Technical Papers
May 31, 2018

Hilbert-Wavelet-Based Nonstationary Wind Field Simulation: A Multiscale Spatial Correlation Scheme

Publication: Journal of Engineering Mechanics
Volume 144, Issue 8

Abstract

Observations in extreme wind events, such as hurricanes/typhoons and downbursts, present strong nonstationarities. While nonstationary features of incident winds are typically ignored in the conventional analysis framework of wind-induced effects on structures, advances made in the interpretation of aerodynamic characteristics of the wind–structure interaction system over the last several decades have spurred demand for more accurate simulations of wind-velocity inputs. In this study, a Hilbert transform using the wavelet packet decomposition technique (Hilbert-wavelet-based scheme) is utilized to simulate the nonstationary wind process. The original broadband wind process is first decomposed into a series of monocomponent signals using the wavelet projection. The equivalent relation between the correlation and coherence functions is demonstrated to be applicable to the locally stationary process of each decomposition scale. This facilitates the use of available frequency-domain coherence relations in the time-domain simulation of multivariate nonstationary processes based on a multiscale spatial correlation approach. The prescribed spatial correlation of wind processes at multiple locations could be simultaneously achieved by generating appropriate instantaneous phase difference distributions, which are solutions of the equation set representing the relation between the instantaneous phase differences and correlation coefficients. The results of the numerical example indicate a remarkable potential of the proposed multiscale spatial correlation nested Hilbert-wavelet scheme in the simulation of nonstationary wind fields.

Get full access to this article

View all available purchase options and get full access to this article.

Acknowledgments

The support for this project provided by NSF Grant CMMI 15-37431 is gratefully acknowledged.

