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Generation of multivariate cross-correlated geotechnical random fields

Zhu, H. / Zhang, L.M. / Xiao, T. / Li, X.Y.

AbstractA geotechnical problem that involves several spatially correlated parameters can be best described using multivariate cross-correlated random fields. The joint distribution of these random variables cannot be uniquely defined using their marginal distributions and correlation coefficients alone. This paper presents a generic methodology for generating multivariate cross-correlated random fields. The joint distribution is rigorously established using a copula function that describes the dependence structure among the individual variables. The cross-correlated random fields are generated through Cholesky decomposition and conditional sampling based on the joint distribution. The random fields are verified regarding the anisotropic scales of fluctuation and copula parameters.

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Generation of multivariate cross-correlated geotechnical random fields

Zhu, H. / Zhang, L.M. / Xiao, T. / Li, X.Y.

AbstractA geotechnical problem that involves several spatially correlated parameters can be best described using multivariate cross-correlated random fields. The joint distribution of these random variables cannot be uniquely defined using their marginal distributions and correlation coefficients alone. This paper presents a generic methodology for generating multivariate cross-correlated random fields. The joint distribution is rigorously established using a copula function that describes the dependence structure among the individual variables. The cross-correlated random fields are generated through Cholesky decomposition and conditional sampling based on the joint distribution. The random fields are verified regarding the anisotropic scales of fluctuation and copula parameters.

Generation of multivariate cross-correlated geotechnical random fields

Zhu, H. / Zhang, L.M. / Xiao, T. / Li, X.Y.

AbstractA geotechnical problem that involves several spatially correlated parameters can be best described using multivariate cross-correlated random fields. The joint distribution of these random variables cannot be uniquely defined using their marginal distributions and correlation coefficients alone. This paper presents a generic methodology for generating multivariate cross-correlated random fields. The joint distribution is rigorously established using a copula function that describes the dependence structure among the individual variables. The cross-correlated random fields are generated through Cholesky decomposition and conditional sampling based on the joint distribution. The random fields are verified regarding the anisotropic scales of fluctuation and copula parameters.

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Title:

Generation of multivariate cross-correlated geotechnical random fields

Contributors:

Zhu, H. (author) / Zhang, L.M. (author) / Xiao, T. (author) / Li, X.Y. (author)

Published in:

Computers and Geotechnics ; 86 ; 95-107

Publication date:

2017-01-10

Size:

13 pages

ISSN:

DOI:

https://doi.org/10.1016/j.compgeo.2017.01.006

Type of media:

Article (Journal)

Type of material:

Electronic Resource

Language:

English

Keywords:

Anisotropy , Cross correlation , Random field , Slope stability , Reliability analysis , Geotechnical uncertainty

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