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Abstract: A new methodology is presented for the generation of spatially correlated nonstationary ground motion time histories that are com-
patible with a prescribed response spectrum using the spectral representation method. The method introduces two important improvements over
the current state of the art in that it preserves the coherence among the ground motion histories and enables the incorporation of both time and
frequency modulation by upgrading the evolutionary power spectral density function with random pulse-like perturbations. An example is
provided for the simulation of design spectrum–compatible, uniformly modulated nonstationary acceleration time histories at three locations
on the ground, and the results are compared directly with an existing state-of-the-art methodology. DOI: 10.1061/(ASCE)EM.1943-
7889.0000884. © 2014 American Society of Civil Engineers.
Author keywords: Response spectrum; Spectral representation method (SRM); Earthquake ground motion; Stochastic process; Non-
stationary; Simulation.
J. Eng. Mech.
prescribed response spectra. Hao et al. (1989) proposed a method- where Ai ðv, tÞ 5 modulating functions describing the time variation
ology that iteratively updates the Fourier amplitude spectrum of a of the amplitude and frequency; Si ðvÞ 5 (stationary) PSDFs; and
uniformly modulated nonstationary stochastic process. Deodatis Gij ðvÞ 5 complex coherence functions.
(1996a) proposed a method that is conceptually similar to that pro- The SRM requires the decomposition of the evolutionary CSDM
posed by Hao et al. (1989), except the power spectral density function at every time instant as
(PSDF) is iteratively upgraded. More recently, Cacciola and Deodatis
(2011) proposed a methodology that is the MV extension of the meth- Sðv, tÞ ¼ Hðv, tÞHTp ðv, tÞ (4)
odology proposed by Cacciola (2010).
Perhaps the most widely used technique is the spectral representation– where superscript T p 5 conjugate transpose. The process is sim-
based technique developed by Deodatis (1996a) that iterates on the ulated by the following series as N → ‘
PSDFs at each location to produce spatially correlated time histories
P N
m P pffiffiffiffiffiffiffi
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at several locations with specified separation. This methodology Hij ðvk , tÞ Dvcos vk t 2 uij ðvk Þ þ Fjk
fi ðtÞ ¼ 2
has proven quite effective, but the iterative process has one critical j51 k51
shortcoming—it causes the simulated ground motion histories to
deviate from the Gaussian distribution and causes a corresponding ði ¼ 1, 2, . . . , mÞ (5)
loss of coherence among the simulated histories. Additionally, the
methodology in Deodatis (1996a) cannot simulate frequency- where
modulated nonstationary histories; instead, it is limited to simu-
lating so-called uniformly modulated nonstationary ground motion vk ¼ kDv ðk ¼ 0, 1, . . . , N 2 1Þ (6)
histories. Cacciola and Zentner (2012) recently proposed a method-
ology for the generation of univariate response spectrum–compatible vu
Dv ¼ (7)
histories that includes frequency modulation. The intention of the N
current work is to develop a spectral representation–based method-
( )
ology that produces fully (amplitude- and frequency-modulated) Im Hij ðvk , tÞ
21
nonstationary ground motion histories that are response-spectrum uij ðvk Þ ¼ tan (8)
Re Hij ðvk , tÞ
compatible without losing coherence.
The paper begins with a review of the spectral representation
method (SRM) for the simulation of MV nonstationary stochastic in which uij ðvk Þ 5 phase angles resulting from wave passage, where
processes upon which the proposed methodology relies. A short re- Im½ and Re½ denote the real and imaginary components of Hij ðvk , tÞ,
view of the methodology proposed by Deodatis (1996a) is then respectively; vu 5 upper cut-off frequency beyond which elements
provided, along with a discussion of its general strengths and of the CSDM may be assumed to be zero; and Fjk 5 components of
weaknesses. Next, a new iterative methodology is proposed wherein the matrix F representing m-sequences of independent random
the evolutionary PSDF is updated through random functional per- phase angles uniformly distributed over (0, 2p).
turbations. A short discussion is provided that explores the benefits The uniformly modulated nonstationary stochastic processes
and drawbacks of the proposed methodology with a focus on im- that have only amplitude modulation and do not have frequency
proving computational efficiency. A numerical example follows in modulation comprise a special class of nonstationary processes.
