Simulation of multi-dimensional random fields by Karhunen-Loève expansion

DOI10.1016/j.cma.2017.05.022zbMath1439.74007OpenAlexW2674684492MaRDI QIDQ2309979

Hongzhe Dai, Zhibao Zheng

Publication date: 6 April 2020

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.2017.05.022

zbMATH Keywords

Fredholm integral equationKarhunen-Loève expansionrandom field simulationmulti-dimensional random field

Mathematics Subject Classification ID

Random fields (60G60) Computational methods for problems pertaining to probability theory (60-08) Finite element methods applied to problems in solid mechanics (74S05) Random materials and composite materials (74A40) Random vibrations in dynamical problems in solid mechanics (74H50) Fredholm integral equations (45B05) Mathematical modeling or simulation for problems pertaining to mechanics of deformable solids (74-10)

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Cites Work

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• On generalized fractional vibration equation
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• Finite elements for elliptic problems with stochastic coefficients
• Faster computation of the Karhunen-Loève expansion using its domain independence property
• Nonlinear system stochastic response determination via fractional equivalent linearization and Karhunen-Loève expansion
• A new fractional wavelet transform
• An enhanced hybrid method for the simulation of highly skewed non-Gaussian stochastic fields
• Covariance kernel representations of multidimensional second-order stochastic processes
• Convergence study of the truncated Karhunen–Loeve expansion for simulation of stochastic processes
• Volterra integral and differential equations

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