Probabilistic Engineering Mechanics 27 (2012) 19–28

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Probabilistic Engineering Mechanics

journal homepage: www.elsevier.com/locate/probengmech

Stochastic modeling of engineering dynamic excitations for stochastic dynamics

of structures
J. Li a,b,∗ , Q. Yan b , J.B. Chen a,b
a
State Key Laboratory of Disaster Reduction in Civil Engineering, Tongji University, 1239 Siping Road, Shanghai 200092, China
b
School of Civil Engineering, Tongji University, 1239 Siping Road, Shanghai 200092, China

article info abstract

Article history: The concepts of abstract function and random function for the description of stochastic processes
Available online 12 May 2011 are first revisited. Basic thought of physical stochastic processes is then delineated. In contrast to
the traditional modeling, where the measured data are statistically analyzed to obtain second-order
Keywords:
characteristics, e.g. covariance function or power spectral density, in the present framework the
Physical stochastic modeling
physical background/mechanism of stochastic dynamic excitations is first studied and used as a basis
Fluctuating wind speed
Probability density evolution method to construct a random function of basic random variables, of which the probability information is
Nonlinear structure then identified via measured data. Modeling of fluctuating wind speed process via physical stochastic
model is exemplified. Stochastic response analysis and reliability evaluation of a nonlinear structure by
incorporating the physical stochastic model of wind excitation into the probability density evolution
method are implemented. Investigation results validate the proposed approach.
© 2011 Elsevier Ltd. All rights reserved.

