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Bulletin of the Seismological Society of America, Vol. 107, No. 3, pp. 1512–1525, June 2017, doi: 10.

1785/0120160206

Generating Spectrum-Compatible Time Histories Using Eigenfunctions


by Bo Li, Binh-Le Ly, Wei-Chau Xie, and Mahesh D. Pandey

Abstract In this article, the causes of drift in the velocity and the displacement time
history are investigated. It is found that, in addition to numerical error, drift is caused
by overdeterminacy in the constants of integration. Because there are six independent
prescribed at-rest conditions (three initial and three terminal), the eigenfunctions from
an eigenvalue problem, which is described by a sixth-order ordinary differential equa-
tion satisfying the six initial and terminal at-rest conditions, are chosen as a basis of
expansion. The eigenfunctions form a dense and complete set and span a vector space.
The eigenfunctions are used to expand an accelerogram. Drift-free consistent
velocity and displacement time histories are then obtained, also in terms of the eigen-
functions, without direct integration and baseline correction. A method is also pro-
posed to modify a real recorded accelerogram using the eigenfunctions to generate
time histories compatible with the target response spectra without drift.

Introduction
Time history analysis is widely used in seismic design, To resolve the problem of drift in time histories, baseline
qualification, and evaluation of critical structures, such as correction is used to adjust the original time histories to
nuclear power plants (American Society of Civil Engineers eliminate the drift. Various approaches of baseline correction
[ASCE], 2000, 2005; Canadian Standard Association [CSA], have been proposed. Brady (1966) proposed a method of par-
2010; U.S. Nuclear Regulatory Commission [USNRC], abolic baseline correction. A cubic polynomial is used to fit
2014b). In practice, usually ground acceleration time his- the drifted velocity time history; the fitted polynomial is then
tories rather than ground displacement time histories are used to adjust the drifted velocity time history. The derivative
recorded at a station during earthquakes. However, it has of the fitted polynomial is used to adjust the acceleration time
been observed that integrating ground acceleration time his- history. Trifunac (1971) proposed a method for standard base-
tory often gives unrealistic and large drifts in velocity and line correction. It uses multiple baseline corrections and high-
displacement time histories. pass filtering to adjust the original accelerograms, which is
Previous studies (Boore, 2005; Boore and Bommer, 2005) largely independent of the record length. A similar method
showed that drift in the displacement and velocity of real ac- was also proposed by Graizer (1979).
celerograms is caused by a wide range of factors mostly due Based on the characteristics of the baseline errors, Chiu
to inadequacy of the recording equipment and subsequent (1997) proposed a three-step algorithm to perform baseline
processing, which introduces noise. Noises cannot be avoided correction. First, fit the baseline of acceleration time history
in real accelerograms. Noise embedded in the digitized records using the method of least squares and remove the linear trend
from analog instruments stems from characteristics of the in- in the acceleration time history. Then, filter the acceleration
strument and the digitizer. So far, a considerable number of time history to remove the remaining errors and high-fre-
accelerograms (particularly from older earthquakes) were re- quency random noise. Finally, subtract the initial velocity
corded on analog instruments, and the analog instruments still to remove the linear trend of displacement.
continue to be used. One of the disadvantages of analog instru- Converse and Brady (1992) proposed a method of high-
ments is that they need a specified threshold of acceleration to pass and low-pass filtering to remove unwanted noise in the
trigger and a specified threshold of acceleration to stop because signal, and thus eliminate the drift. The original acceleration
they usually operate on standby to save recording medium. time history is padded with zeros at both ends. The padded
Thus, the accelerogram misses the pretriggering portion of the time history is processed with Butterworth filter to obtain the
ground motion, leaving the location of the zero-acceleration adjusted acceleration time history.
baseline unknown. Another disadvantage of analog instru- The influences of using baseline correction to correct the
ments is that to use the recording in any engineering analysis drifted velocity and displacement time histories on structural
it is necessary to digitize the traces, which is a primary source analysis are remarkable. Boore (2001) showed that baseline
of noise. Accelerograms recorded on digital instruments are correction would greatly change displacement response spec-
much better but still likely to contain noise and require process- trum of the original ground motion at long periods, and
ing, which prevents a true baseline from being recorded. displacement response spectrum is also sensitive to different

