Probabilistic Engineering Mechanics 32 (2013) 48–55

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Probabilistic Engineering Mechanics

journal homepage: www.elsevier.com/locate/probengmech

Modeling and simulation of fluctuating wind speeds using evolutionary

phase spectrum
Jie Li a,b,n, Yongbo Peng b,c, Qi Yan a
a
School of Civil Engineering, Tongji University, 1239 Siping Road, Shanghai 200092, China
b
State Key Laboratory of Disaster Reduction in Civil Engineering, Tongji University, China
c
Shanghai Institute of Disaster Prevention and Relief, Tongji University, China

a r t i c l e i n f o a b s t r a c t

Article history: According to the characteristics of vortexes with different frequencies in atmospheric turbulence,
Received 18 April 2012 a rational hypothesis is proposed in the present paper that the time history of fluctuating wind speeds
Received in revised form can be viewed as the integration of a series of harmonic waves with the same initial zero-phase.
24 December 2012
A univariate model of phase spectrum is then developed which relies upon a single argument
Accepted 9 January 2013
associated with the concept of starting-time of phase evolution. The identification procedure of
Available online 20 January 2013
starting-time of phase evolution is detailed and its probabilistic structure is investigated through the
Keywords: estimation of the measured data of wind speeds. The univariate phase spectrum model is proved to be
Phase spectrum valid, bypassing the need of the classical spectral representation techniques in modeling the phase
Univariate model
spectrum where hundreds of variables are required. In conjunction with the Fourier amplitude
Starting-time of phase evolution
spectrum, a new simulation scheme, based on the stochastic Fourier functions, for fluctuating wind
Stochastic Fourier functions
Fluctuating wind speeds speeds is developed. Numerical and experimental investigations indicate that the proposed scheme
Wind field measurements operates the accurate simulation of fluctuating wind speeds efficiently that matches well with the
measured data of wind fields by revealing the essential relationship among the individual harmonic
waves. The univariate phase spectrum model exhibits the potential application for the accurate analysis
and reliability evaluation of random wind-induced responses of engineering structures.
& 2013 Elsevier Ltd. All rights reserved.

1. Introduction spectral representation method has developed into a comprehen-

The numerical methods used in the computation of wind-
induced responses of structures are typically divided into the
frequency and time schemes. The frequency scheme has the
benefits on computational efficiency in case of analysis of linear
structural systems. It is not, however, suitable to the structural
systems exhibiting significant nonlinear behaviors, such as the
large-span bridges, the high-rising structures and the transmis-
sion lines. While the time scheme provides an efficient means for
accurately securing the response behaviors of this family of
nonlinear structural systems.
The fluctuating wind speeds used in the time scheme is usually
simulated by virtue of numerical schemes [7]. The spectral
representation method is viewed as one of well-investigated
schemes of numerical simulations. It was used to simulate one-
dimensional stationary processes of single variable at the begin-
ning of its development in 1950s [13]. In the last half century, the
n
Corresponding author at: School of Civil Engineering, Tongji University,
1239 Siping Road, Shanghai 200092, China. Tel.: þ86 21 65983526;
fax: þ 86 21 65986345.
E-mail address: lijie@tongji.edu.cn (J. Li).
sive numerical scheme for simulating the multi-dimensional non-
stationary processes of multiple variables [15–17], and received
wide applications in the simulation of fluctuating wind speeds
[7,18]. The mathematical foundation of the spectral representa-
tion method is the superposition of harmonic waves with random
phases whereby the stochastic processes can be simulated in
accordance with the desirable power spectrum. It is noted that,
however, the mathematical foundation of spectral representation
methods at least exhibits three challenges [8,,10]: (1) The spectral
representation method is essentially a simulation scheme towards
the second-order moments of stochastic processes where the
magnitude of harmonic wave is derived from the objective power
spectral density, and the validation of results of the numerical
simulation is also carried out using the objective power spectral
density by measuring its correlation and the numerical power
spectral density. While the probabilistic information included in
the simulated stochastic process is not beyond the original second-
order moment since the power spectral density belongs to the
second-order moment of stochastic process in essence. (2) The
spectral representation method encounters the challenges of
sample resurgence due to its ensemble properties whereby the
components of stochastic processes cannot secure the physical