which ground motion is simulated at three points on the ground as For uniformly modulated processes, the modulating functions in
a trivariate uniformly modulated stochastic process, and the results Eqs. (2)–(3) are not time dependent, and simulations are performed
are compared directly with the methodology proposed by Deodatis by
(1996a). Finally, some concluding remarks are given.
fi ðtÞ ¼ Ai ðtÞgi ðtÞ ði ¼ 1, 2, . . . , mÞ (9)
SRM for MV Nonstationary Stochastic Processes where Ai ðtÞ 5 (time dependent only) modulating functions; and
gi ðtÞ 5 realizations of a MV zero-mean stationary process with
The SRM for the simulation of Gaussian stochastic processes was (stationary) CSDM SðvÞ simulated using the stationary formulation
introduced by Shinozuka and Jan (1972). The one-dimensional (1D), of the SRM (Shinozuka and Jan 1972).
MV nonstationary formulation of the SRM relies on Priestley’s
theory of evolutionary power (Priestley 1965) and produces sample
realizations of the process with a prescribed evolutionary cross- Review of Existing Methodology
spectral density matrix (CSDM)
2 3 The methodology proposed by Deodatis (1996a) produces uni-
S11 ðv, tÞ S12 ðv, tÞ / S1m ðv, tÞ formly modulated nonstationary response spectrum–compatible
6 S ðv, tÞ S ðv, tÞ / S ðv, tÞ 7
6 21 22 2m 7 time histories in an iterative fashion. The PSDFs Sii ðvÞ are ini-
Sðv, tÞ ¼ 6 7 (1)
4 « « ⋱ « 5 tialized and the (stationary) CSDM is evaluated as
Sm1 ðv, tÞ Sm2 ðv, tÞ / Smm ðv, tÞ qffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffi
Sij ðvÞ ¼ Si ðvÞSj ðvÞGij ðvÞ (10)
The theory of evolutionary power enables the elements of the evo-
lutionary CSDM to be written as Ground motion time histories fi ðtÞ are generated using Eq. (9). The
ð jÞ
2
Sii ðv, tÞ ¼ jAi ðv, tÞj Si ðvÞ ði ¼ 1, 2, . . . , mÞ (2) response spectra of these time histories, Ri ðvÞ, are computed and
the PSDFs, Sii ðvÞ, are upgraded using the following relationship:
qffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffi " #2
Sij ðv, tÞ ¼ Ai ðv, tÞAj ðv, tÞ Si ðvÞSj ðvÞGij ðvÞ ð jþ1Þ ð jÞ RTi ðvÞ
Sii ðvÞ ¼ Sii ðvÞ ð jÞ (11)
ði, j ¼ 1, 2, . . . , m; i jÞ (3) Ri ðvÞ
J. Eng. Mech.
ð jÞ
where superscript (j) 5 current iteration. A new realization of the iteration j is denoted by Ri ðv, FÞ to show this weak dependence.
MV process is simulated with the upgraded CSDM, and the process Applying this notation to Eq. (11) yields
is repeated until the computed response spectra are sufficiently close " #2
to the target response spectra. ð jþ1Þ ð jÞ RTi ðvÞ
The methodology in Deodatis (1996a) converges quite rapidly Sii ðv, FÞ ¼ Sii ðv, FÞ ð jÞ
(12)
and produces time histories that are, for many purposes, sufficiently Ri ðv, FÞ
consistent with the prescribed response spectrum. Adequate con-
ð0Þ
vergence is typically achieved within approximately 10 iterations. where only Sii ðvÞ is independent of F. Eq. (12) demonstrates that
However, the methodology has certain limitations. Most notably, it as the iterations progress the dependence of Sii ðvÞ on F grows
has been shown to produce time histories that lose coherence as the stronger. The CSDM therefore becomes dependent on the selected
iterations progress. The iterations also result in a deviation from the phase angles, which has a corrupting effect on the ensemble prop-
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Gaussian distribution (Deodatis and Micaletti 2001) that precludes erties of the histories generated using Eq. (5). Specifically, Shinozuka
the evaluation of the sample properties (i.e., the distributions of and Deodatis (1991) and Deodatis (1996b) have shown that the time
the extremes) and the use of these time histories with Grigoriu’s histories generated by Eq. (5) are Gaussian by the central limit
translation process theory (Grigoriu 1995) if the time histories are theorem. However, the central limit theorem is violated given the
desired to be non-Gaussian. dependence of Sii ðvÞ on F. More importantly for this work, Deodatis
Both the deviation from the Gaussian distribution and the loss of (1996b) has shown that the ensemble auto/cross-correlation functions
coherence are caused by the computed response spectrum’s de- of the histories generated by Eq. (5) match their targets owing to the
pendence on the specific selection of random phase angles, F, in the independence of the components of F. The dependence of Sii ðvÞ on
simulation. To represent this, the computed response spectrum at F corrupts these ensemble auto/cross-correlation functions. Because
coherence is the frequency domain analog of cross-correlation, the
loss of ensemble cross-correlation produces a corresponding loss in
coherence.
