Karhunen-Loéve expansion of stochastic processes with a modified exponential covariance kernel

Journal of Engineering Mechanics

Volumn 133, Issue 7, 2007, Pages 773-779

  Spanos, Pol D ^a   Beer, Michael ^b   Red Horse, John ^c  

^a RICE UNIVERSITY   (United States)

^b NATIONAL UNIVERSITY OF SINGAPORE   (Singapore)

^c SANDIA NATIONAL LABORATORIES   (United States)

Author keywords

Computer aided simulation; Monte Carlo method; Numerical analysis; Spectral analysis; Stochastic processes

Indexed keywords

APPROXIMATION THEORY; COMPUTATIONAL EFFICIENCY; COMPUTER SIMULATION; EIGENVALUES AND EIGENFUNCTIONS; MATHEMATICAL MODELS; MONTE CARLO METHODS; NUMERICAL ANALYSIS; RANDOM PROCESSES; SPECTRUM ANALYSIS;

EXPONENTIAL COVARIANCE KERNEL; EXPONENTIAL MODEL; STATIONARY STOCHASTIC PROCESSES; STOCHASTIC MECHANICS;

MECHANICS;

APPROXIMATION THEORY; COMPUTATIONAL EFFICIENCY; COMPUTER SIMULATION; EIGENVALUES AND EIGENFUNCTIONS; MATHEMATICAL MODELS; MECHANICS; MONTE CARLO METHODS; NUMERICAL ANALYSIS; RANDOM PROCESSES; SPECTRUM ANALYSIS;

COMPUTER SIMULATION; COVARIANCE ANALYSIS; MONTE CARLO ANALYSIS; NUMERICAL MODEL; SPECTRAL ANALYSIS; STOCHASTICITY;

EID: 34347253251     PISSN: 07339399     EISSN: None     Source Type: Journal    
DOI: 10.1061/(ASCE)0733-9399(2007)133:7(773)     Document Type: Article

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