
k
p t in the modal equations. For a linear system governed by
Eq. (3.7), ) (
n
G takes the form

2
,
1
( )
( )
n
n n n
G
i

=
+

(3.20)
and ( )
nk
S are defined by

( )
0 0
2
2 2
0 0
( ) ( ) ( ) ( )
( ) ( )
( ) ( )
L L
n k
nk P L L
n k
x f x dx x f x dx
S S
A f x dx f x dx

=

(3.21)

22
where ( )
P
S represents the power spectral density of the original load ( , ) p x t =
( ) ( ) x P t in Eq. (3.1). By definition, the power spectral density is the Fourier transform
of the autocorrelation function ( ) R of load ( , ) p x t :
( ) ( )
i
P
S R e d
(3.22)

In the traditional equivalent linearization method, the correlation between different
modes is not considered due to the fact that the final linearized equations are decoupled.
However, numerical simulations indicate that under certain boundary conditions, there
are strong correlations between the responses of different modes in the nonlinear
problem. The value of correlation factor
,
( )
n k
n k is calculated from the following
relationship (under the assumption that both the load and response have zero mean
Gaussian distribution)

,
2 2 2
[ ]
( )
[ ] [ ]
n k
n k
n k
E q q
n k
E q E q
= (3.23)

Finally, the displacement R.M.S. of nonlinear random vibration of the beam can be
obtained after an iteration scheme that is similar to that of the uncoupled linearization
method:

(1) Taking the linear part of Eq.(3.8) only and calculate the first estimate of
2
[ ]
n
E q and
[ ]
n k
E q q via Eq.(3.19) to Eq.(3.21) for each of the N modes.
23
(2) The values of
2
[ ]
n
E q and [ ]
n k
E q q are then substituted into relationships such as
Eq.(3.16) or Eq.(A.2.12) to find new estimates of parameter
,
and
n k n

.
(3) The
,
and
n k n

obtained in step (2) are substituted into Eq.(3.19) to Eq.(3.21) again

to obtain a new estimate of
2
[ ]
n
E q .
(4). Steps (2)-(3) are repeated until a certain converge criterion is achieved after i-th
iterations for all the
2
[ ]
n
E q considered, i.e.,
( ) ( )
( )
2 2
1
2
[ ] [ ]
[ ]
n n
i i
n
i
E q E q
E q
< ( 1, 2, 3 ... n N = )
where represent the desired accuracy and usually taken to be 1% or less.

3.2 Effect of Inertia of Rotation and Shear Deformation

In the previous section the nonlinear random vibration of the second order beam is
studied. In that study, the terms associated with the rotary inertia and shear deformation
are neglected. In this section, in order to study how those terms affect the root mean
square response of the beam subjected to random loading, these effects are included in
the governing equation. This results in a fourth-order differential equation in the time
domain. The nonlinear equation of motion for the transverse displacement w(x,t) of an
isotropic beam is expressed in Eq.(3.1)
24
4 2 4 2 4
4 2 2 2 4
2 4 4
2 4 2 2
1
x
w w w E w I w
EI c A I
x t t kG x t kG t
w EI w I w
N p
x KAG x KAG x t
| |
+ + + +
|

\

+ =

For a beam simply supported at both ends, (0, ) ( , ) 0 w t w L t = = . Assume the solution for
the beam is the summation of the first N modes
sin( ) ( )
N
n
n
n x
w q t
L
(3.24)
where N represents the total number of modes considered.

Substituting Eq.(3.24) into Eq.(3.1) and applying the Galerkins method, the following
equation for the n-th mode is obtained after some lengthy manipulation

2
,1 ,1 , 2
1
2
,3 ,3
1
( ) ( ) ( ) ( )
( ( )) ( ) ( )
N
n n n k k n n N n
k
N
n N n N k k n n
k
q t q q t q t
q t q t p t

+ +
=
+ + +
=
+ + +
+ + =

(3.25)
where

2 2
,1 2
2 2 4
, 1 4
, 2 2
4 4
,3 2 4
2 2 4 2 2 2
,3 2 6
2
0
( )
4
( )
4
2
( ) ( , )sin( )
n
n k
n N
n N
n N k
L
n
AG n E G
I L
k n E
L
c G
I
n EG
L
k n E n EI AGL
I L
G n x
p t p x t
L I L

+
+
+
+ +
+
= +
=
=
=
+
=
=
(3.26)
25
It should be noted that the shear deformation effect and rotary inertia effect are embedded
in terms such as
,1 n
and
,2 n N
+
in Eq.(3.26).

Notice that in Eq.(3.26) each mode is coupled with the remaining N-1 modes. The
nonlinear coupling makes it impossible to apply the frequency domain analysis to obtain
the root mean square of the displacement response. Now resorting to the equivalent
linearization technique, an equivalent linearized governing equation for each mode in the
following form is sought:

( ) ( ) ( ) ( ) ( )
n n n n n n n n
q t q t q t q t p t + + + =
(3.27)

The difference between Eq.(3.25) and (3.27) is

2
,1 ,1 , 2
1
2
,3 ,3
1
( ( )) ( ) ( ) ( )
( ( )) ( )
N
n n n k k n n n N n
k
N
n n N n N k k n
k
q t q t q t
q t q t

+ +
=
+ + +
=
= +
+
(3.28)

The goal is to find , , and
n n n

so that

2
2
2
[ ] 0
[ ] 0
[ ] 0
n
n
n
E
E
E
(3.29)
where E[] stands for the mathematical expectation.

26
Because of the coupling terms in Eq.(3.25), not only the
2
[ ]
n
E q ,
2
[ ]
n
E q , and [ ]
n n
E q q for
each mode need to be estimated, but also the cross terms such as [ ] ( )
n k
E q q n k . They
are obtained from the frequency domain analysis as explained in the following. Recall
that for a linear system, the mean square response is obtained by Eq.(3.19)

2 *
( ) ( ) ( )
n n n p
G G S d

where ( )
n
G is the frequency response function and ) (
*
n
G is its complex conjugate.
For a linear system governed by Eq.(3.27), ) (
n
G takes the form

4 2
1
( )
n e e e
n n n
G
i

=
+ +
(3.30)

Furthermore, via random vibration theory,
2
[ ]
n
E q and
2
[ ]
n
E q can be calculated from the
following formulas

( ) ( )
( ) ( )
2
2 2
4 2
4
2
2 2
4 2
1
[ ] ( )
[ ] ( )
n n
e e e
n n n
n n
e e e
n n n
E q S d
E q S d

=
+ +
=
+ +
(3.31)
where ( )
n
S represents the power spectral density of the excitation ( )
n
p t .

The result for [ ]
n n
E q q , on the other hand, can be obtained from the autocorrelation
between
n
q and
n
q :
27

,
2 2 2 2
( ) ( ) ( )
( ) ( ) ( ) ( )
n n
n n n n
q q
n n n n
E q q E q E q
E q E q E q E q

(3.32)

Since the correlation between the displacement and acceleration is unknown, we seek
help from simulation results. After generating 10 series of data with length of 2
14
,
statistical evaluation of the correlation factor was conducted based on Eq.(3.32).
Numerical simulations were run for different beams with different boundary and loading
conditions. It was found out that the value of
n n
q q

fell into a consistent range of -0.88 to
-0.80. For the purpose of simplicity, the value of -0.88 was used in the analytical analysis.
Eventually, the value of [ ]
n n
E q q is calculated from the following relationship (under the
assumption that both the response and associated acceleration have zero mean)

2 2 2
,
[ ] [ ] [ ]
n n
n n q q n n
E q q E q E q =

(3.33)

-0.8 -0.4 0 0.4 0.8
Displacement, m
-0.2
-0.1
0
0.1
0.2
A
c
c
e
l
e
r
a
t
i
o
n
,

1
0
6
<
m
/
s
2

Figure 3.2 Correlation between displacement and acceleration for
a typical linear beam (data size: 2
14
)
28

-0.15 -0.1 -0.05 0 0.05 0.1 0.15
Displacement, m
-0.8
-0.4
0
0.4
0.8
A
c
c
e
l
e
r
a
t
i
o
n
,

1
0
6
<
m
2
/
s

Figure 3.3 Correlation between displacement and acceleration for
a typical nonlinear beam (data size: 2
14
)

Solving Eq.(3.29) simultaneously yields the equivalent system parameters
n
,
n
and
n
. During this process, the following statistical properties are applied under the
assumption that both the load and response follow the zero-mean Normal distribution.

3 2
2 2 2 2 2
3
[ ] 3 [ ] [ ]
[ ] [ ] [ ] 2 [ ]
[ ] [ ] 0
[ ] 0
[ ] [ ] [ ] 0 ( )
n n n n n
n n n n n n
n n n n
n n
k n k n k n
E q q E q E q q
E q q E q E q E q q
E q q E q q
E q q
E q q E q q E q q k n
=
= +
= =
=
= = =

(3.34)

29
And, the following definitions are used

2
1
2
2
3
[ ]
[ ]
[ ]
n n
n n
n n n
E E q
E E q
E E q q
=
=
=
(3.35)

Now Eq.(3.29) can be written in the following explicit form:

[ ]
( )
2 2 2
,1 ,1
1
2
,3 ,3
1
, 2
2 2
,1 ,1
1
0 [ ] 2 ( ( )) ( )
2 ( )( ( )) ( )
2( ) ( ) ( )
( ) ( )
N
n n n k k n
n
k
N
n n n N n N k k n
k
n n N n n
N
n n n n k k n
k
E E q t q t
E q t q t q t
E q t q t
E q t E q t E q

+
=
+ + +
=
+
+
=

= =

+

+
| |
= |

|
\

[ ] ( ) [ ]
[ ]
( ) ( )
2
2
, 1 ,3
2 2
,3 ,3
1
2
,1 2 ,1 1 2 , 1 3 ,3
1
( )
2 ( ) ( ) ( ) ( )
( ) ( ) ( ( ) ) 2 ( )
2
n n n n n n N n n
N
n n n N k k n N n n
k
N
n n n n k k n n n n n n N n
k
t
E q t q t E q t q t
E q t q t E q t E q t
E E E E E

+ +
+ + + +
=
+ + +
=
+ +

| |
= + + |
|

\

3
3 ,3 1 ,3 1
1
( ) 2
N
n n N k k n N n n
k
E E E
+ + + +
=

+

(3.36)

2
2
, 2
0 [ ]
( ) ( )
n
n n N n
E
E q t

(3.37)

30

( )
( ) [ ]
[ ] [ ]
2
2 2
,3 ,3
1
2 2
,3 ,1
2 2
,1 , 1
1
,3
0 [ ]
( ) ( ( ) )
2 ( ) ( ) ( ) ( )
( ( ) ) ( ) ( ) 2 ( ) ( ) ( )
n
N
n n N n n N k k
k
n N n n n n n n n
N
n k k n n n n n n n
k
n n
E
E q t E q t
E q t E q t E q t q t
E q t E q t q t E q t E q t q t

+ + +
=
+ +
+ +
=
+ +

=
( )
( )
1 ,3 1 ,3 1 1
1
,1 3 ,1 1 3 , 1 1 3
1
( ) 2
( ) 2
N
N n n N k k n N n n n
k
N
n n n n k k n n n n n
k
E E E E
E E E E E

+ + + + +
=
+ +
=

+

+
(3.38)
From Eq.(3.32)-Eq.(3.34), we have

,1 ,1 1
1
, 2
, 1 3 ,3 ,3 1 ,3 1
1
( )
2 2
N
n n n k k
k
n n N
N
n n n n n N n n N n n N k k
k
E
E E E

+
=
+
+ + + + + +
=
= +
=
= + + +
(3.39)

It is recalled that based on the analysis in the past, the damping term in the equivalent
system would stay the same because there is no nonlinear term in the damping coefficient
in Eq.(3.25). The results in Eq.(3.39) also verifies that conclusion.

Finally, the root mean square of nonlinear random vibration of the fourth-order beam can
be obtained after an iteration scheme that is described as follows

31
(1) Taking the linear part of Eq.(3.25) only and calculate the first estimate of
2
[ ]
n
E q ,
2
[ ]
n
E q , and [ ]
n n
E q q via Eqs.(3.30) to (3.33) for each of the N modes.
(2) The values of
2
[ ]
n
E q ,
2
[ ]
n
E q , and [ ]
n n
E q q are then substituted into Eq.(3.39) to find
new estimates of parameter , and
n n n

.
(3) The , and
n n n

obtained in step (2) are substituted into Eq.(3.31) again to obtain a

new estimate of
2
[ ]
n
E q .
(4). Steps (2)-(3) are repeated until a certain converge criterion is achieved after k-th
iterations for all the
2
[ ]
n
E q considered, i.e.,

( ) ( )
( )
2 2
1
2
[ ] [ ]
[ ]
n n
k k
n
k
E q E q
E q
< ( 1, 2, 3 ... n N = )
where represent the desired accuracy and usually taken to be 1% or less.