1. Introduction theory of stochastic dynamics. On the other hand, they restricted

The past decades have seen great development of stochastic
dynamics in science and different engineering disciplines, partic-
ularly in aerospace, mechanical, civil, marine and offshore engi-
neering [1–3], not only in modeling of stochastic excitations but
also in the analysis theory of stochastic dynamical systems. As the
stochastic dynamics is revisited from the above two fundamental
aspects, it is interesting to observe that they are essentially devel-
oped in a consistent way, or in other words, they are somehow
symbiotic. Based on the development of theory on stochastic pro-
cesses by mathematicians [4,5] and the observed data, researchers
have devoted many endeavors to the modeling of stochastic dy-
namic excitations, resulting in e.g. the Kanai–Tajimi spectrum for
ground motion [6], the Davenport spectrum for fluctuating wind
speed [7] and the Neumann spectrum for sea waves [8]. These
models laid a strong foundation for the classical linear random vi-
bration theory focusing on transformation of moments and power
spectral density function from the inputs to the outputs [9]. Mean-
while, the development of white noise and Markovian process the-
ory stimulated fruitful methods via FPK equations [10–12]. It seems
that the theory and modeling methods for stochastic processes,
on the one hand, supported and stimulated corresponding analysis
∗ Corresponding author at: State Key Laboratory of Disaster Reduction in Civil
Engineering, Tongji University, 1239 Siping Road, Shanghai 200092, China.
E-mail address: lijie@tongji.edu.cn (J. Li).
0266-8920/$ – see front matter © 2011 Elsevier Ltd. All rights reserved.
doi:10.1016/j.probengmech.2011.05.004
or even hindered the latter, which is clear as it has been recognized
that through the above two approaches it is very hard to solve the
problems of response analysis and dynamic reliability evaluation,
particularly of MDOF nonlinear systems [12].
Mathematically, to describe a stochastic process X (t ), t ∈
[0, T ], generally the finite-dimensional distributions of any subset
of (X (t1 ), X (t2 ), . . . , X (tn ), . . .), i.e. f (x, t ), f (x1 , t1 ; x2 , t2 ), . . . ,
f (x1 , t1 ; x2 , t2 ; . . . ; xn , tn ), . . ., are complete [13]. However, in this
description there exist some disadvantages, e.g. (1) to obtain
and calibrate the finite-dimensional distributions for a stochastic
process, prohibitively huge data and computational efforts are
needed, which makes it practically impossible [14]. To avoid this
difficulty, most of the practical methods for modeling of stochastic
processes are based on spectral or correlation analysis, both in
the sense of second-order statistics which cannot capture detailed
information of a stochastic process; (2) to obtain the power
spectral density functions, stationarity and ergodicity are usually
introduced. These imposed assumptions distort the reflected
reality of dynamic excitations. For instance, recent investigations
demonstrated that even for the wind speed which was usually
regarded as a stationary process, non-stationarity is essential;
(3) the relationship is indirect between the ensemble information
(finite-dimensional distributions or power spectral density) and
the characteristics of the samples, i.e. to generate a sample from
the finite-dimensional distributions is not straightforward. This
induces inconsistency in modeling and generating a stochastic
process.
20 J. Li et al. / Probabilistic Engineering Mechanics 27 (2012) 19–28
Actually, in traditional modeling the measured data (e.g. the
wind speed records or ground motion accelerogram) are statisti-
cally analyzed directly to construct covariance function or power
spectral density, without taking into account the embedded phys-
ical background that shapes the measured data [14,15]. Here, a
stochastic process X (t ) was regarded as an abstract function of
time t, dependence of X (t ) on the random events (or more rig-
orously, on the points in a probability space) is not explicitly in-
volved. In this sense, the above mentioned existing methodologies
for modeling of stochastic processes belong to the phenomenolog-
ical approaches.
To overcome the shortages, physical mechanism or background
of dynamic excitations should be introduced as a basis. This will
lead to physical stochastic models. In this framework, a stochastic
dynamic excitation is described by a random function, of which
the shape is determined from the physical mechanism or empirical
physical background. Probability information (e.g. probability
density function (PDF) or moments) of the basic random variables
involved in the random functions are identified from measured
data. In the present paper, the fundamental thought of physical
stochastic modeling will be delineated. Different criteria for
identification of probability information of random variables are
suggested. The methodology is exemplified by the modeling of
stochastic wind speed processes and its applications to response
analysis and reliability evaluation of a wind-excited TV tower by
the probability density evolution method (PDEM).
2. Physical stochastic processes and criteria for stochastic
modeling
2.1. The concept of physical stochastic modeling
Traditionally, a stochastic process is constructed based on the
measure theory. In such a framework, the stochastic process is
defined as an ‘‘abstract’’ function on the Frécher space L0 (Ω ) over
the interval [0, T ] [13]. Therefore, a stochastic process X (t ), t ∈
[0, T ] is a set of random variables in the probability space
(Ω , F , P ). For each fixed t, there is a random variable ξt . The space
constructed by all the random variables is L0 (Ω ). To describe the
probabilistic structure, finite-dimensional probability distribution
functions are needed.
As discussed, the high-dimensional probability distribution
functions of a stochastic process are usually unavailable. Thus
the second-order statistics (e.g. the covariance function or power
spectral density) are widely adopted practically. Therefore, the
major task of modeling of a stationary stochastic process is to
determine the covariance function or power spectral density via
available observed data. For a non-stationary stochastic process,
an additional envelope function of time should be specified
simultaneously [14].
An alternative complete description is to expose the stochastic
process X (ϖ , t ) as a function of basic random event ϖ and time t
simultaneously [15]. In this description, for each ϖ = ξ belonging
to the sample space Ω , we get a real function X (ξ , t ), which is a
sample function or sample process. In other words, X (ϖ , t ) is a
random function valued on the measurable space R. In contrast to
the abstract function description mentioned above, now there is
a clear logic relation between the sample of a stochastic process
and its description (explicit random function). In fact the sample
function X (ξ , t ) reveals the physical relation between the process
X and the causal variable ξ . It is through the investigations on
the physical relation/mechanism that the modeling of stochastic
processes can be implemented.
For a process x(t ), t ∈ [0, T ] with an embedded physical
background, an explicit function can be found such that
x(t ) = g (η, t ), t ∈ [0, T ]
where g (·) is a function determined by physical laws or empirical
physical relations, η are the basic variable(s) embedded in the
system that might induce randomness of the process. In the case
η = (η1 (ϖ ), η2 (ϖ ), . . . , ηs (ϖ )) are random variables, Eq. (1) can
be rewritten as
X (t ) = g (η(ϖ ), t ), t ∈ [0, T ] (2)
where X (t ) is a stochastic process as a function of random event
ϖ and time t. Generally, if a set of samples are collected, then
the probability information (e.g. the probability distributions and
moments) of the random variable(s) η can be identified under
appropriate criteria to be elaborated later. In turn, once the
probability information of the random variable(s) η is determined
from the observed data, the stochastic process defined by Eq. (2)
is completely specified. Such a description of a stochastic process,
via an explicit function of basic random variable(s) based on
physical background/mechanism, might be referred to as physical
stochastic process description, in which the relationship between
the ensemble and sample is straightforward as in Eq. (2). In
contrast, the afore-mentioned traditional description via an
abstract function belongs to phenomenological treatment. In
addition, both the observed data and the computational efforts
needed to identify the probability information of the basic random
variable(s) could be greatly reduced.
It can be recognized that the essence of the physical stochastic
modeling is to find a function of basic random variable(s) and time
for a stochastic process in an explicit expression. This is different
from that of the traditional modeling, where the stochastic process
was described as an abstract function. The probability information
involved in the two different descriptions is equivalent but
exhibits in different ways [15]. The spectral representations or
orthogonal decomposition of stochastic processes actually attempt
to establish the link between the two kinds of descriptions via
mathematical approach [16,17], whereas what will be stressed in
this paper is the methodology via physical approach.
2.2. Random Fourier functions
It is well known that in many cases the functions describing the
embedded physical mechanism can be captured in the frequency
domain (or wave number domain) more easily than in the time
domain. Thus, a feasible tool to the physical stochastic process
description is the random Fourier function.
For a sample time history process {x(t ), 0 ≤ t ≤ T }, a truncated
function can be defined as
0, for t > T

