Transcript Slide 1

Open Seminar
at Tokyo Polytechnic University
POD AND NEW INSIGHTS
IN WIND ENGINEERING
LE THAI HOA
Vietnam National University, Hanoi
PART 1
CONTENTS
 Introduction
 POD and its Proper Transformations
in Time Domain and Frequency Domain
 New Insights in Wind Engineering
Topic 1: POD and Pressure Fields
Topic 2: POD and Wind Fields, Wind Simulation
Topic 3: POD and Response Prediction
Topic 4: POD and System Identification
 Further Perspectives and Development
BRIEF PROFILE
Global COE Associate Professor
Global Center of Excellence (GCOE) Program
Wind Engineering Research Center (WERC)
Tokyo Polytechnic University (TPU)
1583 Iiyama, Atsugi, Kanagawa, Japan, 243-0297
Email. [email protected]
On the temporary leave from
Vietnam National University, Hanoi (VNU)
College of Technology (COLTECH)
Faculty of Engineering Mechanics
144 Xuanthuy, Caugiay, Hanoi
Email. [email protected]
• Education
• Working Experience
• Research Experience
• Awards
Research Experience and Interests
 Wind-induced vibrations of civil structures with emphasis on
aeroelastic stability analysis (Flutter Instability); Gust response
prediction (Buffeting Response) of structures;
Cable aerodynamics
 Wind-resistant design of structures with coding and
specification; wind tunnel tests
 Proper Orthogonal Decomposition and its Proper
Transformations with applicable for analysis, simulation,
response prediction and system identification of wind effects
on structures
 Time – Frequency Analysis (TFA) and its Applications with
applicable for analysis, simulation, response prediction and
system identification of wind effects on structures
 Structural Health Monitoring and Assessments
INTRODUCTION (1)
Proper Orthogonal Decomposition (POD), known as some
other names as Principal Component Analysis (PCA)and the
Karhunen-Loeve Decomposition (KLD), has been applied
popularly in many engineering fields and in the wind
engineering as well.
Mathematically, the POD is actually matrix decomposition
using eigen problems with concepts of eigenvalues and
eigenvectors. But used for either correlated or non-correlated multivariate random data
 Main advantages are that analysis and synthesis of multivariate random data through simplified (reduced-order)
description of few number of fundamental low-order
eigenvalues associated with their eigenvectors.
INTRODUCTION (2)
 Multivariate random data can be reorganized and
represented under the matrix forms, then are decomposed
using the POD.
It isNormally,
noted that
multivariate
random
data in
the wind

either
zero-time-lag
covariance
matrix
or cross
spectral matrix
of the
multivariate
random
data such
are used,
engineering
(mostly
correlated
data)
are many
as
corresponding
to the time
domain
and the
frequency
domain
turbulent
wind fields,
surface
pressure
fields,
aerodynamic
formulations
forces
and so on, for which the POD can be applicable.
 The POD and its Proper Transformations have been
branched by either the Covariance Proper Transformation
(CPT) in time domain or the Spectral Proper Transformation
(SPT) in the frequency domain.
However, only the CPT has been widely used so far in the
wind engineering to some extent.
Objectives of Research
(1) Better understanding about POD and its recent applications
for the wind engineering topics
(2) Some new insights of the POD’s recent applications in the
wind engineering topics, concretely as
Analysis and Synthesis of Pressure Fields; Digital Simulation
of Turbulent Wind Fields; Stochastic Response Prediction of
Structures; and System Identification of Structures
Under the lights of both time domain and frequency
domain.
POD AND ITS TRANFORMATIONS
IN TIME DOMAIN AND
FREQUENCY DOMAIN






Eigenvalue-based Matrix Decompositions
Proper Orthogonal Decomposition (POD)
Covariance Matrix and Cross Spectral Matrix
Covariance Proper Transformation (CPT)
Spectral Proper Transformation (SPT)
Recent Applications of POD
Eigenvalue-based Matrix Decomposition
 Since the multivariate random data can be represented under the
matrix form, the matrix decomposition techniques can be exploited,
concretely the eigenvalue-based matrix decompositions used.
Decomposition
Forward
Eigenvalue-based Matrix
Decomposition
Field
Backward
Reconstruction
Proper Orthogonal
Schur
Singular Value
Eigen Decomposition
Decomposition(SD) Decomposition(SVD) Decomposition(POD)
(ED)
A  VDV T
A: real, square
V: orthogonal
A  VUV *T
A: complex, square
V: unitary
A  VDV *T
A  SDV *T
A: complex, rectangular A: complex, square
S, V: unitary
V: unitary
Fig. 1 Eigenvalue-based matrix decomposition
POD
 Proper Orthogonal Decomposition (POD) is as eigenvaluebased (orthogonal) matrix decomposition methods. Then,
the matrix is approximated in the reduced-order model
based in its eigenvalues and eigenvectors.
 POD is considered as mathematical tool (eigenvalue-based)
used to decompose and approximate the random fields
under more simplified ways; low-dimensional approximate
description of high-dimensional process.
POD branched by (1) Covariance Proper Transformation
based on covariance matrix
(2) Spectral Proper Transformation
based on cross spectral matrix
Overall Overviews
 Actually, the POD has been developed by several people.
Principal Component Analysis (PCA) firstly introduced by
Pearson (1901), Hotelling (1933)
 Karhunen-Loeve Decomposition (KLD) by Loeve (1945) and
Karhunen (1946) and others
 POD might be named by Lumley (1970), Holmes and
Lumley (1996) with first application for studying
turbulence and coherence structures in fluid media
 POD and wind engineering (pressure fields) have
pioneered by Holmes (1987,1990), Bienkiewicz (1995),
Tamura (1997, 1999, 2001)
Applications of the POD in the wind engineering still are
evolving
Matrix Representation of Random Fields
 Multi-variate random fields (wind velocities, pressure, force…)
consisting of N-point time series) are represented
comprehensively using matrix forms of either Covariance Matrix
or Cross Spectral Matrix
For example:
 (t )  {1 (t ),2 (t ),... , N (t )}
T
2(t) 4(t)…
1(t)
3(t) 5(t)…
Covariance Matrix
 R11 (0) R12 (0)
 R (0) R (0)

