<abstract xmlns="http://www.w3.org/1999/xhtml"><p>The paper presents the <italic>Spectral Representation Theorem</italic> of a stationary process and two simulation methods derived from it. In order to test the accuracy of the two simulation methods two numerical applications are employed. First, using a theoretical power spectral density <italic>(PSD)</italic>, two sets of sample functions, corresponding to each method, are generated and a comparison of the obtained numerical results with the analytical <italic>PSD</italic> is carried out. The second example is more complex and consists in using the stationary zone of the strong motion of the recorded NS acceleration registered at INCERC during the 1977 Vrancea earthquake. The corresponding Fourier Spectrum is calculated. In order to obtain a smoother <italic>PSD</italic> representation for the real Fourier spectrum, a specific barrier model spectrum (<italic>SBM</italic>) is fitted to it and the corresponding <italic>PSD</italic> calculated. This <italic>PSD</italic> is used to generate two sets of samples. The mean <italic>PSD</italic> obtained using both methods of simulation is compared with that characterizing the registered acceleration. The paper shows that the generated time series possess all the theoretical probabilistic characteristics discussed below, when the number of terms used in the simulation formulas is large. Three types of estimators are employed in the numerical evaluation of both simulation methods</p></abstract>

The paper presents the Spectral Representation Theorem of a stationary process and two simulation methods derived from it. In order to test the accuracy of the two simulation methods two numerical applications are employed. First, using a theoretical power spectral density (PSD), two sets of sample functions, corresponding to each method, are generated and a comparison of the obtained numerical results with the analytical PSD is carried out. The second example is more complex and consists in using the stationary zone of the strong motion of the recorded NS acceleration registered at INCERC during the 1977 Vrancea earthquake. The corresponding Fourier Spectrum is calculated. In order to obtain a smoother PSD representation for the real Fourier spectrum, a specific barrier model spectrum (SBM) is fitted to it and the corresponding PSD calculated. This PSD is used to generate two sets of samples. The mean PSD obtained using both methods of simulation is compared with that characterizing the registered acceleration. The paper shows that the generated time series possess all the theoretical probabilistic characteristics discussed below, when the number of terms used in the simulation formulas is large. Three types of estimators are employed in the numerical evaluation of both simulation methods

Generating Stationary Gaussian Processes Using The Spectral Representation Theorem

Department of Mathematics and Computer Science, Technical University of Civil Engineering

Strength of Materials, Tunnels and Bridges Department, Technical University of Civil Engineering

Modelling in Civil Environmental Engineering

This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 3.0 License.

The paper presents the Spectral Representation Theorem of a stationary process and two simulation methods derived from it. In order to test the accuracy of the...

Generating Stationary Gaussian Processes Using The Spectral Representation Theorem

Data publikacji: 10 lip 2015

Zakres stron: 19 - 37

DOI: https://doi.org/10.1515/mmce-2015-0008

Słowa kluczowe
Stationary Gaussian processes, spectral representation, simulation methods, specific barrier model ()

© Luciana Majercsik et al.

This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 3.0 License.

Generating Stationary Gaussian Processes Using The Spectral Representation Theorem

Data publikacji: 10 lip 2015

Zakres stron: 19 - 37

DOI: https://doi.org/10.1515/mmce-2015-0008

Słowa kluczoweStationary Gaussian processes, spectral representation, simulation methods, specific barrier model ()

© Luciana Majercsik et al.

This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 3.0 License.

Słowa kluczowe
Stationary Gaussian processes, spectral representation, simulation methods, specific barrier model ()