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A stochastic harmonic function representation for non-stationary stochastic processes
8 references·16 citing·28 second hop
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this work references cited by second hop

References

  • 1991Stochastic Finite Elements: A Spectral Approach5,753 cited
  • 2003Monte Carlo Methods in Financial Engineering3,818 cited
  • 1991Simulation of Stochastic Processes by Spectral Representation1,379 cited
  • 2009Stochastic Dynamics of Structures923 cited
  • 2011Random Vibrations: Analysis of Structural and Mechanical Systems473 cited
  • 2016Random function based spectral representation of stationary and non-stationary stochastic processes333 cited
  • 2011Harmonic wavelets based statistical linearization for response evolutionary power spectrum determination147 cited
  • 2007Karhunen–Loéve Expansion of Stochastic Processes with a Modified Exponential Covariance Kernel131 cited

Cited by

  • 2017Dimension reduction of Karhunen-Loeve expansion for simulation of stochastic processes95 cited
  • 2021System reliability analyses of static and dynamic structures via direct probability integral method79 cited
  • 2023A decoupled approach for determination of the joint probability density function of a high-dimensional nonlinear stochastic dynamical system via the probability density evolution method71 cited
  • 2018Stochastic Harmonic Function Representation of Random Fields for Material Properties of Structures69 cited
  • 2018A cubature collocation based sparse polynomial chaos expansion for efficient structural reliability analysis68 cited

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2019
Stochastic dynamic response analysis and reliability assessment of non-linear structures under fully non-stationary ground motions
67 cited
  • 2021Efficient reliability analysis based on deep learning-enhanced surrogate modelling and probability density evolution method58 cited
  • 2018Random function representation of stationary stochastic vector processes for probability density evolution analysis of wind-induced structures46 cited
  • 2022A new method for stochastic analysis of structures under limited observations33 cited
  • 2019Wind Speed Field Simulation via Stochastic Harmonic Function Representation Based on Wavenumber–Frequency Spectrum32 cited
  • 2019Dimension-reduced probabilistic approach of 3-D wind field for wind-induced response analysis of transmission tower31 cited
  • 2020Uncertainty Quantification of Random Fields Based on Spatially Sparse Data by Synthesizing Bayesian Compressive Sensing and Stochastic Harmonic Function30 cited
  • 2020Reduction of random variables in the Stochastic Harmonic Function representation via spectrum-relative dependent random frequencies29 cited
  • 2019Stochastic harmonic function based wind field simulation and wind-induced reliability of super high-rise buildings28 cited
  • 2024High-efficient non-iterative reliability-based design optimization based on the design space virtually conditionalized reliability evaluation method27 cited
  • 2022Stochastic analysis of structures under limited observations using kernel density estimation and arbitrary polynomial chaos expansion24 cited