BOUNDS ON RESPONSE VARIABILITY O P

STOCHASTIC F I N I T E ELEMENT SYSTEMS

By George Deodatis, 1 Associate Member, ASCE

ABSTRACT: A methodology is developed to evaluate the spectral-distribution-free

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upper bounds of the response variability of stochastic systems. The structural sys-
tems examined consist of linearly elastic trusses and frames subjected to static
loads. The computation of these bounds is achieved by extending the notion of
the "variability-response function" of a stochastic system to trusses and frames
analyzed by the finite element method. The variability-response function presents
many similarities to the frequency-response function used in random-vibration
analysis. Specifically, the variance of a specific response quantity is calculated as
the integral of the product of the power-spectral-density function describing the
stochastic properties of the system multiplied by the variability-response function
of the response quantity. Of equal importance is that this work provides insight
into the underlying mechanisms controlling the response variability of stochastic
truss and frame structures and an analytical basis on which the analysis can be
extended to two-dimensional structures such as plates and shells.

INTRODUCTION

A stochastic system is defined herein as any structural system that pos-

sesses uncertainties in its material properties and/or geometry. Then, the
analysis of the response variability of stochastic systems consists of evalu-
ating the probabilistic characteristics of the response of such systems sub-
jected to deterministic or random loads.
A small number of analytic solutions to such problems are available, mainly
for simple linearly elastic structures under static loads (Shinozuka 1987; Bucher
and Shinozuka 1988; Kardara et al. 1989). The majority of research work
in this area, however, has focused on developing various stochastic finite
element methods (SFEM) to obtain the solutions numerically. The most widely
used SFEM approach is based on mean-centered-perturbation techniques
(Cambou 1975; Baecher and Ingra 1981; Handa and Andersson 1981; Hisada
and Nakagiri 1981, 1985; Liu et al. 1986, 1987). Unfortunately, perturbation
techniques have two major disadvantages. First, they can be empirically shown
to be sufficiently accurate only for small values of the coefficient of variation
of the stochastic properties of the system; and second, it has been found that
the perturbation-based methodology is insufficient to deal with the variation
of time-history response due to an uncertain natural circular frequency, as
stated in Vanmarcke et al. (1986). A more recently developed SFEM ap-
proach is based on the Neumann expansion of the inverse of the stiffness
matrix of the system (Shinozuka and Deodatis 1988; Yamazaki et al. 1988).
In this regard, not only are Monte Carlo simulation-based SFEM used in
validating the perturbation and other approximate methods, but also in con-
junction with the Neumann-expansion technique as an integral part of the
solution method.
'Res. Assoc, Dept. of Civ. Engrg. and Operations Res., Princeton Univ., Prince-
ton, NJ 08544.
Note. Discussion open until August 1, 1990. To extend the closing date one month,
a written request must be filed with the ASCE Manager of Journals. The manuscript
for this paper was submitted for review and possible publication on February 16,
1989. This paper is part of the Journal of Engineering Mechanics, Vol. 116, No.
3, March, 1990. ©ASCE, ISSN 0733-9399/90/0003-0565/$1.00 + $.15 per page.
Paper No. 24429.
565

J. Eng. Mech. 1990.116:565-585.

 The present work develops a methodology for evaluating the spectral-dis-
tribution-free upper bounds of the response variability of stochastic systems,
specifically of trusses and frames under static loads. The computation of
these bounds is achieved by extending the notion of the "variability-response
function" of a stochastic system introduced in Deodatis and Shinozuka (1989)
to trusses and frames analyzed by the finite element method. The variability-
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response function presents many similarities to the frequency-response func-

tion used in random-vibration analysis. Of equal importance is that this work
provides insight into the underlying mechanisms controlling the response
variability of stochastic truss-and-frame structures and an analytical basis on
which the analysis can be extended to two-dimensional structures such as
plates and shells.

STOCHASTIC ELEMENT STIFFNESS MATRIX

Truss Element
Consider the truss element shown in Fig. 1(a) with two degrees of free-
dom. Assume that the elastic modulus of the element varies randomly along
its length according to the following form:
EM(x) = Etf[l +fie\x)] (1)
(e)
where Eff = the mean value of the elastic modulus; and f (x) = a one-
dimensional, univariate, zero-mean, homogeneous stochastic field. To avoid
the possibility of obtaining nonpositive values of the elastic modulus, the
stochastic field /<<0(x) is assumed to be bounded as follows:
- 1 +T,S/W(X) - tl (2a)
0 s x < L(e) . . . . (2b)

Ui u

x= 0 L<e
(a)

M3j-1
A"3t-1
u
"3t-2 3j-2

U3i
(b)
z = 0

FIG. 1. (a) Truss Element; and (6) Beam-Column Element

566

J. Eng. Mech. 1990.116:565-585.

 where -n must satisfy the condition 0 < r\ < 1.
Using the standard finite element analysis methodology based on the prin-
ciple of stationary potential energy, e.g. Segerlind (1984), the element nodal-
displacement vector is denoted by
U w =[«,-«/ (3)
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and the element stiffness matrix can be written in the following form:
K w = K^e> + Xtf • AK&° .. (4)
where
... A^Etf r i - I "
*V = -&r-l-\
A<!
1J <5)
*T>(e) Eo 1 -1 ...
AK = (6)
° ~W'[-i IJ
XQe) is a random variable defined as

Xtf = fe\x)dx (7)

Jo
and y4(e) and L w = cross-sectional area and the length of the element, re-
spectively.
Note that matrix Kj,e) = the mean value of matrix K(e) since random vari-
able Xo° has mean value equal to zero, as can be easily seen from Eq. 7.
Equivalently, it can be said that matrices Ko° and X^ • AK&0 = the deter-
ministic and stochastic parts of the element stiffness matrix K w , respec-
tively.

