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Dimension reduction of Karhunen-Loeve expansion for simulation of stochastic processes
10 references·15 citing·31 second hop
Dimension reduction of Karhunen-Loeve expansion for simulation of stochastic processes (2017)Dimension reduction of Karhunen-Loeve exp…A stochastic harmonic function representation for non-stationary stochastic processes (2017)A stochastic harmonic functio…Random function based spectral representation of stationary and non-stationary stochastic processes (2016)Random function based spectra…Stochastic Dynamics of Structures (2009)Stochastic Dynamics of Struct…The equivalent extreme-value event and evaluation of the structural system reliability (2006)The equivalent extreme-value …Evaluation of Karhunen–Loève, Spectral, and Sampling Representations for Stochastic Processes (2006)Evaluation of Karhunen–Loève,…The Wiener--Askey Polynomial Chaos for Stochastic Differential Equations (2002)The Wiener--Askey Polynomial …Convergence study of the truncated Karhunen–Loeve expansion for simulation of stochastic processes (2001)Convergence study of the trun…Orthogonal Series Expansions of Random Fields in Reliability Analysis (1994)Orthogonal Series Expansions …Stochastic Finite Elements: A Spectral Approach (1991)Stochastic Finite Elements: A…Simulation of Stochastic Processes by Spectral Representation (1991)Simulation of Stochastic Proc…Simulating non-stationary and non-Gaussian cross-correlated fields using multivariate Karhunen–Loève expansion and L-moments-based Hermite polynomial model (2024)Simulating non-stationary and…Advances in dimension-reduction methods for simulating univariate and multivariate non-stationary stochastic processes via spectral representation (2024)Advances in dimension-reducti…New non-intrusive stochastic finite element method for plate structures (2022)New non-intrusive stochastic …Efficient approach for dynamic reliability analysis based on uniform design method and Box-Cox transformation (2022)Efficient approach for dynami…Simulation of stationary Gaussian/non-Gaussian stochastic processes based on stochastic harmonic functions (2021)Simulation of stationary Gaus…3rd-order Spectral Representation Method: Simulation of multi-dimensional random fields and ergodic multi-variate random processes with fast Fourier transform implementation (2021)3rd-order Spectral Representa…Sensitivity-based adaptive sequential sampling for metamodel uncertainty reduction in multilevel systems (2020)Sensitivity-based adaptive se…Nonintrusive Stochastic Finite Elements for Crashworthiness with VPS/Pamcrash (2020)Nonintrusive Stochastic Finit…Dimension reduction model for two-spatial dimensional stochastic wind field: Hybrid approach of spectral decomposition and wavenumber spectral representation (2020)Dimension reduction model for…A sample-based iterative scheme for simulating non-stationary non-Gaussian stochastic processes (2020)A sample-based iterative sche…Stochastic harmonic function based wind field simulation and wind-induced reliability of super high-rise buildings (2019)Stochastic harmonic function …Stochastic dynamic response analysis and reliability assessment of non-linear structures under fully non-stationary ground motions (2019)Stochastic dynamic response a…Probability density evolution analysis of stochastic nonlinear structure under non-stationary ground motions (2019)Probability density evolution…Random function representation of stationary stochastic vector processes for probability density evolution analysis of wind-induced structures (2018)Random function representatio…An adaptive cubature formula for efficient reliability assessment of nonlinear structural dynamic systems (2017)An adaptive cubature formula …Random vibration of mechanical and structural systems (1993)Reliability assessment in structural dynamics (2013)Simulation of multi-dimensional random fields by Karhunen–Loève expansion (2017)An explicit method for simulating non-Gaussian and non-stationary stochastic processes by Karhunen-Loève and polynomial chaos expansion (2018)Exact and Invariant Second-Moment Code Format 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static and dynamic structural reliabilities based on direct probability integral method (2021)Monte Carlo Methods in Financial Engineering (2003)Stochastic Harmonic Function Representation of Random Fields for Material Properties of Structures (2018)System reliability analyses of static and dynamic structures via direct probability integral method (2021)A decoupled approach for determination of the joint probability density function of a high-dimensional nonlinear stochastic dynamical system via the probability density evolution method (2023)Global sensitivity analysis using polynomial chaos expansions (2007)AK-MCS: An active learning reliability method combining Kriging and Monte Carlo Simulation (2011)High-Order Collocation Methods for Differential Equations with Random Inputs (2005)Adaptive sparse polynomial chaos expansion based on least angle regression (2010)Simulation of Ergodic Multivariate Stochastic Processes (1996)The stochastic finite element method: Past, present and future (2008)Fast Numerical Methods for Stochastic Computations: A Review (2009)A GF-discrepancy for point selection in stochastic seismic response analysis of structures with uncertain parameters (2015)
this work references cited by second hop

References

  • 1991Stochastic Finite Elements: A Spectral Approach5,753 cited
  • 2002The Wiener--Askey Polynomial Chaos for Stochastic Differential Equations4,821 cited
  • 1991Simulation of Stochastic Processes by Spectral Representation1,379 cited
  • 2009Stochastic Dynamics of Structures923 cited
  • 2001Convergence study of the truncated Karhunen–Loeve expansion for simulation of stochastic processes466 cited
  • 2006The equivalent extreme-value event and evaluation of the structural system reliability447 cited
  • 2016Random function based spectral representation of stationary and non-stationary stochastic processes333 cited
  • 1994Orthogonal Series Expansions of Random Fields in Reliability Analysis265 cited
  • 2017A stochastic harmonic function representation for non-stationary stochastic processes121 cited
  • 2006Evaluation of Karhunen–Loève, Spectral, and Sampling Representations for Stochastic Processes103 cited

Cited by

  • 2019Stochastic dynamic response analysis and reliability assessment of non-linear structures under fully non-stationary ground motions67 cited
  • 2020A sample-based iterative scheme for simulating non-stationary non-Gaussian stochastic processes47 cited
  • 2018Random function representation of stationary stochastic vector processes for probability density evolution analysis of wind-induced structures46 cited

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2019
Stochastic harmonic function based wind field simulation and wind-induced reliability of super high-rise buildings
28 cited
  • 2017An adaptive cubature formula for efficient reliability assessment of nonlinear structural dynamic systems22 cited
  • 20213rd-order Spectral Representation Method: Simulation of multi-dimensional random fields and ergodic multi-variate random processes with fast Fourier transform implementation20 cited
  • 2022Efficient approach for dynamic reliability analysis based on uniform design method and Box-Cox transformation20 cited
  • 2022New non-intrusive stochastic finite element method for plate structures18 cited
  • 2024Simulating non-stationary and non-Gaussian cross-correlated fields using multivariate Karhunen–Loève expansion and L-moments-based Hermite polynomial model18 cited
  • 2021Simulation of stationary Gaussian/non-Gaussian stochastic processes based on stochastic harmonic functions17 cited
  • 2019Probability density evolution analysis of stochastic nonlinear structure under non-stationary ground motions15 cited
  • 2024Advances in dimension-reduction methods for simulating univariate and multivariate non-stationary stochastic processes via spectral representation12 cited
  • 2020Dimension reduction model for two-spatial dimensional stochastic wind field: Hybrid approach of spectral decomposition and wavenumber spectral representation11 cited
  • 2020Sensitivity-based adaptive sequential sampling for metamodel uncertainty reduction in multilevel systems11 cited
  • 2020Nonintrusive Stochastic Finite Elements for Crashworthiness with VPS/Pamcrash11 cited