Finite Element Model Updating Using the Shadow Hybrid Monte Carlo Technique
I Boulkaibet, L Mthembu, T Marwala (University of Johannesburg, South Africa), MI Friswell & S Adhikari (Swansea University)
Mechanical Systems and Signal Processing, Vol. 52-53, February 2015, pp. 115-132
Recent research in the field of finite element model updating (FEM) advocates the adoption of Bayesian analysis techniques to dealing with the uncertainties associated with these models. However, Bayesian formulations require the evaluation of the Posterior Distribution Function which may not be available in analytical form. This is the case in FEM updating. In such cases sampling methods can provide good approximations of the Posterior distribution when implemented in the Bayesian context. Markov Chain Monte Carlo (MCMC) algorithms are the most popular sampling tools used to sample probability distributions. However, the efficiency of these algorithms is affected by the complexity of the systems (the size of the parameter space). The Hybrid Monte Carlo (HMC) offers a very important MCMC approach to dealing with higher-dimensional complex problems. The HMC uses the molecular dynamics (MD) steps as the global Monte Carlo (MC) moves to reach areas of high probability where the gradient of the log-density of the Posterior acts as a guide during the search process. However, the acceptance rate of HMC is sensitive to the system size as well as the time step used to evaluate the MD trajectory. To overcome this limitation we propose the use of the Shadow Hybrid Monte Carlo (SHMC) algorithm. The SHMC algorithm is a modified version of the Hybrid Monte Carlo (HMC) and designed to improve sampling for large-system sizes and time steps. This is done by sampling from a modified Hamiltonian function instead of the normal Hamiltonian function. In this paper, the efficiency and accuracy of the SHMC method is tested on the updating of two real structures; an unsymmetrical H-shaped beam structure and a GARTEUR SM-AG19 structure and is compared to the application of the HMC algorithm on the same structures.
This material has been published in the Mechanical Systems and Signal Processing, Vol. 52-53, February 2015, pp. 115-132, the only definitive repository of the content that has been certified and accepted after peer review. Copyright and all rights therein are retained by Elsevier.
Link to paper using doi: 10.1016/j.ymssp.2014.06.005
Mechanical Systems and Signal Processing on ScienceDirect