Please use this identifier to cite or link to this item: https://doi.org/10.1016/j.compstruc.2006.10.010
Title: Comparison between Karhunen-Loève expansion and translation-based simulation of non-Gaussian processes
Authors: Li, L.B.
Phoon, K.K. 
Quek, S.T. 
Keywords: Compatibility
Karhunen-Loève expansion
Latin hypercube orthogonalization
Non-translation process
Spectral representation
Translation process
Issue Date: Mar-2007
Source: Li, L.B., Phoon, K.K., Quek, S.T. (2007-03). Comparison between Karhunen-Loève expansion and translation-based simulation of non-Gaussian processes. Computers and Structures 85 (5-6) : 264-276. ScholarBank@NUS Repository. https://doi.org/10.1016/j.compstruc.2006.10.010
Abstract: The Karhunen-Loève (K-L) expansion has been successfully applied to the simulation of highly skewed non-Gaussian processes based on the prescribed covariance and marginal distribution functions. When the stationary random process is indexed over a domain that is much larger than the correlation distance, the K-L expansion will approach the spectral representation. The non-Gaussian K-L technique is applied in the popular spectral representation as a special case to facilitate comparison with translation-based spectral representation. Processes with both incompatible and compatible spectral density and marginal distribution functions are simulated numerically. It is demonstrated that K-L expansion can be used to address the situation with incompatible target functions where the commonly used translation approach may not be applicable. It is therefore a more robust method for simulation of non-Gaussian processes because it can generate different processes satisfying the same target spectral density function and the same target marginal distribution function regardless of their compatibility. © 2006 Elsevier Ltd. All rights reserved.
Source Title: Computers and Structures
URI: http://scholarbank.nus.edu.sg/handle/10635/65315
ISSN: 00457949
DOI: 10.1016/j.compstruc.2006.10.010
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