The stochastic finite element method allows to solve stochastic boundary value problems where material properties and loads are random. The method is based on the expansion of the mechanical response onto the so-called polynomial chaos. In this paper, a non intrusive method based on a least-squares minimization procedure is presented. This method is illustrated by the study of the settlement of a foundation. Different analysis are proposed: the computation of the statistical moments of the response, a reliability analysis and a parametric sensitivity analysis. RÉSUMÉ. La méthode des éléments finis stochastiques permet de résoudre des problèmes aux limites dans lesquels les propriétés des matériaux et le chargement sont aléatoires. Cette méthode est basée sur le développement de la réponse sur la base du chaos polynomial. Dans ce papier, une méthode "non intrusive" basée sur une minimisation au sens des moindres carrés est présentée. Cette méthode est appliquée à l'étude du tassement d'une fondation. On montre comment obtenir les moments statistiques de la réponse et comment effectuer une analyse de fiabilité.
Sensitivity analysis aims at quantifying influence of input parameters dispersion on the output dispersion of a numerical model. When the model evaluation is time consuming, the computation of Sobol' indices based on Monte Carlo method is not applicable and a surrogate model has to be used. Among all approximation methods, polynomial chaos expansion is one of the most efficient to calculate variancebased sensitivity indices. Indeed, their computation is analytically derived from the expansion coefficients but without error estimators of the meta-model approximation. In order to evaluate the reliability of these indices, we propose to build confidence intervals by bootstrap re-sampling on the experimental design used to estimate the polynomial chaos approximation. Since the evaluation of the sensitivity indices is obtained with confidence intervals, it is possible to find a design of experiments allowing the computation of sensitivity indices with a given accuracy.
A non-intrusive stochastic finite-element method is proposed for uncertainty propagation through mechanical systems with uncertain input described by random variables. A polynomial chaos expansion (PCE) of the random response is used. Each PCE coefficient is cast as a multi-dimensional integral when using a projection scheme. Common simulation schemes, e.g. Monte Carlo Sampling (MCS) or Latin Hypercube Sampling (LHS), may be used to estimate these integrals, at a low convergence rate though. As an alternative, quasi-Monte Carlo (QMC) methods, which make use of quasi-random sequences, are proposed to provide rapidly converging estimates. The Sobol' sequence is more specifically used in this paper. The accuracy of the QMC approach is illustrated by the case study of a truss structure with random member properties (Young's modulus and cross section) and random loading. It is shown that QMC outperforms MCS and LHS techniques for moment, sensitivity and reliability analyses.
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