0266-8920/$ - see front matter & 2013 Elsevier Ltd. All rights reserved.
http://dx.doi.org/10.1016/j.probengmech.2013.01.001
 J. Li et al. / Probabilistic Engineering Mechanics 32 (2013) 48–55 49

structure of sample processes in real world. (3) The initial phases
used in the spectral representation method are typically indepen-
dent stochastic variables distributed in the frequency domain
½0,2p with uniform distribution. This treatment results in a
dramatic number increase of stochastic variables used in the
numerical simulation of fluctuating wind-speed fields. The number
of the stochastic variables is usually 400–600. Moreover, the
essential relationship between the frequency phases, the frequency
phase and energy is not included. The shortages with consequence
of these challenges are evident that the numerical simulation of
wind speeds for stochastic dynamic analysis of structures using the
spectral representation method is not only computationally time-
consuming but also limited in statistical solution rather than
probability density function of responses. The probabilistic solution
hinged on statistical moments thus results in the difficulties of
accurate assessment of structural reliability.
As an insight into the challenges inherent in the classical
spectral representation methods, a new perspective towards accu-
rate model and simulation of dynamic excitations using stochastic
Fourier function was proposed [1,12]. The excitation processes,
such as earthquake ground motions, fluctuating wind speeds and
sea waves, can be decomposed into magnitude component and its
phase counterpart employing the Fourier transform. The two
components correspond to the Fourier magnitude spectrum and
the Fourier phase spectrum. The Fourier magnitude spectrum is
essentially a spectral decomposition on the energy of dynamic
excitations. A physical model in Fourier magnitude spectrum of
fluctuating wind speeds was derived from the profound investiga-
tions of mechanism of atmosphere turbulence very recently [11].
The Fourier phase spectrum is typically used to control the wave
shape of time histories and reflects their non-Gaussian properties
[14].
Based on the above background, an evolutionary phase spec-
trum, expressed by a function in a time argument associated with
the concept of starting-time of phase evolution of frequency
number of the finite-length time series; Dt indicates the time
interval of sampling, which is reciprocal to ptheffiffiffiffiffiffiffi frequency of
sampling F n ; i denotes the imaginary unit 1. The type of
transform, defined in Eq. (1), with a finite sum by the square root
of the time duration has advantages over the conventional Fourier
transform that the power spectral density derived from the
former exhibits behavior of time-duration independence. This
treatment allows a time-scaled process of simulated fluctuating
wind speeds that will be used in the following development.
Obviously, FðnÞ denotes the Fourier spectrum of the fluctuating
wind speed uðtÞ, and can be written into a product of two parts,
Fourier magnitude and Fourier phase:
 
FðnÞ ¼ FðnÞexpðijðnÞÞ ð2Þ
 
here FðnÞ denotes the Fourier magnitude spectrum while jðnÞ
denotes the Fourier phase spectrum.
The values of Fourier phase spectrum are usually defined in
the domain ½0,2pÞ. Using the measured data of wind speeds, one
can investigate its Fourier phase spectrum (named measured
Fourier phase spectrum). One sample time history of wind speeds
and its Fourier spectrum, including the Fourier magnitude and
Fourier phase spectra, are shown Fig. 1. It is seen from Fig. 1(c) that
there is no significant correlation among phase values, indicating a
straightforward challenge in numerically modeling of phase spec-
trum. Since the values of trigonometric functions are free to the
times of 2padded at the phase, some investigators defined the
principal values of phase spectrum of seismic ground accelerations
in the domain ½0,2pÞ while its absolute values were defined in the
domain ½0,1Þ. This treatment made a practical rule for the value of
phase spectrum [6]. Referring to the preceding routine, the principal
values of phase spectrum of fluctuating wind speeds jp ðnÞ is
8
Velocity [m×sec-1]

components, is proposed for modeling and simulation of fluctu-

ating wind speeds in the present paper. The evolutionary phase 0
spectrum allows a feasible simulation scheme just using only one
variable of the starting-time that includes the essential relation-
ship between the frequency phases, the frequency phase and -8
0 100 200 300 400 500 600
energy. It bypasses the need of the classical spectral representa-
Time [sec]
tion techniques where hundreds of variables are required to
construct the phase spectrum. The sections arranged in this paper
are distributed as follows. Section 2 is dedicated to illustrating the 102
Amplitude [m×sec-1/2]

phase spectrum and its principal values. The definition of

starting-time of phase evolution and the integration scheme of
100
the evolutionary phase spectrum are developed in Section 3.
Section 4 details the numerical and experimental investigations
10-2
of probabilistic structure of starting-time of phase evolution. The
simulation of fluctuating wind speeds and sample validation are
10-4 -3
carried out in Section 5. The concluding remarks are included in 10 10-2 10-1 100
the final section. Frequency [Hz]