Additionally, the applicability of this methodology is limited to
the class of uniformly modulated nonstationary processes; temporal
variation in frequency content, which has been shown to be im-
portant for inelastic structural dynamics (Yeh and Wen 1990; Wang
et al. 2002), cannot be achieved. With this in mind, the intention of
this work is to develop a method for producing correlated, fully
nonstationary ground motion time histories that are consistent with
a prescribed response spectrum and maintain their desired coherence
(resulting from the preservation of the Gaussian properties of the
SRM). The following section is dedicated to outlining the proposed
methodology.
J. Eng. Mech.
Proposed Methodology 3. Apply random perturbations to each modulating function.
Perturbations to the modulating function are applied by
The following offers a step-by-step outline of the proposed pro-
cedure. The technique is also outlined schematically in Fig. 1. ð jþ1Þ ð jÞ
Ai ðv, tÞ ¼ Ai ðv, tÞ þ DAi ðv, tÞ (13)
1. Prescribe the target response spectra and complex coherences.
For each ground motion history, specify the target response
spectrum RTi ðvÞ and complex coherence functions Gij ðvÞ. A suggested perturbation is given as follows:
2. Initialize the CSDM. Initialize the (stationary) PSDFs for
each ground motion history as white noise [Si ðvÞ 5 1, "v]. ðv 2 v0 Þ2 ðt 2 t0 Þ2
DAi ðv, tÞ ¼ B exp 2 × (14)
Initialize the modulating functions with arbitrarily selected c d
positive values [Ai ðv, tÞ . 0, "v, t]. The CSDM is computed
from the PSDFs, modulating functions, and complex coherence where B, (v0 , t0 ), and (c, d) 5 parameters specifying the
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functions using Eqs. (2) and (3). magnitude, location, and spread (width), respectively, of the
pulse. The parameter B has a random sign and a magnitude
less than that of Ai ðv0 , t0 Þ [to avoid producing Sii ðv, tÞ # 0].
Parameters v0 and t0 are uniformly distributed random var-
iables over the ranges (0, vu ) and (0, T), respectively. Param-
eters c and d can be adjusted to produce pulses of the desired
width. Perturbations of this form are selected because they
influence Ai ðv, tÞ most strongly at (v0 , t0 ) and have diminish-
ing influence as separation from this point grows, with the
pffiffiffiffiffiffiffi
pffiffiffiffiffiffiffiffi negligible at points v v0 6 3 c=2
perturbation becoming
and t t0 6 3 d=2.
4. Simulate the ground motion time histories. Generate realiza-
tions fi ðtÞ of the MV nonstationary process with specified
CSDM using Eq. (5).
5. Compare the response spectra. Numerically evaluate the re-
ð jÞ
sponse spectra Ri ðvÞ for fi ðtÞ at each iteration ( j). Compute
Fig 4. Abrahamson model for (stationary) coherence functions between ð jÞ ð jÞ
Points 1, 2, and 3 the relative error, ɛ i , between Ri ðvÞ and the target response
spectra RTi ðvÞ. One suggested error metric is the following:
Fig 5. Simulated acceleration time histories and corresponding PSDFs at (a) Point 1; (b) Point 2; (c) Point 3
