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A biorthogonal decomposition for the identification and simulation of non-stationary and non-Gaussian random fields

Autor: F. Poirion, Grégoire Ferré, Michel Benoit, I. Zentner

Publikováno v: Journal of Computational Physics
Journal of Computational Physics, Elsevier, 2016, 314, pp.1-13. ⟨10.1016/j.jcp.2016.02.067⟩
Journal of Computational Physics, 2016, 314, pp.1-13. ⟨10.1016/j.jcp.2016.02.067⟩

International audience; In this paper, a new method for the identification and simulation of non-Gaussian and non-stationary stochastic fields given a database is proposed. It is based on two successive biorthogonal decompositions aiming at represent

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::b884a9d4b0acf21073b4bedc12f63ba1
https://hal.archives-ouvertes.fr/hal-01314928

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Convergence of the fixed point theorem with random parameters

Autor: F. Poirion

Publikováno v: International Journal for Numerical Methods in Engineering. 57:761-766

Solving stochastic non-linear dynamical problems represents a formidable task which, in many cases, can be achieved solely through numerical simulation techniques. This is true for high dimensional as well as low dimensional problems. One method to d

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::c51e5502a1b332c6e6aed80d47df1925
https://doi.org/10.1002/nme.701

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Simulation of random vectors with given moments

Autor: F. Poirion

Publikováno v: Probabilistic Engineering Mechanics. 16:115-120

We extend in this article the simulation method of scalar random variables with given moments, which was developed initially by Devroye, to n-dimensional random vectors. Using the conditional distribution approach, we show that the vector simulation

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::1389ad0fc1a4c1e5088ef8ec99011085
https://doi.org/10.1016/s0266-8920(00)00013-8

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Computation of response moments of high dimensional MDOF structure excited by stationary non-Gaussian random fields

Autor: F. Poirion

Publikováno v: Probabilistic Engineering Mechanics. 15:169-174

Output moments of a non-linear dynamical system excited by a non-Gaussian random field can be obtained in practice only by simulation techniques. When the dynamical system can be decomposed in a low dimension non-linear part acting on a high dimensio

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::09a76051f620edc755b593b1a1548846
https://doi.org/10.1016/s0266-8920(99)00016-8

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Numerical Simulation Of Homogeneous Non-Gaussian Random Vector Fields

Autor: F. Poirion

Publikováno v: Journal of Sound and Vibration. 160:25-42

A method which constructs numerical simulations of homogeneous non-Gaussian random vector fields is given. It uses multi-dimensional pulse trains with Poisson arrival times. It is first shown that the classical results concerning one-dimensional filt

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::3df58ce0a0f24dfecfba887480656e2d
https://doi.org/10.1006/jsvi.1993.1003

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