EARTHQUAKE ENGINEERING AND STRUCTURAL DYNAMICS, VOL.

3, 365-373 (1975)

CHARACTERISTICS OF 3-DIMENSIONAL EARTHQUAKE GROUND MOTIONS

JOSEPH PENZIEN*

University of California, Berkeley, California, U.S.A.

AND MAKOTO WATABEt

International Institute of Seismology and Earthquake Engineering, Tokyo, Japan

SUMMARY An orthogonal set of principal axes is defined for earthquake ground motions along which the component variances have maximum, minimum and intermediate values and the covariances equal zero. Corresponding axes are defined which yield maximum values for the covariances. The orthogonal transformations involved are identical in form to those used in the transformation of stress. Examination of real accelerograms reveals that the major principal axis points in the general direction of the epicentre and the minor principal axis is nearly vertical. It is concluded that artificially generated components of ground motion need not be correlated statistically provided they are directed along a set of principal axes.

INTRODUCTION Most analytical investigations of the dynamic response of structural systems to strong earthquake excitations have in the past considered only one component of ground motion. It is becoming increasingly evident however that the response of some important structural systems such as 3-dimensional piping systems, nuclear reactor components, freeway bridge structures and dams are very much dependent upon all 3 components of motion. Because of this awareness, there will undoubtedly be an increasing demand in the future for dynamic response analyses of selected systems using all 3 translational components of ground motion. Fortunately, recent advances in computer-oriented analysis methods make it possible to conduct studies of this complexity. Recognizing that seismic waves are initiated by irregular slippage along faults followed by numerous random reflections, refractions and attenuations within the complex ground formations through which they pass, stochastic modelling of strong ground motions is a realistic form which can be applied in practice. Defining earthquake excitations of a structural system in this manner has the distinct advantage that a stochastic analysis yields mean values and variances of response consistent with variations permitted in the ground motion model. It is therefore important that realistic 3-dimensional stochastic models be established for earthquake ground motions. If unlimited ground motion data were available, representative stochastic models could be established directly by statistical analyses. Unfortunately, strong motion data in the form of accelerograms are limited. Therefore, one is forced to hypothesize model forms and to use the available strong motion data primarily

* Professor of Structural Engineering. t Head of Earthquake Engineering.

Received 23 August 1974 Revised 24 September I974 0 1975 by John Wiley
& Sons, Ltd.

365

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JOSEPH PENZIEN AND MAKOTO WATABE

in checking the appropriateness of these forms. One such model, commonly used in its 1-dimensionalform?.% defines ground accelerations at a point along 3 orthogonal co-ordinate axes (one being vertical) through the relations

where b,(t), b,(t) and b,(t) are stationary random processes and ( ( t ) is a deterministic intensity function giving appropriate non-stationarity to the ground motion process. The use of equation (1) requires that the intensity function be obtained by statistical analyses of real accelerograms and that realistic power spectral density functions or corresponding autocorrelation functions be established by similar means for processes bx(t),b,(t) and b,(t). The question which immediately arises when extending the use of equation (1) to the 2- and 3-dimensional cases is, Should the components of motions be statistically cross-correlated ? If so, one must establish appropriate cross-spectral density functions or corresponding cross correlation functions. It is the purpose of this paper to provide evidence in support of the use of the 3-dimensional stochastic model defined by equation (1) and to show that the components of this model need not be correlated statistically. One should however in this case treat co-ordinate axes x, y and z as principal axes. The subsequent analytical treatment develops the concept of principal axes of ground motion through an orthogonal transformation completely analogous to the well-known transformation of stress. The transformation of stress is summarized first only for the purpose of setting the framework for the transformation of ground motions. ORTHOGONAL TRANSFORMATIONS Stress at a point Letting xyz represent an arbitrary set of orthogonal axes, a 3-dimensional stat: of stress at point 0 in a continuum is fully defined by the stress matrix

where uij (i =j ) and uij (i# j ) represent normal and shear stresses, respectively. Since conservation of angular momentum requires that equation (2) satisfy QT = Q (3) the stress matrix is actually defined in terms of 6 independent stress components, namely, 3 normal stresses and 3 shear stresses. This same state of stress could, of course, be equally well expressed in terms of a second set of orthogonal axes xyz in which case the stress matrix would be
UdX,

U, d

a, d

UU,d

Ubu
UdWt

UuV

where

O=i

._1

(4)

QT = Q

(5)

