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Journal ArticleDOI

Digital simulation of random processes and its applications

Masanobu Shinozuka, +1 more
- 08 Nov 1972 - 
- Vol. 25, Iss: 1, pp 111-128
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TLDR
In this article, the authors presented an efficient method for digital simulation of general homogeneous processes as a series of cosine functions with weighted amplitudes, almost evenly spaced frequencies, and random phase angles.
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This article is published in Journal of Sound and Vibration.The article was published on 1972-11-08. It has received 1460 citations till now. The article focuses on the topics: Stochastic process & Random variable.

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Citations
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Nonstationary Response Analysis of a Nonsymmetric Nonlinear Multi-Degree-of Freedom System to Nonwhite Random Excitation

TL;DR: In this paper, an approximate analytical technique is developed for obtaining the nonstationary responses of a multi-degree-of-freedom mechanical system with nonsymmetric nonlinearities subjected to nonwhite random excitations with arbitrary covariance functions.
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Generating chaotic limit cycles for a complex duffing–van der pol system using a random phase

TL;DR: In this paper, the authors considered the positive top Lyapunov exponent as a criterion of chaos for random dynamical systems and computed the stable behavior of deterministic system when noise intensity is zero by means of the top (local) LYP exponent.
Journal ArticleDOI

Limits on the isolation of stochastic vibration for microgravity space experiments

TL;DR: In this article, the authors consider the problem of finding the minimum acceleration trajectory within a pair of stochastic walls, where the wall motion is characterized by an ergodic, stationary, zero-mean, Gaussian random process with known power spectral density.
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A univariate phase spectrum model for simulation of nonstationary earthquake ground motions

TL;DR: In this paper, a wave-group propagation formulation for nonstationary earthquake ground motions is proposed. But the simulation method is limited to two ground motions at the type-II site, i.e., Northridge and Chi-chi waves.
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Safety analysis of stochastic finite element systems by monte carlo simulation

TL;DR: Probabilistic safety analysis methods for structural systems involving spatially variable material properties are studied and Monte Carlo simulation, based on the stochastic field simulation technique, is recommended because its accuracy is guaranteed irrespective of the number of random variables.
References
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Selected Papers on Noise and Stochastic Processes

Nelson Wax, +1 more
- 01 May 1955 - 
Journal ArticleDOI

Simulation of Multivariate and Multidimensional Random Processes

TL;DR: In this article, the authors present efficient and practical methods of simulating multivariate and multidimensional processes with specified cross-spectral density matrix, which can be expressed as the sum of cosine functions with random frequencies and random phase angles.