f • r'

Probabilistic Engineering Mechanics 11 (1996) 149--168

.'All Copyright © 1996 Elsevier Science Limited
Printed in Great Britain. All rights reserved
PII:S0266-8920(96)00007-0 0266-8920/96/$15.00
ELSEVIER

Non-stationary stochastic vector processes:

seismic ground motion applications
George Deodatis
Department of Civil Engineering and Operations Research, Princeton University, Princeton, NJ 08544, USA

A spectral-representation-based simulation algorithm is used in this paper to

generate sample functions of a non-stationary, multi-variate stochastic process
with evolutionary power, according to its prescribed non-stationary cross-spectral
density matrix. If the components of the vector process correspond to different
locations in space, then the process is also non-homogeneous in space (in addition
to being non-stationary in time). The ensemble cross-correlation matrix of the
generated sample functions is identical to the corresponding target. For the
important application of earthquake ground motion simulation, an iterative
scheme is introduced to generate seismic ground motion time histories at several
locations on the ground surface that are compatible with prescribed response
spectra, correlated according to a given coherence function, include the wave
propagation effect, and have a specified duration of strong ground motion. Three
examples involving simulation of earthquake ground motion are presented in
order to demonstrate the capabilities of the proposed methodologies. In the first
two examples, acceleration time histories at three points on the ground surface are
generated according to a prescribed cross-spectral density matrix, while in the
third example, the acceleration time histories are generated to be compatible with
prescribed response spectra. Copyright © 1996 Elsevier Science Ltd.

INTRODUCTION reader is referred to Elishakoff, 1 Kozin, 2 Soong and

Several methods are currently available to solve a large
number of problems in mechanics involving uncertain
quantities described by stochastic processes, fields or
waves. At this time, however, Monte Carlo simulation
appears to be the only universal method that can
provide accurate solutions for certain problems in
stochastic mechanics involving non-linearity, system
stochasticity, stochastic stability, parametric excita-
tions, large variations of uncertain parameters, etc.,
and that can assess the accuracy o f other approximate
methods such as perturbation, statistical linearization,
closure techniques, stochastic averaging, etc.
One of the most important parts of the Monte Carlo
simulation methodology is the generation of sample
functions of the stochastic processes, fields or waves
involved in the problem. The generated sample func-
tions must accurately describe the probabilistic charac-
teristics of the corresponding stochastic processes, fields
or waves that may be either stationary or non-
stationary, homogeneous or non-homogeneous, one-
dimensional or multi-dimensional, uni-variate or multi-
variate, Gaussian or non-Gaussian. Among the various
methods that have been developed to generate such
sample functions (for a review o f these methods, the
149
Grigoriu, 3 Grigoriu, 4 and DeodatisS), the spectral
representation method is one of the most widely used
today. Although the concept of the method existed for
some time, 6 it was Shinozuka 7'8 who first applied it for
simulation purposes including multi-dimensional, multi-
variate and non-stationary cases. Yang 9'1° showed that
the Fast Fourier Transform (FFT) technique can be
used to dramatically improve the computational eff-
iciency of the spectral representation algorithm, and
proposed a formula to simulate random envelope
processes. Shinozuka n extended the application of the
F F T technique to multi-dimensional cases. Recently,
Deodatis and Shinozuka 12 further extended the spectral
representation method to simulate stochastic waves,
Yamazaki and Shinozuka 13 developed an iterative
procedure to simulate non-Gaussian stochastic fields,
and Grigoriu 14 compared two different spectral repre-
sentation models. Four recent review papers on the
subject of simulation using the spectral representation
method were written by Shinozuka 15 and Shinozuka and
Deodatis. 16-18
A spectral-representation-based algorithm 735'16'22 is
used in the present paper to simulate non-stationary
stochastic vector processes with evolutionary power. If
the components of the vector process correspond to
150 G. Deodatis
different locations in space (as in the seismic ground TRI-VARIATE NON-STATIONARY STOCHASTIC
motion examples provided in this paper), then the process PROCESSES
can also be non-homogeneous in space (in addition to
being non-stationary in time). The simulation algorithm is Consider a 1D-3V (one-dimensional, tri-variate) non-
simple and straightforward and generates sample func- stationary stochastic vector process with components
tions of the vector process according to a prescribed non- fl ° (t), f2° (t) and f o (t), having mean value equal to zero:
stationary cross-spectral density matrix.
e[J)°(/)] = 0, j = 1,2,3 (1)
For the important application of earthquake ground
motion simulation, acceleration, velocity, or displace- cross-correlation matrix given by:
ment time histories can be generated at several locations R°(t, t + 7-)
on the ground surface according to a target cross-
spectral density matrix. The only drawback in this [R°l(t,t+7 -) R°2(t,t+T) R°3(t,t+~-)]
approach is that it is often preferable to work with time = ]R°l(t,t+r) R°2(t,t+r) R°a(t,t+r) (2)
histories that are compatible with prescribed response [R°l(t,t+r) R°2(t,t+r) R°3(t,t+r)
spectra, rather than with prescribed power spectral
density functions (cross-spectral density matrix). In and cross-spectral density matrix given by:
order to address this issue, the present paper introduces -S°l(W,t) S°2(w,t) S°3(w,t)]
an iterative scheme, based on the proposed simulation S°(w,t) = S°l(W,t) S°2(w,t) S°3(w,/) (3)
algorithm, to generate seismic ground motion time
histories at several points on the ground surface that are
s°,(w,t)
compatible with prescribed response spectra, correlated Note that because of the non-stationarity of the vector
according to a given coherence function, include the process, the cross-correlation matrix is a function of two
wave propagation effect, and have a specified duration time instants: t and t + ~- (t = time and ~-= time lag),
of strong ground motion. while the cross-spectral density matrix is a function of
Finally, from the rich bibliography related to the both frequency w and time r
various methods currently available to generate sample Adopting the theory of evolutionary power spectra
functions of stochastic processes, fields and waves, the for non-stationary stochastic processes, 28,29 the elements
following representative publications dealing with simu- of the cross-spectral density matrix are defined as:
lation of multi-variate stochastic processes are men- S°(w,t) = IAj(w,t)12Sj(w), j = 1,2,3 (4)
tioned here: Shinozuka and Jan 7 (simulation of multi-
variate processes by spectral representation), Gersch l) Aj(w, t)Ak(w , t) ~/Sj(w) Sk(W) rjk(W),
and Yonemoto 19 (multi-variate ARMA model), Migno-
let and Spanos 2°'21 (stability and invertibility aspects of j,k= 1,2,3; j -i k (5)
AR to A R M A procedures for multi-variate random where Aj(w, t), j = 1,2, 3 are the modulating functions
processes), Li and Kareem 22 (simulation of non-stationary off1°(/), f°(t) and f°(t), respectively, Sj(w), j = 1,2, 3
vector processes using an FFT-based approach), Li and are the (stationary) power spectral density functions of
Kareem 23 (simulation of multi-variate processes using a fl°(t), f°(t) and Jr(l), respectively, and £jk(W), j,k =
hybrid discrete Fourier transform and digital filtering 1,2,3, j - i k are the complex coherence functions
approach), Ramadan and Novak 24 (asymptotic and between fj°(t) and f°(t).
approximate spectral techniques to simulate multi- It should be pointed out that eqns (4) and (5) imply
dimensional and multi-variate processes and fields), and that the modulating function Aj(w,t) represents the
Deodatis 25 (simulation of ergodic multi-variate stochastic change in the evolutionary power spectrum, relative to
processes). From this list, the Li and Kareem 22 and the (stationary) power spectral density function Sj(w).
Ramadan and Novak 24 papers considered non-stationary Consequently, for any time instant t, the diagonal
vector processes. At this juncture it should be mentioned elements of the cross-spectral density matrix are real and
that a very promising development with potential non-negative functions of w satisfying:
applications to simulation of non-stationary multi-
variate stochastic processes is the use of wavelets (e.g.
S°(w,t)=S°(-w,t), j = 1,2,3 and for every t
Gurley and Kareem 26 and Spanos and Zeldin 27). (6)
In the remaining part of this paper, the theory, the while the off-diagonal elements are generally complex
simulation algorithm, and the iterative scheme are functions of w satisfying:
presented for tri-variate non-stationary stochastic vector
processes (dimension of vector process is three). This is S°k(w,t) = Sfk*(-w,t), j,k= 1,2,3, j -i k
done for the sake of simplicity in the notation. The and for every t (7)
simulation algorithm and the iterative scheme can be
extended in a straightforward fashion to any other
Sfk(w,t) = S°*i(w,t), j,k= 1,2,3; j-ilk
dimension of the vector process. and for every t (8)
 Non-stationary stochastic vector processes 151
where the asterisk denotes the complex conjugate. SIMULATION FORMULA
Equation (8) indicates that the cross-spectral density
matrix S°(w, t) is Hermitian for any value of t. In the following, distinction will be made between the
The elements of the cross-correlation matrix are related non-stationary stochastic vector processfj°(t), j = 1,2, 3
to the corresponding elements of the cross-spectral and its simulation fj(t), j = 1,2, 3.
density matrix through the following transformations: In order to simulate the 1D-3V non-stationary sto-
chastic process)5° (t), j = 1,2, 3, its cross-spectral density
R (t, t + 7-) = J°°oo aj(w, t)A;(w, t + 7-) e' rs;(w) dw, matrix S°(w, t) must be decomposed at every time instant
t under consideration, into the following product:
j= 1,2,3 (9)
S°(w, t) = n(w, t)nT*(w, t)
ROk(t,t+7-)=lo°_ooAj(w,t)Ak(w,t+r ) for every t under consideration (17)
where superscript T denotes the transpose of a matrix.
x eicorV/Sj(oo) Sk(w)rjk(w) dw, This decomposition can be performed using Cholesky's
method, in which case H(w, t) is a lower triangular
j,k=1,2,3, j ¢ k
0]
(10) matrix:
o
Special case: uniformly modulated non-stationary n(w,t) = [a2,(w,t) n22(w,t ) 0 (18)
stochastic vector process [ a31(w, t) n32(w, t) /-/33 (w, t)
whose diagonal elements are real and non-negative
For the special case of a uniformly modulated non- functions of w and whose off-diagonal elements are
stationary stochastic vector process, the modulating generally complex functions of w.
functions Aj(w,t), j = 1,2,3 are independent of the The following relation is satisfied by the diagonal
frequency w: elements of H(w, t):
aj(w,t) =Aj(t), j= 1,2,3 (11) Hjj(w,t) = Hjj(-w,t), j= 1,2,3
and eqns (9) and (10) reduce to: and for every t (19)
If the off-diagonal elements Hjk(w, t) are written in polar
Ro(t,t+r)=Aj(t)Aj(t+7-)l~_ooSj(w) icordw, e form as:

j= 1,2,3 (12) njk(W , t) = I/-/jk(W, t) ]e i°jk(co'tl,

j = 2, 3; k = 1,2; j > k (20)
R°k(t, t+ r) = Aj(t)Ak(t + 7-)
where
X J?~ 4Sj(W)Sk(w)Pjk(w)eicordW, (Im[Hjk (w, t)] "~ (21)
0jk(w, t) = tan q \ Re[/-/a-k(~, t)] J
j,k=1,2,3, j ¢ k (13)
with Im and Re denoting the imaginary and the real part
In such a case, the three components of the non-
of a complex number, respectively, then the following
stationary stochastic vector process are expressed as:
relations are satisfied:
fj°(t) = Aj(t)g°(t), j = 1,2,3 (14)
]//jk(W, t) l = I Hjk(--w, t)[ , j = 2, 3;
where g°(t), j = 1,2, 3 are the three components of a k = 1,2, j > k and for every t (22)
stationary stochastic vector process, having mean value
equal to zero: Ojk(W, t) = --Ojk(--W, t), j = 2, 3;
k = 1,2, j > k and for every t (23)
~[g°(t)] = 0 , j= 1,2,3 (15)
Once matrix S°(w, t) is decomposed according to eqns
and cross-spectral density matrix given by:
(17)-(18), the non-stationary stochastic vector process
SI(CO) ~ 1~,2(¢,.0) SV/~O)) S3 (~.o)F 13(co) ] fj°(t),j = 1,2, 3 can be simulated by the following series
S°(c°) = ~ P 2 1 (co) S: (~o) ~F23(w)[ a s N ~ oo
/
x/S3(W)Sl(W)I~31(co) ~ P 3 2 (¢,,0) $3(co) J 3 N
(16) ~'(t) = 2 Z ~_~lI-Ijm(Wl,t) lv F ~
m=l l=1
Note that the elements of matrix S°(w) shown in eqn
(16) consist of terms that have been defined in eqns (4) X COS[~t t -- 0jm(Wt, t) + ~'ml], j= 1,2,3
and (5). (24)
152 G. Deodatis

or explicitly l= 1,2,...,N:
N 3 N
fl(t) = 2 Z I H l l ( W l , t) IX/Aw fj(i)(t) = 2 E E II-I]m(wl't) lv/-~-~
1=1 m=l 1=1

x cos[wit - 011 (wh t) + Oll] (25a) × COS[WIt -- Ojm(W h t) nt- ,'h(i)l

WmlJ, j = 1 2, 3
N
(29)
f2( t) = 2 ~', l H21(wl, t) l ~
I=1
The generated values offj (i) (t) according to eqn (29) are
x cos[w/t - 021 (Wh t) + ~1l] bounded as follows:
N 3 N
+ 2 y ~ I H22(Wl, t) l ~ fj(i)(t) < 2 Z E l I - I j m ( W l , t) lx/A~w, j = 1,2,3
I=1 rn=l l=1
x cos[wit - 022(Wl, t) + ~21] (25b) (30)
N For a given form of the cross-spectral density matrix,
f 3 ( t ) = 2 Z I n31(Wl, t) l X / ~ W the above bound is large enough for all practical
l=1
applications, even for relatively small values of N. 2s It
X COS[WIt -- 031(Wl, t) + (I)ll ] is obvious that this bound can be easily calculated for
N any form of the cross-spectral density matrix to be used.
+ 2~ I H32 (Wh t) l It will be shown now that the ensemble expected
1=1 value e[J)(t)], j = 1,2, 3 and the ensemble auto-/cross-
correlation function Rjk(t, t + 7"), j, k = 1,2, 3 of the
x cos[wlt - 032(Wl, t) + ~21] simulated non-stationary stochastic vector process ~(t)
N are identical to the corresponding targets, e[j~°(t)] = 0,
+ 2Z I H33 (wt, t) I j = 1,2, 3 and R°k(t, t + 7"), j, k = 1,2, 3, respectively.
1=1
(i) Show that: e[j~(t)] = e[fj°(t)] = 0, j = 1,2, 3
x cos[wit - 033 (Wl, t) + O311 (25c)
Proof: This proof is trivial and similar to the corre-
where sponding one for 1D-1V processes. 17
w l = lAw, l = 1,2,...,N (26) (ii) Show that: Rjk(t , t + 7") = R°k(t, t + 7"),
Aw = w___u_u (27) j,k= 1,2,3
N
Ojm(Wt, t) = tan -1 ( Im[Hjm(wl'/)]) (28)
Proof: Utilizing the property that the operations of
\ Re[/-/jm (wl, t)] mathematical expectation and summation are commu-
tative, the ensemble auto-/cross-correlation function of
In eqn (27), wu represents an upper cut-off frequency the simulated non-stationary stochastic vector process
beyond which the elements of the cross-spectral density fj(t), j = 1,2, 3 can be written as:
matrix (eqn (3)) may be assumed to be zero for any time
instant t. As such, wu is a fixed value and hence Aw ~ 0 Rjk(t , t + 7") = e[fj(t)fk(t + 7")]
as N ~ c~ so that N A w = Wu. A criterion to estimate 3 3 N N
the value of Wu can be found in Shinozuka and =4 E Z EEIHjmt(WI' 't)]
Deodatis. 17 ml=l m2=1 I1=1 /2=1
The e~lt, ff2t, /b31, I = 1 , 2 , . . . , N appearing in eqns x IHk,,2(wt2,t+w)lAw
(24)-(25) are three sequences of independent random X /3{COS[Wll / -- Ojmt(Wll , t) "}- t~mall ]
phase angles distributed uniformly over the interval
X COS[WI2 (t -'1-7") -- Okm2(Wl2, t + 7")
[0, 2~].
It should be noted that the simulated non-stationary 3 3 N N
stochastic vector process fj(t), j = 1,2,3 is asymptoti- "q--(I)m212]}= 2 E E E Z [/'/j'ml(W/I, t) [
ml=l m2=l I1=1 12=1
cally Gaussian as N ~ c~ because of the central limit
theorem. 17 x I Hkm2(Wl2, t + 7") I AW × e{COS[(Wh + Wl=)t
A sample function fj(i)(t), j = 1, 2, 3 of the simulated
+ Wl27" -- Ojm I (Wl, , t) -- Okrna(Wl2, t Jr" 7") "q- ~rntl l
non-stationary stochastic vector process fj(t), j = 1,2, 3
can be obtained by replacing the three sequences + ~rn,l,] + COS[(Wl, -- Wl, )t + W127"+ Ojm,(Wl,, t)
of random phase angles tI~ll , (T~21, ~31, 1._ 1,2 . . . . , N
(,) Okm2(Wl2, t + 7") -- ~b,n,i~ + ~m212]} (31)
with their respective i-th realizations 4hi, "P'21 .~(i)~ .~(i)
W31 ,
-
 Non-stationary stochastic vector processes 153

