Comparison between Karhunen-Loève expansion and translation-based simulation of non-Gaussian processes

Computers and Structures

Volumn 85, Issue 5-6, 2007, Pages 264-276

  Li, L B ^a   Phoon, K K ^a   Quek, S T ^a  

^a NATIONAL UNIVERSITY OF SINGAPORE   (Singapore)

Author keywords

Compatibility; Karhunen Lo ve expansion; Latin hypercube orthogonalization; Non translation process; Spectral representation; Translation process

Indexed keywords

COMPUTER SIMULATION; CORRELATION THEORY; FUNCTION EVALUATION; RANDOM PROCESSES; THEOREM PROVING;

COMPATIBILITY; KARHUNEN-LOEVE EXPANSION; LATIN HYPERCUBE ORTHOGONALIZATION; MARGINAL DISTRIBUTION FUNCTIONS; NON-TRANSLATION PROCESSES; SPECTRAL REPRESENTATION; TRANSLATION PROCESS;

STATISTICAL METHODS;

EID: 33846375870     PISSN: 00457949     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.compstruc.2006.10.010     Document Type: Article

References (20)

1. Grigoriu M. Crossing of non-Gaussian translation processes. J Eng Mech, ASCE 110 4 (1984) 610-620
2. Yamazaki F., and Shinozuka M. Digital simulation of non-Gaussian stochastic fields. J Eng Mech, ASCE 114 7 (1988) 1183-1197
3. Deodatis G., and Micaletti R.C. Simulation of highly skewed non-Gaussian stochastic processes. J Eng Mech, ASCE 127 12 (2001) 1284-1295
4. Grigoriu M. Applied non-Gaussian processes: examples, theory, simulation, linear random vibration, and MATLAB solutions (1995), PTR Prentice Hall, Englewood Cliffs, NJ
5. Grigoriu M. Simulation of non-Gaussian translation processes. J Eng Mech, ASCE 124 2 (1998) 121-126
6. Arwade S.R. Translation vectors with non-identically distributed components. Probabilist Eng Mech 20 2 (2005) 158-167
7. Ferrante F.J., Arwade S.R., and Graham-Brady L.L. A translation model for non-stationary, non-Gaussian random processes. Probabilist Eng Mech 20 3 (2005) 215-228
8. Sakamoto S., and Ghanem R.D. Polynomial chaos decomposition for the simulation of non-Gaussian non-stationary stochastic processes. J Eng Mech, ASCE 128 2 (2002) 190-200
9. Sakamoto S., and Ghanem R.D. Simulation of multi-dimensional non-Gaussian non-stationary random fields. Probabilist Eng Mech 17 2 (2002) 167-176
10. Puig B., Poirion F., and Soize C. Non-Gaussian simulation using Hermite polynomial expansion: convergences and algorithms. Probabilist Eng Mech 17 3 (2002) 253-264
11. Puig B., and Akian J.L. Non-Gaussian simulation using Hermite polynomials expansion and maximum entropy principle. Probabilist Eng Mech 19 4 (2004) 293-305
12. Phoon K.K., Huang S.P., and Quek S.T. Simulation of second-order processes using Karhunen-Loève expansion. Comput Struct 80 12 (2002) 1049-1060
13. Phoon K.K., Huang H.W., and Quek S.T. Simulation of strongly non-Gaussian processes using Karhunen-Loève expansion. Probabilist Eng Mech 20 2 (2005) 188-198
14. Li L.B., Quek S.T., and Phoon K.K. Observations on non-Gaussian Karhunen-Loève expansions. Third MIT conference on computational fluid and solid mechanics (2005), Massachusetts Institute of Technology, Cambridge, USA June 14-17
15. Van Trees H.L. Detection, estimation and linear modulation theory, Part 1 (1968), John Wiley & Sons, New York
16. Phoon KK, Nadim F. Modelling non-Gaussian random vectors for FORM: state-of-the-art review. International workshop on risk assessment in site characterization and geotechnical design. India Institute of Science, Bangalore, India, November 26-27, 2004.
17. Shinozuka M., and Deodatis G. Simulation of stochastic processes by spectral representation. Appl Mech Reviews 44 4 (1991) 191-204
18. Cramér H. On the representation of a function by certain Fourier integrals. Trans Am Math Soc 46 (1939) 191-201
19. Li LB, Phoon KK, Quek ST. Spectral representation with non-Gaussian random variables. In: Ninth international conference on structural safety and reliability, Rome, Italy, June 19-23, 2005.
20. Srivastava M.S. A measure of skewness and kurtosis and a graphical method for assessing multivariate normality. Statist Probab Lett 2 5 (1984) 263-267