 2 2
R (0)   2 1
 


 R N1 (0) R N2 (0)

Rmk (0)  E m (t )k (t )T
 R1 N (0) 
 R2 N (0) 

 

 R N N (0)

m (t ),k (t ) : Pressure time series
E[] : Expectation value
Surface
Pressure field
Body
Cross Spectral Matrix
 S11 (n) S12 (n)
 S ( n) S ( n)

 2 2
S (n)   2 1
 


 S N1 (n) S N2 (n)
 S1 N (n) 
 S2 N (n) 

 

 S N N (n)
Smk (n)  Smm (n) Skk (n)COH (n,  mk )
Smm (n), Skk (n) : Auto spectral elements
COH (n, mk )
: Coherent function
n : Frequency variable
Covariance Proper Transformation (CPT)
Covariance matrix-based POD find out pairs of the
covariance eigenvalues and orthogonal eigenvectors:
R (0)   
where
  diag[ 1 ,   2 ,... N ] : Covariance eigenvalues
: Covariance eigenvectors
  [1 , 2 ,...N ]
R (0) : Zero-time-lag covariance matrix
Covariance Proper Transformation (CPT): approximation of
the turbulent fields:
~
M
 (t )   x (t )  j xj (t )
j 1
~
M ( N ) :Number of covariance modes; x(t): covariance
where
N

1
principal coordinate: X  (t )    (t )   (t )  i (t )i
i 1
Spectral Proper Transformation (SPT)
Similarly, the cross spectral matrix-based POD is to find out
pairs of spectral eigenvalues and eigenvectors:
S (n) (n)   (n) (n)
where
 (n)  diag[1 (n),  2 (n),...N (n)] : Spectral eigenvalues
 (n)  [ 1 (n),  2 (n),... N (n)] : Spectral eigenvector
S (n)
: Cross spectral matrix
 (t );   u; w
Spectral Proper Transformation (SPT) : approximation of
power spectral density functions
Mˆ
S (n)   (n) (n)*T (n) 

 j (n)j (n) *jT (n)
j 1
where
Mˆ ( N: ): Number of spectral turbulent modes
Mˆ
ˆ (n)   (n)Y (n)    (n) y (n) Y (n): Spectral principal coordinate

j 1
i
i

 xˆ (t )    (n) yˆ (n) exp(i 2nt)dn
0

Relationship between CPT and SPT
      (n) (n)*T (n)dn
T
0
 Relationships between the CPT and the SPT can be
expressed as follows (From forward and backward Fourier
transform in the first-order and second-order)
First-order relationship: between covariance and
spectral principal coordinates

X  (t )   Y (n) exp( i 2nt )dn
0

 X  (t )    (n)Y (n) exp( i 2nt )dn
0
Second-order relationship: between covariance
matrix and cross spectral matrix

