Polynomial chaos representation of spatio-temporal random fields from experimental measurements

DOI10.1016/j.jcp.2009.08.025zbMath1177.65019OpenAlexW1992033071MaRDI QIDQ1038039

Sonjoy Das, Roger G. Ghanem, Steven Finette

Publication date: 17 November 2009

Published in: Journal of Computational Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jcp.2009.08.025

zbMATH Keywords

numerical examplespolynomial chaos expansionKarhunen-Loève expansionprobability density function estimationSpearman's rank correlation coefficientRosenblatt transformationnon-Gaussian random processnon-homogeneous/non-stationary random processoceanographic temperatureshallow-water acoustics

Mathematics Subject Classification ID

Random fields (60G60) Stochastic analysis applied to problems in fluid mechanics (76M35) Hydro- and aero-acoustics (76Q05) Processes in random environments (60K37) Numerical chaos (65P20)

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Uses Software

• YALMIP

Cites Work

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