Modeling Multibody Dynamic Systems With Uncertainties.

Part II: Numerical Applications

Adrian Sandu*, Corina Sandu, and Mehdi Ahmadian
Virginia Polytechnic Institute and State University
*Computer Science Department, sandu@cs.vt.edu

Mechanical Engineering Department, {csandu,ahmadian}@vt.edu

Abstract
This study applies generalized polynomial chaos theory to model complex
nonlinear multibody dynamic systems operating in the presence of parametric
and external uncertainty. Theoretical and computational aspects of this
methodology are discussed in the companion paper Modeling Multibody
Dynamic Systems With Uncertainties. Part I: Theoretical and Computational
Aspects.
In this paper we illustrate the methodology on selected test cases. The
combined effects of parametric and forcing uncertainties are studied for a quarter
car model. The uncertainty distributions in the system response in both time and
frequency domains are validated against Monte-Carlo simulations. Results
indicate that polynomial chaos is more efficient than Monte Carlo and more
accurate than statistical linearization. The results of the direct collocation
approach are similar to the ones obtained with the Galerkin approach. A
stochastic terrain model is constructed using a truncated Karhunen-Loeve
expansion. The application of polynomial chaos to differential-algebraic systems
is illustrated using the constrained pendulum problem. Limitations of the
polynomial chaos approach are studied on two different test problems, one with
multiple attractor points, and the second with a chaotic evolution and a nonlinear
attractor set.
The overall conclusion is that, despite its limitations, generalized
polynomial chaos is a powerful approach for the simulation of multibody dynamic
systems with uncertainties.
Keywords: uncertainty, stochastic process, polynomial chaos, statistical
linearization, Monte Carlo, Karhunen-Loeve expansion, chaotic dynamics.

Introduction
This study investigates the efficient treatment of uncertainties that occur in
mechanical systems. Such uncertainties result from poorly known or variable
parameters (e.g., variation in suspension stiffness and damping characteristics),
from uncertain inputs (e.g., soil properties in vehicle-terrain interaction), or from
rapidly changing forcings that can be best described in a stochastic framework
(e.g., rough terrain profile). In the companion paper Modeling Multibody
Dynamic Systems with Uncertainties. Part I: Theoretical and Computational
Aspects [1] we present the methodology developed to account for several types
of uncertainties, with the goal of obtaining realistic predictions of the system
behavior using computationally efficient methods.
As described in detail in Part I, this study applies the generalized
polynomial chaos theory to formally assess the uncertainty in multibody dynamic
systems. The polynomial chaos framework has been chosen because it offers an
efficient computational approach for the large, nonlinear multibody models of
engineering systems of interest, where the number of uncertain parameters is
relatively small, while the magnitude of uncertainties can be very large (e.g.,
vehicle-soil interaction). The proposed methodology allows the quantification of
uncertainty distributions in both time and frequency domains, and enables the
simulations of multibody systems to produce results with error bars, similar to
the way the experimental results are often presented.
The results obtained with the polynomial chaos approach are compared
with Monte Carlo simulations and with statistical linearization. Monte Carlo
simulations are costly, and the accuracy of the estimated statistical properties
improves with only the square root of the number of runs. Statistical linearization
computes several moments of the uncertainty distribution of the solution, but do
not capture essential features of the nonlinear dynamics (e.g., as revealed by
power spectral density).
This paper is organized as follows: The response of a two degree-offreedom system that represents a vehicle suspension is analyzed for parametric
uncertainties, stochastic forcings, and combined sources of uncertainty. Next, we
present numerical results for modeling uncertain terrain. The polynomial chaos
approach is compared with the statistical linearization method. Aspects related to
special dynamical behavior are studied with the help of two test cases: the
double-well problem and the Lorenz problem. The treatment of uncertainties in
multibody dynamic systems with constraints (modeled by differential algebraic
equations (DAEs)) is illustrated on a simple pendulum problem. Finally, the main
conclusions of this study are summarized.

Two Degree of Freedom Vehicle Suspension Model

The treatment of nonlinear multibody dynamic systems with the proposed
stochastic methods that account for uncertainties in the system is illustrated by
the following case study. Recognizing that most dynamic systems can be
expressed in a lumped parameter form (as a series of mass, spring, and

damper), we consider the two degree-of-freedom quarter-car system illustrated

in Fig. 1 which models a vehicle suspension.

Figure 1. The quarter-car model

The sprung mass M s and the unsprung mass M u are connected by a
nonlinear spring k and a linear damper c . The forcing z (t ) applied to M u through
the linear spring of stiffness kT represents the interaction with the terrain. The
state-space representation of the quarter-car model system is:
x&1 =v1
x& 2 = v2
(1)
3
M s v&1 = k3 ( x1 x2 ) c(v1 v2 )
3
M u v&2 = k3 ( x1 x2 ) + c (v1 v2 )+ kT ( z (t ) x2 )
where x1 , x2 are the displacements of the sprung and unsprung masses, and
v1 , v2 their respective velocities. The terrain is of the form:
z (t ) = A sin(2f t )
(2)
The quarter-car model is subject to parametric and forcing uncertainties.
The forcing uncertainty comes from the terrain profile, i.e., the force
displacement. Its amplitude can take values within +/- 50% of the nominal value.
The uncertainty in the displacement is modeled using a uniform distribution
(u.d.):
z (t ) = z (t ) + z (t , 1 ) = A (1 + a1 ) sin (2ft ), 1 [1,1] u.d.
(3)
The parametric uncertainty comes from the variable tire stiffness and
damping constant. The probability distribution of the tire stiffness values is:
kT = kT + kT 2 , 2 [ 1,1] u.d.
(4)
and the probability distribution of the damping coefficient is:
c = c + c 3 , 3 [ 1,1] u.d.
(5)
We assume that the uncertainties in the terrain amplitude, tire stiffness,
and the damping coefficient are not correlated, i.e., 1 , 2 , and 3 are
independent, uniformly distributed random variables.
The state is expressed as:

xi (t , ) = xij (t ) j ( ( ) ), i = 1, 2, 3, 4

(6)

j =1

where S is the dimension of the polynomial chaos space. Thus, the stochastic
system is formulated as
x&1j =v1j ,
for all 1 j S
x& 2j =v2j
(7)
M s v&1j = c v1j v2j c A ( j ) k3B ( j )
M u v&2j =c v1j v2j + c A ( j )+ k3 B ( j )+ kT z j x2j + kT D ( j )
where:
1 S k
A ( j )=
v v2k E3 (3,k , j )
2 1

(
(

B ( j )=
D ( j )=

1
j 2

1 2

)
)

k =1

(x x )(x
S

l =1 m =1 p =1

(z
S

k =1

l
1

l
2

m
1

)(

x2m x1p x2p E4 (m,l , p, j )

(8)

x2k E3 (4,k , j )

with:
E3 (i, j ,k ) =

+1

+1

+1

E 4 (i, j ,k ) =

j =
2

i (1 , 2 , 3 ) j (1 , 2 , 3 ) k (1 , 2 , 3 ) w(1 , 2 , 3 ) d1 d 2 d 3

+1

+1

+1

+1

+1

+1

i (1 , 2 , 3 ) j (1 , 2 , 3 ) k (1 , 2 , 3 ) l (1 , 2 , 3 )
w(1 , 2 , 3 ) d1 d 2 d 3

(9)

j ( ) k ( ) d1 d 2 d 3

System Response under Parametric Uncertainty

Due to the nonlinearity of the quarter-car system and the non-Gaussian
distribution of the parametric uncertainty, the model output uncertainty
distribution is non-Gaussian and difficult to estimate.
Figure 2 shows the uncertainty in the sprung mass displacement and in
the power density due to uncertainty in the damping coefficient. Only slight
differences can be noticed between the evolution of the sprung mass
displacement in the deterministic case and the mean value of the system
response in the stochastic case with polynomial chaos.

Power Density [m2 s4 Hz1]

Displacement [m]

Deterministic
Polyn. Chaos (mean 1)

0.15
0.1
0.05
0
0.05
0.1
0.15

1.2

1.4 1.6
Time [s]

1.8

180

Deterministic
Polyn. Chaos (mean 1 )

150
120
90
60
30
0
0

(a) Sprung mass displacement

2
3
Frequency [Hz]

(b) Power density

Figure 2. The uncertainty in the sprung mass displacement and in the power
density due to the uncertainty in the damping coefficient

Deterministic
Polyn. Chaos (mean 1)

0.15

Power Density [m2 s4 Hz1]

Displacement [m]

Figure 3 shows the uncertainty in the sprung mass displacement and in

the power density due to uncertainty in the tire stiffness. It can be seen that this
type of uncertainty influences the response of the system substantially. The
range of the system responses, as illustrated by the error bars in Fig. 3a, is also
larger than that due to uncertainty in the damping characteristics.

0.1
0.05
0
0.05
0.1
0.15

1.2

1.4 1.6
Time [s]

1.8

(a) Sprung mass displacement

180

Deterministic
Polyn. Chaos (mean 1 )

150
120
90
60
30
0
0

2
3
Frequency [Hz]

(b) Power density

Figure 3. The uncertainty in the sprung mass displacement and in the power
density due to the uncertainty in the tire stiffness
Uncertainty due to Stochastic Forcing
The forcing function uncertainty is first considered of the form shown in Eq. (3),
where the random variable has (a) a uniform, and (b) a beta distribution, with
mean 0 and support [ 1,1] . Thus, the forcing amplitude can change between
A(1 a ) and A(1 + a ) , and has mean A . The system response is parameterized
using polynomial chaos decomposition up to order 5 (with Legendre polynomials
for the uniform distribution, and Jacobi polynomials for the beta distribution). The
evolution of the sprung mass position for one second of evolution is shown in Fig.
4a for the uniform forcing, and in Fig. 4b for the beta forcing. Note that the results
of the deterministic simulation (using the nominal value of the amplitude) are
different than the probabilistic mean due to nonlinearities, but remain within one
standard deviation of it. As expected, the results for the beta uncertainty show a
5

slightly smaller variance, and a smaller difference between the stochastic mean
and the deterministic solution.
Deterministic
Polyn. Chaos (mean 1)

0.3

0.3

0.2

0.2

Displacement [m]

Displacement [m]

Deterministic
Polyn. Chaos (mean 1)

0.1
0
0.1
0.2

0.1
0
0.1
0.2

0.3

0.3
0

0.2

0.4
0.6
Time [s]

0.8

(a) Amplitude uniform distributed

0.2

0.4
0.6
Time [s]

0.8

(b) Amplitude beta distributed

Figure 4. Time evolution of sprung mass displacement for stochastic forcing with
amplitude uniformly distributed and beta distributed

