Rozprawy doktorskie na temat „NONLINEAR RANDOM VIBRATION ANALYSIS”

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.
Ph. D.

In recent years the use of inflatable dams has become more widespread throughout the world. Various people have done studies on the shape and membrane tension of these structures; however, only a few authors have considered dynamic behavior. Due to the nature of the applications and the material composition of these structures, a study considering the dynamic response of an inflatable dam is warranted.

In this study, the equation of motion for an air-inflated dam is derived, then solved using the Galerkin approximation method. The solution is performed for a one-term approximation and a two-term approximation, where both solutions use a sine function to approximate the deflected shape of the dam. Frequencies and amplitudes are calculated and presented in tables and plots for the first four modes, and three different values of the central angle of the dam. Comparisons to the results of other studies are presented at the conclusion of this study.
Master of Science

This dissertation is concerned with the responses of nonlinear systems to both deterministic and stochastic excitations. For a single-degree-of-freedom system, the response of a simply-supported buckled beam to parametric excitations is investigated. Two types of excitations are examined: deterministic and random. For the nonlinear response to a harmonic axial load, the method of multiple scales is used to determine to second order the amplitude-and phase-modulation equations. Floquet theory is used to analyze the stability of periodic responses. The perturbation results are verified by integrating the governing equation using both digital and analog computers. For small excitation amplitudes, the analytical results are in good agreement with the numerical solutions. The large-amplitude responses are investigated by using simulations on a digital computer and are compared with results obtained using an analog computer. For the stochastic response to a wide-band random excitation, the Gaussian and non-Gaussian closure schemes are used to determine the response statistics. The results are compared with those obtained from real-time analysis (analog-computer simulation). The normality assumption is examined. A comparison between the responses to deterministic and random excitations is presented.
Ph. D.

The methods for analysis of a three degree-of-freedom nonlinear optical support system, subject to periodic and random vibration, are presented. The analysis models were taken from those generated for the dynamic problems related to the NASA Space Infrared Telescope Facility (SIRTF). The models treat the one meter, 116 kilogram (258 pound) primary mirror of the SIRTF as a rigid mass, with elastic elements representing the mirror support structure. Both linear and nonlinear elastic supports are evaluated for the SIRTF. Advanced Continuous Simulation Language (ACSL), a commercially available software package for numerical solution of nonlinear, time-dependent differential equations, was used for all models. The methods presented for handling the nonlinear differential equations can be readily adapted for handling other similar dynamics problems.

Proof-mass actuators are typically used to supply a secondary control force to a supporting structure for the purpose of improving its performance through active vibration control. These devices comprise a magnetic proof-mass that accelerates in response to an input current, and the resulting inertia provides a reaction force on the actuator casing and the structure itself. Due to design constraints and the need to prevent actuator damage, the displacement of the proof-mass is usually bounded by its stroke length, which is determined by the distance between the actuator end stops. If the proof-mass reaches the end of the stroke, it will collide with the end stops, thereby imparting large shocks to the supporting structure that may destabilise the closed-loop system. This phenomenon, known as stroke saturation, is strongly nonlinear and invalidates the linear Nyquist stability criterion, which significantly complicates the assessment of closed-loop stability. As an example, stroke saturation may occur when using proof-mass actuators in active car suspensions, due to large impulsive forces from the road. The aim of this thesis is to examine the dynamical behaviour of several proof-mass actuators using experimental measurements, including the effects of stroke saturation and other nonlinearities. The experimental data is used to establish a Simulink model of an inertial actuator by applying nonlinear identifcation techniques. It is found that the actuator dynamics can be represented using a nonlinear single-degree-of-freedom system, where the actuator nonlinearities are modelled using various polynomial and piecewise terms. This is conformed by comparing the model results with the experimental data. Using the Simulink model, it is shown that the actuator nonlinearities significantly reduce the closed-loop gain margin by exploiting regions of potential instability that are present in the underlying linear closed-loop system. Therefore, the relationship between the actuator nonlinearities and the closed-loop stability depends on the choice of underlying linear controller, as the actuator nonlinearities tend to accentuate underlying stability issues rather than induce instability by themselves. To prevent stroke saturation from destabilising the closed-loop system, an on-off control law may be applied by implementing a knock detector and deactivating the control signal for a short time period once stroke saturation is detected. Provided that a suitable deactivation period is specified, the on-off control law is able to prevent stroke saturation from destabilising the closed-loop system, thereby increasing the closed-loop gain margin.

COORDENAÇÃO DE APERFEIÇOAMENTO DO PESSOAL DE ENSINO SUPERIOR
O objetivo desta tese é estudar os mecanismos de escape em sistemas estruturais sensíveis a imperfeições quando submetidos a certas classes de carregamentos dinâmicos, identificar os parâmetros que controlam o escape e criar critérios capazes de prever a fronteira de escape e a perda de estabilidade da estrutura no espaço dos parâmetros de controle. Isto permitirá um melhor entendimento dos processos de perda de estabilidade e servirá de base para o cálculo e controle da integridade dessas estruturas. Após a descrição dos fenômenos que podem ocorrer na dinâmica dessa classe de estruturas, são testados e adaptados alguns critérios existentes na literatura, que verificam a estabilidade de uma estrutura a partir do conhecimento dos parâmetros de controle. Em seguida estuda-se a evolução da estabilidade global do conjunto das soluções medida pela área da bacia de atração, e pelas características de sua fronteira. Desenvolvem-se expressões gerais para o critério de Melnikov, e mostra-se, a partir de perturbações aleatórias nos parâmetros de controle e na força externa, que essas expressões podem ser tomadas como um limite inferior para o carregamento de escape e conseqüentemente como uma contribuição para o desenvolvimento de critérios de projeto. Verifica-se também que os valores obtidos pelos critérios de escape podem ser tomados como limites superiores para o valor da força de escape.
The purpose of this thesis is to study the escape mechanisms in imperfection sensitive structural systems under certain dynamical loading conditions. Other objectives are to identify the parameters that control the escape phenomenon and to create some criteria capable of predicting the escape boundary and the structures stability in the control parameters space. This will allow a better understanding of the stability loss process and can serve as a basis to the integrity control and design of these structures. After a description of the phenomena that can occur in the dynamics of this class of structures, some predictive criteria, found in literature, that verify the structure stability based on the control parameters knowledge, are adapted and tested. Following is a study of the evolution of the global stability of the set of solutions measured by the basin of attraction area, and by the characteristics of its boundary. Some general expressions for the Melnikov criterion are developed, and it is shown by randomly perturbing the control parameters and the external force, that these expressions can be taken as a lower bound for the escape load, and consequently as a contribution to the development of design criteria. It is also observed that the values obtained by the escape criteria can be taken as an upper bound for the values of the escape force.
EL objetivo de esta tesis es estudiar los mecanismos de escape en sistemas extructurales que son sensibles a imperfecciones cuando son sometidos a ciertas clases de cargas dinámicas. Outro objetivo es identificar los parámetros que controlan el escape y crear criterios capaces de preveer la frontera de escape y la pérdida de estabilidad de la extructura en el espacio de los parámetros de control. Esto permitirá una mejor comprensión de los procesos de pérdida de estabilidad y servirá de base para el cálculo y control de la integridad de esas extructuras. Después de describir los fenómenos que pueden ocurrir en la dinámica de esta clase de extructuras, se prueban y adaptan algunos criterios existentes en la literatura, que verifican la estabilidad de una extructura a partir del conocimiento de los parámetros de control. Seguidamente, se estudia la evolución de la estabilidad global del conjunto de las soluciones, se dearrollan expresiones generales para el criterio de Melnikov, y se muestra, a partir de perturbaciones aleatorias en los parámetros de control y en la fuerza externa, que esas expresiones pueden ser tomadas como límite inferior para la carga de escape y conseqüentemente como una contribución para el desarrollo de criterios de proyecto. Se verifica también que los valores obtenidos por los criterios de escape pueden ser tomados como límites superiores para el valor de la fuerza de escape.

