A Vector-Space Approach for Stochastic Finite Element Analysis

Abstract

The stochastic finite element analysis of elliptic type partial differential equations are considered. An alternative approach by projecting the solution of the discretized equation into a finite dimensional orthonormal vector basis is investigated. It is shown that the solution can be obtained using a finite series comprising functions of random variables and orthonormal vectors. These functions, called as the spectral functions, can be expressed in terms of the spectral properties of the deterministic coefficient matrices arising due to the discretization of the governing partial differential equation. An explicit relationship between these functions and polynomial chaos functions has been derived. Based on the projection in the orthonormal vector basis, a Galerkin error minimization approach is proposed. The constants appearing in the Galerkin method are solved from a system of linear equations which has the same dimension as the original discretized equation. A hybrid analytical and simulation based computational approach is proposed to obtain the moments and pdf of the solution. The method is illustrated using a stochastic beam problem. The results are compared with the direct Monte Carlo simulation results for different correlation lengths and strengths of randomness.