1512
Generating Spectrum-Compatible Time Histories Using Eigenfunctions 1513

methods of baseline corrections. Malhotra (2001) showed that spectrum. Tsai (1972) was the first to propose a method to
baseline correction leads to inconsistency among acceleration, modify a seed motion in frequency domain to achieve a spec-
velocity, and displacement time histories. Such inconsistency trum-compatible time history. Sinusoidal functions are added
imposes a significant problem on some very flexible systems, or subtracted from the seed motion to achieve the final
such as long-span bridges, sloshing liquids in storage tanks, spectrum-compatible time history. After Tsai’s work, some
liquefiable soil deposits, tall buildings, and systems respond- improvements have been proposed to modify a seed motion
ing inelastically. Iwan and Chen (1994) also showed that in frequency domain (Preumont, 1984). A seed motion is
velocity and displacement may be grossly underestimated by modified by repeatedly adjusting its Fourier amplitudes and
baseline correction. Baseline correction to acceleration re- simultaneously keeping its Fourier phase fixed until accept-
sponse time history of structures may result in distorted and able compatibility is obtained.
unrealistic responses of structures, such as deformation. Kaul (1978) and Lilhanand and Tseng (1987, 1988)
In many earthquake engineering applications, such as proposed methods to modify a ground motion in time do-
evaluation of response of inelastic structures or generation of main. In these methods, one needs to repeatedly adjust the
floor response spectra, time history analysis may be required, value of the ground motion locally at a time instance where
which needs acceleration ground motions as input. Generally, response spectral value at a specific frequency occurs only
there are two options for selecting proper ground motions until acceptable compatibility is achieved.
(Villaverde, 2009) for such engineering problems: (1) select Based on the work by Kaul (1978) and Lilhanand and
ground motions recorded at a site where the geologic, seismic, Tseng (1987, 1988), Abrahamson and coauthors (Abraham-
and tectonic conditions well match those of the target site, and son, 1992; Hancock et al., 2006; Al Atik and Abrahamson,
(2) use artificial time histories, the response spectra of which 2010) published three versions of wavelet methods to obtain
well match the target response spectra of the site. In reality, it is spectrum-compatible time histories by adding a correction
always difficult to find earthquake ground motions that match function to a seed accelerogram. They use a real record as the
the geologic, seismic, and tectonic conditions of the target site. seed motion and wavelets as the correction function. There
Thus, generated spectrum-compatible time histories are usually are three versions of wavelet methods according to the choice
used to perform time history analysis. of wavelets.
Various methods have been proposed to generate In the first version of the wavelet method, Abrahamson
spectrum-compatible time histories. These methods can (1992) uses a tapered cosine wavelet to repeatedly correct a
be categorized as synthetic method (Jennings et al., 1968; seed motion until acceptable spectrum-compatible time his-
Vanmarcke and Gasparini, 1976; Iyengar and Rao, 1979; tory is obtained. However, the wavelets used by Abrahamson
Preumont, 1984; Khan, 1987) and modification method (1992) result in drift in velocity and displacement time histor-
(Lilhanand and Tseng, 1988; Abrahamson, 1992; Mukherjee ies. Thus, it requires baseline correction to overcome the drift.
and Gupta, 2002; Suarez and Montejo, 2005; Hancock et al., In the second version of the wavelet method, Hancock
2006; Cacciola, 2010). et al. (2006) further proposed an improved (baseline corrected)
The synthetic method was first systematically explained tapered cosine wavelets that have zero initial and final displace-
by Jennings et al. (1968). A stationary stochastic process is ment to modify a seed motion and obtain spectrum-compatible
first generated. To simulate the transient characteristics of time history. The resulting velocity and displacement time his-
earthquake ground motions, the stationary stochastic process tories, therefore, do not require baseline correction.
is multiplied by a user-specified envelope shape to achieve a Considering the numerical speed and efficiency of
nonstationary random process. Based on the nonstationary modifying a seed motion in previous studies, Al Atik and
random process, a synthetic time history is obtained by iter- Abrahamson (2010) proposed an improved tapered cosine
atively adjusting the nonstationary random process in fre- wavelet, that is, enveloped cosine wavelet, to modify the seed
quency domain until acceptable compatibility is obtained. motion to obtain spectrum-compatible time history, and im-
Levy and Wilkinson (1976) proposed another method to prove the speed, stability, and efficiency of modification. Be-
generate synthetic time history for nuclear industry. A sta- cause of the envelope, integrations of the wavelet tend to be
tionary time history is generated by adding a series of sine zero at both infinities but deviate from zero with a small
functions together. Modulating envelopes from a real earth- value at end. However, the resulting velocity and displace-
quake ground motion are then applied to make the time his- ment time histories of modified accelerogram can be still ac-
tory possess some characteristics of earthquake records, such cepted as at-rest at both ends of a finite domain.
as nonstationary property. The time history is modified until Based on the theory of the Hilbert–Huang transform
the difference between the computed and target response (HHT) developed by Huang et al. (1998), Ni et al. (2011,
spectra is acceptable. Synthetic time histories are usually not 2013) proposed an algorithm to generate spectrum-compatible
recommended to perform nonlinear dynamic analysis of time histories using multiple real recorded ground motions,
structures and facilities (Pousse et al., 2006). which can generate tridirectional time histories that well match
In the modification method, a real recorded ground mo- target ground response spectra.
tion (seed motion) is modified either in frequency domain or Based on HHT, Li et al. (2016) further proposed two
in time domain to make it compatible with a target response algorithms to generate spectrum-compatible time histories
1514 B. Li, B.-L. Ly, W.-C. Xie, and M. D. Pandey

that realize two approaches of generating time histories lem of drift in time histories, eigenfunctions derived from a
recommended by USNRC Standard Review Plan 3.7.1 sixth-order ordinary differential eigenvalue problem that
(USNRC, 2014b). The first algorithm is to generate tridirec- meet the necessary initial and terminal at-rest conditions are
tional time histories compatible with multidamping target re- employed. Velocity and displacement time histories deter-
sponse spectra; whereas the second algorithm is to generate mined from acceleration time history using the eigenfunc-
tridirectional time histories compatible with single-damping tions do not drift. In addition, velocity and displacement
target response spectra. Time histories generated by these time histories obtained from acceleration time history by ei-
two algorithms satisfy requirements of USNRC Standard genfunctions are mutually consistent. Furthermore, a method
Review Plan 3.7.1. is proposed to modify a real recorded accelerogram using
For all the existing methods for generating spectrum- eigenfunctions to generate spectrum-compatible time histor-
compatible time histories, the following conclusions can ies without drift.
be drawn:
1. All these methods except the wavelet method require
Drift in Velocity and Displacement Time Histories
baseline correction to remove drifts in velocity and dis-
placement. However, baseline correction may undo com- Causes of Drift
patibility of the generated time histories. In addition, as
discussed above, different approaches of baseline correc- Velocity time history Vt  ut_ is the derivative of
tion may result in very different adjusted time histories, displacement time history Dt  ut, and acceleration time
especially for displacement time histories. history At  Vt
_  ut
 is the derivative of velocity time
2. The common prerequisite for all three versions of wavelet history Vt  ut.
_ Conversely, velocity Vt  ut
_ is the
methods is that the seed velocity and displacement time integration of acceleration At  ut, and displacement
histories obtained from the seed accelerogram should be Dt  ut is the integration of velocity Vt  ut.
_ If ac-
at-rest at both ends. However, this prerequisite is part and celeration At, velocity Vt, and displacement Dt  ut
parcel of the wavelet method. The wavelet methods did time histories satisfy these relationships, they are called
not explain how such a velocity and displacement time consistent time histories. Furthermore, it is obvious that ac-
histories have been obtained from a digitized accelero- celeration, velocity, and displacement time histories of earth-
gram. If velocity and displacement time histories are quakes must satisfy the initial and terminal at-rest conditions,
obtained from integrating the accelerogram, they could that is,
not be made to satisfy all at-rest conditions at both ends,
as explained in the Causes of Drift section. EQ-TARGET;temp:intralink-;df1a;313;406 A0  AT  V0  VT  D0  DT  0;
3. These existing methods have not demonstrated that the 1a
modified accelerogram, the resulting velocity time
history, and the resulting displacement time history are or
mutually consistent.
EQ-TARGET;temp:intralink-;df1b;313;346

