A translation model for non-stationary, non-Gaussian random processes

被引：34

作者：

Ferrante, FJ ^{[1
]}

Arwade, SR ^{[1
]}

Graham-Brady, LL ^{[1
]}

机构：

[1] Johns Hopkins Univ, Dept Civil Engn, Baltimore, MD 21218 USA

来源：

PROBABILISTIC ENGINEERING MECHANICS | 2005年 / 20卷 / 03期

关键词：

stochastic simulation; translation processes; non-Gaussian processes; non-stationary processes; inhomogeneous materials; random medial; functionally graded materials;

D O I：

10.1016/j.probengmech.2005.05.003

中图分类号：

TH [机械、仪表工业];

学科分类号：

0802 ;

摘要：

A model for simulation of non-stationary, non-Gaussian processes based on non-linear translation of Gaussian random vectors is presented. This method is a generalization of traditional translation processes that includes the capability of simulating samples with spatially or temporally varying marginal probability density functions. A formal development of the properties of the resulting process includes joint probability density function, correlation distortion and lower and upper bounds that depend on the target marginal distributions. Examples indicate the possibility of exactly matching a wide range of marginal pdfs and second order moments through a simple interpolating algorithm. Furthermore, the application of the method in simulating statistically inhomogeneous random media is investigated, using the specific case of binary translation with stationary and non-stationary target correlations. (c) 2005 Elsevier Ltd. All rights reserved.

引用

页码：215 / 228

页数：14

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