Hu. Koyluoglu et al., A FASTER SIMULATION METHOD FOR THE STOCHASTIC RESPONSE OF HYSTERETIC STRUCTURES SUBJECT TO EARTHQUAKES, Soil dynamics and earthquake engineering, 15(6), 1996, pp. 359-368
A semi-analytical forward-difference Monte Carlo simulation procedure
is proposed for the determination of the lower order statistical momen
ts and the joint probability density function of the stochastic respon
se of hysteretic non-linear multi-degree-of-freedom structural systems
subject to nonstationary gaussian white noise excitation, as an alter
native to conventional direct simulation methods. The method generaliz
es the so-called Ermak-Allen algorithm developed for simulation applic
ations in molecular dynamics to structural hysteretic systems. The pro
posed simulation procedure rely on an assumption of local gaussianity
during each time step. This assumption is tantamount to various linear
izations of the equations of motion. The procedure then applies an ana
lytical convolution of the excitation process, hereby reducing the gen
eration of stochastic processes and numerical integration to the gener
ation of random vectors only. Such a treatment offers higher rates of
convergence, faster speed and higher accuracy. The procedure has been
compared to the direct Monte Carlo simulation procedure, which uses a
fourth-order Runge-Kutta scheme with the white noise process approxima
ted by a broad band Ruiz-Penzien broken line process. The considered s
ystem was a multi-dimenensional hysteretic shear frame, where the cons
titutive equation of the hysteretic shear forces are described by a bi
linear hysteretic model. The comparisons show that significant savings
in computer time and accuracy can be achieved. Copyright (C) 1996 Els
evier Science Limited.