Please use this identifier to cite or link to this item: https://doi.org/10.1016/j.compstruc.2004.03.008
DC FieldValue
dc.titleComparison between Karhunen-Loeve and wavelet expansions for simulation of Gaussian processes
dc.contributor.authorPhoon, K.K.
dc.contributor.authorHuang, H.W.
dc.contributor.authorQuek, S.T.
dc.date.accessioned2014-06-19T05:49:02Z
dc.date.available2014-06-19T05:49:02Z
dc.date.issued2004-05
dc.identifier.citationPhoon, K.K., Huang, H.W., Quek, S.T. (2004-05). Comparison between Karhunen-Loeve and wavelet expansions for simulation of Gaussian processes. Computers and Structures 82 (13-14) : 985-991. ScholarBank@NUS Repository. https://doi.org/10.1016/j.compstruc.2004.03.008
dc.identifier.issn00457949
dc.identifier.urihttp://scholarbank.nus.edu.sg/handle/10635/74106
dc.description.abstractThe series representation consisting of eigenfunctions as the orthogonal basis is called the Karhunen-Loeve expansion. This paper demonstrates that the determination of eigensolutions using a wavelet-Galerkin scheme for Karhunen-Loeve expansion is computationally equivalent to using wavelet directly for stochastic expansion and simulating the correlated random coefficients using eigen decomposition. An alternate but longer wavelet expansion using Cholesky decomposition is shown to be of comparable accuracy. When simulation time dominates over initial overhead incurred by eigen or Cholesky decomposition, it is potentially more efficient to use a shorter truncated K-L expansion that only retains the most significant eigenmodes. © 2004 Elsevier Ltd. All rights reserved.
dc.description.urihttp://libproxy1.nus.edu.sg/login?url=http://dx.doi.org/10.1016/j.compstruc.2004.03.008
dc.sourceScopus
dc.subjectCholesky factorisation
dc.subjectEigen decomposition
dc.subjectGaussian process
dc.subjectKarhunen-Loeve
dc.subjectWavelets
dc.typeConference Paper
dc.contributor.departmentCIVIL ENGINEERING
dc.description.doi10.1016/j.compstruc.2004.03.008
dc.description.sourcetitleComputers and Structures
dc.description.volume82
dc.description.issue13-14
dc.description.page985-991
dc.description.codenCMSTC
dc.identifier.isiut000221902100003
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