BEAM-COLUMN ELEMENT

Consider the beam-column element shown in Fig. 1(b) with six degrees
of freedom. Assume that the elastic modulus of the element varies randomly
along its length according to Eqs. 1 and 2. Using again standard finite ele-
ment analysis methodology based on the principle of stationary potential en-
ergy, the element nodal-displacement vector is denoted by
u w = [a3,-2 ua-i a3i a3j-2 "3,-1 u3J\T (8)
and the element stiffness matrix can be written in the following form:
K w = K&° + Xtf • AK&° + Xf • AK$e) + X? • AK£> ; (9)
where
~AE0/L 0 0 -(AEa/L) 0 0
0 12(E0I/L3) 6L(.E0I/L3) 0 -12(£„//L3) 6L(E0I/L3)
0 6L(E0I/L3) 4L2(E0I/L3) 0 -6L(E0I/L3) 2L2(E0I/L3)
-(AEJL) 0 0 AE0/L 0 0
0 -12(E0I/L3) -6i(£ 0 //L 3 ) 0 12(£0//L3) -6L{EaI/L3)
0 6L(E0I/L3) 2L\E0I/L3) 0 -6L(£0//L3) 4L\E0I/L3) _

567

J. Eng. Mech. 1990.116:565-585.

 AEJL2 0 0 -(AE0/Z.2) 0 0
0 36£ (£0//L6)
2
24L\E„I/L6) 0 -36L2(E0I/L6) 12L\E„I/L6)
0 24L (B„//L6)
3
16L\E„I/L6) 0 -24L3(£„//L6) SL\E0I/L")
AKJ," -AE0/L2 0 0 AEJL1 0 0 (11)
0 -36Z.2(E0//I6) -24L 3 (E„//t 6 ) 0 36L\E0I/L6) -12£,3(£„//Z,6)
0 12L (£„//£6)
3
8I (£„//£ 6 )
4 0 -\2L\E„I/Li) 4L (£0//L6) .
4
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0 o 0 0 0
0 -144L(£ 0 //L 6 ) -84L2(£:o//Z.6) 144i(£,,//L 6 ) -60L2(£0//i6)
0 -84i2(£0//i6) -48L 3 (£ 0 //i 6 ) S4L2(E0I/L6) -36L\E0I/L6)
AK(," = (12)
0 0 0 0 0
0 144L(£ 0 //L 6 ) 84L 2 (E 0 //i 6 ) -144i(£0//i )6 60L\E0I/L6)
0 -60L\E0I/L6) -36L 3 (£„//L 6 ) 0 6QL2(E0I/LS) -24L 3 (£ 0 //L 6 )

"0 0 0 0 0 0
o 144(£„//L6) 12L(E0I/L6) 0 -144(£0//£-6) 72L(E0I/L6)
o 12L(EJ/L") 36L\E0I/L6) 0 -72L(E0I/L6) 36L\E0I/L6) (13)
AK?
o 0 0 0 0 0
o -144(£0//L6) -72L(E0I/L6) 0 144(£ 0 //i 6 ) -12L{E0I/L6)
o 12L(E0I/L6) 36L2(E„//Z,6) 0 -12L(EJ/L6) 36L\E0I/L6)
Xie), and X20 are random variables defined as

/<e)(x)dc (14)
Jo

fJ
X?' = xfe\x)dx (15)

Jo (16)

and EQ, L, A, and / stand for E0'\ LM, Al'\ and Iie\ respectively, for the
sake ofJosimplicity in the notation. Lie), A{e), and I(e) = length, cross-sectional
area, and cross-sectional moment of inertia of the element, respectively.
Note again that matrix Koe) = mean value of matrix K<e) since random
variables X0e\ X('\ and X1? have mean value equal to zero. Equivalently, it
can be said that matrices Koe> and Xf • AK0<° + X? • AK?° 4- Xf A K ? '/'"" =
deterministic and stochastic parts of the element stiffness matrix K(e) re-
spectively.

STOCHASTIC GLOBAL-STIFFNESS MATRIX

The stochastic element stiffness matrix of the truss element (Eq. 4) and
the corresponding one of the beam-column element (Eq. 9) have both been
derived in a local coordinate system. To assemble the global-stiffness matrix
of the structure, both matrices have to be transformed into a global coor-
dinate system.

Truss Element
Fig. 2(a) shows the local coordinate system (x,y) of the truss element, the
global coordinate system (x, v), and the corresponding two sets of displace-
568

J. Eng. Mech. 1990.116:565-585.

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«2i-l

"3,-1

«3,-l"

«3;-2

"3i, U3i

FIG. 2. The Two Sets of Nodal Displacements (in Local and Global Coordinates)
for (a) the Truss Element; and (b) the Beam-Column Element

ments. Note that the element is oriented at an angle 8 from the jc-axis. The
element nodal-displacement vector in the global-coordinate system is given
by
U (e) = [«2,--i «2/ Uy-i U2j\T (17)
and the element stiffness matrix in the global coordinate system is expressed
as
K<«> = K « + z w . AK#> (18)
where
Ugo = Twjj(e)T(«) (19)

AK M = T W A jj( e ) T («) (20)

and
rji(c) cos 6 sin 8 0 0
(21)
0 0 cos 8 sin I

569

J. Eng. Mech. 1990.116:565-585.

 Note that X%\ Kg0, and AKg° have been defined in Eqs. 7, 5, and 6, re-
spectively.

