Assessment of spectral representation and Karhunen-Loève expansion methods for the simulation of Gaussian stochastic fields

DOI10.1016/j.cma.2007.01.009zbMath1173.65302MaRDI QIDQ1033503

Manolis Papadrakakis, George Stefanou

Publication date: 6 November 2009

Published in: Computer Methods in Applied Mechanics and Engineering (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cma.2007.01.009

zbMATH Keywords

spectral representation; Gaussian stochastic field; Karhunen-Loève expansion; wavelet-Galerkin scheme

Mathematics Subject Classification ID

65C99: Probabilistic methods, stochastic differential equations

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