| contributor author | Xiangqian Sheng | |
| contributor author | Wenliang Fan | |
| contributor author | Yuan Tian | |
| date accessioned | 2025-04-20T10:19:20Z | |
| date available | 2025-04-20T10:19:20Z | |
| date copyright | 10/8/2024 12:00:00 AM | |
| date issued | 2024 | |
| identifier other | JENMDT.EMENG-7920.pdf | |
| identifier uri | http://yetl.yabesh.ir/yetl1/handle/yetl/4304466 | |
| description abstract | The identification of a suitable transformation model and the calculation of correlation coefficients constitute essential steps in the simulation a nonstationary and non-Gaussian stochastic process. For stochastic ground motion, its nonstationary and non-Gaussian properties are well-known. In this paper, an easy-to-implement simulation method of a nonstationary and non-Gaussian stochastic process with known time-varying statistical moments is proposed. The approximate transformation model between the nonstationary and non-Gaussian stochastic process and the underlying Gaussian process, which contains the wider range of applicability and the availability of explicit expressions for determining the distribution parameters, is determined. The time-varying correlation coefficient of the underlying Gaussian process is calculated through the proposed interpolation method. Furthermore, the effectiveness of the proposed simulation method of the nonstationary and non-Gaussian stochastic ground motion is verified by numerical examples. | |
| publisher | American Society of Civil Engineers | |
| title | Efficient Method for Simulating Nonstationary and Non-Gaussian Stochastic Ground Motion with Known Time-Varying Statistical Moments | |
| type | Journal Article | |
| journal volume | 150 | |
| journal issue | 12 | |
| journal title | Journal of Engineering Mechanics | |
| identifier doi | 10.1061/JENMDT.EMENG-7920 | |
| journal fristpage | 04024096-1 | |
| journal lastpage | 04024096-12 | |
| page | 12 | |
| tree | Journal of Engineering Mechanics:;2024:;Volume ( 150 ):;issue: 012 | |
| contenttype | Fulltext | |