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

摘要

This paper presents an approach of one- and two-dimensional random field simulation methods using a correlated random vector and the Karhunen-Loeve expansion. Comparison of the authors' analytical solution of the Fredholm integral equation of the second kind with the numerical solution using the finite element method and the 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 the analysed domain.