Following the theory of evolutionary power spectral density (EPSD) for non-stationary stochastic processes, it is anticipated that the non-stationary fluctuating wind velocity can be generated by resorting to a deterministic modulating function used to modulate the stationary fluctuating wind velocity. In order to carry out the digital simulation of non-stationary stochastic process with resorting to the spectral representation (SR) method, there is a need for remarkably reducing the increasing number of Cholesky decomposition of the time-varying spectral density matrix with the duration of simulation. In order to cope with this issue, the introduction of spline interpolation algorithm (SIA) is advanced herein so as to enhance the computational speed. Results obtained from the present procedure corroborate its feasibility of simulating the non-stationary stochastic processes. Results also show that the present approach can not only fully capture the nonstationarity but also leads to a surprising speedup of computation in the simulation of non-stationary stochastic processes.
['Chunxiang Li', 'Jinhua Li', 'Jianhong Shen']
Simulation of Transient Non-stationary Winds