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Generalized peak factor and its application to stationary random

processes in wind engineering applications


S.Nadaraja Pillai*, Y.Tamura**
* Vestas Technology R&D Chennai Private Limited
Tecci Park 8th Floor, No.285, Rajiv Gandhi salai, Chennai, India
snada@vestas.com
**Wind Engineering Research Centre, Tokyo Polytechnic University,
1583, Iiyama, Kanagawa 243-0297, JAPAN
yukio@arch.t-kougei.ac.jp
Abstract
In this paper, a method is given for calculating the peak factor for any stationary random process which is Gaussian or
non-Gaussian and narrow band or non-narrow band. Current estimation of calculating peak values for wind loads and
load effects in ASCE 7-02, AIJ is based on the assumption that they have a Gaussian distribution. However this
assumption is erroneous when the random process is non-Gaussian. Also in the major codes the bandwidth parameter
in the frequency domain is ignored. In wind engineering problems one comes across various random processes which
show non-Gaussian and non-narrow band processes. It is important to consider these parameters while calculating
the peak value of any random process in wind engineering applications. The generalized peak factor shown in this
paper has wide application irrespective of the process being Gaussian, non-Gaussian, narrow band or non-narrow
band. Wind tunnel tests were conducted for low- and medium-rise building models with simultaneous pressure
measurements on their surface. Different pressure points are considered for the validation of peak pressures. The
normal stresses acting on the corner columns are also considered for validating the derived peak factor. The
generalized peak factor has been validated with experimental results and shows good agreement when compared to the
existing methods. The probability distribution function, power spectral density etc., are also shown for the various
random processes.
Keywords: peak factor, non-Gaussian process, peak pressure, peak normal stress

INTRODUCTION
Most random analyses encompassing and modeling the wind effects on structures have assumed a Gaussian
process. This assumption was initially considered for convenience in analysis, since information on
statistics of Gaussian process is abundant. However, this assumption is no longer valid if the process is
non-Gaussian and; wind loads or response are characterized by skewness and kurtosis. For the wind
resistant design of a structure, the extreme value distribution plays an important role in estimating
appropriate wind loads, especially for the maximum response of the structure.
Current practice of estimating peak factor for calculating the peak wind loads on structures from
ASCE 7-05 Standard [1] AIJ standard [2] and other major codes is based on the assumption that they have
Gaussian distributions. S.O.Rice [3] discussed the statistical distribution of maxima, which depends only on
the standard deviation and the spectral width. He also showed the expected number of up-crossings per unit
time for Gaussian stationary stochastic processes. Cartwright and Longuet-Higgins [4] developed an
equation for the bandwidth parameter and applied it to water wave problems. They showed that the
bandwidth parameter can have values of 0 < < 1, where zero corresponds to narrowband process and one
corresponds to wide band processes. However, non-Gaussianity is not considered. Davenport [5, 6] showed
the distributions of largest values and derived a peak factor based on Gaussian and narrowband
assumptions. This peak factor shows good approximation when considering the Gaussian and narrowband
process. However, it under-predicts when the distribution is non-Gaussian or non-narrowband. Full
probability distributions have been estimated from non-Gaussian response moments with Gram Charlier
Edgeworth series, and Longuet-Higgins series distributions are discussed by Ochi [7]. Ochi gives the
probability density function in terms of skewness and kurtosis and good predictions for non-Gaussian
distributions are also shown. The method based on the expansion of a non-Gaussian variable in terms of

