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 | Citation: | 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 |
Appears in Collections: | Staff Publications |
Show full item record
Files in This Item:
There are no files associated with this item.
Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.