2π
2. Phase spectrum and its principal values
Phase [rad]

A discretely measured process of fluctuating wind speeds uðtÞ

π
within finite time is employed as the illustrative example. Using
the Fourier transform, the frequency counterpart of the fluctuat-
ing wind speed uðtÞ can be defined by [12]
0
1 X Nt 10-3 10-2 10-1 100
F ðnÞ ¼ pffiffiffi uðjDtÞexpði2pnjDtÞDt ð1Þ Frequency [Hz]
Tj¼0
Fig. 1. Phase spectrum and its principal values: time history of measured
where n denotes the natural frequency in unit Hz; T denotes the fluctuating wind speeds and its Fourier spectrum: (a) time history of wind speed;
time duration of the fluctuating wind speed uðtÞ; Nt denotes the (b) Fourier amplitude spectrum and (c) Fourier phase spectrum.
50 J. Li et al. / Probabilistic Engineering Mechanics 32 (2013) 48–55
introduced in the present paper:
jp ðnÞ ¼ modðjðnÞ,2pÞ
where the subscript p is the symbol indicating the principal values
in the domain ½0,2pÞ. modðUÞ operates a complementation on its
arguments. The phase spectrum jðnÞ is defined at its absolute
values in domain ½0,1Þ. Any values of jðnÞ can be rendered into the
corresponding principal values jp ðnÞ using the complementation
scheme by 2p.
3. Evolutionary phase spectrum
3.1. Evolutionary velocity of phase
Limited in the measurement conditions, the turbulence velo-
city of spatial points at any instants of time is difficult to be
obtained. The celebrated Taylor’s frozen-flow hypothesis is to
view the turbulence flow in spatial variables as that in temporal
variables at one spatial point [19]. It is indicated that the time
history of fluctuating wind speeds in temporal variables at the
same spatial point is in accordance with the distribution field of
fluctuating wind speeds in spatial variables at the same instant of
time. The spatial variables are defined in the range of length L
along the main wind flow, L ¼ UT, and U denotes the mean wind
speed; T denotes the time interval of measured fluctuating wind
speeds. This hypothesis underlies almost all the turbulence mea-
surements since it was proposed [2].
It is well understood that the measured data of wind speeds
denotes the floating velocity of different gaseous particles at the
spatial point. The wind speed consists of the mean wind speed
and fluctuating wind speed. It is deduced from the Taylor’s frozen-
flow hypothesis that if the anemoscope moves along the main wind
flow at the same velocity as the mean wind speed, the velocity of a
gaseous particle at different spatial locations will be recorded that is
identical to the fluctuating wind speed. In this sense, the time
history of fluctuating wind speeds could be viewed as the long-
itudinal vibration velocity of the gaseous particle moving towards
the main flow with the velocity of mean wind speed.
The vibration velocity of these gaseous particles is typically the
integration of movements of a series of vortexes with different
scales and different frequencies in physics. The representative
vibration velocity of vortexes can be denoted as follows [5]:
qffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffi
 2 ffi
vðnÞ ¼ FðnÞ Dn ð4Þ
where Dn indicates the frequency interval of sampling, which is
reciprocal to the time duration of sampling T .
t0
v(n)τ
l(n)
t1
Fig. 2. Evolutionary velocity of phase: schematic diagram of phase angle change of
harmonic waves.
Summarizing the square values of the vibration velocity of
vortexes in the set of all frequencies, the total energy included in
ð3Þ
the time history of fluctuating wind speeds is deduced:
X
m X
m  
E¼ v2 ðni Þ ¼ Fðni Þ2 Dn ð5Þ
i¼0 i¼0
here m denotes the number of frequency points relevant to the
Fourier spectrum.
The ratio of distance of vortex with representative vibration
velocity vðnÞ marching in the time interval ½t 0 ,t 1  to its wavelength
indicates the period times of vortex propagates in this time
interval. Each period corresponds to the time whereby the phase
change goes through 2p in magnitude, as shown in Fig. 2. The
phase change DjðnÞ of vortexes with different scales and different
frequencies, in the time interval t, can be written as
vðnÞt
Djðn, tÞ ¼ 2p ¼ vðnÞkðnÞt ð6Þ
2plðnÞ
where t ¼ t 1 t 0 ; lðnÞ denotes the wavelength of vortex that
represents the scale of vortex; kðnÞ denotes the wave number
which is reciprocal to lðnÞ:
n
kðnÞ ¼ 2p ð7Þ
U
Differential of Eq. (6) with respect to time t, we can obtain the
evolution velocity of phase of vortexes with different frequencies:
Dj
_ ðnÞ ¼ vðnÞkðnÞ ð8Þ
It is seen that the evolution velocity of phase Dj
_ ðnÞ relies on the
scale and energy of vortexes.
3.2. Starting-time of phase evolution and its identification
It is indicated in Eq. (8) that the vortexes with different
frequencies exhibit different vibration velocities that results in
different phase evolution velocities of these vortexes. The phase
of vortexes with low frequencies and large scales, in general
sense, varies slowly while that of vortexes with high frequencies
and small scales varies sharply. One might image that a real
process of fluctuating wind speeds can be viewed as the integra-
tion of a series of harmonic waves propagating from the same
initial phase in time Te. The straightforward value of the initial
phase is zero, as shown in Fig. 3. The recorded time history of
wind speeds, therefore, can be mathematically derived from an
integration of a series of harmonic waves with zero initial phases
in time T e . The argument employed here Te is named starting-
time of phase evolution in units second.
Using the measured time history of wind speeds, the specific value
of T e can be identified. For illustrative purposes, a sample of 10-min
fluctuating wind speeds is investigated whereby the sampling fre-
quency is 10 Hz. The identification procedure of T e is listed as follows:
Step 1: Solutions
  of Fourier transform, Fourier amplitude
spectrum FðnÞ and phase spectrum jðnÞ, of the sample time
V
Te
Fig. 3. Starting-time of phase evolution and its identification: schematic diagram
of starting-time of phase evolution.
 J. Li et al. / Probabilistic Engineering Mechanics 32 (2013) 48–55 51

