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Numerical simulation of random fields using correlated random vector and the Karhunen-Loève expansion

Poński M., Pokorska I.

Computer Assisted Methods in Engineering and Science

2018

Vol. 25, no. 1

47--58

The paper presents an approach of one- and two-dimensional random fields simulation methods using correlated random vector and Karhunen-Loève expansion. Comparison of the authors’ analytical solution of the Fredholm integral equation of the second kind with the numerical solution using finite element method and inverse vector iteration technique is presented. Numerical approach and sample realizations of one- and two-dimensional random fields are presented using described techniques as well as generated probability distribution functions for chosen point of analyzed domain.