Since the 4~'s are independent random variables performed on the basis of eqn (14), instead of using eqn
distributed uniformly over the interval [0,27r], the (24). The simulation formula corresponding to eqn (14)
expected value appearing in eqn (31) is different from is:
zero only when:
fj.(t) = Aj(t)gy(t), j = 1,2, 3 (39)
m I = m2 = m and I l = l2 = l (32)
where gy(t) is the simulation of the stationary stochastic
Under the conditions of eqn (32), eqn (31) can be written vector process g°(t) having mean value equal to zero
as: and cross-spectral density matrix shown in eqn (16). It
3 N
should be mentioned that the simulation of stationary
and ergodic stochastic vector processes can be per-
Ryk(t , t + 7.) = 2 E Z IHi m(O)t' t) l
m=l l=1 formed with great computational efficiency using the
Fast Fourier Transform (FFT) technique, as described
x [Hkm(Wl, t+W) lAo) by Deodatis. 25
× COS[O)/7. -1- Ojrn(O)l, l) -- Okra(O) h t -']- 7-)]
Comments on computational efficiency
(33)
Taking into account eqns (19), (22) and (23), the At this juncture, it should be pointed out that it is not
expression for Rjk(t, t + 7) in eqn (33) can be written possible to take advantage of the F F T technique when
in the limit as AO) ---. 0 and N ~ o0 (while keeping in using the (non-stationary) simulation formula shown in
mind that Wu = NAO) is constant and that the elements eqn (24), in contrast to the corresponding formula for
of the cross-spectral density matrix S°(O), t) are zero for simulation of stationary stochastic vector processes. 25
[O)] > O)u at any time instant t) in the following way: This is due to the fact that the coefficients
[nym(o)l, t) [ V / ~ in the double summation of eqn (24)
are now functions of both frequency and time. However,
Rjk(t't + 7-) = J ~ 3my~/lHJ
= l m(O)'t)l'Hk'(O)'t + this should not be of any great concern computationaUy,
X e i[wr+Oy"(w' t)--Okm(W' t+7")] d w (34)
since in most cases of practical interest the non-
stationary stochastic vector process J)°(t), j = 1,2, 3 is
Using now the polar form representation of the elements limited to relatively short durations by the modulating
of the H(o), t) matrix (eqn (20)), eqn (34) is written as: functions Aj(w, t), j = 1,2, 3 (e.g. ground motion
acceleration time histories). A case of non-stationary
Rjk(t,t + 7-) = Z Hjm(O),t)Hi*m(O),t + r)ei~" dO) stochastic vector processes where the F F T technique can
-oo m=l be used in the simulation formula is that of uniformly
(35) modulated processes (eqn (39)). At this juncture, it
should be noted that Li and Kareem 22 have proposed
Then, using the decomposition shown in eqn (17) in a methodology to simulate non-stationary vector
conjunction with eqns (4) and (5), it is straightforward processes taking advantage of FFT.
to show that:

Rjj(t,t + 7-) = Aj(O),t)Aj(O),t + 7-)Sy(O))e'~r dO), S I M U L A T I O N OF SEISMIC G R O U N D M O T I O N

