Quantifying Uncertainty
Witteveen, J.A.S., Loeven, A., Sarkar, S., and Bijl, H.. "Probabilistic collocation for period-1 limit cycle oscillations" Journal of Sound and Vibration. 311
(1-2).
MAR 18 2008.
pp. 421--439.
In this paper probabilistic collocation for limit cycle oscillations (PCLCO) is proposed. Probabilistic collocation (PC) is a non-intrusive approach to compute the polynomial chaos description of uncertainty numerically. Polynomial chaos can require impractical high orders to approximate long-term time integration problems, due to the fast increase of required polynomial chaos order with time. PCLCO is a PC formulation for modeling the long-term stochastic behavior of dynamical systems exhibiting a periodic response, i.e. a limit cycle oscillation (LCO). In the PC method deterministic time series are computed at collocation points in probability space. In PCLCO, PC is applied to a time-independent parametrization of the periodic response of the deterministic solves instead of to the time-dependent functions themselves. Due to the time-independent parametrization the accuracy of PCLCO is independent of time. The approach is applied to period-1 oscillations with one main frequency subject to a random parameter. Numerical results are presented for the harmonic oscillator, a two-dof airfoil flutter model and the fluid-structure interaction of an elastically mounted cylinder. (C) 2007 Elsevier Ltd. All rights reserved.