Integration of non-Gaussian fields

Probabilistic Engineering Mechanics

Volumn 11, Issue 1, 1996, Pages 15-23

  Ditlevsen, Ove ^a   Mohr, Gunnar ^a   Hoffmeyer, Pernille ^a  

^a TECHNICAL UNIVERSITY OF DENMARK   (Denmark)

Author keywords

[No Author keywords available]

Indexed keywords

APPROXIMATION THEORY; ASYMPTOTIC STABILITY; COMPUTER SIMULATION; CONVERGENCE OF NUMERICAL METHODS; INTEGRATION; MECHANICS; NUMERICAL ANALYSIS; POLYNOMIALS;

GAUSSIAN DISTRIBUTION; HERMITE POLYNOMIALS; NON GAUSSIAN FIELDS; STOCHASTIC INTEGRAL; WINTERSTEIN APPROXIMATIONS;

RANDOM PROCESSES;

EID: 0029771505     PISSN: 02668920     EISSN: None     Source Type: Journal    
DOI: 10.1016/0266-8920(95)00023-2     Document Type: Article

References (5)

1. Ditlevsen, O., Christensen, C. & Randrup-Thomsen, S., Reliability of silo ring under lognormal stochastic pressure using stochastic interpolation. Proc. IUTAM Symp., Probabilistic Structural Mechanics: Advances in Structural Reliability Methods, San Antonio, TX, USA, June 1993, (eds.: P. D. Spanos & Y.-T. Wu). Springer, Berlin, 1994.
2. Mohr, G. & Ditlevsen, O., Partial summations of stationary sequences of Winterstein approximations. Prob. Engng Mech. 11 (1996) 25-30.
3. Winterstein, S. R., Nonlinear vibration models for extremes and fatigue. J. Engng Mech., ASCE 114 (1988) 1772-1790.
4. Johnson, N. L. & Kotz, S., Continuous Multivariate Distributions. Wiley, New York, 1972.
5. Ditlevsen, O. & Madsen, H. O., Structural reliability methods. Wiley, Chichester, 1996.