Technical Papers
Nov 14, 2017

Simulation of Stochastic Processes by Sinc Basis Functions and Application in TELM Analysis

Publication: Journal of Engineering Mechanics
Volume 144, Issue 1

Abstract

This study serves three purposes: (1) to review a synthesis formula for simulation of band-limited stochastic processes based on the sinc expansion; (2) to implement this synthesis formula in the tail-equivalent linearization method (TELM); and (3) to demonstrate increased computational efficiency when the sinc expansion is implemented in this context. The proposed representation enables the reduction and control of the number of random variables used in the simulation of band-limited stochastic processes. This is of great importance for gradient-based reliability methods, including TELM, for which the computational cost is proportional to the total number of random variables. A direct application of the representation is used in TELM analysis. Examples of single-degree-of-freedom and multiple-degrees-of-freedom nonlinear systems subjected to Gaussian band-limited white noise simulated by use of sinc expansion are presented. The accuracy and efficiency of the representation are compared with those of the current time-domain discretization method used in TELM. The analysis concludes by shedding light on the specific cases for which the introduced reduction technique is beneficial.

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Acknowledgments

This work was supported by the Taisei Chair of Civil Engineering and by the Swiss Competence Centers for Energy Research (SCCER-SoE).

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Go to Journal of Engineering Mechanics
Journal of Engineering Mechanics
Volume 144Issue 1January 2018

History

Received: Mar 4, 2017
Accepted: Jun 19, 2017
Published online: Nov 14, 2017
Published in print: Jan 1, 2018
Discussion open until: Apr 14, 2018

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Marco Broccardo [email protected]
Postdoctoral Researcher, Swiss Competence Center for Energy Research, Eidgenössische Technische Hochschule Zürich, 8006 Zürich, Switzerland (corresponding author). E-mail: [email protected]
Armen Der Kiureghian, M.ASCE [email protected]
President, American Univ. of Armenia, Yerevan 0019, Armenia; Taisei Professor of Civil Engineering Emeritus, Dept. of Civil and Environmental Engineering, Univ. of California, Berkeley, CA 94720-1710. E-mail: [email protected]

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