TECHNICAL NOTES
Dec 1, 1986
Errors in Simulation of Random Processes
Publication: Journal of Structural Engineering
Volume 112, Issue 12
Abstract
Simulation of random processes is frequently based on discrete approximations of the power spectral density of these processes. This study evaluates effects of these approximations on simulation-based estimates of the mean rate at which a Gaussian process crosses a level. The mean upcrossing rate is a useful probabilistic descriptor for the analysis of fatigue and first-excursion failures.
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References
1.
Cramer, H., and Leadbetter, M. R., Stationary and Related Stochastic Processes, John Wiley & Sons, New York, N.Y., 1967.
2.
Lin, Y. K., Probabilistic Theory of Structural Dynamics, McGraw‐Hill, New York, N.Y., 1967.
3.
Vanmarcke, E. H., “First Passage and Other Failure Criteria in Narrow‐Band Random Vibration: A Discrete State Approach,” Research Report R69‐68, Dept. of Civ. Engrg., M.I.T., Cambridge, Mass., Oct., 1969.
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Copyright © 1986 ASCE.
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Published online: Dec 1, 1986
Published in print: Dec 1986
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Authors
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Mircea Grigoriu, M. ASCE
Assoc. Prof. of Civ. Engrg., Cornell Univ., Ithaca, NY 14853
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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.
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.