Estimating extremes of combined two Gaussian and non-Gaussian response processes
Kuangmin Gong, Xinzhong Chen
Abstract
Kuangmin Gong, Xinzhong Chen
Abstract
Assessment of structural performance under stochastic dynamic loadings requires estimation of the extremes of stochastic response components and the resultant responses as their linear and nonlinear combinations. This paper addresses the evaluations and combination rules for the extremes of scalar and vectorial resultant responses from two response components that may show non-Gaussian characteristics. The non-Gaussian response process is modeled as a translation process from an underlying Gaussian process. The mean crossing rates and extreme value distributions of resultant responses are calculated following the theory for vector-valued Gaussian processes. An extensive parameter study is conducted concerning the influence of statistical moments of non-Gaussian response components on the extremes of resultant responses. It is revealed that the existing combination rules developed for Gaussian processes are not applicable to the case of non-Gaussian process. New combination rules are suggested that permit predictions of the extremes of resultant responses directly from the extremes of response components.
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Assessment of structural performance under stochastic dynamic loadings requires estimation of the extremes of stochastic response components and the resultant responses as their linear and nonlinear combinations. This paper addresses the evaluations and combination rules for the extremes of scalar and vectorial resultant responses from two response components that may show non-Gaussian characteristics. The non-Gaussian response process is modeled as a translation process from an underlying Gaussian process. The mean crossing rates and extreme value distributions of resultant responses are calculated following the theory for vector-valued Gaussian processes. An extensive parameter study is conducted concerning the influence of statistical moments of non-Gaussian response components on the extremes of resultant responses. It is revealed that the existing combination rules developed for Gaussian processes are not applicable to the case of non-Gaussian process. New combination rules are suggested that permit predictions of the extremes of resultant responses directly from the extremes of response components.
Key concepts: Gaussian, Gaussian process, Mathematics, Gaussian random field, Stochastic process, Nonlinear system, Scalar (mathematics), Statistical physics