R   S (n)dn
0

      (n) (n) (n)*T dn
T
0
Recent Applications of POD
 In the wind engineering topics
In Frequency domain
In Time domain
POD
New lines and new insights
Analysis & Synthesis Digital Simulation Stochastic Response System Identification
of Structures
of Structures
of Pressure Fields of Turbulent Fields
In frequency domains
In time domains
Shinuzoka(1991),
Holmes 1990,
Tamura (1997,1999) Di Paola (2001)
…
…
In frequency & time domains
Carrasale(1999),
Solari (2007)
…
Fig. 2 POD applications in the wind engineering topics
NEW INSIGHTS IN WIND
ENGINEERING
TOPIC 1 : POD and Analysis, Synthesis and
Identification of Unsteady Pressure Field
TOPIC 2 : POD and Digital Simulation of Turbulent
Wind Field, Understanding Turbulent Field
 TOPIC 3 : POD and Stochastic Response Prediction
of Wind-excited Structures
 TOPIC 4 : POD and System Identification of Wind-excited Structures
TOPIC 1
ANALYSIS, SYNTHESIS AND
IDENTIFICATION OF UNSTEADY
PRESSURE FIELDS IN TIME DOMAIN AND
FREQUENCY DOMAIN
Introduction
Experimental set-ups
Covariance matrix-based POD analysis
Spectral matrix-based POD analysis
Identification of pressure fields and physical linkage
Results and discussions
Remarks and New Insights
Introduction
 POD has applied long stance for analyzing and identifying
physical pressure fields (Holmes et al. 1988, 1997, Bienkiewicz
et al.1995, Tamura et al. 1997,1999,2001).
 Linkage between POD modes and physical causes is usually
 looked
Both covariance
matrix-based POD in the time domain
for to establish.
and spectral
matrix-based
in the frequency
domain
Obviously,
it has
its advantagePOD
to decompose
and simplify
the
will be used.
pressure
fields.
 Linkage between the POD modes and the physical
 So far, all applications of POD for pressure fields is based
phenomena on models will be investigated.
on covariance matrix-based POD analysis.
However, some literatures quoted that this physical linkages
are misleading, probably fictitious in many cases due
mathematical nature and sensitive constraint of POD (Armit
1967, Holme 1997, Tamura 1999).
Questionary on physical meaning
“… there is no reason to suppose that spatial variation of the pressure fluctuations
due to one physical cause are necessarily orthogonal with respect to that due to
another cause. The mathematical constraints caused by orthogonality condition could
therefore mean that in some cases, a unique physical cause cannot be associated
with each eigenvector.”
Armitt, J. of
1968
Not accurate interpretation of physical meaning
covariance
modes
might
be modes
comeare
from:
“… the shapes
of the
constrained by the requirement of orthogonality, and
hence any physical interpretation of these modes could be at least misleading, and
(1)
Number of pressure taps
probably fictitious in many cases. The most useful aspect of the proper orthogonal
(2)
Tap arrangement
oreconomical
non-uniform)
decomposition
techniques is(uniform
that it is an
form for describing the spatial
and
wind
variations on a buildings, or other bluff body, and is
(3) temporal
Presence
of pressure
mean pressures
especially
useful for
relating the pressures to structural load effects.”
(4) Turbulent
conditions
Holmes, J.D. 1997
(5) Complexity of bluff body flow, geometry of models
(6)
And soand
on.wrong interpretation of the covariance modes due to presence of
“… distortion
mean pressure data in the analyzed pressure field.”
Tamura, Y. 1997, 1999
Experimental Set-ups
 Chordwise pressures on some typical rectangular cylinders
have been measured in some turbulent flows in wind tunnel
(Structure and Wind Engineering Laboratory, Kyoto University)
B/D=1
B/D=1 with Splitter Plate
B/D=5
B/D=1 with S.P
B/D=1
Wind
Wind
B/D=5
Wind
Splitter Plate (S.P)
po1…
po1…
po10
po10
po1…
Fig. 3 Physical models: B/D=1, B/D=1 with S.P, B/D=5
B/D=1
B/D=1 with S.P
B/D=5
Wind
Wind
Wind
U=3m/s
U=6m/s
U=9m/s
Fig. 4 Flow pattern around models: B/D=1, B/D=1 with S.P, B/D=5
po19
Power Spectral Densities (PSD) of Pressures
10
10
4
10
U=3m/s
3
1.22Hz
10
10
10
10
2
10
Karman Vortex shed in wake at 4.15Hz
0
10
-1
po.1
po.3
po.5
po.7
po.9
-2
10
1
10
po1
po3
po5
po7
po9
0
-1
10
0
10
1
10
10 -1
10
2
10
0
1
10
10 -1
10
2
10
10
10
1
10
2
U=9m/s
2
10
3
3
1
PSD
2
PSD
0
po1
po3
po5
po7
po9
-2
10
0
10
1
10
10 -1
10
2
10
po1
po3
po5
po7
po9
0
-1
10
0
10
10
10
10
-3
-4
po.1
po.2
po.5
po.6
po.9
po.10
po.18
po.19
-5
-6
-1
1
10
10 -1
10
2
10
0
-1
10
10
10
2.44Hz
10
-3
-4
1
10
2
-1
3.42Hz
U=9m/s
4.88Hz
7.32Hz
-2
10
Frequency n(Hz)
po.1
po.2
po.5
po.6
po.9
po.10
po.18
po.19
10
10
6.84Hz
-2
-3
-4
po.1
po.2
po.5
po.6
po.9
po.10
po.18
po.19
Vortices shed at reattachment point
10
10
-7
10
10
PSD of pressure(1/Hz)
10
po1
po3
po5
po7
po9
0
10
U=6m/s
2.44Hz
PSD of pressure(1/Hz)
10
10
1.22Hz
-2
1
Frequency n(Hz)
-1
U=3m/s
10
2
1
Frequency n(Hz)
10
10
