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Joint stationary response prediction of high-dimension strongly nonlinear systems with both uncertain parameters and stochastic excitation by solving FPK equation 求解FPK方程预测具有不确定参数和随机激励的高维强非线性系统联合平稳响应
IF 3 3区 工程技术 Q2 ENGINEERING, MECHANICAL Pub Date : 2025-07-01 DOI: 10.1016/j.probengmech.2025.103795
Yangyang Xiao , Lincong Chen , Zhongdong Duan , Jianqiao Sun
Uncertainties in system parameters and dynamic loading are pervasive in engineering and significantly influence the dynamic response of systems. While random response analysis has been studied since the 1960s, predicting responses for high-dimension strongly nonlinear systems under both types of uncertainties remains a significant challenge. This study extends a decoupled Fokker–Planck–Kolmogorov (FPK) equation approach to predict the joint stationary response of high-dimension strongly nonlinear systems with uncertain parameters under additive and/or multiplicative white noise excitations. Leveraging the law of total probability and the subspace method, the decoupled FPK equation governing the unconditional joint probability density function (PDF) of the state variables of interest are derived. These decoupled equations can effectively handle both uncertainties while avoiding the complications of high dimensionality and large numbers of uncertain parameters. Subsequently, the neural network-based methods combined with an efficient hypersphere sampling strategy are used to deal with the decoupled FPK equation, yielding non-Gaussian joint PDFs. Three examples, including the Rayleigh system, the inclined nonlinear cable system, and a high-dimension nonlinear base-isolation frame system with the maximum number of uncertain parameters up to 25, are studied for illustration. Extensive Monte Carlo simulation data validate the accuracy and efficiency of the proposed scheme. The results demonstrate that the proposed approach successfully captures the complex-shaped joint PDF of the strongly nonlinear system, even for the challenging five dimension case. Notably, parameter uncertainties can lead to a reduction of up to 20% in the peak PDF of the responses and an increase in the tail PDF by several orders of magnitude compared to deterministic systems.
系统参数和动载荷的不确定性在工程中普遍存在,对系统的动态响应有重要影响。虽然随机响应分析自20世纪60年代以来一直在研究,但预测两种不确定性下高维强非线性系统的响应仍然是一个重大挑战。本文扩展了一种解耦Fokker-Planck-Kolmogorov (FPK)方程方法,用于预测具有不确定参数的高维强非线性系统在加性和/或乘性白噪声激励下的联合平稳响应。利用总概率定律和子空间方法,导出了控制感兴趣状态变量无条件联合概率密度函数(PDF)的解耦FPK方程。这种解耦方程既能有效地处理不确定性,又能避免高维数和大量不确定参数的复杂性。然后,利用神经网络方法结合高效的超球采样策略对解耦FPK方程进行处理,得到非高斯联合pdf。通过对瑞利系统、倾斜非线性索系统和最大不确定参数达25个的高维非线性基础隔震框架系统三个实例的研究进行了说明。大量的蒙特卡罗仿真数据验证了该方案的准确性和有效性。结果表明,该方法成功地捕获了强非线性系统的复杂形状关节PDF,即使在具有挑战性的五维情况下也是如此。值得注意的是,与确定性系统相比,参数不确定性可导致响应的峰值PDF减少高达20%,而尾部PDF增加几个数量级。
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引用次数: 0
Variations in the reliability performance of free-form single-layer grid structures during deterministic optimization, and optimization method improvement 确定性优化过程中自由形式单层网格结构可靠性性能的变化及优化方法的改进
IF 3 3区 工程技术 Q2 ENGINEERING, MECHANICAL Pub Date : 2025-07-01 DOI: 10.1016/j.probengmech.2025.103813
Dong Li, Baoshi Jiang, Bowen Hou
Structural optimization can be categorized into deterministic optimization (DO) and reliability‐based design optimization (RBDO). Although RBDO yields designs with better reliability than DO, it incurs substantially greater computational costs. Existing studies typically compare the final outcomes of RBDO and DO, without examining how structural reliability evolves during DO. In this study, we track how the reliability of a free‐form single‐layer grid structure evolves during DO. The strain energy is adopted as the objective, and the probability density evolution method is used to compute the structural-response probability density function. Based on the observed trends, we propose an enhanced optimization strategy that balances the simultaneous improvements in the vertical and horizontal mechanical performance and reliability performance. The improved method is then applied to a cantilever‐type free‐form surface structure to assess its generality. The results indicate that the mechanical and reliability performances vary in the same manner along the load direction. Moreover, by improving the objective function, the proposed method effectively enhances both the mechanical and reliability performances under horizontal seismic and vertical loads. It achieves concurrent improvements in both directions and performs well across different structural types.
