Simulation of multi-dimensional random fields by Karhunen-Loève expansion
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Publication:2309979
Fredholm integral equationKarhunen-Loève expansionmulti-dimensional random fieldrandom field simulation
Fredholm integral equations (45B05) Computational methods for problems pertaining to probability theory (60-08) Random fields (60G60) Mathematical modeling or simulation for problems pertaining to mechanics of deformable solids (74-10) Random materials and composite materials (74A40) Random vibrations in dynamical problems in solid mechanics (74H50) Finite element methods applied to problems in solid mechanics (74S05)
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Cites work
- A new fractional wavelet transform
- A new perspective on the solution of uncertainty quantification and reliability analysis of large-scale problems
- An enhanced hybrid method for the simulation of highly skewed non-Gaussian stochastic fields
- Assessment of spectral representation and Karhunen-Loève expansion methods for the simulation of Gaussian stochastic fields
- Convergence study of the truncated Karhunen-Loève expansion for simulation of stochastic processes
- Covariance kernel representations of multidimensional second-order stochastic processes
- Design-space dimensionality reduction in shape optimization by Karhunen-Loève expansion
- Faster computation of the Karhunen-Loève expansion using its domain independence property
- Finite elements for elliptic problems with stochastic coefficients
- Karhunen-Loève's truncation error for bivariate functions
- Nonlinear system stochastic response determination via fractional equivalent linearization and Karhunen-Loève expansion
- Numerical methods for the discretization of random fields by means of the Karhunen-Loève expansion
- On generalized fractional vibration equation
- Proper orthogonal decomposition of the mixing layer flow into coherent structures and turbulent Gaussian fluctuations
- The stochastic finite element method: past, present and future
- Volterra integral and differential equations
Cited in
(29)- Assessment of spectral representation and Karhunen-Loève expansion methods for the simulation of Gaussian stochastic fields
- Simulation of normal distributed smooth fields by Karhunen-Loève expansion in combination with kriging
- Fast sampling of parameterised Gaussian random fields
- Bayesian inference of random fields represented with the Karhunen-Loève expansion
- Advances in Gaussian random field generation: a review
- Efficient high-dimensional material reliability analysis with explicit voxel-level stochastic microstructure representation
- System reliability analyses of static and dynamic structures via direct probability integral method
- Direct probability integral method for stochastic response analysis of static and dynamic structural systems
- Tensor train-Karhunen-Loève expansion: new theoretical and algorithmic frameworks for representing general non-Gaussian random fields
- Structural stochastic responses determination via a sample-based stochastic finite element method
- A weak-intrusive stochastic finite element method for stochastic structural dynamics analysis
- Stochastic analysis of structures under limited observations using kernel density estimation and arbitrary polynomial chaos expansion
- A stochastic finite element scheme for solving partial differential equations defined on random domains
- Convergence study of the truncated Karhunen-Loève expansion for simulation of stochastic processes
- Karhunen-Loève decomposition of random fields based on a hierarchical matrix approach
- Statistical simulation of an exponentially correlated many-dimensional random field
- Karhunen-Loève expansion revisited for vector-valued random fields: scaling, errors and optimal basis.
- A nonlinear stochastic finite element method for solving elastoplastic problems with uncertainties
- Semi-reduced order stochastic finite element methods for solving contact problems with uncertainties
- An efficient reduced‐order method for stochastic eigenvalue analysis
- A new computational scheme for structural static stochastic analysis based on Karhunen-Loève expansion and modified perturbation stochastic finite element method
- A stochastic LATIN method for stochastic and parameterized elastoplastic analysis
- A novel stochastic calculation scheme for dynamic response analysis of FG-GPLRC plate subject to a moving load
- Bayesian reduced-order deep learning surrogate model for dynamic systems described by partial differential equations
- Efficient stochastic modal decomposition methods for structural stochastic static and dynamic analyses
- Continuous simulation of heterogeneous media: the Karhunen-Loève approach versus the turning bands method
- Stochastic arbitrary Lagrangian-Eulerian formalism for stochastic rolling contact analysis
- Stochastic free vibration analysis of FG-CNTRC plates based on a new stochastic computational scheme
- Stochastic augmented Lagrangian multiplier methods for stochastic contact analysis
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