xT (t ) = x(t )[u(t ) − u(t − T )] = x(t ), for 0 ≤ t ≤ T (3)
0, for t < 0
where u(t ) is the Heaviside’s function taking the value 1 for t ≥ 0,
otherwise taking the value 0. Then the Fourier transform can be
defined over [0, T ] by
∫ ∞ ∫ T
F (ω) = xT (t )e−iωt dt = x(t )e−iωt dt (4)
−∞ 0
which is usually referred to as the finite Fourier transform [14].
Meanwhile, the average power of the time history {x(t ), 0 ≤
t ≤ T } can be defined by
∫ T
1
W = x2 (t )dt . (5)
T 0
According to Parseval’s identity
(1)
∫ ∞ ∫ ∞
1
x2 (t )dt = |F (ω)|2 dω. (6)
−∞ 2π −∞
 J. Li et al. / Probabilistic Engineering Mechanics 27 (2012) 19–28 21

It is easy to verified that 2.3.1. Sample-based modeling

∫ ∞ In the sample-based modeling the samples of the basic random
1 1 variable(s) are first identified from the observed data via a sample-
W = |F (ω)|2 dω (7)
2π −∞ T to-sample map, these identified samples are then regarded as
the ‘‘observed data’’ of the random variable(s) to determine the
which means that the magnitude of the Fourier spectrum is a kind
probability information by the methods of mathematical statistics.
of spectral decomposition in terms of the average power of the
For each observed sample process, a sample of the basic random
time process. Therefore, a sample Fourier density spectrum can be variables can be identified through the criteria of best or mean-
defined as square approximation.
1
∫ T (I) Best approximation: the criterion can be adopted as follows
Fx (ω) = √ x(t )e−iωt dt . (8)
T 0 J1 = max |f˜i (ω) − f (zi , ω)| ≤ ε1 , i = 1, 2, . . . , nsp (15)
ω
Clearly, there exists where f˜i (ω) is the Fourier transform of the ith observed sample
1
∫ ∞
1
∫ ∞ xi (t ), i = 1, 2, . . . , nsp , nsp is the total number of the observed
W = |Fx (ω)|2 dω = Sx (ω)dω (9) samples, f (zi , ω) is the known Fourier function as η = zi , i.e.
2π −∞ 2π −∞ f (zi , ω) = FX (η, ω) |η=zi , ε1 is the prescribed error bound.
where Sx (ω) is the power spectral density of the sample process (II) Mean-square approximation: In this case, the following
{x(t ), 0 ≤ t ≤ T } [14], and criterion is employed
J2 = Eω {[f˜i (ω) − f (zi , ω)]2 } ≤ ε2 , i = 1, 2, . . . , nsp (16)
|Fx (ω)|2 = Sx (ω). (10)
where ε2 is the prescribed error bound, Eω {·} means to take average
Likewise, for the physical process in Eq. (1), we can define in terms of ω.
∫ T
After the samples zi , i = 1, 2, . . . , nsp of the basic random
1 variables η are obtained through the above equations, the (joint)
Fx (η, ω) = √ g (η, t )e−iωt dt . (11)
T 0 probability density function of η, pη (z) (or the marginal PDFs
pηj (zj ), j = 1, 2, . . . , s, where s is the number of the basic random
The Fourier function is usually a complex function that can be
variables), can be obtained through the methods of mathematical
rewritten as statistics [20].
Fx (η, ω) = |Fx (η, ω)|eiϕ(η,ω) (12)
2.3.2. Modeling based on statistical characteristics of ensemble
where |Fx (η, ω)| and ϕ(η, ω) are, respectively, the amplitude If the joint probability density function of the random variables
spectrum and phase spectrum of the Fourier transform. Generally η is known as pη (z), then the mean and the standard deviation of
the amplitude spectrum is a kind of spectral decomposition of the random Fourier function can be evaluated as
kinetic energy [2] and the phase spectrum is the predominant ∫
factor affects the shape of the time history [18]. mf (ω) = FX (z, ω)pη (z)dz (17)
The definition of the Fourier density spectrum in Eqs. (11) and Ω
(12) is in terms of a sample. In these equations, the basic variable(s) and
η take specified deterministic values. In the case η are random ∫  12
variables, the Fourier density spectrum will be a random function. σf (ω) = [FX (z, ω) − mf (ω)] pη (z)dz
2
(18)
We can thus define the random Fourier function for the process in Ω
Eq. (2) as respectively, where Ω is the distribution domain of η.
This gives another method to determine pη (z) (or the PDFs
T
pηj (zj ), j = 1, 2, . . . , s): The joint PDF pη (z) is first presumed, then
∫
1
FX (η(ϖ ), ω) = √ X (η(ϖ ), t )e−iωt dt . (13) the ‘‘theoretical’’ value of the mean and standard deviation of the
T 0
random Fourier function can be obtained by Eqs. (17) and (18),
It is easy to prove that if X (t ) is stationary, then respectively. These values are compared with the counterparts
directly from the observed data via methods of mathematical
SX (ω) = lim E [|FX (η, ω)|2 ]
T →∞ statistics to measure the goodness-of-fit. If the discrepancy is less
∫ ∞ than the admissible error, pη (z) could be accepted as the specified
= lim |FX (z, ω)|2 pη (z)dz (14) joint PDF of the basic random variables η. Otherwise, pη (z) should
T →∞ 0 be rejected and modified (or re-presumed) and the above steps will
where SX (ω) is the power spectral density function of X (t ) [14]. be performance once again.
Once the estimates
∑nsp of the mean and the standard ∑nspdeviation,
However, we should note that the model in Eqs. (2) and (13) is
mf˜ (ω) = n1 i=1 fi (ω) and σf˜ (ω) = ( n −1
˜ 1
i=1 [fi (ω) −
˜
not confined to stationary processes. sp sp

