From the wide variety of methods developed for the simulation of Gaussian stochastic processes and fields, two are most often used in applications: the spectral representation method and the Karhunen-Loe `ve (K-L) expansion. In this paper, an in-depth assessment on the capabilities of the two method
Stability of Karhunen–Loève expansion for the simulation of Gaussian stochastic fields using Galerkin scheme
✍ Scribed by Melink, Teja; Korelc, Jože
- Book ID
- 121985910
- Publisher
- Elsevier Science
- Year
- 2014
- Tongue
- English
- Weight
- 873 KB
- Volume
- 37
- Category
- Article
- ISSN
- 0266-8920
No coin nor oath required. For personal study only.
📜 SIMILAR VOLUMES
## Abstract A random process can be represented as a series expansion involving a complete set of deterministic functions with corresponding random coefficients. Karhunen–Loeve (K–L) series expansion is based on the eigen‐decomposition of the covariance function. Its applicability as a simulation t
In complex fluids, solute molecules with structural length scales much larger than atomic are dispersed in solvents of simple fluids such as water. The rheological properties of complex fluids are determined by dynamics of solute molecules which can be modeled by the Fokker-Planck equation defined i