On simulation of cross correlated random fields using series expansion methods
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216305%3A26110%2F09%3APU86035" target="_blank" >RIV/00216305:26110/09:PU86035 - isvavai.cz</a>
Result on the web
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DOI - Digital Object Identifier
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Alternative languages
Result language
angličtina
Original language name
On simulation of cross correlated random fields using series expansion methods
Original language description
A practical framework for generating cross correlated fields with a specified marginal distribution function, an autocorrelation function and cross correlation coefficients is presented in the paper. The approach relies on well known series expansion methods for simulation of a Gaussian random field. The proposed method requires all cross correlated fields over the domain to share an identical autocorrelation function and the cross correlation structure between each pair of simulated fields to be simplydefined by a cross correlation coefficient. Such relations result in specific properties of eigenvectors of covariance matrices of discretized field over the domain. These properties are used to decompose the eigenproblem which must normally be solved in computing the series expansion into two smaller eigenproblems. Such decomposition represents a significant reduction of computational effort. Non-Gaussian components of a multivariate random field are proposed to be simulated via memory
Czech name
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Czech description
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Classification
Type
D - Article in proceedings
CEP classification
JM - Structural engineering
OECD FORD branch
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Result continuities
Project
<a href="/en/project/KJB201720902" target="_blank" >KJB201720902: Development of numerical methods for analyses of stochastic computational mechanics problems</a><br>
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)
Others
Publication year
2009
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Article name in the collection
Engineering mechanics 2009
ISBN
978-80-86246-35-2
ISSN
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e-ISSN
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Number of pages
13
Pages from-to
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Publisher name
Neuveden
Place of publication
Svratka, Česká republika
Event location
Svratka
Event date
May 11, 2009
Type of event by nationality
EUR - Evropská akce
UT code for WoS article
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