No Karman Vortex occurred
-1
-3
PSD of pressure(1/Hz)
0
4
U=6m/s
10
10
10
Frequency n(Hz)
4
1.22Hz
10
PSD
B/D=1 with S.P
10
10 -1
10
B/D=5
10
10
10
po1
po3
po5
po7
po9
1
Frequency n(Hz)
3
U=3m/s
2
0
10
Frequency n(Hz)
10
3
PSD
10
1
-3
10
12.94Hz
4
2
10 -1
10
10
5
U=9m/s
3
PSD
PSD
B/D=1
10
10
8.79Hz
U=6m/s
10
10
4
4.15Hz
10
0
10
Frequency (Hz)
1
10
2
10
-5
-6
10
-7
10
-1
10
10
0
10
Frequency (Hz)
1
10
2
10
-5
-6
-7
10
-1
10
0
10
Frequency (Hz)
Fig. 5 Power spectral densities (PSD) of fluctuating pressures
1
10
2
Covariance Matrix-based POD Analysis (1)
B/D=1 with S.P
B/D=1
B/D=5
Modes
Modes
Modes
0.8
0.6
1
0.6
0.75
0.4
Table 1: Energy contribution of covariance POD modes (unit: %)
0.4
0.5
0.2
0.25
0
0
-0.2
-0.25
-0.4
-0.5
0.2
0
-0.2
-0.4
mode 1
mode 2
mode 3
mode 4
-0.6
-0.8
1
2
3
4
5
6
Positions
7
8
9
mode 1
mode 2
mode 3
mode 4
-0.75
10
-1
1
2
3
4
5
6
Positions
7
8
9
mode 1
mode 2
mode 3
mode 4
-0.6
10
-0.8
1
2
3
4
5
6
7
8
9 10 11 12 13 14 15 16 17 18 19
Positions
Fig. 6 First four covariance modes at different physical models
Tab. 1 Energy contribution of covariance modes
Mode
B/D=1
B/D=1 with S.P
B/D=5
3m/s
6m/s
9m/s
3m/s
6m/s
9m/s
3m/s
6m/s
9m/s
1
76.92
77.46
75.36
65.29
62.79
63.30
43.77
44.86
65.9
2
13.27
13.25
14.41
20.97
22.61
22.08
22.02
23.14
13.29
3
4.69
4.23
4.62
6.14
6.29
6.10
15.18
15.14
9.48
4
2.87
2.86
3.17
4.04
4.32
4.41
5.98
5.68
3.4
5
1.27
1.32
1.45
1.99
2.28
2.45
4.76
4.11
2.79
Covariance Matrix-based POD Analysis (2)
B/D=1 with S.P
B/D=1
Coordinate 1
Coordinate 2
Coordinate 1
B/D=5
Coordinate 1
Coordinate 2
Coordinate 2
20
20
10
10
10
10
10
10
5
5
5
5
0
0
0
0
0
0
-10
-10
-5
-5
-5
-5
-20
0
20
5
Time (s)
10
Coordinate 3
-20
0
5
Time (s)
-10
0
10
Coordinate 4
20
10
5
Time (s)
10
Coordinate 3
-10
0
5
Time (s)
-10
0
10
Coordinate 4
10
10
5
Time (s)
10
Coordinate 3
-10
0
10
5
5
5
5
0
0
0
0
0
0
-10
-10
-5
-5
-5
-5
5
Time (s)
10
-20
0
5
Time (s)
-10
0
10
5
Time (s)
10
-10
0
5
Time (s)
f: Karman vortex
10
10
10
4.15Hz
0
10
-1
10
-2
PSD
10
10
10
-3
-4
-5
-6
10 -1
10
5
Time (s)
10
f: vortex shedding
5
Time (s)
10
1.22Hz
0
10
-1
10
10
Principal coordinates
1
1
-10
0
coordinate 1
coordinate 2
coordinate 3
coordinate 4
0
-1
First covariance principal coordinates contains
frequency peaks of physical causes
10
PSD
10
1
10
10
coordinate 1
coordinate 2
coordinate 3
coordinate 4
10
-2
-3
0
10
Frequency (Hz)
1
10
2
10
-4
-5
-6
10
10
PSD
10
-10
0
10
10
Coordinate 4
10
10
-20
0
5
Time (s)
10 -1
10
10
coordinate 1
coordinate 2
coordinate 3
coordinate 4
10
-2
-3
-4
-5
-6
10
0
10
1
10
2
10 -1
10
Frequency (Hz)
Fig. 7 Covariance principal coordinates and their PSD
10
0
10
Frequency (Hz)
1
10
2
Covariance Matrix-based POD Analysis (3)
B/D=1
B/D=1 with S.P
target
2rd mode
0
500
1000
1500
2000
8
6
4
2
0
-2
-4
-6
-8
1000
10
PSD
10
10
PSD
-3
10
10
10
target
10
0
10
10
1st mode
-1
10
1
10
2
10
10
0
-3
10
10
10
-5
target
10
3rd mode
10
-1
10
0
1000
10
Frequency (Hz)
1
10
2
1500
2000
2000
-3
target
10
1
10
10
1500
2000
-3
10
0
10
1
10
2
10
target
10
1000
10
Frequency (Hz)
10
2
10
10
-5
target
10
2000
-1
10
0
10
10
Frequency (Hz)
1
10
2
0
500
1000
1500
Amplitude
6
target
4st modes
4
0
-2
10
10
-3
10
2000
Position 5
2
0
-2
-4
0
500
1000
1500
-6
2000
0
500
1000
Time (ms)
0
Position 5
1
1500
2000
Time (ms)
10
0
10
-3
10
Position 5
1
0
-3
-5
target
-1
10
10
0
10
1
10
2
10
10
-3
10
target
-5
1st mode
10
Position 5
1
3rd mode
1
1500
10
0
10
-3
-6
2000
2
Position 5
1
10
Position 5
4st mode
10
500
2nd mode
-5
0
0
1st mode
10
10
10
10
target
1
-3
-1
-2
10
10
0
10
-7
0
10
-1
1500
2rd mode
Time (ms)
0
-5
1000
target
2
Position 5
1
500
4
-6
1000
0
-2
6
4st modes
-4
500
0
target
4
-6
0
2
Position 5
-4
2
0
2000
-6
Position 5
2
1500
-4
10
2nd mode
10
1000
6
2rd mode
-2
10
0
500
Time (ms)
0
-1
0
2nd mode
-4
Position 5
0
10
-5
Amplitude
Amplitude
500
2
Position 5
2
10
Position 5
2
0
target
PSD
0
-5
-6
4
PSD
10
10
PSD
PSD
10
-4
Time (ms)
Position 5
2
1500
-2
-6
6
500
0
-4
4st modes
0
2
-6
target
Time (ms)
10
-2
Position 5
Amplitude
8
6
4
2
0
-2
-4
-6
-8
2000
0
-4
Position 5
Amplitude
Amplitude
Position 5
1500
-2
2
Amplitude
1000
0
target
4
1st mode
PSD
500
2
4
2nd mode
Amplitude
0
4
1st mode
PSD
2000
4
Position 5
6
target
PSD
1500
2nd mode
Amplitude
1000
Position 5
6
target
PSD
500
Position 5
6
target
PSD
0
Position 5
6
target
Amplitude
1st mode
8
6
4
2
0
-2
-4
-6
-8
-1
10
0
10
10
1
10
2
Position 5
1
target
-5
10
2nd mode
-1
10
0
10
1
10
2
Position 5
1
10
0
10
0
PSD
Position 5
target
Amplitude
Amplitude
Position 5
8
6
4
2
0
-2
-4
-6
-8
B/D=5
-3
10
-3
-5
target
-7
10
10
4st mode
-1
10
0
10
Frequency (Hz)
1
10
2
-5
10
target
-5
target
3rd mode
10
-1
10
0
4st mode
10
1
10
2
Frequency (Hz)
Fig. 8 Contribution of covariance modes on original pressures
10
-1
10
0
10
Frequency (Hz)
1
10
2
Spectral Matrix-based POD Analysis (1)
B/D=1
10
Spectral eigenvalues
1