With the rapid development of electronic technology, the power consumption of electronic devices has decreased significantly. Consequently, there is substantial interest in harvesting energy from ambient sources, such as vibration, in order to power small-scale wireless devices. To design optimal vibration harvesting systems it is important to determine the maximum power obtainable from a given vibration source. Initially, white noise base excitation of a general nonlinear energy harvester model is considered. The power input from white noise is known to be proportional both to the total oscillating mass of the system and the magnitude of the noise spectral density, regardless of the internal mechanics of the system. This power is split between undesirable mechanical damping and useful electrical dissipation, where the form of the stiffness profile and device parameters determine the relative proportion of energy dissipated by each mechanism. An upper bound on the electrical power is derived and used to guide towards optimal harvesting devices, revealing that low stiffness systems exhibit maximum performance. Many engineering applications will exhibit more complicated spectra than the flat spectrum of white noise. Expanding upon the white noise analysis, a method to investigate the power dissipation of nonlinear oscillators under non-white excitation is developed by extending the Wiener series. The relatively simple first term of the series, together with the excitation spectrum, is found to completely define the power dissipated. An important property of this first term, namely that the integral over its frequency domain representation is proportional to the oscillating mass, is derived and validated both numerically and experimentally, using a base excited cantilever beam with a nonlinear restoring force produced by magnets. Another form of excitation prevalent in many mechanical systems is a combination of deterministic and broadband random vibration. Lastly, the Duffing oscillator is used to illustrate the behaviour of a nonlinear system under this form of excitation, where the response is observed to spread around the attractor that would be seen if purely deterministic excitation was present. The ability of global weighted residual methods to produce the complex responses typical of nonlinear oscillators is assessed and found to be accurate for systems with weak nonlinearity.

Thesis (Ph. D.)--Worcester Polytechnic Institute.
Keywords: Stochastic optimal control; dynamic programming; Hamilton-Jacobi-Bellman equation; Random vibration. Keywords: Stochastic optimal control; dynamic programming; Hamilton-Jacobi-Bellman equation; Random vibration; energy balance method. Includes bibliographical references (p. 86-89).

COORDENAÇÃO DE APERFEIÇOAMENTO DO PESSOAL DE ENSINO SUPERIOR
Nesta tese, as vibrações não-lineares e a estabilidade de uma casca cilíndrica contendo um fluido são estudadas com base em modelos de dimensão reduzida, isto é, modelos com um número reduzido de graus de liberdade. A partir dos funcionais de energia potencial e cinética de uma casca cilíndrica, deduzem-se suas equações de movimento. O campo de deformações da casca cilíndrica segue a teoria não- linear de Donnell para cascas abatidas. O fluido é considerado interno à casca irrotacional, não-viscoso e incompressível, sendo descrito a partir de um potencial de velocidade que leva em consideração a interação entre o fluido e a estrutura. Para resolver o sistema de equações de equilíbrio da casca, desenvolve-se um procedimento analítico que permite obter os campos de deslocamento axial e circunferencial em função dos deslocamentos laterais, além de atender as condições de contorno do problema. Desta forma, reduz-se o sistema de equações de equilíbrio a uma única equação diferencial parcial que é resolvida com o método de Galerkin. A determinação dos deslocamentos laterais é feita a partir de técnicas de perturbação que ordena os modos não-lineares de acordo com sua importância na solução da casca cilíndrica. Comprova-se essa ordenação através do método de Karhunen-Loève que fornece, também, uma expansão ótima para os deslocamentos laterais. Além dessas técnicas, apresenta-se uma redução polinomial que relacionam as amplitudes dos modos não-lineares com a amplitude do modo linear, criando uma expansão modal com 1 GDL. Apresentam-se respostas no tempo, fronteiras de instabilidade e diagramas de bifurcação para uma casca cilíndrica submetida a dois tipos de carregamentos harmônicos, pressão lateral e carga axial. A seguir, são propostos alguns critérios para a análise da a integridade do sistema dinâmico tanto para um sistema com 1 GDL quanto para um sistema multidimensional através da evolução e erosão das bacias de atração. Por fim, estuda-se o comportamento de cascas cilíndricas parcialmente cheias, mostrando a influência da altura do fluido nas fronteiras de instabilidade e curvas de ressonância da casca cilíndrica.
The nonlinear vibrations and stability of a fluid-filled cylindrical shell is investigated using reduced order models. First, the nonlinear equations of motion of the cylindrical shell are deduced based on the expressions for the potential and kinetic energy, which are obtained using Donnell shallow shell theory. The internal fluid is considered to be irrotational, non- viscous and incompressible. It is described by a velocity potential that takes into account the fluid-shell interaction. A procedure is proposed to obtain analytically the axial and circumferential displacements of the shell, satisfying the in-plane equations of motion and the associated boundary conditions. So, the problem is reduced to one partial differential equation of motion which is solved by the Galerkin method. The transversal displacement field is obtained by perturbation techniques. This enables one to identify the relevance of each term in the nonlinear expansion of the vibration modes. Then, the Karhunen-Loève method is employed to investigate de relative importance of each mode obtained by the perturbation analysis on the nonlinear response and to deduce optimal interpolation function to be used in the Galerkin procedure. A SDOF model is also obtained by relating the modal amplitudes of the nonlinear modes to the vibration amplitude of the linear mode. Time responses, instability boundaries and ifurcation diagrams are obtained for cylindrical shells subjected to harmonic lateral and axial loads. Different procedures for the analysis of the shell integrity are proposed based on the evolution and erosion of the basins of attraction in state-space. Finally, the influence of the fluid height on the stability boundaries and resonance curves is studied.

