Fast simulation of fully non-stationary wind fields using a new matrix factorization assisted interpolation method

•Improved interpolation scheme with high practicality is developed to realize spectral matrix decomposition in decoupling form.•New matrix factorization with a fast global convergence is used to decouple the time-frequency spectra.•Simple decoupling and interpolation are involved to realize a small amount of Cholesky decompositions and FFTs.•Case study demonstrates the superiority of the proposed method in the simulation of fully non-stationary wind fields. The classical spectral representation method and its improved versions have been widely used to generate non-stationary wind fields. However, they are not efficient for the simulation of non-stationary wind fields with time-varying coherence (i.e., fully non-stationary wind fields) due to the extensive computational demand regarding spectral matrix decomposition or harmonic superposition. To this end, this study develops a new matrix factorization assisted interpolation method, which is composed of an improved interpolation scheme and the monotone projected Barzilai-Borwein based non-negative matrix factorization (MPBB-NMF). Specifically, an improved interpolation scheme is firstly developed to quantify the desired distribution of time-frequency interpolation nodes, and only the decomposed spectra at these nodes are calculated by Cholesky decomposition. Then, MPBB-NMF with a fast global convergence is used to decouple these spectra into products of non-negative time- and frequency-dependent functions. Finally, one-dimensional interpolation is performed for these decoupled functions, which makes it possible to accelerate the harmonic superposition using a small amount of fast Fourier transforms (FFTs). Obviously, the proposed method realizes the decomposition of spectral matrix in the decoupling form. Besides reducing of the number of Cholesky decomposition and invoking FFT, its decoupling only aims at the low dimensional matrix and the interpolation merely involves a few decoupled items. Numerical simulation on the fully non-stationary wind field of a long-span bridge demonstrates the effectiveness and superiority of the proposed method.