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Author:

Zhao, Zhao (Zhao, Zhao.) | Lu, Zhao-Hui (Lu, Zhao-Hui.) | Zhao, Yan-Gang (Zhao, Yan-Gang.)

Indexed by:

EI Scopus SCIE

Abstract:

In practical engineering, cross-correlated random fields are often used to model structural materials or random loads containing multiple correlations. Effective and accurate simulation of these cross-correlation fields is an important prerequisite for subsequent reliability analysis and uncertainty quantification of complex systems. Therefore, this paper proposes a new simulation method for non-stationary non-Gaussian cross-correlated random fields to satisfy realistic engineering requirements. In this new method, L-moments-based Hermite polynomials model (LHPM) is extended to non-stationary non-Gaussian cross-correlated fields. Then, a transformation model from non-stationary non-Gaussian correlation matrix function (CMF) to the underlying Gaussian CMF is explicitly given. Multivariate K-L expansion is further used to approximate the underlying Gaussian cross-correlated fields, where the eigenvalue and eigenfunctions are estimated via the Nystrom method with uniform weights. The approximation permits the application of few random variables to characterize the entire Gaussian cross-correlated fields. Ultimately, the simulated underlying Gaussian cross-correlated fields are mapped back to the target nonstationary non-Gaussian cross-correlated fields based on LHPM. Three typical examples, including exponential kernel, Wiener process kernel and spatially varying non-Gaussian and nonstationary seismic ground motions, are used to validate the effectiveness of the proposed method. The source code is readily available at: https://github.com/zhaozhao23/Simulation-ofnon-stationary-and-non-Gaussian-cross-correlated-fields.

Keyword:

L-moments-based Hermite polynomials model Non-stationary and non-Gaussian Cross-correlated random fields Nystrom method Multivariate K-L expansion

Author Community:

  • [ 1 ] [Zhao, Zhao]Natl Univ Singapore, Dept Civil & Environm Engn, 1 Engn Dr 2, Singapore 117576, Singapore
  • [ 2 ] [Lu, Zhao-Hui]Beijing Univ Technol, Key Lab Urban Secur Disaster Engn, Minist Educ, 100 Pingleyuan, Beijing 100124, Peoples R China
  • [ 3 ] [Zhao, Yan-Gang]Beijing Univ Technol, Key Lab Urban Secur Disaster Engn, Minist Educ, 100 Pingleyuan, Beijing 100124, Peoples R China

Reprint Author's Address:

  • [Lu, Zhao-Hui]Beijing Univ Technol, Key Lab Urban Secur Disaster Engn, Minist Educ, 100 Pingleyuan, Beijing 100124, Peoples R China;;

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Source :

MECHANICAL SYSTEMS AND SIGNAL PROCESSING

ISSN: 0888-3270

Year: 2024

Volume: 216

8 . 4 0 0

JCR@2022

Cited Count:

WoS CC Cited Count:

SCOPUS Cited Count: 4

ESI Highly Cited Papers on the List: 0 Unfold All

WanFang Cited Count:

Chinese Cited Count:

30 Days PV: 0

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