Journal
JOURNAL OF ENGINEERING MECHANICS-ASCE
Volume 128, Issue 2, Pages 190-201Publisher
ASCE-AMER SOC CIVIL ENGINEERS
DOI: 10.1061/(ASCE)0733-9399(2002)128:2(190)
Keywords
decomposition; stochastic processes; polynomials; Gaussian process; stationary processes; simulation
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A method is developed for representing and synthesizing random processes that have been specified by their two-point correlation function and their nonstationary marginal probability density functions. The target process is represented as a polynomial transformation of an appropriate Gaussian process. The target correlation structure is decomposed according to the Karhunen-Loeve expansion of the underlying Gaussian process. A sequence of polynomial transformations in this process is then used to match the one-point marginal probability density functions. The method results in a representation of a stochastic process that is particularly well suited for implementation with the spectral stochastic finite element method as well as for general purpose simulation of realizations of these processes.
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