Uncertainty from Combined Sources

In this section we present results reflecting the combined effect of both
parametric uncertainty and stochastic forcing. We analyze the resulting
uncertainty in both time domain and frequency domain for the quarter-car model.
Figure 5 presents the uncertainty in the sprung mass displacement, and
the power density due to the combined effect of all uncertainty sources: forcing,
damping parameter, and tire stiffness. The deterministic run results are different
than the probabilistic mean, but they remain within one standard deviation of it.
Deterministic
Polyn. Chaos (mean 1 )
Power Density [m2 s4 Hz1]

Displacement [m]

Deterministic
Polyn. Chaos (mean 1)
0.15
0.1
0.05
0
0.05
0.1
0.15

1.2

1.4 1.6
Time [s]

1.8

(a) Sprung mass displacement

180
150
120
90
60
30
0
0

2
3
Frequency [Hz]

(b) Power density

Figure 5. The uncertainty in the sprung mass displacement and in its power
spectrum due to the combined effect of all uncertainty sources: forcing, damping
parameter, and tire stiffness
Figure 6 presents the mean values (upper panels) and standard
deviations (lower panels) for the sprung mass (left panels) and unsprung mass
(right panels) displacements. Shown are the moments computed from the
polynomial chaos simulation, and from a Monte Carlo simulation with 2000 runs.
The results are indistinguishable for the means and very close for standard

deviations. The cpu times (of Matlab implementations) are 20 seconds for the
polynomial chaos simulation and 360 seconds for the Monte Carlo.
Sprung Mass

0.25

0.5
Deterministic
Monte Carlo Mean
Polyn. Chaos Mean

Displacement [m]

Displacement [m]

0.5

0.25
0

Unsprung Mass
Deterministic
Monte Carlo Mean
Polyn. Chaos Mean

0.25

0.25
1

Time [s]
Monte Carlo Std. Dev.
Polyn. Chaos Std. Dev.

0.15

0.12

Displacement [m]

Displacement [m]

0.15

0.09
0.06
0.03
0
0

Time [s]

Monte Carlo Std. Dev.

Polyn. Chaos Std. Dev.

0.12
0.09
0.06
0.03
0
0

Time [s]

Time [s]

Figure 6. The mean values (upper panels) and standard deviations (lower
panels) for the sprung mass (left panels) and unsprung mass (right panels)
displacements
The polynomial chaos simulation can produce the probability density
function (PDF) of the results. The PDFs of the of the sprung and unsprung mass
displacements after 3 seconds of simulation are shown in Fig. 7a and in Fig. 7b.
To validate the approach we carried out a 2,000-run Monte Carlo simulation. The
Monte Carlo PDF is similar to the polynomial chaos PDF (ignoring the additional
peak for the sprung mass), but is obtained in a much longer CPU time.
Sprung Mass
20

20

Monte Carlo
Polyn. Chaos

15

PDF

PDF

15
10
5
0
0.2

Unsprung Mass
Monte Carlo
Polyn. Chaos

10
5

0.1
0
Displacement [m]

0
0.2

0.1

(a) Sprung mass

0.1
0
Displacement [m]

0.1

(b) Unsprung mass

Figure 7. The probability density of the displacements of sprung mass and

unsprung mass

180
150

Deterministic
Polyn. Chaos
(mean 1 )

120
90
60
30
0
0

PDF (3 Hz)
PDF (1.33 Hz)

0.04
Probability Density

Power Density [m2 s4 Hz1]

Figure 8 shows the power density of the sprung mass displacement, and
the probability density of the power spectral density. Both the deterministic and
the probabilistic mean of the power density peak at 3 Hz, as can be seen in Fig.
8a. At lower frequencies, the peaks are at 1 Hz, respectively at 1.33 Hz. For 1.33
Hz, the probability density increases rapidly and drops abruptly at a power
density of approximately 30 m 2 s 4 Hz , as shown in Fig. 8b. For the 3 Hz case, the
probability density increases slowly until the power density reaches 30 m 2 s 4 Hz ,
it stays relatively constant until 150 m 2 s 4 Hz , then decreases slowly, as
illustrated in Fig. 8b.

2
3
Frequency [Hz]

0.03
0.02
0.01
0
0

(a) Displacement power density

50
100 150 200 250
Power Density [ m2 s4 Hz1 ]

(b) Probability density of the power density

Figure 8. (a) Uncertainty in the power density of the sprung mass displacement;
(b) the probability density of the power spectral density

The Collocation Approach

To illustrate the collocation approach we consider a cubic spring and a nonlinear
damping element which models a magneto-rheological (MR) damper. The MR
damper force depends on the velocity difference v between the sprung and
unsprung masses, and on the applied current intensity I ,
F = (701.5 I + 319 ) v + (45 + 1015 I ) tanh (14.3 v )
(10)
The MR response is shown in Fig. 9a. It simulates the real MR damper
characteristics shown in Fig. 9b. The current intensity is a random variable,
uniformly distributed between [0, 2] A . The range of values of the damping force
for different velocities is illustrated in Fig. 9b.
6000

2670

MR Damper

1780

2000

Force [N]

Force [N]

4000

0
2000
4000
6000
1.5

890
0

I=0A
I=1A
I=2A
0.75
0
0.75
Velocity [m/s]

(a) MR damper response

Note: Curves have been zeroed

as described in the text.

