On Probabilistic Yielding of (Geo--)Materialssokocalo.engr.ucdavis.edu/~jeremic/...0 0.002 0.0216...
Transcript of On Probabilistic Yielding of (Geo--)Materialssokocalo.engr.ucdavis.edu/~jeremic/...0 0.002 0.0216...
Motivation Uncertain Material Nonlinear Modeling Summary
On Probabilistic Yielding of (Geo–)Materials
Boris Jeremic and Kallol Sett
Department of Civil and Environmental EngineeringUniversity of California, Davis
WCCM8 / ECCOMAS20081st. July 2008,Venezia, Italia
Jeremic and Sett Computational Geomechanics Group
On Probabilistic Yielding of (Geo–)Materials
Motivation Uncertain Material Nonlinear Modeling Summary
Outline
Motivation
Uncertain Material Nonlinear ModelingProbabilistic Elasto–PlasticityProbabilistic Yielding
Summary
Jeremic and Sett Computational Geomechanics Group
On Probabilistic Yielding of (Geo–)Materials
Motivation Uncertain Material Nonlinear Modeling Summary
Uncertain (Geo–)materials
Mayne et al. (2000) Sture et al. (1998)
Jeremic and Sett Computational Geomechanics Group
On Probabilistic Yielding of (Geo–)Materials
Motivation Uncertain Material Nonlinear Modeling Summary
Background
I Brownian motion, Langevin equation (Einstein 1905)I Random forcing (Fokker-Planck, Kolmogorov 1941)I Random coefficient (Hopf 1952), (Bharrucha-Reid 1968),
Monte Carlo methodI Epistemic uncertainty, lack of knowledgeI Aleatory uncertainty, inherent variationI Methods for treating epistemic uncertainty not well
developed, trade-off with aleatory uncertaintyI Ergodicity of geomaterials !(?)I Prof. Einav question
Jeremic and Sett Computational Geomechanics Group
On Probabilistic Yielding of (Geo–)Materials
Motivation Uncertain Material Nonlinear Modeling Summary
Probabilistic Elasto–Plasticity
Outline
Motivation
Uncertain Material Nonlinear ModelingProbabilistic Elasto–PlasticityProbabilistic Yielding
Summary
Jeremic and Sett Computational Geomechanics Group
On Probabilistic Yielding of (Geo–)Materials
Motivation Uncertain Material Nonlinear Modeling Summary
Probabilistic Elasto–Plasticity
Uncertainty Propagation through Constitutive Eq.
I Incremental el–pl constitutive equation ∆σij = Dijkl∆εkl
Dijkl =
Del
ijkl for elastic
Delijkl −
DelijmnmmnnpqDel
pqkl
nrsDelrstumtu − ξ∗r∗
for elastic–plastic
Jeremic and Sett Computational Geomechanics Group
On Probabilistic Yielding of (Geo–)Materials
Motivation Uncertain Material Nonlinear Modeling Summary
Probabilistic Elasto–Plasticity
Eulerian–Lagrangian FPK EquationLiouville continuity equation (Kubo 1963); ensemble average form (Kavvasand Karakas 1996); van Kampen’s Lemma (van Kampen 1976)
∂P(σ(xt , t), t)∂t
= − ∂
∂σ
»fiη(σ(xt , t), Del(xt), q(xt), r(xt), ε(xt , t))
fl+
Z t
0dτCov0
»∂η(σ(xt , t), Del(xt), q(xt), r(xt), ε(xt , t))
∂σ;
η(σ(xt−τ , t − τ), Del(xt−τ ), q(xt−τ ), r(xt−τ ), ε(xt−τ , t − τ)
