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Dielectric elastomers are employed on a wide variety of adaptive structures. Many of these soft elastomers exhibit significant rate-dependencies in their response. Accurately quantifying this viscoelastic behavior is non-trivial and in many instances a nonlinear modeling framework is required. Fractional-order operators have been applied to modeling viscoelastic behavior for many years, and recent research has shown fractional-order methods to be effective for nonlinear frameworks. This implementation can become computationally expensive to achieve an accurate approximation of the fractional-order derivative. In this paper, we demonstrate the effectiveness of using quadrature techniques in approximating the Riemann-Liouville definition for fractional derivatives in the context of developing a nonlinear viscoelastic model.

Dielectric elastomers are employed for a wide variety of adaptive structures. Many of these soft elastomers exhibit significant rate-dependencies in their response. Accurately quantifying this viscoelastic behavior is non-trivial and in many cases a nonlinear modeling framework is required. Fractional-order operators have been applied to modeling viscoelastic behavior for many years, and recent research has shown fractional-order methods to be effective for nonlinear frameworks. This implementation can become computationally expensive to achieve an accurate approximation of the fractional-order derivative. Accurate estimation of the elastomer’s viscoelastic behavior to quantify parameter uncertainty motivates the use of Markov Chain Monte Carlo (MCMC) methods. Since MCMC is a sampling based method, requiring many model evaluations, efficient estimation of the fractional derivative operator is crucial. In this paper, we demonstrate the effectiveness of using quadrature techniques to approximate the Riemann–Liouville definition for fractional derivatives in the context of estimating the uncertainty of a nonlinear viscoelastic model. We also demonstrate the use of parameter subset selection techniques to isolate parameters that are identifiable in the sense that they are uniquely determined by measured data. For those identifiable parameters, we employ Bayesian inference to compute posterior distributions for parameters. Finally, we propagate parameter uncertainties through the models to compute prediction intervals for quantities of interest.

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