hermite polynomials involving a standard Gaussian process is discussed by Winterstein [8, 9]. For the
softening process, the relationship between standardized Gaussian and non-Gaussian relation is given by
Winterstein.
Kareem and Zhao [10] give the derivation of gust loading factor for tension leg platforms under
wind loads. This shows good prediction for any non-Gaussian response, but in some cases it may overpredict when considering the non-narrow bandwidth, for example normal stresses in columns in low- and
medium-rise building models, which tend to have wide bandwidth. Gurley et al [11] show wide application
of the analysis and simulation tools in wind engineering, and explain the non-Gaussian behavior and
derivations. Gurley and Kareem [12] show the non-Gaussian conditional simulation technique for velocity
and pressure fields. Wirsching and Light [13] show an improved model that can be used for design
purposes to predict metal fatigue under wide-band random stress processes. By this method, using a closed
form expression, fatigue damage under wide-band random stresses can be predicted directly from the
knowledge of the moments of the stress spectral density. Petrucci and Zuccarello [14] explain the fatigue
life prediction under wideband random loading. It shows the method of fatigue life prediction for Gaussian,
stationary and wide band random processes. Tamura et al [15] show the experimental results of peak
normal stress and a peak factor of more than 4.5, which cannot be calculated theoretically using available
procedures.
The

maximum value of any random process can be estimated based on the


formula X max = X + g . x . In this equation, the mean ( X ) and the standard deviation ( x ) can be calculated
easily for any random process. The peak factor g, which decides the maximum value of the random process,
depends upon Gaussian or non-Gaussian and with respect to the spectral bandwidth parameter. In this paper,
peak factor g derived based on considering the non-Gaussian characteristics and the bandwidth parameter.
PROBABILITY DENSITY FUNCTION AND SPECTRAL CHARACTERISTICS
Non-Gaussian Probability density function
The Gaussian distribution is specified by two parameters: mean x and variance x 2 , where the latter
coincides with the second moment. However, there is no variability in probability density function (PDF)
moments higher than the second. The skewness and kurtosis related to the third and fourth moments are
constants ( 3 = 0, 4 = 0 ) in Gaussian PDF. Hence, any other 3 and 4 values obtained would be an
indication of Gaussian model failure.
If the experimental PDF is non-Gaussian, but still symmetric with respect to the mean, kurtosis is
the only additional parameter required to describe deviations from the Gaussian model. The kurtosis
characterizes the sharpness or flatness of the PDF peak and the wideness and narrowness of the PDF tails.
A kurtosis value greater than 3 indicates a sharper peak and wider tails than in Gaussian PDF with the same
standard deviation x . If the experimental PDF is asymmetrical with respect to the mean value x , then the
skewness is nonzero and its sign indicates the direction in which the PDF is skewed. If the skewness and/or
kurtosis values are indicative of non-Gaussian behavior, more detailed analysis involving the probability
density function should be carried out and the PDF obtained should be compared with Gaussian distribution.
The probability density function which are applicable for representing non-Gaussian processes
have been reported in various papers like Ochi [7], Kareem and Zhou [10] etc. In this paper the GramCharlier probability density function based on the hermite polynomial is discussed. For simplicity, the
physical significance up to fourth moment of the hermite polynomials are considered.
The Gram-Charlier PDF applicable to non-Gaussian random processes is developed by applying
the concept of polynomials orthogonal to the PDF. The hermite polynomial of degree n, denoted by
H n ( x0 ) , is defined as a function that satisfies the relationship
2
d n x02 / 2
e
= (1)n H n ( x0 ) e x0 / 2
dx0

n = 0,1, 2,3.......

(1)

For non-Gaussian distribution, considering the skewness and kurtosis, Gram- Charlier probability
density function can be given as
N

P(u ) = ( x0 ) 1 + hn H n ( x0 )
(2)
n =1

where ( x0 ) is the standard Gaussian probability density function, ( x0 ) = (2 )1/ 2 exp( x02 / 2) ,
and the hermite polynomials are H n ( x0 ) . It can be shown that this method is applicable to any random
process with non-Gaussian behavior by considering the corresponding skewness and kurtosis coefficients.
For any non-Gaussian process, u(t) can be expressed in terms of the standard Gaussian process x(t) through
a monotonic function. Considering the softening process, the relation between the standardized nonGaussian and standard Gaussian process is given by

u = x + h3 x 2 1 + h4 x3 2 x
where

)}

= (1 + 2h32 + 6h42 ) 2 , h3 =

(3)