u0  uT
  u0
_  uT
_  u0  uT  0; 1b
To resolve these issues in the existing methods, the main
objectives of this study are: in which T is the duration of the time histories.
However, there are many known problems with integrat-
1. to generate a spectrum-compatible time history for seis-
ing an earthquake acceleration time history to obtain velocity
mic analysis and design, which is at-rest at the beginning
and displacement time histories by numerical integration.
and at the end;
2. given an accelerogram (either a real record or a syn- • The velocity and displacement time histories do not satisfy
thesized time history) that is at-rest at the beginning all initial and terminal at-rest conditions. The time histories
and at the end, to obtain from the accelerogram a velocity will need baseline correction.
and displacement time histories, both of which are also • Baseline correction by incorporating polynomials into the
at-rest at the beginning and at the end (the at-rest condi- time histories will make the adjusted displacement, veloc-
tions have always been imposed on earthquake time his- ity, and acceleration inconsistent.
tories used for seismic analysis and design); • The polynomials used in baseline correction will introduce
3. to ensure that the accelerogram, the velocity time history, unrealistic low-frequency waves, distorting the energy
and the displacement time history are mutually consistent content of the original earthquake time histories.
so that differentiation or integration of one process yields • Velocity and displacement time histories are usually made
the other process. This requirement is important to the to satisfy the initial at-rest conditions when integrating the
design of a multiply supported structure such as a piping acceleration time history. Not satisfying the terminal at-rest
system. conditions will cause the time histories to drift indefinitely.
In this article, reasons causing drifts in velocity and dis- A realistic, nondrifting displacement process that is consis-
placement time histories are analyzed first. To solve the prob- tent with the accelerogram associated with it is paramount in
Generating Spectrum-Compatible Time Histories Using Eigenfunctions 1515

seismic analysis of structural responses, especially responses 2. From D0  0, equation (4b) yields C0  0, and
of multiply supported systems. For example, piping is a DT  ε × 2n1π
T2
≠ 0.
multiply supported system. Some supports may be on dif-
Hence,
ferent parts or different levels of a structure, whereas some
may be on different structures or equipment. Each support  
T 2n  1πt
point may undergo different displacements. Seismic quali- Vt  ut
_ ε× 1 − cos ; 5a
2n  1π
EQ-TARGET;temp:intralink-;df5a;313;691

T
fication of a multiply supported system requires consider-
ation of seismic anchor movements, in addition to the
inertia effects. If the calculated displacement processes drift
or the baselines are improperly corrected, the results of  2
2n1πt
EQ-TARGET;temp:intralink-;df5b;313;633

T T
analysis from using the incorrect displacement inputs will Dtut−ε× sin ε× t;
2n1π T 2n1π
be unrealistic and, worse yet, will lead to an erroneous con-
clusion about the design. 5b
It is important to understand the cause of drift in velocity
and displacement time histories obtained from integrating ac- that is, both velocity and displacement time histories do not
celeration time history. Suppose At is an accelerogram, satisfy the terminal at-rest conditions and drift. On the other
then, hand, if Vt and Dt are made to satisfy the terminal at-rest
Zt
EQ-TARGET;temp:intralink-;df2;55;529

conditions, then they will not satisfy the initial at-rest con-
Vt  Aτdτ  C1 ; ditions. Therefore, drift in velocity and displacement time
0 histories from integrating acceleration time history cannot
Zt
Dt  t − τAτdτ  C1 t  C0 : 2 be avoided.
0 It is traditionally believed that numerical errors cause the
problem of drift in velocity and displacement time histories
There are four at-rest conditions to be met, that is, obtained by integrating acceleration time history. However,
V0  VT  D0  DT  0. No C0 and C1 can be it should be emphasized that, in this example, there is no
found to satisfy these four independent conditions. Suppose, numerical error involved in integrating the acceleration time
say, C0  C1  0 are selected so that V0  D0  0. history to obtain velocity and displacement time histories.
Then, VT and DT may not be zero. For t > T, Vt This example demonstrates that it is overdeterminacy that
and Dt will drift with t. causes drift in velocity and displacement time histories
To illustrate, consider an acceleration time history obtained by integrating acceleration time history. It is an
inherent problem due to mathematical overdeterminacy in
2n  1πt
EQ-TARGET;temp:intralink-;df3;55;380 At  ut
  ε × sin ; 3 integrating acceleration time history.
T Baseline correction is usually applied to remove the
effect of such terms as ε sin2n  1πt=T in equation (3)
in which u, u,
_ and u are a set of consistent time histories
to eliminate drift in velocity and displacement time histories.
satisfying the initial and terminal at-rest conditions (1b),
However, the terms removed by baseline correction are
and ε is a small constant. Obviously, acceleration At given
inseparable from the original acceleration time history At.
by equation (3) satisfies the initial and terminal at-rest con-
Consequently, baseline correction generally ruins character-
ditions. Integrating equation (3) yields the velocity and dis-
istics of the original acceleration time history.
placement:

T 2n  1πt
Vt  ut
_ −ε× cos  C1 ; 4a Baseline Correction
2n  1π
EQ-TARGET;temp:intralink-;df4a;55;264

T
Berg and Housner (1961) and Boore (2001) showed that
numerical integration of an acceleration time history often
 2
2n  1πt caused unrealistic drift in velocity and displacement time his-
EQ-TARGET;temp:intralink-;df4b;55;214

T
Dt  ut − ε × sin  C1 t  C0 ; tories. For engineering analysis such as soil–structure inter-
2n  1π T
action analysis, using drifted velocity and displacement time
4b histories may have a negative effect on results (Yang et al.,
2006). Even if an artificial baseline correction is used to cor-
in which Vt and Dt must satisfy the last four initial and
rect the drifted velocity and displacement time histories, it
terminal at-rest conditions in equation (1a). However, there
will change the characteristics of the original time history
are only two constants in the equations. As a result, the prob-
and thus yield unrealistic results.
lem is overdetermined. Suppose that Vt and Dt are made
In this subsection, a set of consistent acceleration, veloc-
to meet the initial at-rest conditions.
ity, and displacement time histories are simulated and as
1. From V0  0, equation (4a) gives C1  ε × 2n1π
T
, shown in Figure 1. It is clearly seen that the simulated time
and VT  ε × 2n1π ≠ 0.
2T
histories do not drift. Given the simulated acceleration time
1516 B. Li, B.-L. Ly, W.-C. Xie, and M. D. Pandey

Acc. (g) 0.2 0.2

Acc. (g)
0 0

−0.2 −0.2
20 20
Vel. (cm/s)

Vel. (cm/s)
0 0

−20 −20
10 10
Disp. (cm)

Disp. (cm)
0 0

−10
0 −10
10 20 30 40 50 60 0 10 20 30 40 50 60
Time (s) Time (s)

Figure 1. Example of simulated time history using eigenfunc- Figure 3. Adjusted time history by approach 1 of baseline cor-
tions. The color version of this figure is available only in the elec- rection. The color version of this figure is available only in the elec-
tronic edition. tronic edition.

