Simulation of multi-dimensional non-gaussian non-stationary random fields

被引：123
|
作者：
Sakamoto, S [1 ]
Ghanem, R [1 ]
机构：
[1] Johns Hopkins Univ, Dept Civil Engn, Baltimore, MD 21218 USA
来源：
PROBABILISTIC ENGINEERING MECHANICS | 2002年 / 17卷 / 02期
基金：
美国国家科学基金会;
关键词：
stochastic processes; Karhunen-Loeve representation; beta marginal distribution; non-gaussian models;
D O I：
10.1016/S0266-8920(01)00037-6
中图分类号：
TH [机械、仪表工业];
学科分类号：
0802 ;
摘要：
This paper presents a method for simulating multi-dimensional stochastic processes. The target process is specified by its marginal density function which can vary along the indexing set, and by its two point correlation function, which need not be stationary, The polynomial chaos expansion is used to match the marginal densities while the Karhunen-Loeve representation is used to fine tune the match of the correlation function. The resulting representation of the process is in the form of a polynomial chaos expansion, which can be readily realized. (C) 2002 Elsevier Science Ltd. All rights reserved.
引用
收藏
页码：167 / 176
页数：10
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