J. Eng. Mech.
vffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffi
u h i Example
uPN21 Rð jÞ ðv Þ 2 RT ðv Þ 2
u k50 i k k
¼t
ð jÞ i
ɛi PN21 T 2 (15) In this section, a numerical example is provided for the generation
k50 Ri ðvk Þ of response spectrum–compatible ground motion at three points on
the ground surface as a trivariate uniformly modulated stochastic
process. Although the methodology proposed in the previous section
although others may certainly be used (alternatives may be con- affords the simulation of a nonseparable magnitude- and frequency-
sidered, for instance, when it is only required to match the re- modulated nonstationary stochastic ground motion, a uniformly
sponse spectrum for a limited range of frequencies). For each modulated process is studied here to perform a direct comparison
ground motion history, check to see if the error has improved with the earlier methodology in Deodatis (1996a). To accommodate
ð jÞ ? ð j21Þ ð jÞ ð j21Þ
from the previous iteration (ɛ i , ɛ i ). If ɛ i . ɛ i , the this, the following simplifications are made in the proposed meth-
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perturbation is rejected, the modulating function corresponding odology. The time- and frequency-dependent components of the
to history i is returned to its previous form, and a new iteration evolutionary PSDF for a uniformly modulated process are separable
ð jÞ ð j21Þ
begins by returning to Step 3. If ɛ i , ɛ i , the perturbation is such that the modulating functions in Eqs. (2)–(3) are independent of
accepted, and iterations proceed to Step 6. frequency [i.e., Ai ðv, tÞ 5 Ai ðtÞ], and simulation may be performed
6. Check the compatibility. Compare the errors computed for using Eq. (9). Consequently, the perturbations are applied to the
each time history in Step 5 with a specified threshold error PSDF of the amplitude-modulated stationary process gi ðtÞ in Eq. (9)
ð jÞ
ɛ th . If ɛ i , ɛ th "i, then the simulation is complete. Otherwise, as follows:
another iteration is performed by returning to Step 3.
The proposed methodology preserves the important Gaussian ðv 2 v0 Þ2
character of the generated time histories, because the evolutionary DSi ðv, tÞ ¼ B exp 2 (16)
c
PSDF is being randomly updated. This is important for two reasons.
First, the prescribed coherences among histories are preserved. For this example, adaptive perturbations are applied such that c 5 6
Second, it enables the generation of non-Gaussian time histories ð jÞ ð jÞ
when ɛ i . 0:06 and c 5 0:6 when ɛ i # 0:06 [using Eq. (15)]. All
with a specific distribution when coupled with Grigoriu’s translation other steps remain unchanged.
process theory (Grigoriu 1995) and a method such as that proposed in
Shields et al. (2011) and Shields and Deodatis (2013a, b). However,
these benefits come at an appreciable computational cost. The pro-
posed technique may require a very large number of iterations to
converge (in some cases up to 20,000), compared with tens of iter-
ations for the methodology proposed in Deodatis (1996a). Moreover,
depending on the nature of the stochastic process, each iteration may
come at a considerable computational cost. During each iteration, time-
history generation is necessary. For fully nonstationary processes with
both time and frequency modulation, this time-history generation can
become quite expensive, because computationally efficient routines
using the fast Fourier transform (FFT), for instance, cannot be used.
This computational cost can be alleviated to a large degree. Us-
age of adaptive perturbations in which the perturbation width is
progressively narrowed or multigrid methods such as those used in
Benowitz et al. (2013) and B. Benowitz, M. Shields, and G. Deodatis
(“Determining evolutionary spectra from nonstationary autocorre-
lation functions,” submitted, Probabilistic Engineering Mechanics)
have been shown to reduce the number of iterations by 30% or more.
This may be further enhanced by introducing some logic or memory
into the random assignment of perturbation locations such that
perturbations will not continue in regions where they have been
repeatedly rejected and will be concentrated in regions with a high
probability of acceptance. Perhaps the means to most significantly
reduce computational cost is to begin with an initial evolutionary
CSDM that is close to the expected final one. This can be done by
leveraging prior work to estimate a PSDF directly from the target
response spectrum, such as by using the methods proposed in
Gasparini and Vanmarcke (1976), Kaul (1978b), Unruh and Kana
(1981), Pfaffinger (1983), Spanos and Vargas Loli (1985), Christian
(1989), Park (1995), Gupta and Trifunac (1998), and Kjell (2002). This
has been shown to reduce the initial computed error by 70% or more.
