Numerical simulation of random fields using correlated random vector and the Karhunen-Loeve expansion

  • Iwona Pokorska Czestochowa University of Technology
  • Mariusz Poński Faculty of Civil Engineering, Czestochowa University of Technology

Abstract

The paper presents an approach of one- and two-dimensional random fields simulation methods using correlated random vector and Karhunen-Loève expansion. Comparison of the authors’ analytical solution of the Fredholm integral equation of the second kind with the numerical solution using finite element method and inverse vector iteration technique is presented. Numerical approach and sample realizations of one- and two-dimensional random fields are presented using described techniques as well as generated probability distribution functions for chosen point of analyzed domain.

Keywords

eigenproblem, Karhunen-Loève expansion, random field, Lalescu-Picard equation,
Published
Feb 17, 2019
How to Cite
POKORSKA, Iwona; POŃSKI, Mariusz. Numerical simulation of random fields using correlated random vector and the Karhunen-Loeve expansion. Computer Assisted Methods in Engineering and Science, [S.l.], v. 25, n. 1, p. 47-58, feb. 2019. ISSN 2299-3649. Available at: <https://cames.ippt.pan.pl/index.php/cames/article/view/237>. Date accessed: 19 may 2019.