history are derived using Eqs. (1) and (2). The evolution
velocity of phase Dj
_ ðnÞ of vortexes with different frequencies 8
is then obtained by introducing Eq. (8). 6

Velocity [m×sec-1]
4 Wave 3
Step 2: Marking the starting time of the time history as the 2
initial time, and inversely propagating the wave along with 0
time axis t (t is positive value for computing convenience), the -2
phase values of vortexes with different frequencies are deduced -4 Wave 2
Wave 1
-6
from the following equation:
-8
jðn,tÞ ¼ jðn,0ÞvðnÞkðnÞt ð9Þ 0 100 200 300 400 500 600
Time [sec]

Step 3: The principal phase values jp ðn,tÞ can be obtained by

scaling the phase values jðn,tÞ into the domain ½0,2pÞ. If the
principal phase values of vortexes are all zero at a typical
moment, the corresponding time t is the starting-time of phase
evolution T e .

Obviously, it is extremely difficult to derive the exact solution

of the starting-time. Numerical procedure is a practical choice
that a simple scheme is proposed here:
The initial phase of the vortex with the lowest frequency is
defined as jðn1 ,0Þ, and its characteristic velocity is defined as
vðn1 Þ. Propagating the wave inversely from the commencement of
time history, a series of values of time quantity T 0 , whereby the
principal phase value jp ðn1 ,T 0 Þ ¼ 0, can be derived from the
following equation:
jðn1 ,0Þ 2pw
T0 ¼ þ , w ¼ 1,2,3,::: ð10Þ
vðn1 Þkðn1 Þ vðn1 Þkðn1 Þ
where T 0 is a time quantity with positive values; w denotes the
number domain of starting-time that belongs to natural numbers.
Each value of w corresponds to a T 0 . The phase value at a typical
T 0 is solved by
jðni ,T 0 Þ ¼ jðni ,0Þvðni Þkðni ÞT 0 , i ¼ 1,2,:::,m1 ð11Þ Fig. 4. Starting-time of phase evolution and its identification: schematic diagram
for identification of starting-time of phase evolution: (a) time history of fluctuat-
It is noted that the former frequency points with lower frequency ing wind speeds and its former three components of harmonic waves; (b) phase
values occupy the primary information included in the wave, and evolution of harmonic waves and (c) phase transformation into domain ðp, p.
they are the main factors contributing to wind-induced responses
of engineering structures. The number of frequency points used in
the numerical procedure is typically m1 ¼ 10, and the correspond- the three harmonic waves are 0.4454p, 0.2495pand  0.5332p.
ing frequency domain is ½1=600,1=60 Hz. The number domain of The solid lines in Fig. 4(b) indicate the phase evolution of the
starting-time is also limited to be wr 106 due to computational three harmonic waves using Eq. (10). The slope of the lines
costs. If T 0 , in this number domain, satisfies the following condition represents the velocity of phase evolution. Fig. 4(c) shows the
of maximum deviation: phase shift into the domain ðp, p.
