Non-Gaussian Simulation: Cumulative Distribution Function Map-Based Spectral Correction
- 1 December 2003
- journal article
- Published by American Society of Civil Engineers (ASCE) in Journal of Engineering Mechanics
- Vol. 129 (12), 1418-1428
- https://doi.org/10.1061/(asce)0733-9399(2003)129:12(1418)
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.Keywords
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