Beam-Column Element
Fig. 2(b) shows the local coordinate system (x,y) of the beam-column
element, the global coordinate system (x, y), and the corresponding two sets
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of displacements. Note that the element is oriented at an angle 6 from the

x-axis. The element nodal-displacement vector in the global coordinate sys-
tem is given by
U<<0 = [« 3 ,_ 2 K3,_i Ua U3J-2 % - l "3/f (22)

and the element-stiffness matrix in the global coordinate system is expressed

as
Kw = KM + xu. A K w + X («). AK w + Xf. AKw (23)

where
K<f> = TCe)rK^Tw (24)
AKg° = TCe)rAKg°Tw (25)
(
AK,<° = T ^ A K ^ T ^ (26)
AKg° = T (e)r AK^T w (27)
and

cos e sin 9 0 0 0 0
—sin 0 cos 9 0 0 0 0
rW 0 0 1 0 0 0
(28)
0 0 0 cos 9 sin 9 0
0 0 0 -sin 6 cos 9 0
0 0 0 0 0 1

Note that Xg°, Xf\ Xf, Kg0, AKg°, AK^, and AKg° have been defined in
Eqs. 14, 15, 16, 10, 11, 12, and 13, respectively.

Global-Stiffness Matrix
Using the standard finite element analysis methodology, the global-stiff-
ness matrix K is assembled as follows:
Ne
K
= E K(e) (29)

where Ne = total number of finite elements; and K w = extended version of

the element stiffness matrix in global coordinates.
Finally, after introducing the appropriate boundary conditions, the equa-
tions of equilibrium in the global coordinate system are given by
KU = P (30)

570

J. Eng. Mech. 1990.116:565-585.

 where U = global nodal-displacement vector; and P = deterministic global
force vector, which is calculated according to the standard finite element
analysis methodology.

ANALYSIS OF RESPONSE VARIABILITY OF NODAL DISPLACEMENTS

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It has been indicated in Eq. 30 that the equations of equilibrium in the

global coordinate system can be written in the following form:
KU = P •. (31)
where the global stiffness matrix K involves random variables Xeh which
have the following form:

x'~Ye\x)dx (32)
Jo
where
e= 1,2, ...,Ne (33)
»= l.JV, (34)
[ l for trusses]
A (i:>)
' [3 for frames]
From Eq. 32 it is obvious that the mean values of random variables Xel;
e = 1,2, ...,Ne;i= 1, N„ denoted by Xei; e = 1, 2, ..., Ne; and i = 1,
Nt are all equal to zero
Xel = 0 (36a)
e = 1, 2, ..., Ne (36b)
i = 1, N, (36c)
Another obvious conclusion drawn from Eq. 31 is that the global nodal-
displacement vector U will also be a function of random variables Xel; e =
1, 2, ..., Ne; and i = 1, N,
U = \J(Xel; e = 1,2,,..,Ne;i = 1,N,) (37)
Denoting now by U0 and Ko the values of the global nodal-displacement
vector and global stiffness matrix evaluated at Xei; e = 1, 2, ..., Ne; and i
= 1, Nt, respectively, the following relation holds between U0 and Ko:
U0 = Ko-'P (38)
Consider now the first-order approximation of the Taylor expansion of
function U around the mean values of random variables Xel; e = 1, 2, ...,
Ne; and i = 1, Nt

u s u
o + 2 2 ex* - XJ dXe, (39)

where the symbol [ ]E denotes evaluation at the mean values of random

variables Xel; e = 1, 2, ..., Ne; and i = 1, Nt.
571

J. Eng. Mech. 1990.116:565-585.

 [dU/3Xe,]£ appearing in Eq. 39 can be calculated by partially differen-
tiating Eq. 31 with respect to Xei and then evaluating the result at Xei; e =
1, 2, . . . , Ne; and i = 1, N, to obtain
dU 3K
= -V dX„
U0 (40)
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Substituting now Eq. 40 into Eq. 39, the following result is obtained:
K Ni
u u 3K
= o- EE v Un " Xei (41)

Hence, the first-order approximation of the mean value and the covatiance
matrix of U are now easily evaluated as
€[U] = U0 (42)
r
Cov [U,U] = e[(U - Uo)(U - U0) ]
Ne N, Nt Ni
' dK " 9K
= 2 2 2 2 Ko1
e i = l e 2 = l i'i=l r'2=l
_OA,, 1 / 1 _ £
U 0 UJ
_dXe2i2_
(KQ ) • elXe^-XeyJ (43)

Using Eq. 32, the expected value shown in Eq. 43 can be written

^i,^} = I I gf-^-'et/^O/^feMi^ (44)

Making now the reasonable assumption that
e[/ ( e i ) (£i)/ t e ) (y] = 0 for c, * e2 (45)
and considering that all finite elements are characterized by the same sto-
chastic field f(x)
e [ / w ( £ , ) / w ( y ] = e[/(£i)/(S2)] = Rff& " &) for « = 1, 2, ..., JV, . . . . (46)
the expected value appearing in Eq. 43 can be written
-2.M ,!<«>

