Simulation of stochastic processes and fields for Monte Carlo simulation applications: Some recent developments

George Deodatis, Radu Popescu, Jean H. Prevost

Research output: Chapter in Book/Report/Conference proceedingChapter

5 Scopus citations

Abstract

Two of the latest developments concerning the spectral representation method (used to simulate stochastic processes and fields) are presented in this paper. The first one introduces an extension of the spectral representation method to simulate non-stationary stochastic vector processes with evolutionary power. The proposed simulation formula is simple and straightforward and generates sample functions of the vector process according to a prescribed non-stationary cross-spectral density matrix. The second development introduces another extension of the spectral representation method to simulate multi-dimensional, multi-variate, non-Gaussian stochastic fields. In this case, sample functions are generated according to a prescribed cross spectral density matrix and prescribed (non-Gaussian) probability distribution functions. Numerical examples are provided for both developments.

Original languageEnglish (US)
Title of host publication15th Biennial Conference on Mechanical Vibration and Noise
Pages955-965
Number of pages11
Edition3 Pt A/2
StatePublished - Dec 1 1995
EventProceedings of the 1995 ASME Design Engineering Technical Conference - Boston, MA, USA
Duration: Sep 17 1995Sep 20 1995

Publication series

NameAmerican Society of Mechanical Engineers, Design Engineering Division (Publication) DE
Number3 Pt A/2
Volume84

Other

OtherProceedings of the 1995 ASME Design Engineering Technical Conference
CityBoston, MA, USA
Period9/17/959/20/95

All Science Journal Classification (ASJC) codes

  • Engineering(all)

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