IDEAS home Printed from https://ideas.repec.org/a/eee/phsmap/v517y2019icp280-289.html
   My bibliography  Save this article

Non-stationary stochastic modulation function definition based on process energy release

Author

Listed:
  • Marano, Giuseppe Carlo

Abstract

Many real physical events are characterized by a random nature, as for earthquakes, sea waves, wind pressure, sea waves and so on. A common way to define these events is to think them as a realization of a stochastic process, and the simplest way to model them is to adopt stationary processes characterized mainly by their frequency contents. However, sometime it is necessary to consider also their evolutionary nature in the time, in order to properly take into account the non-stationary nature, as in case of seismic records. In these circumstances, a common mathematical approach is to assume the process as a non-stationary separable one, and then a key problem is to define appropriately a modulation function able to represent the time variation of the physical event. This paper purposes a method based on the energy release velocity definition of the modulation function with the aim to represent time intensity evolution of real non-stationary phenomena. With this scope, the envelope function is assumed related to the manner in which the input energy is built-up over time. Using the Iwan and Hou mathematical formulation, the procedure defines modulation function parameters in a consistent way with excitation input energy evolution. Finally, a closed formulation is obtained to set up the modulation function coherently with the energy release velocity of a single record, or of the mean value of a class of records. An example based on a real seismic event shows the effectiveness of the proposed method.

Suggested Citation

  • Marano, Giuseppe Carlo, 2019. "Non-stationary stochastic modulation function definition based on process energy release," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 517(C), pages 280-289.
    • Handle: RePEc:eee:phsmap:v:517:y:2019:i:c:p:280-289
    DOI: 10.1016/j.physa.2018.08.039
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0378437118309701
    Download Restriction: Full text for ScienceDirect subscribers only. Journal offers the option of making the article available online on Science direct for a fee of $3,000
    File URL: https://libkey.io/10.1016/j.physa.2018.08.039?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Greco, R. & Marano, G.C. & Foti, D., 1999. "Strong motion duration effects on base isolated systems," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 274(1), pages 341-348.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Arias-Calluari, Karina & Najafi, Morteza. N. & Harré, Michael S. & Tang, Yaoyue & Alonso-Marroquin, Fernando, 2022. "Testing stationarity of the detrended price return in stock markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 587(C).
    2. Karina Arias-Calluari & Morteza. N. Najafi & Michael S. Harr'e & Fernando Alonso-Marroquin, 2019. "Stationarity of the detrended price return in stock markets," Papers 1910.01034, arXiv.org, revised Aug 2020.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.

      Corrections

      All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:phsmap:v:517:y:2019:i:c:p:280-289. See general information about how to correct material in RePEc.

      If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

      If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

      If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

      For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.journals.elsevier.com/physica-a-statistical-mechpplications/ .

      Please note that corrections may take a couple of weeks to filter through the various RePEc services.

      IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.