3.3 Numerical Results

Numerical studies are conducted using the procedures discussed above. The beams used
in the study have the same cross section aspect ratio (height/width = 2) but different
length/thickness ratios. The length of the beam is fixed at L = 1 m for the purpose of
simplicity, and the beam is made from material that has a modulus of elasticity E = 70
GPa, and a density = 3000 kg/m
3
. A damping factor c = 100 Ns/m
2
is used.

32
Two types of loads are considered: a uniformly distributed pressure load over the whole
span of the beam and a half-uniformly distributed pressure load over the left half span of
the beam, as shown in Figure 3.4. Both loads have the spectrum of that of a band-limited
white noise. Figure 3.5 shows the load history during a span of four seconds. The power
spectral density of these two loads is plotted in Figure 3.7. One of the key reasons to
choose these two loads is that they represent the symmetric and unsymmetrical type of
loading, respectively. As a result, if the boundary conditions are also symmetric, only the
odd modes will be excited under symmetric loading condition, otherwise all the modes
will be excited.

Results from the numerical study aim at addressing the following issues:
difference between the linear and nonlinear random vibration analysis
advantage of the equivalent coupled linearization method over the equivalent
uncoupled linearization method, if there is any
effects of rotary inertia and shear deformation on the response of the beam under
random excitation
impact of different boundary or loading conditions on the response of the beam

33

Figure 3.4 Two types of loads used in the simulation

0 1 2 3 4
Time, sec
-30000
-15000
0
15000
30000
L
o
a
d
,

N

Figure 3.5 A typical stationary Gaussian random process (time domain)
34
-24000 -16000 -8000 0 8000 16000 24000
Load, N
0
0.04
0.08
0.12
0.16
R
e
l
a
t
i
v
e

f
r
e
q
u
e
n
c
y

Figure 3.6 Histogram of the random process in Figure 3.5

0 0.2 0.4 0.6 0.8 1 1.2
Frequency/c, Hz
0
0.2
0.4
0.6
0.8
1
l
o
a
d
/
P
2
,

1
/
H
z

Figure 3.7 PSDs of the two types of loads used in the simulation
(
c
:cut-off frequency)

The results in Figures 3.6-3.9 show the difference between the linear and nonlinear
system root mean square values at different white noise spectral density levels for a beam
with different cross sections (F: fixed; SS: simply-supported) and boundary conditions. It
is observed that there is significant difference between the linear and nonlinear R.M.S.
35
values. The nonlinear terms play a very important role at relatively high spectral density
levels.

5000 7500 10000 12500 15000
Square Root of Load PSD Level, Pa/
Hz
30
50
70
D
i
s
p
l
a
c
e
m
e
n
t

R
.
M
.
S
.
,

m
m
coupled
uncoupled
linear
h = 2b, L = 10h = 1 m

Figure 3.8 Displacement R.M.S. of a uniformly loaded F-SS beam vs. different
random loading PSD levels

60000 70000 80000 90000 100000 110000 120000
Hz
30
60
90
120
150
180
210
240
D
i
s
p
l
a
c
e
m
e
n
t

R
.
M
.
S
.
,

m
m
linear
coupled
h = 2b, L= 10 h = 1 m
uncoupled

Figure 3.9 Mode 1 displacement R.M.S. of a half-uniformly loaded F-SS
beam vs. different random loading PSD levels
36
60000 70000 80000 90000 100000 110000 120000
Hz
30
60
90
120
D
i
s
p
l
a
c
e
m
e
n
t

R
.
M
.
S
.
,

m
m
linear
coupled
uncoupled
h = 2b, L= 10 h = 1 m

Figure 3.10 Mode 2 displacement R.M.S. of a half-uniformly loaded F-SS
beam vs. different random loading PSD levels

1000 2000 3000 4000 5000 6000
Hz
0
100
200
300
D
i
s
p
l
a
c
e
m
e
n
t

R
.
M
.
S
.
,

m
m
linear
nonlinear uncoupled
h = 2b, L = 20h = 1 m

Figure 3.11 Displacement R.M.S. (summation of first two modes) of a uniformly loaded
SS-SS beam vs. different random loading PSD levels

It should be noted that for the case in Figure 3.11 the nonlinear coupled and uncoupled
methods give really close results. And the two curves almost overlap each other.
37
Therefore, only the nonlinear coupled results are shown and referred to as nonlinear for
the purpose of simplicity.

The modal interaction effect is examined. The effects of boundary condition as well as
the loading condition on modal interactions are demonstrated by the results in Figures
3.12 to 3.15. In Figure 3.12 where the beam is subjected to a uniform load, the difference
between the two approaches is negligible. Although the results from the two approaches
start to separate in Figure 3.13 as the load increases, the relative R.M.S. magnitude of the
mode 2 is still very small compared to that of mode 1 in this case, so its not going to
change the overall response of the beam much. In Figure 3.14 and Figure 3.15, however,
for the same beam with the same boundary condition, significant difference is observed
between the two methods while the uniform load is replaced by the half-uniform load.
Also in Figure 3.14 and 3.15, different length/thickness ratios are used. The slender beam
that has a larger length/thickness ratio demonstrates larger difference between the two
approaches. Generally speaking, because of the fact that the natural frequencies of the
beams are well separated (refer to Appendix A.1), large difference between the coupled
and uncoupled method is not expected. But in systems where there exist two or more
natural frequencies that are very close to each other, modal coupling would have a big
impact on the results. Also, when the load is not uniform and the beam is subjected to
boundary condition that is not simply supported, the linear coupled approach usually
yields more accurate results. In these scenarios, the linear coupled method is highly
recommended over the uncoupled (equivalent linearization) technique.

38
uncoupled
coupled
8000 12000 16000 20000 24000
Hz
20
30
40
50
60
D
i
s
p
l
a
c
e
m
e
n
t

R
.
M
.
S
,

m
m
h = 2b, L = 10h = 1 m

Figure 3.12 Coupling effect on mode 1 for a uniformly loaded F-SS beam

uncoupled
coupled
8000 12000 16000 20000 24000
Hz
0
1
2
3
4
5
D
i
s
p
l
a
c
e
m
e
n
t

R
.
M
.
S
,

m
m
h = 2b, L = 10h = 1 m

Figure 3.13 Coupling effect on mode 2 for a uniformly loaded F-SS beam

39
60000 80000 100000 120000
Hz
50
70
90
110
130
D
i
s
p
l
a
c
e
m
e
n
t

R
.
M
.
S
,

m
m
uncoupled, L/h = 10
coupled, L/h = 10
uncoupled, L/h = 20
coupled, L/h = 20

Figure 3. 14 Coupling effect on mode 1 for a half uniformly loaded F-SS beam
( 2 , 1 m h b L = = )

60000 80000 100000 120000
Hz
30
50
70
D
i
s
p
l
a
c
e
m
e
n
t

R
.
M
.
S
,

m
m
uncoupled, L/h = 10
coupled, L/h = 10
uncoupled, L/h = 20
coupled, L/h = 20

Figure 3. 15 Coupling effect on mode 2 for a half uniformly loaded F-SS beam
( 2 , 1 m h b L = = )

In order to test the accuracy of results obtained from the linear-coupled or equivalent
linearization method, simulations of selected beams are conducted. The simulation is run
40
twenty times with a sample size of 2
14
and the mean values are listed in Table 3.1 to
Table 3.4 along with the analytical predictions. The time step is chosen to be 1/
c
(
c
:
cut-off frequency) second to make sure the second mode frequency is well covered. In
other words, the Nyquist frequency condition is satisfied.

Figure 3.16 and Figure 3.17 show the displacement responses of first two modes of a
fixed-simply supported beam under half-uniform load (refer to Table 3.1 for beam
geometry and loading/boundary conditions) during a four-second span. In Figure 3.18 to
Figure 3.19, the FFT (fast Fourier transform) plots of the responses of the two modes are
displayed. The peaks in the figures indicate that there are inherent harmonic components
in the response. The peak positions in these two figures indicate that the mode 1 has
significant influence on the mode 2 response. On the other hand, the influence of mode
two on mode 1 is negligible even though the R.M.S. values of the first two modes are on
the same order (as is shown in Table 3.1).

The normalized histogram of the first two modes of one nonlinear beam response is
shown in Figure 3.20 and 3.21. The corresponding theoretical probability density
functions (PDF) of normal distribution based on zero mean and calculated R.M.S. value
are also presented in dashed lines. Recall that an assumption is made in the very
beginning of this study that the response for a linear system subjected to normally
distributed load also follows normal distribution. Although for nonlinear system the
shape of the histogram may not follow that of a normal distribution perfectly, the area
41
under the normalized histogram closely matches the area under the theoretical PDF
curve.

0 1 2 3 4
Time, sec
-0.3
-0.2
-0.1
0
0.1
0.2
0.3
D
i
s
p
l
a
c
e
m
e
n
t
,

m
m


0 1 2 3 4
Time, sec
-0.15
-0.1
-0.05
0
0.05
0.1
0.15
D
i
s
p
l
a
c
e
m
e
n
t
,

m
m


42
0 1000 2000 3000 4000
Frequency, Hz
0
0.2
0.4
0.6
0.8
F
F
T

o
f

d
i
s
p
l
a
c
e
m
e
n
t
,

m
m

Figure 3.18 Typical FFT of mode1 displacement response
(corresponding to data in Table 3.1)

0 1000 2000 3000 4000
Frequency, Hz
0
0.1
0.2
0.3
F
F
T

o
f

d
i
s
p
l
a
c
e
m
e
n
t
,

m
m

Figure 3.19 Typical FFT of mode 2 displacement response
(corresponding to data in Table 3.1)
43
-0.24 -0.16 -0.08 0 0.08 0.16 0.24
Displacement, m
0
0.04
0.08
0.12
R
e
l
a
t
i
v
e

f
r
e
q
u
e
n
c
y

Figure 3.20 Histogram of mode 1 displacement response
(corresponding to data in Table 3.1, sample size: 2
14
)

-0.12 -0.08 -0.04 0 0.04 0.08 0.12
Displacement, m
0
0.04
0.08
0.12
R
e
l
a
t
i
v
e

f
r
e
q
u
e
n
c
y

Figure 3.21 Histogram of mode 2 displacement response
(corresponding to data in Table 3.1, sample size: 2
14
)

Good agreement between the analytical approach and simulation is found. For the mode 1
results in Table 3.1 and Table 3.2, the analytical predictions from linear-coupled
44
approach are much closer to simulation results than the values from uncoupled approach
are. More results are demonstrated in Figures 3.22 to 3.29 for two Fixed-SS beams
subjected to various load PSD levels. In these figures the beam has a different cross
section from those in Table 3.1 and 3.2. It can be seen that for both mode 1 and mode 2,
the linear coupled method yields closer results to those obtained from simulations. It
should be noted that the beam examined in all these figures is asymmetrically supported
and loaded.

Table 3.1 Response of a beam (mm) with F-SS boundary condition and subjected to half
2
/Hz, 2 , 10 1 m h b L h = = = )
simulation linear coupled uncoupled & w/ corre. uncoupled & w/o corre.
mode1 77.6 78.1 70.1 69.5
mode2 31.4 40.9 42.9 42.6

Table 3.2 Response of a beam with F-SS boundary condition and subjected to half
2
/Hz, 2 , 20 1 m h b L h = = = )
mode1 113.1 114.2 100.2 100.2
mode2 54.8 60.9 64.3 64.3

Table 3.3 Response of a beam (mm) with F-SS boundary condition and subjected to
uniform load (load PSD = 10000 Pa2/Hz, 2 , 12.5 1 m h b L h = = = )
mode1 40.3 42.3 41.6 41.6
mode2 4.39 2.63 2.05 2.05

Tabel 3.4 Response of a beam (mm) with F-Fixed boundary condition and subjected to
half uniform load (load PSD = 100000 Pa
2
/Hz, 2 , 12.5 1 m h b L h = = = )
mode1 85.2 86.7 87.4 86.7
mode2 45.0 44.3 44.6 44.3
45

60000 80000 100000 120000
Hz
45
55
65
75
D
i
s
p
l
a
c
e
m
e
n
t

R
.
M
.
S
.
,

m
m
simulation
coupled
uncoupled

Figure 3.22 Comparison among different approaches of mode 1 response
for a half uniformly loaded Fixed-S (L = 1 m, h/b = 1, L/h = 10)

60000 80000 100000 120000
Hz
20
28
36
44
D
i
s
p
l
a
c
e
m
e
n
t

R
.
M
.
S
.
,

m
m
simulation
coupled
uncoupled

for a half uniformly loaded Fixed-SS beam (L = 1 m, h/b = 1, L/h = 10)

46

60000 80000 100000 120000
Hz
70
90
110
D
i
s
p
l
a
c
e
m
e
n
t

R
.
M
.
S
.
,

m
m
simulation
coupled
uncoupled


60000 80000 100000 120000
Hz
35
45
55
65
D
i
s
p
l
a
c
e
m
e
n
t

R
.
M
.
S
.
,

m
m
simulation
coupled
uncoupled

Figure 3. 25 Comparison among different approaches of mode 2 response

47

60000 80000 100000 120000
Hz
45
55
65
75
85
95
D
i
s
p
l
a
c
e
m
e
n
t

R
.
M
.
S
.
,

m
m
simulation
coupled
uncoupled


60000 80000 100000 120000
Hz
28
36
44
52
D
i
s
p
l
a
c
e
m
e
n
t

R
.
M
.
S
.
,

m
m
simulation
coupled
uncoupled


48

60000 80000 100000 120000
Hz
70
90
110
130
D
i
s
p
l
a
c
e
m
e
n
t

R
.
M
.
S
.
,

m
m
simulation
coupled
uncoupled


60000 80000 100000 120000
Hz
45
55
65
75
D
i
s
p
l
a
c
e
m
e
n
t

R
.
M
.
S
.
,

m
m
simulation
coupled
uncoupled


49
On the other hand, in Table 3.3 and Table 3.4, the simulation, linear-coupled, and
uncoupled cases generate very close values. In other words, for these two beams the
choice of solution approach does not really matter, and one may just seek the uncoupled
method due to its simplicity and efficiency. Same conclusion can be drawn for a fixed-
fixed beam subjected to a half uniform load, as shown in Figure 3.30. Notice that either
the support condition or the load is symmetric for the beam discussed in Table 3 and 4,
and Figure 3.30.

