2006, 668, DOI: 10.1007/1-4020-5370-3_668

A novel approach for the efficient simulation of highly skewed non-Gaussian stochastic fields

Nikolaos D. Lagaros, George Stefanou and Manolis Papadrakakis

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Abstract

The problem of simulating non-Gaussian stochastic processes and fields has received considerable attention recently in the field of stochastic mechanics. This is due to the fact that several quantities involved in practical engineering problems (e.g. material and geometric properties of structural systems, soil properties in geotechnical engineering applications, wind loads, waves) exhibit non- Gaussian probabilistic characteristics [2].
In this paper, a novel, computationally efficient method is presented for the simulation of homogeneous non-Gaussian stochastic fields with prescribed target marginal distribution F and spectral density function [3]. The proposed approach is based on the translation field concept

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