If ijk and ijk represent unit vectors along axes xyz and xyz, respectively, these sets are related through the orthogonal transformation

3-DIMENSIONAL EARTHQUAKE GROUND MOTIONS

367

where the coefficient matrix, denoted by a, must satisfy the condition

aTa=I

(7)

Matrix I is the identity matrix. Making use of transformation matrix a, it can be shown that the stress matrix transforms as a second rank tensor, i.e. a = aToa ' (8) which allows the transformation of stress from one set of co-ordinates to the other. Consider now the normal stress u,, acting at point 0 on plane ABC as shown in Figure 1 where the unit normal vector to this plane is given by n =nxi+n,j+nzk (9) and where
nx2+ny2+n:

=1

(10)

X-

Figure 1. Normal and shear stresses acting at point 0 on plane ABC

In accordance with the general orthogonal transformation, equation (8), this normal stress is given by
unn = nT on

(1 1)

Making use of equation (3), equation (1 1) can be written in its expanded form
n, n, U Z Xn, n x ) (12) Letting n scan a hemisphere of space, it can be shown that unApasses through 3 stationary values ull, u22 and c~~~ acting in orthogonal co-ordinate directions 1, 2 and 3, respectively. The equations governing these stationary values are obtained by taking the partial derivatives of equation (12) with respect to nx, n y and n,, while at the same time enforcing the unit vector condition given by equation (lo), and setting the derivatives each equal to zero ; thus, obtaining the characteristic equation
on% uzz nx2 =
Oy,

+ uyyny2 + u,, n 2 + 2 ( u x , n, n, +

For a non-trivial solution of equation (13), it is necessary for the determinant of the coefficient matrix to equal zero, i.e.

d-ee,u2+e2u+03=o where 8,, 8, and O3 are stress invariants given by

(14)

81 = 0x32 + u y y + 0 2 2
82

= 0x32 u,,

03 = 0 x 2 u,,

+ u'yy + u z 2 u x x - O z y 2 - uys2 - %x2 u z z + 2 u x y fJy2 u e x - u x x uy2- '3yu %x2

UOZ

(15 )
-u z z UXY2

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JOSEPH PENZIEN AND MAKOTO WATABE

The three roots of cubic equation (14) are the principal stresses ull > 02,> a,. When each principal stress is substituted back into equation (13), in each case satisfying equation (lo), one obtains the corresponding unit characteristic vector. In this manner one obtains the three characteristic vectors

where the coefficient matrix, denoted by P,satisfies the orthogonality transfer condition

PTP = I
Thus, the stress matrix expressed in terms of principal axes 1, 2 and 3 becomes

(17)

showing that the shear stresses on the planes of principal normal stress are zero. A procedure similar to that described above can be used to determine the principal shear stresses and to locate their corresponding planes. When transforming from principal axes 1,2,3, this procedure leads to the following three orthogonal transformation matrices which yield maximum shear stresses

f (1Thus it is seen that the maximum shear stresses equal k $(ull- u ~ ) , i(uz2- 0%) and f + u , uZ2),and + & that the normal stresses on the corresponding planes equal k $(all+ a=), 5 &(azz 0%) and f t(vll + u , respectively.

Ground motion at a point Let a&), a&) and aB(t)represent the components of ground motion at point 0 along an arbitrary set of orthogonal axes x, y and z, respectively. Normally, these components would be expressed in terms of acceleration; however, for purposes of discussion here, they could equally well be expressed in terms of velocity or

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369

displacement. This same ground motion could, of course, be represented by components ax@), a,.(t) and a,.(t) along a second set of orthogonal axes xyz. These transformed components would be given by the relation

where the coefficient matrix is the same orthogonal transfer matrix, a, defined by equations (6) and (7). If ax(t),a J t ) and az(t) are considered to be zero-mean non-stationary random processes as defined by equation (l), the covariance functions

i,j= X , y , Z (23) where E denotes ensemble average, can be used to characterize the ground motion process. If the process is Gaussian, these covariance functions completely characterize the process in a probabilistic sense. Since random processes bx(t), b,(t) and b,(t) are stationary, all ensemble averages on the right side of equations (23) are independent of time r; therefore, showing dependence only upon the time difference T . Since real earthquake accelerograms demonstrate a very rapid loss in correlation with increasing values of I T 1, the influence of co-ordinate directions on the covariance functions can be investigated by considering the relations
E[Ui(t)Uj(t+T)]

