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Research Article
Computer Simulation of Stochastic Wind Velocity Fields for
Structural Response Analysis: Comparisons and Applications
Filippo Ubertini1 and Fabio Giuliano2
1 Department
2 Department
of Civil and Environmental Engineering, University of Perugia, Via G. Duranti 93, 06125 Perugia, Italy
of Structural and Geotechnical Engineering, University of Rome La Sapienza, Via Eudossiana 18, 00184 Rome, Italy
1. Introduction
The simulation of wind velocity fields has been one of the
main topics of wind engineering for the last decades. In this
framework, wind velocity is usually idealized as the sum of a
mean part, assumed as constant within a conventional time
interval, and a fluctuating part representing the atmospheric
turbulence. This last is usually modeled as a stationary zeromean Gaussian random process [1, 2].
Several techniques were proposed in the literature in
order to simulate Gaussian wind velocity fields to be
employed in structural analysis [35]. Among those, the
classic WAWS method, based on the pioneering work by
Shinozuka and Jan [6] and then modified by Deodatis
[1] in such a way to achieve ergodic realizations and to
be eciently implemented through fast Fourier transform
(FFT) algorithms, has proved to guarantee the best quality
of the obtained results [7]. Nevertheless, such a proce-
Phase 0
Phase 1
Sim 1
Sim n
Sim 2
200
200
x3 (m)
x3 (m)
400
100
70
0
0
x2 (m)
1000
0
x2 (m)
(a)
1000
(b)
400
400
x3 (m)
x3 (m)
300
200
200
100
0
80
V
800
600
400
(m 40
/s)
200
0 0
(a)
t (s)
0
20
V
800
600
400
0
(m
/s)
200
20 0
t (s)
(b)
Figure 3: Example 1: wind velocity field sample generated using the WAWS method: along-wind velocities (a); across-wind velocities (b).
100
30
101
20
15
u1
25
102
10
5
103
102
100
n (Hz)
(a)
5
(s)
10
5
(s)
10
(b)
30
1200
800
600
20
1000
400
10
200
0
100
n (Hz)
(c)
(d)
Figure 4: Example 1 using WAWS method for N = 214 and Nt = T0 /t (i.e., a process duration equal to one period T0 ; black lines
denote target functions, red lines denote numeric approximations): autospectrum of along-wind velocity at point 5 (a); corresponding
autocorrelation function (b); cross-spectrum between along-wind velocities at points 5 and 9 (c); corresponding cross-correlation function
(d).
30
101
20
15
u1
25
102
10
5
103
102
100
(a)
1000
25
Ru(5) u(9) (m2 /s2 )
1200
800
20
15
600
10
(b)
30
(s)
n (Hz)
400
200
0 3
10
10
5
102
101
n (Hz)
100
101
(c)
10
(s)
(d)
Figure 5: Example 1 using WAWS method (black lines denote target functions, gray lines denote numeric approximations): autospectrum
of along-wind velocity at point 5 (a); corresponding autocorrelation function (b); cross-spectrum between along-wind velocities at points 5
and 9 (c); corresponding cross-correlation function (d).
100
10
9
7
6
u3
8
101
103 3
10
102
102
101
n (Hz)
100
5
4
3
2
1
0
101
10
(s)
(a)
(b)
5
35
30
Ru(5) u(9) (m2 /s2 )
10
15
5
0
5
3
2.5
2
1.5
20
25
4.5
4
3.5
102
100
1
0.5
0
10
(s)
n (Hz)
(c)
(d)
Figure 6: Example 1 using WAWS method (black lines denote target functions, gray lines denote numeric approximations): autospectrum
of across-wind velocity at point 5 (a); corresponding autocorrelation function (b); cross-spectrum between across-wind velocities at points
5 and 9 (c); corresponding cross-correlation function (d).
implemented using ecient FFT algorithms. The ShinozukaDeodatis formula is based on the following frequencydependent decomposition of Gu u (k ):
Gu u (k ) = T(k )T (k )T ,
k = 1, 2, . . . , N ,
(1)
ui t j
=
N
i
r =1 k=1
i = 1, 2, . . . , 3N,
(2)
j = 1, 2, . . . , Nt ,
30
101
20
15
u1
25
102
10
5
103 3
10
102
101
n (Hz)
100
101
5
(s)
(a)
(b)
30
1000
25
800
20
15
600
1200
10
400
200
10
5
0 3
10
102
101
n (Hz)
100
101
10
(s)
(c)
(d)
Figure 7: Example 1 using POD method (black lines denote target functions, gray lines denote numeric approximations): autospectrum of
along-wind velocity at point 5 (a); corresponding autocorrelation function (b); cross-spectrum between along-wind velocities at points 5
and 9 (c); corresponding cross-correlation function (d).