0.2 0.2
Acc. (g)

Acc. (g)
0 0

−0.2 −0.2
20 20
Vel. (cm/s)

0 Vel. (cm/s) 0

−20 −20
10 10
Disp. (cm)

Disp. (cm)

0
0

−30 −10
0 10 20 30 40 50 60 0 20 30 40 50 60 80
10 70
Time (s) Time (s)

Figure 2. Velocity and displacement time histories determined Figure 4. Adjusted time history by approach 2 of baseline cor-
by numerical integral. The color version of this figure is available rection. The color version of this figure is available only in the elec-
only in the electronic edition. tronic edition.

history in Figure 1, its velocity and displacement time his- Approach 1: Brady (1966) proposed using a quadratic
tories are calculated by numerical integration satisfying the to fit the velocity time history, and then applying its deriva-
initial at-rest conditions: tive to adjust the original acceleration time history.
Approach 2: This approach, proposed by Converse and
X
m
EQ-TARGET;temp:intralink-;df6a;55;304

1 Brady (1992), has been implemented by U.S. Geological


_ m 
ut ut
 i−1   ut
 i Δt; _ 1   0;
ut Survey to process recorded ground motions. The original ac-
i2
2
celeration time history is first padded with zeros at both ends,
m  2; 3; …; N; 6a and then processed with Butterworth filter to obtain the ad-
justed acceleration time history.
The simulated acceleration time history in Figure 1 is
X
m processed by these two approaches of baseline correction
EQ-TARGET;temp:intralink-;df6b;55;232

1
utm   ut
_ i−1   ut
_ i Δt; ut1   0; and the results are shown in Figures 3 and 4, respectively.
i2
2
After baseline correction, some ground-motion parame-
m  2; 3; …; N; 6b ters (such as peak ground velocity [PGV] and peak ground
displacement [PGD]) of the adjusted time histories may
in which tm  m − 1Δt, m  1; 2; …; N, and deviate from those of the original time histories. Ground-
Δt  T=N − 1 is the time increment. Velocity and dis- motion parameters for this example are listed in Table 1.
placement time histories determined by equations (6a) and Obviously, baseline correction affects PGV and PGD of
(6b) are shown in Figure 2. It is clearly seen that the displace- the time histories.
ment time history shows drift. The power spectral densities of the time history before
To eliminate drift in time histories, baseline correction is and after baseline correction are shown in Figure 5; it shows
traditionally used to adjust the acceleration time histories. that baseline correction significantly changes power spectral
Two approaches of baseline correction are commonly used. density of the original time history in low-frequency range.
Generating Spectrum-Compatible Time Histories Using Eigenfunctions 1517

Power spectral density (cm2/s 3) 10 3

10 2

10 1

10 0

10 −1

10 −2 Original time history


10 −3 Adjusted time history by Approach 1
Adjusted time history by Approach 2
10 −4
0.01 0.1 1 10
Frequency (Hz)

Figure 5. Power spectral densities of simulated time history and adjusted time histories. The color version of this figure is available only
in the electronic edition.

This may affect responses of flexible structures, such as long- To resolve the problem of drift in generating velocity
span bridges and pipelines. In addition, different approaches and displacement time histories from acceleration time his-
of baseline correction usually yield different processed time tory, eigenfunctions of a sixth-order ordinary differential
histories. eigenvalue problem are used to expand the acceleration time
This example demonstrates that history.
1. for a set of consistent time histories satisfying initial and
terminal at-rest conditions, velocity and displacement Expansion Using Eigenfunctions
time histories may be determined by integrating the ac-
celeration time history drift; Sixth-Order Eigenvalue Problem
2. blindly applying baseline correction to acceleration
To obtain consistent acceleration, velocity, and displace-
time histories may ruin characteristics of the original time
ment time histories, it is critical to find consistent basis func-
histories.
tions satisfying all initial and terminal at-rest conditions.
In this example, drifts in velocity and displacement time his- Because there are six initial and terminal at-rest conditions,
tories still appear under the condition that no external six constants in the solution function are needed to satisfy
noise is embedded in the simulated acceleration time history. these conditions. Hence, consider the following sixth-order
Therefore, noise is not the only source leading to drift in veloc- ordinary differential eigenvalue problem
ity and displacement time histories; overdeterminacy and
numerical error aforementioned also cause the drift in velocity d6 φ
 λ6 φ  0; 0 ≤ t ≤ T; 7
dt6
EQ-TARGET;temp:intralink-;df7;313;294

and displacement time histories. Because the simulated accel-


eration time history contains no external noises, baseline
satisfying six boundary conditions, that is, the six initial and
correction unreasonably removes significant low-frequency
terminal at-rest conditions:
components from the original acceleration time history and
yields unrealistic adjusted acceleration time history. EQ-TARGET;temp:intralink-;df8;313;225 φ0  φ0
_  φ0
  φT  φT
_  φT
  0: 8

Table 1 The general solution of equation (7) is


Comparison of Ground-Motion Parameters
φt  C1 cos λt  C2 sin λt
EQ-TARGET;temp:intralink-;df9;313;180

Ground-Motion Parameters p  


3λt λt λt
Time History PGA (g) PGV (cm=s) PGD (cm)
 exp C3 cos  C4 sin
Original 0.17 17.48 9.08 2 2 2
 p  
Adjusted by approach 1 0.17 17.52 9.33 3λt λt λt
Adjusted by approach 2 0.17 16.85 8.38  exp − C5 cos  C6 sin : 9
2 2 2
PGA, peak ground acceleration; PGV, peak ground velocity; PGD,
peak ground displacement. Differentiating with respect to t gives
1518 B. Li, B.-L. Ly, W.-C. Xie, and M. D. Pandey

2 • the second set of roots is 9.4270555709, 15.7079533785,


EQ-TARGET;temp:intralink-;df10;55;733

φt
_ ×  −2C1 sin λt  2C2 cos λt
λ 21.9911486180, 28.2743338821,…, which are given ap-
p    proximately by cos 2ν  0: ν  2k  1π, k  1; 2; ….
3λt p λt λt
 exp C3 3 cos − sin It seems impossible to find analytically exact solutions;
2 2 2
  but for ν > 30, the approximation is extremely good with
λt p  λt
 C4 cos  3 sin relative error less than 10−12 .
2 2
 p    In summary, the eigenvalues can be written as νn  λn T 
3λt p λt λt
− exp − C5 3 cos  sin n  1π, n  1; 2; …, in which the results are exact when n
2 2 2 is odd and approximate when n is even.
 
