scholarly journals An Improved Hilbert Spectral Representation Method for Synthesizing Spatially Correlated Earthquake Ground Motions and Its Error Assessment

2020 ◽  
Vol 2020 ◽  
pp. 1-21
Author(s):  
Luhua Zhu ◽  
Erlei Yao

This paper is an extension of the random amplitude-based improved Hilbert spectral representation method (IHSRM) that the authors developed previously for the simulation of spatially correlated earthquake ground motions (SCEGMs) possessing the nonstationary characteristics of the natural earthquake record. In fact, depending on the fundamental types (random phase method and random amplitude method) and matrix decomposition methods (Cholesky decomposition, root decomposition, and eigendecomposition), the IHSRM possesses various types. To evaluate the influence of different types of this method on the statistic errors, i.e., bias errors and stochastic errors, an error assessment for this method was conducted. First, the random phase-based IHSRM was derived, and its reliability was proven by theoretical deduction. Unified formulas were given for random phase- and random amplitude-based IHSRMs, respectively. Then, the closed-form solutions of statistic errors of simulated seismic motions were derived. The validness of the proposed closed-form solutions was proven by comparing the closed-form solutions with estimated values. At last, the stochastic errors of covariance (i.e., variance and cross-covariance) for different types of IHSRMs were compared, and the results showed that (1) the proposed IHSRM is not ergodic; (2) the random amplitude-based IHSRMs possessed higher stochastic errors of covariance than the random phase-based IHSRMs; and (3) the value of the stochastic error of covariance for the random phase-based IHSRM is dependent on the matrix decomposition method, while that for the random amplitude-based one is not.

2021 ◽  
Vol 2021 ◽  
pp. 1-11
Author(s):  
Ying He ◽  
Xueling Chen ◽  
Zhongxian Liu ◽  
Dejian Yang ◽  
Hai Zhang

Based on Biot’s theory, the boundary element method, and spectral representation method, an effective simulation method for multiple-station spatially correlated ground motions on both bedrock and surface is developed, incorporating the spectral density function, coherence function, and site transfer function that consider both the wave scattering effect and the medium saturation. The accuracy and feasibility of the present method are validated by a typical numerical example. Our results indicate that the local site conditions and the saturation property of the medium significantly affect the multipoint spatially correlated earthquake ground motions, especially in the long-period range. It is necessary to use spatially varying ground motions with the rational consideration of local site effects and medium saturation as input during the seismic analysis of large-span structures.


2013 ◽  
Vol 18 (3) ◽  
pp. 458-475 ◽  
Author(s):  
Yongxin Wu ◽  
Yufeng Gao ◽  
Dayong Li ◽  
Tugen Feng ◽  
Ali H. Mahfouz

2016 ◽  
Vol 4 (2) ◽  
pp. 149-168
Author(s):  
Guohe Deng ◽  
Guangming Xue

AbstractThis article prices American-style continuous-installment options in the constant elasticity of variance (CEV) diffusion model where the volatility is a function of the stock price. We derive the semi-closed form formulas for the American continuous-installment options using Kim’s integral representation method and then obtain the closed-form solutions by approximating the optimal exercise and stopping boundaries as step functions. We demonstrate the speed-accuracy of our approach for different parameters of the CEV model. Furthermore, the effects on both option price and the optimal boundaries are discussed and the causes of underestimating or overestimating the option prices are analyzed under the classical Black-Scholes-Merton model, in particular, for the case of elasticity coefficient with numerical examples.


2010 ◽  
Vol E93-B (12) ◽  
pp. 3461-3468 ◽  
Author(s):  
Bing LUO ◽  
Qimei CUI ◽  
Hui WANG ◽  
Xiaofeng TAO ◽  
Ping ZHANG

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