There is a need to investigate and improve upon existing methods to predict response of sensors due to flow-induced vibrations in a pipe flow. The aim was to develop a tool which would enable an engineer to quickly evaluate the suitability of a particular design for a certain pipe flow application, without sacrificing fidelity. The primary methods, found in guides published by the American Society of Mechanical Engineers (ASME), of simple response prediction of sensors were found to be lacking in several key areas, which prompted development of the tool described herein. A particular limitation of the existing guidelines deals with complex stochastic stationary and non-stationary modeling and required much further study, therefore providing direction for the second portion of this body of work. A tool for response prediction of fluid-induced vibrations of sensors was developed which allowed for analysis of low aspect ratio sensors. Results from the tool were compared to experimental lift and drag data, recorded for a range of flow velocities. The model was found to perform well over the majority of the velocity range showing superiority in prediction of response as compared to ASME guidelines. The tool was then applied to a design problem given by an industrial partner, showing several of their designs to be inadequate for the proposed flow regime. This immediate identification of unsuitable designs no doubt saved significant time in the product development process. Work to investigate stochastic modeling in structural dynamics was undertaken to understand the reasons for the limitations found in fluid-structure interaction models. A particular weakness, non-stationary forcing, was found to be the most lacking in terms of use in the design stage of structures. A method was developed using the Karhunen Loeve expansion as its base to close the gap between prohibitively simple (stationary only) models and those which require too much computation time. Models were developed from SDOF through continuous systems and shown to perform well at each stage. Further work is needed in this area to bring this work full circle such that the lessons learned can improve design level turbulent response calculations.
Ph. D.

With the rapid development in today&rsquo
s technology, reliability and performance requirements on components of various mechanical systems, which tend to be much lighter and work under much more severe working conditions, dramatically increased. In general, analysis techniques based on simplified model of structural components with linearity assumption may provide time saving for solutions with reasonable accuracy. However, since most engineering structures are often very complex and intrinsically nonlinear, in some cases they may behave in a different manner which cannot be fully described by linear mathematical models, or linear treatments may not be applicable at all. In fact, some studies revealed that deviations in the modal properties of dynamic structures gathered from measured data are due to nonlinearities in the structure. Hence, in problems where accuracy is the primary concern, taking the nonlinear effects into account becomes inevitable. In this thesis, it is aimed to analyze the harmonic response characteristics of multi degree of freedom nonlinear structures having different type of nonlinearities. The amplitude dependencies of nonlinearities are modelled by using describing function method. To increase the accuracy of the results, effect of the higher order harmonic terms will be considered by using multi harmonic describing function theory. Mathematical formulations are embedded in a computer program developed in MATLAB®
with graphical user interface. The program gets the system matricies from the file which is obtained by using substructuring analysis in ANSYS®
, and nonlinearities in the system can easily be defined through the graphical user interface of the MATLAB®
program.

The analysis of stiffened plate structures subject to complex loads such as air-blast pressure waves from external or internal explosions, water waves, collisions or simply large static loads is still considered a difficult task. The associated response is highly nonlinear and although it can be solved with currently available commercial finite element programs, the modelling requires many elements with a huge amount of input data and very expensive computer runs. Hence this type of analysis is impractical at the preliminary design stage. The present work is aimed at improving this situation by introducing a new philosophy. That is, a new formulation is developed which is capable of representing the overall response of the complete structure with reasonable accuracy but with a sacrifice in local detailed accuracy. The resulting modelling is relatively simple thereby requiring much reduced data input and run times. It now becomes feasible to carry out design oriented response analyses. Based on the above philosophy, new plate and stiffener beam finite elements are developed for the nonlinear static and dynamic analysis of stiffened plate structures. The elements are specially designed to contain all the basic modes of deformation response which occur in stiffened plates and are called super finite elements since only one plate element per bay or one beam element per span is needed to achieve engineering design level accuracy at minimum cost. Rectangular plate elements are used so that orthogonally stiffened plates can be modelled. The von Karman large deflection theory is used to model the nonlinear geometric behaviour. Material nonlinearities are modelled by von Mises yield criterion and associated flow rule using a bi-linear stress-strain law. The finite element equations are derived using the virtual work principle and the matrix quantities are evaluated by Gauss quadrature. Temporal integration is carried out using the Newmark-β method with Newton-Raphson iteration for the nonlinear equations at each time step. A computer code has been written to implement the theory and this has been applied to the static, vibration and transient analysis of unstiffened plates, beams and plates stiffened in one or two orthogonal directions. Good approximations have been obtained for both linear and nonlinear problems with only one element representations for each plate bay or beam span with significant savings in computing time and costs. The displacement and stress responses obtained from the present analysis compare well with experimental, analytical or other numerical results.
Applied Science, Faculty of
Civil Engineering, Department of
Graduate

