Random matrix theory and non-parametric model of random uncertainties in vibration analysis

Christian Soize (1)

1 LaM - Laboratoire de Mécanique

Recently, a new approach, called a non-parametric model of random uncertainties, has been introduced for modelling random uncertainties in linear and non-linear elastodynamics in the low-frequency range. This non-parametric approach differs from the parametric methods for random uncertainties modelling and has been developed in introducing a new ensemble of random matrices constituted of symmetric positive-definite real random matrices. This ensemble differs from the Gaussian orthogonal ensemble (GOE) and from the other known ensembles of the random matrix theory. The present paper has three main objectives. The first one is to study the statistics of the random eigenvalues of random matrices belonging to this new ensemble and to compare with the GOE. The second one is to compare this new ensemble of random matrices with the GOE in the context of the non-parametric approach of random uncertainties in structural dynamics for the low-frequency range. The last objective is to give a new validation for the non-parametric model of random uncertainties in structural dynamics in comparing, in the low-frequency range, the dynamical response of a simple system having random uncertainties modelled by the parametric and the non-parametric methods. These three objectives will allow us to conclude about the validity of the different theories.

Mots clés: uncertainty quantification; nonparametric probabilistic method; random matrix; maximum entropy; model uncertainties; modeling errors; random vibrations; structural dynamics; random uncertainties; vibrations

Domaines: Mécanique [physics.med-ph]; Probabilités [math.PR]; Statistiques [math.ST]; Vibrations [physics.class-ph]

Christian Soize. Random matrix theory and non-parametric model of random uncertainties in vibration analysis. Journal of Sound and Vibration, 2003, 263 (4), pp.893-916. ⟨10.1016/S0022-460X(02)01170-7⟩. ⟨hal-00686213⟩