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1.
Proper Orthogonal Decomposition （POD） provides a powerful modal transformation tool for stochastic dynamics. In this paper, coherency matrix-based proper orthogonal decomposition （CPOD） is presented as an innovative form of the POD based on cross power spectral density matrices. By introducing a discretizing scheme, the CPOD-based spectral representation method is obtained for use in stochastic simulation. Moreover, some criteria are proposed that allow the truncation order of CPOD to be conveniently determined. A numerical example to illustrate the application of the proposed method for the simulation of a wind velocity field is provided. 相似文献
2.
A new approach to evaluate the extreme value distribution （EVD） of the response and reliability of general multi-DOF nonlinear stochastic structures is proposed. The approach is based on the recently developed probability density evolution method, which enables the instantaneous probability density functions of the stochastic responses to be captured. In the proposed method, a virtual stochastic process is first constructed to satisfy the condition that the extreme value of the response equals the value of the constructed process at a certain instant of time. The probability density evolution method is then applied to evaluate the instantaneous probability density function of the response, yielding the EVD. The reliability is therefore available through a simple integration over the safe domain. A numerical algorithm is developed using the Number Theoretical Method to select the discretized representative points. Further, a hyper-ball is imposed to sieve the points from the preceding point set in the hypercube. In the numerical examples, the EVD of random variables is evaluated and compared with the analytical solution. A frame structure is analyzed to capture the EVD of the response and the dynamic reliability. The investigations indicate that the proposed approach provides reasonable accuracy and efficiency. 相似文献
3.
The joint probability density fimction （PDF） of different structural responses is a very important topic in the stochastic response analysis of nonlinear structures. In this paper, the probability density evolution method, which is successfully developed to capture the instantaneous PDF of an arbitrary single response of interest, is extended to evaluate the joint PDF of any two responses. A two-dimensional partial differential equation in terms of the joint PDF is established. The strategy of selecting representative points via the number theoretical method and sieved by a hyper-ellipsoid is outlined. A two-dimensional difference scheme is developed. The free vibration of an SDOF system is examined to verify the proposed method, and a flame structure exhibiting hysteresis subjected to stochastic ground motion is investigated. It is pointed out that the correlation of different responses results from the fact that randomness of different responses comes from the same set of basic random parameters involved. In other words, the essence of the probabilistic correlation is a physical correlation. 相似文献
4.
Modeling of suspended sediment particle movement in surface water can be achieved by stochastic particle tracking model approaches.In this paper,different mathematical forms of particle tracking models are introduced to describe particle movement under various flow conditions,i.e.,the stochastic diffusion process,stochastic jump process,and stochastic jump diffusion process.While the stochastic diffusion process can be used to represent the stochastic movement of suspended particles in turbulent flows,the stochastic jump and the stochastic jump diffusion processes can be used to describe suspended particle movement in the occurrences of a sequence of extreme flows.An extreme flow herein is defined as a hydrologic flow event or a hydrodynamic flow phenomenon with a low probability of occurrence and a high impact on its ambient flow environment.In this paper,the suspended sediment particle is assumed to immediately follow the extreme flows in the jump process（i.e.the time lag between the flow particle and the sediment particle in extreme flows is considered negligible）.In the proposed particle tracking models,a random term mainly caused by fluid eddy motions is modeled as a Wiener process,while the random occurrences of a sequence of extreme flows can be modeled as a Poisson process.The frequency of occurrence of the extreme flows in the proposed particle tracking model can be explicitly accounted for by the Poisson process when evaluating particle movement.The ensemble mean and variance of particle trajectory can be obtained from the proposed stochastic models via simulations.The ensemble mean and variance of particle velocity are verified with available data.Applicability of the proposed stochastic particle tracking models for sediment transport modeling is also discussed. 相似文献
5.
A modified method for simulating non-stationary multi-point earthquake ground motion 总被引：1，自引：1，他引：0
A spectral-representation-based algorithm is proposed to simulate non-stationary and stochastic processes with evolutionary power,according to a prescribed non-stationary cross-spectral density matrix. Non-stationary multi-point seismic ground motions at different locations on the ground surface are generated for use in engineering applications. First,a modified iterative procedure is used to generate uniformly modulated non-stationary ground motion time histories which are compatible with the prescribed power spectrum. Then,ground motion time histories are modeled as a non-stationary stochastic process with amplitude and frequency modulation. The characteristic frequency and damping ratio of the Clough-Penzien acceleration spectrum are considered as a function of time in order to study the frequency time variation. Finally,two numerical examples are presented to validate the efficiency of the proposed method,and the results show that this method can be effectively applied to the dynamic seismic analysis of long and large scale structures. 相似文献
6.
