概率密度演化方程TVD格式的自适应时间步长技术及其初值条件改进
NON-UNIFORM TIME STEP TVD SCHEME FOR PROBABILITY DENSITY EVOLUTION FUNCTION WITH IMPROVEMENT OF INITIAL CONDITION
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摘要:随机性普遍存在于实际工程问题中,而复杂结构的非线性随机响应分析是其中的一个难点,近年发展的概率密度演化方法为此类问题的求解提供了新的途径.由于实际问题的复杂性,概率密度演化方程通常采用数值方法求解,因此提高计算效率和求解精度对实际应用具有重要意义.本文基于变网格技术,推导了概率密度演化方程在非均匀时间步长上的总变差减小(total variation diminishing,TVD)差分格式,算例结果表明通过自适应插值可将迭代次数减少为原来的43.4%,当随机过程样本持续时间增大时均值估计的平均误差基本不变,而标准差估计的平均误差不断增大,但增大幅度不断减小;计算耗时随样本持续时间的增大也呈增大趋势,而由于使用了时间步长自适应插值算法导致有些情况下长持时样本的计算耗时反而比短持时样本的计算耗时短;在传统的脉冲函数型初值条件基础上,提出了一种高阶导数更稳定的余弦函数型初值条件形式.结果表明,脉冲函数型的初值条件是余弦函数型初值条件的一个特例,当参数取值适当时,余弦函数型初值条件的数值求解结果具有更高的精度.本文的工作进一步完善了概率密度演化方程的求解方法,为其在实际工程中的应用提供了基础.Abstract:Randomness appears widely in practical engineering problems, and nonlinear stochastic response analysis of complex structures is one of the major difficulties. Fortunately, the probability density evolution method proposed in recent years has provided a feasible way to solve this kind of problem. Due to the complexity of practical engineering problems, however, the probability density evolution function is commonly solved by time-consuming numerical methods. Hence, it is crucial to improve the computational efficiency and accuracy of these numerical algorithms. Base on the non-uniform mesh partitioning technique, a new kind of non-uniform time step TVD (total variation diminishing) scheme for probability density evolution function was derived, which improves the computational efficiency by reducing the number of iterations to 43.4%. With the increase of sample duration, the error of estimated mean value remained almost constant, while the error of estimated standard deviation increased accordingly, but the increase rate tended to diminish. The computing time also increased as the sample duration increased, but unusual cases appeared due to the adaptive time step mesh partitioning of the randomly generated samples. In addition, a new kind of initial condition with cosine function form is proposed based on the conventional initial condition with pulse-like function form. The result revealed that the initial condition with pulse-like function form is a special case of the proposed cosine function form initial condition, and the initial condition with cosine function form possesses better accuracy than the initial condition with pulse-like function form when a proper parameter is selected. The improved TVD scheme for probability density evolution equation on non-uniform time step grids with improved initial condition is illustrated with several numerical examples provided in the last section. The work accomplished in this paper is a supplement for the solving method of probability density evolution equation, and provides a basis for engineering application.