0 Amps
0.2 Amps
0.4 Amps
0.6 Amps
0.8 Amps
1.0 Amp
1.2 Amps
1.4 Amps
1.6 Amps
1.8 Amps

890
1780

1.5

2670

NOTE: + Force = Extension

-0.64

-0.38

0.13 0 0.13
Velocity [m/s]

0.38

0.64

(b) Experimental damping characteristics for

8

ML-430 MR damper [2,3]

Figure 9. MR damper response and experimental damping characteristics
Because of the hyperbolic tangent nonlinearity, the application of the
Galerkin formulation of the polynomial chaos is difficult. Instead, we define the
stochastic system using the direct collocation approach. The basis functions are
Legendre polynomials of order up to 3, and the collocation points are the roots of
the fourth order Legendre polynomial.
The evolution of the sprung mass and unsprung mass displacements are
shown in Fig. 10, when the vehicle negotiates over a 25 cm square bump. Note
that the deterministic and the stochastic mean results do not coincide.

Figure 10. The response of the nonlinear quarter-car with uncertain MR damping
characteristics when negotiating over a square bump
The probability density functions of the displacements after 6 seconds is
shown in Fig. 11. The polynomial chaos results are in excellent agreement with
Monte Carlo simulation results.
PDF of Sprung Mass Displacement
PDF of Unsprung Mass Displacement
150

PDF

100

50

0
0.06

0.07
0.08
0.09
Displacement [m]

0.1

Figure 11. The probability density functions of the response of the nonlinear
quarter car at t = 6 seconds

Modeling Uncertain Terrain

Accurate modeling of the soil characteristics and terrain geometry is one of the
main challenges in modeling off-road vehicles [4-6]. Another non-trivial issue is
modeling unprepared terrain, due to the high degree of uncertainty in its
geometry. The accuracy of the terrain model is directly related to the response of

the vehicle analyzed, such as its mobility. It is clear that a deterministic approach
is not suitable in this case [7], and the uncertainties in the terrain profile must be
taken into account.
The proposed terrain model exemplifies the use of Karhunen-Loeve (KL)
expansion to represent stochastic forcings. KL expansion is based on the
eigenfunctions and eigenvalues of the covariance function. As explained in the
companion paper [1], the covariance function of the forcing can be determined
experimentally, for example from power spectrum density data.
We consider a one-dimensional course with an uncertain profile. The
terrain height is periodic in space with a period D and is modeled as a stochastic
process periodic in space.

x
x
x
x
z (x ) = z (x ) + A1 11 cos + 12 sin + A2 21 cos + 22 sin
L1
L1
L2
L2

2x
(11)
z (x ) = A0 sin

D
D
D
L1 =
, L2 =
, n1 and n2 integers
2 n1
2 n2
In Eq. (11) ij are independent normal random variables of mean 0 and
standard deviation 1. The terrain height at each location x is a normal random
variable of mean z (x) and standard deviation
terrain heights at two spatial points is

A12 + A22 . The correlation between

x x
x x
R ( x1 , x2 ) = E [( z ( x1 ) z ( x1 ) )( z ( x2 ) z ( x2 ) )] = A12 cos 1 2 + A22 cos 1 2
(12)
L2
L1
We regard the stochastic process from Eq. (11) as the superposition of
two periodic stochastic processes with correlation lengths L1 and L2 respectively.
The correlation function R ( x1 x2 ) is also periodic with period D . Lucor et. al. [8]
show that the Karhunen-Loeve representation of a periodic stochastic process is:

0
2
2 n x
2 n x
z ( x, ) =
(13)
c0 +
n cn cos

+ sn sin

D
D n=1
D
D

They also establish that the eigenvectors of the periodic covariance kernel
are cos( x / Ln ) , sin( x / Ln ) , where the correlation length of the n th eigenvector is
Ln = D /( 2 n) . The periodic correlation function in Eq. (12) has only two nonzero
eigenvalues,
D
D
1 = A12 , 2 = A22
(14)
2
2
From Eq. (13) and Eq. (14) we conclude that Eq. (11) is the KarhunenLoeve representation of the periodic stochastic process with covariance given by
Eq. (12). The choice of the model Eq. (11) is motivated by the analysis of Lucor
et al. [8]. The authors consider bilateral autoregressive processes of the form:

10

z ( xi + x ) + z ( xi x )
+ a i
(15)
2
Intuitively, the terrain height at xi depends on the average of terrain
heights at locations situated both to its left and to its right, plus a random term. In
[8] it is shown that, in the continuous limit x 0 , b 1 , and for particular
choices of the correlation lengths, the second order autoregressive process from
Eq. (15) can be represented as in Eq. (11).
In the numerical experiments presented next we consider the following
numerical values:
D
D
D = 100 m , A0 = 0.5 m , A1 = 0.2 m , A2 = 0.1 m , L1 =
5.3m , L2 =
2.3m (16)
6
14
Therefore the mean terrain profile is a sine wave of period 100 m . The
uncertainty in terrain height is modeled as the sum of two stochastic processes
with normal profiles and spatial correlation lengths of 5.3 m and 2.3 m
respectively. Three different realizations of this model are shown in Fig. 12.
We now consider driving the quarter-car at v = 10 m s over this uncertain
terrain profile. We wish to assess the uncertainty in the displacements of the
sprung and unsprung masses. A third order polynomial chaos expansion is used,
with four independent Gaussian variables. The bases are Hermite polynomials.
Terrain height [m]

z (xi ) = b

0.5

0.5

0.5

0.5

0.5

0.5

20

40 60 80
Distance [m]