λt p  λt For each eigenvalue νn , the corresponding eigenvector
 C6 − cos  3 sin ; 10 Cn  fCn1 ; Cn2 ; …; Cn6 gT , n  1; 2; …, can be determined
2 2
from equation (12) and the eigenfunction φn t is obtained
2
EQ-TARGET;temp:intralink-;df11;55;571

from equation (9). Analytical expressions of eigenfunctions


φt
 ×  −2C1 cos λt − 2C2 sin λt
λ2 can be easily obtained using a symbolic computation soft-
p   
3λt λt p λt ware such as Maple.
 exp C3 cos − 3 sin As an example, for T  25, ν19  λ19 T  20π, φ19 t,
2 2 2
  φ_ 19 t, and φ 19 t are shown in Figure 6. It is clearly seen
p λt λt
 C4 3 cos  sin that, unlike sine and cosine functions used in Fourier series,
2 2 φn t, φ_ n t, and φ n t satisfy the initial and terminal at-rest
 p   
3λt λt p λt conditions.
 exp − C5 cos  3 sin It is easy to show that the eigenfunctions possess the
2 2 2
  following orthogonality properties:
p λt λt ZT ZT
 C6 − 3 cos  sin : 11
2 2 φm tφn tdt  ⃛φm t⃛φn tdt  0; m ≠ n:
EQ-TARGET;temp:intralink-;df14;313;463

0 0

Substituting equations (9)–(11) into the six initial and termi- 14
nal at-rest conditions (8) yields a system of six homogeneous The eigenfunctions could be used as basis functions to ex-
linear algebraic equations for the coefficients C1 ; C2 ; …; C6 : pand a time history ut of duration T as

2 38 9
1 0 p1 0 1  0 >
p > C1 >
>
6 0 2 3 p1 − 3 7>> C2 >
1  >
6 7>
p > >
>
6 −2 0 p
1 p
3 p
1 −
p 7 C3 =
<
3
6 7 12
7> C4 >  0;
3ν 3ν 3ν 3ν
6 cos ν sin ν ep 2 cos 2ν e 2 sin ν e−p2 cos 2ν e−p2 sin 2ν
> > >
EQ-TARGET;temp:intralink-;df12;55;380

6 p 2 7>
4 −2 sin ν > C5 >
−e−p2 × SC− 5> >
3ν 3ν 3ν 3ν
2 cos ν e 2p × CS− ep2 × SC −e−p 2 × CS >
: >
;
3ν 3ν 3ν 3ν
−2 cos ν −2 sin ν −e 2 × SC− e 2 × CS e− 2 × SC −e− 2 × CS− C6

in which X

p p ut  an φn t; 15


ν ν ν ν
EQ-TARGET;temp:intralink-;df15;313;285

EQ-TARGET;temp:intralink-;;55;274 CS  3 cos  sin ; SC  3 sin  cos ; n1


2 2 2 2
ν  λT: in which an are constantRcoefficients. If the eigenfunctions
are normalized such that 0T φ2n tdt  1, then Parseval’s in-
For C1 ; C2 ; …; C6 to have nontrivial solutions, the determi- equality becomes
nant of the coefficient matrix must be 0, resulting in the ei-
genequation EQ-TARGET;temp:intralink-;df16;313;209

Z T X
∞ X

p u2 tdt  am an
ν 3ν
EQ-TARGET;temp:intralink-;df13;55;191

0
8 sin ν − sin 2ν − 16 sin × cosh m1 n1
2 2 Z X
∞ X
p T N
 2 sin ν × cosh 3ν  0: 13 φm tφn tdt  a2n > a2n : 16
0 n1 n1

The eigenequation (13) is a transcendental equation and has


The expansion is an Euler–Fourier expansion. The conver-
infinitely many roots or eigenvalues. It can be shown that
gence is uniform and pointwise. Therefore, integration or dif-
there are two sets of roots:
ferentiation can be done term by term. In addition, the order
• the first set of roots is given exactly by sin 2ν  0: of operation, that is, integration (or differentiation) and sum-
ν  2kπ, k  1; 2; …; mation, can interchange.
Generating Spectrum-Compatible Time Histories Using Eigenfunctions 1519

4
2
19(t)
In equations (17) and (21), φn t, φ_ n t, and φ n t,
n  1; 2; …; N, are the nth eigenfunction and its derivatives
0
t
2 are given by equations (9)–(11).
19(t)
1
0
Because φn t, φ_ n t, and φ n t are consistent and sat-
t
isfy all initial and terminal at-rest conditions, the acceleration
1
19(t)
At, velocity Vt, and displacement Dt time histories
0.5
0 given by equations (17) and (21) are guaranteed to be con-
t sistent and satisfy all initial and terminal at-rest conditions,
0 5 10 15 20 25
hence no drift.
It should be emphasized that the proposed eigenfunc-
Figure 6. Example of eigenfunction. The color version of this
figure is available only in the electronic edition. tions can also be used to expand any time series provided the
time series is continuous and is equal to zero at the beginning
Decompose an Acceleration Time History by and at the end. Convergence of the expansion is pointwise.
Eigenfunctions It is necessary to mention that eigenfunctions cannot be
used to determine permanent ground displacement, because
An earthquake acceleration time history At of duration eigenfunctions satisfy initial and terminal at-rest conditions.
T can be decomposed using a set of N eigenfunctions: Actually, it is quite difficult to determine permanent ground
displacement; advanced techniques such as Global Position-
X
N
EQ-TARGET;temp:intralink-;df17;55;532 At  an φ n t: 17 ing System are usually applied to determine permanent ground
n1 displacement. However, it is beyond the scope of this study.