The identification process can be explained according to
p=4 o jpc ðni ,T 0 Þ o p=4, i ¼ 1,2,. . .,m1 ð12Þ Fig. 4(c): when the harmonic wave with the first frequency,
and the condition of weighting-constraint: labeled Wave1, crosses the line of zero-phase, the corresponding
time is T 0 defined in Eq. (11). In the process of zero-phase crossing
m2
X  
  of the Wave1, if other harmonic waves, labeled Wave2 and Wave3,
min ðm2 iÞjpc ðni ,T 0 Þ ð13Þ
i¼1
for example, just locate in the domain ðp=4, p=4Þ, the correspond-
ing time might be the desirable starting-time of phase evolution
where m2 ¼ 100 denoting the number of frequency points used in T e ; see T 0 at the case of p ¼ 3 in Fig. 4(c). The constraint condition
condition of the weighting-constrain. The corresponding T 0 is then defined in Eq. (13) is required to validate the potential starting-
viewed as the desirable starting-time of phase evolution. time of phase evolution.
In Eq. (13), jpc ðni ,T 0 Þ are the principal values of phase After the starting-time T e is derived, the simulated phase
spectrum mapping from their original frequency domain into spectrum jðn,T e Þ of real time history can be readily built up.
the principal frequency domain ðp, p. The mapping function is Actually, since all the initial phases of harmonic waves are
simply written as follows: defined to be zero, the simulated phase spectrum, namely evolu-
(
jp ðni ,T 0 Þ ð0 r jp ðni ,T 0 Þ r pÞ tionary phase spectrum, can be given by
jpc ðni ,T 0 Þ ¼ j ðn ,T Þ2p ðj ðn ,T Þ 4 pÞ ð14Þ
p i 0 p i 0 jðn,T e Þ ¼ vðnÞkðnÞT e ð15Þ

For illustrative purposes of the above-mentioned identification
procedure, the time history of fluctuating wind speeds included in
Fig. 1 and its harmonic waves with the former three frequencies
are shown in Fig. 4(a). The three frequencies are 1/600 Hz,
1/300 Hz and 1/200 Hz, respectively. The initial phase values of
In conjunction with the measured Fourier amplitude spectrum,
the time history of the wave can be simulated using an inverse
Fast Fourier Transform.
The simulated time history would be in accordance with the
original in theory. They arise to be, however, a certain difference
52 J. Li et al. / Probabilistic Engineering Mechanics 32 (2013) 48–55

π 1
Histogram
Gamma Distribution
Phase [rad]

π/2
0.8
0
-π/2 Measured 0.6

PDF
Simulated
-π 0.4
0 0.005 0.01 0.015 0.02 0.025 0.03 0.035 0.04
Frequency [Hz] 0.2
5 ×109
Measured 0
4 Simulated 0 0.5 1 1.5 2 2.5 3 3.5 4 4.5 5
3 Time [sec]
Velocity [m×sec-1]

2
1
0 1
Histogram
-1 Gamma Distribution
0.8
-2
-3
0.6

PDF
-4
-5 0.4
0 100 200 300 400 500 600
Time [sec] 0.2

Fig. 5. Starting-time of phase evolution and its identification: comparison of 0 ×109

simulated and measured time histories of fluctuating wind speeds at height 28 m 0 0.5 1 1.5 2 2.5 3 3.5 4 4.5 5
on: (a) principal phase values and (b) wave structure. Time [sec]

