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Random field finite elements

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TLDR
In this article, the probabilistic finite element method (PFEM) is formulated for linear and non-linear continua with inhomogeneous random fields, and the random field is also discretized.
Abstract
The probabilistic finite element method (PFEM) is formulated for linear and non-linear continua with inhomogeneous random fields. Analogous to the discretization of the displacement field in finite element methods, the random field is also discretized. The formulation is simplified by transforming the correlated variables to a set of uncorrelated variables through an eigenvalue orthogonalization. Furthermore, it is shown that a reduced set of the uncorrelated variables is sufficient for the second-moment analysis. Based on the linear formulation of the PFEM, the method is then extended to transient analysis in non-linear continua. The accuracy and efficiency of the method is demonstrated by application to a one-dimensional, elastic/plastic wave propagation problem and a two-dimensional plane-stress beam bending problem. The moments calculated compare favourably with those obtained by Monte Carlo simulation. Also, the procedure is amenable to implementation in deterministic FEM based computer programs.

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Citations
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Journal ArticleDOI

Global sensitivity analysis using polynomial chaos expansions

TL;DR: In this article, generalized polynomial chaos expansions (PCE) are used to build surrogate models that allow one to compute the Sobol' indices analytically as a post-processing of the PCE coefficients.
Journal ArticleDOI

High-Order Collocation Methods for Differential Equations with Random Inputs

TL;DR: A high-order stochastic collocation approach is proposed, which takes advantage of an assumption of smoothness of the solution in random space to achieve fast convergence and requires only repetitive runs of an existing deterministic solver, similar to Monte Carlo methods.
Journal ArticleDOI

The stochastic finite element method: Past, present and future

TL;DR: A state-of-the-art review of past and recent developments in the SFEM area and indicating future directions as well as some open issues to be examined by the computational mechanics community in the future are provided.
Journal ArticleDOI

Meshfree and particle methods and their applications

TL;DR: A survey of mesh-free and particle methods and their applications in applied mechanics can be found in this article, where the emphasis is placed on simulations of finite deformations, fracture, strain localization of solids; incompressible as well as compressible flows; and applications of multiscale methods and nano-scale mechanics.
Journal Article

Fast numerical methods for stochastic computations: A review

TL;DR: This paper presents a review of the current state-of-the-art of numerical methods for stochastic computations, with a particular emphasis on those based on generalized polynomial chaos (gPC) methodology.
References
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Journal ArticleDOI

The stochastic finite-element method

TL;DR: In this article, a generic stochastic finite-element method for modeling structures is proposed as a means to analyze and design structures in a probabilistic framework, which is applied in structures discretized with the finite element methodology, and an estimate of the probability of failure based on known and established procedures in second-moment reliability analysis is made with the aid of a transformation to gaussian space of the random variables that define structural reliability.
Journal ArticleDOI

Analysis and synthesis

John M. Watts
- 01 Feb 1985 - 
Book

The art of simulation

K. D Tocher