Simulation of Random Fields via Local Average Subdivision
Publication: Journal of Engineering Mechanics
Volume 116, Issue 8
Abstract
A fast and accurate method of generating realizations of a homogeneous Gaussian scalar random process in one, two, or three dimensions is presented. The resulting discrete process represents local averages of a homogeneous random function defined by its mean and covariance function, the averaging being performed over incremental domains formed by different levels of discretization of the field. The approach is motivated first by the need to represent engineering properties as local averages (since many properties are not well defined at a point and show significant scale effects), and second to be able to condition the realization easily to incorporate known data or change resolution within sub‐regions. The ability to condition the realization or increase the resolution in certain regions is an important contribution to finite element modeling of random phenomena. The Ornstein‐Uhlenbeck and fractional Gaussian noise processes are used as illustrations.
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Information & Authors
Information
Published In
Journal of Engineering Mechanics
Volume 116 • Issue 8 • August 1990
Pages: 1733 - 1749
Copyright
Copyright © 1990 ASCE.
History
Published online: Aug 1, 1990
Published in print: Aug 1990
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