Simulation of Multivariate Nonstationary Random Processes: Hybrid DFT and Digital Filtering Approach

Abstract

A numerical simulation scheme is presented that combines the advantages of the discrete Fourier transform algorithm and a digital filtering scheme to generate nonstationary multivariate random processes. The resulting time histories provide piecewise continuous evolutionary spectra and the proposed simulation technique offers significant computational efficiency. The effectiveness of the proposed technique is demonstrated with examples. The simulated records are in excellent agreement with the prescribed probabilistic characteristics. The proposed technique has immediate applications to the simulation of ground motions, evolutionary sea states, and fast-moving gust fronts.