As mentioned earlier, for many engineering dynamic excita- mf˜ (ω)]2 )1/2 , from the Fourier transform f˜i (ω) of the observed data
tions, it is easier to find the expression of FX (η, ω) than to find xi (t ), i = 1, 2, . . . , nsp are obtained, the following criterion can be
g (η, t ) in Eq. (2). With this background, probability information adopted to identify the joint PDF of the basic random variables:
of the random variable(s) η can be identified from the measured J = α Jm + β Jσ → min (19)
data under either of the following criteria [19]. An inverse Fourier
where α and β are the weight coefficients, and
transform will finally give the stochastic process in time domain.
L
1−
2.3. Criteria for stochastic modeling Jm = [mf (ωi ) − mf˜ (ωi )]2 (20)
L i=1

The task of modeling of a stochastic process via random L

1−
Fourier function is now to identify the probability information Jσ = [σf (ωi ) − σf˜ (ωi )]2 (21)
L i=1
(e.g. probability density function or moments) of the basic random
variable(s) η. Different criteria can be adopted in this stage. in which L is the number of the discretized frequency of interest.
22 J. Li et al. / Probabilistic Engineering Mechanics 27 (2012) 19–28
Inserting Eqs. (17) and (18) into Eqs. (20) and (21), respectively,
and substituting them in Eq. (19), it is seen that J in Eq. (19) is a
functional of pη (z). Thus, the task is to find a pη (z) minimizing J.
This determined pη (z) is the identified joint PDF of η.
It should be stressed once again that what is really important
is to change from the abstract function description to the random
function description, the latter of which can reflect the embedded
physical background or physical mechanism. The random Fourier
function is a tool usually convenient to find the expression of the
random function, but it is not the only approach. In the case the
explicit function could be found easily in time domain, a time
domain function instead of the random Fourier function is of
course feasible.
3. Physical stochastic modeling of fluctuating wind speed
Following the above suggested methodology, the physical
stochastic models for ground motion [21], sea wave [22] and wind
speed can be established. In the present paper, the establishment
of physical stochastic model for fluctuating wind speed will be
exemplified.
It is well known that the force induced by wind is proportional
to the square of wind speed, i.e. f = 12 CP ρ Av 2 , where ρ is
the density of air, A is the area and v is the wind speed, which
is physically the velocity of aero-molecules, CP is the pressure
coefficient [23]. Thus, to make clear the features of wind speed
is very important in capturing wind excitations. Generally, for
convenience the wind speed at a point is partitioned into two parts
i.e. v(t ) = Ū + V (t ), where Ū is the average wind speed and V (t )
is the fluctuating wind speed. The fluctuating wind speed, which is
reasonably regarded as a stochastic process, is the more important
part that might induce dynamic effects on engineering structures.
Thus, in the following sections focus will be on the modeling of
fluctuating wind speed via above suggested methodology.
The fluctuating wind speed at one point could be decomposed
by Fourier transform into two parts: Fourier amplitude spectrum
and Fourier phase spectrum. The Fourier amplitude spectrum
represents the energy distribution of fluctuating wind speed while
the Fourier phase spectrum mainly affects the shape of the wind
speed record [18].
Existence of eddies is one of the main characters of turbulence.
The eddy scales in atmosphere span wide ranges from more
than one thousand meters to several millimeters. Cascade, which
means gradually energy transfer from larger eddies to smaller
eddies, exists in turbulence because of some kinds of nonlinear
interaction. A physical scene of atmospheric turbulence was
drawn by researchers (say in [24]): large eddies with energy-
containing scale gain kinetic energy through interacting with main
flow and contain majority of the turbulence energy; then, large
eddies collapse and smaller eddies are generated while energy is
transferred to the smaller eddies; the smaller eddies in a certain
scale range transfer as much energy to even smaller eddies as
they receive from the larger eddies and therefore this range is
called ‘‘equilibrium range’’; finally, energy is transferred to the
dissipation range where turbulence kinetic energy is converted to
internal energy by the action of fluid viscosity.
From such a physical mechanism it is recognized that the
turbulent eddy motion in the atmospheric boundary layer exhibits
three spectral regions: energy-containing sub-range, inertial or
equilibrium sub-range, and dissipation sub-range. In the wind
engineering, the first two sub-ranges are mostly concerned.
The wave length l, the reciprocal of wave number k, could give
a straight view of the eddy scale. According to Taylor’s ‘‘frozen’’
hypothesis, the wave number k = 2π n/Ū, where n = ω/2π is the
Fig. 1. Relationship between Eddy scales and spectral sub-ranges in atmosphere.
frequency, Ū is the average wind speed. Thus the random Fourier
wave number spectrum could be defined, following Eq. (13), as

