Simulation and analysis of scalable non-Gaussian statistically anisotropic random functions

Numerical Simulation of Non-Gaussian Random Fields

The non-Gaussian random fields are used to modelling some dynamic loads generated by wind turbulence, ocean waves, earthquake ground motion etc. These fields also represent the uncertain properties of different materials (reinforced concrete, composite, soils etc.). This paper presents some methods and the corresponding algorithms to the numerical simulation of stationary non-Gaussian random fi...

Simulation of Sample Paths of Non Gaussian Stationary Random Fields

Mathematical justifications are given for a simulation technique of multivariate nonGaussian random processes and fields based on Rosenblatt’s transformation of Gaussian processes. Different types of convergences are given for the approaching sequence. Moreover an original numerical method is proposed in order to solve the functional equation yielding the underlying Gaussian process autocorrela...

Closed-loop shaker simulation of non-Gaussian random vibrations

Autoregressive Gaussian Random Vectors of First Order

Comparative analysis of multiscale Gaussian random field simulation algorithms

We analyze and compare the efficiency and accuracy of two simulation methods for homogeneous random fields with multiscale resolution. We consider in particular the Fourier-wavelet method and three variants of the Randomization method: (A) without any stratified sampling of wavenumber space, (B) with stratified sampling of wavenumbers with equal energy subdivision, (C) with stratified sampling ...