Monte Carlo Treatment of Random Fields: A Broad PerspectiveSource: Applied Mechanics Reviews:;1998:;volume( 051 ):;issue: 003::page 219DOI: 10.1115/1.3098999Publisher: The American Society of Mechanical Engineers (ASME)
Abstract: A review of a number of methods for random fields simulation in conjunction with Monte Carlo studies of probabilistic mechanics problems is presented from a broad perspective. This article complements some of the previous review articles in that it compares various simulation algorithms, assesses their relative computational efficiency and versatility, discusses the properties of generated field samples, and incorporates some of the recent developments. Collectively, a comprehensive discussion of the covariance decomposition method, the spectral method, the ARMA method, the noise shower method, the scale refinement methods, and the turning band method is attempted. For tutorial effectiveness univariate, uni-dimensional, Gaussian, and homogeneous fields are discussed, primarily in connection with various simulation methods. Nevertheless, appropriate references are included addressing the simulation of more general fields. This review article contains 110 references.
keyword(s): Simulation , Noise (Sound) AND Algorithms ,
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contributor author | P. D. Spanos | |
contributor author | B. A. Zeldin | |
date accessioned | 2017-05-08T23:55:26Z | |
date available | 2017-05-08T23:55:26Z | |
date copyright | March, 1998 | |
date issued | 1998 | |
identifier issn | 0003-6900 | |
identifier other | AMREAD-25746#219_1.pdf | |
identifier uri | http://yetl.yabesh.ir/yetl/handle/yetl/119802 | |
description abstract | A review of a number of methods for random fields simulation in conjunction with Monte Carlo studies of probabilistic mechanics problems is presented from a broad perspective. This article complements some of the previous review articles in that it compares various simulation algorithms, assesses their relative computational efficiency and versatility, discusses the properties of generated field samples, and incorporates some of the recent developments. Collectively, a comprehensive discussion of the covariance decomposition method, the spectral method, the ARMA method, the noise shower method, the scale refinement methods, and the turning band method is attempted. For tutorial effectiveness univariate, uni-dimensional, Gaussian, and homogeneous fields are discussed, primarily in connection with various simulation methods. Nevertheless, appropriate references are included addressing the simulation of more general fields. This review article contains 110 references. | |
publisher | The American Society of Mechanical Engineers (ASME) | |
title | Monte Carlo Treatment of Random Fields: A Broad Perspective | |
type | Journal Paper | |
journal volume | 51 | |
journal issue | 3 | |
journal title | Applied Mechanics Reviews | |
identifier doi | 10.1115/1.3098999 | |
journal fristpage | 219 | |
journal lastpage | 237 | |
identifier eissn | 0003-6900 | |
keywords | Simulation | |
keywords | Noise (Sound) AND Algorithms | |
tree | Applied Mechanics Reviews:;1998:;volume( 051 ):;issue: 003 | |
contenttype | Fulltext |