60000 80000 100000 120000
Hz
30
50
70
90
110
D
i
s
p
l
a
c
e
m
e
n
t

R
.
M
.
S
.
,

m
m
uncoupled
coupled
mode 1
mode 2

Figure 3. 30 Comparison among different approaches of mode 1 and 2 responses
for a half uniformly loaded Fixed-Fixed beam (L = 1 m, h/b = 2, L/h = 20)

Comparisons between the results of 4
th
order beam and 2
nd
order beam are shown in
Tables 3.5 to e 3.8, and Figures 3.31 to 3.34. It can be seen that the difference between
the two cases is almost negligible even when the load is high enough to cause a R.M.S.
deflection about 20% of the length of the beam. Furthermore, the iteration takes much
longer in the 4
th
order case compared to the 2
nd
order case. For the cases discussed here
50
(refer to data presented in Table 3.5 to Table 3.8), the effect of shear deformation and
rotary inertia effects on the random vibration of nonlinear beam is not significant.

nd
th
order beam
(SS-SS boundary condition with uniform load, 2 , 10 1 m h b L h = = = )
Square root of mode 1 R.M.S., mm mode 2 R.M.S., mm
load PSD, Pa/Hz
1/2
2nd order 4th order % diff 2nd order 4th order % diff
60000 150.4 150.7 0.1% 18.4 17.9 -2.6%
70000 162.6 163.1 0.3% 20.5 19.9 -2.7%
80000 174.0 174.8 0.5% 22.4 21.8 -2.7%
90000 186.4 185.7 -0.4% 24.4 23.6 -3.2%
100000 196.6 196.1 -0.2% 26.1 25.3 -3.1%

nd
th
order beam
(SS-SS boundary condition with half-uniform load, 2 , 10 1 m h b L h = = = )
Square root of mode 1 R.M.S., mm mode 2 R.M.S., mm
load PSD, Pa/Hz
1/2
2nd order 4th order % diff 2nd order 4th order % diff
60000 105.5 104.7 -0.7% 10.9 10.7 -1.9%
70000 114.3 113.6 -0.6% 12.3 12.1 -2.1%
80000 122.3 121.9 -0.4% 13.7 13.3 -2.3%
90000 130.0 129.7 -0.2% 14.9 14.6 -2.4%
100000 137.1 137.0 -0.1% 16.2 15.7 -2.5%

nd
th

order beam (F-SS boundary condition with half-uniform load, 2 , 10 1 m h b L h = = = )
Square root of mode 1 R.M.S., mm
load PSD, Pa/Hz
1/2
2nd order w/o C.P. 2nd order w/ C.P. 4th order
60000 53.3 58.7 60.9
70000 57.6 63.7 66.1
80000 61.8 68.6 71.1
90000 66.3 73.2 75.6
100000 69.5 77.6 79.8
110000 73.6 81.7 84.0
120000 77.0 85.6 87.9

51
nd
th

order beam (F-SS boundary condition with half-uniform load, 2 , 10 1 m h b L h = = = )
Square root of mode 2 R.M.S., mm
load PSD, Pa/Hz
1/2
2nd order w/o C.P. 2nd order w/ C.P. 4th order
60000 31.6 30.3 29.1
70000 34.6 32.9 32.0
80000 37.4 35.7 34.7
90000 40.3 38.2 37.2
100000 42.6 40.6 39.6
110000 45.2 42.8 41.9
120000 47.5 44.9 44.1

One other interesting point to be noticed it that the results in Table 3.7 and 3.8 indicate
the 4
th
order approach yields results very close to those from 2
nd
order equivalent coupled
linearization method. In situations where there is significant difference between the 2
nd

order equivalent coupled and uncoupled linearization approaches, the results from the 4
th

order equivalent linearization method matches those from the 2
nd
order coupled method
very well. But once again, in terms of computation time, the 2
nd
order method is much
more efficient than the 4
th
order one.

60000 70000 80000 90000 100000
Hz
150
160
170
180
190
200
D
i
s
p
l
a
c
e
m
e
n
t

R
.
M
.
S
.
,

m
m
2nd order
4th order
h = 2b, L = 10h = 1 m

Figure 3. 31 Mode 1 R.M.S. response of a SS-SS beam subjected to uniform load
52

60000 70000 80000 90000 100000
Hz
16
20
24
28
D
i
s
p
l
a
c
e
m
e
n
t

R
.
M
.
S
.
,

m
m
2nd order
4th order
h = 2b, L = 10h = 1 m

Figure 3. 32 Mode 2 R.M.S. response of a SS-SS beam subjected to uniform load

60000 80000 100000 120000
Hz
50
60
70
80
90
D
i
s
p
l
a
c
e
m
e
n
t

R
.
M
.
S
.
,

m
m
2nd order coupled
4th order
2nd order uncoupled
h = 2b, L = 10h = 1 m

Figure 3. 33 Mode 1 R.M.S. response of a F-SS beam subjected to half-uniform load

53

60000 80000 100000 120000
Hz
28
32
36
40
44
48
D
i
s
p
l
a
c
e
m
e
n
t

R
.
M
.
S
.
,

m
m
2nd order coupled
4th order
2nd order uncoupled
h = 2b, L = 10h = 1 m

Figure 3. 34 Mode 2 R.M.S. response of a F-SS beam subjected to half-uniform load

In summary, a new coupled linearization method is proposed in this chapter. It proves to
yield closer results to numerical simulation data compared with the traditional equivalent
linearization method. The random vibration of fourth order beams is studied in which the
effects of rotary inertia and shear deformation are investigated. Based on the numerical
examples obtained, those effects have not been found to have significant influence on the
R.M.S. values of displacement response.
54

Chapter 4. Nonlinear Random Vibration of
Composite Plates

In this chapter the techniques discussed in Chapter 3 are extended to solve the nonlinear
random vibration problem of composite plates. Classical plate theory (CPT) and the first
order shear deformation theory (FSDT) in both linear and nonlinear forms are used to
obtain the R.M.S. response of the transverse displacement. The difference between the
two theories is demonstrated through numerical examples. Geometric nonlinear effect is
examined. Temperature effects on the R.M.S. values of both displacement and stress
components are also studied.

4.1 Governing Equations

Figure 4.1 (without bending moments) and Figure 4.2 (bending moments only) show the
free body diagrams of a rectangular plate element in general loading condition.
55

Figure 4.1 Free body diagram of a rectangular plate element (without bending moments)

Figure 4.2 Free body diagram of a rectangular plate element (bending moments only)

56
The equations of equilibrium (without in-plane loading, damping terms not shown for the
purpose of simplicity) can be obtained by the principle of virtual work. The detailed
derivation can be found in Appendix B.

2 2
0
0 1 2 2
2 2
0
0 1 2 2
0 0 0 0
0 0 0 0
T
T
xy xy
xx xx
T T
xy yy xy yy
y T T x
xx xy xx xy
T T
xy yy xy yy
N N
N N u
I I
x y x y t t
N N N N
v
I I
x y x y t t
V
V w w w w
N N N N
x y x x y x y
w w w w
N N N N
y x y y y

+ + + = +

+ + + = +

| |
+ + + + +
|

\
| |
+ + + +

\
2
0
0 2
2 2
0
2 1 2 2
2 2
0
2 1 2 2
T
T
xy xy
xx xx
x
T T
xy yy xy yy
y
w
I
t
M M
M M u
V I I
x y x y t t
M M M M
v
V I I
x y x y t t
=
|

+ + + = +

+ + + = +

(4.1)

where dz z I
i
h
h
i

=
2 /
2 /
(i = 1, 2, 3), and the force resultants Ns and moment resultants
Ms can be obtained from the relationship

2
2
0
11 12 16 11 12 16
2
0
12 22 26 12 22 26 2
0
16 26 66 16 26 66
2
11
2
xx xx xx
yy yy yy
xy xy xy
xx
yy
xy
w
x
N A A A T B B B
w
N A A A T B B B
y
N A A A T B B B
w
x y
M B
M
M

= +
` ` `

) )

)

=
`

)
2
2
0
12 16 11 12 16
2
0
12 22 26 12 22 26 2
0
16 26 66 16 26 66
2
2
xx xx
yy yy
xy xy
w
x
B B T D D D
w
B B B T D D D
y
B B B T D D D
w
x y

+
` `

)

)
(4.2)
and
57

44 45
45 55
x
y
w
V A A
y
K
V A A
w
x

+

=
` `

)
+

)
(4.3)

where the nonlinear strains in the von Karman sense are expressed as

2
0
2
0
0
1
2
1
2
xx
yy
xy
u w
x x
v w
y y
u v w w
y x x y

| |
+

|

\

| |
= +
` `
|

\

)

+ +

)
(4.4)

The definitions for stiffness constants
ij
A ,
ij
B ,
ij
D and the five displacement functions u,
v, w, , and can be found in Appendix B.

Substitution of Eqs. (4.2)-(4.4) into Eq. (4.1) yields the governing equations of motion in
terms of the displacement functions for the first order shear deformation theory (FSDT):
(no in-plane or thermal load, damping terms not shown for the purpose of simplicity)

2 2 2 2 2 2 2 2
11 12 66 2 2 2 2
u w w v w w u v w w w w
A A A
x x x y x y y x y x y x y y x y
| | | | | |
+ + + + + + +
| | |

\ \ \

2 2 2 2 2 2
11 12 66 0 1 2 2 2 2
u
B B B I I
x x y y y x t t
| |
+ + + + = +
|

\
(4.5)

58
2 2 2 2 2 2 2 2
12 22 66 2 2 2 2
A A A
x y x x y y y y y x x x y x y x
| | | | | |
+ + + + + + +
| | |

\ \ \

2 2 2 2 2 2
12 22 66 0 1 2 2 2 2
v
B B B I I
x y y x y x t t
| |
+ + + + = +
|

\
(4.6)

2 2 2 2 2 2
44 55 11 12 2 2 2 2
w w u w w v w w
KA KA A A
y y x x x x x y x y y x

| | | | | | | |
+ + + + + + +
| | | |

\ \ \ \
2 2 2 2 2 2 2 2
66 11 12 66 2 2 2 2
u v w w w w w
A B B B
y x y x y y x y x x y y y x x

| | | |
+ + + + + + + +
| |

\ \

2 2 2 2 2 2 2 2
12 22 66 2 2 2 2
A A A
| | | | | |
+ + + + + + + +
| | |

\ \ \

2 2 2 2
12 22 66 11 2 2
1
2
w u w w
B B B A
x y y x y x y x x x

| | | |
+ + + + + +
| |

\ \

2 2
12 11 66 66 2
1
2
2
v w w w u v w w w
A B A B
y y y x x x y x y y x x y

| | | | | |
+ + + + + + + +
| | |

\ \ \

2 2
12 22 12 22 0 2 2
1 1
2 2
u w w v w w w w
A A B B q I
x x x y y y x y y t

| | | |
+ + + + + + + =
| |

\
\

(4.7)

2 2 2 2 2 2 2 2
11 12 66 2 2 2 2
B B B
x x x x y y x y y y x y x y x y
| | | | | |
+ + + + + + +
| | |

\ \ \

2 2 2 2 2 2
11 12 66 55 2 1 2 2 2 2
w u
D D D A I I
x y x y y x x t t

| | | |
+ + + + + = +
| |

\
\
(4.8)

59
2 2 2 2 2 2 2 2
12 22 66 2 2 2 2
B B B
x y x x y y y y x y x y x x x y
| | | | | |
+ + + + + + +
| | |

\ \ \

2 2 2 2 2 2
12 22 66 44 2 1 2 2 2 2
w v
D D D A I I
x y y x y x y t t

| | | |
+ + + + + = +
| |

\ \

(4.9)
where is the shear correction factor and taken to be 5/6 in the following discussion,
and q is the transverse loading. It should be noted that the damping terms are not
displayed in the above equations. In the numerical examples in this chapter, proportional
damping is assumed so that there are no coupled damping terms in the modal coordinates.

