Please use this identifier to cite or link to this item:
https://doi.org/10.1016/j.probengmech.2005.05.007
DC Field | Value | |
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dc.title | Simulation of strongly non-Gaussian processes using Karhunen-Loeve expansion | |
dc.contributor.author | Phoon, K.K. | |
dc.contributor.author | Huang, H.W. | |
dc.contributor.author | Quek, S.T. | |
dc.date.accessioned | 2014-06-17T08:25:07Z | |
dc.date.available | 2014-06-17T08:25:07Z | |
dc.date.issued | 2005-04 | |
dc.identifier.citation | Phoon, K.K., Huang, H.W., Quek, S.T. (2005-04). Simulation of strongly non-Gaussian processes using Karhunen-Loeve expansion. Probabilistic Engineering Mechanics 20 (2) : 188-198. ScholarBank@NUS Repository. https://doi.org/10.1016/j.probengmech.2005.05.007 | |
dc.identifier.issn | 02668920 | |
dc.identifier.uri | http://scholarbank.nus.edu.sg/handle/10635/66175 | |
dc.description.abstract | The non-Gaussian Karhunen-Loeve (K-L) expansion is very attractive because it can be extended readily to non-stationary and multi-dimensional fields in a unified way. However, for strongly non-Gaussian processes, the original procedure is unable to match the distribution tails well. This paper proposes an effective solution to this tail mismatch problem using a modified orthogonalization technique that reduces the degree of shuffling within columns containing empirical realizations of the K-L random variables. Numerical examples demonstrate that the present algorithm is capable of matching highly non-Gaussian marginal distributions and stationary/non-stationary covariance functions simultaneously to a very accurate degree. The ability to converge correctly to an abrupt lower bound in the target marginal distributions studied is noteworthy. © 2005 Elsevier Ltd. All rights reserved. | |
dc.description.uri | http://libproxy1.nus.edu.sg/login?url=http://dx.doi.org/10.1016/j.probengmech.2005.05.007 | |
dc.source | Scopus | |
dc.subject | Karhunen-Loeve expansion | |
dc.subject | Latin hypercube orthogonalization | |
dc.subject | Non-Gassian marginal distribution | |
dc.subject | Non-stationary covariance | |
dc.subject | Simulation | |
dc.subject | Stationary covariance | |
dc.type | Article | |
dc.contributor.department | CIVIL ENGINEERING | |
dc.description.doi | 10.1016/j.probengmech.2005.05.007 | |
dc.description.sourcetitle | Probabilistic Engineering Mechanics | |
dc.description.volume | 20 | |
dc.description.issue | 2 | |
dc.description.page | 188-198 | |
dc.description.coden | PEMEE | |
dc.identifier.isiut | 000231329100008 | |
Appears in Collections: | Staff Publications |
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