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

10.1002/nme.255

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Main Authors: Huang, S.P., Quek, S.T., Phoon, K.K.
Other Authors: CIVIL ENGINEERING
Format: Article
Published: 2014
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Online Access:http://scholarbank.nus.edu.sg/handle/10635/65354
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spelling sg-nus-scholar.10635-653542023-10-29T21:57:37Z Convergence study of the truncated Karhunen-Loeve expansion for simulation of stochastic processes Huang, S.P. Quek, S.T. Phoon, K.K. CIVIL ENGINEERING Covariance models Karhunen-Loeve expansion Non-stationary Gaussian process Simulation Stationary Gaussian process Stochastic representation 10.1002/nme.255 International Journal for Numerical Methods in Engineering 52 9 1029-1043 IJNMB 2014-06-17T08:15:51Z 2014-06-17T08:15:51Z 2001-11-30 Article Huang, S.P., Quek, S.T., Phoon, K.K. (2001-11-30). Convergence study of the truncated Karhunen-Loeve expansion for simulation of stochastic processes. International Journal for Numerical Methods in Engineering 52 (9) : 1029-1043. ScholarBank@NUS Repository. https://doi.org/10.1002/nme.255 00295981 http://scholarbank.nus.edu.sg/handle/10635/65354 000171912600008 Scopus
institution National University of Singapore
building NUS Library
continent Asia
country Singapore
Singapore
content_provider NUS Library
collection ScholarBank@NUS
topic Covariance models
Karhunen-Loeve expansion
Non-stationary Gaussian process
Simulation
Stationary Gaussian process
Stochastic representation
spellingShingle Covariance models
Karhunen-Loeve expansion
Non-stationary Gaussian process
Simulation
Stationary Gaussian process
Stochastic representation
Huang, S.P.
Quek, S.T.
Phoon, K.K.
Convergence study of the truncated Karhunen-Loeve expansion for simulation of stochastic processes
description 10.1002/nme.255
author2 CIVIL ENGINEERING
author_facet CIVIL ENGINEERING
Huang, S.P.
Quek, S.T.
Phoon, K.K.
format Article
author Huang, S.P.
Quek, S.T.
Phoon, K.K.
author_sort Huang, S.P.
title Convergence study of the truncated Karhunen-Loeve expansion for simulation of stochastic processes
title_short Convergence study of the truncated Karhunen-Loeve expansion for simulation of stochastic processes
title_full Convergence study of the truncated Karhunen-Loeve expansion for simulation of stochastic processes
title_fullStr Convergence study of the truncated Karhunen-Loeve expansion for simulation of stochastic processes
title_full_unstemmed Convergence study of the truncated Karhunen-Loeve expansion for simulation of stochastic processes
title_sort convergence study of the truncated karhunen-loeve expansion for simulation of stochastic processes
publishDate 2014
url http://scholarbank.nus.edu.sg/handle/10635/65354
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