COMPATIBLE WITH PRESCRIBED RESPONSE
j = 1,2, 3 (36)
SPECTRA

Rjk(t,t + 7") = I f Aj(w,t)Ak(W,t + 7-) The simulation algorithm presented earlier in this
paper can generate sample functions of a general non-
x v/Sy(O)) Sk(o)) l"jk(w) e i~r dw, stationary stochastic vector process with evolutionary
power, according to a prescribed non-stationary cross-
j,k=1,2,3, j ~ k (37)
spectral density matrix. A very important application is
Comparing finally eqns (9) and (10) to eqns (36) and simulation of earthquake ground motion time histories.
(37), it is evident that: In such a case, acceleration, velocity, or displacement
time histories can be generated at several locations on
Rjk(t, t + 7-) = ROk(t, t + 7-), j, k = 1,2, 3 (38)
the ground surface according to a target cross-spectral
density matrix. This will be demonstrated in the first two
Special case: uniformly modulated non-stationary numerical examples in the following section. The only
stochastic vector process drawback in this approach is that it is often preferable to
work with time histories that are compatible with
For the special case of a uniformly modulated non- prescribed response spectra, rather than with prescribed
stationary stochastic vector process, simulation can be power spectral density functions (cross-spectral density
154
matrix). An obvious reason for this preference is that it
is much easier and more reliable to find a response
spectrum specified for a given location, rather than a
power spectral density function. For example, design
codes usually provide response spectra as a function of
local site conditions.
In order to address this issue, a methodology is
proposed now to simulate seismic ground motion
compatible with the following three prescribed quan-
tifies: (i) response spectra, (ii) complex coherence func-
tions, and (iii) modulating functions. Although the
methodology is presented in the following for accelera-
tions, it is straightforward to modify it to accommodate
velocities or displacements. The choice of accelerations
is done solely for demonstration purposes.
According to the proposed methodology, the accele-
ration time histories at three points on the ground
surface are considered to be a uniformly modulated, tri-
variate, non-stationary stochastic vector process. In
general, the three points correspond to different local
soil conditions. Consequently, a different target accele-
ration response spectrum RSAj(w), j = 1,2, 3 is assigned
to each one of the three points. In addition, complex
coherence functions Fjk(w), j, k = 1,2, 3, j # k are
prescribed between pairs of points, and modulating
functions A j ( t ) , j = 1,2,3 are assigned at each point.
The simulation of the acceleration time histories is then
performed according to the iterative scheme shown in
Table 1. This scheme is not expected to perfectly
converge at all frequencies as the number of iterations
increases (perfect convergence at frequency w = w* is
expressed as: R S A j ( w * ) / R S A ( f J ) ( w *) = 1, j = 1,2, 3,
where RSAU))(w) is defined in Table 1). This is why
no convergence criterion is included in the flowchart of
Table 1. As will be shown in the third numerical example
in the following section, only a small number of
iterations is usually needed (in most cases less than
ten) for a sufficiently accurate convergence at every
frequency.
At this point it should be mentioned that the idea for
upgrading the individual power spectral density func-
tions depicted in Table 1 has been suggested by
Gasparini and Vanmarcke 3° for one-dimensional and
uni-variate stochastic processes.
Two alternative methodologies to generate ground
motion time histories compatible with prescribed response
spectra, coherence function, velocity of wave propaga-
tion, and duration of strong ground motion, have been
suggested by Hao et al. 31 and by Abrahamson. 32 The
Hao et al. methodology and the methodology proposed
in this paper in Table 1 are conceptually similar, while
the Abrahamson approach is a conceptually different
time-domain-based methodology.
According to Hao et al., 31 a spectral-representation-
based simulation algorithm 7 is first used to generate
stationary time histories that are compatible with a
coherence function and a velocity of wave propagation,
G. Deodatis
Table 1. Iterative scheme to simulate response spectrum
compatible acceleration time histories at three points on the
ground surface
Read input data:
t> target acceleration response spectra: RSAj(w); j = 1,2,3
complex cohereaace functions: Fj/,(w); j , k = 1,2,3; j ~ k
modulating functions: Ai(t)! j = 1, 2, 3
initialize power spectral density functions Sl(t0), S2(to), S3(w ) I
by setting them equal to n (noa-zero) constant value
over the entire frequency range
I
.___~ Generate gl(t), g2(t), 93(4) as a stationary, tri-variate, stochastic vector process
rI with cross-spectral density matrix shown in Eq. (16). Refer to Eq. (39).
Compute acceleration time histories as: fl(t) = At(t)gl(t), f2(t) = A2(t)g2(t),
and fa(t) = A3(t)g3(t). Refer to Eq. (39).
Compute acceleration response spectra RSA(ID(w), RSA(I*)(w), RSA(Ia)(w),
corresponding to fl(t), f2(t), fs(t), respectively.
Yes .-®
Upgrade power spectral density functions as:
[ RSAI(w) ]z
Sl(,~) ~ Sl(~) [RSA(t,)(~)J
s" " f RSA,(~) 1~
[ Rsa~(~) ]'
&(w) ~ S~(.~) LRSA(I~)(w) J
but not with the prescribed response spectrum. After
multiplying these stationary time histories by an appro-
priate envelope function to introduce non-stationarity,
Hao et al. are then adjusting each non-stationary time
history independently to make it compatible with the
prescribed response spectrum. This adjustment is per-
formed by Fourier transforming each non-stationary
time history to the frequency domain, multiplying its
frequency domain Fourier transform by the ratio of the
prescribed response spectrum over the computed
response spectrum of the non-stationary time history,
and then inverse transforming the product back to the
time domain. This adjustment procedure is usually
repeated a few times.
On the other hand, the methodology proposed in
this paper in Table 1 is starting by using a different
spectral-representation-based simulation algorithm 25 to
generate ergodic, stationary time histories (the Shino-
zuka and Jan 7 algorithm is generating time histories
that are not ergodic) that are again compatible with a
coherence function and a velocity of wave propagation,
but not with the prescribed response spectrum. After
multiplying these stationary time histories by an appro-
priate envelope function to introduce non-stationarity,
the methodology proposed in this paper upgrades the
power spectral density functions of the components of
 Non-stationary stochastic vector processes
the vector process as indicated in Table 1, generates new
stationary time histories according to the upgraded
cross-spectral density matrix, and multiplies them again
by the envelope function to introduce non-stationarity.
This upgrading procedure is repeated a few times to
make the time histories response spectrum compatible to
the desired degree.
NUMERICAL EXAMPLES
In order to demonstrate the capabilities of the proposed
algorithms to simulate non-stationary stochastic vector
processes, three examples involving simulation of
earthquake ground motion are selected. In the first
example, ground motion time histories are modeled as a
uniformly modulated non-stationary stochastic vector
process, and sample functions are generated according
to a target cross-spectral density matrix. In the second
example, ground motion time histories are modeled as a
non-stationary stochastic vector process with amplitude
and frequency modulation, and sample functions are
again generated according to a target cross-spectral
density matrix. Finally, in the third example, ground
motion time histories are modeled as a uniformly
modulated non-stationary stochastic vector process,
but unlike the first example, sample functions are
generated to be compatible with prescribed response
spectra.
Example 1
In this numerical example, ground motion time histories
are modeled as a uniformly modulated non-stationary
stochastic vector process, and sample functions will be
generated according to a target cross-spectral density
matrix. Specifically, the acceleration time histories at
three points on the ground surface along the line of main
wave propagation are considered to be a tri-variate non-
stationary stochastic vector process. The configuration
of the three points is shown in Fig. 1 where the arrow
indicates the direction of wave propagation. The
simulated earthquake ground motion at points 1, 2
and 3 will have the following characteristics:
(i) Points 1, 2 and 3 correspond to different local soil
conditions. Specifically, point 1 is characterized
by stiff soil conditions, point 2 by intermediate
soil conditions and point 3 by soft soil condi-
tions. This is a very desirable capability of the
method, being able to simulate ground motion at
neighboring points on the ground surface with
different local soil conditions and consequently
different frequency contents. Such a case is
encountered, for example, at the supports of
intermediate to long-span bridges located in
areas with abrupt changes in soil conditions
along the axis of the bridge.
155
t~ 50 m --~t-- --50 m -_~
• g,
O O O
Fig. 1. Configuration of points 1, 2 and 3 on the ground
surface along the line of main wave propagation, for Example
1. Point 1 corresponds to rock or stiff soil conditions, point 2
corresponds to deep cohesionless soils and point 3 corresponds
to soft to medium clays and sands.
(ii) In addition to different frequency constants at
points 1, 2 and 3, the acceleration time histories
at these three points will also be correlated
according to a specified coherence function and
they will reflect the wave propagation effect
according to a specified velocity of wave
propagation. The method is therefore capable
to simulate ground motion time histories that, at
the same time, are spatially correlated, include
the wave propagation effect and correspond to
different local soil conditions.
(iii) Finally, the acceleration time histories at points
1, 2 and 3 will reflect the non-stationary charac-
teristics of ground motion according to specified
modulating functions Aj(~o, t), j = 1,2, 3.
The three components of the tri-variate non-stationary
stochastic vector process describing the acceleration
time histories at points 1, 2 and 3 (see Fig. 1) are
denoted by J]°(t), f°(t) and f°(t), respectively. The
mean value of the process is equal to zero (see eqn (1)),
while the elements of its cross-spectral density matrix
(see eqn (3)) are defined as follows:
S°(w, t) = I Aj(w, t)[2Sj(~), j = 1,2, 3 (40)
t) = Aj( , t) v/Sj( )
xexp[-i~], j,k=l,2,3, j Ck
(41)
where ")'jk(w) are the (stationary) coherence functions
between fj°(t) and f°(t), and exp[-i(w~jk/v)] is the
wave propagation term, with ~jk being the distance
between points j and k, and v being the velocity of wave
propagation.
At this juncture, it should be pointed out that the
expressions shown in eqns (40) and (41) describe earth-
quake ground motion that is non-homogeneous in space
(since $1(~) ¢ $2(~) ¢ $3(~)) and non-stationary in
time.
The Clough-Penzien acceleration spectrum 33 is selected
to model the (stationary) power spectral density functions
Sj(w); j = 1,2, 3 of the acceleration time histories ~.°(t);
156 G. Deodatis

j = 1,2, 3, respectively: where al and a 2 are model parameters depending on

such factors as earthquake magnitude and epicentral
1 + 4 ~gj [~-~gj] distance. It should be noted that eqn (45) includes the
wave propagation effect.
Sj(w)=Soj 1 - [~_]2~+4ffg2j a) 2 At this juncture, it should he pointed out that the
models used for Sj(•), 7jk(W) and Aj(w, t) in eqns (42),
I. gj ) (43) and (45), respectively, were selected for demonstra-
tion purposes only. There are several other models in the