F (η, k) = U /2π F (η, n). (22)
Modeling of the Amplitude spectrum of fluctuating wind speed
A specified wind speed record is the combined result of many
eddies with different scales. As the tools of transforming signals
from time domain to frequency domain, Fourier transform could
separate the energy distribution of eddies in different scales. From
the preceding physical mechanism, it is reasonable to believe
that in the energy spectrum the energy-containing sub-range
corresponding to the energy-containing scale obeys the ‘‘−1’’ law
while the inertial sub-range corresponding to the equilibrium
scale behaves in a ‘‘−5/3’’ law. Therefore, a boundary position
kc between the energy-containing sub-range and inertial sub-
range appears in the wave number energy spectrum of fluctuating
wind speed. This position kc might be called ‘‘boundary wave
number’’ and the reciprocal of kc , denoted by lc , might be called
‘‘boundary wave length’’. In the actual atmospheric turbulence
process, lc represents the boundary value between the scales of
eddies in energy-containing sub-range and those in equilibrium
sub-range. Eddies larger than lc belong to the energy-containing
sub-range and eddies smaller than lc (of course, still larger than
the dissipation scale) belong to the equilibrium sub-range, as
illustrated in Fig. 1. Because of the complexity of atmospheric
turbulence, lc must be a variable which is affected by some other
factors and can be regarded as a random variable.
Thus, considering Eq. (22), the wave number Fourier spectrum
is defined as a logarithmically bilinear function
Ak−1/2 , klow < k ≤ kc

|F (η, k)| = (23)
Bk−5/6 , kc < k < kup
where klow and kup are the lower and upper limits of the wave
number of interest. Generally 10 min duration and 10 Hz sampled
wind speed records are adopted. In this case kup = 2π × 5/U =
10π /U ,klow = 2π × (1/600)/U = π /(300U ). A and B are
dependent parameters related to total energy,
A = σ 2 /(ln kc − ln klow − 1.5k2c /3 kup
−2/3
+ 1.5)
1/3 (24)
B = Akc
where σ is the standard deviation of the fluctuating wind speed.
The only independent parameter in Eq. (23) is kc .
According to Tchen [25], the predominant factor affecting the
value of kc is the ratio γ between the main-flow vorticity Vm and
the turbulence vorticity Vt
γ = Vm /Vt (25)
 J. Li et al. / Probabilistic Engineering Mechanics 27 (2012) 19–28 23

(a) Mean spectra. (b) Standard deviation spectra.

Fig. 2. Comparison of the mean and standard deviation of the spectra between model and measurements.

where Vm is the shear ratio and Vt could be expressed as [24] Table 1

Parameters of the basic random variables.
[∫ ∞ ]1/2 [∫ ∞ ]1/2
Variable z0 Ū10
Vt = k2 S (k)dk = k2 |F (η, k)|2 dk . (26)
0 0
Parameter (m) µ σ α β

Substituting Eqs. (23) and (24) in (26) yields 10 −1.2155 1.0052 5.1746 0.7475
20 6.3349 0.8286
2/3 4/3
σ (−0.25k2c − 0.5k2low + 0.75kc kup )1/2 28 6.7712 0.8402
Vt = 2/3 −2/3
. (27) 43 7.5151 1.0337
(ln kc − ln klow − 1.5kc kup + 1.5)1/2
To determine the value of γ , 2000 sets of 10 min fluctuating where α is the position parameter and β is the scale parameter
wind speed records are applied. The correlation coefficient
√
between γ and dU (z )/dz is 0.8288, thus it can be assumed that γ α = µŪ10 − γ β, β = σŪ10 6/π (31)
is approximately linearly variant against dU (z )/dz. Through curve-
fitting, the relationship can be written as: where µŪ10 and σŪ10 are the mean and standard deviation of the
average wind speed at the reference height, and γ is a constant
γ = 1.19dU (z )/dz + 0.0637. (28) with approximate value of 0.5772. The measured probability
The basic random variables are the roughness length z0 and the densities (by PDEM) are evaluated by 500 sets of 10 min data and
10 min mean wind speed Ū10 . Adopting the probability density the parameters are listed in Table 1.
evolution method (PDEM), the PDF of basic variables could be Fig. 2 shows comparison of the mean and standard deviation
calculated from the measured data [2]. of the amplitude spectrum between the measured data and the
The observed data were collected from a field observation array present model. It is seen that the model spectra are almost identical
established by the research group of the authors in 2005. The wind to the measured spectra at all the four heights.
speed observation array is located between Tower 160 and Tower Modeling of phase angles
159 of Jiangdou line in Jiangsu Province, China. The circumstance The characteristic speed of different eddies is given by [24]
of the line is a typical country terrain and there is an angle of 30°
between the line and normal east. Tower 160 is a suspension tower 
v(n) = |F (n)|2 1n. (32)
with height of 47.1 m. Four sonic anemometers (Young 81 000)
were installed on Tower 160 at the height of 10 m, 20 m, 28 m and The ratio between the distance that the eddy goes forward in a
43 m, respectively. From Tower 160 to the direction of Tower 159, time interval and the wave length characterizes the changed circle
three observation towers with intervals of 40, 80 and 120 m stand numbers of the eddy. Each circle corresponds to a phase change of
right under the middle conductor line. Each observation tower
2π . The phase evolution speed of eddies with different frequency
is equipped with two sonic anemometers (Young 81 000) at the
could be expressed as
height of 10 and 20 m.
The results show that z0 can be characterized by log-normal 1ϕ̇(n) = 2π v(n)k(n). (33)
distribution and Ū10 can be characterized by Gumbel distribution.
The probability density function of z0 is Different characteristic speed leads to different phase evolution
 2  speed. Generally speaking, large scale eddies possess slower phase
− ln x − µz0

