Simulation method of non-Gaussian stationary processes based on the translation method

Abstract

A number of simulation methods have been proposed and applied to estimate extreme pressure acting on structure and cladding components. However, those methods have some limitations and some procedures are not qualified. In this study, a simulation method based on the translation method is investigated, especially from the viewpoint of appropriateness of nonlinear translation function and spectral distortion correction methods. As a result, Cornish-Fisher expansion for theoretical nonnormal random variables, and Edgeworth’s 3^rd order polynomial for empirical data can be recommended as an appropriate nonlinear translation function. And also, usefulness of Yamazaki-Shinozuka’s algorithm for spectral distortion correction is confirmed. Meanwhile, in the case of autocorrelation correction procedure, accuracy of the correction procedure strongly depends on the Gaussianity of simulated normal random variates.