The linear counterparts to Eqs. (4.5)-(4.9) take the form
2 2 2 2 2 2 2 2
11 12 66 2 2 2 2
A A A
| | | | | |
+ + + + + + +
| | |

\ \ \

2
2
1 2
2
0
t
I
t
u
I
=

(4.10)
2 2 2 2 2 2 2 2
12 22 66 2 2 2 2
A A A
| | | | | |
+ + + + + + +
| | |

\ \ \

2
2
1 2
2
0
t
I
t
v
I
=

(4.11)
2 2 2
44 55 0 2 2 2
w w w
KA KA q I
y y x x t
| | | |
+ + + + =
| |

\ \
(4.12)
2 2 2 2 2 2
11 12 66 55 2 1 2 2 2 2
w u
D D D A I I
x y x y y x x t t

| | | |
+ + + + = +
| |

\
\
(4.13)
2 2 2 2 2 2
12 22 66 44 2 1 2 2 2 2
w v
D D D A I I
x y y x y x y t t

| | | |
+ + + + = +
| |

\ \
(4.14)
60

4.2 Stochastic Response of Linear System

Next the linear system of equations (Eqs. (4.10)-(4.14)) is used to demonstrate the
procedures to calculate the root mean square values of the displacement components.

In order to study the response of the plate under random loading, the natural frequencies
of the plate need to be known first. So as a first step, the solution to the governing
equations is assumed to take the following form:

t i
e y x U t y x u

) sin( ) cos( ) , , ( =

t i
e y x V t y x v

) cos( ) sin( ) , , ( =

t i
e y x W t y x w

) sin( ) sin( ) , , ( = (4.15)

t i
e y x t y x

) sin( ) cos( ) , , ( =

t i
e y x t y x

) cos( ) sin( ) , , ( =
where U, V, W, , and are unknown constants to be determined. For a plate simply
supported on both x and y directions,
a
m
= ,
b
n
= , with a, b representing the length
and width of the plate, respectively, and (m, n) stands for the mode number.

Notice that Eq.(4.15) satisfies the simple-supported boundary conditions
61
0 = = = = =
xx xx
M N w v at x = 0, a and
0 = = = = =
yy yy
M N w u at y = 0, b (4.16)

After substituting Eq. (4.15) into Eqs. (4.10)-(4.14) and rearranging terms, one obtains
([L]-
2
[I] )
W
V
U
= 0 (4.17)
where [L] is function of
ij
A ,
ij
B ,
ij
D , and (expression not shown here), and [I] is a
matrix composed of
i
I defined by dz z I
i
h
h
i

=
2 /
2 /
(i = 1, 2, 3).

The natural frequencies of the plates are obtained by setting the determinant of ([L]-
2
[I] ) to zero.
Det( [L]-
2
[I] ) = 0 (4.18)

Next from the theory of random vibration, the R.M.S. of the transverse displacement of
the composite plate subjected to an excitation with a spectral density of
) , , , , (
2 2 1 1
y x y x S
F
is found to be
2 *
, ,
sin sin sin sin ( ) ( ) ( )
w kl mn klmn
k l m n
k x l y m x n y
G G S d
a b a b

=

(4.19)
where (k, l) and (m, n) represent the mode numbers, ) (
*
kl
G is the conjugate of the
frequency response function ) (
kl
G that takes the form of
62

kl kl kl
kl
i
G
2
1
) (
2 2
+
= (4.20)
and ) (
klmn
S is the generalized power spectral density defined by

2 2
2
0
( , ) sin sin ( , ) sin
( ) ( )
sin sin sin sin
A A
klmn F
A A
k x l y m x n y
x y dxdy x y dxdy
a b a b
S S
k x l y k x l y
I dxdy dxdy
a b a b

=
| | | |
| |
\ \

(4.21)
where ( )
F
S is the power spectral density function of load ( , , ) ( , ) ( ) q x y t x y F t = .

For white noise excitation, we have

0 2 2 1 1
) , , , , ( S y x y x S
F
= where =
0
S constant (4.22)

So, once the natural frequencies are solved from Eq. (4.18), Eq. (4.19)-Eq.(4.22) can be
used to obtain the R.M.S. of the plate displacement under random excitation.

It has been found that when the natural frequencies of a plate are well separated, and for
the case of light damping, only autocorrelations terms need to be considered in Eq.
(4.19). As a result, Eq. (4.19) can be simplified to

=
n m
mnmn mn mn w
d S G G
b
y n
a
x m
,
* 2 2 2
) ( ) ( ) ( ) (sin ) (sin

(4.23)

63

4.3 Stochastic Response of Nonlinear System

Using the first order shear deformation theory (FSDT), for a plate simply supported on all
edges we assume

,
,
,
,
,
( , , ) ( ) cos( )sin( )
( , , ) ( ) sin( ) cos( )
( , , ) ( ) sin( ) sin( )
( , , ) ( ) cos( ) sin( )
( , , ) ( ) sin( ) cos( )
mn
m n
mn
m n
mn
m n
mn
m n
mn
m n
mx ny
u x y t U t x y
a b
mx ny
v x y t V t x y
a b
mx ny
w x y t W t x y
a b
mx ny
x y t t x y
a b
mx ny
x y t t x y
a b
=
=
=
=
=
(4.24)

Substituting Eq.(4.24) into Eq.(4.1) and applying the Galerkin method, the following
coupled nonlinear system of equations in the matrix form are obtained:

[ ] [ ]{ } [ ]{ } { } { } { }
L NL
M X C X K X Q + + + =

(4.25)
where {X} is the transpose of the vector {
11 11 11 11 11
( ) ( ) ( ) ( ) ( ) ... ... ( )
mn
U t V t W t t t t
} ( )
mn
t , } {
NL
contains both quadratic and third-order terms of the displacement
functions and their cross-products. The previous procedure to obtain the R.M.S. of the
linear system does not apply to Eq. (4.25) due to the existence of nonlinear terms } {
NL
.
64
Following the method of equivalent linearization, it is assumed that the nonlinear system
in Eq. (4.25) can be converted into an equivalent linear system as shown in Eq. (4.26).

[ ]{ } [ ]{ } [ ]{ } { }
eq
M X C X K X Q + + =

(4.26)

The difference between Eq.(4.25) and Eq.(4.26) is
{ } [ ]{ } [ ]{ } { }
eq L NL
e K X K X = (4.27)

Under the assumption that both the excitation and response are Gaussian, the error in
Eq.(4.27) is minimize in the statistical sense by requiring

[{ }{ } ]
0
T
ij
ij
E e e
k
(4.28)
where the subscript ij represents the ij-th element of the corresponding ] } }{ [{
T
e e or
eq
K] [ matrix. The symbol E [ ] in Eq.(4.28) stands for the mathematical expectation.

It is noted that the solution to each element
ij
k of matrix
eq
K] [ is a function of all the
2
[ ]
mn
E W (m, n = 1, 2, , N , if N modes are taken into account). The number of unknown
constants to be solved in matrix
eq
K] [ is
2
N . Eq. (4.28) provides just enough equations
to solve for those unknowns. However, the first few modes usually dominate in terms of
contribution to the R.M.S. values.

65
In summary, the solution procedure to obtain the R.M.S. of the nonlinear system
transverse displacement response is as follows:

(1) By modal analysis, the linear system (by setting { } 0
NL
= in Eq. (4.25)) can be
decoupled into the following 5 N equations through modal transformation
{ } [ ]{ } X u q =
2
( ,3)
2 ( )
mnj mnj mnj mnj j
mnj
u j
q q q F t
M
+ + = (4.29)
where [u] is the transformation matrix composed of modal vectors, j = 1, 2, , 5N (N is
the number of modes considered), ( , 3) u j represents the elements on the third column of
the matrix [ ] u ,
mnj
M represents the j-th modal mass, and F
j
(t) represents the modal load
function.

From random vibration theory, the R.M.S. value of modal coordinate
mnj
q can be
determined from

2
2 *
2
( ,3)
[ ] ( ) ( ) ( )
mnj j j
mnj
u j
E q H H S d
M

(4.30)
where ( ) S is spectral density of the load F
j
(t) and ( )
j
H is the frequency response
function corresponding to the j-th modal coordinate

2 2
1
( )
2
j
mnj mnj mnj
H
i

=
+
(4.31)
where and
mnj mnj
represent the j-th frequency within the (m, n) mode and
corresponding damping ratio, respectively.
66

Finally, the mean square value of the original displacement component
2
[ ]
mn
E W can be
calculated from:
5
2 2 2
1
[ ] (3, ) [ ]
mn mn mnj
j
E W u j E q
=
=
(4.32)
(2). This value
2
[ ]
mn
E W is then substituted into Eq.(4.28) to obtain a new equivalent
matrix ] [
eq
K .
(3). ] [
eq
K is then substituted into Eq.(4.26) to find a new estimate of
2
[ ]
mn
E W .
(4). Steps (2)-(3) are repeated until a certain converge criterion is achieved after k-th
iteration for all the
2
[ ]
mn
E W considered, i.e.,

( ) ( )
( )
2 2
1
2
[ ] [ ]
[ ]
mn mn
k k
mn
k
E W E W
E W
<
where represents the pre-set error and usually taken to be 1% or less.

The above theory is applied in the following numerical example. Consider a symmetric
cross-ply boron-epoxy laminate ( 0 / 90 / 90 / 0 ) with a total thickness h, length a and
width b, and with the following lamina orthotropic material properties (Reddy, 1997):
3
1 2 3 1 12 12 13
206.84 GPa, 0.1 , 0.25, 10.34 GPa, 2070 kg/m , E E E E G G = = = = = = =
6 6
1 2
2.5 10 / K, and 8 10 / K.

= = The plate is subjected to different levels of
white noise excitations.

67

500 750 1000 1250 1500 1750 2000
Power Spectral Density, Pa/Hz
2
6
10
14
18
D
i
s
p
l
a
c
e
m
e
n
t

R
M
S
,

m
m
Linear
Nonlinear
a = b = 50h = 1 m, DT = 0

Figure 4.3 RMS values vs. square root of power spectral density

Figure 4.3 shows the difference between the linear and nonlinear displacement R.M.S.
values as a function of white noise excitation power spectral density (PSD) levels. It is
seen that the nonlinear terms play a very important role at relatively high PSD levels.
Recall that similar conclusion is drawn in Chapter 3 on the nonlinear random vibration of
beams.

68
4.4 Temperature Effects on Random Vibrations of Composite
Plate

In this section the effect of temperature on the random vibration properties of composite
plate is examined. The existence of the temperature field exerts its influence on the
vibration characteristics of the composite plate by affecting the effective fundamental
frequencies of it.

The first order shear deformation plate theory (FSDT) (Reddy 2004) including the
temperature force resultant terms is expressed by Eqs. (4.33)-(4.37) in which the
superscripts T represent the temperature-introduced force or moment resultant terms.

2 2 2 2 2 2 2 2
11 12 66 2 2 2 2
A A A
| | | | | |
+ + + + + + +
| | |

\ \ \

2 2 2 2 2 2
11 12 66 0 1 2 2 2 2
T
T
xy
xx
N
N u
B B B I I
x x y y y x x y t t

| | | |
+ + + + + + = +
|
|
|

\
\
(4.33)

2 2 2 2 2 2 2 2
12 22 66 2 2 2 2
A A A
| | | | | |
+ + + + + + +
| | |

\ \ \
2 2 2 2 2 2
12 22 66 0 1 2 2 2 2
T T
xy yy
N N
v
B B B I I
x y y x y x x y t t

| | | |
+ + + + + + = +
|
|
|

\
\
(4.34)

69
2 2 2 2 2 2
44 55 11 12 2 2 2 2
w w u w w v w w
KA KA A A
y y x x x x x y x y y x

| | | | | | | |
+ + + + + + +
| | | |

\ \ \ \
2 2 2 2 2 2 2 2
66 11 12 66 2 2 2 2
u v w w w w w
A B B B
y x y x y y x y x x y y y x x

| | | |
+ + + + + + + +
| |

\ \

2 2 2 2 2 2 2 2
12 22 66 2 2 2 2
A A A
| | | | | |
+ + + + + + + +
| | |

\ \ \

2 2 2 2
12 22 66 11 2 2
1
2
w u w w
B B B A
x y y x y x y x x x

| | | |
+ + + + + +
| |

\ \

2 2
12 11 66 66 2
1
2
2
v w w w u v w w w
A B A B
y y y x x x y x y y x x y

| | | | | |
+ + + + + + + +
| | |

\ \ \

2
12 22 12 22 2
2
0 2
1 1
( ) ( )
2 2
T T T T
xx xy xy yy
u w w v w w w
A A B B
x x x y y y x y y
w w w w w
N N N N q I
x x y y x y t

+ + + + + +

| | | |
+ + + + + =
| |

\ \
(4.35)

2 2 2 2 2 2 2 2
11 12 66 2 2 2 2
B B B
x x x x y y x y y y x y x y x y
| | | | | |
+ + + + + + +
| | |

\ \ \
2 2 2 2 2 2
11 12 66 55 2 1 2 2 2 2
w u
D D D A I I
x y x y y x x t t

| | | |
+ + + + + = +
| |

\
\
(4.36)

2 2 2 2 2 2 2 2
12 22 66 2 2 2 2
B B B
x y x x y y y y x y x y x x x y
| | | | | |
+ + + + + + +
| | |

\ \ \
2 2 2 2 2 2
12 22 66 44 2 1 2 2 2 2
w v
D D D A I I
x y y x y x y t t

| | | |
+ + + + + = +
| |

\ \
(4.37)

As an example, a special case is examined where the plate is subjected to a temperature
gradient varying in the thickness direction only. The composite plate has the same
70
material properties as listed in Section 4.3. The temperatures at the top surfaces is
increased to a certain value and the temperature at the bottom surface increased/decreased
to another value, which creates a steady-state heat transfer problem along the thickness
direction of the plate governed by the following equation within each layer

( )
( ) 0
i
d dT z
k z
dz dz

=

(4.38)
where
i
k is the thermal conductivity of the i-th layer of the composite plate.