References

Bedrosian, E. 1963. “A product theorem for Hilbert transforms.” Proc. IEEE 51 (5): 868–869. https://doi.org/10.1109/PROC.1963.2308.
Boashash, B. 1992. “Estimating and interpreting the instantaneous frequency of a signal. 1: Fundamentals.” Proc. IEEE 80 (4): 540–568. https://doi.org/10.1109/5.135378.
Buresti, G., G. Lombardi, and J. Bellazzini. 2004. “On the analysis of fluctuating velocity signals through methods based on the wavelet and Hilbert transforms.” Chaos Solitons Fractals 20 (1): 149–158. https://doi.org/10.1016/S0960-0779(03)00438-7.
Chen, L. 2005. “Vector time-varying autoregressive (TVAR) models and their application to downburst wind speeds.” Electronic theses and dissertations, Texas Tech Univ.
Chen, L., and C. W. Letchford. 2004. “A deterministic–stochastic hybrid model of downbursts and its impact on a cantilevered structure.” Eng. Struct. 26 (5): 619–629. https://doi.org/10.1016/j.engstruct.2003.12.009.
Chen, L., and C. W. Letchford. 2007. “Numerical simulation of extreme winds from thunderstorm downbursts.” J. Wind Eng. Ind. Aerodyn. 95 (9–11): 977–990. https://doi.org/10.1016/j.jweia.2007.01.021.
Chen, X. 2008. “Analysis of alongwind tall building response to transient nonstationary winds.” J. Struct. Eng. 134 (5): 782–791. https://doi.org/10.1061/(ASCE)0733-9445(2008)134:5(782).
Cohen, L. 1995. Time-frequency analysis. Englewood Cliffs, NJ: Prentice Hall PTR.
Conte, J. P., K. S. Pister, and S. A. Mahin. 1992. “Nonstationary ARMA modeling of seismic motions.” Soil Dyn. Earthquake Eng. 11 (7): 411–426. https://doi.org/10.1016/0267-7261(92)90005-X.
Davenport, A. G. 1962. “The response of slender, line-like structures to a gusty wind.” Proc. Inst. Civ. Eng. 23 (3): 389–408. https://doi.org/10.1680/iicep.1962.10876.
Deodatis, G. 1996. “Non-stationary stochastic vector processes: Seismic ground motion applications.” Probab. Eng. Mech. 11 (3): 149–167. https://doi.org/10.1016/0266-8920(96)00007-0.
Deodatis, G., and M. Shinozuka. 1988. “Auto-regressive model for nonstationary stochastic processes.” J. Eng. Mech. 114 (11): 1995–2012. https://doi.org/10.1061/(ASCE)0733-9399(1988)114:11(1995).
Gabor, D. 1946. “Theory of communication. 1: The analysis of information.” J. Inst. Electr. Eng. Part III: Radio Commun. Eng. 93: 429–441. https://doi.org/10.1049/ji-3-2.1946.0074.
Gardner, W. A. 1992. “A unifying view of coherence in signal processing.” Signal Process. 29 (2): 113–140. https://doi.org/10.1016/0165-1684(92)90015-O.
Herley, C., J. Kovacevic, K. Ramchandran, and M. Vetterli. 1992. “Arbitrary orthogonal tiling of the time-frequency plane.” In Proc., IEEE-SP Int. Symp. on Time-Frequency and Time-Scale Analysis, 11–14. New York, NY: Institute of Electrical and Electronics Engineers.
Huang, G. 2014. “An efficient simulation approach for multivariate nonstationary process: Hybrid of wavelet and spectral representation method.” Probab. Eng. Mech. 37: 74–83. https://doi.org/10.1016/j.probengmech.2014.06.001.
Huang, G., and X. Chen. 2009. “Wavelets-based estimation of multivariate evolutionary spectra and its application to nonstationary downburst winds.” Eng. Struct. 31 (4): 976–989. https://doi.org/10.1016/j.engstruct.2008.12.010.
Huang, G., H. Liao, and M. Li. 2013. “New formulation of Cholesky decomposition and applications in stochastic simulation.” Probab. Eng. Mech. 34: 40–47. https://doi.org/10.1016/j.probengmech.2013.04.003.
Huang, G., Y. Su, A. Kareem, and H. Liao. 2016. “Time-frequency analysis of nonstationary process based on multivariate empirical mode decomposition.” J. Eng. Mech. 142 (1): 1–15. https://doi.org/10.1061/(ASCE)EM.1943-7889.0000975.
Huang, G., H. Zheng, Y. Xu, and Y. Li. 2015. “Spectrum models for nonstationary extreme winds.” J. Struct. Eng. 141 (10): 04015010. https://doi.org/10.1061/(ASCE)ST.1943-541X.0001257.
Huang, N. E., Z. Shen, S. R. Long, M. C. Wu, H. H. Shih, Q. Zheng, N.-C. Yen, C. Tung, and H. H. Liu. 1998. “The empirical mode decomposition and the Hilbert spectrum for nonlinear and non-stationary time series analysis.” Proc. R. Soc. A: Math. Phys. Eng. Sci. 454 (1971): 903–995. https://doi.org/10.1098/rspa.1998.0193.
Jesson, M., M. Haines, N. Singh, M. Sterling, and I. Taylor. 2013. “Numerical and physical simulation of a thunderstorm downburst” In Proc., 8th Asia-Pacific Conf. on Wind Engineering. Bingley, UK: Emerald Group Publishing Limited.
Jesson, M., M. Sterling, C. Letchford, and M. Haines. 2015. “Aerodynamic forces on generic buildings subject to transient, downburst-type winds.” J. Wind Eng. Ind. Aerodyn. 137: 58–68. https://doi.org/10.1016/j.jweia.2014.12.003.
Jiang, Y., L. Peng, G. Huang, and X. Chen. 2017. “Evolutionary spectra-based time-varying coherence function and its engineering application.” In Proc., 13th Americas Conf. on Wind Engineering. Red Hook, NY: Curran Associates.
