Efficient Time-Domain Dimension Reduction Methods for Simulating Stationary Stochastic Processes

The high-dimensional stochastic space caused by a large number of random variables remains a significant challenge hindering the practical application of stochastic process simulation in engineering. Although various dimension reduction techniques have been developed, their direct integration into time-domain simulation frameworks remains limited. To address this issue, this paper proposes two efficient time-domain dimension reduction methods for simulating stationary stochastic processes. The methods reduce the number of input random variables required for simulation to a single variable, while the randomness of the output stochastic process remains unchanged. The proposed methods are theoretically motivated by spectral decomposition of processes using two distinct strategies and explicitly incorporate the decay characteristics of the impulse response function associated with the stochastic process. Based on this, the random orthogonal functions can be naturally introduced to simulate the stationary stochastic process, which effectively resolves the high-dimensional random variables encountered in conventional time-domain simulations. Furthermore, the incorporation of a number-theoretic method enables uncertainty quantification of stochastic process samples. Numerical simulations demonstrate that the proposed methods reduce the random variable dimension from 2400 to 1 (99.95% reduction). Relative error of the simulated power spectral density remains below 2%, while computational time is reduced by approximately 4% compared with the conventional time-domain methods. These results demonstrate the effectiveness and practical applicability of the proposed approach in engineering stochastic process simulation.