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Conditional simulation of non-Gaussian random fields
AbstractThe method of conditional simulation of homogeneous or inhomogeneous non-Gaussian random fields is developed. It represents a combination of two previously developed methods, namely of the iterative method for unconditional simulation of non-Gaussian random fields put forward by Shinozuka and Yamazaki, and of the Hoshiya method for conditional simulation of Gaussian random fields. To gain physical insight, several numerical examples are evaluated. High accuracy of the proposed method is demonstrated.
Conditional simulation of non-Gaussian random fields
AbstractThe method of conditional simulation of homogeneous or inhomogeneous non-Gaussian random fields is developed. It represents a combination of two previously developed methods, namely of the iterative method for unconditional simulation of non-Gaussian random fields put forward by Shinozuka and Yamazaki, and of the Hoshiya method for conditional simulation of Gaussian random fields. To gain physical insight, several numerical examples are evaluated. High accuracy of the proposed method is demonstrated.
Conditional simulation of non-Gaussian random fields
Elishakoff, I. (author) / Ren, Y.J. (author) / Shinozuka, M. (author)
Engineering Structures ; 16 ; 558-563
1994-01-01
6 pages
Article (Journal)
Electronic Resource
English
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