International Conference on Applications of Statistics and Probability in Civil Engineering (ICASP) (12th : 2015)

Generation of synthetic accelerograms compatible with a set of design specifications Batou, Anas; Soize, Christian


The research addressed here concerns the generation of seismic accelerograms compatible with a given response spectrum and with other design specifications. The time sampling of the stochastic accelerogram yields a time series represented by a random vector in high dimension. The probability density function (pdf) of this random vector is constructed using the Maximum Entropy (MaxEnt) principle under constraints defined by the available information. In this paper, a new algorithm, adapted to the high stochastic dimension, is proposed to identify the Lagrange multipliers introduced in the MaxEnt principle to take into account the constraints. This novel algorithm is based on (1) the minimization of an appropriate convex functional and (2) the construction of the probability distribution defined as the invariant measure of an Itô Stochastic Differential Equation in order to estimate the integrals in high dimension of the problem.

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