10
0

10
Spectral eigenvalues
1




10

0


10
B/D=5
B/D=1 with S.P

-1
10

10
-1


10
-2
10
10
-3
10
10
-5
10
0
10
1
10
2
10
-4
10 -1
10
Frequency (Hz)

-1
-2
-3
f: vortex shedding
-4
10
0
10
1
10
2
10 -1
10
Frequency (Hz)
10
0
10
1
Frequency (Hz)
Fig. 9 First five spectral eigenvalues
Tab. 2 Energy contribution of spectral modes
Mode

-3
-5
10 -1
10

-2
f: Karman vortex
-4



10
10

0

10
10




Spectral eigenvalues
1

B/D=1 with S.P
B/D=1
3m/s
6m/s
9m/s
3m/s
1
86.04
85.84
83.02
2
8.08
8.08
3
3.28
4
5
6m/s
9m/s
B/D=5
3m/s
6m/s
9m/s
81.30 77.48
77.88 74.77
73.59
83.93
9.92
10.15 12.36
11.98
12.68
14.03
7.69
3.20
3.68
4.44
5.14
5.00
5.68
5.56
3.57
1.40
1.62
1.94
2.05
2.63
2.70
2.75
2.86
1.86
0.64
0.72
0.81
1.09
1.28
1.34
1.44
1.45
1.06
10
2
Physical meaning of these spectral modes are still unknown
B/D=5
B/D=1 with S.P
B/D=1
Spectral Matrix-based POD Analysis (2)
Fig. 10 First three spectral modes
Spectral Matrix-based POD Analysis (3)
B/D=1
10
PSD
10
10
10
10
10
10
-1
10
-2
10
-3
10
-4
-5
-6
-7
-8
10 -1
10
10
10
target
1st mode
2nd mode
3rd mode
4th mode
10
10
0
10
1
10
10
-1
10
-2
10
-3
10
-4
-5
-6
-7
10 -1
10
2
Position 5
0
-8
10
target
1st mode
2nd mode
3rd mode
4th mode
10
10
10
10
0
10
1
10
10
-1
10
-2
10
-3
-4
10
10
-5
-6
10 -1
10
10
target
1st mode
1st to 2nd modes
10
Position 5
0
10
Frequency (Hz)
-5
-6
-7
target
1st mode
2nd mode
3rd mode
4th mode
10
0
1
10
2
10
1
10
2
10
Position 5
0
-1
10
-1
-2
-3
-2
-3
-4
10
-5
-6
0
-4
PSD
PSD
PSD
10
-3
Frequency (Hz)
10
10
-2
10 -1
10
2
10
10
-1
-8
10
Position 5
0
Frequency (Hz)
Position 5
0
10
10
Frequency (Hz)
10
B/D=5
PSD
10
Position 5
0
PSD
10
B/D=1 with S.P
10 -1
10
target
1st mode
1st to 2nd modes
10
-4
-5
0
10
Frequency (Hz)
1
10
2
10 -1
10
target
1st mode
1st to 2nd modes
10
0
10
Frequency (Hz)
Fig. 11 Contribution of spectral mode on PSD of original pressure
1
10
2
Remarks and Insights
 The first covariance mode and the first spectral mode play
very significant role which can characterize for whole
pressure field. Concretely, the first covariance mode, the first
spectral
one contain
certainPOD
spectral
peaksof
of the
hidden
physical
Thus,
Spectral
Matrix-based
Analysis
surface
events, moreover, it contributes dominantly on the field
pressure fields with emphasis on investigation of physical
energy.
meaning
of themode
spectral
modes
bethan
newthe
linecovariance
in the POD’s