3N
r =1
r(k) ,
(k)
r
k = 1, 2, . . . , N ,
(3)
u tj
=
N
3N
r =1 k=1
(k)
ek t j r(k) (k)
r pr ,
k , for k = 1, 2, . . . , N
elsewhere. This approach, proposed by Carassale and Solari
[11], is here adopted and briefly recalled in Appendix A.
Autoregressive methods generate the wind velocity field
by filtering a 3N-order vector a(t) of uncorrelated bandlimited Gaussian white noises a j (t), for j = 1, 2, . . . , 3N, with
unit variance. The turbulent wind process is thus expressed
in the following form:
j = 1, 2, . . . , Nt ,
u tj
=
(4)
p
i u t j it
i=1
q
i=0
Bi a t j it ,
(5)
j = 1, 2, . . . , Nt ,
100
10
9
u3
8
101
103 3
10
102
102
101
n (Hz)
100
7
6
5
4
3
2
1
0
101
(a)
10
25
Ru(5) u(9) (m2 /s2 )
20
15
4.5
4
3.5
3
2.5
2
1.5
10
(b)
30
6
(s)
5
0
5
103
102
101
n (Hz)
100
101
(c)
1
0.5
0
10
(s)
(d)
Figure 8: Example 1 using POD method (black lines denote target functions, gray lines denote numeric approximations): autospectrum of
across-wind velocity at point 5 (a); corresponding autocorrelation function (b); cross-spectrum between across-wind velocities at points 5
and 9 (c); corresponding cross-correlation function (d).
4. Efficient Implementation of
Wind Simulation Methods
The three simulation algorithms presented in Section 3 are
implemented in the MATLAB R2009a [24] environment to
generate samples of along-wind and across-wind turbulence
velocities u1 and u3 , respectively. Without loss of generality,
the turbulent wind field is thus reduced to a 2N-variate
stationary Gaussian process.
101
20
u1
100
102
103 3
10
102
101
n (Hz)
100
10
101
5
(s)
(a)
(b)
30
1000
25
800
20
15
600
1200
10
400
200
0 3
10
10
5
102
101
n (Hz)
100
101
(c)
10
(s)
(d)
Figure 9: Example 1 using AR method (black lines denote target functions, gray lines denote numeric approximations): autospectrum of
along-wind velocity at point 5 (a); corresponding autocorrelation function (b); cross-spectrum between along-wind velocities at points 5
and 9 (c); corresponding cross-correlation function (d).
100
10
9
u3
8
101
103 3
10
102
102
101
n (Hz)
100
7
6
5
4
3
2
1
0
101
(a)
20
15
10
10
25
5
0
103
(b)
30
6
(s)
102
101
n (Hz)
100
101
(c)
4.5
4
3.5
3
2.5
2
1.5
1
0.5
0
10
(s)
(d)
Figure 10: Example 1 using AR method (black lines denote target functions, gray lines denote numeric approximations): autospectrum of
across-wind velocity at point 5 (a); corresponding autocorrelation function (b); cross-spectrum between across-wind velocities at points 5
and 9 (c); corresponding cross-correlation function (d).
10
100
u1
101
101
u1
100
102
103 3
10
102
101
n (Hz)
100
102
103 3
10
101
102
101
n (Hz)
(a)
100
101
(b)
30
30
20
10
20
15
25
10
5
0
5
(s)
10
5
(s)
(c)
(d)
30
25
20
15
1000
900
800
700
600
500
400
300
200
100
0
100 3
10
10
10
5
102
101
n (Hz)
100
101
(e)
10
(s)
(f)
Figure 11: Example 2 using POD method (black lines denote target functions, gray lines denote numeric approximations): auto-spectra of
along-wind velocities at points 1 and 70 (a), (b); corresponding autocorrelation functions (c), (d); cross-spectrum of along-wind velocities
in points 1 and 70 (e); corresponding cross-correlation function (f).
