Non-Gaussian Simulation: Cumulative Distribution Function Map-Based Spectral Correction
Publication: Journal of Engineering Mechanics
Volume 129, Issue 12
Abstract
Methods for stochastic simulation of sample functions have increasingly addressed the preservation of both spectral and probabilistic contents to offer an accurate description of the dynamic behavior of system input for reliability analysis. This study presents an efficient, flexible and easily applied stochastic non-Gaussian simulation method capable of reliably converging to a target power spectral density function and marginal probability density function, or a close relative thereof. Several existing spectral representation-based non-Gaussian simulation algorithms are first summarized. The new algorithm is then presented and compared with these methods to demonstrate its efficacy. The advantages and limitations of the new method are highlighted and shown to complement those of the existing algorithms.
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Published In
Journal of Engineering Mechanics
Volume 129 • Issue 12 • December 2003
Pages: 1418 - 1428
Copyright
Copyright © 2003 American Society of Civil Engineers.
History
Received: Aug 30, 2002
Accepted: May 28, 2003
Published online: Nov 14, 2003
Published in print: Dec 2003
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