Random field finite elements

Abstract

Abstract The probabilistic finite element method (PFEM) is formulated for linear and non‐linear continua with inhomogeneous random fields. Analogous to the discretization of the displacement field in finite element methods, the random field is also discretized. The formulation is simplified by transforming the correlated variables to a set of uncorrelated variables through an eigenvalue orthogonalization. Furthermore, it is shown that a reduced set of the uncorrelated variables is sufficient for the second‐moment analysis. Based on the linear formulation of the PFEM, the method is then extended to transient analysis in non‐linear continua. The accuracy and efficiency of the method is demonstrated by application to a one‐dimensional, elastic/plastic wave propagation problem and a two‐dimensional plane‐stress beam bending problem. The moments calculated compare favourably with those obtained by Monte Carlo simulation. Also, the procedure is amenable to implementation in deterministic FEM based computer programs.