Simulation of non - gaussian stochastic process with target power spectral density and lower - order moments / Jinhua Li in Journal of engineering mechanics, Vol. 138 N° 5 (Mai 2012)  

Public ISBD [article]  inJournal of engineering mechanics > Vol. 138 N° 5 (Mai 2012) . - pp.391-404 Titre : Simulation of non - gaussian stochastic process with target power spectral density and lower - order moments Type de document : texte imprimé Auteurs : Jinhua Li, Auteur ; Chunxiang Li, Auteur Année de publication : 2012 Article en page(s) : pp.391-404 Note générale : Mécanique appliquée Langues : Anglais (eng) Mots-clés : Simulation Non-Gaussian Stochastic process PSD Lower-order moments AR ARMA model Résumé : In this paper, a direct simulation algorithm is presented for the generation of a class of non-Gaussian stochastic processes according to target lower-order moments and prescribed power spectral density (PSD) function. The proposed algorithm is to expand the autoregressive (AR) model and the autoregressive moving average (ARMA) model, which are available to generate Gaussian random process, to simulate directly non-Gaussian stochastic process. The coefficients of the AR or ARMA model are determined based on the prescribed PSD function. It is well known that outputting stochastic process is also non-Gaussian if inputting white noise is non-Gaussian. But the skewness and kurtosis of the outputting non-Gaussian random process are not identical to these of inputting non-Gaussian white noise. In this paper, the relationships of lower-order moments such as skewness and kurtosis between output and input are analyzed and close to linear transformations. To corroborate the feasibility and correctness of the present methodology, numerical examples involving simulation of fluctuating wind pressures are taken into consideration. Numerical results indicate that the skewness and kurtosis of generated wind pressures based on the AR or ARMA model closely match their targets. In addition, the PSD and correlation functions of simulated samples also show considerably good agreement with prescribed functions. Therefore, the proposed algorithm is effective to simulate directly the class of non-Gaussian stochastic process. ISSN : 0733-9399 En ligne : http://ascelibrary.org/doi/abs/10.1061/%28ASCE%29EM.1943-7889.0000349 [article] Simulation of non - gaussian stochastic process with target power spectral density and lower - order moments [texte imprimé] / Jinhua Li, Auteur ; Chunxiang Li, Auteur . - 2012 . - pp.391-404. Mécanique appliquée Langues : Anglais (eng) in Journal of engineering mechanics > Vol. 138 N° 5 (Mai 2012) . - pp.391-404 Mots-clés : Simulation Non-Gaussian Stochastic process PSD Lower-order moments AR ARMA model Résumé : In this paper, a direct simulation algorithm is presented for the generation of a class of non-Gaussian stochastic processes according to target lower-order moments and prescribed power spectral density (PSD) function. The proposed algorithm is to expand the autoregressive (AR) model and the autoregressive moving average (ARMA) model, which are available to generate Gaussian random process, to simulate directly non-Gaussian stochastic process. The coefficients of the AR or ARMA model are determined based on the prescribed PSD function. It is well known that outputting stochastic process is also non-Gaussian if inputting white noise is non-Gaussian. But the skewness and kurtosis of the outputting non-Gaussian random process are not identical to these of inputting non-Gaussian white noise. In this paper, the relationships of lower-order moments such as skewness and kurtosis between output and input are analyzed and close to linear transformations. To corroborate the feasibility and correctness of the present methodology, numerical examples involving simulation of fluctuating wind pressures are taken into consideration. Numerical results indicate that the skewness and kurtosis of generated wind pressures based on the AR or ARMA model closely match their targets. In addition, the PSD and correlation functions of simulated samples also show considerably good agreement with prescribed functions. Therefore, the proposed algorithm is effective to simulate directly the class of non-Gaussian stochastic process. ISSN : 0733-9399 En ligne : http://ascelibrary.org/doi/abs/10.1061/%28ASCE%29EM.1943-7889.0000349

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Spline-discretization-based free vibration analysis for orthotropic plates / Weijian Si in Journal of engineering mechanics, Vol. 134 N°5 (Mai 2008)  