Kijewski-Correa, T., and A. Kareem. 2006. “Efficacy of Hilbert and wavelet transforms for time-frequency analysis.” J. Eng. Mech. 132 (10): 1037–1049. https://doi.org/10.1061/(ASCE)0733-9399(2006)132:10(1037).
Kwon, D.-K., and A. Kareem. 2009. “Gust-front factor: New framework for wind load effects on structures.” J. Struct. Eng. 135 (6): 717–732. https://doi.org/10.1061/(ASCE)0733-9445(2009)135:6(717).
Kwon, D.-K., and A. Kareem. 2013. “Generalized gust-front factor: A computational framework for wind load effects.” Eng. Struct. 48: 635–644. https://doi.org/10.1016/j.engstruct.2012.12.024.
Lachaux, J. P., A. Lutz, D. Rudrauf, D. Cosmelli, M. Le Van Quyen, J. Martinerie, and F. Varela. 2002. “Estimating the time-course of coherence between single-trial brain signals: An introduction to wavelet coherence.” Neurophysiologie Clinique 32 (3): 157–174. https://doi.org/10.1016/S0987-7053(02)00301-5.
Li, Y., and A. Kareem. 1993. “Simulation of multivariate nonstationary random processes: Hybrid DFT and digital filterring approache.” J. Eng. Mech. 115 (12): 1302–1310. https://doi.org/10.1061/(ASCE)0733-9399(1997)123:12(1302).
Mallat, S., G. Papanicolaou, and Z. Zhang. 1998. “Adaptive covariance estimation of locally stationary processes.” Ann. Stat. 26 (1): 1–47. https://doi.org/10.1214/aos/1030563977.
Olhede, S., and A. T. Walden. 2004. “The Hilbert spectrum via wavelet projections.” Proc. R. Soc. Lond. Ser. A: Math. Phys. Eng. Sci. 460 (2044): 955–975. https://doi.org/10.1098/rspa.2003.1199.
Peng, Z. K., P. W. Tse, and F. L. Chu. 2005. “An improved Hilbert–Huang transform and its application in vibration signal analysis.” J. Sound Vib. 286 (1–2): 187–205. https://doi.org/10.1016/j.jsv.2004.10.005.
Percival, D. B., and A. T. Walden. 2000. Wavelet methods for time series analysis. Cambridge, UK: Cambridge University Press.
Phoon, K. K., H. Huang, and S. T. Quek. 2005. “Simulation of strongly non-Gaussian processes using Karhunen-Loeve expansion.” Probab. Eng. Mech. 20 (2): 188–198. https://doi.org/10.1016/j.probengmech.2005.05.007.
Phoon, K. K., S. P. Huang, and S. T. Quek. 2002. “Simulation of second-order processes using Karhunen-Loeve expansion.” Comput. Struct. 80 (12): 1049–1060. https://doi.org/10.1016/S0045-7949(02)00064-0.
Phoon, K. K., S. T. Quek, and H. Huang. 2004. “Simulation of non-Gaussian processes using fractile correlation.” Probab. Eng. Mech. 19 (4): 287–292. https://doi.org/10.1016/j.probengmech.2003.09.001.
Priestley, M. B. 1965. “Evolutionary spectra and non-stationary processes.” J. R. Stat. Soc. Ser. B 27 (2): 204–237.
Sakamoto, S., and R. Ghanem. 2002. “Simulation of multi-dimensional non-gaussian non-stationary random fields.” Probab. Eng. Mech. 17 (2): 167–176. https://doi.org/10.1016/S0266-8920(01)00037-6.
Tse, Y. K., and A. K. C. Tsui. 2002. “A multivariate generalized autoregressive conditional heteroscedasticity model with time-varying correlations.” J. Bus. Econ. Stat. 20 (3): 351–362. https://doi.org/10.1198/073500102288618496.
Wang, H., T. Wu, T. Tao, A. Li, and A. Kareem. 2016. “Measurements and analysis of non-stationary wind characteristics at Sutong Bridge in Typhoon Damrey.” J. Wind Eng. Ind. Aerodyn. 151: 100–106. https://doi.org/10.1016/j.jweia.2016.02.001.
Wang, L., and A. Kareem. 2005. “Modeling and simulation of transient winds in downbursts/hurricanes.” In Proc., 10th American Conf. on Wind Engineering, 1–12. Naples, FL: Association for Wind Engineering.
Wang, L., M. McCullough, and A. Kareem. 2013. “A data-driven approach for simulation of full-scale downburst wind speeds.” J. Wind Eng. Ind. Aerodyn. 123: 171–190. https://doi.org/10.1016/j.jweia.2013.08.010.
Wang, L., M. McCullough, and A. Kareem. 2014. “Modeling and simulation of nonstationary processes utilizing wavelet and hilbert transforms.” J. Eng. Mech. 140: 345–360. https://doi.org/10.1061/(ASCE)EM.1943-7889.0000666.
Wen, Y. K., and P. Gu. 2004. “Description and simulation of nonstationary processes based on Hilbert spectra.” J. Eng. Mech. 130: 942–951. https://doi.org/10.1061/(ASCE)0733-9399(2004)130:8(942).
Whitcher, B., P. F. Craigmile, and P. Brown. 2005. “Time-varying spectral analysis in neurophysiological time series using Hilbert wavelet pairs.” Signal Process. 85 (11): 2065–2081. https://doi.org/10.1016/j.sigpro.2005.07.002.
Wu, T. 2015. “Simulation of nonstationary wind velocity field utilizing multi-scale spatial correlation nested Hilbert-wavelet scheme.” In Proc., 14th Int. Conf. on Wind Engineering. Porto Alegre, Brazil: International Associations for Wind Engineering.
Xiao, J., and D. Zuo. 2015. “Conditional simulation of non-stationary wind field based on discrete wavelet transform.” In Proc., 14th Int. Conf. on Wind Engineering. Porto Alegre, Brazil: International Associations for Wind Engineering.
Yin, C., T. Wu, and A. Kareem. 2016. “Synthetic turbulence: A wavelet based simulation.” Probab. Eng. Mech. 45: 177–187. https://doi.org/10.1016/j.probengmech.2016.05.001.