100

20

40 60 80
Distance [m]

20

40 60 80
Distance [m]

100

Figure 12. Three different realizations of the periodic terrain stochastic model.
The mean (the deterministic part of the profile) is represented in dashed red line.
For comparison, Fig. 13 presents the displacements of the sprung mass
and of the unsprung mass obtained by polynomial chaos of order 3 and by a
2000-run Monte-Carlo simulation. The results are very similar, with the
polynomial chaos method having the advantage of reduced computational time.
MC Sprung Mass (mean 1)

0.5

Displacement [m]

Displacement [m]

0.75

0.25
0
0.25
0.5
0.75
1

MC Unsprung Mass (mean 1)

0.75

0.5
0.25
0
0.25
0.5
0.75

4 5 6
Time [s]

10

11

4 5 6
Time [s]

10

Figure 13. Time evolution of the displacements of sprung and unsprung masses
obtained by polynomial chaos of order 3 and by a 2000-run Monte-Carlo.
Figure 14 illustrates the probability density functions at the final time for
the sprung and unsprung masses. The polynomial chaos and the 2000-run
Monte-Carlo estimates give similar results.
2

Polyn. Chaos
Monte Carlo

1.5

PDF

PDF

1.5

0.5

0
1

Polyn. Chaos
Monte Carlo

0.5

0.5
0
0.5
Sprung Mass Displacement [m]

0
1

0.5
0
0.5
Unsprung Mass Displacement [m]

Figure 14. The probability density function at the final time for the sprung and
unsprung masses.
Polynomial Chaos versus Statistical Linearization
Statistical linearization is a powerful approach to approximate the mean and
variance of the response of nonlinear dynamic systems to stochastic
perturbations [9]. To compare polynomial chaos with statistical linearization,
consider the single degree of freedom nonlinear oscillator:
m&x& + cx& + g (x ) = f (t )
(17)
where f (t ) is a stochastic forcing and g (x) a nonlinear spring. The system in
Eq. (17) is approximated by a linear system [9]:
m&y& + cy& + ky = f (t )
(18)
with the equivalent stiffness coefficient k chosen such that the mean-square
response E[ y 2 ] of the linear system is an optimal estimate of the mean square
response E[ x 2 ] of the nonlinear system in Eq. (17). Based on this approximation,
and assuming the response of the system in Eq. (18) has zero mean, its variance
is given by:

12

S ( )
[ ]
(k m ) + c

E y2 =

2 2

(19)

where S f ( ) is the spectral density of the stochastic excitation f (t ) .

The standard equivalent linearization applied to the one-dimensional
system in Eq. (17) provides the following formula for the equivalent stiffness
coefficient [9]:
E[ x g ( x)] E [ yg ( y )]
(20)
k=

E[ x 2 ]
E y2
The value of this coefficient can be derived only if the statistics of the
nonlinear solution x are known. In practice these statistics are approximated by
the statistics of the linear response y , which is often assumed Gaussian.
Equations (19) and (20) are solved simultaneously for k and E[ y 2 ] .
We consider a nonlinear cubic spring with g ( x) = h x 3 . Under the Gaussian
assumption for the distribution of y we have that

[ ]

E[h y 4 ] 3 h E[ y 2 ]
k
=
= 3 h E[ y 2 ]
(21)
2
2
E[ y ]
E[ y ]
Consider the stochastic forcing be the stochastic terrain surface in Eq.
(11) with zero mean, z ( x ) = 0 . The power density of this forcing is:
S f ( ) =

A12 ( L11 ) + ( + L11 ) +

A22 ( L21 ) + ( + L21 )

(22)
2
2
From Eq. (19) and Eq. (22) the variance of the response is obtained:
2 A12
2 A22
(23)
E y2 =
+
2
2
k mL12 + c 2 L12 k mL22 + c 2 L22

[ ]

Equations (21) and (23) are solved together for k and E[ y 2 ] .

In the numerical experiments presented below we use the following
numerical values (in non-dimensional units):
m = 10 , c = 1, h = 1, A1 = 4 , A2 = 2 , t [0, 200]
(24)
The system starts from rest position with zero velocity. The results are
shown in Table 1. Since statistical linearization estimates the variance at steady
state we consider a long integration interval (200 time units) for Monte Carlo and
polynomial chaos integrations. Polynomial chaos and Monte Carlo give very
similar estimates of the variance, while statistical linearization overestimates it.
Table 1. The variance and equivalent stiffness estimated by different methods
Method

k
E[ x 2 ]
Monte Carlo (3000 runs)
0.033 1.463 4.389
Polynomial Chaos (order 3)
0
1.452 4.356
Statistical Linearization
0
1.956 5.869

E[x]

13

We conclude this comparison by noting that the shorter the correlation

time/distance of the stochastic forcing is, the more terms are needed in the
Karhunen-Loeve expansion for a given accuracy. The polynomial chaos
approach becomes impractical for weakly correlated forcings (and in particular
for white noise forcing).