Fig. 6. Probabilistic structure of starting-time of phase evolution: probability

distribution histogram and fitting Gamma distribution of starting-time Te: (a) PDF
in details due to the criterion of starting-time identification with fitting using 800 samples and (b) PDF validation using another 1200 samples.
relax condition, though the principal information is reserved.
Towards obtaining the measured data of strong winds, we
built up an observation platform at a certain site of East China in probabilistic characteristic can be described by the Gamma dis-
2006. Four supersonic anemometers were mounted on the main tribution; see Fig. 6(a).
tower at 10 m, 20 m, 28 m and 43 m along the height of the The Gamma distribution is a two-parameter family of contin-
anemometer tower, respectively [20]. Significant amount of wind- uous probability distributions. It is frequently a probability model
speed data has been obtained in the past 5 years. Fig. 5 shows the for waiting time; for instance, in life testing. The equation defining
simulated phase spectrum and simulated time history of a mea- the probability density function (PDF) of a gamma-distributed
sured data of wind speeds at a specified point. The starting-time of random variable x is given by [4]:
phase evolution is identified to be 1.2792E6 s. It is seen from
Fig. 5(a) that the difference between original and simulated phase expðx=yÞ
f ðx; y,kÞ ¼ xb1 ð16Þ
spectra arises to be smaller in frequency domain less than 0.02 Hz, yb GðbÞ
while the difference arises to be larger in frequency domain more
than 0.02 Hz. It is also indicated in Fig. 5(b) that except the where y denotes a scale parameter, and b denotes a shape
difference in the higher frequency domain, the measured and parameter. The two parameters both will be positive values.
simulated time histories match well. The correlation coefficient G denotes the Gamma function. Using the measured data, the
between two time histories is 0.81 (it is 1.0 in case of coincidence). shape parameter b can be estimated as follows [4]:
It is thus concluded that the simulating objective is achieved.
qffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffi
3s þ ðs3Þ2 þ 24s
b ð17Þ
12s
4. Probabilistic structure of starting-time of phase evolution where sdenotes the difference between log-value of mean and
mean of log-value of measured variables:
It is indicated in the previous section that any a time-history
sample of wind speeds can be viewed as the integration of a series !
1XN
1XN
of harmonic waves propagating from the time where all the initial s ¼ ln xi  lnðxi Þ ð18Þ
Ni¼1 Ni¼1
phases are zeros to the time T e . Actually, the time argument T e is
a random variable in case that a random process of fluctuating
wind speeds is investigated. One might realize that the sample set The mean of Gamma distribution is recognized as by, indicating
of a time history of fluctuating wind speeds can be obtained by that the scale parameter y can be readily computed by
modeling in conjunction with the Fourier amplitude spectrum if
the probabilistic distribution of T e can be derived using the 1 X N
y¼ x ð19Þ
classical statistical techniques. The stochastic Fourier function is bN i ¼ 1 i
thus valid to represent the time history of fluctuating wind speeds.
We collect 800 time histories of 10-min wind speeds from our Using the 800 samples of fluctuating wind speeds, the parameters
observation platform. Using the identification procedure mentioned of model are derived: b  1:1, y  8:2  108 s. This model has been
in the previous section, the starting-times of phase evolution T e of tested using other 1200 samples of measured data of 10-min wind
the 800 samples of fluctuating wind speeds are obtained. It is speeds. It is shown in Fig. 6(b) that the model is applicable for
proved in the statistical model and analysis of T e that its engineering practices.
 J. Li et al. / Probabilistic Engineering Mechanics 32 (2013) 48–55 53

5. Simulation of fluctuating wind speeds a new concept of modeling of fluctuating wind speeds using
stochastic functions [12]. The stochastic function has the following
5.1. Stochastic Fourier functions general formulation:

As was mentioned in the first section, the spectrum represen-   1 X Nt

F n; Z, g ¼ pffiffiffi uðjDt; Z, gÞexpði2pnjDtÞDt ð20Þ
tation is a widely-used simulation method for modeling fluctuat- Tj¼0
ing wind speeds based on the power spectrum density. This
method, however, adapts to the stationary stochastic process in where Z and g are measurable physical quantities influencing on
essence due to just second-order moment information included in stochastic process of fluctuating wind speeds. g denotes a determi-
the power spectrum density [8]. Having the knowledge of shortages nate quantity, while Z denotes a stochastic quantity. The sample
inherent in the classical spectrum representation, we have proposed process of fluctuating wind speeds is in dependence upon the
realization of Z.
As was indicated previously, a Fourier spectrum consists of
102 Fourier amplitude spectrum and Fourier phase spectrum. The
Power -1
Fourier amplitude spectrum can be viewed as a spectrum decom-
Amplitude [m×sec-1/2]