J o Jo
fi1"1^"1*^! - &W62 (47)

where Rff(£) - autocorrelation function of stochastic field f(x). Now, taking

into account that

Rff® = J Sff(K)e^dK (48)

where S^(K) = power-spectral-density function of stochastic field/(x), the

expression appearing in Eq. 47 can be written in the following form:

e{XehXei2}=\ Sff(K)\ iT'^'dSi-J tg^e-'^d&dK. (49)

Substituting now Eq. 49 into Eq. 43, the following expression is obtained
for the covariance matrix of U:
572

J. Eng. Mech. 1990.116:565-585.

 Cov [U,U] = f W - | £ I V [j^l U0UJ [£.1 (Ko_1)r
J-» e=l M=l (2=1 LO A «'iJ£ LOA^J
-Z.W ,.£«)

J Q-^dti •I &-le~'K^2dK (50)

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o Jo
Then, the variance vector of U consisting of the diagonal elements of the
covariance matrix of U is found as
/•" AT, JV,- Nt I
dia dK dK
Var[U] = SJ(K) • 2 E 2 S( ^ U0 K?1 U0
dX.i,
J-« e = l i i = l i'2=l V

J o
rli'1
|T V*^, •
Jo
,-£<«>
fr'e-'^dK (51)

where "diag( )" represents a diagonal matrix whose diagonal components

consist of the vector within the parentheses.
Eq. 51 can be written in a more condensed form as

Var[U] = I 5#(K)V(K)rfK (52)

J — oo

where
^^^ / . raxi ,
V(K) = ESEdiag(Ko-' U0
e = l i'i = l i'2=l

SK
•Ko- g'rv*^, • gf-V"^ (53)
dXei o Jo
The number of components of vector V(K) is obviously equal to the total
number of degrees of freedom of the structure. Each component of V(K) is
interpreted as the first-order approximation of the variability-response func-
tion (Deodatis and Shinozuka 1989) at the corresponding degree of freedom
of the structure. It is a straightforward task to show that all components of
vector V(K) are real and even functions of K.

Trusses
Using Eqs. 29 and 18 and the fact that JV, = 1 for trusses, vector V(K)
shown in Eq. 53 can be written, after some algebra, in the following form
for a truss:
N,
d 2(1 - cos KDe>)
V(K) = 2 iag (Ko-'AK^Uo) • K^AKJ?>U0 (54)

where AKo = extended version of the matrix defined in Eq. 20.

Frames
Using Eqs. 29 and 23 and the fact that Nt = 3 for frames, vector V(K)
shown in Eq. 53 can be written, after some algebra, in the following form
for a frame:
573

J. Eng. Mech. 1990.116:565-585.

 N, 3 3
V dia
W =E 2 E 8 (Ko'AK^.Uo)
e=l ii=l i2=l
!
• K^'AKgL^o • (e«*,G«fe + WeilWei2) (55)
where
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1
gei = - • sin KLM (56)
K

Qe2 = —. • (cos KL W + KL W • sin KL W - 1) (57)

K

fie3 = -7' [2KL W • cos KL W + (K2Z,("2 - 2) • sin KL W ] (58)

K

Wel = - • (1 - cos KL W ) (59)

K

We2 = -r • (sin KL W - KZ,<£) • cos KL(B)) (60)

K

We3 = -r • [2KL(e) • sin KLM + (2 - K2L(e)2) • cos KL W - 2] (61)

K

and AKQ', AK^, and AK2e) — extended versions of the matrices defined in
Eqs. 25, 26, and 27, respectively.

Spectral-Distribution-Free Bounds of Response Variability

Since all components of vector V(K) as well as Sff(K) are even functions
of K, Var[U] given by Eq. 52 can be written

Var[U] = 2 Sff(K.)V(K)dK (62)

Jo
Therefore, the variance vector of U will be a function of the particular
form of the power spectral density 5^(K). Unfortunately, beyond a reasonable
estimation of its mean value (which is usually assumed to be zero without
loss of generality) and coefficient of variation, very little information is usu-
ally available about the probabilistic characteristics of the stochastic field
f(x). It is this unavailability of detailed information that makes it engineer-
ing-wise very significant to establish "spectral-distribution-free" bounds of
the response variability of the system.
It has already been stated that the number of components of vector V(K)
is equal to the total number of degrees of freedom of the structure and that
each component of V(K) is interpreted as the first-order approximation of
the variability-response function (Deodatis and Shinozuka 1989) at the cor-
responding degree of freedom of the structure. Accordingly, the following
expression is written for vector V(K):
V(K) = [^(K)! 2 |V2(K)|2 ... \VNd(K)\T (63)

574

J. Eng. Mech. 1990.116:565-585.

 where Nd = total number of degrees of freedom of the structure; and | V,(K)|2
= first-order approximation of the variability-response function at the rth
degree of freedom of the structure.
According to Eq. 54, |V,(K)|2; (' = 1,2, ..., Nd will always be nonnegative
for trusses, in spite of the fact that we are dealing with a first-order ap-
proximation. However, this is not the case for frames where, according to
Eq. 55, |y,(K)|2; i = 1, 2, ..., Nd are not necessarily nonnegative. This
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negativity is possibly observed for larger values of the wave number K where
|V,(K)|2; I = 1,2, ..., Nd approach zero and where the effect of the system
stochasticity on the response variability becomes increasingly less signifi-
cant, as demonstrated by Shinozuka (1987). In the following, |V,(K)|2; i =
1, 2, ..., Nd are assumed to be nonnegative for any value of K. If any one
of them is indeed found to be negative for some values of K, it is set equal
to zero at those values.
For any form of the power spectral density Sff(K), the following relation
holds:

2
f
Jo
Sff(K)dK = <j2ff

Jo <r = standard deviation of stochastic field f(x) or equivalently the

where
(64)

ff
coefficient of variation of the elastic modulus. Using now Eq. 62, it is a
straightforward task to show that the variance of the rth nodal displacement
assumes its maximum value for the following form of the power spectral
density 5^(K):

W = --(#-8(K - K*) 0 < K < oo (65)

where 8( ) is Dirac's delta function; and K,* = wave number at which |VJ(K)|2
takes its maximum value
|y,<Kf )|2 > |VXK)| 2 0 < K < O O (66)

The maximum value of the variance of the ith nodal displacement Var[w,];
i = 1, 2, ..., Nd is then obtained as
maximum {Var[w,]} = <r}- |V;(i<f)|2; i = 1, 2, ..., Nd (67)
The expression shown in Eq. 67 can be interpreted as an upper bound for
the variance
Var[«,] < <£• |y,(Kf)|2; i = 1, 2 Nd (68)
or the standard deviation
Std[«,] < aff- |V,(K?)|; i=l,2,...,Nd (69)
for any form of the power-spectral-density function 5 # (K). Obviously, it fol-
lows from Eq. 69 that the upper bound of the coefficient of variation of the
ith nodal displacement COV [«,] with nonzero expected value is given by
Std[«J |V,(K,*)|
COV [«,] = — i - f < % - T 7 1 T ; i=U2,...,Nd (70)
|e{«;}| |e{u,}|
575

J. Eng. Mech. 1990.116:565-585.

 It is emphasized that the upper bounds given in Eqs. 68, 69, and 70 do
not depend on the power-spectral-density or autocorrelation function of the
stochastic field/(x) and in this sense they are "spectral-distribution-free" or
"correlation-function-free" bounds.
For later purposes, COV [W,(K)] is defined as
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COV[«,<K)] = <Tff-!~; 0<K<«; i = 1, 2, ...,Nd (71)

\mi\
with the spatial variability of the elastic modulus described by the following
power-spectral-density function, for every value of the wave number K ap-
pearing in Eq. 71:

Sff(.k) = ~ • a2ff- 8(K - K) 0 < K < oo (72)

Finally, it should be noted that when calculating the spectral-distribution-

free bounds of the response variability, the condition set in Eq. 2 is valid
for the following values of aff:
1 -T,
°**—r (73)
V2

ANALYSIS OF RESPONSE VARIABILITY OF INTERNAL FORCES

The internal nodal forces of finite element (/) are given by

§(/) = £(/)£,(/> = Ka)T(/)u(/> (74)
From Eq. 74, it is obvious that S</) = a function of random variables Xei;
e = 1, 2, . . . , Ne; and i = 1, Nt
§<° = Sv)(Xei.; e = 1,2,. ..,N,; i = l.JV,-) (75)
Consider now the first-order approximation of the Taylor expansion of
function S (/) around the mean values of random variables Xel; e = 1, 2, . . . ,
Ne; and i = 1, N,
N, N,
3S^'
s<"s*sy> + 2 2 > - - x r i ) dX.i
(76)

where S^) = value of SV) evaluated at Xei; e = 1, 2 Ne; and / = 1,

N,
The quantity [SS^'/dX,,.-];? appearing in Eq. 76 can be calculated by par-
tially differentiating Eq. 74 with respect to Xei to obtain
asV) 3KV) m ... _m mau
V)
(/) (/)
= T U + K^T^' (77)
dXel dXei dXei
or equivalently using the Kronecker delta symbol

= 8/e T ^ W + K^T^ (78)

dXei 3Xei 8Xei
576

J. Eng. Mech. 1990.116:565-585.

 and then evaluating Eq. 78 at Xei; e = 1, 2, . . . , Ne; and i = 1, N,

= 8 / e -AKST ( / W ) + K^)T'•(/) (79)

. dXei. dXel _
Substituting now Eq. 79 into Eq. 76, the following result is obtained:
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Nt

N, N,

+ 22 W" dX„
* A,,.- (80)

Hence, the first-order approximation of the mean value and the covariance
matrix of S^' are now easily evaluated as
etS^] = 8jf) (81)
v
Cov [§P,§ff>] = e[(S > - S W > ~ %Pf]

= 2 2 AK^, T^WW'WAKf^teJ
11=1 i 2 = l

dV^
+ 2 2 A^.TVW T«V.e{Xfl<Xfi2}
l'l = l 12=1 L«yr2.