11
100
101
u3
101
u3
100
102
103 3
10
102
101
n (Hz)
100
102
103 3
10
101
102
10
9
8
Ru(70) u(70) (m2 /s2 )
10
9
7
6
10
10
5
4
3
2
1
0
3
2
1
0
10
(s)
(s)
(c)
(d)
5
15
4.5
4
3.5
20
3
2.5
2
1.5
10
5
101
7
6
5
4
100
(b)
(a)
101
n (Hz)
0
5
103
102
101
n (Hz)
100
101
(e)
1
0.5
0
4
(s)
(f)
Figure 12: Example 2 using POD method (black lines denote target functions, gray lines denote numeric approximations): auto-spectra
of across-wind velocities at points 1 and 70 (a), (b); corresponding autocorrelation functions (c), (d); cross-spectrum between along-wind
velocities at points 1 and 70 (e); corresponding cross-correlation function (f).
12
100
101
u1
101
u1
100
102
103 3
10
102
101
n (Hz)
100
102
103 3
10
101
102
101
n (Hz)
(a)
100
101
(b)
30
30
20
10
20
15
25
10
5
0
5
(s)
10
5
(s)
(c)
(d)
30
25
20
15
1000
900
800
700
600
500
400
300
200
100
0
100 3
10
10
10
5
102
101
n (Hz)
100
101
(e)
10
(s)
(f)
Figure 13: Example 2 using AR method (black lines denote target functions, gray lines denote numeric approximations): auto-spectra of
along-wind velocities at points 1 and 70 (a), (b); corresponding autocorrelation functions (c), (d); cross-spectrum between along-wind
velocities at points 1 and 70 (e); corresponding cross-correlation function (f).
13
100
101
u3
101
u3
100
102
103 3
10
102
101
n (Hz)
100
102
103 3
10
101
102
10
9
10
9
7
6
10
10
10
(s)
(c)
(d)
5
15
4.5
4
3.5
20
3
2.5
2
1.5
10
5
(s)
5
4
3
2
1
101
7
6
5
4
3
2
1
0
100
(b)
(a)
101
n (Hz)
0
5
103
102
101
n (Hz)
100
101
(e)
1
0.5
0
4
(s)
(f)
Figure 14: Example 2 using AR method (black lines denote target functions, gray lines denote numeric approximations): auto-spectra of
across-wind velocities at points 1 and 70 (a), (b); corresponding autocorrelation functions (c), (d); cross-spectrum between along-wind
velocities at points 1 and 70 (e); corresponding cross-correlation function (f).
14
(k)
20
nr
nr
(k)
40
0 2
10
101
100
(rad/s)
101
102
0 2
10
101
100
101
(rad/s)
(a)
(b)
Figure 15: Example 2: first ten nondimensional eigenvalues (POD) of atmospheric turbulence as a function of the circular frequency (a);
detailed view (b).
(a)
(b)
(d)
(c)
(e)
(f)
Figure 16: Example 2: first 6 blowing mode shapes evaluated for the circular frequency value = 0.07 rad/s.
15
10
100
200
Order of outoregression
(a)
Normalized error
Normalized error
10
100
Reduced number of factorizations
1000
(b)
Figure 17: Normalized average errors of simulated samples using AR filter (a) and POD-based technique (b) by increasing the order of
autoregression (AR filter) and the reduced number of factorizations (POD-based method).