3
4 + 2 1 + 1.5 4

and h4 =

1 + 1.5 4 1
18

There are numerous efficient solutions for various problems based on the assumption that the PDF
is Gaussian. The Gram-Charlier series (2) is also good from this point of view, making it the most
frequently used non-Gaussian PDF.
The equation once solved using the hermite moments can give the equation for the non-Gaussian
probability density function with the skewness and kurtosis, as,
P( x) =

1 ( x x ) 2 3
(x x ) 4
( x x )
exp
H4
1 + H 3
+

2
x 4!
x
2 x
3!

(4)

where, 3 , 4 are the skewness and the kurtosis of the distribution minus three respectively. x is the
standard deviation. H3 and H4 are the hermite moments. For further explanation, the hermite moment of
softening process, 4 >3, is considered. An example for the non-Gaussian distribution is shown in Fig.1.
Bandwidth parameter
Cartwright & Longuet-Higgins [4] derived the bandwidth parameter based on the spectral
moments of random process. It is given by

m 2
(5)
= 1 2
m m

0 4

Here mr = n r S (n)dn , S ( n) is the power spectrum of the random function at the frequency n. For narrow
0

band process = 0 and it increases as the bandwidth increases, reaching 1 for the wide band process.
Examples for the narrow band and the non narrow band processes are shown in Fig.2.
GENERALIZED PEAK FACTOR

The expected maximum value for any random process x(t ) can be given by xmax = x + g . x

g = (2 log N ) +

(6)
2 log N
where g is the peak factor for the Gaussian and narrow band process, derived by Davenport (1964), and
1/ 2

N =T

m2

m0

; is the cyclic rate for the Gaussian process, =

; T is the time period.

Consider a stationary random function x = f (t ) , having a mean x and a standard deviation x .


The reduced variate can be written as x 0 (t ) = [ x x ] / x . The Gaussian probability distribution function for
this random process can be written as
1
1

exp x0 2
P( x0 ) =
(7)
2
2

The Cumulative Probability distribution, Q( x0 ) is defined as

q( x0 ) = P( x0 ) dx0

(8)
The cumulative probability distribution function Q( x0 ) , is defined as the probability of the function
exceeding some value

x0 , such that,

x0 (

1
1 2
1 2
2
q( x0 ) =
exp( 2 x )dx + ( 1 ) exp( 2 x0 )
2 x0

1 2 /

1 2
exp( x )dx
2

According to Cartwright & Longuet-Higgins, for large values of

(9)

x0 and 1 , Equation (9) can be

approximated as

q( x0 ) = ( 1 2 ) exp x0 2 + terms higher order


(10)
2

Consider a sample of N maxima, the probability Pmax ( x0 ) that the largest of them has a value x0 , is the
probability that one of the maxima has this value and the rest are smaller, i.e.
Pmax ( x0 ) = N [1 q( x0 )]N 1 p( x0 )
(11)
q ( x0 ) = / N , where 0 N
(12)
For large values of N, we can write in the limit, the asymptotic form
Pmax ( x0 ) = d (1 / N ) N 1
= d exp( )

(13)

= d exp[ Nq ( x0 )]
Then, the maxima during the period when N is large is given by S.O.Rice [3] as
1/ 2

m
N = 4 T
m2
where T is the time period. Then, Equations (10) , (11) and (14) give the Equation
1

= Nq( x0 ) = N (1 2 )1/ 2 exp x0 2


2

The probability density of the largest maxima can be written as


1
Pmax ( x0 )dx0 = d exp[ N (1 2 )1/ 2 exp( x0 2 )]
2
= x0 exp( )dx0

Pmax ( x0 )dx0 = exp( ) d

The mean of the maximum value can be defined as


Here

= N (1 2 )1/ 2 exp( x0 2 )

x0 max =

xP

0 max

( x0 )dx0

(14)

(15)

(16)
(17)

exp( )d

(18)

From Equation (17)


x0 = (2 log(1 2 )1/ 2 N ) 2 log e )

log
= (2 log(1 2 )1/ 2 N ) 1

1/ 2
log(1

)
N

log
= (2 log(1 2 )1/ 2 N )
2 log(1 2 )1/ 2 N

(19)
1

log 2

( 2 log(1

2 1/ 2

+ ..........