Public ISBD [article]  inJournal of engineering mechanics > Vol. 134 N°5 (Mai 2008) . - pp.405–416. Titre : Spline-discretization-based free vibration analysis for orthotropic plates Type de document : texte imprimé Auteurs : Weijian Si, Auteur ; Chunxiang Li, Auteur ; Shi Wei Gong, Auteur Année de publication : 2008 Article en page(s) : pp.405–416. Note générale : Mécanique appliquée Langues : Anglais (eng) Mots-clés : Plates Oscillations Isotropy Vibration Boundaries Résumé : Extensive numerical analysis indicates that the conventional spline functions semidiscretization analysis for orthotropic plates and shells reported by Li et al. (Journal of Engineering Mechanics, 2003) cannot be directly employed in the vibration analysis of orthotropic rectangular plates with the free (F) and/or guided (G) edges. The modified spline function based method then is presented in this paper to cope with the vibration analysis of isotropic and orthotropic rectangular plates with possible combinations of the free (F) , simply supported (S) , clamped (C) , and guided (G) edges at the four bounds. Through dividing the rectangular plate into N and M equal subintervals along the x and y directions, the modified spline functions consisting of N+3 and M+3 local B3 spline functions with respect to N+1 points and two extended additional points in the x direction and M+1 points and two extended additional points in the y direction, in which the first and last three local B3 spline functions have been modified for accommodating to any one of the F , S , C , and G boundary conditions, are used as the displacement trial functions. Employing the modified spline functions, only one unknown coefficient is required to be determined for the deflection and its first and second derivatives, respectively, at a certain bound. The modified spline function matrix based characteristic equation of the orthothopic rectangular plate is derived using its potential energy functional. In comparison to the finite-element method and the spline finite strip method (SFSM), the present method has remarkably fewer numbers of degrees of freedom, and thus it is computatively more efficient. Likewise, the computational program with minimal preparation of input data can be easily developed through the present formulation. The results indicate that the present method can render both very high accuracy and fast convergence. ISSN : 0733-9399 En ligne : http://ascelibrary.org/doi/abs/10.1061/%28ASCE%290733-9399%282008%29134%3A5%2840 [...] [article] Spline-discretization-based free vibration analysis for orthotropic plates [texte imprimé] / Weijian Si, Auteur ; Chunxiang Li, Auteur ; Shi Wei Gong, Auteur . - 2008 . - pp.405–416. Mécanique appliquée Langues : Anglais (eng) in Journal of engineering mechanics > Vol. 134 N°5 (Mai 2008) . - pp.405–416. Mots-clés : Plates Oscillations Isotropy Vibration Boundaries Résumé : Extensive numerical analysis indicates that the conventional spline functions semidiscretization analysis for orthotropic plates and shells reported by Li et al. (Journal of Engineering Mechanics, 2003) cannot be directly employed in the vibration analysis of orthotropic rectangular plates with the free (F) and/or guided (G) edges. The modified spline function based method then is presented in this paper to cope with the vibration analysis of isotropic and orthotropic rectangular plates with possible combinations of the free (F) , simply supported (S) , clamped (C) , and guided (G) edges at the four bounds. Through dividing the rectangular plate into N and M equal subintervals along the x and y directions, the modified spline functions consisting of N+3 and M+3 local B3 spline functions with respect to N+1 points and two extended additional points in the x direction and M+1 points and two extended additional points in the y direction, in which the first and last three local B3 spline functions have been modified for accommodating to any one of the F , S , C , and G boundary conditions, are used as the displacement trial functions. Employing the modified spline functions, only one unknown coefficient is required to be determined for the deflection and its first and second derivatives, respectively, at a certain bound. The modified spline function matrix based characteristic equation of the orthothopic rectangular plate is derived using its potential energy functional. In comparison to the finite-element method and the spline finite strip method (SFSM), the present method has remarkably fewer numbers of degrees of freedom, and thus it is computatively more efficient. Likewise, the computational program with minimal preparation of input data can be easily developed through the present formulation. The results indicate that the present method can render both very high accuracy and fast convergence. ISSN : 0733-9399 En ligne : http://ascelibrary.org/doi/abs/10.1061/%28ASCE%290733-9399%282008%29134%3A5%2840 [...]

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