En raison de leurs grandes longueurs d'onde, les vibrations mécaniques en basses fréquences ne peuvent être facilement réduites dans les structures par l'utilisation de matériaux dissipatifs. Malgré ces difficultés, l'atténuation des vibrations en basses fréquences reste un enjeu important. Pour résoudre ce problème, différents axes de recherche ont été étudiés et ont été mis en application pour stocker et dissiper l'énergie vibratoire comme l'utilisation d'oscillateurs linéaires, composés d'une masse, d'un ressort et d'un amortisseur. Leur fréquence de résonance doit coïncider avec la fréquence de résonance de la structure que l'on veut atténuer. L'utilisation d'absorbeurs se comportant comme des oscillateurs ayant un comportement non linéaire est une alternative intéressante. En effet, grâce à un étalement fréquentiel de la réponse de l'oscillateur, celui-ci permet d'atténuer les vibrations de la structure sur une plus large bande de fréquence que ceux ayant un comportement linéaire, sans avoir de dédoublement de la résonance de la réponse en deux pics. Les travaux présentés ici se placent dans le cadre de la réduction vibratoire, à l'échelle macroscopique, en basses fréquences, pour lesquelles les premiers modes structuraux sont excités. Un absorbeur non linéaire a été conçu, réalisé et analysé expérimentalement, modélisé et identifié expérimentalement pour mettre en évidence le phénomène d'élargissement de la bande de fréquence de la réponse. Les effets de cet absorbeur sur le comportement dynamique d'une poutre console ont ensuite été numériquement étudiés, à partir d'un modèle de poutre couplée à des absorbeurs non linéaires. Un modèle réduit et son solveur stochastique ont été développés dans ce cadre. Les résultats ont exposé le fait que l'absorbeur non linéaire permet une atténuation de la réponse de la poutre, sans le dédoublement de la résonance
Due to their long wavelengths, mechanical vibrations at low frequencies cannot easily be reduced in structures by using dissipative materials. Despite these difficulties, the attenuation of vibration at low frequencies remains an important concern. To solve this problem, several ways of research have been explored and have been applied to vibration energy pumping such as linear oscillators, composed of a mass, a spring, and a damper. Their resonance frequency must coincide with the resonant frequency of the structure that has to be attenuated. The absorbers that are oscillators with a nonlinear behavior constitute an interesting alternative. The response of the nonlinear oscillator allows for obtaining an attenuation of vibration over a broader frequency band than the response of linear oscillator, without splitting the resonance that has to be attenuated into two resonances. The work presented here is in the frame of the vibratory reduction, on a macro-scale, at low frequencies, for which the first structural modes are excited. A nonlinear absorber has been designed, experimentally realized and analyzed, modeled and experimentally identified to highlight the phenomenon of broadening the frequency band of the response. The effects of this absorber on the dynamic behavior of a cantilever beam have been numerically studied, using a model of the beam coupled to nonlinear absorbers. A reduced-model and its stochastic solver have also been developed. The results obtained show that the nonlinear absorber allows for obtaining an attenuation on the beam response, without splitting of the resonance that has to be attenuated

Aero-engine assemblies are complex structures typically involving two or three nested rotors mounted within a flexible casing via squeeze-film damper (SFD) bearings. The deployment of SFDs into such structures is highly cost-effective but requires careful calculation since they can be highly nonlinear in their performance, particularly if they are unsupported (i.e. without a retainer spring). The direct study of whole-engine models with nonlinear bearings has been severely limited by the fact that current nonlinear computational techniques are not well-suited for complex large-order systems. The main contributions of this thesis are: • A procedure for unbalance response computation, suitable for generic whole-engine models with nonlinear bearings, which significantly extends the capability of current finite element packages. This comprises two novel nonlinear computational techniques: an implicit time domain integator referred to as the Impulsive Receptance Method (IRM) that enables rapid computation in the time domain; a whole-engine Receptance Harmonic Balance Method (RHBM) for rapid calculation of the periodic response in the frequency domain. Both methods use modal data calculated from a one-off analysis of the linear part of the engine at zero speed.• First-ever analyses on real twin-spool and three-spool engines. These studies illustrate the practical use of these solvers, provide an insight into the nonlinear dynamics of whole-engines and correlate with a limited amount of industrial experimental data. Both IRM and RHBM are directly formulated in terms of the relative response at the terminals of the nonlinear bearings. This makes them practically immune to the number of modes that need to be included, which runs into several hundreds for a typical engine. The two solvers are extensively tested on two/three-shaft engine models (with 5-6 SFDs) provided by a leading engine manufacturer using an SFD model that is used in industry. The tests show the IRM to be many times faster than an established robust conventional implicit integrator while achieving a similar level of accuracy. It is also shown to be more reliable than another popular implicit algorithm. The RHBM enables, for the first time, the frequency domain computation of the nonlinear response of whole-engine models. Its use is illustrated for both Single-Frequency Unbalance (SFU) excitation (unbalance confined to only one shaft) and Multi-Frequency Unbalance (MFU) excitation (unbalance located on two or more shafts, rotating at different speeds). Excellent correlation is demonstrated between RHBM and IRM.The parametric studies compare and contrast the frequency spectra for SFU and MFU cases. They also reveal the varying degree of lift at the unsupported SFDs. The sensitivity of the response to end-sealing and bearing housing alignment is also illustrated. It is demonstrated that the use of suitably preloaded vertically oriented “bump-springs” at the SFDs of heavy rotors produces a significant improvement in journal lift. It is also shown that the consideration of a slight amount of distributed damping in the structure significantly affects the predicted casing vibration levels, bringing them closer to measured levels, while having little effect on the SFD orbits.

