Propagation of probabilistic uncertainty in complex physical systems using a stochastic finite element approach

Physica D: Nonlinear Phenomena

Volumn 133, Issue 1, 1999, Pages 137-144

  Ghanem, Roger ^a   Red Horse, John ^b  

^a Johns Hopkins University   (United States)

^b SANDIA NATIONAL LABORATORIES   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

CHAOS THEORY; COMPUTATIONAL METHODS; CONVERGENCE OF NUMERICAL METHODS; FINITE ELEMENT METHOD; GALERKIN METHODS; MATHEMATICAL MODELS; POLYNOMIALS; RANDOM PROCESSES;

DISCRETIZATION; FOURIER COEFFICIENTS; HILBERT SPACE; KARHUNEN-LOEVE EXPANSION;

PROBABILITY;

EID: 0033329066     PISSN: 01672789     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-2789(99)00102-5     Document Type: Article

References (8)

1. M. Loève, Fonctions aleatoires du second ordre, supplement to P. Levy, Processus Stochastic et Mouvement Brownien, Paris, Gauthier Villars, 1948.
2. R. Ghanem, P. Spanos, The Stochastic Finite Element Method: a Spectral Approach, Springer, 1991.
3. S. Kakutani, in: J. Neyman (Ed.), Spectral analysis of stationary Gaussian processes, Proceedings of the Fourth Berkeley Symposium on Mathematical Statistics and Probability, University of California, Vol. II, 1961, pp. 239-247.
4. G. Kallianpur, Homogeneous chaos expansions, in: M. Rosenblatt, C. Van Atta, Statistical Models in Turbulence, Springer, Berlin, Heidelberg, 1972, pp. 230-254,.
5. N. Wiener,The homogeneous chaos, Amer. J. Math 60 (1938) 897-936.
6. R. Ghanem, Probabilistic characterization of transport in heterogeneous porous media, Comput. Meth. Appl. Mech. Eng. 158 (3-4) (1998).
7. Li R., Ghanem R. Adaptive polynomial chaos simulation applied to statistics of extremes in nonlinear random vibration. Probabilistic Eng. Mech. 13(2):1998;125-136.
8. Ghanem R., Kruger R. Numerical solution of spectral stochastic finite element systems. Comput. Meth. Appl. Mech. Eng. 129:1996;289-303.