10NCEE

Tenth U.S. National Conference on Earthquake Engineering

Frontiers of Earthquake Engineering
July 21-25, 2014
Anchorage, Alaska

NONLINEAR 3D BI-AXIAL STRUCTURAL

VIBRATION UNDER BI-DIRECTIONAL
RANDOM EXCITATION BY TAIL
EQUIVALENT LINEARIZATION METHOD
Reza Raoufi1 and Mohsen Ghafory-Ashtiany2
ABSTRACT
In this paper Tail Equivalent Linearization Method has been expanded for 3D structures with biaxial Bouc-Wen material subjected to bi-directional excitation along the structural axes. Most
computational part in TELM is to find the design point which is the solution of a constrained
optimization problem. To do this it is required to calculate the response and its sensitivity with
respect to normal random variables for several times. Due to the existence of a large number of
random variables in stochastic dynamic, Direct Differentiation Method (DDM) is the best way to
calculate the response sensitivity. Thus DDM algorithms for the bi-axial Bouc-Wen material are
obtained and presented in flowchart format. The method is applied to a structure with a rigid
diaphragm, supported by four columns subjected to bi-directional white noise excitation.
Statistics of displacement response of one of the columns in the roof level of the structure are
calculated and examined with Monte Carlo simulations which show good agreement.

PhD candidate, Department of Civil Engineering, Science and Research Branch, Islamic Azad University, Tehran,
Iran. r_raoufi@srbiau.ac.ir
2
Professor, International Institute of Earthquake Engineering and Seismology (IIEES). ashtiany@iiees.ac.ir
Reza Raoufi, Mohsen Ghafory-Ashtiany. Nonlinear 3D bi-axial structural vibration under bi-directional random
excitation by Tail Equivalent Linearization Method. Proceedings of the 10th National Conference in Earthquake
Engineering, Earthquake Engineering Research Institute, Anchorage, AK, 2014.

10NCEE

Tenth U.S. National Conference on Earthquake Engineering

Frontiers of Earthquake Engineering
July 21-25, 2014
Anchorage, Alaska

Nonlinear 3D bi-axial structural vibration under bi-directional random

excitation by Tail Equivalent Linearization Method

Reza Raoufi1 and Mohsen Ghafory-Ashtiany2

ABSTRACT
In this paper Tail Equivalent Linearization Method has been expanded for 3D structures with biaxial Bouc-Wen material subjected to bi-directional excitation along the structural axes. Most
computational part in TELM is to find the design point which is the solution of a constrained
optimization problem. To do this it is required to calculate the response and its sensitivity with
respect to normal random variables for several times. Due to the existence of a large number of
random variables in stochastic dynamic, Direct Differentiation Method (DDM) is the best way to
calculate the response sensitivity. Thus DDM algorithms for the bi-axial Bouc-Wen material are
obtained and presented in flowchart. The method is applied to a structure with a rigid diaphragm,
supported by four columns subjected to bi-directional white noise excitation. Statistics of
displacement response of one of the columns in the roof level of the structure are calculated and
examined with Monte Carlo simulations which show good agreement.

Introduction
Nonlinearity of systems and structures under sever dynamic loads due to the low probability
natural hazards such as earthquake, storm and wind that are treated as stochastic processes
should be accounted for safety, reliability and economic reasons. The best method for studying
systems under such conditions is nonlinear random vibration. In stochastic nonlinear dynamic,
closed form and exact solutions could be found only for a limited number of problems. Thus
similar to deterministic nonlinear case one approach would be linearization of the nonlinear
stochastic systems. In conventional equivalent or statistical linearization methods by assuming a
Gaussian probability distribution for nonlinear system a mean square criterion of error between
the response of linear and nonlinear systems is used for obtaining the parameter of equivalent
linear system iteratively. Although this method is relatively accurate in predicting the mean
square response, but the probability distribution of the response particularly in the tail region
which is of particular interest in reliability analysis is far from correct.
1

PhD candidate, Department of Civil Engineering, Science and Research Branch, Islamic Azad University, Tehran,
Iran. r_raoufi@srbiau.ac.ir
2
Professor, International Institute of Earthquake Engineering and Seismology (IIEES). ashtiany@iiees.ac.ir
Reza Raoufi, Mohsen Ghafory-Ashtiany. Nonlinear 3D bi-axial structural vibration under bi-directional random
excitation by Tail Equivalent Linearization Method. Proceedings of the 10th National Conference in Earthquake
Engineering, Earthquake Engineering Research Institute, Anchorage, AK, 2014.