Information & Authors

Information

Published In

Go to Journal of Engineering Mechanics
Journal of Engineering Mechanics
Volume 144Issue 8August 2018

History

Received: Oct 18, 2017
Accepted: Feb 5, 2018
Published online: May 31, 2018
Published in print: Aug 1, 2018
Discussion open until: Oct 31, 2018

Permissions

Request permissions for this article.

Authors

Affiliations

Haifeng Wang, S.M.ASCE
Graduate Student, Dept. of Civil, Structural and Environmental Engineering, Univ. at Buffalo, Buffalo, NY 14260.
Teng Wu, A.M.ASCE [email protected]
Assistant Professor, Dept. of Civil, Structural and Environmental Engineering, Univ. at Buffalo, Buffalo, NY 14260 (corresponding author). Email: [email protected]

Metrics & Citations

Metrics

Citations

Download citation

If you have the appropriate software installed, you can download article citation data to the citation manager of your choice. Simply select your manager software from the list below and click Download.

Cited by

View Options

Get Access

Access content

Please select your options to get access

Log in/Register Log in via your institution (Shibboleth)
ASCE Members: Please log in to see member pricing

Purchase

Save for later Information on ASCE Library Cards
ASCE Library Cards let you download journal articles, proceedings papers, and available book chapters across the entire ASCE Library platform. ASCE Library Cards remain active for 24 months or until all downloads are used. Note: This content will be debited as one download at time of checkout.

Terms of Use: ASCE Library Cards are for individual, personal use only. Reselling, republishing, or forwarding the materials to libraries or reading rooms is prohibited.
ASCE Library Card (5 downloads)
$105.00
Add to cart
ASCE Library Card (20 downloads)
$280.00
Add to cart
Buy Single Article
$35.00
Add to cart

Get Access

Access content

Please select your options to get access

Log in/Register Log in via your institution (Shibboleth)
ASCE Members: Please log in to see member pricing

Purchase

Save for later Information on ASCE Library Cards
ASCE Library Cards let you download journal articles, proceedings papers, and available book chapters across the entire ASCE Library platform. ASCE Library Cards remain active for 24 months or until all downloads are used. Note: This content will be debited as one download at time of checkout.

Terms of Use: ASCE Library Cards are for individual, personal use only. Reselling, republishing, or forwarding the materials to libraries or reading rooms is prohibited.
ASCE Library Card (5 downloads)
$105.00
Add to cart
ASCE Library Card (20 downloads)
$280.00
Add to cart
Buy Single Article
$35.00
Add to cart

Media

Figures

Other

Tables

Share

Share

Copy the content Link

Share with email

Email a colleague

Share