101 position of energy carried by fluctuating wind speeds with beha-

Power -5/3 viors either in stationary stochastic processes or in non-stationary
100 stochastic processes. According to the physical perspectives of
atmosphere turbulence and its theorem, we have built up a
10-1 ‘‘bilinear’’ model of stochastic Fourier amplitude spectrum in wave
number [11]:
10-2 -3 8 pffiffiffiffiffiffi
10 10-2 10-1 100 101 > un 1=2
ðkl ok r kc Þ
  < a1 ðkzkc Þ1=3 k
Frequency [Hz] FðkÞ ¼ pffiffiffiffiffiffi ð21Þ
> un 5=6
: a1 ðkzÞ1=3 k ðk Zkc Þ
Fig. 7. Stochastic Fourier functions: bilinear model of Fourier amplitude spectrum.

2π
0.2
π 0.1
0 0
0 1 2 3 4 5 0 π/2 π 3π/2 2π
2π
0.2
π 0.1
0 0
0 1 2 3 4 5 0 π/2 π 3π/2 2π
Phase [rad]

2π 0.2
PDF

π 0.1
0 0
0 1 2 3 4 5 0 π/2 π 3π/2 2π
2π 0.2
π 0.1
0 0
0 1 2 3 4 5 0 π/2 π 3π/2 2π
2π
0.2
π 0.1
0 0
0 1 2 3 4 5 0 π/2 π 3π/2 2π
Frequency [Hz] Phase [rad]

8
4
0
-4
-8
0 100 200 300 400 500 600
8
4
0
-4
Velocity [m×sec-1]

-8
0 100 200 300 400 500 600
8
4
0
-4
-8
0 100 200 300 400 500 600
8
4
0
-4
-8
0 100 200 300 400 500 600
8
4
0
-4
-8
0 100 200 300 400 500 600
Time [sec]

Fig. 8. Simulation of fluctuating wind speeds: evolutionary phase spectrum and simulated time history of fluctuating wind speeds at height 28 m: (a) principal values and
their distributions and (b) simulated fluctuating wind speeds.
54 J. Li et al. / Probabilistic Engineering Mechanics 32 (2013) 48–55

where a1 denotes the Kolmogorov constant of one-dimensional
energy spectrum; kc denotes the cut-off wave number; kl denotes a
lower-boundary of wave number; un denotes the shear wave
speed; k denotes the von Karman’s constant; z denotes the height
of spatial point of interest.
In the model, the elementary random variables are defined as
the roughness coefficient z0 and 10-min mean wind speed U 10 ,
respectively. This model is used in the following investigations to
represent the Fourier amplitude spectrum integrated into the
simulation of fluctuating wind speeds, as shown in Fig. 7. It is
indicated that the amplitude values satisfy the power ‘‘ 1’’ in the
sub-domain of shear energy-containing, while they satisfy the
power ‘‘ 5/3’’ in the inertial sub-domain. Here, we use a straight-
wind speeds at the height 28 m. It is indicated that the ampli-
tudes and wave characteristics between the simulated and the
measured are of similarity. The simulated fluctuating wind speed
exhibits the sort of non-stationary characteristics.
Using the probability density evolution method (PDEM) devel-
oped in recent years [9], we can derive the time-dependent
probability density function of simulated and measured fluctuating
Simulated
5
0

Velocity [m×sec-1]
forward term ‘‘bilinear’’ to account the observed spectral behavior -5

in the logarithmic coordinates though the spectral representation 100 110 120 130 140 150 160 170 180 190 200
Measured
of the defined model is not really bilinear in the linear coordinates. 5