Special Dynamical Behavior

We study the quality of the polynomial chaos approximation for two systems with
very particular dynamics. The first example is the double-well problem; the PDF
of the solution becomes bi-modal and difficult to approximate by smooth
polynomials. The second example is the chaotic 3-variable Lorenz model; with
proper initial values, the solutions collapse onto an attractive manifold. We
expect the chaotic dynamics to challenge the polynomial chaos approximations
of the PDF.
The Double-Well Problem
The double-well problem is governed by the ordinary differential equations
(ODEs):
x& = x x 2 1 , 0 t 2 , x(0 ) = x0
(25)
There are two stable attractors at x = 1 , and one unstable steady state at
x = 0 . For every negative initial condition x0 < 0 the system evolves toward the
attractive steady state x = 1 , and for every x0 > 0 toward x = +1 . Thus any
probability distribution of the initial state (which spans both positive and negative
values) will evolve toward a couple of Dirac distributions on the attractor states.
The problem is challenging since the state probability density becomes less
smooth as the system evolves, making it increasingly difficult to construct
spectral approximations.
Consider the case where the initial state is uniformly distributed between
[0.625, 0.375] , as shown in Fig. 15a. Since this distribution is skewed to the left,
we expect the system to reach the final state x = 1 with higher probability than
x = +1 . The resulting PDF was computed with Monte Carlo (10,000 runs) and
Legendre chaos of orders 3 and 7. The results are shown in Fig. 15b for t = 2
and in Fig. 15c for t = 4 . We notice that the polynomial chaos approximation
captures the bimodal result distribution. For t = 2 the PDF calculated by
polynomial chaos is reasonably accurate. As the real distribution approaches two
Dirac functions, the quality of the polynomial chaos PDF decreases, as seen in
Fig. 15c. Nevertheless, the bimodal character is well captured, with the
probability of the left final state being larger than that of the right final state.

14

0.5

20

0
1.5 1 0.5 0 0.5 1
State at T = 0

1.5

30

PDF

Monte Carlo
Polyn. Chaos 3
Polyn. Chaos 7

PDF

PDF

1.5

10

0
1.5 1 0.5 0 0.5 1
State at T = 2

(a)

(b)

1.5

0
1.5 1 0.5 0 0.5 1
State at T = 4

1.5

(c)

Figure 16. Polynomial chaos approximations of the PDF for the double-well
problem reproduce the two peaks of the final distribution.
The Lorenz Problem
We now consider the classical Lorenz 3-variable system [10] motivated by
meteorological applications.
x& = ( y x )
y& = x y x z
(26)
z& = x y z
This system has been extensively studied since it provides a simple
example of a particular type of nonlinear dynamics. For certain values of the
parameters the system has chaotic solutions: very small perturbations in the
initial conditions lead quickly to very different solutions. From the point of view of
this study, small uncertainties in the initial conditions grow rapidly as the system
evolves. Trajectories fall onto the Lorenz attractor, a low-dimensional stable
manifold. Note that the concepts of chaotic dynamics and polynomial chaos are
not directly related despite the similar terminology.
We consider the initial values of the system to be uncertain, and uniformly
distributed in the cube
0 x0 1 , 0 y 0 1 , 14.5 z 0 15.5
(27)
First we study the behavior for the parameter values = 1 , = 10 , and
= 1 , and a time interval of 15 units. We use 3 uncertain variables, and
Lagrange chaos of order 5. There are 56 basis functions. The system evolves
toward the stable equilibrium point x = y = 3 , z = 9 (there are several stable
equilibria, but the cube of initial values lies in the attractive basin of this particular
one). Figure 16 presents a comparison of the mean and standard deviation of
each variable against a 1000 ensemble Monte Carlo run. The polynomial chaos
approximation of the PDF is very accurate, and becomes sharper in time,
simulating the Dirac distribution at the equilibrium point, as can be seen from the
vanishing variance in Fig. 16.

15

X mean

Y mean

Z mean

16

14

12

10

Monte Carlo
Polyn. Chaos

10

15

X std

10

15

Y std

1.4

0.8
0.6

15

5
10
Time units

15

1
1.5

10

Z std

2.5

1.2

2
0.4

0.5

0.2
0

5
10
Time units

15

5
10
Time units

15

Figure 16. Lorenz system, the stable attractor case. The polynomial chaos
approximation of the PDF is very accurate.
Next, we consider the parameter values that were originally chosen by
Lorenz [10] to obtain chaotic dynamics: = 10 , = 28 , and = 8 3 . A phase plot
of the Lorenz attractor can be seen in Fig. 17. The attractor has a complicated
geometry, which makes it difficult for polynomial chaos to approximate it.
The cube of initial values lies near the attractor, as seen in Fig. 17 (blue
dots). Even if the set of initial conditions is very localized, after 15 time units the
trajectories have diverged and span all the attractor, as seen in Fig. 17 (red
dots). This behavior is typical for chaotic dynamics, and is what makes this test
case challenging for polynomial chaos approximations.
Figure 18 compares the mean and standard deviations obtained by
polynomial chaos with a 1000 ensemble Monte Carlo run. The rapid increase in
standard deviation in the beginning reflects the rapid amplification of uncertainty,
in chaotic dynamics. We notice that polynomial chaos approximation is quite
accurate in the very beginning (for about 3 time units). After that the
approximation of the Z mean, as well as the standard deviations, become
inaccurate. The polynomial chaos PDF after 15 time units is shown in Fig. 19a. It
is not a very accurate approximation of the PDF estimated by Monte Carlo. The
phase plot of the polynomial chaos predicted distribution is shown in Fig. 19b.
This phase plot reveals that an attractor is also predicted by the polynomial
chaos approach. Its shape, however, is only a rough approximation of the real
attractor shown in Fig. 17.