1 evolution speed than small scale eddies do. It is reasonable
pz0 (x) = √ exp (29)
xσz0 2π 2σz20 to suppose that the measured fluctuating wind speed is the
superposition of a series of harmonic waves which evolved from
where µz0 and σz0 are the mean and standard deviation of the identical initial phase at time Te , as shown in Fig. 3. For simplicity,
natural logarithm of measured z0 , respectively. The probability we can assume the initial phases are all zero. Te is named phase
density function of Ū10 is
evolution time with the unit second.
1 The value of Te can be identified from the fluctuating wind
pŪ10 (ū) = exp(−(ū − α)/β) exp(− exp(−(ū − α)/β)) (30) speed samples with relaxed criterion. 800 sets of wind record
β
24 J. Li et al. / Probabilistic Engineering Mechanics 27 (2012) 19–28

D is the n by rload location matrix, F is the r by 1 stochastic ex-

ternal force vector. The external force vector is usually related to
stochastic processes. For instance, if the structure is subjected to
earthquake, the force is related to the stochastic ground motion ac-
celeration, whereas if the structure is wind excited, then as men-
tioned earlier the external forces are determined once the wind
speed field is specified. How to specify a wind speed field by the
physical stochastic modeling has been elaborated in the preced-
Fig. 3. Schematic diagram of phase evolution time Te . ing sections. Eq. (37) represents a stochastic system where the
randomness from the initial condition, structural property and
excitations is treated simultaneously in a unified way [2]. In
the present case, only the randomness in the excitation is taken
into account and thus the involved random variables 2 =
η = (z0 , Ū10 , Te ), of which the probability information is de-
termined in Eqs. (29), (30) and (34), i.e. p2 (θ ) = pz0 Ū10 Te =
pz0 (z )pŪ10 (ū)pTe (x) = pz0 (θ1 )pŪ (θ2 )pTe (θ3 ).
Denote by Z(t ) = (Z1 , Z2 , . . . , Zm )T the physical quantities of
interest in the system (37). The randomness of Z(t ) comes
entirely from 2 and thus the augmented system (Z(t ), 2) is a
probability preserved system [26,27]. According to the random
event description of the principle of preservation of probability, we
have [2]
∫
D
Fig. 4. Probability distribution fitting of phase evolution time Te . pZ2 (z, θ, t )dzdθ = 0 (38)
Dt Ωt ×Ωθ
are adopted. The identified values of Te can be fitted by Gamma where pZ2 (z, θ , t ) is the joint probability density function of
distribution [15] (shown in Fig. 4)
(Z(t ), 2), Ωt × Ωθ is a tensor product of any arbitrary domain
e−x/θ of the augmented state space at time t. Combining with the
pTe (x) = xk−1 (34) uncoupled physical equations and a series of mathematical
θ k Γ (k)
manipulations will yield the following m-dimensional partial
where θ is the scale factor and k is the shape factor, both positive. differential equation governing the evolution of joint probability
Γ (·) is the Gamma function. density
In the procedure of parameter estimation, the shape factor k
could be estimated by
∂ pZ2 (z, θ, t ) − m
∂ pZ2 (z, θ, t )
+ Żj (θ, t ) = 0. (39)
3 − s + (s − 3)2 + 24s ∂t ∂ zj