0
5.2. Simulation of fluctuating wind speeds
  -5
In conjunction with the Fourier amplitude spectrum FðnÞ 100 110 120 130 140 150 160 170 180 190 200
included in Fig. 7 and the phase spectrum jðnÞ derived from Time [sec]
Eq. (15), the sample Fourier spectrum can be obtained employing
Eq. (2). The Fourier spectrum can be extended into two-side Simulated
spectrum whereby the time history of fluctuating wind speeds is 5
then derived employing inversely discrete Fourier transform:
0 1 0
Nf
pffiffiffi X
Velocity [m×sec-1]

uðtÞ ¼ Re@ T FðjDnÞexpði2pjDntÞDnA ð22Þ -5

j¼0 100 110 120 130 140 150 160 170 180 190 200
Measured
where ReðUÞdenotes the real counterpart of complex values; N f 5
denotes the number of the finite-length frequency series.
0
The principal values of evolutionary phase spectrum and their
distribution, using any 5 samples of starting-time T e through the -5
measured data of wind speeds at height 28 m, are shown in Fig. 8. 100 110 120 130 140 150 160 170 180 190 200
The 5 starting-times are sequentially employed as 3.2853E9 s, Time [sec]
2.8093E9 s, 4.4406E9 s, 1.6869E9 s and 3.8006E8 s from above
down to below. Fig. 8(c) shows the time histories of wind speeds Simulated
5
corresponding to the 5 samples. It can be seen that the principal
values of phase spectrum exhibit the mathematical structure with 0
Velocity [m×sec-1]

uniform distribution in domain ½0,2pÞ. The simulated time his-

tories of wind speeds elucidate the validity and applicability of -5
the developed simulation scheme of fluctuating wind speeds. 100 110 120 130 140 150 160 170 180 190 200
Measured
5
5.3. Validation of simulated fluctuating wind speeds
0

As was mentioned in the previous sections, the fluctuating

-5
wind speed is a family of random processes with zero mean. The 100 110 120 130 140 150 160 170 180 190 200
measured fluctuating wind speeds, however, was proved to be of Time [sec]
non-stationary characteristics [3]. Fig. 9 shows the time histories
of standard deviation of the simulated and measured fluctuating Simulated
5
Std.D[m×sec-1]

2.5
Velocity [m×sec-1]

Simulated
0
2
1.5 -5
1 100 110 120 130 140 150 160 170 180 190 200
0 100 200 300 400 500 600 Measured
Time [sec] 5
Std. D [m×sec-1]

2.5 0
Measured
2
-5
1.5
100 110 120 130 140 150 160 170 180 190 200
1 Time [sec]
0 100 200 300 400 500 600
Time [sec] Fig. 10. Validation of simulated fluctuating wind speeds: contours of probability
density function surface of simulated and measured fluctuating wind speeds at
Fig. 9. Validation of simulated fluctuating wind speeds: time history of standard different heights: (a) height 10 m; (b) height 20 m; (c) height 28 m and (d) height
deviation of simulated and measured fluctuating wind speeds at height 28 m. 43 m.
 J. Li et al. / Probabilistic Engineering Mechanics 32 (2013) 48–55
wind speeds at different heights, respectively. Fig. 10 shows the
contour of the probability density function surface in the time
interval ½100,200 s. It is seen that the two PDF contours have
significant similarities whether on the shape and distribution,
indicating that the stochastic phase spectrum model developed
in the present paper is of high confidence.
6. Concluding remarks
In the present paper, we propose a rational hypothesis that a
time history of fluctuating wind speeds can be viewed as the
integration result of a series of harmonic waves with the same
initial zero-phase propagating in interval of starting-time T e . This
hypothesis has its rigorous mathematical origin, and provides a
new perspective towards the efficiently modeling of random
processes and random fields just using a univariate phase model.
For the investigated case, 800 samples of measured wind speeds are
used to statistically deduce the probabilistic structure of starting-
time T e . This probabilistic structure is proved to be valid through
examination of other 1200 samples of wind data. Having the
random variable T e , the probabilistic model of phase spectrum
can be readily derived. In conjunction with the Fourier amplitude
spectrum, the accurate simulation of fluctuating wind speeds is
achieved.
Comparative against the traditional methods for simulation of
random processes, the univariate model based phase spectrum
operates the simulation of random process more efficiently by
revealing the essential relationship between the individual
harmonic waves. This univariate model exhibits the potential
application for the accurate analysis and reliability evaluation of
random wind-induced responses of engineering structures.
Acknowledgments
The supports of the National Natural Science Foundation of
China (Grant no. 50621062), the Program for Shanghai Pujiang
Talents (Grant no. 11PJ1409300), the Exploratory Program of
State Key Laboratory of Disaster Reduction in Civil Engineering
at Tongji University (Grant no. SLDRCE11-B-04), and the
55
Fundamental Research Funds for the Central Universities are
highly appreciated.
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