PSSGP : Program for Simulation of Stationary Gaussian Processes

Research output: Book/ReportReportResearch

Abstract

This report describes the computer program PSSGP. PSSGP can be used to simulate realizations of stationary Gaussian stochastic processes. The simulation algorithm can be coupled with some applications. One possibility is to use PSSGP to estimate the first-passage density function of a given system. Another possibility is to estimate some measures relevant in a fatigue failure analysis of stochastically loadewd structures. The applications are used in two examples.
Original languageEnglish
PublisherInstitute of Building Technology and Structural Engineering, Aalborg University
Number of pages40
Publication statusPublished - Mar 1988
SeriesFracture and Dynamics
Number3
ISSN0902-7513

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