The boundary conditions considered here are
t
T T = at
2
h
z =
b
T T = at
2
h
z = (4.39)
and ( ) ( )
1 i i
T z T z
= at each interface

where the subscript b and t refer to the top and bottom surface, respectively.

The thermal force resultants introduced by the varying temperature field can be obtained
from

{ }
1
11 12 16
12 22 26
1
16 26 66
( , , )
( , , )
( , , )
k
k
T
xx xx
N
z
T T
yy yy
z
k
T
xy xy
k
N Q Q Q T x y z
N N Q Q Q T x y z dz
N Q Q Q T x y z
+
=

= =
` `

) )

(4.40)
where
ij
is the thermal expansion coefficient in the ij-th direction of the composite
plate, and
ij
Q s are defined in Appendix B.

71
When the material properties are independent of temperature, solving Eqns. (4.38)-(4.40)
together yields the thermal force resultants which can then be substituted into the plate
governing equations in Eqs. (4.33)-(4.37). Following the procedures discussed in Section
4.3, the R.M.S. responses of transverse displacement of a composite plate with different
length/thickness ratios are displayed in Figure 4.4.

Figure 4.4 indicates that the temperature field affects the vibration characteristics of the
composite plate by affecting the fundamental frequencies and hence the R.M.S. response
of the plate displacement. It is observed that the R.M.S. values increase monotonically
with that of the temperature gradient. The reason is that the thermally introduced in-plane
compressive force resultant decreases the equivalent stiffness of the system, which in turn
leads to a decrease in the equivalent frequency of the plate. For the case a/h = 40, no data
is available beyond T = 109 K due to plate buckling. One knows the plate buckles
because the iteration process discussed in Section 4.3 no longer converges. It oscillates
between two values, displaying a snap-through type of buckling. So in this case,
nonlinear random vibration actually provides another way to find the bucking
temperature gradient for the composite plate under study.

72

0 50 100 150 200
Temperature Change DT,
K
1
3
5
7
9
D
i
s
p
l
a
c
e
m
e
n
t

R
M
S
,

m
m

a
h
= 20

a
h
= 30

a
h
= 40
a = b = 1 m Plate Buckles

Figure 4.4 R.M.S. values vs. T (based on FSDT)

4.5 Comparison between FSDT and CPT

So far the first order shear deformation theory (FSDT) has been used throughout the
numerical examples. The key difference between the FSDT and classical plate theory
(CPT) is that the former takes into account the transverse shear strains. In other words,
the transverse normals are no longer perpendicular to the mid-plane of the plate after
deformation. In this section both theories are applied to study the R.M.S. response of the
same composite plate and the results are compared in Figure 4.5

73
In Figure 4.5 the calculated R.M.S. values under different temperature gradient (T) and
plate aspect ratios are shown. As the plate becomes thicker, the difference of the R.M.S.
responses based on the two theories becomes more significant. However, for relatively
high a/h ratios (> 40), the two theories yield almost the same results. Again, no data is
available beyond a/h = 32 for the FSDT case (T = 200 K) due to plate buckling.

10 20 30 40 50
a/h
0.95
1.00
1.05
1.10
1.15
1.20
D
i
s
p
l
a
c
e
m
e
n
t

R
M
S

R
a
t
i
o
a = b, h = 0.02 m
DT = 0 (FSDT)
DT = 200
K (FSDT)
CPT
Plate Buckles

Figure 4.5 Variations of the ratios between FSDT and CPT R.M.S. values
vs. plate length to thickness ratio a/h

4.6 R.M.S. Stresses Calculation

So far in this chapter attention has been paid to the R.M.S. of displacement response.
Since the stress is a function of the displacement, the stochastic nature of the response
dictates that stress within the plate also varies with time. The R.M.S. values of stress
74
components are very useful numbers when it comes to the fatigue analysis of structures.
So in this section, the calculation of R.M.S. values of stress components at a given
location (x, y, z) within the plate is briefly discussed.

First, recall that the definitions of the nonlinear strains and stresses are:

2
2
1
2
1
2
0
0
xx
xx
yy
yy
xy
xy
yz
xz
u w
T
x x
x
v w
T
y y
y
u v w w
z
T
y x x y
y x
w
y
w
x

= +
+ +

+

| |
|
\

| |

|

\

` ` `

)

)

)
(4.41)

11 12 16
21 22 26
16 26 66
xx xx
yy yy
xy xy
Q Q Q
Q Q Q
Q Q Q

` `

) )
=
(4.42)

Based on the above definitions, the value of E[
2
ij
] is not only function of the location
coordinate (x, y, z), but also E[
2
( )
mn
t U ], E[
2
( )
mn
t V ], E[
2
( )
mn
t W ], E[
2
( )
mn
t ], and E[
2
( )
mn
t ]
(note: under the assumption that both the load and response are zero-mean and follow
normal distribution, expectation of cross products of displacement components such as
E[ ( ) ( )
mn mn
t t U V ], E[ ( ) ( )
mn mn
t t ], E[
2
( ) ( )
mn mn
t t U W ], and E[
2
( ) ( )
mn mn
t t V W ] are zeroes.)
which are calculated from random vibration analysis. This is a straightforward but
tedious process due to the fact that so many terms are involved. But it can be efficiently
75
carried out using software such as Mathematica. As an example, contour plots of
selective R.M.S. stress components for a 3 m by 2 m composite plate with a thickness of
0.06 m are displayed in Figure 4.6-4.7. The plate is subjected to uniform random pressure
loading with a PSD level of 2000 Pa
2
/Hz.

xx
( 60 / 60 / 60 / 60 ) laminate
76

xx
( 30 / 30 / 30 / 30 ) laminate

77

15 30 45 60 75
Ply angle , degree
xx , -T = 0
xx , -T = 200 K
o
yy , -T = 0
yy , -T = 200 K
o
xy , -T = 0
xy , -T = 200 K
o
0
100
200
300
400
M
a
x
i
m
u
m

R
.
M
.
S
.

v
a
l
u
e
,

M
P
a

Figure 4.8 Effect of ply angle on the maximal R.M.S. values of stress components
for a four-layer, 3m by 2m symmetric (///) laminate

In Figure 4.8, the effect of ply angle on the maximal R.M.S. values of stress
components for a four-layer symmetric (/// ) laminate is displayed. The thickness
of the plate is 0.06 m. The plate is subjected to a random uniform pressure loading with a
PSD level of 2000 Pa
2
/Hz. It should be mentioned that no data is available for a
(15 / 15 / 15 /15 ) laminate subjected to a temperature gradient of 200 K because
the plate would have buckled before that temperature increase is achieved. The results in
Figure 4.8 indicate that for this type of plate geometry, the ply angle has significant
influence on the R.M.S. value of a certain stress component. For this example,
yy
is the
dominant stress component. On the other hand, the temperature gradient
top bottom
T T T = has similar effect on the maximal R.M.S. of stresses as it does to the
78
transverse displacement response. That is, an increase in T causes an increase in the
maximal value of the R.M.S. of stresses.

To summarize, in this chapter a systematical study of the random vibration of composite
plates is conducted. Classical and first order shear deformation plate theory are used and
compared. Similar to what the beam problem reveals, the nonlinear effect is very
significant as the level of loading spectral density increases. Temperature effects on both
the R.M.S. response of the transverse displacement and the maximum stress components
are studied.

79

Chapter 5. ARMA Model and Its Applications in
Random Vibration Data Analysis

5.1 Introduction

In Chapter 3 and Chapter 4 numerical simulations are performed under random
excitations whose PSDs (power spectral density) are already known or readily available.
However, in real life a certain random excitations PSD is usually not known and needs
to be obtained first in order to evaluate the dynamic response such as the R.M.S. of the
system. In other cases data of only limited length is available while data of extended
length is desired such as the strain input for random fatigue test. Such scenarios propel
one to come up with a numerical model based on limited amount of data at hand that can
then be used to represent the original data and extend it to any length in the time domain.
In doing that, the biggest concern is if the spectral features of the original data can still be
preserved during this modeling process. The statistical ARMA (autoregressive moving
average) model turns out to be a great tool in achieving the above goals. As will be
explained in the following chapter, ARMA model allows us the opportunity to generate
80
an analytical expression that simulates an infinite long random process. Also, the PSD
associated with the model can be explicitly expressed as a function of frequency and used
to represent the spectrum of the original data.

Some features make ARMA model very appealing in the applications of random
vibration analysis. First, it is very efficient in reconstructing the random signal. Second,
compared to other random simulation techniques such as Monte Carlo method, ARMA
model is very concise in its formulation, requiring very few parameters while preserving
the stochastic nature and spectral characteristics of the original signal. Third, it produces
simulation in the time domain directly instead of in the frequency domain.

5.2 Theoretical Background

By definition, an autoregressive moving average (ARMA) model of order (p, q) is written
as

1 1 2 2 1 1 2 2
... ...
t t t p t p t t t q t q
x x x x x x x

= + + + + (5.1)
where
t
is a zero-mean Gaussian or Normal process and
1
, ,
p
,
1
,,
q
are
parameters associated with the model. The model is actually made of two parts, namely,
the autoregressive (AR) part in Eq.(5.2) and a moving average (MA) part as shown in
Eq.(5.3).
81

1
p
t i t i t
i
x x
=
= +
(5.2)

1
q
t t i t i
i
x

=
=
(5.3)

By introducing the lag operator defined by
k
t t k
L x x
= , we can rewrite an ARMA process

in a more convenient form

( )
( ) ( )
( )
t t t t
L
L x L or x
L
= = (5.4)
where the polynomials ( ) L and ( ) L are defined by

2
1 2
2
1 2
( ) 1 ...
( ) 1 ...
p
p
q
q
L L L L
L L L L

=
= + + + +
(5.5)

The autoregressive part of the ARMA model contains information regarding the dynamic
characteristics of the system. The following characteristic equation is defined by the
parameters
1
,
2
, ,
p
:

1 2
1 2
... 0
p p p
p

= (5.6)

Eq.(5.6) yields p characteristic roots
1
,
2
, ,
p
. The n-th pair of complex conjugate
roots among those,
n
and
*
n
, defines the n-th natural frequency of the system

2
2
*
*
1
*
ln( )
1
cos
2 4
2
n n
n n
n
n n

| |

+

| = +
|
\
(5.7)
82
where is the sampling interval.

After certain manipulations, Eq.(5.3) can be rewritten into the following form

0
t
t p t p
p
x G

=
=
(5.8)
where by definition
p
G s are Greens functions. From Eq.(5.8) it can be seen that the
t
x
can be represented as a linear combination of the disturbance acting on the system. The
value of
p
G indicates the influence of the previous
t
at time interval p on the future
response of
t
x . For the ARMA(p, p -1) model, the elements of
p
G are determined as
follows

1 1 2 2
...
k k k
k p p
G g g g = + + + (5.9)
where
1
,
2
, ,
p
are the roots of Eq.(5.6) and

1 2
1 1
1
1 1
( ... )
( ) ( )
p p
i i p
i p i
i k i k
k k i
g

= = +

=

(5.10)

The variance of the model
0
,
1
,
p
can be solved from a system of coupled p
equations:

2
1 1 0 1 1
... ( ... ) 1, 2...,
k k p k p k k q q k
k p

+
= + + + + + = (5.11)

where
j
is defined recursively by the relationship

1 1 2 2
...
j j j p j p j

= + + + (5.12)
with
0
1 = , and 0
j
= for j q > .

83
Another important function associated with an ARMA(p, q) process is the power
spectrum density function. This function, given by Eq.(5.13), is useful in representing the
spectral characteristics of the random signal.

2
( 1)
2
1
2
( 1)
1
...
( )
2
...
qi q i
q
pi p i
p
e e
f
e e

| |
=
|

\

(5.13)
where is the sampling interval.

General speaking, there are infinite choices of (p, q) to fit the collected data by regression
technique. Therefore, based on the nature of the problem, certain criterions must be
satisfied before an ARMA model can be considered qualified. After this screen
process, the optimal fit is usually taken to be the one that is simplest in format, i.e.,
lowest in order. For detailed procedure as well as adequacy check on the fitted models,
one can refer to Pandit and Wu (1993) and Box et. al (1994).