结构优化可分为确定性优化(DO)和基于可靠性的设计优化(RBDO)。虽然RBDO产生的设计比DO具有更好的可靠性,但它的计算成本要高得多。现有的研究通常比较RBDO和DO的最终结果,而没有研究DO过程中结构可靠性的演变。在这项研究中,我们跟踪了自由形式单层网格结构在DO过程中的可靠性演变。以应变能为目标,采用概率密度演化法计算结构-响应概率密度函数。基于观察到的趋势,我们提出了一种增强的优化策略,以平衡垂直和水平力学性能和可靠性性能的同时改进。然后将改进的方法应用于悬臂型自由曲面结构,以评估其普遍性。结果表明,沿荷载方向,结构的力学性能和可靠性均呈相同的变化规律。通过对目标函数的改进,有效地提高了结构在水平地震和竖向荷载作用下的力学性能和可靠性。它实现了两个方向的同步改进,并且在不同的结构类型中表现良好。
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引用次数: 0
A comparative analysis of intrusive and non-intrusive PCE methods for random mode computation 随机模态计算中侵入式与非侵入式PCE方法的比较分析
IF 3 3区 工程技术 Q2 ENGINEERING, MECHANICAL Pub Date : 2025-07-01 DOI: 10.1016/j.probengmech.2025.103792
Eric Jacquelin , Sondipon Adhikari , Denis Brizard
Random eigenmodes present a significant challenge in the analysis of uncertain dynamical systems, particularly when traditional Monte Carlo methods become computationally prohibitive for high-dimensional problems. While Polynomial Chaos Expansion (PCE) offers a promising alternative, the choice between intrusive (physics-based) and non-intrusive (data-driven) implementations remains a critical yet understudied decision. This paper presents the first comprehensive comparison of these PCE approaches for random eigenmode computation, examining their theoretical foundations, implementation complexities, and computational efficiency. Through systematic analysis of a three-degree-of-freedom system with varying uncertainty parameters, we demonstrate that intrusive PCE achieves superior accuracy for low-dimensional problems, while non-intrusive PCE shows better scalability for higher-dimensional systems. Our findings reveal a previously undocumented trade-off between implementation complexity and computational efficiency, establishing clear criteria for approach selection based on problem dimensionality and accuracy requirements. These insights extend beyond modal analysis to the broader field of uncertainty quantification in computational mechanics, providing practical guidelines for selecting optimal PCE strategies in various engineering applications. The methodological framework presented here opens new possibilities for efficient uncertainty analysis in large-scale dynamical systems.
随机特征模态在不确定动力系统的分析中提出了一个重大的挑战,特别是当传统的蒙特卡罗方法对高维问题的计算变得令人望而却步时。虽然多项式混沌展开(PCE)提供了一个很有前途的替代方案,但在侵入式(基于物理的)和非侵入式(数据驱动的)实现之间的选择仍然是一个关键但尚未得到充分研究的决定。本文首次对这些随机特征模计算的PCE方法进行了全面比较,考察了它们的理论基础、实现复杂性和计算效率。通过对具有不同不确定参数的三自由度系统的系统分析,我们证明了侵入式PCE在低维问题上具有更好的精度,而非侵入式PCE在高维问题上具有更好的可扩展性。我们的研究结果揭示了以前没有记录的实现复杂性和计算效率之间的权衡,建立了基于问题维度和精度要求的方法选择的明确标准。这些见解从模态分析扩展到计算力学中更广泛的不确定性量化领域,为在各种工程应用中选择最佳PCE策略提供了实用指南。本文提出的方法框架为大规模动力系统的高效不确定性分析开辟了新的可能性。
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引用次数: 0
Data-driven modeling of high-speed maglev track irregularity 高速磁浮轨道不平顺度数据驱动建模
IF 3 3区 工程技术 Q2 ENGINEERING, MECHANICAL Pub Date : 2025-07-01 DOI: 10.1016/j.probengmech.2025.103798
Junqi Xu , Zhanghang Chen , Qinghua Zheng , Fei Ni
Ensuring the stability of high-speed maglev trains hinges on track smoothness, which is influenced by track irregularities that act as key excitations for train vibrations. These irregularities, stemming from various factors including track design and environmental conditions, are unpredictable and dynamic. Current models often fail to accurately represent these irregularities, leading to unreliable dynamic analyses. This paper introduces a non-stationary, non-Gaussian stochastic process model, enhanced with Iterative Amplitude Adjusted Fourier Transform (IAAFT) and Time-series Generative Adversarial Network (TimeGAN) algorithms, to more accurately simulate track irregularities. The model’s ability to generate independent, high-fidelity data supports improved design, operation, and maintenance of maglev systems.
