• Title/Summary/Keyword: non-Gaussian distribution

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Non-Gaussian feature of fluctuating wind pressures on rectangular high-rise buildings with different side ratios

  • Jia-hui Yuan;Shui-fu Chen;Yi Liu
    • Wind and Structures
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    • v.37 no.3
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    • pp.211-227
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    • 2023
  • To investigate the non-Gaussian feature of fluctuating wind pressures on rectangular high-rise buildings, wind tunnel tests were conducted on scale models with side ratios ranging from 1/9~9 in an open exposure for various wind directions. The high-order statistical moments, time histories, probability density distributions, and peak factors of pressure fluctuations are analyzed. The mixed normal-Weibull distribution, Gumbel-Weibull distribution, and lognormal-Weibull distribution are adopted to fit the probability density distribution of different non-Gaussian wind pressures. Zones of Gaussian and non-Gaussian are classified for rectangular buildings with various side ratios. The results indicate that on the side wall, the non-Gaussian wind pressures are related to the distance from the leading edge. Apart from the non-Gaussianity in the separated flow regions noted by some literature, wind pressures behind the area where reattachment happens present non-Gaussian nature as well. There is a new probability density distribution type of non-Gaussian wind pressure which has both long positive and negative tail found behind the reattachment regions. The correlation coefficient of wind pressures is proved to reflect the non-Gaussianity and a new method to estimate the mean reattachment length of rectangular high-rise building side wall is proposed by evaluating the correlation coefficient. For rectangular high-rise buildings, the mean reattachment length calculated by the correlation coefficient method along the height changes in a parabolic shape. Distributions of Gaussian and non-Gaussian wind pressures vary with side ratios. It is inappropriate to estimate the extreme loads of wind pressures using a fixed peak factor. The trend of the peak factor with side ratios on different walls is given.

OPTIMAL APPROXIMATION BY ONE GAUSSIAN FUNCTION TO PROBABILITY DENSITY FUNCTIONS

  • Gwang Il Kim;Seung Yeon Cho;Doobae Jun
    • East Asian mathematical journal
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    • v.39 no.5
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    • pp.537-547
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    • 2023
  • In this paper, we introduce the optimal approximation by a Gaussian function for a probability density function. We show that the approximation can be obtained by solving a non-linear system of parameters of Gaussian function. Then, to understand the non-normality of the empirical distributions observed in financial markets, we consider the nearly Gaussian function that consists of an optimally approximated Gaussian function and a small periodically oscillating density function. We show that, depending on the parameters of the oscillation, the nearly Gaussian functions can have fairly thick heavy tails.

Linear prediction and z-transform based CDF-mapping simulation algorithm of multivariate non-Gaussian fluctuating wind pressure

  • Jiang, Lei;Li, Chunxiang;Li, Jinhua
    • Wind and Structures
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    • v.31 no.6
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    • pp.549-560
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    • 2020
  • Methods for stochastic simulation of non-Gaussian wind pressure have increasingly addressed the efficiency and accuracy contents to offer an accurate description of the extreme value estimation of the long-span and high-rise structures. This paper presents a linear prediction and z-transform (LPZ) based Cumulative distribution function (CDF) mapping algorithm for the simulation of multivariate non-Gaussian fluctuating wind pressure. The new algorithm generates realizations of non-Gaussian with prescribed marginal probability distribution function (PDF) and prescribed spectral density function (PSD). The inverse linear prediction and z-transform function (ILPZ) is deduced. LPZ is improved and applied to non-Gaussian wind pressure simulation for the first time. The new algorithm is demonstrated to be efficient, flexible, and more accurate in comparison with the FFT-based method and Hermite polynomial model method in two examples for transverse softening and longitudinal hardening non-Gaussian wind pressures.

