Eine Plattform für die Wissenschaft: Bauingenieurwesen, Architektur und Urbanistik
Eine Plattform für die Wissenschaft: Bauingenieurwesen, Architektur und Urbanistik
Simple and Efficient Method to Simulate Homogenous Multidimensional Non-Gaussian Vector Fields by the Spectral Representation Method
A simple and efficient simulation method is proposed to generate multidimensional non-Gaussian vector fields based on the spectral representation method, according to the target cross spectral density matrix and the prescribed non-Gaussian marginal probability density functions. The proposed method starts by estimating the underlying Gaussian cross spectral density matrix through sample-function–free iterative scheme. Then, the resulting underlying Gaussian cross spectral density matrix can be applied to simulate a multidimensional Gaussian vector field, which is then mapped to the desired multidimensional non-Gaussian vector field through nonlinear memoryless translation. Finally, a numerical example involving a trivariate, two-dimensional, non-Gaussian vector field is presented to demonstrate the capabilities of the proposed method.
Simple and Efficient Method to Simulate Homogenous Multidimensional Non-Gaussian Vector Fields by the Spectral Representation Method
A simple and efficient simulation method is proposed to generate multidimensional non-Gaussian vector fields based on the spectral representation method, according to the target cross spectral density matrix and the prescribed non-Gaussian marginal probability density functions. The proposed method starts by estimating the underlying Gaussian cross spectral density matrix through sample-function–free iterative scheme. Then, the resulting underlying Gaussian cross spectral density matrix can be applied to simulate a multidimensional Gaussian vector field, which is then mapped to the desired multidimensional non-Gaussian vector field through nonlinear memoryless translation. Finally, a numerical example involving a trivariate, two-dimensional, non-Gaussian vector field is presented to demonstrate the capabilities of the proposed method.
Simple and Efficient Method to Simulate Homogenous Multidimensional Non-Gaussian Vector Fields by the Spectral Representation Method
Wu, Yongxin (Autor:in) / Li, Rui (Autor:in) / Gao, Yufeng (Autor:in) / Zhang, Ning (Autor:in) / Zhang, Fei (Autor:in)
22.09.2017
Aufsatz (Zeitschrift)
Elektronische Ressource
Unbekannt
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