Multiplying both sides of equation (17) by φ m t, Generate Time Histories Using Eigenfunctions
m  1; 2; …; N, and integrating from 0 to T yields
Existing methods of modifying a ground motion need
Z X
N Z
T T baseline correction to remove drifts in velocity and displace-
EQ-TARGET;temp:intralink-;df18;55;462 Atφ m tdt  an φ n tφ m tdt: 18 ment time histories. In this section, a method of modifying a
0 n1 0
ground motion using eigenfunctions to make it compatible
If At is sampled at N discrete time instances with a target response spectrum is proposed. Spectrum-com-
ti  i − 1Δt, i  1; 2; …; N, Δt  T=N − 1, then patible time histories generated by this method do not need
baseline correction, because the eigenfunctions satisfy initial
Z T X
N −1 and terminal at-rest conditions.
EQ-TARGET;temp:intralink-;df19;55;390 Atφ m tdt  Ati φ m ti Δt  rm : 19
0 i1
Optimization
Equation (18) becomes Optimization plays an important role in the analysis of
Z physical systems. To set up an optimization problem, an
X
N T
objective function and variables or unknowns affecting the
EQ-TARGET;temp:intralink-;df20;55;331 Φmn an  rm ; m  1;2;…;N; Φmn  φ m tφ n tdt:
n1 0 objective are required. Because the variables are usually con-
strained, the goal of optimization is to search suitable values
20
of the variables within the constrained region to maximize or
Equation (20) gives a system of N linear algebraic equations minimize the objective function. A general form of optimi-
for N unknown coefficients an , n  1; 2; …; N, which can be zation with nonlinear constraints is given by:

Minimize : fx;
EQ-TARGET;temp:intralink-;df22;55;204 Subject to : gj x  0; j  1; 2; …; me ; gj x ≥ 0; j  me  1; me  2; …; m; 22
xL ≤ x ≤ xU ;

readily solved. The velocity and displacement time histories in which x is the vector of variables, fx is the objective
can then be determined as function, gj x is the nonlinear equality or inequality con-
straint function, me is the number of nonlinear equality
X
N X
N constraint functions, m is the total number of constraint func-
EQ-TARGET;temp:intralink-;df21;55;114 Vt  an φ_ n t; Dt  an φn t: 21 tions, and xL and xU represent the lower and upper bounds of
n1 n1 x, respectively.
1520 B. Li, B.-L. Ly, W.-C. Xie, and M. D. Pandey

modify the seed motion


select a seed motion

calculate response spectrum and


decompose the seed motion relevant parameters of the time history

Yes satisfy
compatibility requirements?

No
apply optimization
initialize scaling factors

new scaling factors

Figure 7. Flow chart of generating time history using eigenfunctions.

Procedure to Generate Time Histories Using 5. The following optimization model is used to determine
Eigenfunctions the scaling factors:
The flow chart for a procedure to modify a real recorded  
1 X
Ns
SA fi ; ζ; s − ST fi ; ζ 2
ground motion (seed motion) using eigenfunctions to obtain Minimize : η ; 25
N s i1 i ST fi ; ζ
EQ-TARGET;temp:intralink-;df25;313;452

a spectrum-compatible time history is shown in Figure 7. De-


tails of the procedure are explained as follows:
1. select a seed motion XS t of duration T (the spectral
EQ-TARGET;temp:intralink-;df26;313;405

Subject to :
shape of the seed motion should be similar to that of SA fi ;ζ;s − ST fi ;ζ
the target response spectrum to some extent); − 10% ≤ ≤ 30%; i  1;2;…;N s ;
ST fi ;ζ
2. decompose the seed motion using eigenfunctions by
equations (17)–(20), to obtain constant coefficients an ; X
i8
⌊SA fi ;ζ;s − ST f i ;ζ⌋ ≥ −9; i  1;2;…;N s − 8;
3. based on frequencies over which the target response i
spectrum is defined, say fsi, i  1; 2; …; N s , in which
N s is the number of frequencies, extract N s eigenfunc- I A − T I A ≥ 6; ρ ≤ 0:16;
T 75 5
26
tions from step 2 for which concentrated frequencies are
closest to the frequencies of target response spectrum. in which ηi is the weighting factor, which is used to em-
The concentrated frequency of eigenfunctions is deter- phasize important frequency ranges and mitigate effects
mined by of less important frequency ranges of the target response
I A , both of which are functions of s,
spectrum. T 5IA and T 75
k are the time instances when Arias intensity of the time
EQ-TARGET;temp:intralink-;df23;55;248 λk T  2πfk T  kπ; fk  ; k  2;3; 4; …: 23 history reaches 5% and 75%, respectively. ρ is the cor-
2T
relation coefficient between the generated time history
These extracted eigenfunctions are expressed as φ i t, and other spectrum-compatible time histories. ST fi ; ζ is
i  1; 2; …; N s , called matching eigenfunctions. Match- acceleration spectral value of the target response spec-
ing eigenfunctions will be used to modify the seed mo- trum, and ⌊⌋ denotes the floor function. Response spec-
tion to make it compatible with the target response trum of the modified time history is calculated by
spectrum by linearly scaling their amplitudes.
4. The modified time history Xt; s is expressed as: EQ-TARGET;temp:intralink-;df27;313;159 SA ω; ζ; s  jωe−ζωt sin ωt Xt; sjmax ; 27
X
Ns
in which ω  2πf and ζ are the circular natural fre-
EQ-TARGET;temp:intralink-;df24;55;138 Xt; s  XS t  si φ i t; 24 quency and damping ratio, respectively, and denotes
i1
the convolution integration.
in which s  fs1 ; s2 ; …; sN s g is the vector of scaling fac- In the optimization model, the difference between the
tors, which are initially set as zero. computed and target response spectra is set as the objec-
Generating Spectrum-Compatible Time Histories Using Eigenfunctions 1521

0.3 0.4
PEER acceleration Reconstructed acceleration
Acc. (g)

Acc. (g)
0 0

−0.3 −0.4
30
40

Vel. (cm/s)
Vel. (cm/s)

PEER velocity Determined velocity


0 0

−40 −20
5
30

Disp. (cm)
0
Disp. (cm)

PEER displacement Determined displacement

0
−10
−10 0 5 10 15 20 25 30
0 10 20 30 40 50 60
Time (s) Time (s)