Using the standard extreme Integrals

log exp( )d =

(20)

where , the Eulers constant = 0.5772


This gives

1/ 2

x0 max 2 log(1 2 )1/ 2 N

+ 2 log(1 2 )1/ 2 N

1/ 2

(21)

1/ 2

gb 2 log(1 2 )1/ 2 N +
1/ 2
2 1/ 2
2 log(1 ) N

g = b +

(22)

where b = (2 log(1 2 )1/ 2 N ) . Eqn (22) can be used for any bandwidth process in the frequency domain
to calculate the peak factor. It is not applicable to non-Gaussian processes. The following derivation
pertains to non-Gaussian processes, with the bandwidth parameter.
The effect of the non-Gaussian terms is included by employing the moment-based hermite
transformation approach. For the poisson model, the extreme distribution for the time period T is given as
x 2

(23)
Pmax ( x) = exp N exp 0

2
where x 0 (t ) = [ x x ] / x is the standardized Gaussian variable. The mean value of the positive maximum
values over the time T is given as

x0 max =

xP

0 max

( x0 )dx0

exp( )d

where

g is the peak factor and x is the standard deviation of the fluctuations of x and

Now, considering Eqn (23) and applying it to Eqn (24), we can write

= N (1 2 )1/ 2 exp( x0 2 )

(24)

x0 = (2 log(1 2 )1/ 2 N ) 2 log e )

(25)

This can be expanded as


log log 2
x0 = b

+ ........ Where b = (2 log(1 2 )1/ 2 N )


b
2b3

Substituting in the Eqn (3) and (24) in Eqn (25) we can write


3 2
2
+
g ngb = b + + h3 b 2 + 2 1 + h4 b3 + 3b ( 1) +
b
b 12
2

(26)

where g ngb is the peak factor for Gaussian or non-Gaussian random processes with any bandwidth
parameter . Here b = (2 log

(1 2 ) N ) , = 0.5772 .

However Kareem & Zhao shows the non-Gaussian peak factor by considering the narrowband
approximation can be given as

32
2
g ng = + + h3 2 + 2 1 + h4 3 + 3 ( 1) +
+

12
2

(27)

where g ng is the non-Gaussian peak factor without considering the bandwidth parameter

. Here

= (2 log N ) , = 0.5772 .
PEAK FACTOR COMPARISON

Values of the calculated peak factor from the experimental results and the various theoretical
solutions are compared. Equation (6) shows the Davenports peak factor based on the assumption that the
random data is Gaussian and follows a narrowband process. Also the Cartwright & Longuet-Higgins peak
factor is for the Gaussian process and can have the bandwidth parameter shown in eqn (22). But these two
peak factors do not give a good comparison with the experimental results. As the non-Gaussianity is
dominant in these cases the non-Gaussian peak factor based on Kareem & Zhou gives better predictions.
But in this peak factor the bandwidth parameter is not considered. So the present derived peak factor for
non-Gaussianity and with the bandwidth parameter shown in eqn (26) shows good predictions with the
experimental results.