A new data assimilation method called the explicit four-dimensional variational (4DVAR) method is proposed. In this method, the singular value decomposition (SVD) is used to construct the orthogonal basis vectors from a forecast ensemble in a 4D space. The basis vectors represent not only the spatial structure of the analysis variables but also the temporal evolution. After the analysis variables are ex-pressed by a truncated expansion of the basis vectors in the 4D space, the control variables in the cost function appear explicitly, so that the adjoint model, which is used to derive the gradient of cost func-tion with respect to the control variables, is no longer needed. The new technique significantly simpli-fies the data assimilation process. The advantage of the proposed method is demonstrated by several experiments using a shallow water numerical model and the results are compared with those of the conventional 4DVAR. It is shown that when the observation points are very dense, the conventional 4DVAR is better than the proposed method. However, when the observation points are sparse, the proposed method performs better. The sensitivity of the proposed method with respect to errors in the observations and the numerical model is lower than that of the conventional method. 相似文献
7.
Accurate estimation of stiffness loss is a challenging problem in structural health monitoring. In this study orthogonal wavelet decomposition is used for identifying the stiffness loss in a single degree of freedom spring-mass-damper system. The effects of excitation frequency on accuracy of damage detection is investigated. Results show that pseudo-alias effects caused by the orthogonal wavelet decomposition (OWD), affect damage detectability. It is demonstrated that theproposed approach is sunable for damage detection when the excitation frequency is relatively low. This study shows how a priori knowledge about the signal and ability to control the sampling frequency can enhance damage detectability. 相似文献
8.
In this paper, a numerical method for correlation sensitivity analysis of a nonlinear random vibration system is presented. Based on the first passage failure model, the probability perturbation method is employed to determine the statistical characteristics of failure modes and the correlation between them. The sensitivity of correlation between failure modes with respect to random parameters characterizing the uncertainty of the hysteretic loop is discussed. In a numerical example, a two-DOF shear structure with uncertain hysteretic restoring force is considered. The statistical characteristics of response, failure modes and the sensitivity of random hysteretic loop parameters are provided, and also compared with a Monte Carlo simulation. 相似文献
9.
GiuseppeCarloMarano 《地震工程与工程振动(英文版)》2005,4(1):95-106
Bridge seismic isolation strategy is based on the reduction of shear forces transmitted from the superstructure to the piers by two means: shifting natural period and earthquake input energy reduction by dissipation concentrated in protection devices. In this paper, a stochastic analysis of a simple isolated bridge model for different bridge and device parameters is conducted to assess the efficiency of this seismic protection strategy. To achieve this aim, a simple nonlinear softening constitutive law is adopted to model a wide range of isolation devices, characterized by only three essential mechanical parameters. As a consequence of the random nature of seismic motion, a probabilistic analysis is carried out and the time modulated Kanai-Tajimi stochastic process is adopted to represent the seismic action. The response covariance in the state space is obtained by solving the Lyapunov equation for a stochastic linearized system. After a sensitivity analysis, the failure probability referred to extreme displacement and the mean value of dissipated energy are assessed by using the introduced stochastic indices of seismic bridge protection efficiency. A parametric analysis for protective devices with different mechanical parameters is developed for a proper selection of parameters of isolation devices under different situations. 相似文献
10.
A.Mébarki 《地震工程与工程振动(英文版)》2010,9(2):213-221
This paper deals with the effect of layer height randomness on the seismic response of a layered soil. These parameters are assumed to be lognormal random variables. The analysis is carried out via Monte Carlo simulations coupled with the stiffness matrix method. A parametric study is conducted to derive the stochastic behavior of the peak ground acceleration and its response spectrum,the transfer function and the amplification factors. The input soil characteristics correspond to a site in Mexico City and the input seismic accelerations correspond to the Loma Prieta earthquake. It is found that the layer height heterogeneity causes a widening of the frequency content and a slight increase in the fundamental frequency of the soil profile,indicating that the resonance phenomenon is a concern for a large number of structures. Variation of the layer height randomness acts as a variation of the incident angle,i.e.,a decrease of the amplitude and a shift of the resonant frequencies. 相似文献
11.
随机结构分析的扩阶系统方法(Ⅰ)——扩阶系统方程 总被引：4，自引：0，他引：4
李杰 《地震工程与工程振动》1995,(3)
本文提出了一类新的随机结构分析方法——扩阶系统方法。文中首先论述了随机函数空间中的正交展开与次序正交展开概念。利用随机函数空间中的正交分解原理,证明了扩阶系统方程的正确性。 相似文献
12.
M. D. Ruiz-Medina J. M. Angulo R. Fernández-Pascual 《Stochastic Environmental Research and Risk Assessment (SERRA)》2007,21(3):273-281
A wavelet-based orthogonal decomposition of the solution to stochastic differential/pseudodifferential equations of parabolic
type is derived in the cases of random initial conditions and random forcing. The family of spatiotemporal models considered
can represent anomalous diffusion processes when the spatial operator involved is a fractional or multifractional pseudodifferential
operator. The results obtained are applied to the generation of the sample paths of Gaussian spatiotemporal random fields
in the family studied. 相似文献
13.