确保高速磁悬浮列车的稳定性取决于轨道的平整度,而轨道平整度是列车振动的关键激励因素。这些不规则现象是由各种因素造成的,包括轨道设计和环境条件,是不可预测的和动态的。目前的模型往往不能准确地表示这些不规则性,导致不可靠的动态分析。本文介绍了一种非平稳、非高斯随机过程模型,该模型采用迭代调幅傅立叶变换(IAAFT)和时间序列生成对抗网络(TimeGAN)算法进行增强,以更准确地模拟航迹不规则性。该模型生成独立、高保真数据的能力支持磁悬浮系统的改进设计、运行和维护。
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引用次数: 0
Influence of noise on First Passage Time maps and their use in damage detection 噪声对首次通过时间图的影响及其在损伤检测中的应用
IF 3.5 3区 工程技术 Q2 ENGINEERING, MECHANICAL Pub Date : 2025-07-01 DOI: 10.1016/j.probengmech.2025.103804
Kevin Theunissen , Vincent Denoël
Due to the aging of existing infrastructures and the growing of urbanisation among other things, Structural Health Monitoring has become a key element in various engineering fields. Numerous methods already exist to detect and localise damage to structures. However, the performances of such methods are reduced when subjected to unknown disturbances. In this paper, the influence of noise on a recent method based on the First Passage Time is studied. First, the description of the methodology is summarised and illustrated. Then, the efficacy of the method is assessed through four different scenarios. The first scenario considers the repeatability in identifying damage in ideal conditions, without any added noise. The other scenarios focus on the influence of additive loading (wind load) and measurement noise in detecting damage. It has been shown that the method excels in damage detection in each scenario. Indeed, even when the frequency change is approximately 1%, the method is still capable of identifying a small damage. However, in particular cases where the added measurement noise becomes too large, the method fails to distinguish the reference and damaged cases. Finally, due to the effectiveness of the bandpass filter in the processing of the method, the influence of wind load is limited, making the method efficient in detecting damage.
由于现有基础设施的老化和城市化进程的不断发展,结构健康监测已成为各个工程领域的关键因素。已经存在许多方法来检测和定位结构的损伤。然而,当受到未知干扰时,这种方法的性能会降低。本文研究了噪声对一种基于首次通过时间的新方法的影响。首先,对方法的描述进行了总结和说明。然后,通过四种不同的场景来评估该方法的有效性。第一种方案考虑了在理想条件下识别损伤的可重复性,没有任何额外的噪音。其他场景主要关注附加载荷(风荷载)和测量噪声对损伤检测的影响。实验结果表明,该方法在各种情况下都具有较好的损伤检测效果。事实上,即使频率变化约为1%,该方法仍然能够识别小损伤。但是,在附加测量噪声过大的特殊情况下,该方法无法区分参考和损坏情况。最后,由于该方法在处理过程中采用了有效的带通滤波器,使得风荷载的影响受到限制,使得该方法能够有效地检测出损伤。
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引用次数: 0
Mechanical and data-driven probabilistic model for axial strength of circular concrete-filled aluminum alloy tube short columns 圆形铝合金管状混凝土短柱轴向强度的力学和数据驱动概率模型
IF 3 3区 工程技术 Q2 ENGINEERING, MECHANICAL Pub Date : 2025-07-01 DOI: 10.1016/j.probengmech.2025.103808
Junlei Tang , Hao Cheng , Bo Yu
A mechanical and data-driven probabilistic model was proposed to overcome the limitation that traditional deterministic models are unable to rationally consider the influences of aleatory and epistemic uncertainties on the axial strength of circular concrete-filled aluminum alloy tube (CCFAT) short columns. Firstly, a deterministic model for the axial strength of CCFAT short columns was established based on the Lame's solution, the theory of elasticity, and the unified theory. Subsequently, a probabilistic model for axial strength of CCFAT short columns was developed by considering both probabilistic model parameters and systematic errors. Meanwhile, the posterior distributions of probabilistic model parameters were updated based on the Bayesian theory and the Markov Chain Monte Carlo method. Furthermore, the predictive performance of the proposed probabilistic model was validated by comparing it with experimental datasets and traditional deterministic models. Finally, the proposed probabilistic model's probability density function, cumulative distribution function, and confidence intervals were employed to calibrate traditional deterministic models. Analysis shows that the proposed probabilistic model not only has a satisfactory predictive performance in that it rationally describes the probabilistic characteristics of the axial strength of CCFAT short columns, but also provides a dependable method for calibrating the prediction accuracy of traditional deterministic models for the axial strength of CCFAT short columns.
