Convergence study of the truncated Karhunen-Loeve expansion for simulation of stochastic processes

Journal article

Peer reviewed

S. P. Huang, S. T. Quek and K. K. Phoon

International journal for numerical methods in engineering, Vol.52(9), pp.1029-1043

30/11/2001

Abstract

covariance models

Karhunen-Loeve expansion

non-stationary Gaussian process

simulation

stationary Gaussian process

stochastic series representation

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Title: Convergence study of the truncated Karhunen-Loeve expansion for simulation of stochastic processes
Creators - without role: S. P. Huang - National University of Singapore
S. T. Quek - National University of Singapore
K. K. Phoon - National University of Singapore
Publication Details: International journal for numerical methods in engineering, Vol.52(9), pp.1029-1043
Publisher: John Wiley & Sons, Ltd
Number of pages: 15
Identifiers: 9911104909846
Academic Unit: ISTD Pillar; Office of President; ASD Pillar
Language: English
Resource Type: Journal article