Use of Time-Variant Spectral Characteristics of Nonstationary Random Processes in the First-Passage Problem for Earthquake Engineering Applications

2010 ◽  
pp. 67-88 ◽  
Author(s):  
Michele Barbato
Keyword(s):  
Earthquake Engineering ◽  
Spectral Characteristics ◽  
Random Processes ◽  
First Passage ◽  
Engineering Applications ◽  
Use Of Time ◽  
First Passage Problem

Transformation of non-Gaussian random processes, signals and noise in the nonlinear differential systems by the method of cumulative functions

2018 ◽  
Vol 15 (1) ◽  
pp. 84-93
Author(s):  
V. I. Volovach ◽  
V. M. Artyushenko
Keyword(s):  
Spectral Characteristics ◽  
Random Processes ◽  
Spectral Densities ◽  
Differential Systems ◽  
Non Gaussian ◽  
Nonlinear Differential Systems

Reviewed and analyzed the issues linked with the torque and naguszewski cumulant description of random processes. It is shown that if non-Gaussian random processes are given by both instantaneous and cumulative functions, it is assumed that such processes are fully specified. Spectral characteristics of non-Gaussian random processes are considered. It is shown that higher spectral densities exist only for non-Gaussian random processes.

Recursive Simulation of Stationary Multivariate Random Processes—Part II

1987 ◽  
Vol 54 (3) ◽  
pp. 681-687 ◽  
Author(s):  
P. D. Spanos ◽  
M. P. Mignolet
Keyword(s):  
Earthquake Engineering ◽  
Random Processes ◽  
Wind Engineering ◽  
Time Lags ◽  
General Criterion ◽  
Offshore Engineering

Stability and invertibility aspects of the AR to ARMA procedures developed in Part I in connection with simulation of multivariate random processes are addressed. A general criterion is proved for this purpose. Furthermore, several properties regarding the matching of the correlations at various time lags of the target and the simulated processes are shown. Finally, the reliability and efficiency of the discussed procedures are demonstrated by application to spectra encountered in earthquake engineering, offshore engineering, and wind engineering.

Theory and implementation of switch-based hybrid simulation technology for earthquake engineering applications

2017 ◽  
Vol 46 (14) ◽  
pp. 2603-2617 ◽  
Author(s):  
T.Y. Yang ◽  
Dorian P. Tung ◽  
Yuanjie Li ◽  
Jian Yuan Lin ◽  
Kang Li ◽  
...  
Keyword(s):  
Earthquake Engineering ◽  
Hybrid Simulation ◽  
Simulation Technology ◽  
Engineering Applications

On first passage times of sticky reflecting diffusion processes with double exponential jumps

2020 ◽  
Vol 57 (1) ◽  
pp. 221-236 ◽  
Author(s):  
Shiyu Song ◽  
Yongjin Wang
Keyword(s):  
Diffusion Processes ◽  
First Passage Time ◽  
Passage Time ◽  
Explicit Solutions ◽  
First Passage ◽  
Uhlenbeck Process ◽  
Double Exponential ◽  
Upper Level ◽  
First Passage Problem ◽  
Passage Times

AbstractWe explore the first passage problem for sticky reflecting diffusion processes with double exponential jumps. The joint Laplace transform of the first passage time to an upper level and the corresponding overshoot is studied. In particular, explicit solutions are presented when the diffusion part is driven by a drifted Brownian motion and by an Ornstein–Uhlenbeck process.

The density of interfaces: a new first-passage problem

1993 ◽  
Vol 30 (04) ◽  
pp. 851-862 ◽  
Author(s):  
L. Chayes ◽  
C. Winfield
Keyword(s):  
Correlation Length ◽  
First Passage Time ◽  
Passage Time ◽  
Scaling Behavior ◽  
First Passage Percolation ◽  
First Passage ◽  
Site Percolation ◽  
Percolation Problem ◽  
First Passage Problem

We introduce and study a novel type of first-passage percolation problem onwhere the associated first-passage time measures the density of interface between two types of sites. If the types, designated + and –, are independently assigned their values with probabilitypand (1 —p) respectively, we show that the density of interface is non-zero provided that both species are subcritical with regard to percolation, i.e.pc>p> 1 –pc.Furthermore, we show that asp↑pcorp↓ (1 –pc), the interface density vanishes with scaling behavior identical to the correlation length of the site percolation problem.

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