PONTIFÍCIA UNIVERSIDADE CATÓLICA DO RIO DE JANEIRO
COORDENAÇÃO DE APERFEIÇOAMENTO DO PESSOAL DE ENSINO SUPERIOR
PROGRAMA DE EXCELENCIA ACADEMICA
Os últimos leilões do pré-sal para exploração e produção de petróleo e gás no Brasil indicam que as operações de perfuração se tornarão mais intensas nos próximos anos. O processo de perfuração rotativo é amplamente utilizado para alcançar os reservatórios de petróleo e devido à relação diâmetro/comprimento do sistema de perfuração, o modo de vibração torcional está presente em quase todos os processos de perfuração, podendo chegar a um estado crítico indesejável: o fenômeno de stick-slip. Com o intuito de abordar este problema, o modo torcional é isolado e o stick-slip é observado em uma coluna de perfuração em escala reduzida completamente instrumentada. Durante o stick-slip, outro torque pode ser aplicado em uma posição intermediária da bancada de teste. O modelo matemático de parâmetros concentrados é obtido e o modelo é comparado com dados experimentais com o propósito de verificar se o modelo matemático representa o aparato experimental. Uma análise de estabilidade é feita usando o modelo validado com o objetivo de identificar soluções estáveis do sistema. Com isso, observou-se que existe uma faixa do parâmetro de bifurcação na qual soluções de equilíbrio e periódicas estáveis coexistem. Para uma dada situação de stick-slip na faixa de biestabilidade, duas estratégias de mitigação de vibração torcional foram consideradas e consistiram em impor perturbações no sistema por meio do torque na posição intermediária da bancada de teste: (i) torques aplicados apenas contra a direção de movimento do sistema, e (ii) torques aplicados em ambas as direções. As estratégias foram testadas numericamente e apresentaram eficiência de tal modo que o stick-slip foi completamente mitigado: as energias do sistema e o trabalho gerado pelo torque intermediário aplicado foram comparados com o propósito de avaliar a factibilidade e razoabilidade da estratégia. Experimentalmente, o sistema continuou a oscilar, porém apresentou uma significante redução na fase de stick mesmo com limitações de aplicações de torque.
The latter round bids of the pre-salt for exploration and production of oil and natural gas in Brazil indicate the drilling operations will become more intense in coming years. The rotational drilling process is largely used to reach the oil reservoirs and because of diameter-to-length ratio of the drilling system, torsional vibration mode is present in most all drilling processes and may reach an undesired severe stage: the stick-slip phenomenon. In order to address this problem, the torsional vibration mode is isolated and the stick-slip is observed in a fully instrumented drill-string experimental set-up in this work. During this phenomenon, another torque may be applied on an intermediate position of the test bench. The lumped parameter mathematical model is obtained and it is compared to experimental data to validate whether the mathematical model represents the experimental apparatus. A stability analysis is performed using the validated mathematical model in order to identify stable solutions of the system. Therewith, one observed that there is a range of the bifurcation parameter in which stable equilibrium and periodic solutions may coexist. For a given stick-slip situation in bi-stability range, two mitigation strategies of torsional vibration were considered which consisted of imposing perturbations in the system via torques on the intermediate position of the test bench: (i) torques applied only against the direction of motion of the system, and (ii) torques applied in both directions. The strategies were tested numerically and presented eciency so that the stickslip was completely mitigated: the energies of the system and the work created by the intermediate torque were compared in order evaluate the feasibility and reasonableness of the strategy. Experimentally, the system continued to oscillate, however it presented a significant reduction of stick phase even with limitations of torque applications.

A spacecraft is subjected to dynamic and static loads during launch. These loads are deterministic and of random nature and cannot be tested under the real conditions due to cost considerations. The spacecraft must therefore sustain certain mechanical loads without permanent deformation with a certain safety factor due to the uncertainties in the actual loading values during launch. The applicable mechanical test requirements and load combination have been first determined for the structure of interest: the SEAM CubeSat. These requirements are found to be steady-state accelerations, random vibration and shock response spectrum loadings. They have been simulated onto the structure globally and locally in order to extract stress values, amend design features when necessary and determine adequate material properties in order for the final design to fulfill the mechanical requirements during launch.
En satellit utsätts för dynamiska och statiska belastningar under uppskjutningen. Dessa laster är av deterministisk och av slumpmässig natur och kan inte testas under verkliga förhållanden på grund av kostnadsskäl. Satellitens konstruktion måste därför klara att utsättas för utan permanent deformation med en viss säkerhetsfaktor på grund av osäkerheter i de faktiska belastningarna under uppskjutningen. Mekaniska provningskrav och lastkombinationer har bestämts för en utvald struktur: SEAM CubeSat. Dessa krav visar sig vara accelerationer, slumpmässiga vibrationer och stötar. Strukturen har simulerats globalt och lokalt för att få fram de mekaniska belastningarna. Baserat på resultat från simuleringarna har konstruktionen modifierats och lämpliga material egenskaper har bestämts för att den slutliga konstruktionen ska uppfylla de mekaniska kraven under uppskjutningen.

Determination of the stresses and displacements which occur in response to random excitations cannot be accomplished by traditional deterministic analysis methods. As the specification of the excitation and the response of the structure become more complex, solutions by direct, closed-form methods require extensive computations. Two methods are presented which can be used in the analysis of structures which are subjected to random excitations. The Power Spectrum Method is a procedure which determines the random vibration response of the structure based upon a frequency response analysis of a structural model. The Response Spectrum Method is a method which is based upon specified forces or displacements as a function of time. A derivation of each of the methods is presented and followed by comparisons of the results which were obtained for single and multiple-degree-of-freedom systems. Assumptions and limitations of the methods are discussed as well as their accuracy over ranges of frequency, damping and loading specification. As a direct application and comparison of the two methods, an analysis of the support system for the primary mirror of the Space Infrared Telescope Facility (SIRTF) has been performed. In addition, a method for the evaluation of the critical damping in a single-degree-of-freedom structure is demonstrated.

A new non-parametric linearization method for nonlinear random vibration analysis is created. This method works on a discrete representation of the stochastic inputs and the ideas from the first order reliability method (FORM). For a specifiedzresponse thresholdzof theznonlinear system, thezequivalent linearzsystem is characterizedxby matchingzthe "design points" of the linear and nonlinearzresponses in the space of thezstandard normalzvariables acquiredzfrom the discretizationzof thezexcitation. Because of thiszdefinition, the tail probabilityzofzthe linearzsystem is equalzto the firstzorder approximation ofzthe tailzprobability of theznonlinear system, this propertyzmotivating the namezTail- EquivalentzLinearization Method (TELM).This leads to the identification of the TELS in terms of a unit-impulse response function for each component of the input excitation,tail equivalent linearization method is a new,non-parametric linearization method for nonlinear random vibration analysis.This method is to overcome the inadequacy of conventional equivalent linearization method.Our objectives are investigation and thorough understanding of analysis of stochastic non-linear system by tail equivalent linearization method as well as computation of certain nonlinear response characteristics. Further more study is presented on method of random vibrational analysis especially on equivalent linearization method and also gives brief review on reliability analysis of structure, first order reliability analysis (FORM).It is demonstratedzthat the equivalentzlinear systemzis determined in termszof its impulsezresponse functionzin the non-parametriczform fromzthe knowledgezof design point. This examination lookszatzthe impacts of differentzparameters onzthe tail-equivalentzlinear system, presentszan algorithmzfor findingzthe design points. Design point in FORM is the point on a limit-state surface that is nearest to the origin when the random variables are transformed to the standard normal space.Linearization of the limit-state surface at this point uniquely defines a linear system, denoted as Tail-Equivalent Linear System, TELS.Previous study shows that design point shows that design point on limit state surface of linear system and nonlinear system is same. Once the TELS is defined for a specific response threshold, methods of linear random vibrational analysis are used to compute various response statistics, such as the mean crossing rate and tail probabilities of local and extreme peaks. The method has been developed for application in both time, and frequency domain and it has been applied to inelastic structures as well as structures experiencing geometric nonlinearities.

