Journal
JOURNAL OF ENGINEERING MECHANICS
Volume 143, Issue 12, Pages -Publisher
ASCE-AMER SOC CIVIL ENGINEERS
DOI: 10.1061/(ASCE)EM.1943-7889.0001368
Keywords
Stochastic vector field; Non-Gaussian; Spectral representation method; Translation vector field theory; Simulation
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Funding
- National Natural Science Foundation of China [41630638, 51479050]
- National Key Research and Development Program of China [2016YFC0800205]
- National Key Basic Research Program of China [2015CB057901]
- 111 project [B13024]
- China Scholarship Council (CSC)
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A simple and efficient simulation method is proposed to generate multidimensional non-Gaussian vector fields based on the spectral representation method, according to the target cross spectral density matrix and the prescribed non-Gaussian marginal probability density functions. The proposed method starts by estimating the underlying Gaussian cross spectral density matrix through sample-function-free iterative scheme. Then, the resulting underlying Gaussian cross spectral density matrix can be applied to simulate a multidimensional Gaussian vector field, which is then mapped to the desired multidimensional non-Gaussian vector field through nonlinear memoryless translation. Finally, a numerical example involving a trivariate, two-dimensional, non-Gaussian vector field is presented to demonstrate the capabilities of the proposed method. (C) 2017 American Society of Civil Engineers.
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