The spectral
exhibits
the will
better
applications
mode in the synthesis (reconstruction) of the pressure field.
Therefore, to some extent only the first mode is accuracy
enough to reconstruct and identify the whole pressure field.
 The linkage between the POD modes and the physical
causes has been found out in some investigated cases.
However, more investigation should be needed to clarify
physical meaning of spectral modes.
TOPIC 2
DIGITAL SIMULATION OF MULTIVARIATE TURBULENT WIND FIELDS &
UNDERSTANDING TURBULENT FIEDLS
Introduction
Cholesky Decomposition-based Simulation
POD-based Simulation
Numerical Examples And Discussions
Investigations on Turbulent Wind Fields
Remarks and New Insights
Introduction
 Time series simulation of turbulent field have been required as
a must in many cases, especially in the time domain analysis.
Simulation of correlated multivariate stationary random fields
as turbulent field is in difficulty.
 Generally, simulation methods have been branched by either
frequency domain representation or time series parametric
ones, but both of them based on decomposition of spectral
matrix form of multivariate turbulent fields.
Cholesky’s Decomposition
Spectral Representation
(Indirect Simulation)
POD
Turbulence Simulation
on
Auto-Regressive (AR)
Cross
Spectral
ARMA
Matrix
Time-series Representation
(Direct Simulation)
All
based
Fig. 12 Classifications of time-series simulation methods
S (n)  H (n)H (n)*T
Cholesky Decomposition-based Simulation
nup
nkl
 The Cholesky decomposition is the most common technique for
simulating the multivariate turbulent wind field in thefrequency
domain in which the cross spectral matrix is decomposed:
S (n)  H (n) H (n)*T
H (n) : complex lower triangular matrix
 The multivariate turbulent wind field can be expressed in
the frequency domain using the factorized lower triangle matrix
j
i (t )  2n 
k 1
~
N
 | H  ( n
l 1
kl
j k
) | cos( 2nkl t   jl (nkl )  kl )
where j: index of structural node; k: index of moving node; l: index of moving point
nup
~

n

in frequency range; N: number of frequency intervals; n: frequency interval
~
N
nup : upper cutoff frequency; nkl : frequency point on frequency range n  (l  1)n  kn / N
kl
H  (nkl ) : element of complex lower-triangle matrix;
 jl (nkl ) : complex phase angle of H  (nkl )
kl : random phase angles, uniformly distributed over [0,2] which are generated
by Monte Carlo technique
j k
j k
POD-based Simulation
 The i-th subprocess in the N-variate spatially-correlated
turbulent field can be simulated using the spectral modes:
Mˆ
i (t )  2
j 1
Nˆ
 |  (n ) |
l 1
j
l
j (nl )nl cos( 2nl t  j (nl )  l )
where l: index of frequency point, nl: frequency at moving
point l; Nˆ : number of frequency intervals; nl: frequency
interval at l; j (nl ):phase angle of complex eigenvector  j;(nl )
l : phase angle as random variable uniformly distributed
over [0, 2π] generated by Monte Carlo technique
l (nl )  tan 1 Im( j (nl )) / Re( j (nl )) 
Numerical examples, results and discussions
 In this numerical example, the spectral proper transformation
has been applied to simulate the two multivariate turbulent
fields at 30 discrete nodes along line-like structure.
 The turbulent wind fields are simulated at different mean velocities
U=5,10,20,30 and 40m/s with sampling rate of 1000Hz for interval
of 100 seconds.
u (t )  u1 (t ), u2 (t ),...u30 (t )
T
1
2
i
T
j
29
ui(t)
z
uj(t)
y
w(t )  w1 (t ), w2 (t ),... w30 (t )
Li
w
wi(t)
30
wj(t)
x
u
Fig. 13 Turbulent fields at line-like structure’s discrete nodes
Spectral Eigenvalues
u-turbulence
w-turbulence
3000
0
-2
10
23.12%
50
40
30
20
17.36%
10
10
-1
10
Frequency n(Hz)
0.5Hz
Eigenvalue of Sw(n)
1000
500
60
42.19%
1500





70
0.2Hz
Eigenvalue of Su(n)
2500
2000
80





0
10
1
0
-2
10
13.42%
10
-1
10
0
Frequency n(Hz)
Fig. 14 First five spectral eigenvalues on spectral band 0-10Hz at
U=20m/s
10
1
Spectral Eigenvectors (Modes)
form
ModeSymmetrical
1
Asymmetrical
form
Mode
2
form
u-turbulence
ModeSymmetrical
3
Mode 1
Mode 2
Mode 3
w-turbulence
Fig. 15 First three turbulent modes at spectral band 010Hz at U=20m/s
Physical Meanings of Turbulent Modes (1)
w-turbulent spectra modes
U=5m/s
U=10m/s
U=20m/s
U=30m/s
U=40m/s
No difference in shape and value among turbulent modes
at investigated spectral bands
Fig.16 Effect of different mean velocities on turbulent modes
Physical Meanings of Turbulent Modes (2)
Frequency-dependant eigenvalues (w-turbulence)
U=20m/s
U=5m/s
U=40m/s
w-turbulence
w-turbulence
w-turbulence
80
12



