Muutke küpsiste eelistusi

E-raamat: Bayesian Methods for Structural Dynamics and Civil Engineering [Wiley Online]

(University of Macau, China)
  • Formaat: 320 pages
  • Ilmumisaeg: 28-Apr-2010
  • Kirjastus: John Wiley & Sons Inc
  • ISBN-10: 470824565
  • ISBN-13: 9780470824566
  • Wiley Online
  • Hind: 227,32 €*
  • * hind, mis tagab piiramatu üheaegsete kasutajate arvuga ligipääsu piiramatuks ajaks
  • Formaat: 320 pages
  • Ilmumisaeg: 28-Apr-2010
  • Kirjastus: John Wiley & Sons Inc
  • ISBN-10: 470824565
  • ISBN-13: 9780470824566
Yuen (Department of Civil and Environmental Engineering, the University of Macau) introduces some recently developed Bayesian probabilistic methods and applications used in civil engineering and structural dynamics. The methods are developed for the identification of dynamical systems, but some of them are also applicable to static systems. The book deals with two levels of system identification problems: parametric identification with a specified model class, and the selection of model class. Civil engineering applications are described, including air quality prediction, finite-element model updating, hydraulic jump, and seismic attenuation relationships. The book begins with a literature review of applications in engineering and an introduction to basic concepts of conditional probabilities and the Bayes Theorem. Subsequent chapters introduce Bayesian methods for updating the mathematical models of dynamical systems, and discuss the problem of model updating with eigenvalue-eigenvector measurements. A final chapter covers Bayesian model class selection. About 20 pages of mathematical appendices are provided. Annotation ©2010 Book News, Inc., Portland, OR (booknews.com) Bayesian methods are a powerful tool in many areas of science and engineering, especially statistical physics, medical sciences, electrical engineering, and information sciences. They are also ideal for civil engineering applications, given the numerous types of modeling and parametric uncertainty in civil engineering problems. For example, earthquake ground motion cannot be predetermined at the structural design stage. Complete wind pressure profiles are difficult to measure under operating conditions. Material properties can be difficult to determine to a very precise level – especially concrete, rock, and soil. For air quality prediction, it is difficult to measure the hourly/daily pollutants generated by cars and factories within the area of concern. It is also difficult to obtain the updated air quality information of the surrounding cities. Furthermore, the meteorological conditions of the day for prediction are also uncertain. These are just some of the civil engineering examples to which Bayesian probabilistic methods are applicable.Familiarizes readers with the latest developments in the field Includes identification problems for both dynamic and static systems Addresses challenging civil engineering problems such as modal/model updating Presents methods applicable to mechanical and aerospace engineering Gives engineers and engineering students a concrete sense of implementation Covers real-world case studies in civil engineering and beyond, such as: structural health monitoring seismic attenuation finite-element model updating hydraulic jump artificial neural network for damage detection air quality prediction Includes other insightful daily-life examples Companion website with MATLAB code downloads for independent practice Written by a leading expert in the use of Bayesian methods for civil engineering problemsThis book is ideal for researchers and graduate students in civil and mechanical engineering or applied probability and statistics. Practicing engineers interested in the application of statistical methods to solve engineering problems will also find this to be a valuable text.MATLAB code and lecture materials for instructors available at http://www.wiley.com/go/yuen
Preface xi
Acknowledgements xiii
Nomenclature xv
1 Introduction 1
1.1 Thomas Bayes and Bayesian Methods in Engineering
1
1.2 Purpose of Model Updating
3
1.3 Source of Uncertainty and Bayesian Updating
5
1.4 Organization of the Book
8
2 Basic Concepts and Bayesian Probabilistic Framework 11
2.1 Conditional Probability. and Basic Concepts
12
2.1.1 Bayes' Theorem for Discrete Events
13
2.1.2 Bayes' Theorem for Continuous-valued Parameters by Discrete Events
15
2.1.3 Bayes' Theorem for Discrete Events by Continuous-valued Parameters
17
2.1.4 Bayes' Theorem between Continuous-valued Parameters
18
2.1.5 Bayesian Inference
20
2.1.6 Examples of Bayesian Inference
24
2.2 Bayesian Model Updating with Input–output Measurements
33
2.2.1 Input–output Measurements
33
2.2.2 Bayesian Parametric Identification
34
2.2.3 Model Identifiability
35
2.3 Deterministic versus Probabilistic Methods
40
2.4 Regression Problems
43
2.4.1 Linear Regression Problems
43
2.4.2 Nonlinear Regression Problems
47
2.5 Numerical Representation of the Updated PDF
48
2.5.1 General Form of Reliability Integrals
48
2.5.2 Monte Carlo Simulation
49
2.5.3 Adaptive Markov Chain Monte Carlo Simulation
50
2.5.4 Illustrative Example
54
2.6 Application to Temperature Effects on Structural Behavior
61
2.6.1 Problem Description
61
2.6.2 Thermal Effects on Modal Frequencies of Buildings
61
