Conditioned Stochastic Processes for Conditional Random Fields
Publication: Journal of Engineering Mechanics
Volume 120, Issue 4
Abstract
Analytical development is presented for the theory of conditional random fields involving conditioning deterministic time functions. After discussion of their basic concept and their engineering significance, the probability distribution of the Fourier coefficients for conditioned stochastic processes is derived. Its physical interpretation is presented in terms of harmonic amplitudes and phase angles. On this basis, solutions are obtained for the time‐varying mean values and the variances of conditioned stochastic processes as well as their first‐passage probabilities. Numerical simulation of the conditional random fields is also performed for assumed power spectral density and coherence functions. These results are discussed in terms of the probability theory and engineering application. Specifically, effects of coherency and the number of conditioning deterministic time functions are examined.
Get full access to this article
View all available purchase options and get full access to this article.
References
1.
Ditlevsen, O. (1991). “Random field interpolation between point by point measured properties.” Computational stochastic mechanics; Proc. 1st Int. Conf. on Computational Stochastic Mech., P. D. Spanos and C. A. Brebbia, eds., Elsevier Applied Science, 801–812.
2.
Kameda, H. (1987). “Engineering application of stochastic earthquake motion models with non‐linear soil amplification.” Trans. 9th SMiRT, Lausanne, Switzerland, Vol. A, 327–336.
3.
Kameda, H. (1991). “Upgrading urban seismic safety and reliability—proposal of regional seismic monitoring systems.” Frontier R&D for Constr. Fac.; Proc., US‐Korea‐Japan Trilateral Seminar, A. H‐S. Ang, C‐K. Choi, and N. Shiraishi, eds., Honolulu, Hawaii, 218–232.
4.
Kameda, H., and Morikawa, H. (1991). “Simulation of conditional random fields—a basis for regional seismic monitoring for urban earthquake hazards mitigation.” Intelligent Struct.—2; Proc., US‐Italy‐Japan Workshop on Intelligent Systems, Y. K. Wen, ed., Elsevier Applied Science, 13–27.
5.
Kameda, H., and Morikawa, H. (1992). “An interpolating stochastic process for simulation of conditional random fields.” Probabilistic Engrg. Mech., 7(4), 243–254.
6.
Kawakami, H. (1989). “Simulation of space‐time variation of earthquake ground motion including a recorded time history.” Struct. Engrg./Earthquake Engrg.; Proc., Japan Society of Civil Engineers, Tokyo, Japan, No. 410/I‐12, 435–443 (in Japanese).
7.
Kawakami, H., and Sato, Y. (1988). “Effect of distortion of seismic waves on ground strain.” Proc., 9th World Conf. on Earthquake Engrg., Tokyo, Japan, Vol. II, 477–482.
8.
Morikawa, H., and Kameda, H. (1991). “Simulation of conditional random fields involving given time functions.” UEHR Rep. No. E8, Urban Earthquake Hazard Research Center, Disaster Prevention Res. Inst., Kyoto Univ., Kyoto, Japan, (in Japanese).
9.
Shinozuka, M. (1987). “Stochastic fields and their digital simulation.” Stochastic mechanics. M. Shinozuka, ed., Department of Civil Engineering and Engineering Mechanics, Columbia University, New York, N.Y., Vol. I, 1–43.
10.
Shinozuka, M., and Yao, J. T. P. (1967). “On the two‐sided time‐dependent barrier problem.” J. Sound and Vibration, 6(1), 98–104.
11.
Vanmarcke, E. H. (1983). Random fields. MIT Press, Cambridge, Mass.
12.
Vanmarcke, E. H., and Fenton, G. A. (1991). “Conditioned simulation of local fields of earthquake ground motion.” Struct. Safety, 10, 247–264.
Information & Authors
Information
Published In
Copyright
Copyright © 1994 American Society of Civil Engineers.
History
Received: Mar 3, 1992
Published online: Apr 1, 1994
Published in print: Apr 1994
Authors
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.