Phase 0
Phase 1
Allocated
memory
in phase 0
WAWS
calculate
2N N
Cholesky
matrices T(rk )
of dimension
2N 2N and
store 2N N
column vectors
T:,r (rk ) of
length 2N
sum
N(2N + 1)N
scalar numbers
and perform
N(2N + 1)
inverse FFTs
(2N) N
POD
AR
calculate and
calculate and
store N
store p1
matrices of
matrices i of
eigenvectors (k)
dimension
r
of dimension
2N 2N and
2N 2N and one matrix B0 of
2N N
dimension
eigenvalues r(k)
2N 2N
perform
perform N
(p1 + 1)Nt
interpolations of multiplications
of matrices i
r(k) and (k)
r ,
and B0 by
sum
N (2N + 1) vectors of length
2N and sum
vectors of length
(p1 + 1)Nt
2N and perform
2N inverse FFTs vectors of length
2N
2
(2N) N
(2N) (p1 + 1)
Method
WAWS
POD
AR
18-variate process
(example 1)
u(9)
u(9)
1 max
3 max
(m/s)
(m/s)
18.9
9.5
19.8
10.2
18.0
9.7
166-variate process
(example 2)
u(70)
u(70)
1 max
3 max
(m/s)
(m/s)
22.0
9.2
21.0
9.5
18-variate process
(example 1)
Memory
Method
T0 (s) Tsim (s)
(Phase 0)
WAWS 11.3 MB
347.2
134.0
POD
0.1 MB
0.6
1.1
AR
0.3 MB
10.8
1.7
166-variate process
(example 2)
Memory
T0 (s) Tsim (s)
(Phase 0)
10.0 MB
5.3
8.2
2.2 MB 650.2 97.3
16
target
and R
(i) ( j)
u3 u3
u3 u3
u1 u1
N
N
N
generated
N
generated
R (i) ( j) Rtarget
+
R (i) ( j) Rtarget
(
j)
(
j)
(i)
(i)
u u
u u
u u
u u
i=1 j =i
i=1 j =i
(6)
and calculated in the time lag interval 010 sec. The error
defined in (6) is realization dependent and, so, an averaging
of among a conveniently large number of generations Ngen
is sought, where Ngen is here taken as 200.
Following the previous definitions, Figure 17 shows plots
of the average errors versus p1 and N , for the AR filter
and the POD-based technique, in the case of the first
numerical example. For clarity of presentation, the results
in Figure 17 are normalized with respect to the residual
error of the WAWS method with Nt = N = 214 .
The results presented in Figure 17 confirm the expected
trends that the errors decrease with increasing p1 and N .
Moreover, they show that, in the case of the POD-based
technique, the rate of convergence appears to be very fast
for small values of N . Namely, already for N = 24 the
system reaches an accuracy which is only slightly worse than
that of the WAWS method with Nt = N = 214 (the
normalized average error is about equal to 1.3), while for
larger values of N the convergence rate becomes smaller
with some erratic fluctuations of less than 5%. This result
indicates that the interpolation expressions of eigenvectors
k
and eigenvalues along the unequally spaced sequence
of circular frequencies, proposed by Carassale and Solari
[11] and recalled in Appendix A, is very accurate when
applied in the case of turbulence characteristics similar to
those considered here. The results presented in Figure 17
might also suggest to choose values of N that are smaller
than the one adopted by Carassale and Solari [11] in a
similar application and chosen in the numerical examples
presented above (N = 50), without substantially decreasing
the resulting accuracy. Nonetheless, calculations performed
6. Conclusions
Simulating the wind velocity field in the case of highdimensional domains may become a very demanding
computational task due to memory occupation and time
consuming simulations. In the present paper, a properly
organized way for implementing wind simulation methods
is presented at first. Then, the widely adopted method using
waves superposition (WAWS method) is taken as a reference
for calibrating the parameters of two well-known simplified
methods (POD-based and AR formulas). These last are then
compared, by devoting a special care to algorithm structure
and computational expense.
Two numerical examples, with increasing complexity, are
considered in the comparative study. The results indicate
that POD-based and AR techniques significantly reduce both
computer time and memory allocation with respect to the
WAWS method, at the expense of smaller accuracies. The
POD-based method appears to be more computationally
ecient than the AR filter when the relevant parameters
aecting their results are tuned in such a way to achieve
similar accuracies. On the other hand, the AR filter is greatly
preferable in terms of reduction of allocated memory.
Concerning the accuracy of the simulated samples, the
WAWS method is known to guarantee the ergodicity of
the generations. As shown in the paper, this means that
if an entire period of the process is simulated, the match
between target and simulated samples is perfect. Even when
17
Appendices
A. Additional Details on
the Adopted Simulation Formulas
The rules proposed by Carassale and Solari [11] for reducing
the number of eigenvectors and eigenvalues of matrix
Gu u (k ) allocated in the computer memory, are described, at
first, in this section. Then, the derivations for calculating the
coecient matrices of an AR (p1 ) filter are briefly recalled.
Concerning the POD-based technique, the following
sequence of circular frequencies must be introduced:
h =
2 Nt
Nt t 2
h1/N 1
h = 1, . . . , N .
