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Advances in dimension-reduction methods for simulating univariate and multivariate non-stationary stochastic processes via spectral representation
11 references·0 citing·29 second hop
Advances in dimension-reduction methods for simulating univariate and multivariate non-stationary stochastic processes via spectral representation (2024)Advances in dimension-reduction methods f…Stochastic harmonic function based wind field simulation and wind-induced reliability of super high-rise buildings (2019)Stochastic harmonic function …Dimension reduction of Karhunen-Loeve expansion for simulation of stochastic processes (2017)Dimension reduction of Karhun…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…Probability density evolution method: Background, significance and recent developments (2015)Probability density evolution…Stochastic Dynamics of Structures (2009)Stochastic Dynamics of Struct…Strategy for selecting representative points via tangent spheres in the probability density evolution method (2007)Strategy for selecting repres…The Number Theoretical Method in Response Analysis of Nonlinear Stochastic Structures (2006)The Number Theoretical Method…On advanced Monte Carlo simulation procedures in stochastic structural dynamics (1997)On advanced Monte Carlo simul…Simulation of Stochastic Processes by Spectral Representation (1991)Simulation of Stochastic Proc…Digital simulation of random processes and its applications (1972)Digital simulation of random …Probabilistic Theory of Structural Dynamics (1976)Direct probability integral method for stochastic response analysis of static and dynamic structural systems (2019)RBF-GA: An adaptive radial basis function metamodeling with genetic algorithm for structural reliability analysis (2019)System reliability analyses of static and dynamic structures via direct probability integral method (2021)A Comparison of Three Methods for Selecting Values of Input Variables in the Analysis of Output from a Computer Code (1979)Stochastic Finite Elements: A Spectral Approach (1991)A Comparison of Three Methods for Selecting Values of Input Variables in the Analysis of Output from a Computer Code (2000)Stochastic dynamic response and reliability assessment of controlled structures with fractional derivative model of viscoelastic dampers (2015)An efficient reliability method combining adaptive global metamodel and probability density evolution method (2019)Reliability assessment of stochastic dynamical systems using physics informed neural network based PDEM (2023)The stochastic finite-element method (1980)A note on the principle of preservation of probability and probability density evolution equation (2008)A novel fractional moments-based maximum entropy method for high-dimensional reliability analysis (2019)Monte Carlo Methods in Financial Engineering (2003)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)The Wiener--Askey Polynomial Chaos for Stochastic Differential Equations (2002)Random function representation of stationary stochastic vector processes for probability density evolution analysis of wind-induced structures (2018)Stochastic dynamic response analysis and reliability assessment of non-linear structures under fully non-stationary ground motions (2019)A sample-based iterative scheme for simulating non-stationary non-Gaussian stochastic processes (2020)Assessment of low probability events of dynamical systems by controlled Monte Carlo simulation (1999)Polynomial chaos for the approximation of uncertainties: Chances and limits (2008)Arbitrary polynomial chaos expansion method for uncertainty quantification and global sensitivity analysis in structural dynamics (2020)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)An Introduction to Computational Stochastic PDEs (2014)A unified analysis framework of static and dynamic structural reliabilities based on direct probability integral method (2021)Advances of the probability density evolution method for nonlinear stochastic systems (2011)A GF-discrepancy for point selection in stochastic seismic response analysis of structures with uncertain parameters (2015)
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References

  • 1972Digital simulation of random processes and its applications1,663 cited
  • 1991Simulation of Stochastic Processes by Spectral Representation1,379 cited
  • 2009Stochastic Dynamics of Structures923 cited
  • 2016Random function based spectral representation of stationary and non-stationary stochastic processes333 cited
  • 2006The Number Theoretical Method in Response Analysis of Nonlinear Stochastic Structures220 cited
  • 2015Probability density evolution method: Background, significance and recent developments217 cited
  • 2017A stochastic harmonic function representation for non-stationary stochastic processes121 cited
  • 1997On advanced Monte Carlo simulation procedures in stochastic structural dynamics99 cited
  • 2017Dimension reduction of Karhunen-Loeve expansion for simulation of stochastic processes95 cited
  • 2007Strategy for selecting representative points via tangent spheres in the probability density evolution method95 cited
  • 2019Stochastic harmonic function based wind field simulation and wind-induced reliability of super high-rise buildings28 cited

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