2.6.3 Bayesian Regression Analysis
64
2.6.4 Analysis of the Measurements
66
2.6.5 Concluding Remarks
68
2.7 Application to Noise Parameters Selection for the Kalman Filter
68
2.7.1 Problem Description
68
2.7.2 Kalman Filter
68
2.7.3 Illustrative Examples
71
2.8 Application to Prediction of Particulate Matter Concentration
77
2.8.1 Introduction
77
2.8.2 Extended-Kalman-filter based Time-varying Statistical Models
80
2.8.3 Analysis with Monitoring Data
87
2.8.4 Conclusion
98
3 Bayesian Spectral Density Approach 99
3.1 Modal and Model Updating of Dynamical Systems
99
3.2 Random Vibration Analysis
101
3.2.1 Single-degree-of-freedom Systems
101
3.2.2 Multi-degree-of-freedom Systems
102
3.3 Bayesian Spectral Density Approach
104
3.3.1 Formulation for Single-channel Output Measurements
105
3.3.2 Formulation for Multiple-channel Output Measurements
110
3.3.3 Selection of the Frequency Index Set
115
3.3.4 Nonlinear Systems
116
3.4 Numerical Verifications
116
3.4.1 Aliasing and Leakage
117
3.4.2 Identification with the Spectral Density Approach
122
3.4.3 Identification with Small Amount of Data
126
3.4.4 Concluding Remarks
127
3.5 Optimal Sensor Placement
127
3.5.1 Information Entropy with Globally Identifiable Case
128
3.5.2 Optimal Sensor Configuration
129
3.5.3 Robust Information Entropy
130
3.5.4 Discrete Optimization Algorithm for Suboptimal Solution
131
3.6 Updating of a Nonlinear Oscillator
132
3.7 Application to Structural Behavior under Typhoons
138
3.7.1 Problem Description
138
3.7.2 Meteorological Information of the Two Typhoons
140
3.7.3 Analysis of Monitoring Data
142
3.7.4 Concluding Remarks
152
3.8 Application to Hydraulic Jump
152
3.8.1 Problem Description
152
3.8.2 Fundamentals of Hydraulic Jump
153
3.8.3 Roller Formation-advection Model
153
3.8.4 Statistical Modeling of the Surface Fluctuation
154
3.8.5 Experimental Setup and Results
155
3.8.6 Concluding Remarks
159
4 Bayesian Time-domain Approach 161
4.1 Introduction
161
4.2 Exact Bayesian Formulation and its Computational Difficulties
162
4.3 Random Vibration Analysis of Nonstationary Response
164
4.4 Bayesian Updating with Approximated PDF Expansion
167
4.4.1 Reduced-order Likelihood Function
172
4.4.2 Conditional PDFs
172
4.5 Numerical Verification
174
4.6 Application to Model Updating with Unmeasured Earthquake Ground Motion
179
4.6.1 Transient Response of a Linear Oscillator
179
4.6.2 Building Subjected to Nonstationary Ground Excitation
182
4.7 Concluding Remarks
186
4.8 Comparison of Spectral Density Approach and Time-domain Approach
187
4.9 Extended Readings
189
5 Model Updating Using Eigenvalue–Eigenvector Measurements 193
5.1 Introduction
193
5.2 Formulation
196
5.3 Linear Optimization Problems
198
5.3.1 Optimization for Mode Shapes
199
5.3.2 Optimization for Modal Frequencies
199
5.3.3 Optimization for Model Parameters
200
5.4 Iterative Algorithm
200
5.5 Uncertainty Estimation
201
5.6 Applications to Structural Health Monitoring
202
5.6.1 Twelve-story Shear Building
202
5.6.2 Three-dimensional Six-story Braced Frame
205
5.7 Concluding Remarks
210
6 Bayesian Model Class Selection 213
6.1 Introduction
213
6.1.1 Sensitivity, Data Fitness and Parametric Uncertainty
216
6.2 Bayesian Model Class Selection
219
6.2.1 Globally Identifiable Case
221
6.2.2 General Case
225
6.2.3 Computational Issues: Transitional Markov Chain Monte Carlo Method
228
6.3 Model Class Selection for Regression Problems
229
6.3.1 Linear Regression Problems
229
6.3.2 Nonlinear Regression Problems
234
6.4 Application to Modal Updating
235
6.5 Application to Seismic Attenuation Empirical Relationship
238
6.5.1 Problem Description
238
6.5.2 Selection of the Predictive Model Class
239
6.5.3 Analysis with Strong Ground Motion Measurements
241
6.5.4 Concluding Remarks
249
6.6 Prior Distributions — Revisited
250
6.7 Final Remarks
252
Appendix A: Relationship between the Hessian and Covariance Matrix for Gaussian Random Variables 257
Appendix B: Contours of Marginal PDFs for Gaussian Random Variables 263
Appendix C: Conditional PDF for Prediction 269
C.1 Two Random Variables
269
C.2 General Cases
273
References 279
Index 291
Ka-Veng Yuen is an Associate Professor of Civil and Environmental Engineering at the University of Macau. His research interests include random vibrations, system identification, structural health monitoring, modal/model identification, reliability analysis of engineering systems, structural control, model class selection, air quality prediction, non-destructive testing and probabilistic methods. He has been working on Bayesian statistical inference and its application since 1997. Yuen has published over sixty research papers in international conferences and top journals in the field. He is an editorial board member of the International Journal of Reliability and Safety, and is also a member of the ASCE Probabilistic Methods Committee, the Subcommittee on Computational Stochastic Mechanics, and the Subcommittee on System Identification and Structural Control of the International Association for Structural Safety and Reliability (IASSAR), as well as the Committee of Financial Analysis and Computation, Chinese Association of New Cross Technology in Mathematics, Mechanics and Physics. Yuen holds an M.S. from Hong Kong University of Science and Technology and a Ph.D. from Caltech, both in Civil Engineering.