Tail Equivalent Linearization Method (TELM) is a linearization method which has been
presented by Fujimura and Der Kiureghian in 2007 [1]. This method uses the advantages of the
First Order Reliability Method (FORM).In TELM stochastic excitation is discretized in terms of
a finite set of standard normal random variables. In the space of these random variables, the limit
state of a specified response threshold and time instant is linearized at the nearest point to the
origin. This point which has the maximum likelihood among all points on the limit state surface
is called design point in FORM. The linearized limit state defines the equivalent linear system
because its tail probability is equal to the tail probability of the nonlinear system. This definition
is accomplished by unit Impulse Response Functions (IRFs) based on the relation between IRFs
and the gradient of hyper-plane of the specified threshold which will be used in linear random
vibration methods. Since the linear system with equivalent tail is dependent on the specified
threshold, the method is capable to predict the non-Gaussian distribution of the nonlinear
response. In addition due to the invariance of TELS on the scale of the excitation, estimates for a
sequence of scaled excitations (fragility analysis) can be performed with a single determination
of the TELS [2].
This method has been applied to single and multi-degrees of freedom 2D shear frames by
Fujimura and Der Kiureghian in 2007 [1] and by Der Kiureghian and Fujimura in 2009 [2]; and
3D structures subjected to bi-directional excitation for uni-directional Bouc-Wen material by
Broccardo M, Der Kiureghian in 2012 [3]. The considered structural model in [3] is a rigid
diaphragm supported by frames with in-plane inelastic uni-axial Bouc-Wen behavior and
negligible out of plane stiffness.
The purpose of this paper is to expand TELM for 3D structures with bi-axial material
model subjected to bi-directional excitation. A 3D structure containing a rigid diaphragm
supported by four different columns which is subjected to bi-directional white noise (WN)
excitation with independent components along the major axes of structure is considered. Bi axial
Bouc-Wen model is used for modeling the material behavior. To obtain the response sensitivity
which is used in finding the design point DDM has been presented for the bi-axial Bouc-Wen
material model in this paper for the first time.

A brief review on TELM

In TELM the excitation is discretized in terms of a finite set of standard normal random
variables. Thus the independent components of the multi-directional excitation should be stated
as follows [4],[5]:
f (t) =
where f (t) is
= u

( )

( )

,u

() ()

u s

the

(t) = s (t)u

component
( ) T

,,u

of

(1)

j = 1, , m
the

base

excitation

in

the

direction

and

is the vector of standard normal random variables representing

uncertainty in the excitation with n dimension and

(t) = s

( )

(t), s

( )

(t), , s

( )

(t)

is

deterministic basis function vector related to j input which is calculated based on the
presented method in [1] and [5]. The above relation can be stated in the form = . where

is the excitation vector in j direction and is time variant matrix represents variability of the
excitation with time. Based on the above definition the nonlinear limit state surface of a
nonlinear system related to response and threshold X at time point t in the standard normal
space is as follows:
G(X, t , ) = X (t , )

(2)
T

where =
, ,, ,,
is a vector with m n elements containing the randomness of
the excitation in all directions. In this m n dimensional standard normal space the nonlinear
limit state surface is linearized at the nearest point to the origin .This point which is called
design point in reliability has the most contribution in the probability of failure because of
exponential decaying of the probability density function (PDF) of standard normal random
variables. Thus (), ( = , is called reliability index) would be the first order
approximation of tail probability. Where (. ) is the standard normal cumulative distribution
function (CDF).
To obtain i.e. a point with minimum distance from the origin, an optimization problem
with constrain G( ) = 0 should be solved [6], [7]. After solving the optimization problem, the
non-Gaussian response will be replaced by a Gaussian one that is defined by the based function
vector (t ) = (u, t )| (X, ) as [1]:
(t ) =

(X,

t )
(X, t )

X
(X, t )

(3)

The obtained vector from the above equation separated to m vectors

elements. Then the TELS can be obtained from the following equations:
()

()

h (t t )s (t ) t a (t ) ;

to

i = 1, , n

each with n

(4)

The above relation represents a set of n equations for each direction, j = 1, , m, which can be
solved for the values of the IRFs, h (t), at time points in that direction. The obtained IRFs
indicate TELS for the specified threshold X and time point t and define a linear system in the
space of variables that has an identical design point with the nonlinear system.
By obtaining the IRFs or FRFs (the Fourier transform of IRFs) of the equivalent linear
system, linear random vibration methods can be used to determine the considered statistical
responses for specified threshold for the nonlinear response with first order approximation.

