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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

  • DOI - Digital Object Identifier

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

  • Czech description

Classification

  • Type

    D - Article in proceedings

  • CEP classification

    JM - Structural engineering

  • OECD FORD branch

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

  • e-ISSN

  • Number of pages

    13

  • Pages from-to

  • 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