= ( ( t ) 5(t+T)E[bi(f)b,(t+T)],

E[ai(t> aj(t)l = 5(02 E[bi(t)bjtr)l, Defining two covariance matrices p(t) and P as

i,j

= x,y, z

(24)

equations (24) can be written in the more compact form (27) Note that because random processes b,(t), b,(t) and b,(t) are stationary, all coefficients in matrix P are time invariant. Equations equivalent to those above for the same ground motion expressed in the xyz co-ordinate system would be
P(t) = 5W2P

P(t>=

Using co-ordinate transformation matrix a, it is easily shown that (3 = aT Pa Thus, equation (31) can be written as
~ ( t= 5(r)2 a* Pa )

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JOSEPH PENZIEN A M ) MAKOTO WATABE

At this point the analogy between transformation of the stress matrix and transformation of the covariance matrix becomes apparent. Because of the one-to-one correspondence between these two transformations, principal variances (mean square values) of ground motion and their corresponding principal directions can be obtained using the characteristic equation

from which one obtains

P3- di B2+$2 B +$3

where dl, c7b2 and are the co-ordinate invariant quantities
6 = 8xx 1
62

(35)

+8,Y +B z z

= BxxB,v+B,,Bzz+8z~Bxx-Bxy2-B,zs-Bzr2 (53 = Bxx B, B z z + 2 X B u s Bzx -Bxx B Y 2 -Buv Bzx2 -P z z B X Y 2 , BV

The three roots of equation (35) are the principal variances Bll > P22 /?% which when substituted back into > (34) yield the corresponding unit charaLteristic vectors defined by equation (16). The covariance equation matrix for ground motion expressed in terms of the principal co-ordinates 1,2 and 3 then becomes

(36)

which is completely analogous to the principal stress matrix given by equation (18). The co-ordinate transformations which yield maximum covariances of ground motion are those given by equation (19). Applying these transformations gives maximum covariances equal to & &[pI1(t) -p33(t)], -i- +b,,(t) k ( t ) ] and & &[r-lll(t)-p22(t)] where pij(t) = 5(t)2/?$j.The corresponding variances are k &[/.ll(t)+p33(t)], &[tL22(t)+ k ( t ) l and k 9bIl(t) ( ~ ~ ~ (respectively. + t)l, It should be noted that if stationary processes bx(t), b,(t) and b,(t) are treated as ergodic processes, which is normally the case, all variances and covariances can be obtained by averaging with respect to time over any single member r of the process. Thus, pij defined by the second of equations (26) can be expressed as

pgi= (b&)

bjY(t)), i,j = x,y , 2, r = 1 ,2,3 .,.

(38)

where the triangular brackets denote time average. It should also be noted that while all variances and covariances of processes ax(t),a,(t) and az(t)are time dependent, i.e. are proportional to &t)2, the directions of principal axes remain constant with time. If different intensity functions had been used for the three components of motion in equation (l), the directions of principal axes would be time dependent. PRINCIPAL AXES OF RECORDED GROUND MOTIONS Using the previously defined orthogonal transformation, principal axes of ground motion have been located for 6 different earthquakes : 1. Long Beach, California, 10 March 1933 (Vernon Sta.). 2. El Centro, California, 18 May 1940. 3. Taft, California, 21 July 1952. 4. Tokachi-Oki, Japan, 16 May 1968 (Hachinoe Sta.). 5. Hiddaka-Sankei, Japan, 21 January 1970 (Hiroo Sta.) 6. Izu-Hanto-oki, Japan, 9 May 1974 (Hamaoka Sta.).