Figure 8. Velocity and displacement determined using eigen- Figure 9. Velocity and displacement determined by integration
functions (El Centro earthquake). PEER, Pacific Earthquake Engi- (Coyote Lake earthquake). The color version of this figure is avail-
neering Research. The color version of this figure is available only able only in the electronic edition.
in the electronic edition.
time history is first decomposed by eigenfunctions using
tive function (25), and the compatibility requirements ac- equations (17)–(20), obtaining the constant coefficients an .
cording to USNRC SRP 3.7.1 (USNRC, 2014b) are set as Using these constant coefficients, the acceleration time his-
constraint functions (26). tory is reconstructed, and the velocity and displacement
6. The optimization is performed until an optimal vector of time histories are determined by equation (21). The recon-
suitable scaling factors s is obtained. structed acceleration time history, and determined velocity
and displacement time histories are presented in Figure 8. It
To generate a set of tridirectional time histories using the
is clearly seen that the velocity and displacement time histories
above procedure, the following three steps are followed:
determined by eigenfunctions exactly match (overlap) the time
1. Generate the first horizontal time history compatible with histories from the PEER strong-motion database.
the horizontal target response spectrum.
2. Generate the second horizontal time history compatible Coyote Lake Earthquake. One horizontal ground mo-
with the horizontal target response spectrum. The corre- tion recorded at the San Ysidro School station during the
lation coefficient between this time history and the first Coyote Lake earthquake (United States) in 1979 (see Data
horizontal time history needs to be considered. and Resources) is selected from the Center for Engineering
3. Generate the vertical time history compatible with the Strong Motion Data (CESMD). This ground motion has been
vertical target response spectrum. The correlation coeffi- postprocessed. The velocity and displacement time histories
cients between this time history and each of the two hori- obtained by integrating the recorded acceleration time history
zontal time histories generated in steps 1 and 2 need to be are shown in Figure 9. It can be clearly seen that the displace-
considered. ment time history drifts, which is due to the inherent problem
of mathematical overdeterminacy and numerical error.
Because initial and terminal values of the ground motion
Applications from CESMD are not zero, zero values are padded at both
The eigenfunctions could be used to determine realistic ends so that it is suitable to use eigenfunctions to determine
velocity and displacement time histories from a given accel- velocity and displacement time histories. The zero padding
eration time history. Furthermore, they can be applied to gen- will not affect critical characteristics of the original ground
erate spectrum-compatible time histories. In this section, two motion. The velocity and displacement time histories deter-
examples of determining velocity and displacement time his- mined using eigenfunctions are presented in Figure 10. It is
tories and two examples of generating spectrum-compatible clearly seen that the velocity and displacement time histories
time histories are presented. satisfy initial and terminal at-rest conditions; that is, no drift.
This clearly demonstrates how well the eigenfunction method
Example 1: Determining Velocity and Displacement Time can work to eliminate drift in velocity and displacement in
Histories time histories due to numerical error and overdeterminacy.
El Centro Earthquake. The El Centro earthquake
ground motion (east–west component, including consistent Example 2: Generating Spectrum-Compatible Time History
acceleration, velocity, and displacement time histories) NUREG R.G. 1.60. The design response spectra from
from the Pacific Earthquake Engineering Research (PEER) NUREG R.G. 1.60 (USNRC, 2014a) are taken as the target
strong-motion database (see Data and Resources) is used to response spectra. Tridirectional ground motions recorded at
demonstrate the capacity of eigenfunctions to determine Norcia-Zona Industriale station during the Umbria Marche
velocity and displacement time histories. The acceleration earthquake (Italy) in 1997 (see Data and Resources) are
1522 B. Li, B.-L. Ly, W.-C. Xie, and M. D. Pandey

Acc. (g) 0.4 0.18


0 0.16

Spectral acceleration (g)


0.14
−0.4
30 0.12
Vel. (cm/s)

0.10
0
0.08
−20
4 0.06
Disp. (cm)

0.04 Generated time history


0
0.02 R.G. 1.60 design spectrum
−4
0 5 10 15 20 25 30 0
Time (s) 0.1 1 10 100
Frequency (Hz)
Figure 10. Velocity and displacement determined using eigen- 0.05

Acc. (g)
functions (Coyote Lake earthquake). The color version of this figure 0
is available only in the electronic edition.
−0.05
0.18 20

Vel. (cm/s)
0.16 0
Spectral acceleration (g)

0.14
−20
0.12
10

Disp. (cm)
0.10
0
0.08
0.06 −15
0 5 10 15 20 25
0.04 Generated time history Time (s)
R.G. 1.60 design spectrum
0.02
0 Figure 12. Generated second horizontal time history for R.G.
0.1 1 10 100 1.60 design response spectra. The color version of this figure is
Frequency (Hz) available only in the electronic edition.
0.05
Acc. (g)

0
Mammoth Lakes earthquake (United States) in 1980 (see
−0.05 Data and Resources) is selected as the seed motion to gen-
10 erate the first horizontal time history, one ground motion
Vel. (cm/s)

0 observed at the WAHO station during the Loma Prieta earth-


quake (United States) in 1989 (see Data and Resources) is
−15
selected as the seed motion to generate the second horizontal
20 time history, and one ground motion observed at the
Disp. (cm)

0 Calexico Fire station during the Imperial Valley earthquake


−20
(United States) in 1979 (see Data and Resources) is selected
0 5 10 15 20 25 as the seed motion to generate the vertical time history. Be-
Time (s)
cause different seed motions have different durations, these
three seed motions are truncated or padded zero at the ends
Figure 11. Generated first horizontal time history for R.G. 1.60
design response spectra. The color version of this figure is available so they possess the same duration.
only in the electronic edition. The generated tridirectional time histories are presented
in Figures 14–16. It is seen that the generated time histories
selected as seed motions. These seed motions satisfy the ini- well match the target response spectra except at some high
tial and terminal at-rest conditions. The generated tridirec- frequencies, and do not drift. The reason for the relatively
tional time histories are presented in Figures 11–13. It is poor match at some high frequencies is that CENA UHS has
clear that the generated time histories well match the target extraordinarily high amplitudes at high frequencies, which is
response spectra and do not drift. quite unusual for a real earthquake ground motion.

