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Interpolation simulation method of non-stationary non-Gaussian stochastic processes
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Xiangqian SHENG1, Kuahai YU1, Wenliang FAN2, Lanjie NIU3
Journal of Vibration Engineering | 2025, 38(8) : 1827 - 1838
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Journal of Vibration Engineering | 2025, 38(8): 1827-1838
Interpolation simulation method of non-stationary non-Gaussian stochastic processes
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Xiangqian SHENG1, Kuahai YU1, Wenliang FAN2, Lanjie NIU3
Affiliations
  • 1.Department of Engineering Mechanics,Henan University of Science and Technology,Luoyang 471000,China
  • 2.Department of Architectural Mechanics,Chongqing University,Chongqing 400045,China
  • 3.Xi’an Institute of Electromechanical Information Technology,Xi’an 710065,China
Published: 2025-08-10 doi: 10.16385/j.cnki.issn.1004-4523.202309035
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To address the problems of large number of random variables and time-consuming computation in the simulation of non-stationary non-Gaussian stochastic processes,a fast computation method of non-stationary non-Gaussian stochastic processes is proposed based on sample interpolation by combining the stochastic harmonic function. With the known of the target evolutionary power spectrum and target density function of non-Gaussian stochastic processes,the correlation function equations of non-Gaussian stochastic processes and underlying Gaussian stochastic processes are established through Mehler’s formula,and a fast calculation method for the evolutionary power spectrum of underlying Gaussian stochastic processes is proposed through interpolation method. Subsequently,a fast simulation method for non-stationary non-Gaussian stochastic processes is proposed by combining stochastic harmonic functions,The effectiveness of this method is verified by simulating single-point uniformly modulated non-Gaussian stochastic process and multi-point non-uniformly modulated non-Gaussian stochastic processes. The results show that,when calculating the evolutionary power spectrum of the underlying Gaussian random process under the condition of ensuring accuracy,the calculation time of interpolation solution is lower than that of Mehler’s formula solution,and as the number of excitations increases,the efficiency of interpolation solution in calculating the evolutionary power spectrum of the underlying Gaussian random process is more obvious. The proposed fast computational method of non-stationary non-Gaussian stochastic processes can effectively simulate the non-Gaussian stochastic processes with the target evolutionary power spectrum and the target density function.

random vibration  /  non-Gaussian stochastic processes  /  non-stationary  /  evolutionary power spectrum  /  stochastic harmonic functions
Xiangqian SHENG, Kuahai YU, Wenliang FAN, Lanjie NIU. Interpolation simulation method of non-stationary non-Gaussian stochastic processes[J]. Journal of Vibration Engineering, 2025 , 38 (8) : 1827 -1838 . DOI: 10.16385/j.cnki.issn.1004-4523.202309035
Year 2025 volume 38 Issue 8
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Article Info
doi: 10.16385/j.cnki.issn.1004-4523.202309035
  • Receive Date:2023-09-13
  • Online Date:2026-02-09
  • Published:2025-08-10
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History
  • Received:2023-09-13
  • Revised:2023-11-27
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Affiliations
    1.Department of Engineering Mechanics,Henan University of Science and Technology,Luoyang 471000,China
    2.Department of Architectural Mechanics,Chongqing University,Chongqing 400045,China
    3.Xi’an Institute of Electromechanical Information Technology,Xi’an 710065,China
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表12种不同金属材料的力学参数

Family
属数
Number of
genus
种数
Number of
species
占总种数比例
Percentage of
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种数
Number of
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Percentage of total
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鹅膏菌科Amanitaceae 2 11 5.26 鹅膏菌属 Amanita 10 4.78
小菇科 Mycenaceae 2 12 5.74 丝盖伞属 Inocybe 5 2.39
多孔菌科 Polyporaceae 8 14 6.70 蜡蘑属 Laccaria 5 2.39
红菇科 Russulaceae 3 23 11.00 小皮伞属 Marasmius 6 2.87
小菇属 Mycena 11 5.26
光柄菇属 Pluteus 5 2.39
红菇属 Russula 17 8.13
栓菌属 Trametes 5 2.39
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