+ E E Koa>T(/)
ii=l i'2=l .Mfn.
T
"fltf0"
N, N< N,

+ 2 2 2 s ^. dX , _ e E . sxel _ E
e=l /|=1 '2=1

= 2i + 2 2 + £ 3 + £ 4 (82)

The four terms of the expression for Cov [S V) , S^'], S 1 ; 22> 2 3 , and 2 4
will be calculated now using the expressions given in Eqs. 40 and 49

J-°= / r l i2=l

# " V1*^, • g~ V*d&rfic (83)

Jo Jo

222 = - f sff(K) • f E A K ^ ^ W I K O - 1 9X
Uo
J-=» i,=l i,= l I A2- E J©
,Ltf) itf)
_,
• T^Kf • ef e**^i • ^"'e-^fedK (84)
Jo Jo

23 = ^(K)-ff Ko^Ko 1 dK
Uo [Continued]
> i!=l ij=l LdXft. £ J ©

577

J. Eng. Mech. 1990.116:565-585.

 (85)
Jo Jo

dK'
^4= I ^ W - E i E ^ ' T ^ f K o 1 dX„;
U0
> e=l ( , = 1 i'2=l ( E J®
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7, LW L<
r raKi i r r "
• Ko"1 — - U0 T^ESf? • #-V1*^, • ?r 'e-'^^K (86)
In Eqs. 83-86, symbol { }@ denotes the following: Although the number
of components of vector { } is obviously equal to the total number of degrees
of freedom of the structure, { }© is a vector having only the components of
{ } corresponding to the degrees of freedom of element (/).
Then, the variance vector of S a ) consisting of the diagonal elements of
the covariance matrix of S^' can be eventually written

VartS^] = | Sff(K)V¥\K)dK (87)

where

il = l ( 2 = 1

o Jo
(V; Nt r
dia
- 2 2 S ( A K ^ T ^ W ^ T ^ Ko" U0
!| = 1 12=1 •fil. E J©

o Jo

- X 2 dias (^'W ^'[T^I UO] W^W

(,=K 2 =I V I L°%j£ J©/

0 Jo
Ne N, N,

+ EIEdiag(Ko/,T^K0- dK
'* n Uol W'T^
e = l (,= 1 ( 2 = 1 V L^«(,JB ©

Ko" (88)
dXei - £ J © Jo Jo
The number of components of vector V ^ ' ( K ) is obviously equal to the
number of degrees of freedom of finite element ( / ) . Each component of
V£°(K) is interpreted as the first-order approximation of the variability-re-
sponse function of the corresponding internal nodal force of finite element
( / ) . It is a straightforward task to show that all components of vector
V¥\K) are real and even functions of K.

578

J. Eng. Mech. 1990.116:565-585.

 Trusses
Using Eqs. 29 and 18 and the fact that Nt = 1 for trusses, vector V / ' ( K )
shown in Eq. 88 can be written, after some algebra, in the following form
for a truss:

V$°(K) = diag ( A K ^ ' T ( / W ) ) A K 0 V ) T V W ) . ^ - Z ^ l ^ l

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- diag (AK^T^WjKo^'T^HKo-'AKo^'Uolg)-^1 " C ° S ^

K

- diag (K0^)T^){KoAKoV)U0}@)AK0^'T^>UoV) • 2 ( 1 ~ ™ KLV))

+ E diag (KPTV^m^QWlPT*"

, ., ,, , 2(1 - cos KL(<))

•{Ko-'AK<e,Uo}©-^ i (89)
K

where AKo0 or AKJ^ is the extended version of the matrix defined in Eq.
20.

Frames
Using Eqs. 29 and 23 and the fact that AT, = 3 for frames, vector
V7'(K) shown in Eq. 88 can be written, after some algebra, in the following
form for a frame:

dia
VKV) = 2 S S ( A K ^ T ^ U ^ A K ^ T ^ W ' • {QfilQfn + WfllWfl2)
'1 = 1 (2=1

3 3
dia
- E E S (AKJP.iyW^KSr'T^^Ko-'AK^.Uaf© • (j^.fi^ + W ^
(l=l i2=l

3 3
dia
- S E 8 (Koa,T(/){Ko-IAK^1Uo}0)AK^1Tv)Uov) • ( e A 2 A + W ^ )
'1 = 1 ' 2 = 1

AT, Ni Ni

+E E E <Kag(Ky>l^{K0-1AK?L1Uo}©)K{pIV)-{K0-,AKgi1Uafa>
•(Gw,fi* + WeilWe,-2) (90)
where the gs and Ws were defined in Eqs. 56-61 and AK&° or AK^,
AK(!e) or AK^' and AK£° or AK^> are the extended versions of the matrices
defined in Eqs. 25, 26, and 27, respectively.

Spectral-Distribution-Free Bounds of Response Variability

The following expression can be written for vector V^'CK):
V/>(K) = ['vK'ool2 |y£(K)|2 ... |v$(K)| 2 f (91)

579

J. Eng. Mech. 1990.116:565-585.

 where Nf = number of degrees of freedom of finite element (/);,and
I^^'CK)! 2 = first-order approximation of the variability response function of
the rth internal nodal force of finite element (/).
According to Eqs. 89 and 90, IV^'CK)!2; i = 1, 2, . . . , Nf are not neces-
sarily nonnegative. This negativity is possibly observed for larger values of
the wave number K where |y^'(K)|2; i = 1, 2, ..., Nf approach zero and
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where the effect of the system stochasticity on the response variability be-
comes increasingly less significant, as demonstrated by Shinozuka (1987).
In the following, I V ^ K ) ! 2 ; i = 1, 2, . . . , Nf are assumed to be nonnegative
for any value of K. If any one of them is indeed found to be negative for
some values of K, it is set equal to zero at those values.
Following the same procedure as the one used for obtaining the spectral-
distribution-free bounds of the response variability of nodal displacements,
the following expressions are established for the upper bound of the variance
of the ith internal nodal force of finite element (/), Var^K']; i = 1, 2, . . . ,
N/.
VarfSY'] == <£. |y<f>(K,*)|2; i = 1, 2, ..., Nf (92)
and for the upper bound of the standard deviation:
Std[SK>] ss <jr \VT(*?)\; i=l,2,...,Nf (93)
for any form of the power spectral density 5 # (K). K,* is the wave number at
which l^rf^K)!2 takes its maximum value:
|V<P(K?)|2 a |Vjf>(K)|2 0< K< oo (94)
Obviously, it follows from Eq. 93 that the upper bound of the coefficient
of variation of the fth internal nodal force of finite element (/), COV
[S^] with nonzero expected value is given by
St(
rvwra/h
a ) V [ f l =W ] V IVW)!
; . , „
M ' W '=1.2.-.^ (95)
It is emphasized again that the upper bounds given in Eqs. 92, 93, and
95 do not depend on the power-spectral-density or autocorrelation function
of the stochastic field f(x) and in this sense they are "spectral-distribution-
free" or "correlation-function-free" bounds.
For later purposes, COV [ ^ ' ( K ) ] is defined as

