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3rd-order Spectral Representation Method: Simulation of multi-dimensional random fields and ergodic multi-variate random processes with fast Fourier transform implementation
16 references·1 citing·22 second hop
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References

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  • 2017Dimension reduction of Karhunen-Loeve expansion for simulation of stochastic processes95 cited
  • 2020UQpy: A general purpose Python package and development environment for uncertainty quantification94 cited
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    • 2024Higher-order spectral representation method: New algorithmic framework for simulating multi-dimensional non-Gaussian random physical fields10 cited