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

DOI10.1016/J.CMA.2007.01.009zbMATH Open1173.65302OpenAlexW2081656419MaRDI QIDQ1033503FDOQ1033503

Authors: George Stefanou, M. Papadrakakis 

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

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zbMATH Keywords

spectral representationGaussian stochastic fieldwavelet-Galerkin schemeKarhunen-Loève expansion

Mathematics Subject Classification ID

Probabilistic methods, stochastic differential equations (65C99)

Cites Work

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Cited In (37)

• Past, current and future trends and challenges in non-deterministic fracture mechanics: a review
• An enhanced hybrid method for the simulation of highly skewed non-Gaussian stochastic fields
• Analysis of the continuous mode conversion of Lamb waves in fiber composites by a stochastic material model and laser vibrometer experiments
• Interval spectral stochastic finite element analysis of structures with aggregation of random field and bounded parameters
• Addressing the curse of dimensionality in SSFEM using the dependence of eigenvalues in KL expansion on domain size
• A Chebyshev polynomial-based Galerkin method for the discretization of spatially varying random properties
• The Method of Separation: A Novel Approach for Accurate Estimation of Evolutionary Power Spectra
• Effects of base flow uncertainty on Couette flow stability
• Turbulent wind field representation and conditional mean-field simulation
• Spectral stochastic isogeometric analysis of free vibration
• The stochastic finite element method: past, present and future
• Numerical analysis for time-dependent advection-diffusion problems with random discontinuous coefficients
• An efficient forward propagation of multiple random fields using a stochastic Galerkin scaled boundary finite element method
• Uncertainty analysis for structures with hybrid random and interval parameters using mathematical programming approach
• Hybrid uncertain static analysis with random and interval fields
• Hybrid uncertain natural frequency analysis for structures with random and interval fields
• Risk-averse structural topology optimization under random fields using stochastic expansion methods
• An interval framework for uncertain frequency response of multi-cracked beams with application to vibration reduction via tuned mass dampers
• Robust shape optimization of continuous structures via the level set method
• Machine learning aided stochastic elastoplastic analysis
• A versatile technique for the optimal approximation of random processes by functional quantization
• Stochastic finite element analysis of structures in the presence of multiple imprecise random field parameters
• A Galerkin method with two-dimensional Haar basis functions for the computation of the Karhunen-Loève expansion
• Spectral stochastic isogeometric analysis of linear elasticity
• Stochastic meshfree method for elasto-plastic damage analysis
• Buckling analysis of imperfect I-section beam-columns with stochastic shell finite elements
• Efficient high-dimensional material reliability analysis with explicit voxel-level stochastic microstructure representation
• Accurate estimation of evolutionary power spectra for strongly narrow-band random fields
• An efficient stochastic framework to propagate the effect of the random solid-pore geometry of porous media on the pore-scale flow
• Karhunen-Loève decomposition of random fields based on a hierarchical matrix approach
• Numerical methods for the discretization of random fields by means of the Karhunen-Loève expansion
• Numerical approximation of 2D Fredholm integral eigenvalue problems by orthogonal wavelets
• A novel algorithm for the stochastic analysis of electric field problems considering material and spatial uncertainties
• Full-field order-reduced Gaussian process emulators for nonlinear probabilistic mechanics
• Simulation of multi-dimensional random fields by Karhunen-Loève expansion
• Effective Generation of Compressed Stationary Gaussian Fields
• Convergence study of the truncated Karhunen-Loève expansion for simulation of stochastic processes

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