摘要
基于多变量非高斯随机过程间的相关性,将发展的单变量非高斯过程的非迭代算法扩展至多变量非高斯过程的模拟.通过多变量高斯过程的相干函数来考虑多变量非高斯过程的互相关性,建立多变量非高斯过程的非迭代模拟算法.多变量非高斯风压的数值模拟表明:非迭代模拟算法能有效地模拟低、中、高斜度的多变量非高斯过程.
Based on the correlativity of multivariate non-Gaussian random processes, the proposed non-iter- ative algorithm used for the univariate non-Gaussian stochastic processes is expanded to simulate the multi- variate non-Gaussian processes. The coherency functions of underlying multivariate non-Gaussian proces- ses are dealt with by resorting to the correlativity of multivariate Gaussian processes, a non-iteration based algorithm is developed for simulating the multivariate non-Gaussian processes. The numerical simulations of the multivariate non-Gaussian fluctuating wind pressure indicate that the non-iteration based algorithms can effectively simulate the multivariate non-Gaussian processes with low, middle, and high skewnesses, respectively.
出处
《上海交通大学学报》
EI
CAS
CSCD
北大核心
2017年第4期462-469,共8页
Journal of Shanghai Jiaotong University
基金
国家自然科学基金资助项目(51378304)
关键词
多变量非高斯随机过程
非高斯脉动风压
相干函数
非迭代
斜度
multivariate non-Gaussian random processes
non-Gaussian fluctuating wind pressure
coher- ency functions
non-iteration
skewness
