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A simple and efficient methodology to approximate a general non-Gaussian stationary stochastic process by a translation process
7 references·16 citing·33 second hop
A simple and efficient methodology to approximate a general non-Gaussian stationary stochastic process by a translation process (2011)A simple and efficient methodology to app…Stochastic Calculus: Applications in Science and Engineering (2002)Stochastic Calculus: Applicat…Polynomial Chaos Decomposition for the Simulation of Non-Gaussian Nonstationary Stochastic Processes (2002)Polynomial Chaos Decompositio…Simulation of Highly Skewed Non-Gaussian Stochastic Processes (2001)Simulation of Highly Skewed N…Simulation of Stationary Non-Gaussian Translation Processes (1998)Simulation of Stationary Non-…Simulation of Stochastic Processes by Spectral Representation (1991)Simulation of Stochastic Proc…Digital Generation of Non‐Gaussian Stochastic Fields (1988)Digital Generation of Non‐Gau…Digital simulation of random processes and its applications (1972)Digital simulation of random …The Spectral Representation Method: A framework for simulation of stochastic processes, fields, and waves 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explicit method for simula…Simple and Efficient Method to Simulate Homogenous Multidimensional Non-Gaussian Vector Fields by the Spectral Representation Method (2017)Simple and Efficient Method t…Translation random field with marginal beta distribution in modeling material properties (2016)Translation random field with…Modeling strongly non-Gaussian non-stationary stochastic processes using the Iterative Translation Approximation Method and Karhunen–Loève expansion (2015)Modeling strongly non-Gaussia…Efficient stationary multivariate non-Gaussian simulation based on a Hermite PDF model (2015)Efficient stationary multivar…Towards efficient uncertainty quantification in complex and large-scale biomechanical problems based on a Bayesian multi-fidelity scheme (2014)Towards efficient uncertainty…Statistical reconstruction of two-phase random media (2013)Statistical reconstruction of…Estimation of evolutionary spectra for simulation of non-stationary and non-Gaussian stochastic processes 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this work references cited by second hop

References

  • 1972Digital simulation of random processes and its applications1,663 cited
  • 1991Simulation of Stochastic Processes by Spectral Representation1,379 cited
  • 2002Stochastic Calculus: Applications in Science and Engineering345 cited
  • 1988Digital Generation of Non‐Gaussian Stochastic Fields317 cited
  • 1998Simulation of Stationary Non-Gaussian Translation Processes303 cited
  • 2001Simulation of Highly Skewed Non-Gaussian Stochastic Processes226 cited
  • 2002Polynomial Chaos Decomposition for the Simulation of Non-Gaussian Nonstationary Stochastic Processes197 cited

Cited by

  • 2018An explicit method for simulating non-Gaussian and non-stationary stochastic processes by Karhunen-Loève and polynomial chaos expansion100 cited
  • 2014Towards efficient uncertainty quantification in complex and large-scale biomechanical problems based on a Bayesian multi-fidelity scheme99 cited
  • 2020UQpy: A general purpose Python package and development environment for uncertainty quantification94 cited
  • 2015Modeling strongly non-Gaussian non-stationary stochastic processes using the Iterative Translation Approximation Method and Karhunen–Loève expansion93 cited
  • 2012A simple and efficient methodology to approximate a general non-Gaussian stationary stochastic vector process by a translation process with applications in wind velocity simulation87 cited
  • 2013Estimation of evolutionary spectra for simulation of non-stationary and non-Gaussian stochastic processes

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71 cited
  • 2013Statistical reconstruction of two-phase random media67 cited
  • 2015Efficient stationary multivariate non-Gaussian simulation based on a Hermite PDF model63 cited
  • 2024The Spectral Representation Method: A framework for simulation of stochastic processes, fields, and waves47 cited
  • 2016Translation random field with marginal beta distribution in modeling material properties47 cited
  • 2018Random field simulation over curved surfaces: Applications to computational structural mechanics46 cited
  • 2022A novel eigenvalue-based iterative simulation method for multi-dimensional homogeneous non-Gaussian stochastic vector fields43 cited
  • 2020Simulating Stationary Non-Gaussian Processes Based on Unified Hermite Polynomial Model41 cited
  • 2017Simple and Efficient Method to Simulate Homogenous Multidimensional Non-Gaussian Vector Fields by the Spectral Representation Method35 cited
  • 2023A spectral surrogate model for stochastic simulators computed from trajectory samples33 cited
  • 2020Simulation of wind velocity time histories on long span structures modeled as non-Gaussian stochastic waves33 cited