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Karhunen–Loéve Expansion of Stochastic Processes with a Modified Exponential Covariance Kernel |
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| Authors: | Pol D Spanos Michael Beer John Red-Horse |
| Affiliation: | 1Lewis B. Ryon Professor, Dept. of Mechanical Engineering and Civil and Environmental Engineering, Rice Univ., MS 321, P.O. Box 1892, Houston, TX 77251. E-mail: spanos@rice.edu 2Assistant Professor, Dept. of Civil Engineering, National Univ. of Singapore, BLK E1A, 1 Engineering Dr. 2, Singapore 117576. E-mail: cvebm@nus.edu.sg 3Member of the Technical Staff, Sandia National Laboratories, Albuquerque, NM 87185. E-mail: jrredho@sandia.gov |
| Abstract: | |
| Keywords: | Stochastic processes Spectral analysis Monte Carlo method Computer aided simulation Numerical analysis |