10



70


180



160





 Eigenvalues express ‘energy contribution’ of turbulent modes





50


140
Eigenvalue of Sw(n)

Eigenvalue of Sw(n)
Eigenvalue of Sw(n)

8

60
120

100
 Turbulent modes do not change at low frequency ranges
6
4
40
30
20
80
60
40
 Turbulent modes exhibit as symmetrical or asymmetrical waves
(similarly as structural modes). Thus, they can behavior either
exciting or suppressing to structural modes.
 Turbulent modes and associated eigenvalues are supposed to
interpret scale and frequency of turbulent eddies of turbulent
fields.
2
0 -2
10
10
10
-1
10
0
10
0 -2
10
1
20
10
-1
10
0
10
0 -2
10
1
10
-1
Frequency n(Hz)
Frequency n(Hz)
Mode 1
Mode 2
180
160
140
0
10
1
Mode 3
40
5m/s
10m/s
20m/s
30m/s
40m/s
10
Frequency n(Hz)
25
5m/s
10m/s
20m/s
30m/s
40m/s
35
30
5m/s
10m/s
20m/s
30m/s
40m/s
20
100
80
25
20
15
60
40
10
20
5
0 -2
10
Eigenvalue
Eigenvalue
Eigenvalue
120
15
10
5
10
-1
10
Frequency (Hz)
0
10
1
0 -2
10
10
-1
10
0
10
1
0 -2
10
Frequency (Hz)
Fig. 17 Effect of different mean velocities on eigenvalues
Comparison between eigenvalues
10
-1
10
Frequency (Hz)
0
10
1
Turbulent Simulation on Discrete Nodes (1)
Simulated u-turbulence
10
node 6
node 1
10
0
-10
0
10
20
30
40
50
60
70
80
90
0
-10
100
0
-10
0
10
20
30
40
50
60
70
80
90
-10
100
node 3
node 8
0
10
20
30
40
50
60
70
80
90
100
node 9
node 4
40
50
60
70
80
90
100
0
10
20
30
40
50
60
70
80
90
100
0
10
20
30
40
50
60
70
80
90
100
0
10
20
30
40
50
60
70
80
90
100
0
10
20
30
40
50
60
70
80
90
100
10
0
0
10
20
30
40
50
60
70
80
90
0
-10
100
10
node 10
10
node 5
30
0
-10
10
0
-10
20
10
0
-10
10
0
10
-10
0
10
node 7
node 2
10
0
10
20
30
40
50
60
70
80
90
100
0
-10
Time (sec.)
Time (sec.)
Simulated w-turbulence
5
node 6
node 1
5
0
-5
0
10
20
30
40
50
60
70
80
90
100
node 7
node 2
0
0
10
20
30
40
50
60
70
80
90
node 3
node 8
0
10
20
30
40
50
60
70
80
90
100
node 9
node 4
40
50
60
70
80
90
100
0
10
20
30
40
50
60
70
80
90
100
0
10
20
30
40
50
60
70
80
90
100
0
10
20
30
40
50
60
70
80
90
100
0
10
20
30
40
50
60
70
80
90
100
5
0
0
10
20
30
40
50
60
70
80
90
0
-5
100
5
node 10
5
node 5
30
0
-5
5
0
-5
20
5
0
-5
10
0
-5
100
5
-5
0
5
5
-5
0
-5
0
10
20
30
40
50
Time (sec.)
60
70
80
90
100
0
-5
Time (sec.)
Fig. 18 Simulated turbulent time series in some deck nodes at U=20m/s
Turbulent Simulation on Discrete Nodes (2)
Simulated u-turbulence
20
node 6
node 1
20
0
-20
0
10
20
30
40
50
60
70
80
90
100
0
0
10
20
30
40
50
60
70
80
90
100
node 3
node 8
0
10
20
30
40
50
60
70
80
90
100
node 9
node 4
40
50
60
70
80
90
100
0
10
20
30
40
50
60
70
80
90
100
0
10
20
30
40
50
60
70
80
90
100
0
10
20
30
40
50
60
70
80
90
100
0
10
20
30
40
50
60
70
80
90
100
20
0
0
10
20
30
40
50
60
70
80
90
0
-20
100
20
node 10
20
node 5
30
0
-20
20
0
-20
20
20
0
-20
10
0
-20
20
-20
0
20
node 7
node 2
20
-20
0
-20
0
10
20
30
40
50
60
70
80
90
0
-20
100
Time (sec.)
Time (sec.)
Simulated w-turbulence
10
node 6
node 1
10
0
-10
0
10
20
30
40
50
60
70
80
90
-10
100
0
0
10
20
30
40
50
60
70
80
90
100
node 3
node 8
0
10
20
30
40
50
60
70
80
90
100
node 9
node 4
40
50
60
70
80
90
100
0
10
20
30
40
50
60
70
80
90
100
0
10
20
30
40
50
60
70
80
90
100
0
10
20
30
40
50
60
70
80
90
100
0
10
20
30
40
50
60
70
80
90
100
10
0
0
10
20
30
40
50
60
70
80
90
0
-10
100
10
node 10
10
node 5
30
0
-10
10
0
-10
20
10
0
-10
10
0
-10
10
-10
0
10
node 7
node 2
10
-10
0
0
10
20
30
40
50
Time (sec.)
60
70
80
90
100
0
-10
