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Models for space-time random functions

delete2016-01-01
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Grigoriu, Mircea *
DOI:10.1016/j.probengmech.2015.11.004delete
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Abstract

Abstract

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Models are developed for random functions Q(x, t) of space x is an element of D and time t is an element of (0, tau] from samples of these functions and any other information when available. Most of the models in the paper can be viewed as extensions of Karhunen-Loeve (KL) representations for random fields. Their samples are linear forms of basis functions with random coefficients which are extracted from samples of Q (x, t) by singular value decomposition. The coefficients of these forms are stochastic processes rather than random variables. The proposed models can be used to generate large sets of samples whose statistics are similar to those of target random functions. Theoretical arguments and numerical examples are presented to establish properties of the proposed models, assess their accuracy, and illustrate their implementation. (C) 2015 Elsevier Ltd. All rights reserved.
Keywords:
Karhunen-Loeve (KL) representation
Random field
Singular value decomposition
Space-time random function
Stochastic process
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Journal

Probabilistic Engineering Mechanics cover
Probabilistic Engineering Mechanics
IF:
3.5
Papers:
1.7K
Citations:
4.1K

Organization

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Cornell University
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6.3W
Papers: 5.4W
Citations: 10.9W
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