ON THE NUMERICAL SIMULATION OF NONSTATIONARY RANDOM PROCESSES.
Abstract
A method is presented of simulating a class of nonstationary Gaussian random processes by passing a Gaussian white noise through a system introducing desirable nonstationarity at some phase of simulation. The method might have wide applications in stochastic mechanics such as in analysis of aircraft structures subjected to severe, random aerodynamic loading and in earthquake engineering. The relation between the proposed nonstationary Gaussian process and the filtered Poisson process is discussed in detail. Examples show that, if the convolution integrals, involved in general in the expressions for the output of the system and also for the output of the structure, can be avoided by particular choice of the impulse response functions of the system and the structure, then a set of numerical simulations of the nonstationary process and the structural response can be performed on an IBM 7090 within a period of approximately 30 sec. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- Apr 01, 1966
- Accession Number
- AD0486442
Entities
People
- M. Shinozuka
- Y. Sato
Organizations
- Columbia University