5.3 Applications of ARMA Model in Identifying, Re-generating,
and Extending the Random Vibration Data

In this section, the applications of ARMA models are demonstrated by some numerical
examples. Suppose some random vibration data of limited length is available from either
experiment or simulation. In this case, the displacement of nonlinear random vibration of
a beam with fixed-simply supported boundary condition (refer to Table 3.1) is used as
84
input. The beam is subjected to half uniform load. First, different orders of ARMA
models are fitted to the data and the harmonic components within the data are predicted
using Eq. (5.6) to (5.7). Second, once the ARMA(p, q) parameters
1
, ,
p
,
1
,,
q

are obtained, Eq. (5.1) is used to re-generate the displacement response data and this set
of data is compared with the original signal. Third, since
t
is the pure noise that follows
normal distribution, it can be generated via random normal number generator once the
variance is found in the previous steps. Substituting thus-obtained
t
along with the
parameters
1
, ,
p
,
1
,, and
q
into Eq. (5.1), an analytical express is found that
can be used to generate time series of any desired length depending on the special needs
of the situation.

Selected ARMA(m, n) models are fitted to represent the simulated displacement response
of mode 1 of the beam. The scheme by Pandit and Wu (1993) is used to estimate the
parameters of selected ARMA(p , q) models. The results are listed in Table 5.1 and 5.2.
Figure 5.1 shows the corresponding PSD of the response of the simulation data. It is
observed in Figure 5.1 that the response has a dominant harmonic component at about
900 Hz.

Theoretically, the response of a second-order system could be fitted with a second order
ARMA(2, 1) or even AR(2) model. However, since the sampling interval is so small, the
correlations between adjacent data points must be taken into consideration, which may
require a higher order ARMA model. Another possibility is that there are additional
modes that are introduced into the system due to the stochastic nature of the excitation.
85

Table 5.1 Estimated ARMA parameters for different order models
ARMA
parameters
ARMA (p, q) model
(2,1) (3,2) (4,3)
1
1.608 1.465 1.241
2
-1.057 -0.946 -1.160
3
-0.0211 0.668
4
-0.692
1
-0.269 -0.527 -0.591
2
-0.254 -0.680
3
-0.310

Table 5.2 Frequencies predicted by selected ARMA models in Table 5.1
ARMA (p, q) model Predicted frequency, Hz
(2,1) 857
(3,2) 917
(4,3) 875

0 400 800 1200 1600 2000
Frequency, Hz
0
10
20
30
40
m
m
2
/
H
z

Figure 5.1 PSD of the mode 1 of the beam displacement simulation data

The data in Table 5.2 indicates that the selected ARMA models in Table 5.1 all give very
good predictions of the dominant harmonic frequency component embedded in the signal.
86

After the ARMA(p, q) parameters
1
, ,
p
,
1
,,
q
are obtained as shown in Table
5.1 and the variance of
t
is found, Eq. (5.1) is used to re-generate a time series based on
the ARMA model. The re-generated data is compared with the original simulation results.
Although ARMA(2,1) model gives a pretty good prediction of the frequency component
embedded in the signal, a look at the re-generated displacement field by the model
reveals that the simulated displacement quickly blows out of proportion, thus suggesting
an instability in the system. This is part of the problem associated with ARMA
applications. The condition of stability (Box et. al 1994) for a certain ARMA model
requires that the norm of the each of the complex root determined by Eq.(5.6) is less than
one. For the ARMA(2,1) parameters listed in Table 5.1, the norm of the two complex
roots is 1.028 which is just over one. That causes the instability of the re-generated data.
Hence, a higher order model is needed in order to produce a stable time series.

0 1 2 3 4
Time, sec
-0.15
0
0.15
D
i
s
p
l
a
c
e
m
e
n
t
,

m

Figure 5.2 Displacement from simulation of mode 2 of a F-SS beam

87
0 1 2 3 4
Time, sec
-0.15
0
0.15
D
i
s
p
l
a
c
e
m
e
n
t
,

m

Figure 5.3 Displacement generated by ARMA(4, 3) model

0 1 2 3 4
Time, sec
-0.15
0
0.15
D
i
s
p
l
a
c
e
m
e
n
t
,

m

0 1 2 3 4
Time, sec
-0.15
0
0.15
D
i
s
p
l
a
c
e
m
e
n
t
,

m


Table 5.3 Estimated displacement R.M.S. of selected ARMA models
Displacement R.M.S., mm
simulation ARMA(4,3) ARMA(8,7) ARMA(11,10)
32.1 30.1 34.4 32.3

88
Further numerical examples are shown in Figures 5.2 to 5.5 for the mode 2 displacement
of the same beam. The original simulation result is shown in Figure 5.2. In this case
ARMA(3,2) model turns out to be unstable, so the lowest model used is ARMA(4, 3).
During the process, the estimated variance of the pure white noise part of each model is
used to produce random displacement data. Thats why the generated displacement looks
different each case. It is also seen that the generated displacement looks quite different
from the original data. In the original data, it is obvious that there is a significant
harmonic component. While in Figures 5.2 to 5.5, that harmonic component is shadowed
by the random noise. However, the R.M.S. of all the displacement data are very close, as
is shown in Table 5.3. So from the statistical point of view, they can be considered
equivalent signals. This is a very useful application of ARMA model because it can
extend data serial to unlimited length in the time domain while preserving the spectral
information of the original data. It is also observed that as the order of ARMA model
increases, the R.M.S. of the predicted displacement gets closer to that of the original
signal.

5.4 Comparison between PSD Curve from ARMA Model and
Newlands Approach

There are some long-established methods that estimate the power spectral densities of
digital signals. One of the most widely used techniques was summarized by Newland
(1993). The detailed procedures are not repeated here. Although the guideline is the
89
same, there are variations in the executions of the technique. In this section, different
trials are conducted in order to get a smoothed PSD curve.

(1) Divide the original data set (usually 2
18
) into segments in the size of 2
13
to 2
15
, do
the spectral estimation for each segment following Newlands approach (with
smoothing), then average across all the segments.
(2) Same as (1), except that no smoothing is applied during the spectral estimation
for each segment .
(3) Same as (1), except that during the spectral estimation for each segment,
triangular window was used instead of the default rectangular window.
(4) Do the FFT with each segment, average across all the segments, then do the
spectral estimation based on the averaged FFT data (now having the size of one
segment).

It is found out that if there is enough data in each segment (say 2
13
or more) and enough
segments (say, 32 or more), all the methods yielded almost identical curves. This result
suggests that one can skip the smoothing process and just use the approach in (4) since
this is most efficient one computationally.

As a quick example, the above spectrum estimation technique is applied to the simulated
transverse response data of a 3m by 2m rectangular composite plate with a thickness of
0.06 m. The plate is subjected to a white noise excitation and has a first natural frequency
of 70.2 Hz. The four-layer laminate ( 45 / 45 / 45 / 45 ) has material properties of
90
3
1 2 3 1 12 13 12
206.84 GPa, 0.1 , 10.34 GPa, 0.25, and 2070 kg/m . E E E E G G = = = = = = =

The size of the simulation data is 2
18
which is divided into 32 sections. In Figure 5.6
selected 8 out of the 32 segments are displayed. The averaged PSD curve via Newlands
approach is plotted in Figure 5.7.

The PSD plot given by Eq. (5.13) based on an ARMA(4,3) model is plotted in Figure 5.7
along with the estimated PSD curve from simulation data. Although the curves from the
two approaches dont overlap, especially the height of the peaks, the areas under the
curves that represent the variance of the data are very close to each other, which is what
is expected. Generally Newlands approach gives a very conservative estimation for the
PSD curve. It tends to underestimate the peak values.

91
0 40 80 120 160
Freqency, Hz
0
200
400
100
300
m
m
2
/
H
z
0 40 80 120 160
Freqency, Hz
0
200
400
100
300
m
m
2
/
H
z
0 40 80 120 160
Freqency, Hz
0
200
400
100
300
m
m
2
/
H
z
0 40 80 120 160
Freqency, Hz
0
200
400
100
300
m
m
2
/
H
z
0 40 80 120 160
Freqency, Hz
0
200
400
100
300
m
m
2
/
H
z
0 40 80 120 160
Freqency, Hz
0
200
400
100
300
m
m
2
/
H
z
0 40 80 120 160
Freqency, Hz
0
200
400
100
300
m
m
2
/
H
z
0 40 80 120 160
Freqency, Hz
0
200
400
100
300
m
m
2
/
H
z
R.M.S. is 22.30 mm R.M.S. is 21.05 mm
R.M.S. is 20.48 mm R.M.S. is 21.02 mm
R.M.S. is 21.36 mm R.M.S. is 21.30 mm
R.M.S. is 20.83 mm R.M.S. is 21.67 mm
#9 #10
#11 #12
#14 #15
#16 #17

Figure 5.6 Example spectrum plots of 8 out of the 32 segments
(segments #9-#17, each of which is smoothed)
92

0 40 80 120 160 200
Frequency, Hz
0
50
100
150
200
m
m
2
/
H
z
ARMA(4,3) model
prediction
Newland method

Figure 5.7 Comparison of PSD curves from ARMA(4,3) model
and Newlands approach

Now attention is turned to cases when multiple harmonic components exist in the data.
Newlands approach would always work no matter what the data is like. ARMA models
ability to capture those multiple frequency components is demonstrated by the following
example. The simulation data as shown in Figure 5.3 of the mode 2 of a fixed-simply
supported beam is used as the original signal. Figure 5.8 shows the estimated PSD of the
response via Newlands approach. In the previous section, ARMA(4,3) model has been
proven to give an accurate reproduction of the time series. However, the PSD curve of
the ARMA(4,3) model does not represent the spectral characteristic of the original data
well, as is shown in Figure 5.9. First of all, it is not able to pick out the frequency at about
900 Hz. Second, the two frequencies it predicts are 1732 Hz and 2330 Hz, respectively.
Both of them miss the dominant component at around 1800 Hz. This indicates that a
higher order ARMA model is needed if one wants to accurately capture the spectral
93
properties of the signal. So in the next steps, ARMA(5,4), ARMA(6,5), ,
ARMA(11,10) models are tested. The details for the intermediate models are not shown
here. When ARMA(11,10) model is selected, it successfully picks out five harmonic
components: 918 Hz, 1733 Hz, 2023 Hz, 2626 Hz, and 3482 Hz. The PSD plot associated
with the ARMA(11,10) model is shown in Figure 5.11. By comparing the curves in
Figures 5.9 and 5.11, it can be found that the PSD curve via ARMA(11,10) model is
almost a perfect match to the one by Newlands approach. Not only does it capture all the
spectral characteristics, but gives a smooth curve with an analytical expression as
compared to the sketchy one estimated from the Newlands approach. Therefore, it can
be concluded that once the order of the ARMA model is high enough, it will accurately
predict the PSD of the signal.

0 1000 2000 3000 4000
Frequency, Hz
0
1
2
3
4
m
m
2
/
H
z

Figure 5.8 PSD of the beam simulation displacement data (Newlands approach)

94
0 1000 2000 3000 4000
Frequency, Hz
0
1
2
3
m
m
2
/
H
z

Figure 5.9 PSD from ARMA(4,3) model

0 1000 2000 3000 4000
Frequency, Hz
0
1
2
3
m
m
2
/
H
z


0 1000 2000 3000 4000
Frequency, Hz
0
1
2
3
m
m
2
/
H
z

95

In summary, the ability of ARMA models in identifying, re-generating, and extending the
random vibration data is demonstrated and verified in this chapter. If one is only
interested in regenerating the displacement response and using it as a random input for
situations such as structural fatigue analysis, relatively lower ARMA models are efficient
enough to get the job done. However, higher order models are required to accurately
capture the spectral characteristics of the random signal. Overall, ARMA models have
great potentials in the analysis and application of random vibration data.

96

Chapter 6. Future Work

6.1 Durability of Structures Subjected to Random Loading

So far in this study the dynamic response of beams and plates under stochastic loading
conditions has been examined. One significant type of reliability concern associated with
oscillating loads of random nature is fatigue. As the magnitude and the direction of the
load vary incessantly with time, the material undergoes fluctuating strains that may
eventually cause the structure to fail at a stress well below the yield stress of the
constituent material. The most straightforward way to evaluate fatigue is the S-N curve.
The S-N curve is obtained through experiments in which a material under study is
subjected to a cyclic stress and the number of cycles to failure is counted. Numerous tests
are run at different stress levels and a smooth curve is drawn with the help of some
knowledge of data processing or linear regression technique. Traditional theories in
fatigue include Miners Rule and Paris equation. Miner (1945) proposed that failure
occurs if the following relationship for a material subjected to k different stress levels is
satisfied
97

1
k
i
i
i
n
C
N
=
=
(6.1)
where C is a constant determined experimentally and ranges from 0.7 to 2.2, and
i
n
represents the number of cycles under the i-th stress level and
i
N is the total number of
cycles before failure.

