Comparison between Karhunen-Loeve and wavelet expansions for simulation of Gaussian processes

Computers and Structures

Volumn 82, Issue 13-14, 2004, Pages 985-991

  Phoon, K K ^a   Huang, H W ^a   Quek, S T ^a  

^a NATIONAL UNIVERSITY OF SINGAPORE   (Singapore)

Author keywords

Cholesky factorisation; Eigen decomposition; Gaussian process; Karhunen Loeve; Wavelets

Indexed keywords

COMPUTER SIMULATION; EIGENVALUES AND EIGENFUNCTIONS; FUNCTION EVALUATION; GALERKIN METHODS; INTEGRAL EQUATIONS; MATRIX ALGEBRA; OPTIMIZATION; PROBLEM SOLVING;

CHOLESKY FACTORIZATION; EIGEN DECOMPOSITION; GAUSSIAN PROCESS; KARHUNEN-LOEVE;

WAVELET TRANSFORMS;

EID: 2442593146     PISSN: 00457949     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.compstruc.2004.03.008     Document Type: Conference Paper

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