Fatigue damage assessment for a spectral model of non-Gaussian random loads
Journal article, 2009

In this paper, a new model for random loads-the Laplace driven moving average-is presented. The model is second order, non-Gaussian, and strictly stationary. It shares with its Gaussian counterpart the ability to model any spectrum but has additional flexibility to model the skewness and kurtosis of the marginal distribution. Unlike most other non-Gaussian models proposed in the literature, such as the transformed Gaussian or Volterra series models, the new model is no longer derivable from Gaussian processes. In the paper, a summary of the properties of the new model is given and its upcrossing intensities are evaluated. Then it is used to estimate fatigue damage both from simulations and in terms of an upper bound that is of particular use for narrowband spectra. © 2009 Elsevier Ltd. All rights reserved.

Non-Gaussian process

Rice's formula

Moving average

Laplace distribution

Spectral density

Fatigue damage


Sofia Åberg

Chalmers, Mathematical Sciences

K. Podgorski

Lund University

Igor Rychlik

Chalmers, Mathematical Sciences, Mathematical Statistics

University of Gothenburg

Probabilistic Engineering Mechanics

0266-8920 (ISSN) 18784275 (eISSN)

Vol. 24 4 608-617

Subject Categories

Computational Mathematics

Probability Theory and Statistics



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