The expected fatigue damage after duration of time T under random loading is found to
be (Liou et al. 1999)

[ ]
0
0
( )
( )
( )
d
f m
p
E D T v T d
N

+
| |
=
|
\
(6.2)

where [ ] E means the mathematical expectation, d is Morrows plastic work interaction
exponent,
0
v
+
represents the number of stress cycle per unit time for a narrow-band
process, ( ) p is the PDF (probability density function) of stress amplitudes,
m
is the
maximum stress magnitude, and ( )
f
N is the number of stress peaks to cause failure if a
constant amplitude is applied and can be obtained from the Basquins equation:
'
p
f
N C = (6.3)
where p and ' C are material-dependant constants.

In Nigam and Narayanan (1994), the estimated fatigue damage after time T under
stationary narrow-band random vibration is expressed by

(0)
[ ( )] ( 2 ) 1
2
b
b
q
x
N T q
E D T
c
+
| |
= +
|
\
(6.4)
98
where
1
(0)
2
x
x
N

+
=

, [ ] represents the Gamma function, and c, q, b are constants
that depend on the material and shape of the specimen.

Furthermore, the PDF ( ) p in Eq.(6.2) is expressed as

2
2 2
( ) exp , 0
2
rms rms
P

| |
= >
|
\
(6.5)
where
rms
is the R.M.S. or the standard deviation of the random stress process.

The above Eqs. (6.1)-(6.3) can be used to predict the fatigue damage of a component. To
be more specific, the constants p and C come from the material's S-N curve, and
0
v
+
,
rms

are determined by the given random loading. On the other hand, by setting the left side of
Eq.(6.2) to 1 and solving for T, one can obtain the fatigue life of the material.

Another approach to look at the reliability issue is to examine the probability of
displacement W(t) exceeding a specific value within a specified time interval. Lin
(1967) and Nigam (1983) defined the following reliability function for a stationary
random process
[ ] ( , ) exp ( ) R t v t = (6.6)

and the function ( ) v is defined by

2 2
2
1
( ) exp
2 2
w
w w
v

(6.7)
where
w

is the R.M.S. of the transverse velocity. In similar fashion as what is done in
Chapter 3 to calculate the R.M.S. of W(t), one has (while neglecting the cross-correlation
terms in the case of small damping)
99

2 2 2 2
,
( , ) ( ) ( )
mn mn
w mn Q Q
m n
W x y S H d
(6.8)
where (m, n) represents mode number.

Using Eqs. (6.6)-(6.8), the reliability vs. time curve can be obtained for a beam or plate
subjected to a known random excitation. Due to the fact that this is a straightforward
procedure and no material fatigue data is available, no numerical example is given while
the outline of the solution process is summarized here.

6.2 Future Work

The fatigue life analysis mentioned in section 6.1 is one area future work can be devoted.
So far this study has focused on the stationary random process whose statistical
properties do not vary with time. In reality many random excitations are non-stationary
such as earthquake wave. It would be interesting to examine the dynamic response of
structure as time evolves subjected to this type of loading condition. Different approaches
to model the non-stationary process can be found in work of Cederbaum et. al (1992).

On the other hand, although a new linearly coupled linearization method is proposed in
addition to the traditional equivalent linearization to obtain the numerical results in this
study, the limitation of this type of technique is that the load and system response must be
Gaussian. It has been discussed that technically when governing equations of motion of
100
the system are nonlinear, the responses can be non-Gaussian even if the loading is.
Hence, in order to pursue more accurate results for multi-degree systems, other
linearization techniques need to be explored for the higher-order beams or plates such as
the Gaussian closure technique, statistical linearization, and statistical non-linearization.
These are all potential fields where future can be conducted.

101

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116

Appendix A

A.1 Selected eigenfunctions

For a beam simply supported at both ends, (0, ) ( , ) 0 w t w L t = = . The solution for the
beam is approximated by the summation of the first N modes
( , ) sin( ) ( )
N
n
n
n x
w x t q t
L
(A.1.1)
where N represents the total number of modes considered and L is the length of the
beam. And, the natural frequencies of the beam are determined by

2 2
2 n
n EI
L A
= (A.1.2)

For a beam fixed at one end and simply supported at the other, the solution for the
transverse displacement can be expressed as

[ ]
sinh( ) sin( )
( , ) cosh( ) cos( ) cosh( ) cos( ) ( )
sinh( ) sin( )
N
n
n
kx kx
w x t kx kx kL kL q t
kL kL

= +
`
+
)
(A.1.3)
where k is determined from the equation
tanh( ) tan( ) 0 kL kL = (A.1.4)

117
The natural frequencies of the beam are determined by

2
n n
EI
k
A
= (A.1.5)

2. Solution procedure for a 22 linearly-coupled system

The iteration procedure used to obtain the numerical results is demonstrated as follows.
For the case where only 2 modes are involved, the above procedures can be written out
explicitly below. It is recalled that based on the analysis in the past, the damping term in
the equivalent system would stay the same because there is no nonlinear term in the
damping coefficient. So that step is omitted for the purpose of simplicity.

3 2
1 1 1 1,1 1 1, 2 1 1,3 1 2
2 3
1, 4 1 2 1,5 2 1
( ) ( ) ( ) ( ) ( ) ( )
( ) ( ) ( ) ( )
q t q t q t q t q t q t
q t q t q t p t

+ + + + +
+ =

(A.2.1)

1 1 1 1,1 1 1, 2 2 1
( ) ( ) ( ) ( ) ( ) q t q t q t q t p t + + + = (A.2.2)

The difference between Eq.(A.2.1) and (A.2.2) is

3
1,1 1 1, 2 2 1,1 1 1, 2 1
2 2 3
1,3 1 2 1, 4 1 2 1,5 2
( ) ( ) ( ) ( )
( ) ( ) ( ) ( ) ( )
q t q t q t q t
q t q t q t q t q t

= + + +
+ +

(A.2.3)

118

{
{
}
2
1,1
2
3 2
1,1 1 1, 2 2 1,1 1 1, 2 1 1,3 1 2
1,1
2
2 3
1, 4 1 2 1,5 2 1,1 1 1, 2 2 1,1 1
3 2 2
1, 2 1 1,3 1 2 1, 4 1 2
0 [ ]
( ) ( ) ( ) ( ) ( ) ( )
( ) ( ) ( ) 2 ( ) ( ) ( )
( ) ( ) ( ) ( ) ( )
E
E q t q t q t q t q t q t
q t q t q t q t q t
= + + + + +

+ + +

+ + +

}
{ } {
}
( )
3
1,5 2
3
1 1,1 1 1, 2 2 1 1,1 1 1, 2 1
2 2 3
1,3 1 2 1, 4 1 2 1,5 2
2
1,1 11 1, 2 12 1,1 11 1, 2 11 1,3 11 12
2
1, 4 11 22 12 1,5 12 22
( )
2 ( ) ( ) ( ) 2 ( ) ( ) ( )
( ) ( ) ( ) ( ) ( )
3 3
2 3
q t
E q t q t q t E q t q t q t
q t q t q t q t q t
m m m m m m
m m m m m
= + + +

+ +
= + + + +
+ +

(A.2.4)

{
{
}
2
1, 2
2
3 2
1,1 1 1, 2 2 1,1 1 1, 2 1 1,3 1 2
1, 2
2
2 3
1, 4 1 2 1,5 2 1,1 1 1, 2 2 1,1 1
3 2 2
1, 2 1 1,3 1 2 1, 4 1 2
0 [ ]
( ) ( ) ( ) ( ) ( ) ( )
( ) ( ) ( ) 2 ( ) ( ) ( )
( ) ( ) ( ) ( ) ( )
E
E q t q t q t q t q t q t
q t q t q t q t q t
= + + + + +

+ + +

+ + +

}
{ } {
}
( )
3
1,5 2
3
2 1,1 1 1, 2 2 2 1,1 1 1, 2 1
2 2 3
1,3 1 2 1, 4 1 2 1,5 2
2
1,1 12 1, 2 22 1,1 12 1, 2 11 12 1,3 11 22 12
2
1, 4 12 22 1,5 22
( )
2 ( ) ( ) ( ) 2 ( ) ( ) ( )
( ) ( ) ( ) ( ) ( )
3 2
3 3
q t
E q t q t q t E q t q t q t
q t q t q t q t q t
m m m m m m m m
m m m
= + + +

+ +
= + + + + +
(A.2.5)

3 2
2 2 2 2,1 2 2, 2 2 2,3 2 1
2 3
2, 4 1 2 2,5 1 2
( ) ( ) ( ) ( ) ( ) ( )
( ) ( ) ( ) ( )
q t q t q t p t

+ + + + +
+ =

(A.2.6)

2 2 2 2,1 1 2, 2 2 2
( ) ( ) ( ) ( ) ( ) q t q t q t q t p t + + + = (A.2.7)

119
The difference between Eq.(A.2.6) and (A.2.7) is

3
2,1 1 2, 2 2 2,1 2 2, 2 2
2 2 3
2,3 2 1 2, 4 1 2 2,5 1
( ) ( ) ( ) ( )
( ) ( ) ( ) ( ) ( )
q t q t q t q t
q t q t q t q t q t

= + + +
+ +

(A.2.8)

Similarly, we can obtain another two equations to solve for
2,1 2,2
and by setting
2 2
2,1 2,2
[ ] 0 and [ ] 0 E E

= =

.

To summarize, we have the following four equations to solve for
1,1 1, 2 2,1 2, 2
, , ,
( )
( )
2 2
1,1 11 1,2 12 1,1 11 1,2 11 1,3 11 12 1,4 11 22 12 1,5 12 22
2 2
1,1 12 1,2 22 1,1 12 1,2 11 12 1,3 11 22 12 1,4 12 22 1,5 22
2,1 12 2,2 22 2,1 22 2,2 22
0 3 3 2 3
0 3 2 3 3
0 3
m m m m m m m m m m m
m m m m

= + + + + + +

= + + + + + +

= + +

( )
( )
2 2
2,3 12 22 2,4 11 22 12 2,5 12 11
2 2
2,1 11 2,2 12 2,1 12 2,2 12 22 1,3 11 22 12 2,4 12 11 2,5 11
3 2 3
0 3 2 3 3
m m m m m m m

+ + + +

= + + + + + +

(A.2.9)
where by definition:

2
11 1
12 1 2
21 2 1 12
2
22 2
[ ( )]
[ ( ) ( )]
[ ( ) ( )]
[ ( )]
m E q t
m E q t q t
m E q t q t m
m E q t
=
=
= =
=
(A.2.10)

and they are calculated from the relationship

( ) ( )
( ) ( )
11 1 2
2
2
11 1
22 2 2
2
2
21 2
1
( )
1
( )
( )
ij ij ii jj
m S d
m S d
m m m i j

=
+
=
+
=
(A.2.11)
120
where
ij
represents the correlation factor between the i-th and j-th mode.

The solution to Eq.(A.2.9) turns out to be very neat:

1,1 1,1 1, 2 11 1,3 12 1, 4 22
2, 2 2,1 2, 2 22 2,3 12 2, 4 11
1, 2 1,3 11 1, 4 12 1,5 22
2,1 2,3 22 2, 4 12 2,5 11
3 2
3 2
2 3
2 3
m m m
m m m
m m m
m m m

= + + +
= + + +
= + +
= + +
(A.2.12)

During this process, the following statistical properties are applied under the assumption
that both the load and response follow the zero-mean Normal distribution.

( )
( )
2
4 2
2
2 2 2 2
3 2
[ ] 3 [ ]
[ ] [ ] [ ] 2 [ ] ( )
[ ] 3 [ ] [ ]
[ ] [ ] [ ] 0 ( )
n n
n k n k n k
n k n n k
k n k n k n
E q E q
E q q E q E q E q q k n
E q q E q E q q
E q q E q q E q q k n
=
= +
=
= = =

(A.2.13)

121

Appendix B: Derivation of Plate Equations

Assume that there are no body force and no external loads.

For FSDT, it is assumed that

0
0
0
( , , , ) ( , , ) ( , , )
( , , , ) ( , , ) ( , , )
( , , , ) ( , , )
u x y z t u x y t z x y t
v x y z t v x y t z x y t
w x y z t w x y t
= +
= +
=
(B.1)
where the subscript 0 represents the middle plane.