Non-Gaussian features of dynamic wind loads on a long-span roof in boundary layer turbulences with different integral-scales

  • Yang, Xiongwei;Zhou, Qiang;Lei, Yongfu;Yang, Yang;Li, Mingshui
    • Wind and Structures
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    • v.34 no.5
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    • pp.421-435
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    • 2022
  • To investigate the non-Gaussian properties of fluctuating wind pressures and the error margin of extreme wind loads on a long-span curved roof with matching and mismatching ratios of turbulence integral scales to depth (Lux/D), a series of synchronized pressure tests on the rigid model of the complex curved roof were conducted. The regions of Gaussian distribution and non-Gaussian distribution were identified by two criteria, which were based on the cumulative probabilities of higher-order statistical moments (skewness and kurtosis coefficients, Sk and Ku) and spatial correlation of fluctuating wind pressures, respectively. Then the characteristics of fluctuating wind-loads in the non-Gaussian region were analyzed in detail in order to understand the effects of turbulence integral-scale. Results showed that the fluctuating pressures with obvious negative-skewness appear in the area near the leading edge, which is categorized as the non-Gaussian region by both two identification criteria. Comparing with those in the wind field with matching Lux/D, the range of non-Gaussian region almost unchanged with a smaller Lux/D, while the non-Gaussian features become more evident, leading to higher values of Sk, Ku and peak factor. On contrary, the values of fluctuating pressures become lower in the wind field with a smaller Lux/D, eventually resulting in underestimation of extreme wind loads. Hence, the matching relationship of turbulence integral scale to depth should be carefully considered as estimating the extreme wind loads of long-span roof by wind tunnel tests.

Non-Gaussian analysis methods for planing craft motion

  • Somayajula, Abhilash;Falzarano, Jeffrey M.
    • Ocean Systems Engineering
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    • v.4 no.4
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    • pp.293-308
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    • 2014
  • Unlike the traditional displacement type vessels, the high speed planing crafts are supported by the lift forces which are highly non-linear. This non-linear phenomenon causes their motions in an irregular seaway to be non-Gaussian. In general, it may not be possible to express the probability distribution of such processes by an analytical formula. Also the process might not be stationary or ergodic in which case the statistical behavior of the motion to be constantly changing with time. Therefore the extreme values of such a process can no longer be calculated using the analytical formulae applicable to Gaussian processes. Since closed form analytical solutions do not exist, recourse is taken to fitting a distribution to the data and estimating the statistical properties of the process from this fitted probability distribution. The peaks over threshold analysis and fitting of the Generalized Pareto Distribution are explored in this paper as an alternative to Weibull, Generalized Gamma and Rayleigh distributions in predicting the short term extreme value of a random process.

Simple Detection Based on Soft-Limiting for Binary Transmission in a Mixture of Generalized Normal-Laplace Distributed Noise and Gaussian Noise

  • Kim, Sang-Choon
    • ETRI Journal
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    • v.33 no.6
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    • pp.949-952
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    • 2011
  • In this letter, a simplified suboptimum receiver based on soft-limiting for the detection of binary antipodal signals in non-Gaussian noise modeled as a generalized normal-Laplace (GNL) distribution combined with Gaussian noise is presented. The suboptimum receiver has low computational complexity. Furthermore, when the number of diversity branches is small, its performance is very close to that of the Neyman-Pearson optimum receiver based on the probability density function obtained by the Fourier inversion of the characteristic function of the GNL-plus-Gaussian distribution.

Non-Gaussian time-dependent statistics of wind pressure processes on a roof structure

  • Huang, M.F.;Huang, Song;Feng, He;Lou, Wenjuan
    • Wind and Structures
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    • v.23 no.4
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    • pp.275-300
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    • 2016
  • Synchronous multi-pressure measurements were carried out with relatively long time duration for a double-layer reticulated shell roof model in the atmospheric boundary layer wind tunnel. Since the long roof is open at two ends for the storage of coal piles, three different testing cases were considered as the empty roof without coal piles (Case A), half coal piles inside (Case B) and full coal piles inside (Case C). Based on the wind tunnel test results, non-Gaussian time-dependent statistics of net wind pressure on the shell roof were quantified in terms of skewness and kurtosis. It was found that the direct statistical estimation of high-order moments and peak factors is quite sensitive to the duration of wind pressure time-history data. The maximum value of COVs (Coefficients of variations) of high-order moments is up to 1.05 for several measured pressure processes. The Mixture distribution models are proposed for better modeling the distribution of a parent pressure process. With the aid of mixture parent distribution models, the existing translated-peak-process (TPP) method has been revised and improved in the estimation of non-Gaussian peak factors. Finally, non-Gaussian peak factors of wind pressure, particularly for those observed hardening pressure process, were calculated by employing various state-of-the-art methods and compared to the direct statistical analysis of the measured long-duration wind pressure data. The estimated non-Gaussian peak factors for a hardening pressure process at the leading edge of the roof were varying from 3.6229, 3.3693 to 3.3416 corresponding to three different cases of A, B and C.