16

25

25

15

15

5
5

15

15

25
25

15

15

25

25

10

20

30

40

50

50
40

30
20
10
0
25

15

15

25

Figure 17. Lorenz system, the chaotic case. Phase plot of the Lorenz attractor.
The initial ensemble (blue) is localized in a 1x1x1 cube. After 15 time units of
evolution the trajectories have fallen onto, and dispersed all over the Lorenz
attractor (red).
X mean

Y mean

20

20

Z mean
Monte Carlo
Polyn. Chaos

40

15

35
10

10

30

25
0

20

15

10

10
15

10
0

10

15

20

X std

10

15

Y std

14

10

15

5
10
Time units

15

Z std

15

12

12

10

10

10

8
6
6
5

4
2

2
0

5
10
Time units

15

5
10
Time units

15

Figure 18. Lorenz system, the chaotic case. The approximations of the mean
and standard deviation of the three variables is accurate only for a short period
(~3 time units) at the beginning of the simulation.

17

0.15

0.15

0.15

0.1

0.1

0.05

0.05

0.05

25

15

15

PDF

0.1

25

0
20

20

0
25

25

25

50

Monte Carlo

15

15

25
25

15

15

25

25

10

20

30

40

50

50

Polyn. chaos
0.1

0.1

0.05

0.05

0.05

40

PDF

0.1

30
20
10

0
20

0
X

20

0
25

0
Y

25

25
Z

50

0
25

15

15

25

(a) Component-wise PDF

(b) Phase plot of polyn. chaos solution

Figure 19. (a) The PDF at T = 15 units predicted by polynomial chaos and by
Monte Carlo. (b) The phase plot of the attractor predicted by polynomial chaos is
only a rough approximation of the real attractor.

DAE Problems
The simple pendulum offers a simple example of a constrained mechanical
system. In the ODE formulation:

g
(28)
&& = sin ( ), 0 = , &0 = 0
4
L
where L is the length of the pendulum, defines the angular position of the
pendulum, && is the pendulums angular acceleration, g is the gravitational
acceleration, and ,& are the initial position and the initial velocity conditions.
0

In Cartesian coordinates
x = L sin ( ), y = L cos( )
(29)
the pendulum equations form an index-3 DAE system:
x (x& 2 + y& 2 ) gxy
&x& =
L2
2
y (x& + y& 2 ) + gx 2
&y& =
(30)
L2
0 =
x 2 + y 2 L2
This system is solved by differentiating the constraints twice and
integrating the resulting index-1 DAE. Each step is followed by a projection of the
solution onto the velocity constraint manifold.
We consider the length of the pendulum string to be uncertain, with a
uniform distribution between [0.8,1.2] m .
L = L + L , [ 1,1] u.d. , L = 1 m , L = 0.2 m
(31)
The stochastic DAE is formulated by direct stochastic collocation.
Figure 20 shows the variation of the angle for a simple pendulum
represented as an ODE in the deterministic model, in the stochastic model with
polynomial chaos, and using a 2000-run Monte Carlo simulation.
18

Deterministic
Polyn. Chaos (mean 1)

0.5

[ rad ]

[ rad ]

0.5

0.5

Deterministic
Monte Carlo (mean 1)

0.5

6
9
Time [ s ]

12

15

6
9
Time [ s ]

12

15

Figure 20. Variation in the pendulum position coordinate for the ODE
formulation, using stochastic modeling with polynomial chaos of order 3, and
Monte Carlo simulations
Figure 21 presents the variation of the position in the x and y directions for
a simple pendulum modeled with DAE in the deterministic model, and in the
stochastic model with polynomial chaos or order 3. Comparison with the Monte
Carlo results in Fig. 24 reveals that this approximation is not very accurate.
X Deterministic
X Polyn. Chaos (mean 1)

Displacement [m]

Y Deterministic
Y Polyn. Chaos (mean 1)

1.1
1

0.5

0.9

0.8
0.5
0.7
1

6
9
Time [ s ]

12

15

6
9
Time [ s ]

12

15

Figure 21. Variation in the pendulum x and y coordinates for the DAE
formulation, using stochastic modeling with polynomial chaos of order 3
Figure 22 illustrates the variation of the position in the x and y directions
using a stochastic model with polynomial chaos or order 7. We notice that only
the order 7 approximation is close to the Monte Carlo results presented in Fig.
24. The convergence of the polynomial chaos approximation for stochastic DAEs
is slow.

19

X Deterministic
X Polyn. Chaos (mean 1)

Displacement [m]

Y Deterministic
Y Polyn. Chaos (mean 1)

1.1
1

0.5

0.9

0.8
0.5
0.7
1

6
9
Time [ s ]

12

15

6
9
Time [ s ]

12

15

Figure 22. Variation in the pendulum x and y coordinates for the DAE
formulation, using stochastic modeling with polynomial chaos of order 7
Figure 23 shows the variation of the position in the x and y directions for
a simple pendulum modeled with DAE in the deterministic model, and in the
2000-run Monte Carlo simulation.
X Deterministic
X Monte Carlo

Displacement [m]

Y Deterministic
Y Monte Carlo

1.1
1

0.5

0.9

0.8
0.5
0.7
1

6
9
Time [ s ]

12

15

6
9
Time [ s ]

