The subject of this paper is the simulation of one-dimensional, uni-variate, stationary,
Gaussian stochastic processes using the spectral representation method. Following this …

A powerful tool in computational stochastic mechanics is the stochastic finite element
method (SFEM). SFEM is an extension of the classical deterministic FE approach to the …

Discrepancies frequently occur between a physical system's responses and predictions
obtained from mathematical models. The Spectral Stochastic Finite Element Method …

Recently there has been a growing interest in designing efficient methods for the solution of
ordinary/partial differential equations with random inputs. To this end, stochastic Galerkin …

A simulation algorithm is proposed to generate sample functions of a stationary, multivariate
stochastic process according to its prescribed cross-spectral density matrix. If the …

This paper presents a review of the current state-of-the-art of numerical methods for
stochastic computations. The focus is on efficient high-order methods suitable for practical …

This book addresses random vibration of mechanical and structural systems commonly
encountered in aerospace, mechanical, and civil engineering. Techniques are examined for …

A spectral-representation-based simulation algorithm is used in this paper to generate
sample functions of a non-stationary, multi-variate stochastic process with evolutionary …

The main sources of uncertainties involved in the analysis of structures and solids are
shown and the tools available to deal with them. While trying to cover the complete modeling …

The generation of sample functions of stochastic fields or processes is a prerequisite to use
the Monte Carlo method in stochastic mechanics and structural reliability analysis. When it …