Influence of non-Gaussian characteristics of wind load on fatigue damage of wind turbine

  • Zhu, Ying;Shuang, Miao
    • Wind and Structures
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    • v.31 no.3
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    • pp.217-227
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    • 2020
  • Based on translation models, both Gaussian and non-Gaussian wind fields are generated using spectral representation method for investigating the influence of non-Gaussian characteristics and directivity effect of wind load on fatigue damage of wind turbine. Using the blade aerodynamic model and multi-body dynamics, dynamic responses are calculated. Using linear damage accumulation theory and linear crack propagation theory, crack initiation life and crack propagation life are discussed with consideration of the joint probability density distribution of the wind direction and mean wind speed in detail. The result shows that non-Gaussian characteristics of wind load have less influence on fatigue life of wind turbine in the area with smaller annual mean wind speeds. Whereas, the influence becomes significant with the increase of the annual mean wind speed. When the annual mean wind speeds are 7 m/s and 9 m/s at hub height of 90 m, the crack initiation lives under softening non-Gaussian wind decrease by 10% compared with Gaussian wind fields or at higher hub height. The study indicates that the consideration of the influence of softening non-Gaussian characteristics of wind inflows can significantly decrease the fatigue life, and, if neglected, it can result in non-conservative fatigue life estimates for the areas with higher annual mean wind speeds.

Wind Data Simulation Using Digital Generation of Non-Gaussian Turbulence Multiple Time Series with Specified Sample Cross Correlations (임의의 표본상호상관함수와 비정규확률분포를 갖는 다중 난류시계열의 디지털 합성방법을 이용한 풍속데이터 시뮬레이션)

  • Seong, Seung-Hak;Kim, Wook;Kim, Kyung-Chun;Boo, Jung-Sook
    • Journal of Korean Society for Atmospheric Environment
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    • v.19 no.5
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    • pp.569-581
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    • 2003
  • A method of synthetic time series generation was developed and applied to the simulation of homogeneous turbulence in a periodic 3 - D box and the hourly wind data simulation. The method can simulate almost exact sample auto and cross correlations of multiple time series and control non-Gaussian distribution. Using the turbulence simulation, influence of correlations, non-Gaussian distribution, and one-direction anisotropy on homogeneous structure were studied by investigating the spatial distribution of turbulence kinetic energy and enstrophy. An hourly wind data of Typhoon Robin was used to illustrate a capability of the method to simulate sample cross correlations of multiple time series. The simulated typhoon data shows a similar shape of fluctuations and almost exactly the same sample auto and cross correlations of the Robin.

Estimation of Non-Gaussian Probability Density by Dynamic Bayesian Networks

  • Cho, Hyun-C.;Fadali, Sami M.;Lee, Kwon-S.
    • 제어로봇시스템학회:학술대회논문집
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    • 2005.06a
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    • pp.408-413
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    • 2005
  • A new methodology for discrete non-Gaussian probability density estimation is investigated in this paper based on a dynamic Bayesian network (DBN) and kernel functions. The estimator consists of a DBN in which the transition distribution is represented with kernel functions. The estimator parameters are determined through a recursive learning algorithm according to the maximum likelihood (ML) scheme. A discrete-type Poisson distribution is generated in a simulation experiment to evaluate the proposed method. In addition, an unknown probability density generated by nonlinear transformation of a Poisson random variable is simulated. Computer simulations numerically demonstrate that the method successfully estimates the unknown probability distribution function (PDF).

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