Approximation of covariance function with application to stochastic mechanics

摘要

A concept of canonical representation of random processes and thepossibility of its application in stochastic soil mechanics ispresented in the paper. Spectral de- composition, Karhunen-Loeveexpansion and orthogonal expansions modified by Hermite polynomialsare examined. For given expansions, errors connected with Thedifferent number of expansion terms adopted are analyzed. On theexample of A ground layer of random elastic parameters it is provedthat canonical representa- Tions make it possible to obtainapproximate, analytical solution of the stochastic System describingthe random theory of elasticity.