针对传统确定性模型不能合理考虑随机不确定性和认知不确定性对圆形铝合金管混凝土短柱轴向强度影响的局限性,提出了一种力学和数据驱动的概率模型。首先,基于拉梅解、弹性理论和统一理论,建立了CCFAT短柱轴向强度的确定性模型;在此基础上,建立了考虑概率模型参数和系统误差的CCFAT短柱轴向强度概率模型。同时,基于贝叶斯理论和马尔可夫链蒙特卡罗方法更新了概率模型参数的后验分布。通过与实验数据集和传统确定性模型的比较,验证了该概率模型的预测性能。最后,利用该概率模型的概率密度函数、累积分布函数和置信区间对传统的确定性模型进行校正。分析表明,所提出的概率模型不仅合理地描述了CCFAT短柱轴向强度的概率特征,具有令人满意的预测性能,而且为传统的CCFAT短柱轴向强度确定性模型的预测精度提供了一种可靠的校正方法。
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引用次数: 0
Finite element limit analysis of undrained vertical bearing capacity of skirted foundations in anisotropic random cohesive soils 各向异性随机粘性土中裙边基础不排水竖向承载力的有限元极限分析
IF 3.5 3区 工程技术 Q2 ENGINEERING, MECHANICAL Pub Date : 2025-07-01 DOI: 10.1016/j.probengmech.2025.103829
Nibir Rahman , Lipon Paul
Skirted foundations consist of a raft with vertical skirts that trap soil beneath, enhancing load transfer, stability, and reducing settlement for floating structures like barges and buoys. While most studies have focused on skirted foundations in homogeneous cohesive soils, the effects of spatial variability have often been overlooked. This study addresses this gap by using Karhunen-Loeve expansion (KL) and Monte Carlo Simulation (MCS) to investigate the probabilistic impact of undrained shear strength variability on skirted foundations, employing finite-element meshes for upper and lower-bound analyses. Various coefficients of variation and correlation length-to-footing width ratios are explored, with comparisons to previous studies using local average subdivision (LAS) and Cholesky decomposition (CD) techniques. The results provide probabilistic safety factors to ensure acceptable failure probabilities for skirted foundations under varying soil conditions. The study also finds that anisotropic soil behavior requires higher safety factors than isotropic conditions.
