{"title":"具有波程效应的多元高斯过程的极值分析","authors":"","doi":"10.1016/j.jsv.2024.118703","DOIUrl":null,"url":null,"abstract":"<div><p>Extreme value analysis is a central aspect of random vibration applications. Most studies focus on a univariate process. System reliability necessitates the extreme value across multiple correlated processes, but analytical methods are scarce and confined to low-dimensional problems. Recently, the authors proposed an analytical method for the extreme analysis of multivariate Gaussian processes. The exact upcrossing rate is derived for the maximum process representing the instantaneous maxima over all processes, and the extreme value distribution is obtained from the Poisson approximation. Nevertheless, for applications involving the wave-passage effect that is commonplace in random vibration, the upcrossings manifest in clumps, rendering the Poisson approximation conservative. The clumping from wave-passage is a complex novel phenomenon, differing from the clumping in narrowband processes. This paper extends the prior work by developing an analytical method for predicting the clump size, thereby providing an accurate prediction of the multivariate extreme value while accounting for the wave-passage effect. The method is powerful as it is fast and amenable to high-dimensional problems. Two examples include the propagation of ocean waves and a multi-span bridge subjected to propagating ground motions. The proposed method is shown to accurately predict the clumping factor and the probability of failure, compared to numerical simulations. In contrast, the Poisson approximation using the exact upcrossing rate noticeably overestimates the failure probability.</p></div>","PeriodicalId":17233,"journal":{"name":"Journal of Sound and Vibration","volume":null,"pages":null},"PeriodicalIF":4.3000,"publicationDate":"2024-08-29","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Extreme value analysis of multivariate Gaussian processes with wave-passage effects\",\"authors\":\"\",\"doi\":\"10.1016/j.jsv.2024.118703\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"<div><p>Extreme value analysis is a central aspect of random vibration applications. Most studies focus on a univariate process. System reliability necessitates the extreme value across multiple correlated processes, but analytical methods are scarce and confined to low-dimensional problems. Recently, the authors proposed an analytical method for the extreme analysis of multivariate Gaussian processes. The exact upcrossing rate is derived for the maximum process representing the instantaneous maxima over all processes, and the extreme value distribution is obtained from the Poisson approximation. Nevertheless, for applications involving the wave-passage effect that is commonplace in random vibration, the upcrossings manifest in clumps, rendering the Poisson approximation conservative. The clumping from wave-passage is a complex novel phenomenon, differing from the clumping in narrowband processes. This paper extends the prior work by developing an analytical method for predicting the clump size, thereby providing an accurate prediction of the multivariate extreme value while accounting for the wave-passage effect. The method is powerful as it is fast and amenable to high-dimensional problems. Two examples include the propagation of ocean waves and a multi-span bridge subjected to propagating ground motions. The proposed method is shown to accurately predict the clumping factor and the probability of failure, compared to numerical simulations. In contrast, the Poisson approximation using the exact upcrossing rate noticeably overestimates the failure probability.</p></div>\",\"PeriodicalId\":17233,\"journal\":{\"name\":\"Journal of Sound and Vibration\",\"volume\":null,\"pages\":null},\"PeriodicalIF\":4.3000,\"publicationDate\":\"2024-08-29\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Journal of Sound and Vibration\",\"FirstCategoryId\":\"5\",\"ListUrlMain\":\"https://www.sciencedirect.com/science/article/pii/S0022460X24004656\",\"RegionNum\":2,\"RegionCategory\":\"工程技术\",\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q1\",\"JCRName\":\"ACOUSTICS\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Journal of Sound and Vibration","FirstCategoryId":"5","ListUrlMain":"https://www.sciencedirect.com/science/article/pii/S0022460X24004656","RegionNum":2,"RegionCategory":"工程技术","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q1","JCRName":"ACOUSTICS","Score":null,"Total":0}
Extreme value analysis of multivariate Gaussian processes with wave-passage effects
Extreme value analysis is a central aspect of random vibration applications. Most studies focus on a univariate process. System reliability necessitates the extreme value across multiple correlated processes, but analytical methods are scarce and confined to low-dimensional problems. Recently, the authors proposed an analytical method for the extreme analysis of multivariate Gaussian processes. The exact upcrossing rate is derived for the maximum process representing the instantaneous maxima over all processes, and the extreme value distribution is obtained from the Poisson approximation. Nevertheless, for applications involving the wave-passage effect that is commonplace in random vibration, the upcrossings manifest in clumps, rendering the Poisson approximation conservative. The clumping from wave-passage is a complex novel phenomenon, differing from the clumping in narrowband processes. This paper extends the prior work by developing an analytical method for predicting the clump size, thereby providing an accurate prediction of the multivariate extreme value while accounting for the wave-passage effect. The method is powerful as it is fast and amenable to high-dimensional problems. Two examples include the propagation of ocean waves and a multi-span bridge subjected to propagating ground motions. The proposed method is shown to accurately predict the clumping factor and the probability of failure, compared to numerical simulations. In contrast, the Poisson approximation using the exact upcrossing rate noticeably overestimates the failure probability.
期刊介绍:
The Journal of Sound and Vibration (JSV) is an independent journal devoted to the prompt publication of original papers, both theoretical and experimental, that provide new information on any aspect of sound or vibration. There is an emphasis on fundamental work that has potential for practical application.
JSV was founded and operates on the premise that the subject of sound and vibration requires a journal that publishes papers of a high technical standard across the various subdisciplines, thus facilitating awareness of techniques and discoveries in one area that may be applicable in others.