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

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. (C) 2014 Elsevier Ltd. All rights reserved.