COV[S"RK)] = % - ^ - ^ 0<K<°° ; i = 1,2, ...,Nf (96)

with the spatial variability of the elastic modulus described by the following
power-spectral-density function, for every value of the wave number K ap-
pearing in Eq. 96:

5 # (K) = - • (jff- 8(K - K) 0< K< co (97)

NUMERICAL EXAMPLE

The structure considered is the three-story three-bay frame shown in Fig.

3, having 16 nodes and 21 elements. There are three degrees of freedom at
580

J. Eng. Mech. 1990.116:565-585.

 ^ 4 © © 12 a si 16

® 15 (21
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© 7 ai 11 17 15

© a4 20

© © ic © 1<

© © © ©

1 5 13
ffmrmp mmmr VWffff» immm
4.0 m 4.0 m 4.0 m

E
1.2 m

Elements: 4, 10, 16,

5, 11, 17,
6, 12, 18 -

tet25 'm
Elements: 1, 7, 13, 19 —• 0.55 m x 0.55 m (cross-section)
Elements: 2, 8, 14, 20 - • 0.50 m x 0.50 m (cross-section)
Elements: 3, 9, 15, 21 -> 0.45 m X 0.45 m (cross-section)

FIG. 3. Three-Story Three-Bay Frame

each node resulting in 48 degrees of freedom in the whole structure. The

loading consists of a horizontal force equal to 106 N applied at node 4. The
mean value of the elastic modulus is chosen to be E0 = 2 • 1010 Pa while its
coefficient of variation is set equal to aff = 0.10.
Using now Eqs. 55, 63, and 71, the first-order approximation of the ab-
581

J. Eng. Mech. 1990.116:565-585.

 0.35 r 1 1 1 1 1 1 —1——r
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0.00 2.00 4.00 6.00 8.00 10.00

Wave Number K (rad/m)

FIG. 4. (a) |V 19 (K)| • 0.362• 101 or COV [K, 9 (K)]; (b) |V 20 (K)| • 0.754• 103 or COV [H 20 (K)];
and (c) |v2l(K)| • 0.562 • 102 or COV [« 2 I (K)]

solute value of the variability-response function |V,(K)| and COV [W,(K)] are
plotted as a function of wave number K in Fig. 4 for degrees of freedom i
= 19, 20, 21.
Then, using Eqs. 90, 91, and 96, the first-order approximation of the
absolute value of the variability response function of internal nodal forces
|V$P(K)| and COV [S^V)]; i = 1, 2, 3 are plotted as a function of wave
number K in Fig. 5 for element 3 ( / = 3).
In order now to calculate the spectral-distribution-free upper bounds of the
response variability of the structure (Eqs. 70 and 95), the values of K* (i =
1,2, ...,Nd for Eq. 70 and / = 1, 2, . . . , Nf for Eq. 95) have to be cal-
culated. Since this calculation cannot be performed analytically, the values
of K,* are computed graphically from Figs. 4 and 5. It should be pointed out
that it is not possible that K,* be larger than 10 rad/m (the maximum value
of the wave number plotted in Figs. 4 and 5), since it is very easy to show
that both V(K) and V^'(K) possess the property
lim V(K) = 0; lim V / V ) = 0 (98)

Then, the following values are established for the spectral-distribution-free

upper bounds of the response variability of the structure:
COV [M,9] < 0.028; K* = 0 COV [5?'] < 0.051; K* = 0 (99a)
COV [u20] s 0.321; K* = 0 COV [Sf>] < 0.059; K* = 0 (992>)
3)
COV [u21] < 0.091; K* = 0 COV [$ ] < 0.066; K* = 0 (99c)
582

J. Eng. Mech. 1990.116:565-585.

 g(3) -&• s
(3)

©
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0.07

0.06

0.05

0.04

0.03

0.02

0.01 -

0.00
0.00 2.00 4.00 6.00 8.00 10.00
Wave Number K (rad/m)

FIG. 5. (a) \V$(K)\-6A9-\0-7 or COV [ S f V ) ] ; (b) |V<|>(K)|-4.69-1 IT 7 or COV

3) 7 3)
$ ( K ) ] ; (C) |Vg>(K)| • 3.12 • NT or COV [£ (K)]

It is interesting to note that the upper bound of the coefficient of variation

for w2o is considerably higher than the coefficient of variation of the elastic
modulus dff. Although a specific value was chosen for % (% = 0.10), any
other value satisfying Eq. 73 can be used in the analysis. A very small
positive value is usually assigned to t\ to avoid the possibility of obtaining
nonpositive values of the elastic modulus, according to Eq. 2.
Finally, it should be noted that the central processing unit (CPU) time
necessary to calculate the first-order approximation of the variability-re-
sponse function of all the degrees of freedom of the structure and all the
internal forces at a specific value of the wave number K is only 125 s on a
Sun 4 computer.

