个人信息Personal Information
教授
博士生导师
硕士生导师
任职 : 土木工程系主任
性别:男
毕业院校:同济大学
学位:博士
所在单位:土木工程系
学科:桥梁与隧道工程. 防灾减灾工程及防护工程. 流体力学
办公地点:桥隧研发基地306
电子邮箱:fuyouxu@dlut.edu.cn
An efficient simulation algorithm for non-Gaussian stochastic processes
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论文类型:期刊论文
发表时间:2019-11-01
发表刊物:JOURNAL OF WIND ENGINEERING AND INDUSTRIAL AERODYNAMICS
收录刊物:EI、SCIE
卷号:194
ISSN号:0167-6105
关键字:Non-Gaussian wind load; Monte Carlo simulation; AR/ARMA model; Moment distortion; Incompatibility
摘要:Using linear filter method and Johnson transformation, an efficient algorithm for simulating non-Gaussian wind load is developed in this study. Simulations with target first four-order marginal moments and power spectral density are produced by filtering the underlying non-Gaussian white noise that generated by Johnson transformation into non-Gaussian process using linear filter, such as autoregressive (AR) or autoregressive moving average (ARMA) model. For AR and ARMA models, the explicit relationships between the first four-order marginal moments of the input and those of the output are ascertained, thereby the moments of the underlying non-Gaussian white noise input can be calculated. Different from the traditional probability-dependent incompatibility for existing algorithms, a distinctive type of incompatibility which is characterized by spectrum-dependent for the new simulation algorithm is discovered and discussed. In addition, the incompatible ranges of the two types of incompatibilities are compared. We investigated several numerical examples and they demonstrated that the first four-order moments, PSD, and correlation functions of the generations closely matched the targets.