Peak Pressure distribution


The pressure taps were uniformly distributed on the medium rise building model with the B: D: H ratio of
200: 200: 200 mm as shown in Fig. 3. Fig. 4 shows the probability density distribution for the random
pressure obtained on the surface of the medium-rise building model shown in Fig. 3.
The histogram plotted using the non-parametric distribution and the solid line shows the Gaussian
distribution. It clearly shows the deviation of the distribution from Gaussian to non-Gaussian. In order to
confirm the non-Gaussian behaviour of the pressure the skewness and the kurtosis is calculated. The
skewness and the kurtosis is shown in Fig. 4 (a) and (b). Fig 4 (c) shows the bandwidth parameter for the
various samples. The skewness values are above zero and are significant, also the kurtosis lies above the
value 3, which is for Gaussian distribution. Hence it is needed to consider the non- Gaussian behavior. The
bandwidth parameter shows that it is almost wideband.
Fig. 5 shows the peak factor comparison between the experimental results and the various
theoretical solutions. Fig. 5 (a), (b), (c) show the comparison between the Davenports peak factor,
Cartwright- Longuet Higgins peak factor, Kareem- Zhous peak factor respectively with the experimental
results. Since the random data have the non-Gaussian and wide band characteristics Fig. 5(a) & (b) cannot
predict the values, however Fig. 5(c) shows relatively better result because Kareem- Zhous peak factor
considered the non- Gaussian distribution. The prediction presented in Fig. 5 (d) shows better prediction
among all the peak factors, because of the reason that it considers both non-Gaussian and bandwidth
characteristics.

Peak normal stress


The peak normal stress acting on the corner columns is analyzed. The peak factors corresponding to the
random normal stress are calculated using various theoretical solutions as Davenports peak factor in eqn
(6), Cartwright & Longuet- Higgins peak factor in eqn (22), Kareem- zhous peak factor and the derived
peak factor considering both non-Gaussian effects and bandwidth parameter. The structural model shown
in Fig.3 (b) was made to analyze the normal stress in the columns using finite element analysis. This
analysis considers only the background component. The normal stress is calculated by applying all forces
and moments FD, FL, Fz, MD, ML, MT and their influence functions. The results are discussed for the
Normal stress in the corner columns of the buildings at wind direction = 0o.
The calculated values are compared with the experimental peak factor shown in Fig. 6. The peak
factor calculated using the present derivation shows better prediction when compared to the previous
theoretical solutions given by Davenport, Cartwright Longuet Higgins, Kareem Zhou.
CONCLUDING REMARKS
The peak factor is calculated and compared with the available and derived theoretical solutions and
compared with the experimental results. It is found that the Davenport and Cartwright-Longuet Higgins
method under predicts the peak factor, whereas the Kareem Zhou method over predicts. However the
present derivation considers both the non-Gaussian and bandwidth parameters and predicts better values
when compared to the available procedures. Thus the present peak factor can be used to calculate the
maximum of any stationary random processes.
ACKNOWLEDGEMENT
The authors gratefully acknowledge the full support of the Ministry of Education, Culture, Sports, Science
and Technology, Japan through the Academic Frontier project in Tokyo Polytechnic University.
REFERENCES
1. American Society of Civil Engineers, (2006). ASCE/SEI Standard, Minimum Design Loads for
Building and other Structures, ASCE 7-05, ASCE, Reston, VA, USA.
2. AIJ Recommendations for Loads on Buildings (2004 Edition)
3. Rice, S.O (1954) Mathematical Analysis of Random Noise. Bell System Technical Journal, 23,
282-332.
4. Cartwright, D. E., Longuet-Higgins, M.S. (1956) Statistical Distribution of the maxima of a
random function. Proc., Roy. Soc.A, Vol.237, 212-232.
5. Davenport, A.G. (1964). Note on the distribution of the largest value of a random function with
application to gust loading. Proc, Institution of Civil Engineers 28, 187-196.
6. Davenport, A.G. (1961). The application of statistical concepts to the wind loading of structures.
Proc. Inst. Civil Eng., London Vol.19 , 449472.
7. Ochi, M.K. (1986). Non-Gaussian random processes in ocean engineering. Probabilistic
Engineering mechanics, Vol.1, No.1, 28-39.
8. Winterstein, S. (1985) Non-normal responses and fatigue damages, Journal of Engineering
Mechanics, Vol. 111, No.10, 1291-1295.
9. Winterstein, S. (1988). Nonlinear vibration models for extremes and fatigue. Journal of
Engineering Mechanics, Vol.114, No.10, 1772-1790.
10. Kareem, A., Zhao, J. (2004). Analysis of Non-Gaussian surge response of tension leg platforms
under wind loads. Journal of offshore mechanics and Artic Engineering, Vol. 116, 137-144.
11. Gurley, K.R. (1998). A. Kareem, A conditional simulation of non-normal velocity/pressure
fields. J.Wind Eng.Ind.Aerodyn, 77 & 78 39-51.
12. Gurley, K.R., Tognarelli, M.A., Kareem, A. (1997). Analysis and Simulation Tools for Wind
Engineering. Probabilistic Engineering Mechanics, Vol.12, 9-31.
13. Wirsching, P.H., Light, M.C. (1980). Fatigue under wide band random stresses. Journal of
Structural Division, ASCE, Vol. 106, No.ST7, 1593-1607.
14. Petrucci, G., Zuccarello, B. (2004). Fatigue life prediction under wide band random loading.
Fatigue Fract Engng Mater Struct 27, 1183 - 1195
15. Tamura, Y., Kikuchi, H., Hibi, K. (2003). Quasi-static wind load combinations for low- and
middle-rise building. J.Wind Eng.Ind.Aerodyn, 91 1613-1625.