%DIMENSIONAL EARTHQUAKE GROUND MOTIONS

37 1

Variances and covariances of the recorded accelerations a,(t), aJt) and a&) along the three accelerograph axes x , y and z, respectively, were obtained using the relation pij = <bi(t)-dil [aj(t)-djl)t, i , j = X,Y,Z (39) where the time average is taken over the interval tl < t < tz but where mean values di and dj are found by and averaging a%(?) aj(t) over the entire duration of motion. By selecting successive intervals over the entire duration of motion, the changes in directions of principal axes with time can be checked. As the successive intervals are taken shorter and shorter, increased fluctuations will, of course, occur in the directions of the principal axes. In the limiting case as (t2-tl)+0, the major principal axis coincides with the instantaneous resultant acceleration vector which rapidly changes its direction in a random fashion over the entire sphere of space. Figure 2 shows the horizontal directions of one principal axis for the above-mentioned six earthquakes using sufficiently long time intervals (t2- tl) to reasonably stabilize the principal co-ordinate directions. The corresponding variances are indicated by arrow lengths applied to the radial scale. Note that ground motion is measured in terms of acceleration for all earthquakes except for the El Centro earthquake where it is measured in terms of velocity. In most cases the principal axis shown in Figure 2 is the major principal axis; however, in some cases, usually for intervals near the ends of the motions when intensities have decreased considerably, the major principal axis is at right angles to the directions shown. The minor principal axis is in each case nearly vertical. The reported direction to the epicentre from the location of the accelerograph is shown for each earthquake in Figure 2. It is seen that the principal axis direction for each time interval is very close to the epicentre direction, particularly, for those intervals occurring during the reasonably stationary high intensity periods of motion. In all 6 cases when the variances and covariances defined by equation (39) are obtained by averaging over the entire duration of motion, the major principal axis direction is very close to the epicentre direction and the minor principal axis is very nearly vertical. When averaging over the entire duration of motion and averaging for the 6 earthquakes, the resulting ratios of intermediate and minor principal variances to the major principal variance are approximately 4. 3 and 4, respectively, i.e. (p22/p11)a,, 4 and (p".33/pll)avg Using these numerical values to obtain p22)= 0.14, principal covariances, the principal cross-correlation coefficients become p12 = (pllP23 = 0.22- b ) / @ ' 2 2 + p33) = Oh20 and P13 = ( 1 -p33)/(pll+ p33) = 0*33* p1

CONCLUSIONS Because the directions of principal axes of recorded ground motions are reasonably stable over successive time intervals, the non-stationary process defined by equation (l), which uses the same intensity function C(t) for all 3 components, seems reasonable for practical use in its 2- and 3-dimensional forms. The components of motion generated from this model need not be cross-correlated statistically; however, the uncorrelated components should be directed along a set of principal axes with the major principal axis being directed towards the expected epicentre and the minor principal axis directed vertically. One may, of course, wish to consider a variety of directions for the major principal axis when analysing the dynamic response of any given structural system. The potential use of the concept of principal axes to explore physical phenomena, such as tracing the centre of energy release, shouId be investigated.
ACKNOWLEDGEMENTS

The analytical study presented herein is part of a more general investigation carried out at the University of Tokyo, Japan, during the period 1 January-30 June 1974. J. Penzien expresses his sincere thanks and appreciation to the National Science Foundation as recipient of a Visiting Scientist grant under the U.S.-Japan Co-operative Science Program. Both authors gratefully acknowledge the broad support provided by the University of Tokyo, and the kind co-operation extended by staff of the University of Tokyo, particularly Professor H. Umemura, Professor Y. Ohsaki, Mr. R. Iwasaki, Mr. K. Ishida and Mr. T. Kubo. The authors

372
NORTH

JOSEPH PENZIEN AND MAKOTO WATABE

NDRM

KERN COUNTY TAFT, CALIFORNIA JULY 21,1952

IZU-HANTO-OKI, JAPAN (HAMAOKA STATION) MAY 9,1974

NORTH

EL CENTRO. CALIFORNIA YAY 18.1940

NWTH

HIDAKA-SANKEI ,JAPAN (HIROO STATION) JANUARY 21,1970

NORTH

LONG BEACH. CALIFORNIA MARCH 10.1933

TOKACHI-OK1 , JAPAN (HACHINOE STATION) MAY 16,1968 DIRECTION

E=EPICENTER

Figure 2. Principal axis directions for 6 differentrecorded earthquake ground motions

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373

wish to acknowledge that A. Arias3 previously reported the existence of principal axes of ground motions. Unfortunately, they were unaware of this fact during the writing and early processing of this paper for publication.
REFERENCES 1. P. C. Jennings, G. W. Housner and N. C. Tsai, Simulated earthquake motions, Report of Earthquake Engineering Research Laboratory, California Institute of Technology, Pasadena, California, April 1968. 2. P. Ruiz and J. Penzien, Probabilistic study of behavior of structures during earthquakes, Report of Earthquake Engineering Research Center, EERC 69-3, University of California, Berkeley, California, March 1969. 3. A. Arias, A Measure of Earthquake Intensity, in Seismic Design for Nuclear Power Plants, R. J. Hansen, Ed., The MIT Press, Cambridge, Massachusetts, and London, England, 1970, pp. 438-483.