裙边基础由一个带有垂直裙边的木筏组成,它可以将土壤困在下面,增强荷载传递、稳定性,并减少驳船和浮标等浮动结构的沉降。虽然大多数研究都集中在均匀粘性土壤中的裙边基础上,但空间变异性的影响往往被忽视。本研究通过使用Karhunen-Loeve展开(KL)和蒙特卡罗模拟(MCS)来研究不排水剪切强度变化对裙边基础的概率影响,采用有限元网格进行上限和下限分析,从而解决了这一差距。研究了不同的变异系数和相关的长度-基础宽度比,并与先前使用局部平均细分(LAS)和Cholesky分解(CD)技术的研究进行了比较。计算结果提供了概率安全系数,以保证在不同土壤条件下裙边基础可接受的破坏概率。研究还发现,各向异性土壤特性比各向同性条件需要更高的安全系数。
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引用次数: 0
Successive Pareto simulation method for efficient structural reliability analysis 结构可靠度分析的连续Pareto模拟方法
IF 3.5 3区 工程技术 Q2 ENGINEERING, MECHANICAL Pub Date : 2025-07-01 DOI: 10.1016/j.probengmech.2025.103819
Rodrigo S. de Oliveira, Mariella F. de L.O. Santos, Silvana M.B. Afonso, Renato de S. Motta
The Monte Carlo (MC) method is a traditional approach for structural reliability analysis, known for its robustness in terms of accuracy. However, it can be inefficient when the sample size needs to be very large to obtain an adequate estimate. A novel approach, named successive Pareto simulation (SPS), is proposed to reduce the number of failure function evaluations in structural engineering problems, in which variables can be grouped into capacity and demand, by employing an efficient selection procedure on the MC sample. The proposed approach uses the Pareto optimality concept to obtain a small subset of the sample, formed mainly by points within the failure domain, thus considerably reducing the number of function evaluations while maintaining accuracy. Five benchmark problems and three structural problems are solved to validate the proposed method. Compared to MC, the reduction in the number of function evaluations varied from 95.61 % to 99.93 %. SPS also showed good results compared to variance reduction methods presented in the literature, requiring up to 77.31 %, 98.38 %, and 85.18 % fewer function evaluations than importance sampling, subset simulation, and the improved cross-entropy-based importance sampling, respectively. Moreover, although the selection procedure of SPS is applied to traditional MC in this work, it can also be applied to other simulation-based methods to enhance their efficiency.
蒙特卡罗(MC)方法是一种传统的结构可靠性分析方法,以其精度方面的鲁棒性而闻名。然而,当样本量需要非常大才能获得足够的估计时,它可能是低效的。提出了一种新的方法,即连续帕累托模拟(SPS),通过对MC样本进行有效的选择,减少了结构工程问题中可将变量分为容量和需求的失效函数评估的数量。该方法利用Pareto最优性概念获得样本的一个小子集,主要由故障域内的点组成,从而在保持准确性的同时大大减少了函数评估的次数。通过对5个基准问题和3个结构问题的求解,验证了该方法的有效性。与MC相比,功能评估次数减少了95.61%至99.93%。与文献中提出的方差缩减方法相比,SPS也显示出良好的结果,与重要性抽样、子集模拟和改进的基于交叉熵的重要性抽样相比,SPS所需的函数评估分别减少了77.31%、98.38%和85.18%。此外,虽然本工作将SPS的选择过程应用到传统的MC中,但也可以将其应用到其他基于仿真的方法中,以提高其效率。
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引用次数: 0
Efficient survival probability determination of nonlinear multi-degree-of-freedom oscillators with fractional derivatives and subject to non-stationary excitation 非平稳激励下具有分数阶导数的非线性多自由度振子的有效生存概率确定
IF 3 3区 工程技术 Q2 ENGINEERING, MECHANICAL Pub Date : 2025-07-01 DOI: 10.1016/j.probengmech.2025.103801
João G.C.S. Duarte, Ketson R.M. dos Santos
Determining the survival probability of nonlinear dynamical systems subject to random excitation is a persistent challenge in engineering dynamics, and addressing this challenge requires efficient and accurate mathematical and numerical methodologies. To this end, we propose a semi-analytical technique for estimating the survival probability of a nonlinear/hysteretic multi-degree-of-freedom (MDOF) oscillator endowed with fractional derivatives, subject to non-stationary excitation. In this technique, n single-degree-of-freedom (SDOF) oscillators with time-dependent effective damping and stiffness terms are determined based on the variances of the system response displacement and velocity, approximated using statistical linearization. These oscillators govern the dynamics of the response of each degree of freedom (DOF) of an n-DOF nonlinear/hysteretic oscillator. Novel expressions for the effective properties of the SDOF oscillators are proposed, incorporating an appropriate approximation for Caputo’s fractional derivative using hypergeometric functions. Additionally, approximated closed-form expressions are derived for the transition probability density function of the response amplitude process, enabling the estimation of conditional probabilities along the time domain at minimal computational cost, which is necessary for approximating the survival probability. To assess the accuracy and computational performance of the proposed methodology, we consider numerical examples involving a hardening Duffing, a softening stiffness, and a Bouc–Wen MDOF oscillator with fractional derivatives and subject to a non-stationary excitation with a non-separable evolutionary power spectrum. Comparisons with Monte Carlo simulation data are included to evaluate the accuracy and computational performance of the proposed approach.