x[/ u/_
03 2 2 2 ~

1.1
2

+ 4 ~ j ~-~fj. 1
'
literature that can be used for Sj(~), 7jk(W) and Aj(w, t).
The next step is to select numerical values for the
parameters appearing in eqns (42)-(45). Starting from
%j and (gj, j = 1,2, 3 appearing in eqn (42), the values
suggested by Ellingwood and Batts 36 for three different
j = 1,2,3 (42) soil conditions are used in this study:
where Soj is a constant determining the intensity of Point 1: Rock or stiff soil conditions:
acceleration at point j, OJgj and (gj c a n be thought of as
some characteristic frequency and damping ratio of the Wgl = 87rrad/s, (gl = 0.60 (46a)
ground at point j, and wfj and (fj a r e filtering parameters Point 2: Deep cohesionless soils:
for point j.
The Harichandran-Vanmarcke model 35 is chosen to Wg2 = 57r rad/s, (g2 = 0.60 (46b)
describe the (stationary) coherence functions 7jk(~O), Point 3: Soft to medium clays and sands:
j, k = 1,2, 3, j ~ k between fj°(t) and f°(/):
O)g3 = 2.47rrad/s, (g3 = 0.85 (46c)
7 j k ( w ) = A e x p [ - - ~2(jk (1 -- A +etA)] The filtering parameter a;fj (eqn (42)) is set equal to 0.10
of the corresponding Wgj value, while the other filtering
+ (1 - A) exp [ - 2~jk (1 - A + aA)] parameter (fj (eqn. (42)) is set equal to the correspond-
L ing (gj value, following the recommendation by Hindy
j , k = 1,2,3, j ~ k (43) and Novak: 37

where ~jk is the distance between points j and k, O(a)) is Point 1: Rock or stiff soil conditions:
the frequency-dependent correlation distance: ~fl = 0.87rrad/s, (fl = 0.60 (47a)
Point 2: Deep cohesionless soils:
= k 1 + \w0: j (44)
wf2 = 0.57rrad/s, (f2 = 0-60 (47b)
and A, a, k, ~0 and b are model parameters. Point 3: Soft to medium clays and sands:
Since the acceleration time historiesfj°(t),j = 1,2, 3 are
modeled as a uniformly modulated non-stationary sto- ~;f3 = 0.247rrad/s, (f3 = 0"85 (47c)
chastic vector process, the modulating functions Aj(~, t), Finally, the last parameter appearing in eqn (42), Soj,
j = 1,2, 3 will be functions of time only. The Bogdanoff- j = 1,2, 3, is computed so that the standard deviation of
Goldberg-Bernard model 34 is used for this purpose: the Kanai-Tajimi part of the (stationary) power spectral
a l ( ~ , t) = .41(t) = altexp(-a2t) for t > 0 (45a) density function is equal to 100 cm/s 2 for all three points
1, 2 and 3:
A2(w , t) = A2(t )
S01 = 62.3 cm2/s 3, S02 = 99.7 cm2/s 3,
a t -- exp --a2 t -- for t > (2__~1 803 = 184.5cm2/s 3 (48)

0 for0< / < ~2..~1 For the various parameters appearing in eqns (43) and
V (44), the values estimated by Harichandran and Wang 38 by
(45b) analyzing data from the SMART-1 seismograph array will
be used in this study for demonstration purposes:
A3(a;, t) = A3(t)
A = 0.626, a = 0"022, k = 19700m,
/al t- exp -a2 t -~ 1 fort>~31 _

w0 = 12.692 rad/s, b = 3.47 (49)

0 for 0 < t< ~3--~1

Parameters a~ and az appearing in the expressions for
v the modulating functions (eqn (45)) are set equal to:
(45c) al = 0.906 and a2 = 1/3 (50)
 Non-stationary stochastic vector processes
so that the maximum value of A/(t),j = 1,2, 3 occurs at
time t = (3 +~/l/V)s, j = 1,2,3 and is equal to unity
(from Fig. 1 it is obvious that ~l] = 0, ~2] = 50m,
~31 = 100m).
Finally, the velocity of wave propagation v is set equal
to: 38
v = 1000m/s (51)
Based on the numerical values given in eqns (46)-(51),
the (stationary) power spectral density functions Sj(w),
j = 1,2, 3 are plotted in Fig. 2, the (stationary) coherence
functions "y/k(w),j, k = 1,2, 3, j # k are plotted in Fig. 3
and the modulating functions Aj(t), j = 1,2, 3 are plotted
in Fig. 4.
Since the non-stationary stochastic vector process
in this example is a uniformly modulated one, the
generation of its sample functions will be performed
using eqn (39). It is reminded that the simulation of
stationary stochastic vector processes involved in eqn
(39) is performed with great computational efficiency
using the F F T technique, as described by Deodatis. 25
The upper cut-off frequency Wu and the value of N (see
eqn (27)) are set equal to:
wu = 126rad/s (20Hz) and N = 126 (52)
The simulation is performed at 3072 time instants, with
a time step At = 6.14 × 10 -3 S, over a length equal to
3072 × 6.14 × 10 -3 = 18.85s. One generated sample
function for the acceleration at points 1, 2 and 3 (see
Fig. 1), denoted by fl (t), f2 (t) and f3 (t), respectively, is
displayed in Fig. 5.
The most obvious characteristic of the acceleration
time histories in Fig. 5 is their non-stationarity which is
described by the modulating functions shown in Fig. 4.
The different frequency contents o f f ] (t), f2(t) and f3 (t)
(making the acceleration non-homogeneous in space
"~-
o
~ )
~,-
o-
i
2'0 ,'0 6'o ~, ,~o
Frequencyw(rad/sec)
Fig. 2. The power spectral density functions at points 1, 2 and
3, for Example 1: Sl(w)~ rock or stiff soil conditions;
S2(w)---~deep cohesionless soils; and S3(w)~soft
medium clays and sands.
to
157
0
¢5-
~ d" ~(O;)")'3N"~.2 3 1 k ((zJ)
t::;-
d-
ca
Frequencyw(rad/sec)
Fig. 3. Coherence functions ~21(~), ")'31(~) and ~32(~), for
Example 1.
and described by the (stationary) power spectral density
functions shown in Fig. 2) can also be detected in Fig. 5.
Specifically, the characteristic frequency of the ground
for fl(t) (b3g1 = 87rrad/s) is higher than that for 3~(t)
(Wg2 = 57r rad/s), which is then higher than that forj~ (t)
(Wg3 = 2.4~r rad/s). This characteristic is not as obvious
as the non-stationarity one in Fig. 5, because of the
relatively large bandwidths of SI (w), $2 (w) and $3 (w),
which are controlled by (el, ~e2 and (g3, respectively.
The wave propagation effect and the correlation
among fl(t), f2(t) and f3(t) cannot be observed in Fig.
5. For this reason, a segment of the acceleration time
histories shown in Fig. 5 (specifically from time t = 3.1 s
up to time t = 6.2 s) is magnified and displayed in Fig. 6.
In this figure, the wave propagation effect is easily
detected by following the movement of peak A in fl (t),
f2 (t) and f3 (t), which reflects the v = 1000 m/s velocity of
wave propagation. The correlation among Ji(t), f2(t)
andf3(t) is also easily detected in Fig. 6, as major peaks
in the three time histories (like peak A) retain their
c:l
o
110 1'5
Time (see)
Fig. 4. Modulating functions At(t), A2(t) and .43(t),for
Example 1.
158
O
}~ li i~["l l ~ l J
~J
-+, V,r+'+v,,".",+
I I
6 +
E3 o+
•z , ~,
0 10
ta
-----'-r
o I+o
Fig. 5. Generated sample function for the acceleration at points 1, 2 and 3, over a length equal to 18.85 s (Example 1).
general shape after some loss of coherence described by
the (stationary) coherence functions shown in Fig. 3.
It is therefore obvious from Figs 5 and 6 that the
proposed algorithm is able to simulate non-stationary
ground motion time histories that are spatially corre-
lated according to a given coherence function, include
the wave propagation effect and are non-homogeneous
in space (or equivalently they correspond to different
frequency contents).
Finally, the ensemble auto-/cross-correlation function
Rjk(t , t + "r) is computed from 1000 sample functions at
time instant t = 3.14s and plotted as a function of r in
Fig. 7 versus the target auto-/cross-correlation function
R°k(t, t + "r). As can be seen in Fig. 7, the agreement
between R°k(t, t + 7-) and Rjk(t, t + "r) is very good,
especially in the vicinity of the dominant peak of the
auto-/cross-correlation functions. Some small differ-
ences can be observed away from this dominant peak
in Fig. 7. However, these differences disappear when the
ensemble auto-/cross-correlation function Rjk( t , t + -c) is
computed from 100 000 sample functions, as can be seen
in Fig. 8 where R?k(t , t + T) and Rjk(t, t + -c) practically
coincide.
It should be noted that the agreement between
R°k(t, t + r) and R/k(t, t + 7-) observed in Figs 7 and 8
for time instant t = 3.14 s is typical for any time instant
G. Deodatis
Point I--+ rock or stiff soil conditions
.,,+.+,,+..+,..,-+ ....... ............
i0 1+ a0
• • °
20
Q 0
"v-----
(s a0
Time (see)
from t = 0 up to t = 18.85s (the duration of the time
histories shown in Fig. 5).
Example 2
Unlike the first example where ground motion time
histories were modeled as a uniformly modulated non-
stationary stochastic vector process, in this example they
are modeled as a non-stationary stochastic vector
process with amplitude and frequency modulation.
This means that both the amplitude and the frequency
content of ground motion change as a function of time
(in the first example, it was only the amplitude of ground
motion that was varying with time). As in the previous
example, sample functions will be generated according
to a target cross-spectral density matrix.
Figure 9 displays an acceleration record from the 1964
Niigata earthquake involving both amplitude and fre-
quency content variation as a function of time. Specifi-
cally, this record shows an abrupt change of its frequency
content between approximately 8 and 10 s. During this 2 s
period, the frequency content is transformed from one
containing a relatively broad band of frequencies to one
containing essentially a single low frequency. It is believed
that this phenomenon is due to soil liquefaction. The
objective of this example will be to reproduce the general
 Non-stationary stochastic vector processes 159