碩士
國立中興大學
應用數學研究所
81
In this paper, the dynamic response of geometrically nonlinear circular plates under random excitation has been investigated. This kind of problem has wide ranges of application in civil engineering, mechanical engineering and aerospace engineering. Von Karman plate theory in conjunction with Galerkin technique has been adopted to obtain the dynamic response of nonlinear circular plates in terms of the deflection component. The above procedure gave a nonlinear ordinary differential equation involving the deflection component, which can be solved by stochastic equivalent linearization technique. Finally, the statistical dynamic response of the circular plates such as deflection, strain and stress has been calculated and checked by Monte Carlo simulation.

The effects of both stiffness and damping nonlinearities on force-limited, random vibration test specifications are investigated. The response of the source-load vibratory system to a random, Gaussian excitation is analyzed using the modal- and residual-mass two degree-of-freedom system. The technique of statistical linearization is used in conjunction with the frequency shift method to derive force-limiting specifications for a nonlinear load mass modeled as a Duffing, Rayleigh damped, and linear plus quadratically damped oscillator, respectively. The normalized force-limiting specification for each nonlinear system is determined for a range of nonlinear stiffness and damping coefficients and compared with its linear counterpart over the same range of effective mass parameters. In general, deviations in the force-limiting spectrum arising from nonlinear stiffness effects will be apparent only at low frequencies on systems that are lightly damped, have large nonlinear stiffness parameters, and that experience moderately high input excitations. Deviations in the force-limiting spectrum arising from nonlinear damping effects will be apparent at lower frequencies on systems that are lightly damped, but having smaller nonlinear damping parameters and input excitations than their nonlinear stiffness counterparts. Case studies are presented to illustrate the methodology for deriving both linear and nonlinear force-limiting specifications for use in the test laboratory.

The study of randomly excited nonlinear dynamical systems forms the focus of this thesis. We discuss two classes of problems: first, the characterization of nonlinear random response of the system before it comes into existence and, the second, assimilation of measured responses into the mathematical model of the system after the system comes into existence. The first class of problems constitutes forward problems while the latter belongs to the class of inverse problems. An outstanding feature of these problems is that they are almost always not amenable for exact solutions. We tackle in the present study these two classes of problems using Monte Carlo simulation tools in conjunction with Markov process theory, Bayesian model updating strategies, and particle filtering based dynamic state estimation methods. It is well recognized in literature that any successful application of Monte Carlo simulation methods to practical problems requires the simulation methods to be reinforced with effective means of controlling sampling variance. This can be achieved by incorporating any problem specific qualitative and (or) quantitative information that one might have about system behavior in formulating estimators for response quantities of interest. In the present thesis we outline two such approaches for variance reduction. The first of these approaches employs a substructuring scheme, which partitions the system states into two sets such that the probability distribution of the states in one of the sets conditioned on the other set become amenable for exact analytical solution. In the second approach, results from data based asymptotic extreme value analysis are employed to tackle problems of time variant reliability analysis and updating of this reliability. We exemplify in this thesis the proposed approaches for response estimation and model updating by considering wide ranging problems of interest in structural engineering, namely, nonlinear response and reliability analyses under stationary and (or) nonstationary random excitations, response sensitivity model updating, force identification, residual displacement analysis in instrumented inelastic structures under transient excitations, problems of dynamic state estimation in systems with local nonlinearities, and time variant reliability analysis and reliability model updating. We have organized the thesis into eight chapters and three appendices. A resume of contents of these chapters and appendices follows. In the first chapter we aim to provide an overview of mathematical tools which form the basis for investigations reported in the thesis. The starting point of the study is taken to be a set of coupled stochastic differential equations, which are obtained after discretizing spatial variables, typically, based on application of finite element methods. Accordingly, we provide a summary of the following topics: (a) Markov vector approach for characterizing time evolution of transition probability density functions, which includes the forward and backward Kolmogorov equations, (b) the equations governing the time evolution of response moments and first passage times, (c) numerical discretization of governing stochastic differential equation using Ito-Taylor’s expansion, (d) the partial differential equation governing the time evolution of transition probability density functions conditioned on measurements for the study of existing instrumented structures, (e) the time evolution of response moments conditioned on measurements based on governing equations in (d), and (f) functional recursions for evolution of multidimensional posterior probability density function and posterior filtering density function, when the time variable is also discretized. The objective of the description here is to provide an outline of the theoretical formulations within which the problems of response estimation and model updating are formulated in the subsequent chapters of the present thesis. We briefly state the class of problems, which are amenable for exact solutions. We also list in this chapter major text books, research monographs, and review papers relevant to the topics of nonlinear random vibration analysis and dynamic state estimation. In Chapter 2 we provide a review of literature on solutions of problems of response analysis and model updating in nonlinear dynamical systems. The main focus of the review is on Monte Carlo simulation based methods for tackling these problems. The review accordingly covers numerical methods for approximate solutions of Kolmogorov equations and associated moment equations, variance reduction in simulation based analysis of Markovian systems, dynamic state estimation methods based on Kalman filter and its variants, particle filtering, and variance reduction based on Rao-Blackwellization. In this review we chiefly cover papers that have contributed to the growth of the methodology. We also cover briefly, the efforts made in applying the ideas to structural engineering