Simulation of simply cross correlated random fields by series expansion methods

Structural Safety

Volumn 30, Issue 4, 2008, Pages 337-363

  Vořechovský, Miroslav ^a  

^a BRNO UNIVERSITY OF TECHNOLOGY   (Czech Republic)

Author keywords

Karhunen Lo ve expansion; Latin hypercube sampling; Monte Carlo simulation; Multivariate random field; Orthogonal transformation of a covariance matrix; SFEM; Size effect

Indexed keywords

AUTOCORRELATION; COMPUTER SIMULATION; COVARIANCE MATRIX; EIGENVALUES AND EIGENFUNCTIONS; FRACTURE MECHANICS; GAUSSIAN DISTRIBUTION;

MARGINAL DISTRIBUTION FUNCTION; SERIES EXPANSION METHODS;

RANDOM PROCESSES;

AUTOCORRELATION; COMPUTER SIMULATION; COVARIANCE MATRIX; EIGENVALUES AND EIGENFUNCTIONS; FRACTURE MECHANICS; GAUSSIAN DISTRIBUTION; RANDOM PROCESSES;

EID: 41149086898     PISSN: 01674730     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.strusafe.2007.05.002     Document Type: Article

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