A
i A -- , I f~ i~. Point 1 -* rock or stiff soil conditions

s - /V V wv vv v \
,,q

3'.5 t:~ 415 5:0 5:5 6'.0

|!
A
~ _ ~i ~ Point 2 --, deep cohesionless soils

°
I
315 ,~ ) 415 510 515 610

~- /| IA Point 3 --, soft to medium clays and sands

/\
,v

3.5 4.0 4.5 5.0 5.5 6.0

Time(see)
Fig. 6. Generated sample function for the acceleration at points I, 2 and 3 from t = 3.1 s up to t = 6.2 s (Example 1).

frequency and amplitude variation characteristics of the
acceleration record shown in Fig. 9.
The acceleration time histories at three points on the
ground surface are again considered to be a tri-variate
non-stationary stochastic vector process. The configu-
ration of the three points is shown in Fig. 10, indicating
that it is not necessary for the points to be on a straight
line, or to be equidistant (compare to previous example).
For simplicity, no wave propagation will be considered in
this example. The simulated earthquake ground motion at
points 1, 2 and 3 will have the following characteristics:
(i) Points 1, 2 and 3 correspond to the same local
soil conditions.
(ii) The frequency content of the acceleration time
histories at these three points will change with
time as will be described in the following, in order
to capture the unique characteristics of the
record shown in Fig. 9.
(iii) Tbe acceleration time histories at points 1, 2 and
3 will be correlated according to a specified
coherence function.
(iv) Finally, the amplitude variation as a function of
time of the acceleration time histories at these
three points will be described by prescribed
modulating functions Aj(u3, t), j = 1,2, 3.
The three components of the tri-variate non-stationary
stochastic vector process describing the acceleration time
histories at points 1, 2 and 3 (see Fig. 10) are denoted by
f]°(t),f°(t) andf3°(t), respectively. The mean value of the
process is equal to zero (see eqn (1)), while the elements
of its cross-spectral density matrix (see eqn (3)) are given
by the expressions shown in eqns (40) and (41). It
should be pointed out, however, that since no wave
propagation is considered in this example, the wave
propagation term exp[--i(w~jk/V)] in eqn (41) should be
set equal to unity (v ~ c~).
The Clough-Penzien acceleration spectrum shown in
eqn (42) is selected again to model the power spectral
density functions Sj(~), j = 1,2, 3 of the acceleration
time historiesfj°(t), j = 1,2, 3, respectively. However, in
order to account for the variation of the frequency
content with time, the characteristic frequency and
damping ratio of the ground are considered now to vary
as a function of time as follows:
15.56rad/s f o r 0 _ < t < 4 . 5 s
~gj(t) = 27'12tp3 - 40"68t2 + 15"56
for 4.5 < t < 5.5 s, j = 1 , 2 , 3
2.0rad/s for t _> 5.5s
(53)
160 G. Deodatis

R~n ~ continuous line t

-4 R°l --, continuous line
80 R n ~ dotted line ~]°I I R21 --* dotted line
tO

. • ..:...-.'.:.....,....~.'..:.. . ......" .~..'-...'.. ' . .

01
gq

R~2 --* continuous line R°I ~ continuous line

R22 --* dotted line O
O
:. Rsx --* dotted line
O
tO

O
g O
O
tM
... ,. . . . . . ..

..... o
0
0

° /~ss -+ continuous line ; R~32 -* continuous line

I
O
g. Rss -* dotted line --* dotted line
(D

• ' ' .-"%...,t ,.. ,.._ . . _ . ".."...', . .. "'.... . ' .. "' . '"-...f",'.. ""_-"..,.'. ..

r (see) r (see)

Fig. 7. Ensemble auto-/cross-correlation functions [R/~(t, t + r)] computed from 1000 sample functions versus the corresponding
targets [R°k(t, t + r)]. Both R j k ( t , t + r) and Ryk(t, t + r) are plotted at time instant t = 3.14s as a function of r.

0-64 for 0 < t < 4.5s instant:

cr 2
(gj(t) = 1.25tp3 - 1.875tff + 0 . 6 4 Soj( t) =

7rWgj(t)[2~gj(t)+~]' j= 1,2,3
for 4.5 < t < 5.5s, j - - 1,2,3
0.015 for t >_ 5.5s (56)
(54) The H a r i c h a n d r a n - V a n m a r c k e model shown in eqns
(43) and (44) is chosen again to describe the coherence
where tp = t - 4.5 s and
functions 7jk(•), j, k = 1,2, 3; j # k between fj°(t) and
~fj(t) = O'lwgj(t), (fj(t) = (gj(t), j = 1,2, 3
f°(t). The model p a r a m e t e r s A, a, k, w0 and b are
assigned the values f r o m the previous example shown in
(55) eqn (49).
The B o g d a n o f f - G o l d b e r g - B e r n a r d model is selected
The expressions for Wgj(t) and (g/(t) are taken f r o m again for the m o d u l a t i n g functions:
Deodatis and Shinozuka 39 and describe a sudden d r o p
in the values o f the characteristic frequency and Aj(~,t)=Aj(t)=altexp(-a2t), j=1,2,3 (57)
d a m p i n g ratio during the one-second period f r o m with model p a r a m e t e r s al and a2 set equal to
t = 4.5 to 5.5 s. The constant determining the intensity
o f the acceleration is also going to be a function o f time, al = 0.680 and a 2 = 1/4 (58)
so that the standard deviation o f the K a n a i - T a j i m i part so that the m a x i m u m value o f Aj(t), j = 1,2, 3 occurs at
o f the spectrum is equal to ~r = 100 cm/s 2 at every time time t = 4 s and is equal to unity.
 Non-stationary stochastic vector processes 161

R~I1 --* c o n t i n u o u s line R~ 1 ~ c o n t i n u o u s line

8 R l l ---, dotted line R21 ~ dotted line
x

O O
oo. 804
04

O
O O
O" O

R~ 2 --* continuous line Rs°I --* continuous line

R22 ---* dotted line Rsl ~ dotted line

oo

-X F- "
i
80
l
~
R~ss --, continuous line R~s2 ~ continuous line
---, dotted line O z --' dotted line
oo
tO

O
O

r (sec)

Fig. 8. Ensemble auto-/cross-correlation functions [Rjk(!, t + T)] computed from 100 000 sample functions versus the corresponding
targets [R°k(t, t + T)]. Both Rjk(t, t + r) and Ryk(t, t + T) are plotted at time instant t = 3.14s as a function of T.