Fig.1 Example for the non-Gaussian distribution (Normal stress in the building column)

X(t)

(a)

X(t)
(b)
Fig.2 Example for the (a) narrow band ( 0 ) and (b) non narrow band processes ( 0 < <1 )

(a)

(b)

3.6

0.4

3.4

Skewne
ss

0.5

0.2

0.98

0.1

0.97

2.8

20

40

60

80

Sample number

2.6
0

100

0.99

3.2

Kurtos
is

0.3

Bandwidth parameter

Fig.3 (a) Pressure taps shown on the medium rise building model (B: D: H =
200:200:200m m, Scale = 1/250) (b) Structural model

20

40

60

80

Sample number

100

0.96
0

20

40

60

80

Sample number

100

Fig.4 (a) skewness (b) kurtosis (c) bandwidth parameter for the different samples shown (sorted
based on peak factor)

5.5
Davenport
Experimental

Peak factor

Peak factor

5.5

4.5
4
3.5
3

4.5
4

0
20
40
60
80
100
Sample numbers (sorted based one experimental results)

(b)

5.5

5.5

4.5
4

20

40

60

80

Sample numbers (sorted based on experimental results)

0
20
40
60
80
100
Sample numbers (sorted based one experimental results)
Present derivation
Experimental

4.5
4
3.5

Kareem-zhao
Experimental

3.5

(c)

Cartwright-Longuet Higgins
Experimental

3.5

Peak factor

Peak factor

(a)

100

(d)

0
20
40
60
80
100
Sample numbers (sorted based one experimental results)

Fig.5 Peak factor comparison between the experimental results and the various theoretical
solution for random pressures.

9
Davenport

Experimental

Peak factor

Peak factor

8
7
6
5
4

(a)

9
Peak factor

0
5
10
15
20
Sample numbers (sorted based on experimental results)

25

(b)

6
5
4

(c)

0
5
10
15
20
Sample numbers (sorted based on experimental results)

25

Kareem -Zhou
Experimental

Experimental

Peak factor

Cartwright- Longuet Higgins

Present derivation
Experimental

6
5
4

0
5
10
15
20
Sample numbers (sorted based on experimental results)

25

(d)

0
5
10
15
20
Sample numbers (sorted based on experimental results)

Fig.6 Peak factor comparison between the experimental results and the various theoretical
solution for random normal stress acting on the corner columns of the building.

25

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