By definition, the strains that contain the von Carman nonlinear terms are

0 1
0 1
0 1
2
0 0
2
0 0
0 0 0 0
1
2
1
2
T
xx xx xx xx
T
yy yy yy yy
T
xy xy xy xy
z
u w
x x
x
v w
z
y y y
u v w w
y x
y x x y

= + +
` ` ` `

) ) ) )

| |

+

|

\

| |
= + +
` |

\

+
+ +

)
0
0
( , , )
( , , )
( , , )
xx
yy
xy
xz
yz
T x y z
T x y z
T x y z
w
x
w
y

+
` `

)

)

+

=
` `
)
+

) (B.2)

122

The force and moment resultants on a plate element are shown below:

123

The strain energy of the plate element can be written as:

( )
0 0 0
1 1 1
0 0 0 1 1 1
xx xx yy yy xy xy xz xz yz yz
V
xx xx yy yy xy xy
xx xx yy yy xy xy x xz y yz xx xx yy yy xy xy
U
z z z dzdxdy
N N N V V M M M dxdy

= + + + +
+ + +
= + + + + + + +

(B.3)
where, the force and moment resultants ,
ij ij
N M can be obtained from the following
expressions for an orthotropic material:

0 1
11 12 16 11 12 16
0 1
12 22 26 12 22 26
0 1
16 26 66 16 26 66
xx xx xx
yy yy yy
xy xy xy
N A A A B B B
N A A A B B B
N A A A B B B

= +
` ` `

) ) )
(B.4)

0 1
11 12 16 11 12 16
0 1
12 22 26 12 22 26
0 1
16 26 66 16 26 66
xx xx xx
yy yy yy
xy xy xy
M B B B D D D
M B B B D D D
M B B B D D D

= +
` ` `

) ) )
(B.5)

44 45
45 55
( : shear correction factor)
x
y
w
V A A
x
w V A A
y

+

=
` `

)
+

)
(B.6)

where,
124

( ) ( )
( ) ( )
( ) ( )
1
1
2 2
1
1
3 3
1
1
1
2
1
3
N
ij ij k k
k
k
N
ij ij k k
k
k
N
ij ij k k
k
k
A Q z z
B Q h h
D Q h h
=
=
=
=
(B.7)
and
ij
Q s are defined by the following relationship ( represents the ply angle of each
corresponding layer):

4 2 2 4
11 11 12 66 22
4 4 2 2
12 12 11 22 66
4 2 2 4
22 11 12 66 22
3 3
16 11 12 66 22 12 66
26 11 12 66
cos (2 )sin cos sin
(sin cos ) ( ) sin cos
sin (2 ) sin cos cos
(2 2 ) sin cos (2 2 ) sin cos
(2 2 )
Q Q Q Q Q
Q Q Q Q Q
Q Q Q Q Q
Q Q Q Q Q Q Q
Q Q Q Q

= + + +
= + + +
= + + +
=
=
3 3
22 12 66
2 2 4 4
66 11 22 12 66 66
sin cos (2 2 ) sin cos
2(2 2 4 ) sin cos (sin cos )
Q Q Q
Q Q Q Q Q Q

= + + +
(B.8)

in which the
ij
Q s are the stiffness constants defined by the material properties of the
composite plate:

1 23 32
11
12 21 23 32 13 31 21 32 13
2 13 31
22
12 21 23 32 13 31 21 32 13
1 21 31 23
12
12 21 23 32 13 31 21 32 13
44 23 55 31 66 12
(1 )

1 2
(1 )
1 2
( )
1 2
, ,
E
Q
E
Q
E
Q
Q G Q G Q G

=

+
=

= = =
(B.9)
where
1 2 3
, , and E E E are the Youngs modulus in the 1-, 2-, and 3-directions,
ij
s are the
Poissons ratio, and
23 31 12
, , and G G G are the shear modulus in the 2-3, 3-1, and 1-2
planes.

125
First, look at U ,
( )
0 0 0 1 1 1
U N N N V V M M M dxdy
= + + + + + + +
(B.10)
From earlier definitions of strains,

0 0 0
0
0 0 0 0
0
0 0 0 0 0 0
1
1
1
xx
yy
xy
xx
yy
xy
yz
xz
u w w
x x x
v w w
y y y
u v w w w w
y x x y x y
x
y
y x
w

+

= +
` `

)

+ + +

)

=
` `

)

+

)

=
`
)
y
w
x

+

`

+

)
(B.11)

Therefore,

( )
0 0 0 1 1 1
0 0 0 0 0 0
0 0 0 0 0 0 0
xx yy
xy x
U N N N V V M M M dxdy
u w w v w w
N N
x x x y y y
u v w w w w w
N V
y x x y x y x

= + + + + + + +
| | | |
= + + +
| |

\
\
| | | |
+ + + + + +
|

\
\
0
y xx yy xy
w
V M M M dxdy
y x y y x

|
| | | | | | | |
+ + + + + +
| | | |

\
\ \ \
(B.12)
126
Now integrating by parts, one has

( ) ( ) ( ) ( ) ( )
( ) ( )
( )
0 0 0 0
0 0 0 0 0 0 0 0
0 0
0 0
0 0 0 0
0
xx yy xy
S
x y xx yy xy
yy
xx
xx yy
xy
w w w w
U N u w N v w N u v w w
x y y x
V w V w M M M ds
N
N w w
u N w v N w
x x x y y y
N
v
x

| | | | | |
= + + + + + + +
| | |

\
\ \
+ + + + + +
| | | |
+ + +
| |

\
\
( )
( ) ( ) ( )
( ) ( ) ( ) ( )
( ) ( )
0 0
0 0 0
0 0
0 0 0 0
0 0 0
xy
xy xy
y
x
x y
yy xy xy
xx
xx xy yy xy xx yy xy x y
N
w w
N w u N w
x y y y x
V
V
w w V V
x y
M M M
M
dxdy
x y y x
w w w w
u N N v N N w N N N V V
x y y x

| | | |
+ + +
| |

\
\
+ + +

+ + + +

| |
= + + + + + + + + +
|

\
( ) ( )}
0 0
0 0 0 0
0
S
xx xy yy xy
xy xy yy
xx
y
x
xx xy xy yy
xy xy yy
xx
x y
M M M M ds
N N N
N
u v
x y x y
V
V w w w w
w N N N N
x y x x y y y y
M M M
M
V V
x y x

+ + + +
| | | |
+ + +
| |

\ \

| | | |
+ + + + + +
| |

\ \

| |
+ + + + + +
|

\
dxdy
y
| |
` |
\ )
(B.13)
On the other hand, the strain energy associated with the thermal stresses is:

( )
0 0 0 1 1 1 T T T T T T T
xx xx yy yy xy xy xx xx yy yy xy xy
U N N N M M M dxdy
= + + + + +
(B.14)

where the subscript T represents the force/moment caused by thermal effects, and
,
T T
ij ij
N M are determined by

127

1
11 12
12 22
1
66
11 12
12 22
66
0 ( , , )
0 ( , , )
0 0 ( , , )
0 ( , , )
0 ( , , )
0 0
k
k
T
xx xx N
z
T
yy yy
z
T
k
xy xy
k
T
xx xx
T
yy yy
T
xy xy
k
N Q Q T x y z
N Q Q T x y z dz
Q T x y z
M Q Q T x y z
M Q Q T x y z
M Q
+
=

=
` `

) )

=
`

)
1
1
( , , )
k
k
N
z
z
k
zdz
T x y z
+
=

`

)
(B.15)

For
T
U , following the same procedure as that in the derivation of U , one obtains

( )
( ) ( ) ( )
0 0 0 1 1 1
0 0 0 0
0 0 0 0 0 0 0 0
0
T T T T T T T
xx xx yy yy xy xy xx xx yy yy xy xy
T T T
xx yy xy
S
T T T
xx yy xy
T
xy
xx
U N N N M M M dxdy
w w w w
N u w N v w N u v w w
x y y x
M M M ds
N
N
u
x

= + + + + +
| | | | | |
= + + + + + + +
| | |

\
\ \
+ + + +
0
0 0 0 0
0
T T T
xy yy
T T T T
xx xy xy yy
T T T
T
xy xy yy
xx
N N
v
y x y
w w w w
w N N N N
x x y y y y
M M M
M
dxdy
x y x y
| | | |
+ +
| |
| |

\ \

| | | |
+ + + +
| |

\ \

| | | |

+ + + +
| |`
| |

\ \ )
(B.16)

The kinetic energy of the plate element is

( )
( )
2 2 2
0 0 0 0 0 0
1
2
( ) ( ) ( ) ( )
V
V
V
K u v w dV
K u u v v w w dV
u z u z v z v z w w dV

= + +
= + +
= + + + + + +

(B.17)

128
(
)
0 0 0 0 0 0
2
0 0 0 0 0 0
2
0 0 0
( ) ( ) ( ) ( )
V
u z u z v z v z w w dzdxdy
dz u u zdz u zdz u z dz dz v v
zdz v zdz v z dz dz w w dxdy

= + + + + + +

= + + + +
+ + + +

Define,

2
0 1 2
, , I dz I zdz I z dz = = =

(B.18)

Therefore,

(
)
(
2
0 0 0 0 0 0
2
0 0 0 0
0 0 0 1 0 1 0 2 0 0 0 1 0 1 0
2
K dz u u zdz u zdz u z dz dz v v
zdz v zdz v z dz dz w w dxdy
I u u I u I u I I v v I v I v
I

= + + + +
+ + + +
= + + + + + +
+ +

)
0 0 0
I w w dxdy

(B.19)
Integration by parts with respect to time t leads to

(
)
( ) ( ) ( )
( )
0 0 0 1 0 1 0 2 0 0 0 1 0 1 0
2 0 0 0
0 0 0 1 0 0 0 1 0 0 0 2 1 0
1 0 2
0 0 0 1 0 1 0 2 0
S
K I u u I u I u I I v v I v I v
I I w w dxdy
u I u I v I v I I w w I I u
I v I ds
I u u I u I u I I

= + + + + + +
+ +
= + + + + + +
+ +
+ + + +

(
)
(
)
0 0 1 0
1 0 2 0 0 0
0 0 0 1 0 1 0 2 0 0 0 1 0 1 0
2 0 0 0
S
v v I v
I v I I w w dxdy
I u u I u I u I I v v I v I v
I I w w ds

+
+ + +
= + + + + + +
+ +

129

( ) ( ) ( )
( ) ( )
0 0 0 1 0 0 0 1 0 0 0
1 0 2 1 0 2
u I u I v I v I w I w
I u I I v I dxdy

+ + + +
+ + + +

(B.20)

Substituting the expressions of U ,
T
U and K into the virtual displacement
condition 0
T
U U K + = and collecting similar terms, one has

( ) ( ) { 0 0 0 1 0 0 0 1
0 0 0 0 0 0
0
0 0
0
T T T T T
xx xy xx xy yy xy yy xy
S
T T
xx yy xy xx yy
T
xy x y
U U K u N N N N I u I v N N N N I v I
w w w w w w
w N N N N N
x y y x x y
w w
N V V I w
y x

+ = + + + + + + + + + + +
| | | | | | | | | |
+ + + + + +
| | | | |

\ \
\ \ \
| |
+ + + + +
|

\
( ) ( )}
0
2 1 0 1 0 2
0 0 0 1
0 0 0 1
0
T T T T
T
T
xy xy
xx xx
T T
xy yy xy yy
y
x
M M M M I I u M M M M I v I ds
N N
N N
u I u I
x y x y
N N N N
v I v I
x y x y
V
V
w
x y

+ + + + + + + + + + + +
| |

+ + +
|
|

\
| |
+ + + +
|
|

\

+ + +

0 0 0 0
0 0 0 0
0 0
1 0 2
T T
xx xy xx xy
T T
xy yy xy yy
T
T
xy xy
xx xx
x
T T
xy yy xy yy
y
w w w w
N N N N
x x y x y
w w w w
N N N N I w
y y y y y
M M
M M
V I u I
x y x y
M M M M
V I
x y x y

| |
+ + +
|

\
| |
+ + + +
|

\
| |

+ + + + +
|
|

\

+ + + + +

1 0 2
v I dxdy
| |
|`
|
\ )

(B.21)
130
Since the selections of
0 0 0
, , , , and u v w are arbitrary, the coefficients of
0 0 0
, , , , and u v w in the above expression must be zero, respectively. This
yields the governing equations of the plate

2 2
0
0 1 2 2
2 2
0
0 1 2 2
0 0 0 0
0 0 0 0
T
T
xy xy
xx xx
T T
xy yy xy yy
y T T x
xx xy xx xy
T T
xy yy xy yy
N N
N N u
I I
x y x y t t
N N N N
v
I I
x y x y t t
V
V w w w w
N N N N
x y x x y x y
w w w w
N N N N
y x y y y

+ + + = +

+ + + = +

| |
+ + + + +
|

\
| |
+ + + +

\
2
0
0 2
2 2
0
2 1 2 2
2 2
0
2 1 2 2
T
T
xy xy
xx xx
x
T T
xy yy xy yy
y
w
I
t
M M
M M u
V I I
x y x y t t
M M M M
v
V I I
x y x y t t
=
|

+ + + = +

+ + + = +

(B.22)

with the boundary conditions coming from line integrals:

( ) ( ) { 0 0 0 1 0 0 0 1
0 0 0 0 0 0
0
0 0
0 0
0
T T T T
S
T T
xx yy xy xx yy
T
xy x y
u N N N N I u I v N N N N I v I
w w w w w w
w N N N N N
x y y x x y
w w
N V V I w
y x
M

= + + + + + + + + + + +
| | | | | | | | | |
+ + + + + +
| | | | |

\ \
\ \ \

| |
+ + + + +
|

\
+
( ) ( )} 2 1 0 1 0 2
T T T T
M M M I I u M M M M I v I ds + + + + + + + + + + +

(B.23)

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Random Vibration Analysis of Higher-Order

Nonlinear Beams and Composite Plates

represents the axial force,

represent the damping factor and stiffness of the equivalent system.

of the equivalent linearized system

obtained in step (2) are substituted into Eq.(3.19) to Eq.(3.21) again

obtained in step (2) are substituted into Eq.(3.31) again to obtain a

= , we can rewrite an ARMA process

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