A method for generating an ensemble of orthogonal horizontal ground motion components with correlated parameters for specified earthquake and site characteristics is presented. The method employs a parameterized stochastic model that is based on a time‐modulated filtered white‐noise process with the filter having time‐varying characteristics. Whereas the input white‐noise excitation describes the stochastic nature of the ground motion, the forms of the modulating function and the filter and their parameters characterize the evolutionary intensity and nonstationary frequency content of the ground motion. The stochastic model is fitted to a database of recorded horizontal ground motion component pairs that are rotated into their principal axes, a set of orthogonal axes along which the components are statistically uncorrelated. Model parameters are identified for each ground motion component in the database. Using these data, predictive equations are developed for the model parameters in terms of earthquake and site characteristics and correlation coefficients between parameters of the two components are estimated. Given a design scenario specified in terms of earthquake and site characteristics, the results of this study allow one to generate realizations of correlated model parameters and use them along with simulated white‐noise processes to generate synthetic pairs of horizontal ground motion components along the principal axes. The proposed simulation method does not require any seed recorded ground motion and is ideal for use in performance‐based earthquake engineering. Copyright © 2011 John Wiley & Sons, Ltd. 相似文献
14.
Conditional component random fields (CC) based on Cholesky decomposition of the multivariate spectra are introduced in this study to develop a new method for conditional simulation of vector attributes in environmental and geological phenomena. The CC are independent random fields with covariance models obtained from projections and conditioning in the frequency domain. The approach is to simulate one attribute in the physical space and use the results to estimate the other attributes in the frequency domain. Then, a CC for the next attribute is simulated and projected on the other attributes. In general, any attribute is built as the sum of inverse Fourier transform of the orthogonal projection of previous simulated CC plus a last CC simulated in the physical space. This simulation approach continues in this fashion for several attributes and the order of them may be changed for different realizations. This method allows for data conditioning and simulation. A simplified version for intrinsically correlated random fields allows for an approach that avoids the frequency domain. 相似文献
15.
16.
W. H. Ward 《水文科学杂志》2013,58(1):85-101
AbstractA new method is presented to generate stationary multi-site hydrological time series. The proposed method can handle flexible time-step length, and it can be applied to both continuous and intermittent input series. The algorithm is a departure from standard decomposition models and the Box-Jenkins approach. It relies instead on the recent advances in statistical science that deal with generation of correlated random variables with arbitrary statistical distribution functions. The proposed method has been tested on 11 historic weekly input series, of which the first seven contain flow data and the last four have precipitation data. The article contains an extensive review of the results.Editor D. KoutsoyiannisCitation Ilich, N., 2014. An effective three-step algorithm for multi-site generation of stochastic weekly hydrological time series. Hydrological Sciences Journal, 59 (1), 85–98. 相似文献
17.
随机结构动力可靠度分析的极值概率密度方法 总被引：7，自引：2，他引：5
提出了随机结构动力可靠度分析的极值概率密度方法。基于概率密度演化的基本思想,构造一个虚拟随机过程,使得随机结构动力反应的极值为该虚拟随机过程的截口随机变量。进而．采用概率密度演化方法,建立概率密度演化方程并求解给出随机结构动力反应的极值分布。在安全域内积分即可给出结构动力可靠度,当安全界限为随机变量时,采用这一方法几乎不增加额外的工作量,与随机模拟结果的比较表明,本文建议方法具有良好的精度和效率。 相似文献
18.
Markus MAURER Research Associate Institute of Hydrosciences University of the Federal Armed Forces Munich Werner-Heisenberg-Weg D- Neubiberg/Munich Germany Youcef KELANEMER Research Associate Institute of Hydrosciences University of the F 《国际泥沙研究》1997,(3)
I.~OntjcnONEngineeringPredictionsofsedimenttransPOrtinopen-Channelsystems,especiallyifunsteadyflowconditionmustbeconsidered,isfraughtwithambigUityduetospatialandtemporalvariability,measurementerrors,lumtedsamplingoftheParameters,bounceandscallconditionS,andsink/sourcetenns.Duringrecentyearsmanysophisticatedmathematicalmodelshavebecomeavailabletocalculateunsteadyflowinone,tWoorthreedimensionS.ThesemodelswillbecoupledwithtranSportequationSforbedloadorsuSpendedloadtocalculateforexamplelongt… 相似文献
19.
A relatively simple and straightforward procedure is given for representing analytically defined or data-based covariance kernels of arbitrary random processes in a compact form that allows its convenient use in later analytical random vibration response studies. The method is based on the spectral decomposition of the random process by the orthogonal Karhunen-Loeve expansion and the subsequent use of least-squares approaches to develop an approximating analytical fit for the data-based eigenvectors of the underlying random process. The resulting compact analytical representation of the random process is then used to derive a closed-form solution for the non-stationary response of a damped SDOF harmonic oscillator. The utility of the method for representing the excitation and calculating the mean-square response is illustrated by the use of an ensemble of acceleration records from the 1971 San Fernando earthquake. 相似文献
20.
将随机结构正交展开理论和随机振动分析的虚拟激励原理运用于场地波动有限元分析，形成了一种可以考虑岩土介质随机特性对工程场地地震动相干函数影响的分析方法。实例分析表明，非严格均匀分布的随机介质场地对场地表面的迟滞相干函数值有重要影响，这种影响可由场地的随机影响因子来衡量，在进行工程场地地震动随机场研究时应当考虑场地介质随机特性的影响。 相似文献