problems. Based on this review, we identify the problems of variance reduction using substructuring schemes and data based extreme value analysis and, their incorporation into response estimation and model updating strategies, as problems requiring further research attention. We also identify a range of problems where these tools could be applied. We consider the development of a sequential Monte Carlo scheme, which incorporates a substructuring strategy, for the analysis of nonlinear dynamical systems under random excitations in Chapter 3. The proposed substructuring ensures that a part of the system states conditioned on the remaining states becomes Gaussian distributed and is amenable for an exact analytical solution. The use of Monte Carlo simulations is subsequently limited for the analysis of the remaining system states. This clearly results in reduction in sampling variance since a part of the problem is tackled analytically in an exact manner. The successful performance of the proposed approach is illustrated by considering response analysis of a single degree of freedom nonlinear oscillator under random excitations. Arguments based on variance decomposition result and Rao-Blackwell theorems are presented to demonstrate that the proposed variance reduction indeed is effective. In Chapter 4, we modify the sequential Monte Carlo simulation strategy outlined in the preceding chapter to incorporate questions of dynamic state estimation when data on measured responses become available. Here too, the system states are partitioned into two groups such that the states in one group become Gaussian distributed when conditioned on the states in the other group. The conditioned Gaussian states are subsequently analyzed exactly using the Kalman filter and, this is interfaced with the analysis of the remaining states using sequential importance sampling based filtering strategy. The development of this combined Kalman and sequential importance sampling filtering method constitutes one of the novel elements of this study. The proposed strategy is validated by considering the problem of dynamic state estimation in linear single and multi-degree of freedom systems for which exact analytical solutions exist. In Chapter 5, we consider the application of the tools developed in Chapter 4 for a class of wide ranging problems in nonlinear random vibrations of existing systems. The nonlinear systems considered include single and multi-degree of freedom systems, systems with memoryless and hereditary nonlinearities, and stationary and nonstationary random excitations. The specific applications considered include nonlinear dynamic state estimation in systems with local nonlinearities, estimation of residual displacement in instrumented inelastic dynamical system under transient random excitations, response sensitivity model updating, and identification of transient seismic base motions based on measured responses in inelastic systems. Comparisons of solutions from the proposed substructuring scheme with corresponding results from direct application of particle filtering are made and a satisfactory mutual agreement is demonstrated. We consider next questions on time variant reliability analysis and corresponding model updating in Chapters 6 and 7, respectively. The research effort in these studies is focused on exploring the application of data based asymptotic extreme value analysis for problems on hand. Accordingly, we investigate reliability of nonlinear vibrating systems under stochastic excitations in Chapter 6 using a two-stage Monte Carlo simulation strategy. For systems with white noise excitation, the governing equations of motion are interpreted as a set of Ito stochastic differential equations. It is assumed that the probability distribution of the maximum over a specified time duration in the steady state response belongs to the basin of attraction of one of the classical asymptotic extreme value distributions. The first stage of the solution strategy consists of selection of the form of the extreme value distribution based on hypothesis testing, and, the next stage involves the estimation of parameters of the relevant extreme value distribution. Both these stages are implemented using data from limited Monte Carlo simulations of the system response. The proposed procedure is illustrated with examples of linear/nonlinear systems with single/multiple degrees of freedom driven by random excitations. The predictions from the proposed method are compared with the results from large scale Monte Carlo simulations, and also with the classical analytical results, when available, from the theory of out-crossing statistics. Applications of the proposed method for vibration data obtained from laboratory conditions are also discussed. In Chapter 7 we consider the problem of time variant reliability analysis of existing structures subjected to stationary random dynamic excitations. Here we assume that samples of dynamic response of the structure, under the action of external excitations, have been measured at a set of sparse points on the structure. The utilization of these measurements in updating reliability models, postulated prior to making any measurements, is considered. This is achieved by using dynamic state estimation methods which combine results from Markov process theory and Bayes’ theorem. The uncertainties present in measurements as well as in the postulated model for the structural behaviour are accounted for. The samples of external excitations are taken to emanate from known stochastic models and allowance is made for ability (or lack of it) to measure the applied excitations. The future reliability of the structure is modeled using expected structural response conditioned on all the measurements made. This expected response is shown to have a time varying mean and a random component that can be treated as being weakly stationary. For linear systems, an approximate analytical solution for the problem of reliability model updating is obtained by combining theories of discrete Kalman filter and level crossing statistics. For the case of nonlinear systems, the problem is tackled by combining particle filtering strategies with data based extreme value analysis. The possibility of using conditional simulation strategies, when applied external actions are measured, is also considered. The proposed procedures are exemplified by considering the reliability analysis of a few low dimensional dynamical systems based on synthetically generated measurement data. The performance of the procedures developed is also assessed based on limited amount of pertinent Monte Carlo simulations. A summary of the contributions made and a few suggestions for future work are presented in Chapter 8. The thesis also contains three appendices. Appendix A provides details of the order 1.5 strong Taylor scheme that is extensively employed at several places in the thesis. The formulary pertaining to the bootstrap and sequential importance sampling particle filters is provided in Appendix B. Some of the results on characterizing conditional probability density functions that have been used in the development of the combined Kalman and sequential importance sampling filter in Chapter 4 are elaborated in Appendix C.