–ffP(σ(xt , t), t)
–+
∂2
∂σ2
»Z t
0dτCov0
»η(σ(xt , t), Del(xt), q(xt), r(xt), ε(xt , t));
η(σ(xt−τ , t − τ), Del(xt−τ ), q(xt−τ ), r(xt−τ ), ε(xt−τ , t − τ))
– ffP(σ(xt , t), t)
–
Jeremic and Sett Computational Geomechanics Group
On Probabilistic Yielding of (Geo–)Materials
Motivation Uncertain Material Nonlinear Modeling Summary
Probabilistic Elasto–Plasticity
Compact Form of Eulerian–Lagrangian FPK EquationI Advection-diffusion equation
∂P(σ, t)∂t
= − ∂
∂σ
[N(1)P(σ, t)− ∂
∂σ
{N(2)P(σ, t)
}]I Complete probabilistic description of responseI Solution PDF is second-order exact to covariance of time
(exact mean and variance)I It is deterministic equation in probability density spaceI It is linear PDE in probability density space → simplifies
the numerical solution process
B. Jeremic, K. Sett, and M. L. Kavvas, "Probabilistic Elasto–Plasticity: Formulation in 1–D", Acta Geotechnica, Vol.2, No. 3, 2007
Jeremic and Sett Computational Geomechanics Group
On Probabilistic Yielding of (Geo–)Materials
Motivation Uncertain Material Nonlinear Modeling Summary
Probabilistic Elasto–Plasticity
Template Solution of E–L FPK EquationI FPK diffusion–advection equation is applicable to any
material model → only the coefficients N(1) and N(2) aredifferent for different material models
∂P(σ, t)∂t
= − ∂
∂σ
[N(1)P(σ, t)− ∂
∂σ
{N(2)P(σ, t)
}]I Initial condition random or deterministicI Solution for both
I probabilistic elastic (PEL) andI probabilistic elastic–plastic (PELPL) problems
K. Sett, B. Jeremic and M.L. Kavvas, "The Role of Nonlinear Hardening/Softening in Probabilistic Elasto–Plasticity",International Journal for Numerical and Analytical Methods in Geomechanics, Vol. 31, No. 7, pp. 953-975, 2007
Jeremic and Sett Computational Geomechanics Group
On Probabilistic Yielding of (Geo–)Materials
Motivation Uncertain Material Nonlinear Modeling Summary
Probabilistic Yielding
Outline
Motivation
Uncertain Material Nonlinear ModelingProbabilistic Elasto–PlasticityProbabilistic Yielding
Summary
Jeremic and Sett Computational Geomechanics Group
On Probabilistic Yielding of (Geo–)Materials
Motivation Uncertain Material Nonlinear Modeling Summary
Probabilistic Yielding
Probabilistic Yielding: Weighted CoefficientsI Probabilistic yielding: take both PEL and PELPL into
account at the same time with some (un–)certainty
I Weighted elastic and elastic–plastic Solution∂P(σ, t)/∂t = −∂
(Nw
(1)P(σ, t)− ∂(
Nw(2)P(σ, t)
)/∂σ
)/∂σ
I Weighted advection and diffusion coefficients are thenNw
(1,2)(σ) = (1− P[Σy ≤ σ])Nel(1) + P[Σy ≤ σ]Nel−pl
(1)
I Similar to European Pricing Option in financial simulations(Black–Scholes options pricing model ’73, Nobel prize forEconomics ’97)
B. Jeremic and K. Sett. On Probabilistic Yielding of Materials. in print in Communications in Numerical Methods inEngineering, 2008.