(A.1)
ln(k 1)
N 1 + 1
ln(Nt /2)
the eigenvalues
r(k)
k = 2, . . . ,
Nt
+1
2
(A.2)
(A.3)
Nt
+ 2, . . . , Nt ,
2
(k)
r =
(N +1k)
t
r
k = 2, . . . ,
Nt
+1 ,
2
N
k = t + 2, . . . , Nt ,
2
i u t j it + B0 a t j .
(A.5)
i=1
Ru u () = E u(t)uT (t + ) .
(A.6)
Assuming the shorter notation Ru u (kt) = Ru u (k), the following hyper-system of algebraic equations can be obtained
[12]:
K 1 2 p1
T
= b,
Ru u p 1
R (1)
Ru u (0)
Ru u p 2
uu
(A.7)
K=
..
..
..
..
.
.
.
.
Ru u 1 p Ru u 2 p
Ru u (0)
Ru u (1)
Ru u (0)
b = Ru u (1) Ru u (2) Ru u p
T
E u t j uT t j
p
i=1
i E u t j it uT t j
+ B0 E a t j uT t j
(A.8)
.
p
i Ru u (i) + B0 Ra u (0).
(A.9)
i=1
B0 Ra u (0) = Ru u (0)
p
i Ru u (i).
(A.10)
i=1
k=
p
Nt
k = 2, . . . ,
+1 ,
2
u tj =
(A.4)
B. Implemented Algorithms
The wind simulation algorithms implemented in this study
are schematically outlined in this section, for a 2N-variate
process. The simulated wind field is denoted by the matrix
variable field u. Variables definitions and adopted functions
are implicit from the presented algorithms.
18
Step 0.
Step 0.
initialize wind simulation parameters
for r = 1 : 2N
for k = 1 : N
for i = 1 : 2N
for k = 1 : N
for j = i : 2N
G(i, j) = Gu ui j (
k )
for i = 1 : 2N
end
for j = i : 2N
end
G(i, j) = Gu ui j (r (k))
end
matrPSI hat(:, :, k)
end
matrGAMMA hat(:, k)
= eigenvalues(matrG hat)
matrT(:, k, r) = T(:, r)
end
save wind simulation parameters
end
end
save wind simulation parameters
save matrT.
Step 1.
Step 1.
load wind simulation parameters
load matrPSI hat and matrGAMMA hat
end
add field u = N Inverse FFT(B rk)
for j = 1 : Nt /N
(:, :, floor(sk))
field u(i, ( j 1) N + 1 : j N )
= field u(i, ( j 1) N + 1 : j N )
end
end
end
save field u.
end
if k > Nt /2 + 1
sk2 = log(N + 1 k)/ log(Nt /2) (N 1) + 1
PSI k = matrPSI hat(:, :, round(sk2))
GAMMA k = (sk2 floor(sk2))
matrGAMMA hat(:, :, ceil(sk2))
19
for j = p1 + 1 : Nt + p1
for i = 1 : p1
+ GAMMA k(r, 1)
PSI k(:, r) (R(k, r) +
1 I(k, r))
end
field u(:, k) = field u(:, k) + add field u
end
end
for r = 1 : 2N
save field u.
end
field u = real(field u)
save field u
B.3. AR Algorithm
Step 0.
for i = 1 : 2N
for j = i : 2N
for k = N /2 + 1 : N
matrS(i, j, k N /2) = Suui j (k )
end
matrR(i, j, :) = Inverse FFT(matrS(i, j, :))
end
end
for j = 1 : p1 + 1
matrR(:, :, j) = matrR(:, :, j)
+upper triangular part(matrR(:, :, j))T
end
arrange matrK = K and matrb = b from matrR
solve hyper-system (A.7) matr phi = matrK \ matrb
B0 = matrR(:, :, 1)
for i = 1 : p1
phi(:, :, i) = matr phi(2N(i 1) + 1 : 2Ni, :)T
B0 = B0 phi(:, :, i) matrR(:, :, i + 1)
end
B0 = Cholesk y decompostion(B0)T
save phi and B0
Step 1.
load wind simulation parameters
load phi and B0
a = normally distributed random numbers
(2N, Nt + p1 )
field u = zero matrix(2N, Nt )
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