Lastly, the proposed methodology represents a specific variety of
stochastic search algorithms sharing many similarities with simulated
annealing (Kirkpatrick et al. 1983) in particular. Although simulated
annealing is not likely to improve the computational efficiency of the Fig 6. Target response spectra (dashed line) and response spectra
proposed methodology given the high-dimensional continuous search (solid line) for simulated time histories of ground motion at (a) Point 1;
space, other stochastic search methods may prove beneficial in lieu of (b) Point 2; (c) Point 3
the random functional perturbation method used herein.
J. Eng. Mech.
Problem Definition where ji1 5 distance from Point 1 to Point i; and v 5 2,000 m=s
5 velocity of wave propagation. Here, j21 5 50, and j31 5 100.
Consider the acceleration time histories at three points on the ground
For demonstration purposes, the stationary coherence func-
surface to be a trivariate, uniformly modulated nonstationary sto-
tions, gij ðvÞ, where i, j 5 1, 2, 3 and i j (plotted in Fig. 4), de-
chastic process as shown in Fig. 2 with the direction of the seismic
fining the correlation between the acceleration histories fi ðtÞ
wave propagation as shown. The three points correspond to different
and fj ðtÞ follow the model proposed by Abrahamson (1993) as
local soil conditions as follows:
•
follows:
Point 1: ASCE/SEI 7-10 Site Class A (hard rock); 8
• Point 2: ASCE/SEI 7-10 Site Class C (very dense soil); and >
>
•
< c3 jij
Point 3: ASCE/SEI 7-10 Site Class E (soft soil) 1
g ij ðvÞ ¼ " #6 tanh
>
:1 þ v c4 jij þ v c7 jij
Design spectra for these sites are constructed in accordance with 2
v >
ASCE/SEI 7-10 (ASCE 2010) and the 2012 International Building 1þ
2p 4p 2
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Fig 7. Gaussian probability plots for 20 generated time histories using methodology in Deodatis (1996a) at (a) Point 1; (b) Point 2; (c) Point 3; Gaussian
probability plots for three generated time histories using proposed methodology at (d) Point 1; (e) Point 2; (f) Point 3
J. Eng. Mech.
2 3
methods. The proposed method produces histories with lower peak
6 7 accelerations, because the method produces a much more refined
6 1 7
0:461 2 3 7 PSDF, whereas Deodatis’ method (Deodatis 1996a) produces a
4 jij 5
1þ comparatively smooth PSDF resulting in significantly more total
5 power (i.e., the stochastic process has larger variance, and the
c4 jij ¼ " #" 3 # (20)
jij 8
jij resulting ground motion has more energy).
1þ 1þ More importantly for the purposes here, time histories simulated
190 180
using the proposed method possess the prescribed coherence in
ensemble. Fig. 8 shows the mean computed coherence from 100
jij time-history simulations generated using the methodology proposed
c6 jij ¼ 3 exp 2 2 1 2 0:0018jij (21) by Deodatis (1996a). A clear loss of coherence is observed using this
20
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Results
For each location, an initial white noise PSDF with Sii ðvÞ
5 100 cm2 =s3 is prescribed. The simulation is performed using
the proposed methodology (Fig. 1). Sample realizations of the
acceleration time histories and the associated PSDFs after 10,000
adaptive iterations are shown in Fig. 5.
The response spectra for these generated acceleration histories
are shown with their respective target response spectra in Fig. 6.
The corresponding errors computed from Eq. (15) for the computed
response spectra relative to the target response spectra are 4.1, 4.8,
and 5.3%, respectively.
Discussion
The response spectra computed from the time histories simulated
using the proposed methodology accurately match the target re-
sponse spectra. The histories also possess a Gaussian distribution.
Fig. 7 provides Gaussian probability plots for 20 time histories
using the methodology proposed in Deodatis (1996a) along with
Gaussian probability plots for three time histories using the meth-
odology proposed herein. Note that the histories are almost perfectly
Gaussian with the proposed methodology even when considering an
ensemble of only three histories. Meanwhile, the large number of Fig 8. Computed (plus marks) and prescribed (solid line) coherence
realizations using the methodology proposed in Deodatis (1996a) between time histories generated using simulation methodology pro-
shows a strong deviation from the Gaussian distribution. Note also posed in Deodatis (1996a) for (a) Point 1; (b) Point 2; (c) Point 3
the significant difference in the accelerations between the two
J. Eng. Mech.
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J. Eng. Mech.