12

15

Figure 23. Variation in the pendulum x and y coordinates for the DAE
formulation, using a 2000-run Monte Carlo simulation
Figure 24a presents the position constraint for a simple pendulum
modeled with the stochastic model with polynomial chaos of order 3, and Fig.
24b for polynomial chaos of order 7. The order 3 approximation shows an
increase in variance after about 10 seconds, which confirms that the
convergence of the polynomial chaos approach for DAE problems is slow.
PositionConstraint (X2+Y2)

1.5

2
2
PositionConstraint (X +Y )

1.4
1.2
1

0.8
0.6
0.5

0.4
0.2

6
9
Time [ s ]

12

15

(a) Polynomial chaos of order 3

6
9
Time [ s ]

12

15

(b) Polynomial chaos of order 7

20

Figure 24. The position constraint for the pendulum modeled with DAE

Conclusions
Many real life mechanical systems operate under uncertainty. Uncertainties
result from poorly known or variable parameters (e.g., variation in suspension
stiffness and damping characteristics), from uncertain inputs (e.g., soil properties
in vehicle-terrain interaction), or from rapidly changing forcings that can be best
described in a stochastic framework (e.g., rough terrain profile).
This study investigates the use of generalized polynomial chaos theory for
modeling complex nonlinear multibody dynamic systems with uncertainty. The
theoretical and computational aspects of the polynomial chaos approach are
discussed in the companion paper Modeling Multibody Dynamic Systems with
Uncertainties. Part I: Theoretical and Computational Aspects [1].
This paper continues the study with numerical investigations of a selected
set of test problems. A quarter-car model is subject to both parametric and
external forcing uncertainties. Polynomial chaos allows the calculation of mean
and variance of the solution, and of its probability density distribution in both time
and frequency domains. For nonlinear systems of interest the deterministic
results with the most likely values of the parameters are different than the
stochastic mean. The modeling of uncertain terrain profiles is illustrated using a
periodic, bilateral, autoregressive stochastic process. This stochastic process is
discretized using a Karhunen-Loeve expansion, and the system response is
obtained using polynomial chaos.
Numerical experiments performed with the simple pendulum illustrate the
modeling of uncertainties in DAE systems. The statistics convergence is slow,
and higher order polynomial chaos expansions are employed for the DAE
formulation than for the ODE formulation. The reasons for this slow convergence
in the DAE formulation require further investigations.
Limitations of the polynomial chaos approach are studied on two test
problems with special dynamical behavior. While the method correctly
approximates multiple attractor points, its accuracy decreases after a short time
interval when it follows a chaotic evolution.
The main advantages of the polynomial chaos approach to simulate
multibody dynamic systems with uncertainty are:
Allows an accurate treatment of nonlinear dynamics and of nonGaussian probability densities;
Does not rely on the assumption that uncertainties are small;
Is well suited for multibody dynamic systems of interest, which have a
small number of uncertain parameters with large levels of uncertainty;
Is more efficient than Monte Carlo;
Is more accurate than statistical linearization;
Allows the quantification of uncertainty distribution in both time and
frequency domains;
Allows a consistent discretization of external stochastic forcings
through truncated Karhunen-Loeve expansions;
Can qualitatively capture the dynamics for multiple attractor states;
21

 Allows simulations for uncertain differential-algebraic equations.

The main weaknesses of the polynomial chaos approach are:
The dimension of the stochastic space increases exponentially with the
number of independent random variables. Consequently, the approach
is efficient only for a relatively small number of sources of uncertainty;
The discretization of external stochastic forcings by truncated
Karhunen-Loeve expansions require many terms for processes with
short correlation lengths/times;
Treatment of non-polynomial nonlinearities in the Galerkin framework
requires the use of multidimensional quadrature rules. On the other
hand, a complete convergence theory for the less expensive
collocation approach is not available at this time;
For chaotic dynamics the approximation of the PDF is accurate only for
short simulation times;
The convergence of the method for the DAE (pendulum) example is
notably slower than for the ODE formulation of the same system.
The overall conclusion is that despite its limitations, polynomial chaos is a
powerful and potentially very useful, approach for the simulation of multibody
dynamic systems with uncertainty.

Acknowledgements
The work of A. Sandu was supported in part by NSF through the awards
CAREER ACI-0093139 and ITR AP&IM 0205198. The work of C. Sandu was
supported in part by the AdvanceVT faculty development grant 477201 from
Virginia Techs NSF ADVANCE Award 0244916.

References
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Systems with Uncertainties. Part I: Theoretical Development, submitted Sept.
2004.
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[4] Bekker, M.G., Theory of Land Locomotion, The U. of Michigan Press, Ann
Arbor, Michigan, 1956.
[5] Bekker, M.G., Off-the-Road Locomotion, The University of Michigan Press,
Ann Arbor, 1960.
[6] Bekker, M.G., Introduction to Terrain-Vehicle Systems, The University of
Michigan Press, Ann Arbor, Michigan, 1969.

22

[7] Harnisch, C., and Jakobs, R., Impact of Scattering Soil Strength and
Roughness on Terrain Vehicle Dynamics, Proc. of the 13th Int. Conf. of ISTVS,
Munich, Germany, 1999.
[8] Lucor, D., Su, C.-H., and Karniadakis, G.E., Karhunen-Loeve Representation
of Periodic Second Order Autoregressive Processes, M. Bubak editor, ICCS
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[9] Crandall, S.H., Is Stochastic Linearization a fundamentally flawed
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23