A new simulation algorithm of multivariate short-term stochastic wind velocity field based on inverse fast Fourier transform

摘要

A novel algorithm to generate samples of stationary multivariate stochastic processes is presented according to a Fourier-Stieltjes integral and based on a strict mathematical deduction. The algorithm is very efficient as it takes full advantage of inverse fast Fourier transform technique, and is especially applicable to the simulation of short-term wind velocity field with many simulation points. By creation of a conjugate-symmetric series, the summing operation of the decomposed lagged coherence matrix is conducted in the frequency-domain, which decreased the executions of IFFT. Furthermore, the ergodic property of the algorithm is carefully investigated, and computational efficiency is compared with that of the existing method.