j =1
k≈ (35)
12s
where Here Żj (θ, t ) is the time rate of the physical quantity Zj (t ) with
  specified {2 = θ}. Once Eq. (39) is solved together with Eq. (37),
N N
1 − 1 − the instantaneous probability density function can be obtained by
s = ln xi − ln(xi ) (36)
N i =1 N i=1 ∫
which indicates that s is the difference between the logarithm of pZ (z, t ) = pZ2 (z, θ, t )dθ. (40)
Ω2
mean and the mean of logarithm. According to the 800 sets of
samples, the parameters take the values k ≈ 1.1 and θ ≈ 8.2×108 . Eq. (39) is the generalized density evolution equation (GDEE),
Thus, both the amplitude and the phase spectrum are specified. which reveals the intrinsic connections between a stochastic
In the above physical stochastic model totally 3 random variables, system and the corresponding deterministic system by taking 2
the ground roughness z0 , 10 min mean wind speed at a 10m high as random or deterministic variables, respectively. It tells us that
Ū10 , and the phase evolution time Te , are involved. the evolution of probability density in time is proportional to the
varying of probability density in space.
4. Stochastic response analysis of nonlinear structures via
In most practical cases, m = 1 is adequate. Solving Eq. (39)
probability density evolution method
under appropriate initial and boundary conditions, the in-
stantaneous probability density function of responses can be
The proposed physical stochastic model for dynamic excitations
could be incorporated into the probability density evolution captured [26]. Further, reliability evaluation of the nonlinear
method (PDEM) to implement response analysis and reliability structures can be carried out [28,2].
evaluation of nonlinear stochastic dynamical systems.
Consider a generic nonlinear MDOF structure subjected to
5. Numerical examples
physically modeled stochastic dynamic excitations. The equation
of motion reads
The response and reliability evaluation of a steel TV tower
M(2)Ẍ + C(2)Ẋ + f(2, X) = DF(2, t ) (37) subjected to wind excitation are investigated to validate the
where M and C are the n by n mass and damping matrices, re- proposed physical stochastic model of fluctuating wind speed and
spectively, Ẍ, Ẋ and X are the n by 1 acceleration, velocity and dis- its incorporating into the PDEM. The tower is totally 388 m high
placement vector, respectively, f is the nonlinear restoring forces, with structure of 260 m and shaft of 128 m.
 J. Li et al. / Probabilistic Engineering Mechanics 27 (2012) 19–28 25

(a) Fluctuating wind speed at 25, 70, 105, 148 and 188 m (from (b) Fluctuating wind speed at 218.8, 237, 260, 317 and 388 m
top to bottom). (from top to bottom).

Fig. 5. Representative time histories of fluctuating wind speed.

(a) Typical PDF at different time. (b) PDF evolution surface.

(c) Contour of the PDF evolution surface.

Fig. 6. Probabilistic information of Mises stress.

5.1. Wind field simulation
According to the elaboration in the preceding sections, the
parameters of wind field are: the ground roughness z0 follows
log-normal distribution with the mean 0.05 and coefficient of
variation 0.38 (Eq. (29)); the average wind speed at 10 m high, Ū10 ,
follows Gumbel distribution (Eq. (30)) with the mean 28.5 m/s and
coefficient of variation 0.1. The mean wind speed profile follows
the log-law. The distribution of phase evolution time Te is the same
as in Eq. (34).
Shown in Fig. 5 are typical representative time histories
of fluctuating wind speed generated by the proposed physical
stochastic model elaborated in Section 3. In order to verify the
stochastic wind model the characteristics of the simulated wind
26 J. Li et al. / Probabilistic Engineering Mechanics 27 (2012) 19–28

(a) Typical PDF at different time. (b) PDF evolution surface.

(c) Contour of the PDF evolution surface.

Fig. 7. Probabilistic information of stability index.

field, such as the turbulence intensity, turbulence integral length,
probability distribution of wind speed and the space coherence are
compared with the measured data (the details are not shown here
for the length of the paper). The results show that the simulated
wind field accords well with the measured wind field and is
qualified to be used in response analysis and reliability evaluation
of structures.
5.2. Stochastic dynamic response
strengthened to prevent local buckling. Steel is ductile material and
thus the Mises stress could be adopted as the strength index.
Probability information of the stochastic process of Mises stress
at the bottom of the compressed column are shown in Fig. 6,
including the PDF at three different time instants (Fig. 6(a)), PDF
evolution surface against time (Fig. 6(b)) and the contour of the
PDF evolution surface (Fig. 6(c)). It is seen that the PDF of the
Mises stress evolves in a complicated way, generally irregular, non-
stationary and non-symmetrical.

Along the vertical direction, the TV tower is separated into 37 5.2.2. Stability index analysis
sections to calculate and apply the wind load. The wind load on Stability should be considered for the columns subjected to
each section is calculated by compression and bending. According to the Code for Design of Steel
Structures of China, the stability index S could be defined as
1
Fw (t ) = µs AU 2 (t ) (41)
1600 fs
S= (42)
where U (t ) = U (2, t ) = U (z0 , Ū10 , Te , t ) is the simulated wind f
speed with unit m/s, µs is the shape factor with value of 1.2 where f is the design strength of steel with the value of 295 MPa
determined by the wind tunnel test and A is the area of the section for steel of thickness of 35 mm; fs is the equivalent stress for
with unit m2 . The wind load is in the unit of kN. calculation of stability index. The profile of the columns is not
In the analysis, the dead loads and live loads are considered biaxial symmetrical and therefore the stability index of the strong
along with the wind load. Geometric nonlinearity and the P–delta axis and weak axis, denoted by Sx and Sy , respectively, should both
effect are also considered. Comprehensive studies on the responses be checked. The equivalent stress in the two directions could be
of the TV tower, including the stress, stability index, deformation given by
and the occupant comfort analysis, are carried out. However, only
part of the results will be discussed here for the length of the paper. N βmx Mx βty My
fsx = +  +η (43)
ϕx A ϕ