131.8

0.0

-131.8 . . . . . . . .
0.0 6.79 13.57 20.36 27.15 33.93

Time (sec)
Fig. 9. Acceleration record from the 1964 Niigata earthquake.
162 G. Deodatis
Point 2
Poin t (/Y"
_ 50 m - - - ~ ' ~ o i nrlt l
Fig. 10. Configuration of points 1, 2 and 3 on the ground
surface, for Example 2. Points 1, 2 and 3 correspond to the
same local soil conditions.
At this juncture, it should be pointed out that the
definitions for Sj(~), j = 1,2, 3 (see eqns (42), (53), (54),
(55), (56)) and Aj(~,, t) (see eqn (57)) do not imply
anymore that the modulating function Aj-(~, t) repre-
sents the change in the evolutionary power spectrum,
relative to the (stationary) power spectral density
function Sj(~). (Note that Sj.(~) is now a function of
both frequency and time since the characteristic frequency
and damping ratio of the ground are functions of time,
and Aj(w, t) is a function of time only.)
The evolutionary power spectra S°.(w, t), j = 1,2, 3 (see
eqn (4)) are plotted in Fig. 11 at three time instants: t = 1,
4 and 7 s. As seen in this figure, the sudden drop in the
values of the characteristic frequency and damping ratio of
the ground from 4-5 to 5"5 s causes the formation of a very
sharp peak in the evolutionary power spectra at frequency
2"0 rad/s (refer to eqns (53) and (54)).
Since the non-stationary stochastic vector process in
this example is not a uniformly modulated one, the
generation of its sample functions can only be performed
using eqn (24). The upper cut-off frequency Wu and the
value of N (see eqn (27)) are set equal to
0;u = 128rad/s and N = 1024 (59)
The reason for using such a high value for N (compare
to the corresponding value in eqn (52)) is to describe
accurately the very sharp peak in the evolutionary
power spectra after time instant 5"5 s (refer to Fig. 11).
The simulation is performed at 2000 time instants, with
a time step At = 0.01 s, over a length equal to 2000 x
0.01 = 20s. One generated sample function for the
acceleration at points 1, 2 and 3 (see Fig. 10), denoted
by fl (t), f2 (t) and f3 (t), respectively, is displayed in Fig.
12. It is obvious that the general frequency and amplitude
variation characteristics of the acceleration record of the
1964 Niigata earthquake shown in Fig. 9 are reproduced
very well in the sample function plotted in Fig. 12. This is
accomplished by using the time-varying characteristic
frequency and damping ratio of the ground shown in
eqns (53) and (54), and the modulating function shown in
eqn (57). In addition, it is possible to detect the correlation
among fl (t), f2(t) andfa(t) in Fig. 12, as major peaks in
the three time histories retain their general shape after
,S~j(w,=t7sec)(dividedby170)
s e c )
[8-
o-
1'0 2'0 ~, ,~ ~
Frequency
~(rad/sec)
Fig. 11. The evolutionary power spectra S° (w, t); j = 1,2, 3 at
three time instants (Example 2).
some loss of coherence described by the coherence
functions 7jk(W), j, k = 1,2, 3, j ~ k (refer to eqns (43),
(44) and (49)). Finally, it is possible to show that the
ensemble auto-/cross-correlation function converges to
the target auto-/cross-correlation function as the
number of sample functions increases (refer to the first
numerical example for a similar demonstration).
Example 3
In the first two numerical examples, sample functions of
ground motion time histories were generated according to
a target cross-spectral density matrix. The only drawback
in this approach is that it is often preferable to work with
time histories that are compatible with prescribed response
spectra, rather than with prescribed power spectral density
functions (cross-spectral density matrix), as indicated ear-
lier in the section 'Simulation of seismic ground motion
compatible with pre-scribed response spectra.' In order to
address this issue in this numerical example, ground
motion time histories are modeled as a uniformly modu-
lated non-stationary stochastic vector process, but unlike
the first example, sample functions will be now generated
to be compatible with prescribed response spectra.
The acceleration time histories at three points on
the ground surface along the line of main wave propa-
gation are considered one more time to be a tri-variate
non-stationary stochastic vector process. The configu-
ration of the three points is shown in Fig. 13 where the
arrow indicates the direction of wave propagation. The
simulated earthquake ground motion at points 1, 2 and
3 will have the following characteristics:
(i) Points 1, 2 and 3 correspond to different local soil
conditions. Specifically, point 1 corresponds to
the Uniform Building Code's Soil Type 1 (rock
and stiff soils), point 2 to Soil Type 2 (deep
cohesionless or stiffclay soils), and point 3 to Soil
Type 3 (soft to medium clays and sands).
 Non-stationary stochastic vector processes 163

Point 1

0 15 20

Point 2
Co,

- - - " ; ' (5 " - -

0 10 20

C o oO4 Point 3

tl
..%o

b 5 io 15 2'o
Time (sec)

Fig. 12. Generated sample function for the acceleration at points 1, 2 and 3, over a length equal to 20 s (Example 2).

(ii) The acceleration time histories at these three
points will be correlated according to a pre-
scribed coherence function and they will reflect
the wave propagation effect according to a
specified velocity of wave propagation.
(iii) Finally, the amplitude variation as a function of
time of the acceleration time histories at these
three points will be described by prescribed
modulating functions Aj(co, t), j = 1,2, 3.
The three components of the tri-variate non-stationary
stochastic vector process describing the acceleration
time histories at points 1, 2 and 3 (see Fig. 13) are
denoted by fj0 (t), f o (t) and f3° (t), respectively.
73
k
The acceleration response spectra specified by the
Uniform Building Code 4° are selected for the three
points in Fig. 13. For the purposes of this numerical
example, the peak ground acceleration is set equal to
200 cm/s2 and the corresponding Uniform Building Code
(UBC) acceleration response spectra RSAj(CO), j = 1,2, 3
are plotted in Fig. 14. It is reminded that sample functions
of ground motion time histories will be generated to be
compatible with these UBC response spectra.
The Abrahamson model 32 is chosen to describe the
(stationary) coherence functions ~jk(CO), j , k = 1,2,3,
j ~ k between fj°(t) a n d f ° ( t ) :
1
"yjk(co) = CO 6
/

I~ 50 m -,--'- 50 m ,-1
x tanh J c3 ((jk)
CO CO2
L1 + ~c4(~jk) + 4-~ cT(~jk)
Fig. 13. Configuration of points l, 2 and 3 on the ground
surface along the line of main wave propagation, for Example + [4"80 - c3((j~)] exp c6(~jk)~-~ + 0"35 ,
3. Point 1 corresponds to rock and stiff soils (UBC Type 1),
point 2 corresponds to deep cohesionless or stiff clay soils
(UBC Type 2), and point 3 corresponds to soft to medium
clays and sands (UBC Type 3). j , k = 1,2,3, j Ck (60)
 164 G. Deodatis
ff,- Since the acceleration time histories j~0 (t), j = 1,2, 3 are
5% damping modeled as a uniformly modulated non-stationary
stochastic vector process, the modulating functions
A/(~v,t), j = 1,2,3 will be functions of time only. In
order to control the duration of strong ground motion,
& the model suggested by Jennings et ai.4! is selected for
the modulating functions A/(t), j = 1,2,3. Figure 16
plots AI (t) and indicates the numerical values chosen for
ge- all the parameters (A2(t) and Aa(t) have the same form
as Al(t), but they are shifted by ~21/v and ~31/v,
respectively, to include the wave propagation effect in
the same way as in eqn (45)).
The generation of sample functions of the acceleration
i o time histories at the three points shown in Fig. 13 will be
.< 0'.5 1'.o 5'.0 1~.o d.o ,oko performed using the iterative scheme shown in Table 1
F~'equencyw (rad/sec) (refer to the section entitled 'Simulation of seismic
ground motion compatible with prescribed response
Fig. 14. Uniform Building Code acceleration response spectra spectra'). According to Table 1, the power spectral
RSAj(~v),j = 1,2, 3, assigned to points 1, 2 and 3 (see Fig. 13), density functions Sy(~v),j = 1,2, 3 must be initialized by
respectively. Point 1 corresponds to rock and stiff soils (UBC
Type 1), point 2 corresponds to deep cohesionless or stiff clay setting them equal to a constant value over the entire
soils (UBC Type 2), and point 3 corresponds to soft to medium frequency range. This value can be selected arbitrarily
clays and sands (UBC Type 3) (Example 3). and in this example is set equal to:

where ~jk is the distance between points j and k, and Sj(o3) : 100 cm2/s 3, j = 1,2, 3 (68)
3.95 while the upper cut-off frequency wu and the value of N
c3(~jk) -- (1 + 0"0077~yk + 0"000023 ~j2k) (see eqn (27)) are set equal to:
+ 0"85 exp{--0-000 13~yk} (61) ~vu = 128 rad/s and N = 128 (69)
The simulation is performed at 6144 time instants, with
a time step At = 3.07 x 10 -3 s, over a length equal to
0.4 1 3 6144 x 3.07 x 1 0 - 3 = 18-85s. One sample function for
1+ the acceleration at points 1, 2 and 3 (see Fig. 13),
denoted by fl(t), f2(t) and j~(t), respectively, is gene-
rated after 10 iterations and displayed in Fig. 17.

E1+ \190JJ l+\l--~j] As in the previous two examples, it is possible to

detect the following characteristics in the time histories
shown in Fig. 17: (i) their mutual correlation according
c6(~jk)=3(exp{-~o}-l)-O'O018~/k (63)
to the coherence functions defined in eqns (60)-(65); (ii)
C7(~jk) = -0.598 + 0-1061n(~jk + 325)
O
-- 0"0151 exp{--0"6~yk} (64)
C8(~yk) = exp{8.54 -- 1.07 ln(~yk + 200)}
+ 100 exp{-- (jk} (65)
Abrahamson's model for the coherence function has the
advantage that it can be used for a broad range of soil
conditions. 32 The 7jk(~v), j, k = 1,2, 3, j ¢ k defined in
eqns (60)-(65) are plotted in Fig. 15. The velocity of
wave propagation v is set equal to:
v = 2000 m/s (66)
so that the complex coherence functions can be expressed
as:

Fjk(0)) = ~/jk(W)exp[--i~L-~, Frequency w (rad/sec)

Fig. 15. Coherence functions 721(~v), 731(~v) and 732(~v), for

j,k-- 1,2,3, j ~k (67) Example 3 (Abrahamson's model32).
 N o n - s t a t i o n a r y stochastic vector processes
"go ,~
0 5 10
T i m e t (sec)
Fig. 16. Modulating function Al(t), for Example 3 (Jennings
et al. model4°).
the wave propagation effect according to a velocity of
wave propagation v = 2000m/s; (iii) their amplitude
variation as a function of time according to the modu-
lating function plotted in Fig. 16. In this example,
however, the main objective is to generate acceleration
time histories that will be compatible with prescribed
response spectra. For this purpose, the acceleration
response spectra RSA(g)(w), j = 1,2, 3 computed using
the ground motion time histories shown in Fig. 17
should be compared with the target UBC response
spectra RSAj(w), j = 1,2,3 plotted in Fig. 14. This
comparison is carried out in Fig. 18, where it can be seen
that the 10 iterations performed to obtain the sample
function shown in Fig. 17 are enough for an excellent
match at every frequency.
0
~-. o.
" - ~0 "5-
U
- - " 0 5'
o0
~ ,,e
0 5
Fig. 17. Generated sample function for the acceleration at points 1, 2 and 3, after 10 iterations, over a length equal to 18"85s
(Example 3).
165
The iterative scheme shown in Table 1 is therefore
capable of simulating seismic ground motion time
histories that: (i) are compatible with prescribed response
spectra (that can be different at different points on the
ground surface); (ii) are correlated according to a given
coherence function; (iii) include the wave propagation
15
effect; and (iv) have an amplitude variation as a function
of time according to a prescribed modulating function.
CONCLUSIONS
A spectral-representation-based simulation algorithm
was used to generate sample functions of a non-
stationary, multi-variate stochastic process with evolu-
tionary power, according to its prescribed non-station-
ary cross-spectral density matrix. If the components of
the vector process correspond to different locations in
space, then the process is also non-homogeneous in
space (in addition to being non-stationary in time). The
ensemble cross-correlation matrix of the generated
sample functions is identical to the corresponding
target and the generated sample functions are Gaussian
in the limit as the number of terms in the frequency
discretization of the cross-spectral density matrix
approaches infinity.
Point 1 --~ rock and stiffsoils ( U B C Type I)
1"
0 15
' 20
'---
Point 2 --* deep cohesionless or stiff clay soils (UBC Type 2)
;o ;s "--
20
Point 3 --* soft to medium clays and sands (UBC Type 3)
•
10 15 20
Time (sec)
166
if-.
5% damping
;-4
t)
;'4
/ RSA2(w)--' smooth line
/ RSA(I~)(w) ~ oscillating line
1,4 O.
0:5 ' s'.o ' ,~.o ' o'.s'
t)
Frequency w (rad/sec)
Fig. 18. Acceleration response spectra RSA (fJ)(w), j = 1,2, 3 computed using the generated acceleration time histories shown in Fig.
17 versus the UBC acceleration response spectra RSAj(w), j = 1,2, 3.
For the important application of earthquake ground
motion simulation, an iterative scheme was introduced
to generate seismic ground motion time histories at
several locations on the ground surface that are
compatible with prescribed response spectra, correlated
according to a given coherence function, include the
wave propagation effect, and have a specified duration
of strong ground motion.
Three examples involving simulation of earthquake
ground motion were presented in order to demonstrate
the capabilities of the proposed methodologies. In all
three examples, the acceleration time histories at three
points on the ground surface were considered to be a tri-
variate, non-stationary stochastic vector process. In the
first example, the time histories were modeled as a
uniformly modulated non-stationary stochastic vector
process, and sample functions were generated according
to a target cross-spectral density matrix. In the second
example, the time histories were modeled as a non-
stationary stochastic vector process with amplitude and
frequency modulation, and sample functions were again
generated according to a target cross-spectral density
matrix. Finally, in the third example, ground motion
time histories were modeled as a uniformly modulated
non-stationary stochastic vector process, but unlike
the first example, sample functions were generated to
be compatible with prescribed response spectra. The
generated acceleration time histories at the three points
were spatially correlated according to prescribed
coherence functions (all three examples), included the
wave propagation effect (Examples 1 and 3), and were
non-homogeneous in space, or equivalently corre-
sponded to different local soil conditions (Examples 1
and 3).
The generated ground motion time histories can be
directly used as input for the dynamic seismic analysis of
elongated structures such as bridges, lifelines, retaining
walls, etc.
G. Deodatis
~q 5% damping
RS A3 (o~) ---, smooth line
RSA(h)(w) ~ oscillating line RS A (h )(w ) ---, oscillating line
2~
5:0 ' ~.o ' 0'.5 ' 5:0 ' ~.o '
Frequency w (rad/sec) Frequency w (rad/sec)
ACKNOWLEDGEMENTS
This work was supported by the National Science
Foundation under Grant # BCS-9257900 with Dr Clifford
J. Astill as Program Director, and by the N C E E R
Highway Project ( F H W A Contract DTFH61-92-C-
00106).
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