Solving the governing equations for bi-axial Bouc-Wen material

Equation of motion for a system with nonlinear restoring force model subjected to
excitation can be written as:
+

,, ,,

-directional
(5)

where
and are constant mass and damping matrices respectively, is the displacement
vector, dot represents the derivative with respect to time,
is the vector of internal force that
can be obtained based on constitutive law of material ,
is the vector of external forces and
is the influence vector. For solving the equation of motion this equation based on the
discretization of input excitation discretized at time points ( ) = . . Newmark and Wilson
schemes is used to define ( ) and ( ) in terms of ( ) , ( ) , ( ) and ( ) . Furthermore
Newton-Raphson method will be used to solve the obtained equations iteratively [7].In this paper
bi-axial Bouc-Wen model is considered as constitutive law of material [8]. For bi-axial BoucWen model, the restoring force in k nonlinear element can be defined as:
T
;

= K

;K

+ (1 ) K z

;K z

(6)

Where subscript k is related to the k nonlinear element, x and y are related to the two
perpendicular directions, d and d are displacements in the local coordinate system, K and
K are initial stiffness coefficient, z and z are hysteretic components of displacement
and is the ratio of stiffness after yielding to the initial stiffness of this element. Hysteretic
components of displacement are stated as:
=z

+z

|z |

+z

=0

(7. a)

=z

+z

|z |

+z

=0

(7. b)

z
, = + sgn
z
and sgn is the sign
where = + sgn
function. and and n are constant parameters that control the shape of hysteresis loops and
bi-axial interaction of the model .The above set of Eq. 7.a and b should be solved together with
Eq. 5. To solve Eq. 7.a and b same as Eq.5 time discretization and multi-variables NewtonRaphson method would also be used. In Fig. 1 the algorithm of finding the response of systems
with bi-axial Bouc-Wen model has been presented. To find the design point, and in the solving
process of the optimization problem, in addition to finding the response and limit state, the
( ) should be calculated too. In the next section
gradient of the limit state surface, i.e.
sensitivity analysis of the limit state surface based on the DDM for nonlinear bi-axial Bouc-Wen
model of materials will be presented.

Sensitivity analysis of the limit state surface with respect to random variables
To find the sensitivity of the limit state surface with respect to normal random variables,
T

( ),

for bi-directional excitation, =

,
,where x and y are the principal axes of excitation that
is coincide with the major axes of structure, it is required to calculate the sensitivity of response
to the independent input random variables:
(t , u) =

(t , u) =

(8)

To calculate the above vector, the derivative of the response with respect to input loads should be
( )
( )
calculated first i.e. f and f , ( = 1, , n) and then using the chain rule. Thus we
have:
=

( )

( )

,,

( )

( )

( )

( )

,,

( )

j = x, y

(9)

( )

But for obtaining (t , ) f and (t , u) f , it is required to calculate displacement

response sensitivity with respect to input excitation. For doing this, DDM will be used. In this
method for obtaining the sensitivity of displacement response the discretized form of the
governing equation of motion, Eq. 5 at time t = (i + 1)t should be differentiate with respect to
( )
the element of load vectors f , j = x, y. Thus the sensitivity of response with respect to
load,

=
(i+1)

Md

( )

could be found from the following equation for i=1,,n [5]:

(i+1)

+ Cd

(i+1)

= Pext

(i+1)

i+1
+ Pint
d
(

()

(i+1)

fj = f1
(

(i+1)

(i+1)

, , fj

()

i+1
+ Pint
fj
(

(i+1)

, . . . , fm

()

fj

(i+1)

fixed

(10)

( )

In Eq. 10 the derivative

f is the sensitivity of load vector, it is a vector that all
elements of which except j element for the step (i + 1) = that is equal to one are zero. The
( )
(
)
derivative
f
is the sensitivity of internal force vector with assumption
(
)
constant displacement at current time step i.e. time point (i + 1).Therefor since displacement at
(
)
current time is constant,
is zero. Its very important to note that only current displacement
is constant and no assumption should be made for constant displacement in the previous steps.
For this reason the derivative of time dependent variables should be calculated and stored
without the assumption of constant displacement at current time for using in the next step [7].
The algorithm of finding displacement response sensitivity has been presented in Fig. 2. After
finding displacement response sensitivity, the sensitivity of the desired response (t , u) could
be found.

Numerical Analysis
Here the numerical analysis of the discussed method has been applied on the structural model of
Fig .3. The dynamic properties of the system and Bouc-Wen nonlinear material parameters are
shown in this Figure. Mass roof is m = 1KN. sec m .The desired response is displacement of
column C in x direction, i.e. =
. The structure subjected to bi-directional WN excitation
with spectral intensity 1 m sec and 0.5 m sec in x and y directions respectively with
duration t = 10sec. The mean square response of the linear system is equal to = 0.129m.