γx Wx 1 − 0.8 N ′
N by Wy
Ex
5.2.1. Stress analysis
Ten outside columns, with eucalyptus-leaf-sugar shaped profile Nβtx Mx βmy My
fsy = +η + (44)
ϕy A ϕbx Wx
 
and thickness of 35 mm, are the main load-bearing members
of the tower. The columns are connected by flange and locally γy Wy 1 − 0.8 N ′
N
Ey
 J. Li et al. / Probabilistic Engineering Mechanics 27 (2012) 19–28 27

(a) PDF. (b) CDF.

Fig. 8. Extreme value distribution of Mises stress.

(a)PDF. (b) CDF.

Fig. 9. Extreme value distribution of stability index.

respectively. The parameters in the two formulas are as follows: 5.3. Reliability evaluation

N: axial compression force;

ϕx , ϕy : stability coefficients of axial-compressed column for
strong axis (denoted by x) and weak axis (denoted by y). In this
case, the two indices have the same value of 0.887;
A: area of the column section;
βmx , βmy : equivalent moment coefficients, with value of 1.0 in
this case;
Mx , My : maximum moments of the whole range of column;
γx , γy :plastic developing coefficients of profile;
Wx , Wy : section modulus;
′
NEx , NEy
′
: parameters, NEx′
= π 2 EA/(1.1λ2x ), NEy
′
= π 2 EA/
(1.1λ2y );
λx , λy : slenderness ratio for two axes;
η: section effecting coefficient, with value of 0.7 for closed
sections;
βtx , βty : equivalent moment coefficients, 1.0 in this case;
ϕbx , ϕby : overall stability coefficients for uniformly bending
members, 1.0 for closed sections.
Only probability information of the stochastic response results
of Sx are shown in Fig. 7, including the PDF at three different time
instants (Fig. 7(a)), PDF evolution surface against time (Fig. 7(b))
and the contour of the PDF evolution surface (Fig. 7(c)). The results
of Sy are similar to Sx . It is seen that the PDF of Sx is analogous
to that of the Mises stress, also irregular, non-stationary and non-
symmetrical.
5.3.1. Strength based reliability
The extreme value distribution could be obtained via the
Probability Density Evolution Method [28,2] and then the dynamic
reliability can be obtained. In Fig. 8 shown are the PDF and CDF of
the extreme value distribution of the Mises stress. Extreme type-
I distribution is also plotted in the same figure for comparison.
It is seen that the extreme value distribution of the Mises stress
is different from the Extreme type-I distribution. Taking 295MPa,
which is the design strength of steel with thickness of 35 mm in
the Code for Design of Steel Structuresof China, as the threshold, the
reliability could be obtained by integration of the extreme value
distribution, i.e. the coordinate value of the CDF in Fig. 8(b) at the
abscissa value 350 MPa. In this case, the reliability is 1.00 which
means enough margin of strength.
5.3.2. Stability based reliability
The PDF and CDF of the extreme value distribution of stability
index Sx are shown in Fig. 9. Again, the coordinate value of the CDF
in Fig. 9(b) will give the dynamic reliability. Taking unity as the
threshold again the reliability is 1.00.
It is seen that because of the conservative design, the
reliabilities based on the above items are both 1.00.
6. Conclusions
The methodology of modeling stochastic dynamic excitations
and the analysis theory of stochastic dynamics are somehow
28 J. Li et al. / Probabilistic Engineering Mechanics 27 (2012) 19–28
symbiotic. The phenomenological modeling of stochastic processes
laid a foundation for the classical stochastic dynamics but also
leads to difficulties in tackling stochastic response analysis of non-
linear systems. The methodology of physical modeling of stochas-
tic dynamic excitations is delineated in the present paper. The
physical modeling of fluctuating wind speed process is exempli-
fied. The proposed physical stochastic model is then incorporated
into the probability density evolution method to implement re-
sponse analysis and reliability evaluation of nonlinear structures.
The investigations demonstrate that the proposed methodology
is promising in stochastic dynamic response analysis and reli-
ability evaluation of nonlinear structures under stochastic exci-
tations, though refined studies are still in need in the ongoing
researches.
Acknowledgments
Supports of the National Natural Science Foundation of
China (Grant Nos. 90715083 and 10872148), National Hi-Tech
Development Plan (863 Plan) (Grant No. 2008AA05Z413), the
New Century Excellent Talents (NCET) Plan of MOE of China,
and the State Key Laboratory of Disaster Reduction in Civil
Engineering (Grant Nos. SLDRCE08-A-01 and SLDRCE10-B-02) are
greatly appreciated. The authors are grateful to Dr. Junling Chen for
providing related information of the structure.
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