Jeremic and Sett Computational Geomechanics Group
On Probabilistic Yielding of (Geo–)Materials
Motivation Uncertain Material Nonlinear Modeling Summary
Probabilistic Yielding
Probability of Yielding
I Probabilistic von MisesI Probability of yielding at
σ = 0.0012 MPaP[Σy ≤ (σ = 0.0012 MPa)]= 0.8
I Equivalent advection anddiffusion coefficients are
Neq(1)|σ=0.0012 MPa = (1− 0.8)Nel
(1) + 0.8Nep(1)
Neq(2)|σ=0.0012 MPa = (1− 0.8)Nel
(2) + 0.8Nep(2)
0.00005 0.0001 0.00015Σy HMPaL
0.2
0.4
0.6
0.8
1F@SyD = P@Sy£ΣyD
(a)(b)
Jeremic and Sett Computational Geomechanics Group
On Probabilistic Yielding of (Geo–)Materials
Motivation Uncertain Material Nonlinear Modeling Summary
Probabilistic Yielding
Bi–Linear von Mises Response
0 0.0108 0.0216 0.0324 0.0432 0.0540
0.00005
0.0001
0.00015
0.0002
0.00025
0.0003S
tres
s (M
Pa)
Strain (%)
Mode
Solution
Mean
Deterministic
Mean ± Std. Deviation
Jeremic and Sett Computational Geomechanics Group
On Probabilistic Yielding of (Geo–)Materials
Motivation Uncertain Material Nonlinear Modeling Summary
Probabilistic Yielding
Bi–Linear von Mises Response
0
0
0.0001
0.0002
0.0003
0.0004
0200040006000
8000
10000
P[St
ress
]
Strain (%)
Stre
ss (M
Pa)
0
0.01080.0216
0.0324
0.0432
0.054Jeremic and Sett Computational Geomechanics Group
On Probabilistic Yielding of (Geo–)Materials
Motivation Uncertain Material Nonlinear Modeling Summary
Probabilistic Yielding
von Mises, Certain cu, Uncertain G
0 0.0108 0.0216 0.0324 0.0432 0.0540
0.00005
0.0001
0.00015
0.0002
0.00025
0.0003
Mean
Mode
DeterministicSolution
Strain (%)
Str
ess
(MP
a)
Mean ± Std. Deviation
Jeremic and Sett Computational Geomechanics Group
On Probabilistic Yielding of (Geo–)Materials
Motivation Uncertain Material Nonlinear Modeling Summary
Probabilistic Yielding
von Mises, Uncertain cu, Certain G
0.0108 0.0216 0.0324 0.0432 0.054
0.00005
0.0001
0.00015
0.0002
0.00025
Strain (%)
MeanMode
Str
ess
(MP
a)
Deterministic Solution
Mean ± Std. Deviation
Jeremic and Sett Computational Geomechanics Group
On Probabilistic Yielding of (Geo–)Materials
Motivation Uncertain Material Nonlinear Modeling Summary
Probabilistic Yielding
Drucker Prager: Uncertain G, Certain φ
a)0 0.0108 0.0216 0.0324 0.0432 0.054
0
0.00005
0.0001
0.00015
0.0002
0.00025
0.0003
Strain (%)
Deterministic Solution
Mode
Mean
Str
ess
(MP
a)
Mean ± Std. Deviation
Jeremic and Sett Computational Geomechanics Group
On Probabilistic Yielding of (Geo–)Materials
Motivation Uncertain Material Nonlinear Modeling Summary
Probabilistic Yielding
Drucker Prager: Certain G, Uncertain φ
b)0 0.002 0.0216 0.0324 0.0432 0.054
0
0.00005
0.0001
0.00015
0.0002
0.00025
0.0003
0.00035S
tres
s (M
Pa)
Deterministic Solution
MeanMode
Strain (%)
Mean ± Std. Deviation
Jeremic and Sett Computational Geomechanics Group
On Probabilistic Yielding of (Geo–)Materials
Motivation Uncertain Material Nonlinear Modeling Summary
Summary
I Second-order (mean and variance) exact, method toaccount for probabilistic elastic–plastic material simulation
I Probabilities of material yielding, probably governunderlying mechanics of elasto–plasticity
I Probabilities of material yielding (spatial distributions) alsoprobably govern underlying mechanics of failure,localization of deformation...
I Probably numerous applications
Jeremic and Sett Computational Geomechanics Group
On Probabilistic Yielding of (Geo–)Materials
Motivation Uncertain Material Nonlinear Modeling Summary
Jeremic and Sett Computational Geomechanics Group
On Probabilistic Yielding of (Geo–)Materials