Figure 1. Algorithm of solving the equation of motion for bi-axial Bouc-Wen material.

Figure 2. DDM Algorithm for finding sensitivity of displacement response to input loads for
bi-axial Bouc-Wen material.
To investigate the nonlinearity effects, three values for nonlinearity parameter are considered,
= 0.1, for systems with high nonlinearities, = 0.5 for moderate nonlinear systems and =
1 that define linear systems. The bi-axial interaction parameter n = 2 is considered.
Fig. 4 shows the FRFs of the TELS. It is observed that for nonlinear cases in comparison
to the linear case the dominant peaks in the FRFs of TELS become smaller and slightly shifts
towards lower frequencies for the two directions. These effects are related to dissipation of
inelastic energy and softening of the hysteretic system respectively. Furthermore the low
frequency portion of the nonlinear FRFs is amplified due to the softening of the system.

Figure 3. 3D structural model with a rigid diaphragm supported by four different massless
columns with bi-axial Bouc-Wen material, degrees of freedom and Input excitations.
The first order approximation of the probability of the response exceeding from threshold
level X at time t can be obtained by (X, t ) ; where (X, t ) = (X, t ) .
The complementary CDF, (X, t ) has been obtained for 24 response
( ) threshold levels ranging from 0.25 to 6 with intervals of 0.25 and the results are
shown vs. threshold values X in Fig. 5a for linear and nonlinear (n = 2 and = 0.1) systems.
The obtained CDF due to its dependency to the response thresholds is capable to produce the
non-Gaussian distribution of the nonlinear response.
The PDF of the desired response which can be obtained by calculating
(X, t ) (a(X, t )) at each threshold level are shown in Fig. 5b for linear and nonlinear
systems. These results are compared to the results of 40000 samples of Monte Carlo simulation
and show good agreement.

(a)

(b)

Figure 4. . FRF of displacement response (dC ) for threshold level of 6 , for linear ( = 1),
mildly nonlinear ( = 0.5) and strongly nonlinear ( = 0.1) systems. a) x direction
b) y direction.

(a)

Figure 5.

(b)

CDF (a) PDF (b) of the response dC for linear and nonlinear ( = 0.1, n = 2)
systems with TELM and simulation.

Using the FRFs of TELS, the mean rate of up-crossing and first passage probability has been
calculated by linear random vibration methods [2], [3]. Fig. 6 shows the comparison of the
results for linear and highly nonlinear system (n = 2 and = 0.1). The results for nonlinear
system are compared with Monte Carlo with 40000 simulations and show good agreement.

(a)

(b)

Figure 6. Mean level Crossing rate(a) First passage probability(b) of the linear and nonlinear
( = 0.1) systems for response dC with TELM and simulation.

Conclusions
Tail Equivalent Linearization Method has been extended in order to be applicable for 3D bi-axial
material structures subjected to independent bi-directional excitation along the major axes of
structure. The nonlinearity of materials of the structure is modeled by bi-axial Bouc-Wen model.
Since in TELM it is necessary to compute the gradient of response with respect to random
variables with Direct Differentiation Method, the algorithms and relationships for these
calculations for bi-axial Bouc-Wen model are presented.
The considered 3D model example is an asymmetric structure in the two directions and is

a rigid diaphragm supported by four columns with different properties. After finding TELS for
the nonlinear system; PDF, CDF, mean rate of up-crossing, first passage probability of the
desired response have been obtained. The results show good agreement with simulation.
Bi-directional TELM can be used in different investigations such as investigating the
effects of intensity of earthquake components on asymmetric and symmetric nonlinear behavior
of structures, nonlinear structures with secondary systems, base isolated structures, obtaining
fragility curves and performance based design of structures and many other applications.

Acknowledgments
The Authors express their appreciation to Prof. A. Der Kiureghian for his valuable help and
comments for this study.

References
1.

Fujimura K, Der Kiureghian A. Tail equivalent linearization method for Nonlinear random vibration,
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engineering, Earthquake Engineering and Structural Dynamics 2009; 38:719-738.

3.

Broccardo M, Der Kiureghian A. Multi-Component Nonlinear Stochastic Dynamic Analysis Using TailEquivalent Linearization Method Proceeding of 15th World Conference on Earthquake Engineering; September
2012; Lisbon, Portugal.

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Haukaas T, Der Kiureghian A. Finite element reliability and sensitivity methods for performance-based
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PARK Y.J, WEN Y.K, ANG A.H-S. Random vibration of hysteretic systems under bi-directional ground
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