确定受随机激励的非线性动力系统的生存概率是工程动力学中的一个长期挑战,解决这一挑战需要有效和准确的数学和数值方法。为此,我们提出了一种半解析技术来估计具有分数阶导数的非线性/滞后多自由度(MDOF)振荡器在非平稳激励下的生存概率。在该技术中,根据系统响应位移和速度的方差确定n个具有时变有效阻尼和刚度项的单自由度(SDOF)振荡器,并使用统计线性化进行近似。这些振子控制着n-DOF非线性/滞后振荡器的每个自由度(DOF)的响应动力学。利用超几何函数对卡普托分数阶导数进行了适当的近似,提出了SDOF振子有效性质的新表达式。此外,导出了响应振幅过程的过渡概率密度函数的近似封闭表达式,使得在时域上以最小的计算代价估计条件概率,这是近似生存概率所必需的。为了评估所提出方法的准确性和计算性能,我们考虑了涉及硬化Duffing,软化刚度和具有分数阶导数的Bouc-Wen MDOF振荡器的数值示例,并受到具有不可分离进化功率谱的非平稳激励。并与蒙特卡罗模拟数据进行了比较,以评估所提出方法的准确性和计算性能。
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引用次数: 0
Stochastic analysis model for metro vehicle-floating slab track coupled system considering shear hinges 考虑剪切铰的地铁车辆-浮板轨道耦合系统随机分析模型
IF 3 3区 工程技术 Q2 ENGINEERING, MECHANICAL Pub Date : 2025-07-01 DOI: 10.1016/j.probengmech.2025.103811
Weihua Fu , Yu Guo , Baomin Wang
To analyze the stochastic vibration characteristics of the metro vehicle-track coupled system, this paper proposed a time-varying stochastic vibration model of the metro vehicle-floating slab track system. Based on the theory of vehicle-track coupled dynamics, a vertical coupled dynamic model is developed, incorporating the shear hinge devices at the ends of the floating slab track. Simulation results shows that the shear hinge constraints effectively reduce the vertical wheel-rail dynamic interaction. Thus, car body mass, fastener stiffness, and steel spring stiffness are selected as random parameters, while the random track irregularities serve as the external excitation source for the system. Both impacts of the internal and external randomness on the vibration characteristics of the coupled system are simulated. Critical random parameter values are determined by the combination of random simulation and number theory method. The effects of different random parameters with varying variation coefficients on the vertical car body acceleration and the wheel-rail interaction force are simulated and compared. Through the probability density evolution method (PDEM), the vibration characteristics of the car body acceleration caused by random track irregularities are analyzed. The results demonstrate that the established stochastic vibration model can be used for the randomness analysis of the metro vehicle-floating slab track coupled system. The vehicle-dynamic responses indicate that running safety and riding comfort are subject to greater impact. In addition, among these random parameters, the car body mass has the most significant impact on the vehicle-track dynamic interaction.
为了分析地铁车辆-轨道耦合系统的随机振动特性,提出了地铁车辆-浮板轨道系统的时变随机振动模型。基于车辆-轨道耦合动力学理论,建立了考虑浮板轨道两端剪切铰装置的垂向耦合动力学模型。仿真结果表明,剪切铰约束有效地减小了轮轨垂直动力相互作用。因此,选取车身质量、紧固件刚度和钢弹簧刚度作为随机参数,随机轨道不规则度作为系统的外部激励源。模拟了内部随机性和外部随机性对耦合系统振动特性的影响。采用随机模拟和数论相结合的方法确定了关键随机参数值。模拟比较了不同变异系数随机参数对车身垂直加速度和轮轨相互作用力的影响。通过概率密度演化法(PDEM),分析了随机轨道不平整引起的车身加速度振动特性。结果表明,所建立的随机振动模型可用于地铁车辆-浮板轨道耦合系统的随机性分析。车辆的动态响应表明,行驶安全性和乘坐舒适性受到较大的影响。此外,在这些随机参数中,车身质量对车轨动力交互作用的影响最为显著。
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引用次数: 0
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Probabilistic Engineering Mechanics
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