Time (sec.)
Fig. 19 Simulated turbulent time series in some deck nodes at U=30m/s
Validation of Simulated Time Series
u-turbulence
10
Suu(n) (m2/s)
10
10
10
10
10
10
3
10
1
2
10
1
Sww(n) (m2/s)
10
w-turbulence
0
-1
simulated at node 1
simulated at node 3
simulated at node 5
simulated at node 10
simulated at node 15
targeted spectrum
-2
-3
10
-4
10
10
10
-2
10
-1
10
Frequency n(Hz)
0
10
1
0
-1
-2
simulated at node 1
simulated at node 3
simulated at node 5
simulated at node 10
simulated at node 15
targeted spectrum
-3
10
-2
10
-1
10
0
Frequency n(Hz)
Fig. 20 Verification on PSD of simulated turbulent time series
at some nodes at U=20m/s
10
1
Effects of Numbers of Spectral Modes (1)
u-turbulence
w-turbulence
Node 5: u(t)
Node 5: w(t)
0
10
20
30
40
50
60
70
80
90
100
10 modes
-10
0
10
0
10
20
30
40
50
60
70
80
90
100
20 modes
-10
0
10
0
-10
0
10
10
20
30
40
50
60
70
80
90
100
0
-10
0
10
20
30
40
50
60
Time (sec.)
70
80
90
0
-5
0
5
20
30
40
50
60
70
80
90
100
10
20
30
40
50
60
70
80
90
100
0
-5
0
5
0
-5
0
5
20
40
10
20
u-turbulence
30
5 modes
30
40
50
60
70
80
90
100
10 modes
20
20
30
40
50
60
70
80
90
100
20 modes
10
0
10
20
30
40
50
60
70
80
90
100
30 modes
5 modes
10 modes
20 modes
30 modes
Node 15
10
0
0
-10
0
40
50
60
Time (sec.)
70
80
90
100
5
0
-10
0
10
100
Node 15: w(t)
10
-10
0
10
80
w-turbulence
Node 15: u(t)
-10
0
10
60
0
-5
0
100
10
10
20
30
40
50
60
Time (sec.)
70
80
90
100
0
-5
0
5
10
20
30
40
50
60
70
80
90
100
10
20
30
40
50
60
70
80
90
100
10
20
30
40
50
60
70
80
90
100
10
20
30
40
50
60
70
80
90
100
0
-5
0
5
0
-5
0
5
0
-5
0
Time (sec.)
Fig. 21 Effect of spectral modes on simulated time series
Targeted time series
5 modes
5
30 modes
10 modes
20 modes
30 modes
Node 5
5 modes
10
Effects of Numbers of Spectral Modes (2)
u-turbulence
10
10
w-turbulence
1
10
1
30 modes
20 modes
10 modes
5 modes
0
30 modes
20 modes
10 modes
5 modes
10
0
-1
PSD
10
PSD
Node 5
w-turbulence
10
10
10
-1
-2
10
-3
-4
10 -1
10
-2
-3
10
0
10
10 -1
10
1
Frequency (Hz)
u-turbulence
10
10
1
10
1
1
30 modes
20 modes
10 modes
5 modes
0
10
-1
10
-2
10
-3
10 -1
10
10
w-turbulence
PSD
PSD
Node 15
10
0
w-turbulence
30 modes
20 modes
10 modes
5 modes
10
10
Frequency (Hz)
0
-1
-2
-3
10
0
Frequency (Hz)
10
1
10 -1
10
10
0
Frequency (Hz)
Fig. 21 Effect of spectral modes on PSD of simulated time series
10
1
Remarks and Insights
 Effect of number of the spectral turbulent modes on simulated time
series has been investigated with verification for accuracy and
consistence. It can be argued that it is not accurate enough for the
turbulent simulation with using just few fundamental turbulent
but many
turbulent modes
should be
required
 modes,
Thus, Digital
Simulation
of Turbulent
Wind
Fields basing
on the meaning
Covariance
Matrix-based
POD as
well
as modes
Physical
of the
spectral eigenvalues
and
turbulent
relating
Better to
Understandings
Wind Fields
basing
on
hidden events in on
theTurbulent
ongoing turbulent
flow has
been tried
to
establish.
It is expected
thatand
theSpectral
spectral eigenvalues
can POD
both
Covariance
MatrixMatrix-based
characterize
forwind
scale measurements
of the turbulent eddies
of new
the ongoing
turbulent
Analyses on
will be
challenging
flow.
However, further studies on the relationship between the spectral
eigenvalues, turbulent modes and physical phenomena inside the
turbulent structures will be needed for better undestandings.