CENA UHS. The central and eastern North American Conclusion


(CENA) uniform hazard spectrum (UHS; Atkinson and El-
gohary, 2007) is taken as the target response spectrum. Seed In this article, the cause of the drift of velocity and dis-
motions are selected from different earthquakes to generate placement time histories resulting from integrating accel-
time histories compatible with CENA UHS. One ground eration time history is investigated. It is discovered that, in
motion observed at the Long Valley Dam station during the addition to numerical error, the drift is caused by mathematical
Generating Spectrum-Compatible Time Histories Using Eigenfunctions 1523

0.12 0.8
0.7 Generated time history
0.10
Spectral acceleration (g)

Spectral acceleration (g)


0.6 CENA UHS
0.08
0.5
0.06 0.4

0.04 0.3

Generated time history 0.2


0.02
R.G. 1.60 design spectrum 0.1
0 0
0.1 1 10 100 0.1 1 10 100
Frequency (Hz)
Frequency (Hz)
0.04
0.4
Acc. (g)

Acc. (g)
0
0
−0.04
−0.4
10
Vel. (cm/s)

20

Vel. (cm/s)
0
0
−10
−20
10
Disp. (cm)

Disp. (cm)
0
0
−10
0 5 10 15 20 25 −5
Time (s) 0 5 10 15 20 25
Time (s)
Figure 13. Generated vertical time history for R.G. 1.60 design
response spectra. The color version of this figure is available only in Figure 14. Generated first horizontal time history for central
the electronic edition. and eastern North American (CENA) uniform hazard spectrum
(UHS). The color version of this figure is available only in the elec-
tronic edition.
overdeterminacy. To overcome the problem, eigenfunctions of
a sixth-order ordinary differential eigenvalue problem are In contrast, the velocity Vt and the displacement Dt pro-
employed to satisfy the six initial and terminal at-rest condi- duced by the eigenfunction method are drift free.
tions. The orthogonality and completeness of the proposed The existing practices in baseline correction resort to
eigenfunctions are discussed. According to Parseval’s theo- adding polynomials to the time series. There are three draw-
rem, the eigenfunctions form a complete set. backs to such a measure. First, adding polynomials has
Given an acceleration time history satisfying initial and no mathematical basis. Second, the polynomials distort the
terminal at-rest conditions, a procedure for decomposing an frequency content of the processes. Third, the polynomials
acceleration time history using eigenfunctions is presented. render the processes no longer mutually consistent. For ex-
Using the constant coefficients from decomposing the accel- ample, differentiation of the corrected displacement time his-
eration time history, realistic velocity and displacement time tory does not yield the corrected velocity time history, and
histories satisfying initial and terminal at-rest conditions are differentiation of the corrected velocity time history does not
determined. Examples are presented to demonstrate the advan- yield the corrected acceleration time history. The same goes
tages of using eigenfunctions to determine velocity and dis- for the integrations.
placement time histories from an acceleration time history. Spectrum-compatible time histories are required for
Special attention is drawn to Figures 8–10, which clearly dem- time history analysis. A method for modifying a seed motion
onstrate how well the eigenfunction method can work. using eigenfunctions is proposed to make it spectrum-
The velocity Vt obtained from numerical integration compatible. Because the eigenfunctions satisfy initial and
of acceleration At and the displacement Dt obtained from terminal at-rest conditions, spectrum-compatible time histor-
numerical integration of Vt will drift due to numerical er- ies generated are consistent and do not drift.
rors and overdeterminacy in the constants of integration. It is noted that the proposed eigenfunctions can also be
Although the numerical errors can be kept to a minimum used to expand any time series provided the time series is
via various techniques such as using a superior integration continuous and is equal to zero at the beginning and at the
scheme and filtering of noises, the drifts due to overdetermi- end. Convergence of the expansion is pointwise.
nacy are intrinsic and will always be present in the results The method of eigenfunctions in this study has some
of integration. A case in point is the theoretical example, in limitations. It is not to be applied to a situation where per-
which the integration is exact yet the resulting processes drift. manent ground displacement is involved, because the eigen-
1524 B. Li, B.-L. Ly, W.-C. Xie, and M. D. Pandey

0.8 0.8
0.7 Generated time history 0.7 Generated time history
CENA UHS
Spectral acceleration (g)

Spectral acceleration (g)


0.6 0.6 CENA UHS

0.5 0.5
0.4 0.4
0.3 0.3
0.2 0.2
0.1 0.1
0 0
0.1 1 10 100 0.1 1 10 100
Frequency (Hz) Frequency (Hz)
0.4 0.4
Acc. (g)

Acc. (g)
0 0
−0.4 −0.4
20 10
Vel. (cm/s)

Vel. (cm/s)
0 0

−20 −15
7 4
Disp. (cm)

Disp. (cm)
0 0
−7 −4
0 5 10 15 20 25 0 5 10 15 20 25
Time (s) Time (s)

Figure 15. Generated second horizontal time history for CENA Figure 16. Generated vertical time history for CENA UHS. The
UHS. The color version of this figure is available only in the elec- color version of this figure is available only in the electronic edition.
tronic edition.

18928/searches/17833/edit (last accessed June 2016, login re-


functions have zero displacement at the end of the duration. quired); ground motion observed at the WAHO station during
The method of eigenfunctions is not yet available in any the Loma Prieta earthquake in 1989 was obtained from the
existing commercial program. The method requires appreci- PEER strong-motion database at http://ngawest2.berkeley.edu/
able computational efforts. For wide applications of the spectras/18928/searches/17833/edit (last accessed June 2016,
method, a user-friendly computer program is needed. login required); ground motion observed at the Calexico Fire
station during the Imperial Valley earthquake in 1979 was
Data and Resources obtained from the PEER strong-motion database at http://
ngawest2.berkeley.edu/spectras/18928/searches/17833/edit
The ground motions used in this study were obtained (last accessed June 2016, login required).
from Pacific Earthquake Engineering Research (PEER)
strong-motion database and Center for Engineering Strong
Motion Data (CESMD). These data are publicly available on Acknowledgments
the following websites: El Centro earthquake ground motion The research for this article was supported, in part, by the Natural
was obtained from the PEER strong-motion database at Sciences and Engineering Research Council of Canada (NSERC) and by
http://ngawest2.berkeley.edu/spectras/18927/searches/17832/ University Network of Excellence in Nuclear Engineering (UNENE).
edit (last accessed June 2016, login required); the ground
motion observed at the San Ysidro School station during References
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motion database at http://ngawest2.berkeley.edu/spectras/ Virginia.
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