The study of randomly excited nonlinear dynamical systems forms the focus of this thesis. We discuss two classes of problems: first, the characterization of nonlinear random response of the system before it comes into existence and, the second, assimilation of measured responses into the mathematical model of the system after the system comes into existence. The first class of problems constitutes forward problems while the latter belongs to the class of inverse problems. An outstanding feature of these problems is that they are almost always not amenable for exact solutions. We tackle in the present study these two classes of problems using Monte Carlo simulation tools in conjunction with Markov process theory, Bayesian model updating strategies, and particle filtering based dynamic state estimation methods. It is well recognized in literature that any successful application of Monte Carlo simulation methods to practical problems requires the simulation methods to be reinforced with effective means of controlling sampling variance. This can be achieved by incorporating any problem specific qualitative and (or) quantitative information that one might have about system behavior in formulating estimators for response quantities of interest. In the present thesis we outline two such approaches for variance reduction. The first of these approaches employs a substructuring scheme, which partitions the system states into two sets such that the probability distribution of the states in one of the sets conditioned on the other set become amenable for exact analytical solution. In the second approach, results from data based asymptotic extreme value analysis are employed to tackle problems of time variant reliability analysis and updating of this reliability. We exemplify in this thesis the proposed approaches for response estimation and model updating by considering wide ranging problems of interest in structural engineering, namely, nonlinear response and reliability analyses under stationary and (or) nonstationary random excitations, response sensitivity model updating, force identification, residual displacement analysis in instrumented inelastic structures under transient excitations, problems of dynamic state estimation in systems with local nonlinearities, and time variant reliability analysis and reliability model updating. We have organized the thesis into eight chapters and three appendices. A resume of contents of these chapters and appendices follows. In the first chapter we aim to provide an overview of mathematical tools which form the basis for investigations reported in the thesis. The starting point of the study is taken to be a set of coupled stochastic differential equations, which are obtained after discretizing spatial variables, typically, based on application of finite element methods. Accordingly, we provide a summary of the following topics: (a) Markov vector approach for characterizing time evolution of transition probability density functions, which includes the forward and backward Kolmogorov equations, (b) the equations governing the time evolution of response moments and first passage times, (c) numerical discretization of governing stochastic differential equation using Ito-Taylor’s expansion, (d) the partial differential equation governing the time evolution of transition probability density functions conditioned on measurements for the study of existing instrumented structures, (e) the time evolution of response moments conditioned on measurements based on governing equations in (d), and (f) functional recursions for evolution of multidimensional posterior probability density function and posterior filtering density function, when the time variable is also discretized. The objective of the description here is to provide an outline of the theoretical formulations within which the problems of response estimation and model updating are formulated in the subsequent chapters of the present thesis. We briefly state the class of problems, which are amenable for exact solutions. We also list in this chapter major text books, research monographs, and review papers relevant to the topics of nonlinear random vibration analysis and dynamic state estimation. In Chapter 2 we provide a review of literature on solutions of problems of response analysis and model updating in nonlinear dynamical systems. The main focus of the review is on Monte Carlo simulation based methods for tackling these problems. The review accordingly covers numerical methods for approximate solutions of Kolmogorov equations and associated moment equations, variance reduction in simulation based analysis of Markovian systems, dynamic state estimation methods based on Kalman filter and its variants, particle filtering, and variance reduction based on Rao-Blackwellization. In this review we chiefly cover papers that have contributed to the growth of the methodology. We also cover briefly, the efforts made in applying the ideas to structural engineering problems. Based on this review, we identify the problems of variance reduction using substructuring schemes and data based extreme value analysis and, their incorporation into response estimation and model updating strategies, as problems requiring further research attention. We also identify a range of problems where these tools could be applied. We consider the development of a sequential Monte Carlo scheme, which incorporates a substructuring strategy, for the analysis of nonlinear dynamical systems under random excitations in Chapter 3. The proposed substructuring ensures that a part of the system states conditioned on the remaining states becomes Gaussian distributed and is amenable for an exact analytical solution. The use of Monte Carlo simulations is subsequently limited for the analysis of the remaining system states. This clearly results in reduction in sampling variance since a part of the problem is tackled analytically in an exact manner. The successful performance of the proposed approach is illustrated by considering response analysis of a single degree of freedom nonlinear oscillator under random excitations. Arguments based on variance decomposition result and Rao-Blackwell theorems are presented to demonstrate that the proposed variance reduction indeed is effective. In Chapter 4, we modify the sequential Monte Carlo simulation strategy outlined in the preceding chapter to incorporate questions of dynamic state estimation when data on measured responses become available. Here too, the system states are partitioned into two groups such that the states in one group become Gaussian distributed when conditioned on the states in the other group. The conditioned Gaussian states are subsequently analyzed exactly using the Kalman filter and, this is interfaced with the analysis of the remaining states using sequential importance sampling based filtering strategy. The development of this combined Kalman and sequential importance sampling filtering method constitutes one of the novel elements of this study. The proposed strategy is validated by considering the problem of dynamic state estimation in linear single and multi-degree of freedom systems for which exact analytical solutions exist. In Chapter 5, we consider the application of the tools developed in Chapter 4 for a class of wide ranging problems in nonlinear random vibrations of existing systems. The nonlinear systems considered include single and multi-degree of freedom systems, systems with memoryless and hereditary nonlinearities, and stationary and nonstationary random excitations. The specific applications considered include nonlinear dynamic state estimation in systems with local nonlinearities, estimation of residual displacement in instrumented inelastic dynamical system under transient random excitations, response sensitivity model updating, and identification of transient seismic base motions based on measured responses in inelastic systems. Comparisons of solutions from the proposed substructuring scheme with corresponding results from direct application of particle filtering are made and a satisfactory mutual agreement is demonstrated. We consider next questions on time variant reliability analysis and corresponding model updating in Chapters 6 and 7, respectively. The research effort in these studies is focused on exploring the application of data based asymptotic extreme value analysis for problems on hand. Accordingly, we investigate reliability of nonlinear vibrating systems under stochastic excitations in Chapter 6 using a two-stage Monte Carlo simulation strategy. For systems with white noise excitation, the governing equations of motion are interpreted as a set of Ito stochastic differential equations. It is assumed that the probability distribution of the maximum over a specified time duration in the steady state response belongs to the basin of attraction of one of the classical asymptotic extreme value distributions. The first stage of the solution strategy consists of selection of the form of the extreme value distribution based on hypothesis testing, and, the next stage involves the estimation of parameters of the relevant extreme value distribution. Both these stages are implemented using data from limited Monte Carlo simulations of the system response. The proposed procedure is illustrated with examples of linear/nonlinear systems with single/multiple degrees of freedom driven by random excitations. The predictions from the proposed method are compared with the results from large scale Monte Carlo simulations, and also with the classical analytical results, when available, from the theory of out-crossing statistics. Applications of the proposed method for vibration data obtained from laboratory conditions are also discussed. In Chapter 7 we consider the problem of time variant reliability analysis of existing structures subjected to stationary random dynamic excitations. Here we assume that samples of dynamic response of the structure, under the action of external excitations, have been measured at a set of sparse points on the structure. The utilization of these measurements in updating reliability models, postulated prior to making any measurements, is considered. This is achieved by using dynamic state estimation methods which combine results from Markov process theory and Bayes’ theorem. The uncertainties present in measurements as well as in the postulated model for the structural behaviour are accounted for. The samples of external excitations are taken to emanate from known stochastic models and allowance is made for ability (or lack of it) to measure the applied excitations. The future reliability of the structure is modeled using expected structural response conditioned on all the measurements made. This expected response is shown to have a time varying mean and a random component that can be treated as being weakly stationary. For linear systems, an approximate analytical solution for the problem of reliability model updating is obtained by combining theories of discrete Kalman filter and level crossing statistics. For the case of nonlinear systems, the problem is tackled by combining particle filtering strategies with data based extreme value analysis. The possibility of using conditional simulation strategies, when applied external actions are measured, is also considered. The proposed procedures are exemplified by considering the reliability analysis of a few low dimensional dynamical systems based on synthetically generated measurement data. The performance of the procedures developed is also assessed based on limited amount of pertinent Monte Carlo simulations. A summary of the contributions made and a few suggestions for future work are presented in Chapter 8. The thesis also contains three appendices. Appendix A provides details of the order 1.5 strong Taylor scheme that is extensively employed at several places in the thesis. The formulary pertaining to the bootstrap and sequential importance sampling particle filters is provided in Appendix B. Some of the results on characterizing conditional probability density functions that have been used in the development of the combined Kalman and sequential importance sampling filter in Chapter 4 are elaborated in Appendix C.