IMPORTANCE OF VARIABILITY-RESPONSE FUNCTION

The first-order approximations of the variability-response-function vectors

V(K) (Eq. 53) and V ^ V ) (Eq. 88) play a major role in understanding the
583

J. Eng. Mech. 1990.116:565-585.

 underlying mechanisms controlling the response variability of a stochastic
system.
It is of particular interest to note that according to Eqs. 52 and 87, the
variability-response function behaves similarly to the frequency-response
function in random-vibration analysis. It is then a straightforward task to
examine the importance of the form of the power-spectral-density function
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Sff(\<.) and the influence of the correlation distance of stochastic field f(x) on
the response variability of a stochastic system [e.g. Shinozuka and Deodatis
(1988)]. Finally, it should be pointed out that no Gaussian assumption is
made for stochastic field f(x).

CONCLUSIONS

A methodology to evaluate the spectral-distribution-free upper bounds of

the response variability of stochastic truss and frame structures was devel-
oped. The computation of these bounds was achieved by extending the no-
tion of the "variability-response function" of a stochastic system introduced
in Deodatis and Shinozuka (1989) to trusses and frames analyzed by the
finite element method. The variability-response function presents many sim-
ilarities to the frequency-response function used in random-vibration anal-
ysis. Of equal importance, this work provided insight into the underlying
mechanisms controlling the response variability of stochastic truss-and-frame
structures and an analytical basis on which the analysis can be extended to
two-dimensional structures such as plates and shells.

ACKNOWLEDGMENTS

This work was supported by the National Science Foundation under Grant
No. CES-8813923 with Dr. S.-C. Liu as Program Director. The writer wishes
to profoundly thank Professor Masanobu Shinozuka for his valuable com-
ments on this work.

APPENDIX I. REFERENCES

Baecher, G. B., andlngra, T. S. (1981). "Stochastic FEM in settlement predictions."

J. Geotech. Engrg. Div., ASCE, 107(4), 449-463.
Bucher, C. G., and Shinozuka, M. (1988). "Structural response variability II." J.
Engrg. Mech., ASCE, 114(12), 2035-2054.
Cambou, B. (1975). "Applications of first-order uncertainty analysis in the finite
elements method in linear elasticity." Proc. 2nd Int. Conf. on Applications of Sta-
tistics and Probability in Soil and Struct. Engrg., Aachen, West Germany, 67-
87.
Deodatis, G., and Shinozuka, M. (1989). "Bounds on response variability of sto-
chastic systems." J. Engrg. Mech., ASCE, 115(11), 2543-2563.
Handa, K., and Andersson, K. (1981). "Application of finite element methods in
the statistical analysis of structures." Proc, 3rd Int. Conf. on Struct. Safety and
Reliability, Trondheim, Norway, 409-417.
Hisada, T., and Nakagiri, S. (1981). "Stochastic finite element method developed
for structural safety and reliability." Proc, 3rd Int. Conf. on Struct. Safety and
Reliability, Trondheim, Norway, 395-408.
Hisada, T., and Nakagiri, S. (1985). "Role of stochastic finite element method in
structural safety and reliability." Proc. 4th Int. Conf. on Struct. Safety and Reli-
ability, Kobe, Japan, Vol. I, 385-394.
584

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 Kardara, A., Bucher, C. G., and Shinozuka, M. (1989). "Structural response vari-
ability m , " J. Engrg. Mech., ASCE, 115(8), 1726-1747.
Liu, W. K., Belytschko, T., and Mani, A. (1986). "Probabilistic finite elements for
nonlinear structural dynamics." J. Computer Methods in Applied Mech. and Engrg.,
56(1), 61-81.
Liu, W. K., Mani, A., and Belytschko, T. (1987). "Finite element methods in prob-
abilistic mechanics." J. Probabilistic Engrg. Mech., 2(4), 201-213.
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Segerlind, L. J. (1984). Applied finite element analysis. John Wiley and Sons, New
York, N.Y.
Shinozuka, M. (1987). "Structural response variability." J. Engrg. Mech., ASCE,
113(6), 825-842.
Shinozuka, M., and Deodatis, G. (1988). "Response variability of stochastic finite
element systems." / . Engrg. Mech., ASCE, 114(3), 499-519.
Vanmarcke, E., et al. (1986). "Random fields and stochastic finite elements." J.
Struct. Safety, 3(3 + 4), 143-166.
Yamazaki, F., Shinozuka, M., and Dasgupta, G. (1988). "Neumann expansion for
stochastic finite element analysis." J. Engrg. Mech., ASCE, 114(8), 1335-1354.

APPENDIX II. NOTATION

The following symbols are used in this paper:

A = cross-sectional area;
E = elastic modulus;
/ = cross-sectional moment of inertia;
K = stiffness matrix;
P = force vector;
Rjf = autocorrelation function;
S = internal nodal-force vector;
Sff = power-spectral-density function;
T = transformation matrix;
U = nodal-displacement vector;
V = variability-response function (nodal displacements);
Yp — variability-response function (internal nodal forces); and
e = expectation.

585

J. Eng. Mech. 1990.116:565-585.